The Electronic Journal of Statistics (EJS) publishes research articles and short notes in theoretical, computational and applied statistics. The journal is open access. Articles are refereed and are held to the same standard as articles in other IMS journals. Articles become publicly available shortly after they are accepted.
Electronic Journal of Statistics is sponsored by the Institute of Mathematical Statistics and by the Bernoulli Society.
Volume 6
Publication Date: 2012
A note on conditional Akaike information for Poisson regression with random effects
Heng Lian; 1-9
Exact sampling for intractable probability distributions via a Bernoulli factory
James M. Flegal and Radu Herbei; 10-37
Minimax risks for sparse regressions: Ultra-high dimensional phenomenons
Nicolas Verzelen; 38-90
Non asymptotic minimax rates of testing in signal detection with heterogeneous variances
Béatrice Laurent, Jean-Michel Loubes and Clément Marteau; 91-122
Long range search for maximum likelihood in exponential families
Saisuke Okabayashi and Charles J. Geyer; 123-147
Regularized k-means clustering of high-dimensional data and its asymptotic consistency
Wei Sun, Junhui Wang and Yixin Fang; 148-167
Efficient Gaussian graphical model determination under G-Wishart prior distributions
Hao Wang and Sophia Zhengzi Li; 168-198
Uncovering the riffled independence structure of ranked data
Jonathan Huang and Carlos Guestrin; 199-230
Statistical multiresolution Dantzig estimation in imaging: Fundamental concepts and algorithmic framework
Klaus Frick, Philipp Marnitz and Axel Munk; 231-268
Theoretical properties of the overlapping groups lasso
Daniel Percival; 269-288
Uniform improvement of empirical likelihood for missing response problem
Kwun Chuen Gary Chan; 289-302
Expectiles for subordinated Gaussian processes with applications
Jean-François Coeurjolly and Hedi Kortas; 303-322
Structured penalties for functional linear models—partially empirical eigenvectors for regression
Timothy W. Randolph, Jaroslaw Harezlak and Ziding Feng; 323-353
The Bernstein-Von-Mises theorem under misspecification
B.J.K. Kleijn and A.W. van der Vaart; 354-381
Classification via local multi-resolution projections
Jean-Baptiste Monnier; 382-420
A note on the local power of the LR, Wald, score and gradient tests
Artur J. Lemonte and Silvia L.P. Ferrari; 421-434
Multiple breaks detection in general causal time series using penalized quasi-likelihood
Jean-Marc Bardet, William Kengne and Olivier Wintenberger; 435-477
Local bandwidth selection via second derivative segmentation
Alexander Aue, Thomas C. M. Lee and Haonan Wang; 478-500
Kernel density estimation with doubly truncated data
Carla Moreira and Jacobo de Uña-Álvarez; 501-521
High-dimensional additive hazards models and the Lasso
Stéphane Gaïffas and Agathe Guilloux; 522-546
Detecting a vector based on linear measurements
Ery Arias-Castro; 547-558
Movelets: A dictionary of movement
Jiawei Bai, Jeff Goldsmith, Brian Caffo, Thomas A. Glass and Ciprian M. Crainiceanu; 559-578
Optimal upper and lower bounds for the true and empirical excess risks in heteroscedastic least-squares regression
Adrien Saumard; 579-655
Further asymptotic properties of the generalized information criterion
ChangJiang Xu and A. Ian McLeod; 656-663
Asymptotic theorems for kernel U-quantiles
Stefan Ralescu; 664-671
Effect of a preliminary test of homogeneity of stratum-specific odds ratios on their confidence intervals
Paul Kabaila and Dilshani Tissera; 672-685
Controlling the degree of caution in statistical inference with the Bayesian and frequentist approaches as opposite extremes
David R. Bickel; 686-709
Efficient distribution estimation for data with unobserved sub-population identifiers
Yanyuan Ma and Yuanjia Wang; 710-737
Rank-based multiple test procedures and simultaneous confidence intervals
Frank Konietschke, Ludwig A. Hothorn and Edgar Brunner; 738-759
A nonparametric multivariate multisample test based on data depth
Shojaeddin Chenouri and Christopher G. Small; 760-782
Bayes minimax estimators of a location vector for densities in the Berger class
Dominique Fourdrinier, Fatiha Mezoued and William E. Strawderman; 783-809
Fixed and random effects selection in nonparametric additive mixed models
Randy C. S. Lai, Hsin-Cheng Huang and Thomas C. M. Lee; 810-842
Smooth confidence intervals for the survival function under random right censoring
Dimitrios Bagkavos and Dimitrios Ioannides; 843-860
Electronic Journal of Statistics
