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 3
Publication Date: 2009
Cumulative distribution function estimation under interval censoring case 1
Elodie Brunel and Fabienne Comte; 1-24
Functional asymptotic confidence intervals for a common mean of independent random variables
Yuliya V. Martsynyuk; 25-40
Extensions of smoothing via taut strings
Lutz Dümbgen and Arne Kovac; 41-75
Separating populations with wide data: A spectral analysis
Avrim Blum, Amin Coja-Oghlan, Alan Frieze and Shuheng Zhou; 76-113
A Bernstein-Von Mises Theorem for discrete probability distributions
S. Boucheron and E. Gassiat; 114-148
Modeling threshold exceedance probabilities of spatially correlated time series
Dana Draghicescu and Rosaria Ignaccolo; 149-164
An exponential inequality for negatively associated random variables
H. Jabbari, M. Jabbari and H.A. Azarnoosh; 165-175
General oracle inequalities for model selection
Charles Mitchell and Sara van de Geer; 176-204
Inferring sparse Gaussian graphical models with latent structure
Christophe Ambroise, Julien Chiquet and Catherine Matias; 205-238
Online data processing: Comparison of Bayesian regularized particle filters
Roberto Casarin and Jean-Michel Marin; 239-258
Likelihood inference in exponential families and directions of recession
Charles J. Geyer; 259-289
Building hyper Dirichlet processes for graphical models
Daniel Heinz; 290-315
Correction to: “Kullback Leibler property of kernel mixture priors in Bayesian density estimation” Electronic J. Statist. 2 (2008) 298–331
Yuefeng Wu and Subhashis Ghosal; 316-317
SIMEX and standard error estimation in semiparametric measurement error models
Tatiyana V. Apanasovich, Raymond J. Carroll and Arnab Maity; 318-348
Multidimensional hazard estimation under generalized censoring
Alberto Carabarin Aguirre and B. Gail Ivanoff; 349-375
Explicit expressions for the variogram of first-order intrinsic autoregressions
Tibor K. Pogány and Saralees Nadarajah; 376-383
Thresholding-based iterative selection procedures for model selection and shrinkage
Yiyuan She; 384-415
Exact confidence intervals for the Hurst parameter of a fractional Brownian motion
Jean-Christophe Breton, Ivan Nourdin and Giovanni Peccati; 416-425
A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data
Elias Ould-Saïd, Djabrane Yahia and Abdelhakim Necir; 426-445
On the geometry of discrete exponential families with application to exponential random graph models
Alessandro Rinaldo, Stephen E. Fienberg and Yi Zhou; 446-484
Mean field inference for the Dirichlet process mixture model
O. Zobay; 507-545
Almost sure convergence of extreme order statistics
Zuoxiang Peng, Jiaona Li and Saralees Nadarajah; 546-556
Model selection by resampling penalization
Sylvain Arlot; 557-624
Testing for independence: Saddlepoint approximation to associated permutation distributions
Ehab F. Abd-Elfattah; 625-632
Admissible, consistent multiple testing with applications including variable selection
Chuanwen Chen, Arthur Cohen and Harold B. Sackrowitz; 633-650
The false discovery rate for statistical pattern recognition
Clayton Scott, Gowtham Bellala and Rebecca Willett; 651-677
Optimal weighting for false discovery rate control
Etienne Roquain and Mark A. van de Wiel; 678-711
Exponential bounds for minimum contrast estimators
Yuri Golubev and Vladimir Spokoiny; 712-746
Quantifying the cost of simultaneous non-parametric approximation of several samples
P.L. Davies and A. Kovac; 747-780
Penalized orthogonal-components regression for large p small n data
Dabao Zhang, Yanzhu Lin and Min Zhang; 781-796
Explicit connections between longitudinal data analysis and kernel machines
N.D. Pearce and M.P. Wand; 797-823
Penalized empirical risk minimization over Besov spaces
Sébastien Loustau; 824-850
Limiting distributions and almost sure limit theorems for the normalized maxima of complete and incomplete samples from Gaussian sequence
Zuoxiang Peng, Ping Wang and Saralees Nadarajah; 851-864
Weighted least squares methods for prediction in the functional data linear model
Aurore Delaigle, Peter Hall and Tatiyana V. Apanasovich; 865-885
Error analysis for circle fitting algorithms
Ali Al-Sharadqah and Nikolai Chernov; 886-911
Multiple testing in ordinal data models
Chuanwen Chen, Arthur Cohen and Harold B. Sackrowitz; 912-931
Triangular systems for symmetric binary variables
Nanny Wermuth, Giovanni M. Marchetti and D.R. Cox; 932-955
Statistical inference for non-stationary GARCH(p,q) models
Ngai Hang Chan and Chi Tim Ng; 956-992
A sliding blocks estimator for the extremal index
Christian Y. Robert, Johan Segers and Christopher A.T. Ferro; 993-1020
Empirical measures for incomplete data with applications
Shojaeddin Chenouri, Majid Mojirsheibani and Zahra Montazeri; 1021-1038
Dynamics of Bayesian updating with dependent data and misspecified models
Cosma Rohilla Shalizi; 1039-1074
Improved algebraic methods for circle fitting
Prasanna Rangarajan and Kenichi Kanatani; 1075-1082
Corrigendum to “Asymptotic properties of false discovery rate controlling procedures under independence”
Pierre Neuvial; 1083
Regression in random design and Bayesian warped wavelets estimators
Thanh Mai Pham Ngoc; 1084-1112
Electronic Journal of Statistics
