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 7
Publication Date: 2013
Optimal regression rates for SVMs using Gaussian kernels
Mona Eberts and Ingo Steinwart; 1-42
Gradient statistic: Higher-order asymptotics and Bartlett-type correction
Tiago M. Vargas, Silvia L.P. Ferrari and Artur J. Lemonte; 43-61
A vector of Dirichlet processes
Fabrizio Leisen, Antonio Lijoi and Dario Spanó; 62-90
Cartesian displays of many interval estimates
Mario Peruggia, Jason Hsu and Yifan Huang; 91-104
Significance testing in quantile regression
Stanislav Volgushev, Melanie Birke, Holger Dette and Natalie Neumeyer; 105-145
Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression
Laëtitia Comminges and Arnak S. Dalalyan; 146-190
On rate optimal local estimation in functional linear regression
Jan Johannes and Rudolf Schenk; 191-216
Semiparametric Bernstein–von Mises for the error standard deviation
René de Jonge and Harry van Zanten; 217-243
Identifiability of linear mixed effects models
Wei Wang; 244-263
PAC-Bayesian estimation and prediction in sparse additive models
Benjamin Guedj and Pierre Alquier; 264-291
Respondent-driven sampling on directed networks
Xin Lu, Jens Malmros, Fredrik Liljeros and Tom Britton; 292-322
Deconvolution estimation of mixture distributions with boundaries
Mihee Lee, Peter Hall, Haipeng Shen, J. S. Marron, Jon Tolle and Christina Burch; 323-341
Selecting the length of a principal curve within a Gaussian model
Aurélie Fischer; 342-363
Global rates of convergence of the MLE for multivariate interval censoring
Fuchang Gao and Jon A. Wellner; 364-380
Consistency of minimum description length model selection for piecewise stationary time series models
Richard A. Davis and Chun Yip Yau; 381-411
Pearson-type goodness-of-fit test with bootstrap maximum likelihood estimation
Guosheng Yin and Yanyuan Ma; 412-427
Block thresholding for wavelet-based estimation of function derivatives from a heteroscedastic multichannel convolution model
Fabien Navarro, Christophe Chesneau, Jalal Fadili and Taoufik Sassi; 428-453
Non-asymptotic approach to varying coefficient model
Olga Klopp and Marianna Pensky; 454-479
Model selection in regression under structural constraints
Felix Abramovich and Vadim Grinshtein; 480-498
Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting
José E. Chacón and Tarn Duong; 499-532
Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums
Vincenzo Ferrazzano and Florian Fuchs; 533-561
Uniform convergence and asymptotic confidence bands for model-assisted estimators of the mean of sampled functional data
Hervé Cardot, Camelia Goga and Pauline Lardin; 562-596
Needlet-Whittle estimates on the unit sphere
Claudio Durastanti, Xiaohong Lan and Domenico Marinucci; 597-646
On parameter estimation for critical affine processes
Mátyás Barczy, Leif Döring, Zenghu Li and Gyula Pap; 647-696
Marginals of multivariate Gibbs distributions with applications in Bayesian species sampling
Annalisa Cerquetti; 697-716
Bayes minimax estimation under power priors of location parameters for a wide class of spherically symmetric distributions
Dominique Fourdrinier, Fatiha Mezoued and William E. Strawderman; 717-741
Generalized predictive information criteria for the analysis of feature events
Mike K. P. So and Tomohiro Ando; 742-762
Online Expectation Maximization based algorithms for inference in Hidden Markov Models
Sylvain Le Corff and Gersende Fort; 763-792
A goodness-of-fit test for Poisson count processes
Konstantinos Fokianos and Michael H. Neumann; 793-819
A recursive procedure for density estimation on the binary hypercube
Maxim Raginsky, Jorge G. Silva, Svetlana Lazebnik and Rebecca Willett; 820-858
Two-component mixtures with independent coordinates as conditional mixtures: Nonparametric identification and estimation
Daniel Hohmann and Hajo Holzmann; 859-880
Intensity estimation of non-homogeneous Poisson processes from shifted trajectories
Jérémie Bigot, Sébastien Gadat, Thierry Klein and Clément Marteau; 881-931
Weighted least squares estimation with missing responses: An empirical likelihood approach
Anton Schick; 932-945
Spatial models for point and areal data using Markov random fields on a fine grid
Christopher J. Paciorek; 946-972
Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation
Robert L. Strawderman, Martin T. Wells and Elizabeth D. Schifano; 973-990
Empirical Bayes scaling of Gaussian priors in the white noise model
B. T. Szabó, A. W. van der Vaart and J. H. van Zanten; 991-1018
Time series clustering based on nonparametric multidimensional forecast densities
José A. Vilar and Juan M. Vilar; 1019-1046
Consistent model selection of discrete Bayesian networks from incomplete data
Nikolay Balov; 1047-1077
Asymptotics of a clustering criterion for smooth distributions
Karthik Bharath, Vladimir Pozdnyakov and Dipak K. Dey; 1078-1093
Laplace deconvolution with noisy observations
Felix Abramovich, Marianna Pensky and Yves Rozenholc; 1094-1128
An estimation of the stability and the localisability functions of multistable processes
R. Le Guével; 1129-1166
A wavelet-based approach for detecting changes in second order structure within nonstationary time series
R. Killick, I. A. Eckley and P. Jonathan; 1167-1183
Optimal model selection in heteroscedastic regression using piecewise polynomial functions
Adrien Saumard; 1184-1223
Regenerative block-bootstrap confidence intervals for tail and extremal indexes
Patrice Bertail, Stéphan Clémençon and Jessica Tressou; 1224-1248
Upper bounds and aggregation in bipartite ranking
Sylvain Robbiano; 1249-1271
Bayes multiple decision functions
Wensong Wu and Edsel A. Peña; 1272-1300
Adaptive estimation of convex polytopes and convex sets from noisy data
Victor-Emmanuel Brunel; 1301-1327
Some optimality properties of FDR controlling rules under sparsity
Florian Frommlet and Małgorzata Bogdan; 1328-1368
PPtree: Projection pursuit classification tree
Yoon Dong Lee, Dianne Cook, Ji-won Park and Eun-Kyung Lee; 1369-1386
Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions
Hongwei Long and Lianfen Qian; 1387-1418
On Bayesian credible sets, restricted parameter spaces and frequentist coverage
Éric Marchand and William E. Strawderman; 1419-1431
A penalized likelihood estimation approach to semiparametric sample selection binary response modeling
Giampiero Marra and Rosalba Radice; 1432-1455
The lasso problem and uniqueness
Ryan J. Tibshirani; 1456-1490
Presmoothing the Aalen-Johansen estimator in the illness-death model
Ana Moreira, Jacobo de Uña-Álvarez and Luís Machado; 1491-1516
Electronic Journal of Statistics
