The Annals of Statistics

Table of Contents

Editorial Board

Fast learning rates in statistical inference through aggregation

Jean-Yves Audibert; 1591-1646

General maximum likelihood empirical Bayes estimation of normal means

Wenhua Jiang and Cun-Hui Zhang; 1647-1684

Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means

Lawrence D. Brown and Eitan Greenshtein; 1685-1704

Simultaneous analysis of Lasso and Dantzig selector

Peter J. Bickel, Ya’acov Ritov and Alexandre B. Tsybakov; 1705-1732

On the adaptive elastic-net with a diverging number of parameters

Hui Zou and Hao Helen Zhang; 1733-1751

Change-point estimation under adaptive sampling

Yan Lan, Moulinath Banerjee and George Michailidis; 1752-1791

Testing for common arrivals of jumps for discretely observed multidimensional processes

Jean Jacod and Viktor Todorov; 1792-1838

Covariate-adjusted nonlinear regression

Xia Cui, Wensheng Guo, Lu Lin and Lixing Zhu; 1839-1870

Kernel dimension reduction in regression

Kenji Fukumizu, Francis R. Bach and Michael I. Jordan; 1871-1905

Asymptotics for posterior hazards

Pierpaolo De Blasi, Giovanni Peccati and Igor Prünster; 1906-1945

Maximum likelihood estimation for α-stable autoregressive processes

Beth Andrews, Matthew Calder and Richard A. Davis; 1946-1982

A Fourier transform method for nonparametric estimation of multivariate volatility

Paul Malliavin and Maria Elvira Mancino; 1983-2010

On the computational complexity of MCMC-based estimators in large samples

Alexandre Belloni and Victor Chernozhukov; 2011-2055

Optimal discrimination designs

Holger Dette and Stefanie Titoff; 2056-2082