An Official Journal of the Institute of Mathematical Statistics.
Volume 40, Number 1
Publication Date: February 2012
Frontmatter
Table of Contents
Editorial Board
Articles
Nonlinear manifold representations for functional data
Dong Chen and Hans-Georg Müller; 1-29
Sequential monitoring with conditional randomization tests
Victoria Plamadeala and William F. Rosenberger; 30-44
Likelihood based inference for current status data on a grid: A boundary phenomenon and an adaptive inference procedure
Runlong Tang, Moulinath Banerjee and Michael R. Kosorok; 45-72
UPS delivers optimal phase diagram in high-dimensional variable selection
Pengsheng Ji and Jiashun Jin; 73-103
Goodness of fit tests for a class of Markov random field models
Mark S. Kaiser, Soumendra N. Lahiri and Daniel J. Nordman; 104-130
Nonparametric regression with homogeneous group testing data
Aurore Delaigle and Peter Hall; 131-158
Large-sample study of the kernel density estimators under multiplicative censoring
Masoud Asgharian, Marco Carone and Vahid Fakoor; 159-187
T-optimal designs for discrimination between two polynomial models
Holger Dette, Viatcheslav B. Melas and Petr Shpilev; 188-205
The semiparametric Bernstein–von Mises theorem
P. J. Bickel and B. J. K. Kleijn; 206-237
Geometry of maximum likelihood estimation in Gaussian graphical models
Caroline Uhler; 238-261
Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes
Jingchen Liu and Gongjun Xu; 262-293
Learning high-dimensional directed acyclic graphs with latent and selection variables
Diego Colombo, Marloes H. Maathuis, Markus Kalisch and Thomas S. Richardson; 294-321
Methodology and theory for partial least squares applied to functional data
Aurore Delaigle and Peter Hall; 322-352
Estimating sufficient reductions of the predictors in abundant high-dimensional regressions
R. Dennis Cook, Liliana Forzani and Adam J. Rothman; 353-384
Optimal rates of convergence for convex set estimation from support functions
Adityanand Guntuboyina; 385-411
Detection of correlations
Ery Arias-Castro, Sébastien Bubeck and Gábor Lugosi; 412-435
Statistical analysis of factor models of high dimension
Jushan Bai and Kunpeng Li; 436-465
Covariance matrix estimation for stationary time series
Han Xiao and Wei Biao Wu; 466-493
Simultaneous confidence bands for Yule–Walker estimators and order selection
Moritz Jirak; 494-528
Q-learning with censored data
Yair Goldberg and Michael R. Kosorok; 529-560
Proper local scoring rules
Matthew Parry, A. Philip Dawid and Steffen Lauritzen; 561-592
Proper local scoring rules on discrete sample spaces
A. Philip Dawid, Steffen Lauritzen and Matthew Parry; 593-608
Local proper scoring rules of order two
Werner Ehm and Tilmann Gneiting; 609-637
