The Annals of Statistics (Project Euclid)

The Annals of Statistics, Volume 36, Number 3 (2008)

2008-06-23T15:28:40Z

Contents:

Piet Groeneboom, Marloes H. Maathuis, Jon A. Wellner. Current status data with competing risks: Consistency and rates of convergence of the MLE. 1031--1063.

Piet Groeneboom, Marloes H. Maathuis, Jon A. Wellner. Current status data with competing risks: Limiting distribution of the MLE. 1064--1089.

Dibyen Majumdar, John Stufken. Optimal designs for mixed models in experiments based on ordered units. 1090--1107.

Hui Zou, Ming Yuan. Composite quantile regression and the oracle model selection theory. 1108--1126.

Sam Efromovich. Adaptive estimation of and oracle inequalities for probability densities and characteristic functions. 1127--1155.

Lawrence D. Brown, Edward I. George, Xinyi Xu. Admissible predictive density estimation. 1156--1170.

Thomas Hofmann, Bernhard Schölkopf, Alexander J. Smola. Kernel methods in machine learning. 1171--1220.

Snigdhansu Chatterjee, Partha Lahiri, Huilin Li. Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models. 1221--1245.

P. E. Jupp. Data-driven Sobolev tests of uniformity on compact Riemannian manifolds. 1246--1260.

Marc Hallin, Davy Paindaveine. Optimal rank-based tests for homogeneity of scatter. 1261--1298.

Jun Li, Regina Y. Liu. Multivariate spacings based on data depth: I. Construction of nonparametric multivariate tolerance regions. 1299--1323.

Luis A. García-Escudero, Alfonso Gordaliza, Carlos Matrán, Agustin Mayo-Iscar. A general trimming approach to robust cluster Analysis. 1324--1345.

Angelika Rohde. Adaptive goodness-of-fit tests based on signed ranks. 1346--1374.

Yuval Nardi, David O. Siegmund, Benjamin Yakir. The distribution of maxima of approximately Gaussian random fields. 1375--1403.

Jean-François Coeurjolly. Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles. 1404--1434.

A. W. van der Vaart, J. H. van Zanten. Rates of contraction of posterior distributions based on Gaussian process priors. 1435--1463.

Judith J. Lok. Statistical modeling of causal effects in continuous time. 1464--1507.

Keh-Shin Lii, Murray Rosenblatt. Estimation for almost periodic processes. 1508--1508.

The Annals of Statistics, Volume 36, Number 4 (2008)

2008-07-16T19:43:20Z

Contents:

Hui Zou, Runze Li. One-step sparse estimates in nonconcave penalized likelihood models. 1509--1533.

Peter Bühlmann, Lukas Meier. Discussion: One-step sparse estimates in nonconcave penalized likelihood models. 1534--1541.

Xiao-Li Meng. Discussion: One-step sparse estimates in nonconcave penalized likelihood models: Who cares if it is a white cat or a black cat?. 1542--1552.

Cun-Hui Zhang. Discussion: One-step sparse estimates in nonconcave penalized likelihood models. 1553--1560.

Hui Zou, Runze Li. Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models. 1561--1566.

Cun-Hui Zhang, Jian Huang. The sparsity and bias of the Lasso selection in high-dimensional linear regression. 1567--1594.

Debashis Paul, Eric Bair, Trevor Hastie, Robert Tibshirani. “Preconditioning” for feature selection and regression in high-dimensional problems. 1595--1618.

Ion Grama, Vladimir Spokoiny. Statistics of extremes by oracle estimation. 1619--1648.

Jianhui Zhou, Xuming He. Dimension reduction based on constrained canonical correlation and variable filtering. 1649--1668.

Jiming Jiang, J. Sunil Rao, Zhonghua Gu, Thuan Nguyen. Fence methods for mixed model selection. 1669--1692.

Chunming Zhang, Tao Yu. Semiparametric detection of significant activation for brain fMRI. 1693--1725.

Ery Arias-Castro, Emmanuel J. Candès, Hannes Helgason, Ofer Zeitouni. Searching for a trail of evidence in a maze. 1726--1757.

Lutz Dümbgen, Günther Walther. Multiscale inference about a density. 1758--1785.

Guang Cheng, Michael R. Kosorok. Higher order semiparametric frequentist inference with the profile sampler. 1786--1818.

Guang Cheng, Michael R. Kosorok. General frequentist properties of the posterior profile distribution. 1819--1853.

Zhibiao Zhao, Wei Biao Wu. Confidence bands in nonparametric time series regression. 1854--1878.

Sébastien Van Bellegem, Rainer von Sachs. Locally adaptive estimation of evolutionary wavelet spectra. 1879--1924.

E. Moulines, F. Roueff, M. S. Taqqu. A wavelet whittle estimator of the memory parameter of a nonstationary Gaussian time series. 1925--1956.

Markus Reiß. Asymptotic equivalence for nonparametric regression with multivariate and random design. 1957--1982.

Wei-Liem Loh. A multivariate central limit theorem for randomized orthogonal array sampling designs in computer experiments. 1983--2023.

The Annals of Statistics, Volume 36, Number 5 (2008)

2008-10-13T14:28:38Z

Contents:

T. Tony Cai, Lie Wang. Adaptive variance function estimation in heteroscedastic nonparametric regression. 2025--2054.

Lawrence D. Brown, T. Tony Cai, Harrison H. Zhou. Robust nonparametric estimation via wavelet median regression. 2055--2084.

Li-Shan Huang, Jianwei Chen. Analysis of variance, coefficient of determination and F -test for local polynomial regression. 2085--2109.

Peter Hall, Soumendra N. Lahiri. Estimation of distributions, moments and quantiles in deconvolution problems. 2110--2134.

Peter Hall, Byeong U. Park, Richard J. Samworth. Choice of neighbor order in nearest-neighbor classification. 2135--2152.

Nikolai Leonenko, Luc Pronzato, Vippal Savani. A class of Rényi information estimators for multidimensional densities. 2153--2182.

A. Juditsky, P. Rigollet, A. B. Tsybakov. Learning by mirror averaging. 2183--2206.

Wenxin Jiang, Martin A. Tanner. Gibbs posterior for variable selection in high-dimensional classification and data mining. 2207--2231.

Clifford Lam, Jianqing Fan. Profile-kernel likelihood inference with diverging number of parameters. 2232--2260.

Mathias Drton, Hélène Massam, Ingram Olkin. Moments of minors of Wishart matrices. 2261--2283.

Juan A. Cuesta-Albertos, Carlos Matrán, Agustín Mayo-Iscar. Trimming and likelihood: Robust location and dispersion estimation in the elliptical model. 2284--2318.

Art B. Owen. Local antithetic sampling with scrambled nets. 2319--2343.

Randal Douc, Eric Moulines. Limit theorems for weighted samples with applications to sequential Monte Carlo methods. 2344--2376.

Alexandre Belloni, Gustavo Didier. On the Behrens–Fisher problem: A globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests. 2377--2408.

Richard D. Gill, Peter D. Grünwald. An algorithmic and a geometric characterization of coarsening at random. 2409--2422.

Morris L. Eaton, James P. Hobert, Galin L. Jones, Wen-Lin Lai. Evaluation of formal posterior distributions via Markov chain arguments. 2423--2452.

Ngai Hang Chan, Shiqing Ling. Residual empirical processes for long and short memory time series. 2453--2470.

N. Chamandy, K. J. Worsley, J. Taylor, F. Gosselin. Tilted Euler characteristic densities for Central Limit random fields, with application to “bubbles”. 2471--2507.

P. M. Robinson. Multiple local whittle estimation in stationary systems. 2508--2530.

Nicolas Privault, Anthony Réveillac. Stein estimation for the drift of Gaussian processes using the Malliavin calculus. 2531--2550.

The Annals of Statistics, Volume 36, Number 6 (2008)

2009-01-05T14:20:33Z

Contents:

Peter Bickel. Random matrix theory: A program of the statistics and applied mathematical sciences institute (SAMSI). 2551--2552.

Greg W. Anderson, Ofer Zeitouni. A CLT for regularized sample covariance matrices. 2553--2576.

Peter J. Bickel, Elizaveta Levina. Covariance regularization by thresholding. 2577--2604.

Jianqing Fan, Yingying Fan. High-dimensional classification using features annealed independence rules. 2605--2637.

Iain M. Johnstone. Multivariate analysis and Jacobi ensembles: Largest eigenvalue, Tracy–Widom limits and rates of convergence. 2638--2716.

Noureddine El Karoui. Operator norm consistent estimation of large-dimensional sparse covariance matrices. 2717--2756.

Noureddine El Karoui. Spectrum estimation for large dimensional covariance matrices using random matrix theory. 2757--2790.

Boaz Nadler. Finite sample approximation results for principal component analysis: A matrix perturbation approach. 2791--2817.

Bala Rajaratnam, Hélène Massam, Carlos M. Carvalho. Flexible covariance estimation in graphical Gaussian models. 2818--2849.

N. Raj Rao, James A. Mingo, Roland Speicher, Alan Edelman. Statistical eigen-inference from large Wishart matrices. 2850--2885.

Armin Schwartzman, Walter F. Mascarenhas, Jonathan E. Taylor. Inference for eigenvalues and eigenvectors of Gaussian symmetric matrices. 2886--2919.

The Annals of Statistics, Volume 37, Number 1 (2009)

2009-01-16T14:26:58Z

Contents:

Michal Benko, Wolfgang Härdle, Alois Kneip. Common functional principal components. 1--34.

Christophe Crambes, Alois Kneip, Pascal Sarda. Smoothing splines estimators for functional linear regression. 35--72.

Marianna Pensky, Theofanis Sapatinas. Functional deconvolution in a periodic setting: Uniform case. 73--104.

Nils Lid Hjort, Stephen G. Walker. Quantile pyramids for Bayesian nonparametrics. 105--131.

Hira L. Koul, Weixing Song. Minimum distance regression model checking with Berkson measurement errors. 132--156.

Leif Boysen, Angela Kempe, Volkmar Liebscher, Axel Munk, Olaf Wittich. Consistencies and rates of convergence of jump-penalized least squares estimators. 157--183.

Yacine Aït-Sahalia, Jean Jacod. Testing for jumps in a discretely observed process. 184--222.

Alexandros Beskos, Omiros Papaspiliopoulos, Gareth Roberts. Monte Carlo maximum likelihood estimation for discretely observed diffusion processes. 223--245.

Nicolai Meinshausen, Bin Yu. Lasso-type recovery of sparse representations for high-dimensional data. 246--270.

Christian Y. Robert. Inference for the limiting cluster size distribution of extreme values. 271--310.

Fatemah Alqallaf, Stefan Van Aelst, Victor J. Yohai, Ruben H. Zamar. Propagation of outliers in multivariate data. 311--331.

Sandy Clarke, Peter Hall. Robustness of multiple testing procedures against dependence. 332--358.

Daniel J. Nordman. A note on the stationary bootstrap’s variance. 359--370.

Fang Fang, Quan Hong, Jun Shao. A pseudo empirical likelihood approach for stratified samples with nonresponse. 371--393.

Yanqing Sun, Peter B. Gilbert, Ian W. McKeague. Proportional hazards models with continuous marks. 394--426.

Yong Zhou, Hua Liang. Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates. 427--458.

Gerhard Osius. Asymptotic inference for semiparametric association models. 459--489.

Dong Wang, Song Xi Chen. Empirical likelihood for estimating equations with missing values. 490--517.

Min Yang, John Stufken. Support points of locally optimal designs for nonlinear models with two parameters. 518--541.

Alexander Goldenshluger. A universal procedure for aggregating estimators. 542--568.

The Annals of Statistics, Volume 37, Number 2 (2009)

2009-03-10T13:53:42Z

Contents:

T. Tony Cai, Harrison H. Zhou. A data-driven block thresholding approach to wavelet estimation. 569--595.

Helmut Finner, Thorsten Dickhaus, Markus Roters. On the false discovery rate and an asymptotically optimal rejection curve. 596--618.

Yulia Gavrilov, Yoav Benjamini, Sanat K. Sarkar. An adaptive step-down procedure with proven FDR control under independence. 619--629.

Yannick Baraud, Christophe Giraud, Sylvie Huet. Gaussian model selection with an unknown variance. 630--672.

Huiliang Xie, Jian Huang. SCAD-penalized regression in high-dimensional partially linear models. 673--696.

Christophe Andrieu, Gareth O. Roberts. The pseudo-marginal approach for efficient Monte Carlo computations. 697--725.

Tailen Hsing, Haobo Ren. An RKHS formulation of the inverse regression dimension-reduction problem. 726--755.

Huixia Judy Wang, Mendel Fygenson. Inference for censored quantile regression models in longitudinal studies. 756--781.

Geurt Jongbloed, Frank H. van der Meulen. Estimating a concave distribution function from data corrupted with additive noise. 782--815.

Nora Muler, Daniel Peña, Víctor J. Yohai. Robust estimation for ARMA models. 816--840.

Ingo Steinwart, Marian Anghel. Consistency of support vector machines for forecasting the evolution of an unknown ergodic dynamical system from observations with unknown noise. 841--875.

XuanLong Nguyen, Martin J. Wainwright, Michael I. Jordan. On surrogate loss functions and f -divergences. 876--904.

James O. Berger, José M. Bernardo, Dongchu Sun. The formal definition of reference priors. 905--938.

R. M. Dudley, Sergiy Sidenko, Zuoqin Wang. Differentiability of t -functionals of location and scatter. 939--960.

Giovanni M. Marchetti, Nanny Wermuth. Matrix representations and independencies in directed acyclic graphs. 961--978.

Mathias Drton. Likelihood ratio tests and singularities. 979--1012.

Wojciech Olszewski, Alvaro Sandroni. A nonmanipulable test. 1013--1039.

Michael Nussbaum, Arleta Szkoła. The Chernoff lower bound for symmetric quantum hypothesis testing. 1040--1057.

Caterina May, Nancy Flournoy. Asymptotics in response-adaptive designs generated by a two-color, randomly reinforced urn. 1058--1078.

The Annals of Statistics, Volume 37, Number 3 (2009)

2009-04-10T13:11:24Z

Contents:

Nils Lid Hjort, Ian W. McKeague, Ingrid Van Keilegom. Extending the scope of empirical likelihood. 1079--1111.

N. Balakrishnan, Xingqiu Zhao. New multi-sample nonparametric tests for panel count data. 1112--1149.

P. Baldi, G. Kerkyacharian, D. Marinucci, D. Picard. Asymptotics for spherical needlets. 1150--1171.

Ery Arias-Castro, David L. Donoho. Does median filtering truly preserve edges better than linear filtering?. 1172--1206.

George Casella, F. Javier Girón, M. Lina Martínez, Elías Moreno. Consistency of Bayesian procedures for variable selection. 1207--1228.

Debashis Paul, Jie Peng. Consistency of restricted maximum likelihood estimators of principal components. 1229--1271.

Bing Li, Yuexiao Dong. Dimension reduction for nonelliptically distributed predictors. 1272--1298.

Fadoua Balabdaoui, Kaspar Rufibach, Jon A. Wellner. Limit distribution theory for maximum likelihood estimation of a log-concave density. 1299--1331.

Vladimir Koltchinskii. Sparse recovery in convex hulls via entropy penalization. 1332--1359.

Anatoli B. Juditsky, Oleg V. Lepski, Alexandre B. Tsybakov. Nonparametric estimation of composite functions. 1360--1404.

Vladimir Spokoiny. Multiscale local change point detection with applications to value-at-risk. 1405--1436.

Tyler J. VanderWeele, James M. Robins. Minimal sufficient causation and directed acyclic graphs. 1437--1465.

Hua-Hua Chang, Zhiliang Ying. Nonlinear sequential designs for logistic item response theory models with applications to computerized adaptive tests. 1466--1488.

Malka Gorfine, David M. Zucker, Li Hsu. Case-control survival analysis with a general semiparametric shared frailty model: A pseudo full likelihood approach. 1489--1517.

Arthur Cohen, Harold B. Sackrowitz, Minya Xu. A new multiple testing method in the dependent case. 1518--1544.

Sanat K. Sarkar, Wenge Guo. On a generalized false discovery rate. 1545--1565.

Vladimir Vovk, Ilia Nouretdinov, Alex Gammerman. On-line predictive linear regression. 1566--1590.

The Annals of Statistics, Volume 37, Number 4 (2009)

2009-06-18T13:48:08Z

Contents:

Jean-Yves Audibert. Fast learning rates in statistical inference through aggregation. 1591--1646.

Wenhua Jiang, Cun-Hui Zhang. General maximum likelihood empirical Bayes estimation of normal means. 1647--1684.

Lawrence D. Brown, Eitan Greenshtein. Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means. 1685--1704.

Peter J. Bickel, Ya’acov Ritov, Alexandre B. Tsybakov. Simultaneous analysis of Lasso and Dantzig selector. 1705--1732.

Hui Zou, Hao Helen Zhang. On the adaptive elastic-net with a diverging number of parameters. 1733--1751.

Yan Lan, Moulinath Banerjee, George Michailidis. Change-point estimation under adaptive sampling. 1752--1791.

Jean Jacod, Viktor Todorov. Testing for common arrivals of jumps for discretely observed multidimensional processes. 1792--1838.

Xia Cui, Wensheng Guo, Lu Lin, Lixing Zhu. Covariate-adjusted nonlinear regression. 1839--1870.

Kenji Fukumizu, Francis R. Bach, Michael I. Jordan. Kernel dimension reduction in regression. 1871--1905.

Pierpaolo De Blasi, Giovanni Peccati, Igor Prünster. Asymptotics for posterior hazards. 1906--1945.

Beth Andrews, Matthew Calder, Richard A. Davis. Maximum likelihood estimation for α -stable autoregressive processes. 1946--1982.

Paul Malliavin, Maria Elvira Mancino. A Fourier transform method for nonparametric estimation of multivariate volatility. 1983--2010.

Alexandre Belloni, Victor Chernozhukov. On the computational complexity of MCMC-based estimators in large samples. 2011--2055.

Holger Dette, Stefanie Titoff. Optimal discrimination designs. 2056--2082.

The Annals of Statistics, Volume 37, Number 5A (2009)

2009-07-15T13:17:00Z

Contents:

Gareth M. James, Jing Wang, Ji Zhu. Functional linear regression that’s interpretable. 2083--2108.

Tong Zhang. Some sharp performance bounds for least squares regression with L 1 regularization. 2109--2144.

Emmanuel J. Candès, Yaniv Plan. Near-ideal model selection by ℓ 1 minimization. 2145--2177.

Larry Wasserman, Kathryn Roeder. High-dimensional variable selection. 2178--2201.

Yacine Aït-Sahalia, Jean Jacod. Estimating the degree of activity of jumps in high frequency data. 2202--2244.

Ursula U. Müller. Estimating linear functionals in nonlinear regression with responses missing at random. 2245--2277.

Anatoli B. Juditsky, Arkadi S. Nemirovski. Nonparametric estimation by convex programming. 2278--2300.

Jan Johannes. Deconvolution with unknown error distribution. 2301--2323.

Ethan Anderes, Sourav Chatterjee. Consistent estimates of deformed isotropic Gaussian random fields on the plane. 2324--2350.

Bin Nan, John D. Kalbfleisch, Menggang Yu. Asymptotic theory for the semiparametric accelerated failure time model with missing data. 2351--2376.

Wenyang Zhang, Jianqing Fan, Yan Sun. A semiparametric model for cluster data. 2377--2408.

Rui Song, Michael R. Kosorok, Jason P. Fine. On asymptotically optimal tests under loss of identifiability in semiparametric models. 2409--2444.

Marian Grendár, George Judge. Asymptotic equivalence of empirical likelihood and Bayesian MAP. 2445--2457.

Ao Yuan. Bayesian frequentist hybrid inference. 2458--2501.

Surya T. Tokdar, Ryan Martin, Jayanta K. Ghosh. Consistency of a recursive estimate of mixing distributions. 2502--2522.

Jiahua Chen, Pengfei Li. Hypothesis test for normal mixture models: The EM approach. 2523--2542.

Feifang Hu, Li-Xin Zhang, Xuming He. Efficient randomized-adaptive designs. 2543--2560.

Frederick K. H. Phoa, Hongquan Xu. Quarter-fraction factorial designs constructed via quaternary codes. 2561--2581.

Cun-Hui Zhang, Zhiyi Zhang. Asymptotic normality of a nonparametric estimator of sample coverage. 2582--2595.

The Annals of Statistics, Volume 37, Number 5B (2009)

2009-07-17T13:19:09Z

Contents:

P. L. Davies, A. Kovac, M. Meise. Nonparametric regression, confidence regions and regularization. 2597--2625.

Faming Liang. Improving SAMC using smoothing methods: Theory and applications to Bayesian model selection problems. 2626--2654.

A. W. van der Vaart, J. H. van Zanten. Adaptive Bayesian estimation using a Gaussian random field with inverse Gamma bandwidth. 2655--2675.

Zhengyan Lin, Weidong Liu. On maxima of periodograms of stationary processes. 2676--2695.

Zhou Zhou, Wei Biao Wu. Local linear quantile estimation for nonstationary time series. 2696--2729.

Jean-Marc Bardet, Olivier Wintenberger. Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes. 2730--2759.

Aarti Singh, Clayton Scott, Robert Nowak. Adaptive Hausdorff estimation of density level sets. 2760--2782.

Vladimir Spokoiny, Céline Vial. Parameter tuning in pointwise adaptation using a propagation approach. 2783--2807.

R. Ayesha Ali, Thomas S. Richardson, Peter Spirtes. Markov equivalence for ancestral graphs. 2808--2837.

Hannes Leeb. Conditional predictive inference post model selection. 2838--2876.

Arash A. Amini, Martin J. Wainwright. High-dimensional analysis of semidefinite relaxations for sparse principal components. 2877--2921.

Alessandro Rinaldo. Properties and refinements of the fused lasso. 2922--2952.

John H. J. Einmahl, Johan Segers. Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution. 2953--2989.

Christian Genest, Johan Segers. Rank-based inference for bivariate extreme-value copulas. 2990--3022.

Marek Omelka, Irène Gijbels, Noël Veraverbeke. Improved kernel estimation of copulas: Weak convergence and goodness-of-fit testing. 3023--3058.

Alexander J. McNeil, Johanna Nešlehová. Multivariate Archimedean copulas, d -monotone functions and ℓ 1 -norm symmetric distributions. 3059--3097.

The Annals of Statistics, Volume 37, Number 6A (2009)

2009-08-17T13:24:31Z

Contents:

Elizabeth S. Allman, Catherine Matias, John A. Rhodes. Identifiability of parameters in latent structure models with many observed variables. 3099--3132.

Marloes H. Maathuis, Markus Kalisch, Peter Bühlmann. Estimating high-dimensional intervention effects from observational data. 3133--3164.

Estate V. Khmaladze, Hira L. Koul. Goodness-of-fit problem for errors in nonparametric regression: Distribution free approach. 3165--3185.

Yao-ban Chan, Peter Hall. Robust nearest-neighbor methods for classifying high-dimensional data. 3186--3203.

T. Tony Cai, Harrison H. Zhou. Asymptotic equivalence and adaptive estimation for robust nonparametric regression. 3204--3235.

Christopher R. Genovese, Marco Perone-Pacifico, Isabella Verdinelli, Larry Wasserman. On the path density of a gradient field. 3236--3271.

Victor M. Panaretos. On random tomography with unobservable projection angles. 3272--3306.

Peter Hall, Hans-Georg Müller, Fang Yao. Estimation of functional derivatives. 3307--3329.

Juan Du, Hao Zhang, V. S. Mandrekar. Fixed-domain asymptotic properties of tapered maximum likelihood estimators. 3330--3361.

P. Baldi, G. Kerkyacharian, D. Marinucci, D. Picard. Adaptive density estimation for directional data using needlets. 3362--3395.

Rafał Kulik, Marc Raimondo. Wavelet regression in random design with heteroscedastic dependent errors. 3396--3430.

Hélène Massam, Jinnan Liu, Adrian Dobra. A conjugate prior for discrete hierarchical log-linear models. 3431--3467.

Peng Zhao, Guilherme Rocha, Bin Yu. The composite absolute penalties family for grouped and hierarchical variable selection. 3468--3497.

Jinchi Lv, Yingying Fan. A unified approach to model selection and sparse recovery using regularized least squares. 3498--3528.

Yoshihiro Yajima, Yasumasa Matsuda. On nonparametric and semiparametric testing for multivariate linear time series. 3529--3554.

Yoichi Nishiyama. Asymptotic theory of semiparametric Z -estimators for stochastic processes with applications to ergodic diffusions and time series. 3555--3579.

Pritam Ranjan, Derek R. Bingham, Angela M. Dean. Existence and construction of randomization defining contrast subspaces for regular factorial designs. 3580--3599.

Hegang H. Chen, Ching-Shui Cheng. Some results on 2 n − m designs of resolution IV with (weak) minimum aberration. 3600--3615.

Peter Z. G. Qian, Mingyao Ai, C. F. Jeff Wu. Construction of nested space-filling designs. 3616--3643.

Jiawei Liu, Bruce G. Lindsay. Building and using semiparametric tolerance regions for parametric multinomial models. 3644--3659.

Marcelo J. Moreira. A maximum likelihood method for the incidental parameter problem. 3660--3696.

Yonil Park, Sergey Sheetlin, John L. Spouge. Estimating the Gumbel scale parameter for local alignment of random sequences by importance sampling with stopping times. 3697--3714.

The Annals of Statistics, Volume 37, Number 6B (2009)

2009-10-23T13:13:35Z

Contents:

Prabir Burman, Robert H. Shumway. Estimation of trend in state-space models: Asymptotic mean square error and rate of convergence. 3715--3742.

Ronghua Luo, Hansheng Wang, Chih-Ling Tsai. Contour projected dimension reduction. 3743--3778.

Lukas Meier, Sara van de Geer, Peter Bühlmann. High-dimensional additive modeling. 3779--3821.

Zhidong Bai, Dandan Jiang, Jian-Feng Yao, Shurong Zheng. Corrections to LRT on large-dimensional covariance matrix by RMT. 3822--3840.

Huixia Judy Wang, Zhongyi Zhu, Jianhui Zhou. Quantile regression in partially linear varying coefficient models. 3841--3866.

Art B. Owen. Karl Pearson’s meta-analysis revisited. 3867--3892.

Jiti Gao, Maxwell King, Zudi Lu, Dag Tjøstheim. Specification testing in nonlinear and nonstationary time series autoregression. 3893--3928.

Peter Hall, Hugh Miller. Using the bootstrap to quantify the authority of an empirical ranking. 3929--3959.

Tao Shi, Mikhail Belkin, Bin Yu. Data spectroscopy: Eigenspaces of convolution operators and clustering. 3960--3984.

Hock Peng Chan. Detection of spatial clustering with average likelihood ratio test statistics. 3985--4010.

Kyungchul Song. Testing conditional independence via Rosenblatt transforms. 4011--4045.

Alexander Aue, Siegfried Hörmann, Lajos Horváth, Matthew Reimherr. Break detection in the covariance structure of multivariate time series models. 4046--4087.

Holger Dette, Tim Holland-Letz. A geometric characterization of c -optimal designs for heteroscedastic regression. 4088--4103.

Sungkyu Jung, J. S. Marron. PCA consistency in high dimension, low sample size context. 4104--4130.

Sofia Andersson, Tobias Rydén. Subspace estimation and prediction methods for hidden Markov models. 4131--4152.

Jianqing Fan, Yichao Wu, Yang Feng. Local quasi-likelihood with a parametric guide. 4153--4183.

C. J. Brien, R. A. Bailey. Decomposition tables for experiments I. A chain of randomizations. 4184--4213.

Xiaohong Chen, Wei Biao Wu, Yanping Yi. Efficient estimation of copula-based semiparametric Markov models. 4214--4253.

Clifford Lam, Jianqing Fan. Sparsistency and rates of convergence in large covariance matrix estimation. 4254--4278.

Xiaohong Chen, Lars Peter Hansen, José Scheinkman. Nonlinear principal components and long-run implications of multivariate diffusions. 4279--4312.

The Annals of Statistics, Volume 38, Number 1 (2010)

2009-12-31T15:01:25Z

Contents:

Noureddine El Karoui. The spectrum of kernel random matrices. 1--50.

Sylvain Arlot, Gilles Blanchard, Etienne Roquain. Some nonasymptotic results on resampling in high dimension, I: Confidence regions. 51--82.

Sylvain Arlot, Gilles Blanchard, Etienne Roquain. Some nonasymptotic results on resampling in high dimension, II: Multiple tests. 83--99.

T. Tony Cai, Jiashun Jin. Optimal rates of convergence for estimating the null density and proportion of nonnull effects in large-scale multiple testing. 100--145.

Judith Rousseau. Rates of convergence for the posterior distributions of mixtures of Betas and adaptive nonparametric estimation of the density. 146--180.

Georgi K. Golubev, Michael Nussbaum, Harrison H. Zhou. Asymptotic equivalence of spectral density estimation and Gaussian white noise. 181--214.

Aleksandar Mijatović, Paul Schneider. Globally optimal parameter estimates for nonlinear diffusions. 215--245.

Jane-Ling Wang, Liugen Xue, Lixing Zhu, Yun Sam Chong. Estimation for a partial-linear single-index model. 246--274.

Yuan Liao, Wenxin Jiang. Bayesian analysis in moment inequality models. 275--316.

Denis Belomestny. Spectral estimation of the fractional order of a Lévy process. 317--351.

Piet Groeneboom, Geurt Jongbloed, Birgit I. Witte. Maximum smoothed likelihood estimation and smoothed maximum likelihood estimation in the current status model. 352--387.

S. N. Lahiri. Edgeworth expansions for studentized statistics under weak dependence. 388--434.

Xin Qi, Hongyu Zhao. Asymptotic efficiency and finite-sample properties of the generalized profiling estimation of parameters in ordinary differential equations. 435--481.

Jussi Klemelä, Enno Mammen. Empirical risk minimization in inverse problems. 482--511.

Michael Evans, Gun Ho Jang. Invariant P -values for model checking. 512--525.

Shahar Mendelson, Joseph Neeman. Regularization in kernel learning. 526--565.

Christine Jacob. Conditional least squares estimation in nonstationary nonlinear stochastic regression models. 566--597.

Joseph P. Romano, Michael Wolf. Balanced control of generalized error rates. 598--633.

The Annals of Statistics, Volume 38, Number 2 (2010)

2010-02-19T13:38:09Z

Contents:

Marc Hallin, Davy Paindaveine, Miroslav Šiman. Multivariate quantiles and multiple-output regression quantiles: From L 1 optimization to halfspace depth. 635--669.

Ying Wei. Discussion. 670--675.

Robert Serfling, Yijun Zuo. Discussion. 676--684.

Linglong Kong, Ivan Mizera. Discussion. 685--693.

Marc Hallin, Davy Paindaveine, Miroslav Šiman. Rejoinder. 694--703.

Nicolas Verzelen, Fanny Villers. Goodness-of-fit tests for high-dimensional Gaussian linear models. 704--752.

Davide Ferrari, Yuhong Yang. Maximum L q -likelihood estimation. 753--783.

Konstantinos Kalogeropoulos, Gareth O. Roberts, Petros Dellaportas. Inference for stochastic volatility models using time change transformations. 784--807.

Song Xi Chen, Ying-Li Qin. A two-sample test for high-dimensional data with applications to gene-set testing. 808--835.

Jim Kuelbs, Anand N. Vidyashankar. Asymptotic inference for high-dimensional data. 836--869.

Ethan Anderes. On the consistent separation of scale and variance for Gaussian random fields. 870--893.

Cun-Hui Zhang. Nearly unbiased variable selection under minimax concave penalty. 894--942.

Yazhen Wang, Jian Zou. Vast volatility matrix estimation for high-frequency financial data. 943--978.

Minjung Kyung, Jeff Gill, George Casella. Estimation in Dirichlet random effects models. 979--1009.

Guenther Walther. Optimal and fast detection of spatial clusters with scan statistics. 1010--1033.

James M. Flegal, Galin L. Jones. Batch means and spectral variance estimators in Markov chain Monte Carlo. 1034--1070.

Peter Hall, Tung Pham. Optimal properties of centroid-based classifiers for very high-dimensional data. 1071--1093.

Bing Li, Min Kyung Kim, Naomi Altman. On dimension folding of matrix- or array-valued statistical objects. 1094--1121.

Evarist Giné, Richard Nickl. Confidence bands in density estimation. 1122--1170.

Aurore Delaigle, Peter Hall. Defining probability density for a distribution of random functions. 1171--1193.

Ci-Ren Jiang, Jane-Ling Wang. Covariate adjusted functional principal components analysis for longitudinal data. 1194--1226.

Weizhen Wang. On construction of the smallest one-sided confidence interval for the difference of two proportions. 1227--1243.

Daniel Egloff, Markus Leippold. Quantile estimation with adaptive importance sampling. 1244--1278.

Jens Ledet Jensen. On some problems in the article Efficient Likelihood Estimation in State Space Models by Cheng-Der Fuh [ Ann. Statist. 34 (2006) 2026–2068]. 1279--1281.

Jens Ledet Jensen, Cheng-Der Fuh. Reply to “On some problems in the article Efficient Likelihood Estimation in State Space Models ” by Cheng-Der Fuh [ Ann. Statist. 34 (2006) 2026–2068]. 1282--1285.

Updated: The Annals of Statistics, Volume 38, Number 2 (2010)

2010-03-08T13:55:28Z

Contents:

Marc Hallin, Davy Paindaveine, Miroslav Šiman. Multivariate quantiles and multiple-output regression quantiles: From L 1 optimization to halfspace depth. 635--669.

Ying Wei. Discussion. 670--675.

Robert Serfling, Yijun Zuo. Discussion. 676--684.

Linglong Kong, Ivan Mizera. Discussion. 685--693.

Marc Hallin, Davy Paindaveine, Miroslav Šiman. Rejoinder. 694--703.

Nicolas Verzelen, Fanny Villers. Goodness-of-fit tests for high-dimensional Gaussian linear models. 704--752.

Davide Ferrari, Yuhong Yang. Maximum L q -likelihood estimation. 753--783.

Konstantinos Kalogeropoulos, Gareth O. Roberts, Petros Dellaportas. Inference for stochastic volatility models using time change transformations. 784--807.

Song Xi Chen, Ying-Li Qin. A two-sample test for high-dimensional data with applications to gene-set testing. 808--835.

Jim Kuelbs, Anand N. Vidyashankar. Asymptotic inference for high-dimensional data. 836--869.

Ethan Anderes. On the consistent separation of scale and variance for Gaussian random fields. 870--893.

Cun-Hui Zhang. Nearly unbiased variable selection under minimax concave penalty. 894--942.

Yazhen Wang, Jian Zou. Vast volatility matrix estimation for high-frequency financial data. 943--978.

Minjung Kyung, Jeff Gill, George Casella. Estimation in Dirichlet random effects models. 979--1009.

Guenther Walther. Optimal and fast detection of spatial clusters with scan statistics. 1010--1033.

James M. Flegal, Galin L. Jones. Batch means and spectral variance estimators in Markov chain Monte Carlo. 1034--1070.

Peter Hall, Tung Pham. Optimal properties of centroid-based classifiers for very high-dimensional data. 1071--1093.

Bing Li, Min Kyung Kim, Naomi Altman. On dimension folding of matrix- or array-valued statistical objects. 1094--1121.

Evarist Giné, Richard Nickl. Confidence bands in density estimation. 1122--1170.

Aurore Delaigle, Peter Hall. Defining probability density for a distribution of random functions. 1171--1193.

Ci-Ren Jiang, Jane-Ling Wang. Covariate adjusted functional principal components analysis for longitudinal data. 1194--1226.

Weizhen Wang. On construction of the smallest one-sided confidence interval for the difference of two proportions. 1227--1243.

Daniel Egloff, Markus Leippold. Quantile estimation with adaptive importance sampling. 1244--1278.

Jens Ledet Jensen. On some problems in the article Efficient Likelihood Estimation in State Space Models by Cheng-Der Fuh [ Ann. Statist. 34 (2006) 2026–2068]. 1279--1281.

Cheng-Der Fuh. Reply to “On some problems in the article Efficient Likelihood Estimation in State Space Models ” by Cheng-Der Fuh [ Ann. Statist. 34 (2006) 2026–2068]. 1282--1285.

The Annals of Statistics, Volume 38, Number 3 (2010)

2010-03-08T13:57:53Z

Contents:

Pradeep Ravikumar, Martin J. Wainwright, John D. Lafferty. High-dimensional Ising model selection using ℓ 1 -regularized logistic regression. 1287--1319.

Byeong U. Park, Seok-Oh Jeong, Léopold Simar. Asymptotic distribution of conical-hull estimators of directional edges. 1320--1340.

Yukun Liu, Jiahua Chen. Adjusted empirical likelihood with high-order precision. 1341--1362.

Nicolas Verzelen. Adaptive estimation of stationary Gaussian fields. 1363--1402.

Jiancheng Jiang, Yingying Fan, Jianqing Fan. Estimation in additive models with highly or nonhighly correlated covariates. 1403--1432.

Wing H. Wong, Li Ma. Optional Pólya tree and Bayesian inference. 1433--1459.

C. Devon Lin, Derek Bingham, Randy R. Sitter, Boxin Tang. A new and flexible method for constructing designs for computer experiments. 1460--1477.

Updated: The Annals of Statistics, Volume 38, Number 3 (2010)

2010-03-24T17:45:39Z

Contents:

Pradeep Ravikumar, Martin J. Wainwright, John D. Lafferty. High-dimensional Ising model selection using ℓ 1 -regularized logistic regression. 1287--1319.

Byeong U. Park, Seok-Oh Jeong, Léopold Simar. Asymptotic distribution of conical-hull estimators of directional edges. 1320--1340.

Yukun Liu, Jiahua Chen. Adjusted empirical likelihood with high-order precision. 1341--1362.

Nicolas Verzelen. Adaptive estimation of stationary Gaussian fields. 1363--1402.

Jiancheng Jiang, Yingying Fan, Jianqing Fan. Estimation in additive models with highly or nonhighly correlated covariates. 1403--1432.

Wing H. Wong, Li Ma. Optional Pólya tree and Bayesian inference. 1433--1459.

C. Devon Lin, Derek Bingham, Randy R. Sitter, Boxin Tang. A new and flexible method for constructing designs for computer experiments. 1460--1477.

Jean Jacod, Mark Podolskij, Mathias Vetter. Limit theorems for moving averages of discretized processes plus noise. 1478--1545.

Tigran Markaryan, William F. Rosenberger. Exact properties of Efron’s biased coin randomization procedure. 1546--1567.

Gérard Biau, Benoît Cadre, Laurent Rouvière. Statistical analysis of k -nearest neighbor collaborative recommendation. 1568--1592.

Yaming Yu. Monotonic convergence of a general algorithm for computing optimal designs. 1593--1606.

Yijian Huang. Quantile calculus and censored regression. 1607--1637.

Richard A. Olshen, Bala Rajaratnam. Successive normalization of rectangular arrays. 1638--1664.

Seth Sullivant, Kelli Talaska, Jan Draisma. Trek separation for Gaussian graphical models. 1665--1685.

Peter Hall, Jiashun Jin. Innovated higher criticism for detecting sparse signals in correlated noise. 1686--1732.

Andriy Norets. Approximation of conditional densities by smooth mixtures of regressions. 1733--1766.

R. J. Samworth, M. P. Wand. Asymptotics and optimal bandwidth selection for highest density region estimation. 1767--1792.

Marianna Pensky, Theofanis Sapatinas. On convergence rates equivalency and sampling strategies in functional deconvolution models. 1793--1844.

Siegfried Hörmann, Piotr Kokoszka. Weakly dependent functional data. 1845--1884.

Updated: The Annals of Statistics, Volume 38, Number 3 (2010)

2010-04-14T18:56:29Z

Contents:

Pradeep Ravikumar, Martin J. Wainwright, John D. Lafferty. High-dimensional Ising model selection using ℓ 1 -regularized logistic regression. 1287--1319.

Byeong U. Park, Seok-Oh Jeong, Léopold Simar. Asymptotic distribution of conical-hull estimators of directional edges. 1320--1340.

Yukun Liu, Jiahua Chen. Adjusted empirical likelihood with high-order precision. 1341--1362.

Nicolas Verzelen. Adaptive estimation of stationary Gaussian fields. 1363--1402.

Jiancheng Jiang, Yingying Fan, Jianqing Fan. Estimation in additive models with highly or nonhighly correlated covariates. 1403--1432.

Wing H. Wong, Li Ma. Optional Pólya tree and Bayesian inference. 1433--1459.

C. Devon Lin, Derek Bingham, Randy R. Sitter, Boxin Tang. A new and flexible method for constructing designs for computer experiments. 1460--1477.

Jean Jacod, Mark Podolskij, Mathias Vetter. Limit theorems for moving averages of discretized processes plus noise. 1478--1545.

Tigran Markaryan, William F. Rosenberger. Exact properties of Efron’s biased coin randomization procedure. 1546--1567.

Gérard Biau, Benoît Cadre, Laurent Rouvière. Statistical analysis of k -nearest neighbor collaborative recommendation. 1568--1592.

Yaming Yu. Monotonic convergence of a general algorithm for computing optimal designs. 1593--1606.

Yijian Huang. Quantile calculus and censored regression. 1607--1637.

Richard A. Olshen, Bala Rajaratnam. Successive normalization of rectangular arrays. 1638--1664.

Seth Sullivant, Kelli Talaska, Jan Draisma. Trek separation for Gaussian graphical models. 1665--1685.

Peter Hall, Jiashun Jin. Innovated higher criticism for detecting sparse signals in correlated noise. 1686--1732.

Andriy Norets. Approximation of conditional densities by smooth mixtures of regressions. 1733--1766.

R. J. Samworth, M. P. Wand. Asymptotics and optimal bandwidth selection for highest density region estimation. 1767--1792.

Marianna Pensky, Theofanis Sapatinas. On convergence rates equivalency and sampling strategies in functional deconvolution models. 1793--1844.

Siegfried Hörmann, Piotr Kokoszka. Weakly dependent functional data. 1845--1884.

Myriam Vimond. Efficient estimation for a subclass of shape invariant models. 1885--1912.

Weidong Liu, Qi-Man Shao. Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series. 1913--1935.

On some problems in the article Efficient Likelihood Estimation in State Space Models. 1936--1936.

The Annals of Statistics, Volume 38, Number 4 (2010)

2010-07-11T15:15:18Z

Contents:

Elías Moreno, F. Javier Girón, George Casella. Consistency of objective Bayes factors as the model dimension grows. 1937--1952.

Bodhisattva Sen, Moulinath Banerjee, Michael Woodroofe. Inconsistency of bootstrap: The Grenander estimator. 1953--1977.

Junzhou Huang, Tong Zhang. The benefit of group sparsity. 1978--2004.

Lawrence D. Brown, T. Tony Cai, Harrison H. Zhou. Nonparametric regression in exponential families. 2005--2046.

Tzee-Ming Huang. Testing conditional independence using maximal nonlinear conditional correlation. 2047--2091.

Pang Du, Shuangge Ma, Hua Liang. Penalized variable selection procedure for Cox models with semiparametric relative risk. 2092--2117.

T. Tony Cai, Cun-Hui Zhang, Harrison H. Zhou. Optimal rates of convergence for covariance matrix estimation. 2118--2144.

Holger Drees, Holger Rootzén. Limit theorems for empirical processes of cluster functionals. 2145--2186.

Zhou Zhou. Nonparametric inference of quantile curves for nonstationary time series. 2187--2217.

Hongjian Zhu, Feifang Hu. Sequential monitoring of response-adaptive randomized clinical trials. 2218--2241.

Clive G. Bowsher. Stochastic kinetic models: Dynamic independence, modularity and graphs. 2242--2281.

Jian Huang, Joel L. Horowitz, Fengrong Wei. Variable selection in nonparametric additive models. 2282--2313.

Min Hee Kim, Michael G. Akritas. Order thresholding. 2314--2350.

Hongqi Xue, Hongyu Miao, Hulin Wu. Sieve estimation of constant and time-varying coefficients in nonlinear ordinary differential equation models by considering both numerical error and measurement error. 2351--2387.

Weidong Liu, Wei Biao Wu. Simultaneous nonparametric inference of time series. 2388--2421.

Jérémie Bigot, Sébastien Gadat. A deconvolution approach to estimation of a common shape in a shifted curves model. 2422--2464.

Stephan F. Huckemann, Peter T. Kim, Ja-Yong Koo, Axel Munk. Möbius deconvolution on the hyperbolic plane with application to impedance density estimation. 2465--2498.

Min Yang. On the de la Garza phenomenon. 2499--2524.

Florentina Bunea, Alexandre B. Tsybakov, Marten H. Wegkamp, Adrian Barbu. SPADES and mixture models. 2525--2558.

Ian W. McKeague, Bodhisattva Sen. Fractals with point impact in functional linear regression. 2559--2586.

The Annals of Statistics, Volume 38, Number 5 (2010)

2010-07-11T15:18:34Z

Contents:

James G. Scott, James O. Berger. Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem. 2587--2619.

Mathieu Rosenbaum, Alexandre B. Tsybakov. Sparse recovery under matrix uncertainty. 2620--2651.

Peter Hall, Hugh Miller. Modeling the variability of rankings. 2652--2677.

Alessandro Rinaldo, Larry Wasserman. Generalized density clustering. 2678--2722.

Jianqing Fan, Yang Feng, Yue S. Niu. Nonparametric estimation of genewise variance for microarray data. 2723--2750.

Updated: The Annals of Statistics, Volume 38, Number 5 (2010)

2010-07-20T15:10:10Z

Contents:

James G. Scott, James O. Berger. Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem. 2587--2619.

Mathieu Rosenbaum, Alexandre B. Tsybakov. Sparse recovery under matrix uncertainty. 2620--2651.

Peter Hall, Hugh Miller. Modeling the variability of rankings. 2652--2677.

Alessandro Rinaldo, Larry Wasserman. Generalized density clustering. 2678--2722.

Jianqing Fan, Yang Feng, Yue S. Niu. Nonparametric estimation of genewise variance for microarray data. 2723--2750.

Yuri Golubev. On universal oracle inequalities related to high-dimensional linear models. 2751--2780.

Patricia Reynaud-Bouret, Sophie Schbath. Adaptive estimation for Hawkes processes; application to genome analysis. 2781--2822.

Faming Liang. Trajectory averaging for stochastic approximation MCMC algorithms. 2823--2856.

Young Kyung Lee, Enno Mammen, Byeong U. Park. Backfitting and smooth backfitting for additive quantile models. 2857--2883.

Guang Cheng, Jianhua Z. Huang. Bootstrap consistency for general semiparametric M -estimation. 2884--2915.

Updated: The Annals of Statistics, Volume 38, Number 5 (2010)

2010-08-16T13:13:31Z

Contents:

James G. Scott, James O. Berger. Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem. 2587--2619.

Mathieu Rosenbaum, Alexandre B. Tsybakov. Sparse recovery under matrix uncertainty. 2620--2651.

Peter Hall, Hugh Miller. Modeling the variability of rankings. 2652--2677.

Alessandro Rinaldo, Larry Wasserman. Generalized density clustering. 2678--2722.

Jianqing Fan, Yang Feng, Yue S. Niu. Nonparametric estimation of genewise variance for microarray data. 2723--2750.

Yuri Golubev. On universal oracle inequalities related to high-dimensional linear models. 2751--2780.

Patricia Reynaud-Bouret, Sophie Schbath. Adaptive estimation for Hawkes processes; application to genome analysis. 2781--2822.

Faming Liang. Trajectory averaging for stochastic approximation MCMC algorithms. 2823--2856.

Young Kyung Lee, Enno Mammen, Byeong U. Park. Backfitting and smooth backfitting for additive quantile models. 2857--2883.

Guang Cheng, Jianhua Z. Huang. Bootstrap consistency for general semiparametric M -estimation. 2884--2915.

Z. I. Botev, J. F. Grotowski, D. P. Kroese. Kernel density estimation via diffusion. 2916--2957.

Updated: The Annals of Statistics, Volume 38, Number 5 (2010)

2010-08-20T14:44:29Z

Contents:

James G. Scott, James O. Berger. Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem. 2587--2619.

Mathieu Rosenbaum, Alexandre B. Tsybakov. Sparse recovery under matrix uncertainty. 2620--2651.

Peter Hall, Hugh Miller. Modeling the variability of rankings. 2652--2677.

Alessandro Rinaldo, Larry Wasserman. Generalized density clustering. 2678--2722.

Jianqing Fan, Yang Feng, Yue S. Niu. Nonparametric estimation of genewise variance for microarray data. 2723--2750.

Yuri Golubev. On universal oracle inequalities related to high-dimensional linear models. 2751--2780.

Patricia Reynaud-Bouret, Sophie Schbath. Adaptive estimation for Hawkes processes; application to genome analysis. 2781--2822.

Faming Liang. Trajectory averaging for stochastic approximation MCMC algorithms. 2823--2856.

Young Kyung Lee, Enno Mammen, Byeong U. Park. Backfitting and smooth backfitting for additive quantile models. 2857--2883.

Guang Cheng, Jianhua Z. Huang. Bootstrap consistency for general semiparametric M -estimation. 2884--2915.

Z. I. Botev, J. F. Grotowski, D. P. Kroese. Kernel density estimation via diffusion. 2916--2957.

Wilfredo Palma, Ricardo Olea. An efficient estimator for locally stationary Gaussian long-memory processes. 2958--2997.

Roger Koenker, Ivan Mizera. Quasi-concave density estimation. 2998--3027.

Updated: The Annals of Statistics, Volume 38, Number 5 (2010)

2010-08-30T13:47:41Z

Contents:

James G. Scott, James O. Berger. Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem. 2587--2619.

Mathieu Rosenbaum, Alexandre B. Tsybakov. Sparse recovery under matrix uncertainty. 2620--2651.

Peter Hall, Hugh Miller. Modeling the variability of rankings. 2652--2677.

Alessandro Rinaldo, Larry Wasserman. Generalized density clustering. 2678--2722.

Jianqing Fan, Yang Feng, Yue S. Niu. Nonparametric estimation of genewise variance for microarray data. 2723--2750.

Yuri Golubev. On universal oracle inequalities related to high-dimensional linear models. 2751--2780.

Patricia Reynaud-Bouret, Sophie Schbath. Adaptive estimation for Hawkes processes; application to genome analysis. 2781--2822.

Faming Liang. Trajectory averaging for stochastic approximation MCMC algorithms. 2823--2856.

Young Kyung Lee, Enno Mammen, Byeong U. Park. Backfitting and smooth backfitting for additive quantile models. 2857--2883.

Guang Cheng, Jianhua Z. Huang. Bootstrap consistency for general semiparametric M -estimation. 2884--2915.

Z. I. Botev, J. F. Grotowski, D. P. Kroese. Kernel density estimation via diffusion. 2916--2957.

Wilfredo Palma, Ricardo Olea. An efficient estimator for locally stationary Gaussian long-memory processes. 2958--2997.

Roger Koenker, Ivan Mizera. Quasi-concave density estimation. 2998--3027.

Yehua Li, Tailen Hsing. Deciding the dimension of effective dimension reduction space for functional and high-dimensional data. 3028--3062.

Louigi Addario-Berry, Nicolas Broutin, Luc Devroye, Gábor Lugosi. On combinatorial testing problems. 3063--3092.

Updated: The Annals of Statistics, Volume 38, Number 5 (2010)

2010-09-13T15:30:39Z

Contents:

James G. Scott, James O. Berger. Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem. 2587--2619.

Mathieu Rosenbaum, Alexandre B. Tsybakov. Sparse recovery under matrix uncertainty. 2620--2651.

Peter Hall, Hugh Miller. Modeling the variability of rankings. 2652--2677.

Alessandro Rinaldo, Larry Wasserman. Generalized density clustering. 2678--2722.

Jianqing Fan, Yang Feng, Yue S. Niu. Nonparametric estimation of genewise variance for microarray data. 2723--2750.

Yuri Golubev. On universal oracle inequalities related to high-dimensional linear models. 2751--2780.

Patricia Reynaud-Bouret, Sophie Schbath. Adaptive estimation for Hawkes processes; application to genome analysis. 2781--2822.

Faming Liang. Trajectory averaging for stochastic approximation MCMC algorithms. 2823--2856.

Young Kyung Lee, Enno Mammen, Byeong U. Park. Backfitting and smooth backfitting for additive quantile models. 2857--2883.

Guang Cheng, Jianhua Z. Huang. Bootstrap consistency for general semiparametric M -estimation. 2884--2915.

Z. I. Botev, J. F. Grotowski, D. P. Kroese. Kernel density estimation via diffusion. 2916--2957.

Wilfredo Palma, Ricardo Olea. An efficient estimator for locally stationary Gaussian long-memory processes. 2958--2997.

Roger Koenker, Ivan Mizera. Quasi-concave density estimation. 2998--3027.

Yehua Li, Tailen Hsing. Deciding the dimension of effective dimension reduction space for functional and high-dimensional data. 3028--3062.

Louigi Addario-Berry, Nicolas Broutin, Luc Devroye, Gábor Lugosi. On combinatorial testing problems. 3063--3092.

Yacine Aït-Sahalia, Jean Jacod. Is Brownian motion necessary to model high-frequency data?. 3093--3128.

Yacine Aït-Sahalia, Jianqing Fan, Jiancheng Jiang. Nonparametric tests of the Markov hypothesis in continuous-time models. 3129--3163.

C. J. Brien, R. A. Bailey. Decomposition tables for experiments. II. Two–one randomizations. 3164--3190.

Noureddine El Karoui. On information plus noise kernel random matrices. 3191--3216.

The Annals of Statistics, Volume 38, Number 6 (2010)

2010-09-20T13:14:29Z

Contents:

Michael A. Newton, Lisa M. Chung. Gamma-based clustering via ordered means with application to gene-expression analysis. 3217--3244.

Marc Hallin, Davy Paindaveine, Thomas Verdebout. Optimal rank-based testing for principal components. 3245--3299.

R. de Jonge, J. H. van Zanten. Adaptive nonparametric Bayesian inference using location-scale mixture priors. 3300--3320.

Yehua Li, Tailen Hsing. Uniform convergence rates for nonparametric regression and principal component analysis in functional/longitudinal data. 3321--3351.

Updated: The Annals of Statistics, Volume 38, Number 6 (2010)

2010-11-30T14:23:59Z

Contents:

Michael A. Newton, Lisa M. Chung. Gamma-based clustering via ordered means with application to gene-expression analysis. 3217--3244.

Marc Hallin, Davy Paindaveine, Thomas Verdebout. Optimal rank-based testing for principal components. 3245--3299.

R. de Jonge, J. H. van Zanten. Adaptive nonparametric Bayesian inference using location-scale mixture priors. 3300--3320.

Yehua Li, Tailen Hsing. Uniform convergence rates for nonparametric regression and principal component analysis in functional/longitudinal data. 3321--3351.

Neil Bathia, Qiwei Yao, Flavio Ziegelmann. Identifying the finite dimensionality of curve time series. 3352--3386.

Anthony Brockwell, Pierre Del Moral, Arnaud Doucet. Sequentially interacting Markov chain Monte Carlo methods. 3387--3411.

Ming Yuan, T. Tony Cai. A reproducing kernel Hilbert space approach to functional linear regression. 3412--3444.

Aleksey S. Polunchenko, Alexander G. Tartakovsky. On optimality of the Shiryaev–Roberts procedure for detecting a change in distribution. 3445--3457.

Hans-Georg Müller, Fang Yao. Empirical dynamics for longitudinal data. 3458--3486.

Noureddine El Karoui. High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: Risk underestimation. 3487--3566.

Jianqing Fan, Rui Song. Sure independence screening in generalized linear models with NP-dimensionality. 3567--3604.

Seunggeun Lee, Fei Zou, Fred A. Wright. Convergence and prediction of principal component scores in high-dimensional settings. 3605--3629.

Song Xi Chen, Ping-Shou Zhong. ANOVA for longitudinal data with missing values. 3630--3659.

Vladimir Koltchinskii, Ming Yuan. Sparsity in multiple kernel learning. 3660--3695.

Xin Chen, Changliang Zou, R. Dennis Cook. Coordinate-independent sparse sufficient dimension reduction and variable selection. 3696--3723.

Bing-Yi Jing, Guangming Pan, Qi-Man Shao, Wang Zhou. Nonparametric estimate of spectral density functions of sample covariance matrices: A first step. 3724--3750.

Arseni Seregin, Jon A. Wellner. Nonparametric estimation of multivariate convex-transformed densities. 3751--3781.

Jelle J. Goeman, Aldo Solari. The sequential rejection principle of familywise error control. 3782--3810.

Hua Liang, Xiang Liu, Runze Li, Chih-Ling Tsai. Estimation and testing for partially linear single-index models. 3811--3836.

Nikolai Leonenko, Luc Pronzato. Correction: A class of Rényi information estimators for multidimensional densities. 3837--3838.

Ngai Hang Chan, Shiqing Ling. Correction: Residual empirical processes for long and short memory time series. 3839--3839.

Chris Lloyd, Paul Kabaila. Letter to the Editor: Some comments on “On construction of the smallest one-sided confidence interval for the difference of two proportions”. 3840--3841.

The Annals of Statistics, Volume 39, Number 1 (2011)

2010-12-03T15:00:39Z

Contents:

Guillaume Obozinski, Martin J. Wainwright, Michael I. Jordan. Support union recovery in high-dimensional multivariate regression. 1--47.

Anil Aswani, Peter Bickel, Claire Tomlin. Regression on manifolds: Estimation of the exterior derivative. 48--81.

Alexandre Belloni, Victor Chernozhukov. ℓ 1 -penalized quantile regression in high-dimensional sparse models. 82--130.

Mingyuan Zhang, Marshall M. Joffe, Dylan S. Small. Causal inference for continuous-time processes when covariates are observed only at discrete times. 131--173.

Xinyu Zhang, Hua Liang. Focused information criterion and model averaging for generalized additive partial linear models. 174--200.

Karim Lounici, Richard Nickl. Global uniform risk bounds for wavelet deconvolution estimators. 201--231.

Raúl Jiménez, J. E. Yukich. Nonparametric estimation of surface integrals. 232--260.

Randal Douc, Christian P. Robert. A vanilla Rao–Blackwellization of Metropolis–Hastings algorithms. 261--277.

Ery Arias-Castro, Emmanuel J. Candès, Arnaud Durand. Detection of an anomalous cluster in a network. 278--304.

Bo Kai, Runze Li, Hui Zou. New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models. 305--332.

Steve Hanneke. Rates of convergence in active learning. 333--361.

Ci-Ren Jiang, Jane-Ling Wang. Functional single index models for longitudinal data. 362--388.

Lan Wang. GEE analysis of clustered binary data with diverging number of covariates. 389--417.

Updated: The Annals of Statistics, Volume 39, Number 1 (2011)

2011-02-15T14:26:04Z

Contents:

Guillaume Obozinski, Martin J. Wainwright, Michael I. Jordan. Support union recovery in high-dimensional multivariate regression. 1--47.

Anil Aswani, Peter Bickel, Claire Tomlin. Regression on manifolds: Estimation of the exterior derivative. 48--81.

Alexandre Belloni, Victor Chernozhukov. ℓ 1 -penalized quantile regression in high-dimensional sparse models. 82--130.

Mingyuan Zhang, Marshall M. Joffe, Dylan S. Small. Causal inference for continuous-time processes when covariates are observed only at discrete times. 131--173.

Xinyu Zhang, Hua Liang. Focused information criterion and model averaging for generalized additive partial linear models. 174--200.

Karim Lounici, Richard Nickl. Global uniform risk bounds for wavelet deconvolution estimators. 201--231.

Raúl Jiménez, J. E. Yukich. Nonparametric estimation of surface integrals. 232--260.

Randal Douc, Christian P. Robert. A vanilla Rao–Blackwellization of Metropolis–Hastings algorithms. 261--277.

Ery Arias-Castro, Emmanuel J. Candès, Arnaud Durand. Detection of an anomalous cluster in a network. 278--304.

Bo Kai, Runze Li, Hui Zou. New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models. 305--332.

Steve Hanneke. Rates of convergence in active learning. 333--361.

Ci-Ren Jiang, Jane-Ling Wang. Functional single index models for longitudinal data. 362--388.

Lan Wang. GEE analysis of clustered binary data with diverging number of covariates. 389--417.

Dragi Anevski, Philippe Soulier. Monotone spectral density estimation. 418--438.

Zhiyi Chi. Effects of statistical dependence on multiple testing under a hidden Markov model. 439--473.

Randal Douc, Eric Moulines, Jimmy Olsson, Ramon van Handel. Consistency of the maximum likelihood estimator for general hidden Markov models. 474--513.

Kshitij Khare, Bala Rajaratnam. Wishart distributions for decomposable covariance graph models. 514--555.

Edsel A. Peña, Joshua D. Habiger, Wensong Wu. Power-enhanced multiple decision functions controlling family-wise error and false discovery rates. 556--583.

Etienne Roquain, Fanny Villers. Exact calculations for false discovery proportion with application to least favorable configurations. 584--612.

Chunming Zhang, Jianqing Fan, Tao Yu. Multiple testing via FDR L for large-scale imaging data. 613--642.

Li-Xin Zhang, Feifang Hu, Siu Hung Cheung, Wai Sum Chan. Immigrated urn models—theoretical properties and applications. 643--671.

The Annals of Statistics, Volume 39, Number 2 (2011)

2011-03-09T14:30:18Z

Contents:

S. Chen, J. Dick, A. B. Owen. Consistency of Markov chain quasi-Monte Carlo on continuous state spaces. 673--701.

Lutz Dümbgen, Richard Samworth, Dominic Schuhmacher. Approximation by log-concave distributions, with applications to regression. 702--730.

Philippe Rigollet, Alexandre Tsybakov. Exponential Screening and optimal rates of sparse estimation. 731--771.

Markus Reiß. Asymptotic equivalence for inference on the volatility from noisy observations. 772--802.

Fabienne Comte, Valentine Genon-Catalot. Estimation for Lévy processes from high frequency data within a long time interval. 803--837.

Sergio Bacallado. Bayesian analysis of variable-order, reversible Markov chains. 838--864.

Mathias Drton, Rina Foygel, Seth Sullivant. Global identifiability of linear structural equation models. 865--886.

Angelika Rohde, Alexandre B. Tsybakov. Estimation of high-dimensional low-rank matrices. 887--930.

Updated: The Annals of Statistics, Volume 39, Number 2 (2011)

2011-04-08T13:09:27Z

Contents:

S. Chen, J. Dick, A. B. Owen. Consistency of Markov chain quasi-Monte Carlo on continuous state spaces. 673--701.

Lutz Dümbgen, Richard Samworth, Dominic Schuhmacher. Approximation by log-concave distributions, with applications to regression. 702--730.

Philippe Rigollet, Alexandre Tsybakov. Exponential Screening and optimal rates of sparse estimation. 731--771.

Markus Reiß. Asymptotic equivalence for inference on the volatility from noisy observations. 772--802.

Fabienne Comte, Valentine Genon-Catalot. Estimation for Lévy processes from high frequency data within a long time interval. 803--837.

Sergio Bacallado. Bayesian analysis of variable-order, reversible Markov chains. 838--864.

Mathias Drton, Rina Foygel, Seth Sullivant. Global identifiability of linear structural equation models. 865--886.

Angelika Rohde, Alexandre B. Tsybakov. Estimation of high-dimensional low-rank matrices. 887--930.

Runchu Zhang, Frederick K. H. Phoa, Rahul Mukerjee, Hongquan Xu. A trigonometric approach to quaternary code designs with application to one-eighth and one-sixteenth fractions. 931--955.

Runlong Tang, Moulinath Banerjee, George Michailidis. A two-stage hybrid procedure for estimating an inverse regression function. 956--989.

Yves F. Atchadé. Kernel estimators of asymptotic variance for adaptive Markov chain Monte Carlo. 990--1011.

T. Tony Cai, Mark G. Low. Testing composite hypotheses, hermite polynomials and optimal estimation of a nonsmooth functional. 1012--1041.

Gérard Kerkyacharian, Thanh Mai Pham Ngoc, Dominique Picard. Localized spherical deconvolution. 1042--1068.

The Annals of Statistics, Volume 39, Number 3 (2011)

2011-05-04T13:11:46Z

Contents:

Ryan J. Tibshirani, Jonathan Taylor. The solution path of the generalized lasso. 1335--1371.

Josef Dick. Higher order scrambled digital nets achieve the optimal rate of the root mean square error for smooth integrands. 1372--1398.

Updated: The Annals of Statistics, Volume 39, Number 3 (2011)

2011-05-13T13:08:15Z

Contents:

Ryan J. Tibshirani, Jonathan Taylor. The solution path of the generalized lasso. 1335--1371.

Josef Dick. Higher order scrambled digital nets achieve the optimal rate of the root mean square error for smooth integrands. 1372--1398.

C. Lévy-Leduc, H. Boistard, E. Moulines, M. S. Taqqu, V. A. Reisen. Asymptotic properties of U -processes under long-range dependence. 1399--1426.

Claudia Kirch, Dimitris N. Politis. TFT-bootstrap: Resampling time series in the frequency domain to obtain replicates in the time domain. 1427--1470.

Alexander Meister. Asymptotic equivalence of functional linear regression and a white noise inverse problem. 1471--1495.

T. Tony Cai, Tiefeng Jiang. Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices. 1496--1525.

Updated: The Annals of Statistics, Volume 39, Number 3 (2011)

2011-06-07T13:09:58Z

Contents:

Ryan J. Tibshirani, Jonathan Taylor. The solution path of the generalized lasso. 1335--1371.

Josef Dick. Higher order scrambled digital nets achieve the optimal rate of the root mean square error for smooth integrands. 1372--1398.

C. Lévy-Leduc, H. Boistard, E. Moulines, M. S. Taqqu, V. A. Reisen. Asymptotic properties of U -processes under long-range dependence. 1399--1426.

Claudia Kirch, Dimitris N. Politis. TFT-bootstrap: Resampling time series in the frequency domain to obtain replicates in the time domain. 1427--1470.

Alexander Meister. Asymptotic equivalence of functional linear regression and a white noise inverse problem. 1471--1495.

T. Tony Cai, Tiefeng Jiang. Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices. 1496--1525.

Ngai Hang Chan, Ching-Kang Ing. Uniform moment bounds of Fisher’s information with applications to time series. 1526--1550.

Małgorzata Bogdan, Arijit Chakrabarti, Florian Frommlet, Jayanta K. Ghosh. Asymptotic Bayes-optimality under sparsity of some multiple testing procedures. 1551--1579.

Emilio Seijo, Bodhisattva Sen. Change-point in stochastic design regression and the bootstrap. 1580--1607.

Alexander Goldenshluger, Oleg Lepski. Bandwidth selection in kernel density estimation: Oracle inequalities and adaptive minimax optimality. 1608--1632.

Updated: The Annals of Statistics, Volume 39, Number 3 (2011)

2011-07-25T13:26:07Z

Contents:

Ryan J. Tibshirani, Jonathan Taylor. The solution path of the generalized lasso. 1335--1371.

Josef Dick. Higher order scrambled digital nets achieve the optimal rate of the root mean square error for smooth integrands. 1372--1398.

C. Lévy-Leduc, H. Boistard, E. Moulines, M. S. Taqqu, V. A. Reisen. Asymptotic properties of U -processes under long-range dependence. 1399--1426.

Claudia Kirch, Dimitris N. Politis. TFT-bootstrap: Resampling time series in the frequency domain to obtain replicates in the time domain. 1427--1470.

Alexander Meister. Asymptotic equivalence of functional linear regression and a white noise inverse problem. 1471--1495.

T. Tony Cai, Tiefeng Jiang. Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices. 1496--1525.

Ngai Hang Chan, Ching-Kang Ing. Uniform moment bounds of Fisher’s information with applications to time series. 1526--1550.

Małgorzata Bogdan, Arijit Chakrabarti, Florian Frommlet, Jayanta K. Ghosh. Asymptotic Bayes-optimality under sparsity of some multiple testing procedures. 1551--1579.

Emilio Seijo, Bodhisattva Sen. Change-point in stochastic design regression and the bootstrap. 1580--1607.

Alexander Goldenshluger, Oleg Lepski. Bandwidth selection in kernel density estimation: Oracle inequalities and adaptive minimax optimality. 1608--1632.

Emilio Seijo, Bodhisattva Sen. Nonparametric least squares estimation of a multivariate convex regression function. 1633--1657.

Xia Cui, Wolfgang Karl Härdle, Lixing Zhu. The EFM approach for single-index models. 1658--1688.

Yacine Aït-Sahalia, Jean Jacod. Testing whether jumps have finite or infinite activity. 1689--1719.

Dong Chen, Peter Hall, Hans-Georg Müller. Single and multiple index functional regression models with nonparametric link. 1720--1747.

Tso-Jung Yen. A majorization–minimization approach to variable selection using spike and slab priors. 1748--1775.

Edward L. Ionides, Anindya Bhadra, Yves Atchadé, Aaron King. Iterated filtering. 1776--1802.

Juan-Juan Cai, John H. J. Einmahl, Laurens de Haan. Estimation of extreme risk regions under multivariate regular variation. 1803--1826.

The Annals of Statistics, Volume 39, Number 4 (2011)

2011-07-26T13:56:35Z

Contents:

Li Wang, Xiang Liu, Hua Liang, Raymond J. Carroll. Estimation and variable selection for generalized additive partial linear models. 1827--1851.

Matthieu Lerasle. Optimal model selection for density estimation of stationary data under various mixing conditions. 1852--1877.

Updated: The Annals of Statistics, Volume 39, Number 4 (2011)

2011-08-24T12:57:51Z

Contents:

Li Wang, Xiang Liu, Hua Liang, Raymond J. Carroll. Estimation and variable selection for generalized additive partial linear models. 1827--1851.

Matthieu Lerasle. Optimal model selection for density estimation of stationary data under various mixing conditions. 1852--1877.

Karl Rohe, Sourav Chatterjee, Bin Yu. Spectral clustering and the high-dimensional Stochastic Blockmodel. 1878--1915.

Robert L. Wolpert, Merlise A. Clyde, Chong Tu. Stochastic expansions using continuous dictionaries: Lévy Adaptive Regression Kernels. 1916--1962.

Axel Bücher, Holger Dette, Stanislav Volgushev. New estimators of the Pickands dependence function and a test for extreme-value dependence. 1963--2006.

Peter McCullagh, Han Han. On Bayes’s theorem for improper mixtures. 2007--2020.

Jian Huang, Shuangge Ma, Hongzhe Li, Cun-Hui Zhang. The sparse Laplacian shrinkage estimator for high-dimensional regression. 2021--2046.

Updated: The Annals of Statistics, Volume 39, Number 4 (2011)

2011-10-26T02:18:43Z

Contents:

Li Wang, Xiang Liu, Hua Liang, Raymond J. Carroll. Estimation and variable selection for generalized additive partial linear models. 1827--1851.

Matthieu Lerasle. Optimal model selection for density estimation of stationary data under various mixing conditions. 1852--1877.

Karl Rohe, Sourav Chatterjee, Bin Yu. Spectral clustering and the high-dimensional stochastic blockmodel. 1878--1915.

Robert L. Wolpert, Merlise A. Clyde, Chong Tu. Stochastic expansions using continuous dictionaries: Lévy adaptive regression kernels. 1916--1962.

Axel Bücher, Holger Dette, Stanislav Volgushev. New estimators of the Pickands dependence function and a test for extreme-value dependence. 1963--2006.

Peter McCullagh, Han Han. On Bayes’s theorem for improper mixtures. 2007--2020.

Jian Huang, Shuangge Ma, Hongzhe Li, Cun-Hui Zhang. The sparse Laplacian shrinkage estimator for high-dimensional regression. 2021--2046.

Anastasia Papavasiliou, Christophe Ladroue. Parameter estimation for rough differential equations. 2047--2073.

Wei Liu, Yuhong Yang. Parametric or nonparametric? A parametricness index for model selection. 2074--2102.

Jens-Peter Kreiss, Efstathios Paparoditis, Dimitris N. Politis. On the range of validity of the autoregressive sieve bootstrap. 2103--2130.

Ke Zhu, Shiqing Ling. Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA–GARCH/IGARCH models. 2131--2163.

Karim Lounici, Massimiliano Pontil, Sara van de Geer, Alexandre B. Tsybakov. Oracle inequalities and optimal inference under group sparsity. 2164--2204.

Denis Belomestny. Statistical inference for time-changed Lévy processes via composite characteristic function estimation. 2205--2242.

The Annals of Statistics, Volume 39, Number 5 (2011)

2011-11-11T14:09:48Z

Contents:

Peter Bühlmann, Tony Cai. Introduction to the Lehmann special section. 1--59.

Javier Rojo. Erich Leo Lehmann—A glimpse into his life and work. 2--23.

Willem R. van Zwet. Remembering Erich Lehmann. 24--37.

Peter J. Bickel, Aiyou Chen, Elizaveta Levina. The method of moments and degree distributions for network models. 38--59.

Updated: The Annals of Statistics, Volume 39, Number 5 (2011)

2011-11-21T14:32:29Z

Contents:

Peter Bühlmann, Tony Cai. Introduction to the Lehmann special section. 1--1.

Javier Rojo. Erich Leo Lehmann—A glimpse into his life and work. 2--23.

Willem R. van Zwet. Remembering Erich Lehmann. 24--37.

Peter J. Bickel, Aiyou Chen, Elizaveta Levina. The method of moments and degree distributions for network models. 38--59.

Updated: The Annals of Statistics, Volume 39, Number 5 (2011)

2011-11-30T14:32:05Z

Contents:

Peter Bühlmann, Tony Cai. Introduction to the Lehmann special section. 2243--2243.

Javier Rojo. Erich Leo Lehmann—A glimpse into his life and work. 2244--2265.

Willem R. van Zwet. Remembering Erich Lehmann. 2266--2279.

Peter J. Bickel, Aiyou Chen, Elizaveta Levina. The method of moments and degree distributions for network models. 2280--2301.

Vladimir Koltchinskii, Karim Lounici, Alexandre B. Tsybakov. Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion. 2302--2329.

T. Tony Cai, Ming Yuan. Optimal estimation of the mean function based on discretely sampled functional data: Phase transition. 2330--2355.

Tze Leung Lai, Shulamith T. Gross, David Bo Shen. Evaluating probability forecasts. 2356--2382.

Marc Hoffmann, Richard Nickl. On adaptive inference and confidence bands. 2383--2409.

Alois Kneip, Pascal Sarda. Factor models and variable selection in high-dimensional regression analysis. 2410--2447.

Pauliina Ilmonen, Davy Paindaveine. Semiparametrically efficient inference based on signed ranks in symmetric independent component models. 2448--2476.

I. Dattner, A. Goldenshluger, A. Juditsky. On deconvolution of distribution functions. 2477--2501.

Peter Hall, Tung Pham, M. P. Wand, S. S. J. Wang. Asymptotic normality and valid inference for Gaussian variational approximation. 2502--2532.

Ery Arias-Castro, Emmanuel J. Candès, Yaniv Plan. Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism. 2533--2556.

Dominique Bontemps. Bernstein–von Mises theorems for Gaussian regression with increasing number of regressors. 2557--2584.

Updated: The Annals of Statistics, Volume 39, Number 5 (2011)

2011-12-22T14:16:51Z

Contents:

Peter Bühlmann, Tony Cai. Introduction to the Lehmann special section. 2243--2243.

Javier Rojo. Erich Leo Lehmann—A glimpse into his life and work. 2244--2265.

Willem R. van Zwet. Remembering Erich Lehmann. 2266--2279.

Peter J. Bickel, Aiyou Chen, Elizaveta Levina. The method of moments and degree distributions for network models. 2280--2301.

Vladimir Koltchinskii, Karim Lounici, Alexandre B. Tsybakov. Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion. 2302--2329.

T. Tony Cai, Ming Yuan. Optimal estimation of the mean function based on discretely sampled functional data: Phase transition. 2330--2355.

Tze Leung Lai, Shulamith T. Gross, David Bo Shen. Evaluating probability forecasts. 2356--2382.

Marc Hoffmann, Richard Nickl. On adaptive inference and confidence bands. 2383--2409.

Alois Kneip, Pascal Sarda. Factor models and variable selection in high-dimensional regression analysis. 2410--2447.

Pauliina Ilmonen, Davy Paindaveine. Semiparametrically efficient inference based on signed ranks in symmetric independent component models. 2448--2476.

I. Dattner, A. Goldenshluger, A. Juditsky. On deconvolution of distribution functions. 2477--2501.

Peter Hall, Tung Pham, M. P. Wand, S. S. J. Wang. Asymptotic normality and valid inference for Gaussian variational approximation. 2502--2532.

Ery Arias-Castro, Emmanuel J. Candès, Yaniv Plan. Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism. 2533--2556.

Dominique Bontemps. Bernstein–von Mises theorems for Gaussian regression with increasing number of regressors. 2557--2584.

Kshitij Khare, James P. Hobert. A spectral analytic comparison of trace-class data augmentation algorithms and their sandwich variants. 2585--2606.

Tingjin Chu, Jun Zhu, Haonan Wang. Penalized maximum likelihood estimation and variable selection in geostatistics. 2607--2625.

B. T. Knapik, A. W. van der Vaart, J. H. van Zanten. Bayesian inverse problems with Gaussian priors. 2626--2657.

Eugenia Buta, Hani Doss. Computational approaches for empirical Bayes methods and Bayesian sensitivity analysis. 2658--2685.

Gilad Lerman, Teng Zhang. Robust recovery of multiple subspaces by geometric l p minimization. 2686--2715.

Tom M. W. Nye. Principal components analysis in the space of phylogenetic trees. 2716--2739.

Yuzo Maruyama, Edward I. George. Fully Bayes factors with a generalized g -prior. 2740--2765.

Jean-Yves Audibert, Olivier Catoni. Robust linear least squares regression. 2766--2794.

The Annals of Statistics, Volume 39, Number 6 (2012)

2012-01-24T14:03:57Z

Contents:

Michael L. Stein. When does the screening effect hold?. 2795--2819.

Jinyuan Chang, Song Xi Chen. On the approximate maximum likelihood estimation for diffusion processes. 2820--2851.

Juan Lucas Bali, Graciela Boente, David E. Tyler, Jane-Ling Wang. Robust functional principal components: A projection-pursuit approach. 2852--2882.

Evarist Giné, Richard Nickl. Rates of contraction for posterior distributions in L r -metrics, 1 ≤ r ≤ ∞. 2883--2911.

Alexander Aue, Thomas C. M. Lee. On image segmentation using information theoretic criteria. 2912--2935.

Vladimir Koltchinskii. Von Neumann entropy penalization and low-rank matrix estimation. 2936--2973.

Ben Haaland, Peter Z. G. Qian. Accurate emulators for large-scale computer experiments. 2974--3002.

Yuan Liao, Wenxin Jiang. Posterior consistency of nonparametric conditional moment restricted models. 3003--3031.

Ying Ding, Bin Nan. A sieve M-theorem for bundled parameters in semiparametric models, with application to the efficient estimation in a linear model for censored data. 3032--3061.

Richard A. Davis, Li Song. Unit roots in moving averages beyond first order. 3062--3091.

Updated: The Annals of Statistics, Volume 39, Number 6 (2012)

2012-01-27T14:01:51Z

Contents:

Michael L. Stein. When does the screening effect hold?. 2795--2819.

Jinyuan Chang, Song Xi Chen. On the approximate maximum likelihood estimation for diffusion processes. 2820--2851.

Juan Lucas Bali, Graciela Boente, David E. Tyler, Jane-Ling Wang. Robust functional principal components: A projection-pursuit approach. 2852--2882.

Evarist Giné, Richard Nickl. Rates of contraction for posterior distributions in L r -metrics, 1 ≤ r ≤ ∞. 2883--2911.

Alexander Aue, Thomas C. M. Lee. On image segmentation using information theoretic criteria. 2912--2935.

Vladimir Koltchinskii. Von Neumann entropy penalization and low-rank matrix estimation. 2936--2973.

Ben Haaland, Peter Z. G. Qian. Accurate emulators for large-scale computer experiments. 2974--3002.

Yuan Liao, Wenxin Jiang. Posterior consistency of nonparametric conditional moment restricted models. 3003--3031.

Ying Ding, Bin Nan. A sieve M-theorem for bundled parameters in semiparametric models, with application to the efficient estimation in a linear model for censored data. 3032--3061.

Richard A. Davis, Li Song. Unit roots in moving averages beyond first order. 3062--3091.

Jelena Bradic, Jianqing Fan, Jiancheng Jiang. Regularization for Cox’s proportional hazards model with NP-dimensionality. 3092--3120.

Xinghua Zheng, Yingying Li. On the estimation of integrated covariance matrices of high dimensional diffusion processes. 3121--3151.

Updated: The Annals of Statistics, Volume 39, Number 6 (2011)

2012-02-07T14:07:12Z

Contents:

Michael L. Stein. 2010 Rietz lecture: When does the screening effect hold?. 2795--2819.

Jinyuan Chang, Song Xi Chen. On the approximate maximum likelihood estimation for diffusion processes. 2820--2851.

Juan Lucas Bali, Graciela Boente, David E. Tyler, Jane-Ling Wang. Robust functional principal components: A projection-pursuit approach. 2852--2882.

Evarist Giné, Richard Nickl. Rates of contraction for posterior distributions in L r -metrics, 1 ≤ r ≤ ∞. 2883--2911.

Alexander Aue, Thomas C. M. Lee. On image segmentation using information theoretic criteria. 2912--2935.

Vladimir Koltchinskii. Von Neumann entropy penalization and low-rank matrix estimation. 2936--2973.

Ben Haaland, Peter Z. G. Qian. Accurate emulators for large-scale computer experiments. 2974--3002.

Yuan Liao, Wenxin Jiang. Posterior consistency of nonparametric conditional moment restricted models. 3003--3031.

Ying Ding, Bin Nan. A sieve M-theorem for bundled parameters in semiparametric models, with application to the efficient estimation in a linear model for censored data. 3032--3061.

Richard A. Davis, Li Song. Unit roots in moving averages beyond first order. 3062--3091.

Jelena Bradic, Jianqing Fan, Jiancheng Jiang. Regularization for Cox’s proportional hazards model with NP-dimensionality. 3092--3120.

Xinghua Zheng, Yingying Li. On the estimation of integrated covariance matrices of high dimensional diffusion processes. 3121--3151.