The Annals of Statistics (Project Euclid)

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

Mon, 23 Jun 2008 11:28 EDT

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.

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

Tue, 15 Feb 2011 09:26 EST

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)

Wed, 09 Mar 2011 09:30 EST

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)

Fri, 08 Apr 2011 09:09 EDT

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)

Wed, 04 May 2011 09:11 EDT

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)

Fri, 13 May 2011 09:08 EDT

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)

Tue, 07 Jun 2011 09:09 EDT

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)

Mon, 25 Jul 2011 09:26 EDT

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)

Tue, 26 Jul 2011 09:56 EDT

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)

Wed, 24 Aug 2011 08:57 EDT

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)

Tue, 25 Oct 2011 22:18 EDT

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)

Fri, 11 Nov 2011 09:09 EST

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)

Mon, 21 Nov 2011 09:32 EST

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)

Wed, 30 Nov 2011 09:32 EST

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)

Thu, 22 Dec 2011 09:16 EST

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)

Tue, 24 Jan 2012 09:03 EST

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)

Fri, 27 Jan 2012 09:01 EST

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)

Tue, 07 Feb 2012 09:07 EST

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.

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

Mon, 05 Mar 2012 09:45 EST

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.

Javier Hualde, Peter M. Robinson. Gaussian pseudo-maximum likelihood estimation of fractional time series models. 3152--3181.

Bing Li, Andreas Artemiou, Lexin Li. Principal support vector machines for linear and nonlinear sufficient dimension reduction. 3182--3210.

Joseph S. Koopmeiners, Ziding Feng. Asymptotic properties of the sequential empirical ROC, PPV and NPV curves under case-control sampling. 3234--3261.

G. Fort, E. Moulines, P. Priouret. Convergence of adaptive and interacting Markov chain Monte Carlo algorithms. 3262--3289.

Armin Schwartzman, Yulia Gavrilov, Robert J. Adler. Multiple testing of local maxima for detection of peaks in 1D. 3290--3319.

Jianqing Fan, Yuan Liao, Martina Mincheva. High-dimensional covariance matrix estimation in approximate factor models. 3320--3356.

John Kolassa, John Robinson. Saddlepoint approximations for likelihood ratio like statistics with applications to permutation tests. 3357--3368.

Nicolai Meinshausen, Marloes H. Maathuis, Peter Bühlmann. Asymptotic optimality of the Westfall–Young permutation procedure for multiple testing under dependence. 3369--3391.

Xiangrong Yin, Bing Li. Sufficient dimension reduction based on an ensemble of minimum average variance estimators. 3392--3416.

L. R. Haff, P. T. Kim, J.-Y. Koo, D. St. P. Richards. Minimax estimation for mixtures of Wishart distributions. 3417--3440.

Ting-Ting Li, Hu Yang, Jane-Ling Wang, Liu-Gen Xue, Li-Xing Zhu. Estimation for a partial-linear single-index model. 3441--3443.

The Annals of Statistics, Volume 40, Number 1 (2012)

Thu, 15 Mar 2012 13:00 EDT

Contents:

Dong Chen, Hans-Georg Müller. Nonlinear manifold representations for functional data. 1--29.

Victoria Plamadeala, William F. Rosenberger. Sequential monitoring with conditional randomization tests. 30--44.

Runlong Tang, Moulinath Banerjee, Michael R. Kosorok. Likelihood based inference for current status data on a grid: A boundary phenomenon and an adaptive inference procedure. 45--72.

Pengsheng Ji, Jiashun Jin. UPS delivers optimal phase diagram in high-dimensional variable selection. 73--103.

Mark S. Kaiser, Soumendra N. Lahiri, Daniel J. Nordman. Goodness of fit tests for a class of Markov random field models. 104--130.

Aurore Delaigle, Peter Hall. Nonparametric regression with homogeneous group testing data. 131--158.

Masoud Asgharian, Marco Carone, Vahid Fakoor. Large-sample study of the kernel density estimators under multiplicative censoring. 159--187.

Holger Dette, Viatcheslav B. Melas, Petr Shpilev. T -optimal designs for discrimination between two polynomial models. 188--205.

Updated: The Annals of Statistics, Volume 40, Number 1 (2012)

Thu, 29 Mar 2012 10:06 EDT

Contents:

Dong Chen, Hans-Georg Müller. Nonlinear manifold representations for functional data. 1--29.

Victoria Plamadeala, William F. Rosenberger. Sequential monitoring with conditional randomization tests. 30--44.

Runlong Tang, Moulinath Banerjee, Michael R. Kosorok. Likelihood based inference for current status data on a grid: A boundary phenomenon and an adaptive inference procedure. 45--72.

Pengsheng Ji, Jiashun Jin. UPS delivers optimal phase diagram in high-dimensional variable selection. 73--103.

Mark S. Kaiser, Soumendra N. Lahiri, Daniel J. Nordman. Goodness of fit tests for a class of Markov random field models. 104--130.

Aurore Delaigle, Peter Hall. Nonparametric regression with homogeneous group testing data. 131--158.

Masoud Asgharian, Marco Carone, Vahid Fakoor. Large-sample study of the kernel density estimators under multiplicative censoring. 159--187.

Holger Dette, Viatcheslav B. Melas, Petr Shpilev. T -optimal designs for discrimination between two polynomial models. 188--205.

P. J. Bickel, B. J. K. Kleijn. The semiparametric Bernstein–von Mises theorem. 206--237.

Caroline Uhler. Geometry of maximum likelihood estimation in Gaussian graphical models. 238--261.

Jingchen Liu, Gongjun Xu. Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes. 262--293.

Updated: The Annals of Statistics, Volume 40, Number 1 (2012)

Wed, 04 Apr 2012 15:20 EDT

Contents:

Dong Chen, Hans-Georg Müller. Nonlinear manifold representations for functional data. 1--29.

Victoria Plamadeala, William F. Rosenberger. Sequential monitoring with conditional randomization tests. 30--44.

Runlong Tang, Moulinath Banerjee, Michael R. Kosorok. Likelihood based inference for current status data on a grid: A boundary phenomenon and an adaptive inference procedure. 45--72.

Pengsheng Ji, Jiashun Jin. UPS delivers optimal phase diagram in high-dimensional variable selection. 73--103.

Mark S. Kaiser, Soumendra N. Lahiri, Daniel J. Nordman. Goodness of fit tests for a class of Markov random field models. 104--130.

Aurore Delaigle, Peter Hall. Nonparametric regression with homogeneous group testing data. 131--158.

Masoud Asgharian, Marco Carone, Vahid Fakoor. Large-sample study of the kernel density estimators under multiplicative censoring. 159--187.

Holger Dette, Viatcheslav B. Melas, Petr Shpilev. T -optimal designs for discrimination between two polynomial models. 188--205.

P. J. Bickel, B. J. K. Kleijn. The semiparametric Bernstein–von Mises theorem. 206--237.

Caroline Uhler. Geometry of maximum likelihood estimation in Gaussian graphical models. 238--261.

Jingchen Liu, Gongjun Xu. Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes. 262--293.

Diego Colombo, Marloes H. Maathuis, Markus Kalisch, Thomas S. Richardson. Learning high-dimensional directed acyclic graphs with latent and selection variables. 294--321.

Aurore Delaigle, Peter Hall. Methodology and theory for partial least squares applied to functional data. 322--352.

R. Dennis Cook, Liliana Forzani, Adam J. Rothman. Estimating sufficient reductions of the predictors in abundant high-dimensional regressions. 353--384.

Updated: The Annals of Statistics, Volume 40, Number 1 (2012)

Mon, 16 Apr 2012 09:10 EDT

Contents:

Dong Chen, Hans-Georg Müller. Nonlinear manifold representations for functional data. 1--29.

Victoria Plamadeala, William F. Rosenberger. Sequential monitoring with conditional randomization tests. 30--44.

Runlong Tang, Moulinath Banerjee, Michael R. Kosorok. Likelihood based inference for current status data on a grid: A boundary phenomenon and an adaptive inference procedure. 45--72.

Pengsheng Ji, Jiashun Jin. UPS delivers optimal phase diagram in high-dimensional variable selection. 73--103.

Mark S. Kaiser, Soumendra N. Lahiri, Daniel J. Nordman. Goodness of fit tests for a class of Markov random field models. 104--130.

Aurore Delaigle, Peter Hall. Nonparametric regression with homogeneous group testing data. 131--158.

Masoud Asgharian, Marco Carone, Vahid Fakoor. Large-sample study of the kernel density estimators under multiplicative censoring. 159--187.

Holger Dette, Viatcheslav B. Melas, Petr Shpilev. T -optimal designs for discrimination between two polynomial models. 188--205.

P. J. Bickel, B. J. K. Kleijn. The semiparametric Bernstein–von Mises theorem. 206--237.

Caroline Uhler. Geometry of maximum likelihood estimation in Gaussian graphical models. 238--261.

Jingchen Liu, Gongjun Xu. Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes. 262--293.

Diego Colombo, Marloes H. Maathuis, Markus Kalisch, Thomas S. Richardson. Learning high-dimensional directed acyclic graphs with latent and selection variables. 294--321.

Aurore Delaigle, Peter Hall. Methodology and theory for partial least squares applied to functional data. 322--352.

R. Dennis Cook, Liliana Forzani, Adam J. Rothman. Estimating sufficient reductions of the predictors in abundant high-dimensional regressions. 353--384.

Adityanand Guntuboyina. Optimal rates of convergence for convex set estimation from support functions. 385--411.

Ery Arias-Castro, Sébastien Bubeck, Gábor Lugosi. Detection of correlations. 412--435.

Jushan Bai, Kunpeng Li. Statistical analysis of factor models of high dimension. 436--465.

Han Xiao, Wei Biao Wu. Covariance matrix estimation for stationary time series. 466--493.

Updated: The Annals of Statistics, Volume 40, Number 1 (2012)

Mon, 07 May 2012 09:10 EDT

Contents:

Dong Chen, Hans-Georg Müller. Nonlinear manifold representations for functional data. 1--29.

Victoria Plamadeala, William F. Rosenberger. Sequential monitoring with conditional randomization tests. 30--44.

Runlong Tang, Moulinath Banerjee, Michael R. Kosorok. Likelihood based inference for current status data on a grid: A boundary phenomenon and an adaptive inference procedure. 45--72.

Pengsheng Ji, Jiashun Jin. UPS delivers optimal phase diagram in high-dimensional variable selection. 73--103.

Mark S. Kaiser, Soumendra N. Lahiri, Daniel J. Nordman. Goodness of fit tests for a class of Markov random field models. 104--130.

Aurore Delaigle, Peter Hall. Nonparametric regression with homogeneous group testing data. 131--158.

Masoud Asgharian, Marco Carone, Vahid Fakoor. Large-sample study of the kernel density estimators under multiplicative censoring. 159--187.

Holger Dette, Viatcheslav B. Melas, Petr Shpilev. T -optimal designs for discrimination between two polynomial models. 188--205.

P. J. Bickel, B. J. K. Kleijn. The semiparametric Bernstein–von Mises theorem. 206--237.

Caroline Uhler. Geometry of maximum likelihood estimation in Gaussian graphical models. 238--261.

Jingchen Liu, Gongjun Xu. Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes. 262--293.

Diego Colombo, Marloes H. Maathuis, Markus Kalisch, Thomas S. Richardson. Learning high-dimensional directed acyclic graphs with latent and selection variables. 294--321.

Aurore Delaigle, Peter Hall. Methodology and theory for partial least squares applied to functional data. 322--352.

R. Dennis Cook, Liliana Forzani, Adam J. Rothman. Estimating sufficient reductions of the predictors in abundant high-dimensional regressions. 353--384.

Adityanand Guntuboyina. Optimal rates of convergence for convex set estimation from support functions. 385--411.

Ery Arias-Castro, Sébastien Bubeck, Gábor Lugosi. Detection of correlations. 412--435.

Jushan Bai, Kunpeng Li. Statistical analysis of factor models of high dimension. 436--465.

Han Xiao, Wei Biao Wu. Covariance matrix estimation for stationary time series. 466--493.

Moritz Jirak. Simultaneous confidence bands for Yule–Walker estimators and order selection. 494--528.

Yair Goldberg, Michael R. Kosorok. Q-learning with censored data. 529--560.

Matthew Parry, A. Philip Dawid, Steffen Lauritzen. Proper local scoring rules. 561--592.

A. Philip Dawid, Steffen Lauritzen, Matthew Parry. Proper local scoring rules on discrete sample spaces. 593--608.

Werner Ehm, Tilmann Gneiting. Local proper scoring rules of order two. 609--637.

The Annals of Statistics, Volume 40, Number 2 (2012)

Thu, 17 May 2012 11:24 EDT

Contents:

Philippe Rigollet. Kullback–Leibler aggregation and misspecified generalized linear models. 639--665.

Bernard Bercu, Philippe Fraysse. A Robbins–Monro procedure for estimation in semiparametric regression models. 666--693.

Clifford Lam, Qiwei Yao. Factor modeling for high-dimensional time series: Inference for the number of factors. 694--726.

Qiying Wang, Peter C. B. Phillips. A specification test for nonlinear nonstationary models. 727--758.

Bing-Yi Jing, Xin-Bing Kong, Zhi Liu. Modeling high-frequency financial data by pure jump processes. 759--784.

Hongtu Zhu, Joseph G. Ibrahim, Hyunsoon Cho. Perturbation and scaled Cook’s distance. 785--811.

Jun Shao, Xinwei Deng. Estimation in high-dimensional linear models with deterministic design matrices. 812--831.