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 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.

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

Thu, 31 May 2012 21:46 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.

Guillaume Lecué, Shahar Mendelson. General nonexact oracle inequalities for classes with a subexponential envelope. 832--860.

Gérard Letac, Hélène Massam. Bayes factors and the geometry of discrete hierarchical loglinear models. 861--890.

Yu Tang, Hongquan Xu, Dennis K. J. Lin. Uniform fractional factorial designs. 891--907.

Jun Li, Song Xi Chen. Two sample tests for high-dimensional covariance matrices. 908--940.

Christopher R. Genovese, Marco Perone-Pacifico, Isabella Verdinelli, Larry Wasserman. Manifold estimation and singular deconvolution under Hausdorff loss. 941--963.

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

Wed, 18 Jul 2012 11:32 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.

Guillaume Lecué, Shahar Mendelson. General nonexact oracle inequalities for classes with a subexponential envelope. 832--860.

Gérard Letac, Hélène Massam. Bayes factors and the geometry of discrete hierarchical loglinear models. 861--890.

Yu Tang, Hongquan Xu, Dennis K. J. Lin. Uniform fractional factorial designs. 891--907.

Jun Li, Song Xi Chen. Two sample tests for high-dimensional covariance matrices. 908--940.

Christopher R. Genovese, Marco Perone-Pacifico, Isabella Verdinelli, Larry Wasserman. Manifold estimation and singular deconvolution under Hausdorff loss. 941--963.

Judith Rousseau, Nicolas Chopin, Brunero Liseo. Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process. 964--995.

Stephen E. Fienberg, Alessandro Rinaldo. Maximum likelihood estimation in log-linear models. 996--1023.

Olivier Ledoit, Michael Wolf. Nonlinear shrinkage estimation of large-dimensional covariance matrices. 1024--1060.

Helene Gehrmann, Steffen L. Lauritzen. Estimation of means in graphical Gaussian models with symmetries. 1061--1073.

John Ehrlinger, Hemant Ishwaran. Characterizing $L_{2}$Boosting. 1074--1101.

Yunwen Yang, Xuming He. Bayesian empirical likelihood for quantile regression. 1102--1131.

Enno Mammen, Christoph Rothe, Melanie Schienle. Nonparametric regression with nonparametrically generated covariates. 1132--1170.

Alekh Agarwal, Sahand Negahban, Martin J. Wainwright. Noisy matrix decomposition via convex relaxation: Optimal rates in high dimensions. 1171--1197.

Ryan J. Tibshirani, Jonathan Taylor. Degrees of freedom in lasso problems. 1198--1232.

Viktor Todorov, George Tauchen. Realized Laplace transforms for pure-jump semimartingales. 1233--1262.

Kari Lock Morgan, Donald B. Rubin. Rerandomization to improve covariate balance in experiments. 1263--1282.

Mathias Drton, Aldo Goia. Correction on Moments of minors of Wishart matrices. 1283--1284.

The Annals of Statistics, Volume 40, Number 3 (2012)

Wed, 05 Sep 2012 09:01 EDT

Contents:

Yumou Qiu, Song Xi Chen. Test for bandedness of high-dimensional covariance matrices and bandwidth estimation. 1285--1314.

Alessandro Baldi Antognini, Maroussa Zagoraiou. Multi-objective optimal designs in comparative clinical trials with covariates: The reinforced doubly adaptive biased coin design. 1315--1345.

Animashree Anandkumar, Vincent Y. F. Tan, Furong Huang, Alan S. Willsky. High-dimensional structure estimation in Ising models: Local separation criterion. 1346--1375.

Ting Zhang, Wei Biao Wu. Inference of time-varying regression models. 1376--1402.

Lingzhou Xue, Hui Zou, Tianxi Cai. Nonconcave penalized composite conditional likelihood estimation of sparse Ising models. 1403--1429.

Yacine Aït-Sahalia, Jean Jacod. Identifying the successive Blumenthal–Getoor indices of a discretely observed process. 1430--1464.

Yu-Ru Su, Jane-Ling Wang. Modeling left-truncated and right-censored survival data with longitudinal covariates. 1465--1488.

Vincent Rivoirard, Judith Rousseau. Bernstein–von Mises theorem for linear functionals of the density. 1489--1523.

Yuri I. Ingster, Theofanis Sapatinas, Irina A. Suslina. Minimax signal detection in ill-posed inverse problems. 1524--1549.

M. J. Bayarri, J. O. Berger, A. Forte, G. García-Donato. Criteria for Bayesian model choice with application to variable selection. 1550--1577.

Cécile Durot, Vladimir N. Kulikov, Hendrik P. Lopuhaä. The limit distribution of the $L_{\infty}$-error of Grenander-type estimators. 1578--1608.

Yuan Wu, Ying Zhang. Partially monotone tensor spline estimation of the joint distribution function with bivariate current status data. 1609--1636.

Po-Ling Loh, Martin J. Wainwright. High-dimensional regression with noisy and missing data: Provable guarantees with nonconvexity. 1637--1664.

Updated: The Annals of Statistics, Volume 40, Number 3 (2012)

Tue, 02 Oct 2012 12:47 EDT

Contents:

Yumou Qiu, Song Xi Chen. Test for bandedness of high-dimensional covariance matrices and bandwidth estimation. 1285--1314.

Alessandro Baldi Antognini, Maroussa Zagoraiou. Multi-objective optimal designs in comparative clinical trials with covariates: The reinforced doubly adaptive biased coin design. 1315--1345.

Animashree Anandkumar, Vincent Y. F. Tan, Furong Huang, Alan S. Willsky. High-dimensional structure estimation in Ising models: Local separation criterion. 1346--1375.

Ting Zhang, Wei Biao Wu. Inference of time-varying regression models. 1376--1402.

Lingzhou Xue, Hui Zou, Tianxi Cai. Nonconcave penalized composite conditional likelihood estimation of sparse Ising models. 1403--1429.

Yacine Aït-Sahalia, Jean Jacod. Identifying the successive Blumenthal–Getoor indices of a discretely observed process. 1430--1464.

Yu-Ru Su, Jane-Ling Wang. Modeling left-truncated and right-censored survival data with longitudinal covariates. 1465--1488.

Vincent Rivoirard, Judith Rousseau. Bernstein–von Mises theorem for linear functionals of the density. 1489--1523.

Yuri I. Ingster, Theofanis Sapatinas, Irina A. Suslina. Minimax signal detection in ill-posed inverse problems. 1524--1549.

M. J. Bayarri, J. O. Berger, A. Forte, G. García-Donato. Criteria for Bayesian model choice with application to variable selection. 1550--1577.

Cécile Durot, Vladimir N. Kulikov, Hendrik P. Lopuhaä. The limit distribution of the $L_{\infty}$-error of Grenander-type estimators. 1578--1608.

Yuan Wu, Ying Zhang. Partially monotone tensor spline estimation of the joint distribution function with bivariate current status data. 1609--1636.

Po-Ling Loh, Martin J. Wainwright. High-dimensional regression with noisy and missing data: Provable guarantees with nonconvexity. 1637--1664.

Min Yang, John Stufken. Identifying locally optimal designs for nonlinear models: A simple extension with profound consequences. 1665--1681.

Rina Foygel, Jan Draisma, Mathias Drton. Half-trek criterion for generic identifiability of linear structural equation models. 1682--1713.

Stephen Portnoy. Nearly root-$\mathbf{n}$ approximation for regression quantile processes. 1714--1736.

Natesh S. Pillai, Jun Yin. Edge universality of correlation matrices. 1737--1763.

John H. J. Einmahl, Andrea Krajina, Johan Segers. An M-estimator for tail dependence in arbitrary dimensions. 1764--1793.

Updated: The Annals of Statistics, Volume 40, Number 3 (2012)

Tue, 16 Oct 2012 09:35 EDT

Contents:

Yumou Qiu, Song Xi Chen. Test for bandedness of high-dimensional covariance matrices and bandwidth estimation. 1285--1314.

Alessandro Baldi Antognini, Maroussa Zagoraiou. Multi-objective optimal designs in comparative clinical trials with covariates: The reinforced doubly adaptive biased coin design. 1315--1345.

Animashree Anandkumar, Vincent Y. F. Tan, Furong Huang, Alan S. Willsky. High-dimensional structure estimation in Ising models: Local separation criterion. 1346--1375.

Ting Zhang, Wei Biao Wu. Inference of time-varying regression models. 1376--1402.

Lingzhou Xue, Hui Zou, Tianxi Cai. Nonconcave penalized composite conditional likelihood estimation of sparse Ising models. 1403--1429.

Yacine Aït-Sahalia, Jean Jacod. Identifying the successive Blumenthal–Getoor indices of a discretely observed process. 1430--1464.

Yu-Ru Su, Jane-Ling Wang. Modeling left-truncated and right-censored survival data with longitudinal covariates. 1465--1488.

Vincent Rivoirard, Judith Rousseau. Bernstein–von Mises theorem for linear functionals of the density. 1489--1523.

Yuri I. Ingster, Theofanis Sapatinas, Irina A. Suslina. Minimax signal detection in ill-posed inverse problems. 1524--1549.

M. J. Bayarri, J. O. Berger, A. Forte, G. García-Donato. Criteria for Bayesian model choice with application to variable selection. 1550--1577.

Cécile Durot, Vladimir N. Kulikov, Hendrik P. Lopuhaä. The limit distribution of the $L_{\infty}$-error of Grenander-type estimators. 1578--1608.

Yuan Wu, Ying Zhang. Partially monotone tensor spline estimation of the joint distribution function with bivariate current status data. 1609--1636.

Po-Ling Loh, Martin J. Wainwright. High-dimensional regression with noisy and missing data: Provable guarantees with nonconvexity. 1637--1664.

Min Yang, John Stufken. Identifying locally optimal designs for nonlinear models: A simple extension with profound consequences. 1665--1681.

Rina Foygel, Jan Draisma, Mathias Drton. Half-trek criterion for generic identifiability of linear structural equation models. 1682--1713.

Stephen Portnoy. Nearly root-$n$ approximation for regression quantile processes. 1714--1736.

Natesh S. Pillai, Jun Yin. Edge universality of correlation matrices. 1737--1763.

John H. J. Einmahl, Andrea Krajina, Johan Segers. An M-estimator for tail dependence in arbitrary dimensions. 1764--1793.

Yanqing Hu, Feifang Hu. Asymptotic properties of covariate-adaptive randomization. 1794--1815.

Eric J. Tchetgen Tchetgen, Ilya Shpitser. Semiparametric theory for causal mediation analysis: Efficiency bounds, multiple robustness and sensitivity analysis. 1816--1845.

Gaorong Li, Heng Peng, Jun Zhang, Lixing Zhu. Robust rank correlation based screening. 1846--1877.

Dong Dai, Philippe Rigollet, Tong Zhang. Deviation optimal learning using greedy $Q$-aggregation. 1878--1905.

Young K. Lee, Enno Mammen, Byeong U. Park. Flexible generalized varying coefficient regression models. 1906--1933.

The Annals of Statistics, Volume 40, Number 4 (2012)

Tue, 30 Oct 2012 09:09 EDT

Contents:

Venkat Chandrasekaran, Pablo A. Parrilo, Alan S. Willsky. Latent variable graphical model selection via convex optimization. 1935--1967.

Ming Yuan. Discussion: Latent variable graphical model selection via convex optimization. 1968--1972.

Steffen Lauritzen, Nicolai Meinshausen. Discussion: Latent variable graphical model selection via convex optimization. 1973--1977.

Martin J. Wainwright. Discussion: Latent variable graphical model selection via convex optimization. 1978--1983.

Christophe Giraud, Alexandre Tsybakov. Discussion: Latent variable graphical model selection via convex optimization. 1984--1988.

Zhao Ren, Harrison H. Zhou. Discussion: Latent variable graphical model selection via convex optimization. 1989--1996.

Emmanuel J. Candés, Mahdi Soltanolkotabi. Discussion: Latent variable graphical model selection via convex optimization. 1997--2004.

Venkat Chandrasekaran, Pablo A. Parrilo, Alan S. Willsky. Rejoinder: Latent variable graphical model selection via convex optimization. 2005--2013.

T. Tony Cai, Ming Yuan. Adaptive covariance matrix estimation through block thresholding. 2014--2042.

Yingying Fan, Runze Li. Variable selection in linear mixed effects models. 2043--2068.

Ismaël Castillo, Aad van der Vaart. Needles and Straw in a Haystack: Posterior concentration for possibly sparse sequences. 2069--2101.

Jessi Cisewski, Jan Hannig. Generalized fiducial inference for normal linear mixed models. 2102--2127.

Updated: The Annals of Statistics, Volume 40, Number 4 (2012)

Wed, 23 Jan 2013 09:30 EST

Contents:

Venkat Chandrasekaran, Pablo A. Parrilo, Alan S. Willsky. Latent variable graphical model selection via convex optimization. 1935--1967.

Ming Yuan. Discussion: Latent variable graphical model selection via convex optimization. 1968--1972.

Steffen Lauritzen, Nicolai Meinshausen. Discussion: Latent variable graphical model selection via convex optimization. 1973--1977.

Martin J. Wainwright. Discussion: Latent variable graphical model selection via convex optimization. 1978--1983.

Christophe Giraud, Alexandre Tsybakov. Discussion: Latent variable graphical model selection via convex optimization. 1984--1988.

Zhao Ren, Harrison H. Zhou. Discussion: Latent variable graphical model selection via convex optimization. 1989--1996.

Emmanuel J. Candés, Mahdi Soltanolkotabi. Discussion: Latent variable graphical model selection via convex optimization. 1997--2004.

Venkat Chandrasekaran, Pablo A. Parrilo, Alan S. Willsky. Rejoinder: Latent variable graphical model selection via convex optimization. 2005--2013.

T. Tony Cai, Ming Yuan. Adaptive covariance matrix estimation through block thresholding. 2014--2042.

Yingying Fan, Runze Li. Variable selection in linear mixed effects models. 2043--2068.

Ismaël Castillo, Aad van der Vaart. Needles and Straw in a Haystack: Posterior concentration for possibly sparse sequences. 2069--2101.

Jessi Cisewski, Jan Hannig. Generalized fiducial inference for normal linear mixed models. 2102--2127.

Tyler J. VanderWeele, Thomas S. Richardson. General theory for interactions in sufficient cause models with dichotomous exposures. 2128--2161.

Kjetil Røysland. Counterfactual analyses with graphical models based on local independence. 2162--2194.

Mahdi Soltanolkotabi, Emmanuel J. Candés. A geometric analysis of subspace clustering with outliers. 2195--2238.

Georgios Fellouris. Asymptotically optimal parameter estimation under communication constraints. 2239--2265.

Yunpeng Zhao, Elizaveta Levina, Ji Zhu. Consistency of community detection in networks under degree-corrected stochastic block models. 2266--2292.

Han Liu, Fang Han, Ming Yuan, John Lafferty, Larry Wasserman. High-dimensional semiparametric Gaussian copula graphical models. 2293--2326.

Arnak S. Dalalyan, Joseph Salmon. Sharp oracle inequalities for aggregation of affine estimators. 2327--2355.

Young K. Lee, Enno Mammen, Byeong U. Park. Backfitting and smooth backfitting for additive quantile models. 2356--2357.

The Annals of Statistics, Volume 40, Number 5 (2012)

Mon, 04 Feb 2013 09:20 EST

Contents:

Florentina Bunea, Yiyuan She, Marten H. Wegkamp. Joint variable and rank selection for parsimonious estimation of high-dimensional matrices. 2359--2388.

T. Tony Cai, Harrison H. Zhou. Optimal rates of convergence for sparse covariance matrix estimation. 2389--2420.

Winston Wei Dou, David Pollard, Harrison H. Zhou. Estimation in functional regression for general exponential families. 2421--2451.

Alekh Agarwal, Sahand Negahban, Martin J. Wainwright. Fast global convergence of gradient methods for high-dimensional statistical recovery. 2452--2482.

Arash A. Amini, Martin J. Wainwright. Sampled forms of functional PCA in reproducing kernel Hilbert spaces. 2483--2510.

Soumendra N. Lahiri, Subhodeep Mukhopadhyay. A penalized empirical likelihood method in high dimensions. 2511--2540.

Lingzhou Xue, Hui Zou. Regularized rank-based estimation of high-dimensional nonparanormal graphical models. 2541--2571.

Pierre Neuvial, Etienne Roquain. On false discovery rate thresholding for classification under sparsity. 2572--2600.

Michael Vogt. Nonparametric regression for locally stationary time series. 2601--2633.

Hongtu Zhu, Runze Li, Linglong Kong. Multivariate varying coefficient model for functional responses. 2634--2666.

Laëtitia Comminges, Arnak S. Dalalyan. Tight conditions for consistency of variable selection in the context of high dimensionality. 2667--2696.

Randal Douc, Eric Moulines. Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models. 2697--2732.

Richard J. Samworth. Optimal weighted nearest neighbour classifiers. 2733--2763.

The Annals of Statistics, Volume 40, Number 6 (2012)

Fri, 08 Feb 2013 09:03 EST

Contents:

Fabienne Comte, Jan Johannes. Adaptive functional linear regression. 2765--2797.

Joseph P. Romano, Azeem M. Shaikh. On the uniform asymptotic validity of subsampling and the bootstrap. 2798--2822.

Jorge Carlos Román, James P. Hobert. Convergence analysis of the Gibbs sampler for Bayesian general linear mixed models with improper priors. 2823--2849.

Eduard Belitser, Subhashis Ghosal, Harry van Zanten. Optimal two-stage procedures for estimating location and size of the maximum of a multivariate regression function. 2850--2876.

Vladimir Spokoiny. Parametric estimation. Finite sample theory. 2877--2909.

Robert J. Adler, Eliran Subag, Jonathan E. Taylor. Rotation and scale space random fields and the Gaussian kinematic formula. 2910--2942.

Shujie Ma. Two-step spline estimating equations for generalized additive partially linear models with large cluster sizes. 2943--2972.

Richard J. Samworth, Ming Yuan. Independent component analysis via nonparametric maximum likelihood estimation. 2973--3002.

Ganggang Xu, Jianhua Z. Huang. Asymptotic optimality and efficient computation of the leave-subject-out cross-validation. 3003--3030.

Hira L. Koul, Ursula U. Müller, Anton Schick. The transfer principle: A tool for complete case analysis. 3031--3049.

Updated: The Annals of Statistics, Volume 40, Number 6 (2012)

Fri, 22 Feb 2013 09:08 EST

Contents:

Fabienne Comte, Jan Johannes. Adaptive functional linear regression. 2765--2797.

Joseph P. Romano, Azeem M. Shaikh. On the uniform asymptotic validity of subsampling and the bootstrap. 2798--2822.

Jorge Carlos Román, James P. Hobert. Convergence analysis of the Gibbs sampler for Bayesian general linear mixed models with improper priors. 2823--2849.

Eduard Belitser, Subhashis Ghosal, Harry van Zanten. Optimal two-stage procedures for estimating location and size of the maximum of a multivariate regression function. 2850--2876.

Vladimir Spokoiny. Parametric estimation. Finite sample theory. 2877--2909.

Robert J. Adler, Eliran Subag, Jonathan E. Taylor. Rotation and scale space random fields and the Gaussian kinematic formula. 2910--2942.

Shujie Ma. Two-step spline estimating equations for generalized additive partially linear models with large cluster sizes. 2943--2972.

Richard J. Samworth, Ming Yuan. Independent component analysis via nonparametric maximum likelihood estimation. 2973--3002.

Ganggang Xu, Jianhua Z. Huang. Asymptotic optimality and efficient computation of the leave-subject-out cross-validation. 3003--3030.

Hira L. Koul, Ursula U. Müller, Anton Schick. The transfer principle: A tool for complete case analysis. 3031--3049.

Leif T. Johnson, Charles J. Geyer. Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm. 3050--3076.

Anatoli Juditsky, Fatma Kılınç Karzan, Arkadi Nemirovski, Boris Polyak. Accuracy guaranties for $\ell_{1}$ recovery of block-sparse signals. 3077--3107.

Kengo Kato. Estimation in functional linear quantile regression. 3108--3136.

Didier Chételat, Martin T. Wells. Improved multivariate normal mean estimation with unknown covariance when $p$ is greater than $n$. 3137--3160.

Frederick K. H. Phoa. A code arithmetic approach for quaternary code designs and its application to (1/64)th-fractions. 3161--3175.

The Annals of Statistics, Volume 41, Number 1 (2013)

Tue, 05 Mar 2013 09:18 EST

Contents:

Ori Davidov, Shyamal Peddada. The linear stochastic order and directed inference for multivariate ordered distributions. 1--40.

Adam D. Bull. Spatially-adaptive sensing in nonparametric regression. 41--62.

Wei Zheng. Universally optimal crossover designs under subject dropout. 63--90.

Dawn B. Woodard, Jeffrey S. Rosenthal. Convergence rate of Markov chain methods for genomic motif discovery. 91--124.

Axel Gandy, Patrick Rubin-Delanchy. An algorithm to compute the power of Monte Carlo tests with guaranteed precision. 125--142.

Holger Dette, Andrey Pepelyshev, Anatoly Zhigljavsky. Optimal design for linear models with correlated observations. 143--176.

Jiming Jiang. The subset argument and consistency of MLE in GLMM: Answer to an open problem and beyond. 177--195.

Updated: The Annals of Statistics, Volume 41, Number 1 (2013)

Tue, 26 Mar 2013 08:59 EDT

Contents:

Ori Davidov, Shyamal Peddada. The linear stochastic order and directed inference for multivariate ordered distributions. 1--40.

Adam D. Bull. Spatially-adaptive sensing in nonparametric regression. 41--62.

Wei Zheng. Universally optimal crossover designs under subject dropout. 63--90.

Dawn B. Woodard, Jeffrey S. Rosenthal. Convergence rate of Markov chain methods for genomic motif discovery. 91--124.

Axel Gandy, Patrick Rubin-Delanchy. An algorithm to compute the power of Monte Carlo tests with guaranteed precision. 125--142.

Holger Dette, Andrey Pepelyshev, Anatoly Zhigljavsky. Optimal design for linear models with correlated observations. 143--176.

Jiming Jiang. The subset argument and consistency of MLE in GLMM: Answer to an open problem and beyond. 177--195.

Tyler J. VanderWeele, Ilya Shpitser. On the definition of a confounder. 196--220.

Kuang-Yao Lee, Bing Li, Francesca Chiaromonte. A general theory for nonlinear sufficient dimension reduction: Formulation and estimation. 221--249.

Yanyuan Ma, Liping Zhu. Efficient estimation in sufficient dimension reduction. 250--268.

Takumi Saegusa, Jon A. Wellner. Weighted likelihood estimation under two-phase sampling. 269--295.

Weidong Liu, Qi-Man Shao. A Cramér moderate deviation theorem for Hotelling’s $T^{2}$-statistic with applications to global tests. 296--322.

Gunnar Taraldsen, Bo Henry Lindqvist. Fiducial theory and optimal inference. 323--341.

Xuming He, Lan Wang, Hyokyoung Grace Hong. Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data. 342--369.

XuanLong Nguyen. Convergence of latent mixing measures in finite and infinite mixture models. 370--400.

The Annals of Statistics, Volume 41, Number 2 (2013)

Tue, 16 Apr 2013 14:50 EDT

Contents:

Animashree Anandkumar, Ragupathyraj Valluvan. Learning loopy graphical models with latent variables: Efficient methods and guarantees. 401--435.

Caroline Uhler, Garvesh Raskutti, Peter Bühlmann, Bin Yu. Geometry of the faithfulness assumption in causal inference. 436--463.

Hannes Leeb. On the conditional distributions of low-dimensional projections from high-dimensional data. 464--483.

EunYi Chung, Joseph P. Romano. Exact and asymptotically robust permutation tests. 484--507.

Updated: The Annals of Statistics, Volume 41, Number 2 (2013)

Fri, 26 Apr 2013 08:50 EDT

Contents:

Animashree Anandkumar, Ragupathyraj Valluvan. Learning loopy graphical models with latent variables: Efficient methods and guarantees. 401--435.

Caroline Uhler, Garvesh Raskutti, Peter Bühlmann, Bin Yu. Geometry of the faithfulness assumption in causal inference. 436--463.

Hannes Leeb. On the conditional distributions of low-dimensional projections from high-dimensional data. 464--483.

EunYi Chung, Joseph P. Romano. Exact and asymptotically robust permutation tests. 484--507.

Cosma Rohilla Shalizi, Alessandro Rinaldo. Consistency under sampling of exponential random graph models. 508--535.

Sara van de Geer, Peter Bühlmann. $\ell_{0}$-penalized maximum likelihood for sparse directed acyclic graphs. 536--567.

Victor M. Panaretos, Shahin Tavakoli. Fourier analysis of stationary time series in function space. 568--603.

Vladimir Koltchinskii, Pedro Rangel. Low rank estimation of smooth kernels on graphs. 604--640.

Fuqing Gao. Moderate deviations for a nonparametric estimator of sample coverage. 641--669.

Yao Xie, David Siegmund. Sequential multi-sensor change-point detection. 670--692.

Vianney Perchet, Philippe Rigollet. The multi-armed bandit problem with covariates. 693--721.

Updated: The Annals of Statistics, Volume 41, Number 2 (2013)

Wed, 08 May 2013 09:03 EDT

Contents:

Animashree Anandkumar, Ragupathyraj Valluvan. Learning loopy graphical models with latent variables: Efficient methods and guarantees. 401--435.

Caroline Uhler, Garvesh Raskutti, Peter Bühlmann, Bin Yu. Geometry of the faithfulness assumption in causal inference. 436--463.

Hannes Leeb. On the conditional distributions of low-dimensional projections from high-dimensional data. 464--483.

EunYi Chung, Joseph P. Romano. Exact and asymptotically robust permutation tests. 484--507.

Cosma Rohilla Shalizi, Alessandro Rinaldo. Consistency under sampling of exponential random graph models. 508--535.

Sara van de Geer, Peter Bühlmann. $\ell_{0}$-penalized maximum likelihood for sparse directed acyclic graphs. 536--567.

Victor M. Panaretos, Shahin Tavakoli. Fourier analysis of stationary time series in function space. 568--603.

Vladimir Koltchinskii, Pedro Rangel. Low rank estimation of smooth kernels on graphs. 604--640.

Fuqing Gao. Moderate deviations for a nonparametric estimator of sample coverage. 641--669.

Yao Xie, David Siegmund. Sequential multi-sensor change-point detection. 670--692.

Vianney Perchet, Philippe Rigollet. The multi-armed bandit problem with covariates. 693--721.

T. Tony Cai, Mark G. Low, Yin Xia. Adaptive confidence intervals for regression functions under shape constraints. 722--750.

Martin Azizyan, Aarti Singh, Larry Wasserman. Density-sensitive semisupervised inference. 751--771.

Zongming Ma. Sparse principal component analysis and iterative thresholding. 772--801.

Updated: The Annals of Statistics, Volume 41, Number 2 (2013)

Wed, 29 May 2013 10:16 EDT

Contents:

Animashree Anandkumar, Ragupathyraj Valluvan. Learning loopy graphical models with latent variables: Efficient methods and guarantees. 401--435.

Caroline Uhler, Garvesh Raskutti, Peter Bühlmann, Bin Yu. Geometry of the faithfulness assumption in causal inference. 436--463.

Hannes Leeb. On the conditional distributions of low-dimensional projections from high-dimensional data. 464--483.

EunYi Chung, Joseph P. Romano. Exact and asymptotically robust permutation tests. 484--507.

Cosma Rohilla Shalizi, Alessandro Rinaldo. Consistency under sampling of exponential random graph models. 508--535.

Sara van de Geer, Peter Bühlmann. $\ell_{0}$-penalized maximum likelihood for sparse directed acyclic graphs. 536--567.

Victor M. Panaretos, Shahin Tavakoli. Fourier analysis of stationary time series in function space. 568--603.

Vladimir Koltchinskii, Pedro Rangel. Low rank estimation of smooth kernels on graphs. 604--640.

Fuqing Gao. Moderate deviations for a nonparametric estimator of sample coverage. 641--669.

Yao Xie, David Siegmund. Sequential multi-sensor change-point detection. 670--692.

Vianney Perchet, Philippe Rigollet. The multi-armed bandit problem with covariates. 693--721.

T. Tony Cai, Mark G. Low, Yin Xia. Adaptive confidence intervals for regression functions under shape constraints. 722--750.

Martin Azizyan, Aarti Singh, Larry Wasserman. Density-sensitive semisupervised inference. 751--771.

Zongming Ma. Sparse principal component analysis and iterative thresholding. 772--801.

Richard Berk, Lawrence Brown, Andreas Buja, Kai Zhang, Linda Zhao. Valid post-selection inference. 802--837.

Nadine Hilgert, André Mas, Nicolas Verzelen. Minimax adaptive tests for the functional linear model. 838--869.

Sergio Bacallado, Stefano Favaro, Lorenzo Trippa. Bayesian nonparametric analysis of reversible Markov chains. 870--896.

Dietrich Braess, Holger Dette. Optimal discriminating designs for several competing regression models. 897--922.

Jérémie Bigot, Xavier Gendre. Minimax properties of Fréchet means of discretely sampled curves. 923--956.

Lam Si Tung Ho, Cécile Ané. Asymptotic theory with hierarchical autocorrelation: Ornstein–Uhlenbeck tree models. 957--981.

E. Di Nardo, P. McCullagh, D. Senato. Natural statistics for spectral samples. 982--1004.

Oleg Lepski. Multivariate density estimation under sup-norm loss: Oracle approach, adaptation and independence structure. 1005--1034.

Chris Field, John Robinson. Relative errors for bootstrap approximations of the serial correlation coefficient. 1035--1053.

The Annals of Statistics, Volume 41, Number 3 (2013)

Thu, 13 Jun 2013 15:15 EDT

Contents:

Aharon Birnbaum, Iain M. Johnstone, Boaz Nadler, Debashis Paul. Minimax bounds for sparse PCA with noisy high-dimensional data. 1055--1084.

Alessandro Rinaldo, Sonja Petrović, Stephen E. Fienberg. Maximum lilkelihood estimation in the $\beta$-model. 1085--1110.

Jacob Bien, Jonathan Taylor, Robert Tibshirani. A lasso for hierarchical interactions. 1111--1141.

Jian Huang, Tingni Sun, Zhiliang Ying, Yi Yu, Cun-Hui Zhang. Oracle inequalities for the lasso in the Cox model. 1142--1165.

Yongmiao Hong, Yoon-Jin Lee. A loss function approach to model specification testing and its relative efficiency. 1166--1203.

Alexei Onatski, Marcelo J. Moreira, Marc Hallin. Asymptotic power of sphericity tests for high-dimensional data. 1204--1231.

A. Chatterjee, S. N. Lahiri. Rates of convergence of the Adaptive LASSO estimators to the Oracle distribution and higher order refinements by the bootstrap. 1232--1259.

Holger Dette, Kirsten Schorning. Complete classes of designs for nonlinear regression models and principal representations of moment spaces. 1260--1267.

Ngai Hang Chan, Shih-Feng Huang, Ching-Kang Ing. Moment bounds and mean squared prediction errors of long-memory time series. 1268--1298.