Electronic Journal of Statistics (Project Euclid)

Electronic Journal of Statistics, Volume 2, Number 0 (2008)

2008-06-23T15:28:33Z

Contents:

Claire Lacour. Least squares type estimation of the transition density of a particular hidden Markov chain. 1--39.

Joseph Ngatchou-Wandji. Estimation in a class of nonlinear heteroscedastic time series models. 40--62.

Subhashis Ghosal, Jüri Lember, Aad van der Vaart. Nonparametric Bayesian model selection and averaging. 63--89.

Karim Lounici. Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators. 90--102.

Seongho Wu, Hui Zou, Ming Yuan. Structured variable selection in support vector machines. 103--117.

Jean-François Marckert. One more approach to the convergence of the empirical process to the Brownian bridge. 118--126.

Xiaohui Wang, J. S. Marron. A scale-based approach to finding effective dimensionality in manifold learning. 127--148.

Hao Helen Zhang, Yufeng Liu, Yichao Wu, Ji Zhu. Variable selection for the multicategory SVM via adaptive sup-norm regularization. 149--167.

Benhuai Xie, Wei Pan, Xiaotong Shen. Penalized model-based clustering with cluster-specific diagonal covariance matrices and grouped variables. 168--212.

Cécile Hardouin, Jian-Feng Yao. Spatial modelling for mixed-state observations. 213--233.

Jean-Michel Billiot, Jean-François Coeurjolly, Rémy Drouilhet. Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes. 234--264.

Bert van Es, Shota Gugushvili, Peter Spreij. Deconvolution for an atomic distribution. 265--297.

Yuefeng Wu, Subhashis Ghosal. Kullback Leibler property of kernel mixture priors in Bayesian density estimation. 298--331.

Xiaohong Lan, Domenico Marinucci. The needlets bispectrum. 332--367.

Zhiyi Chi. False discovery rate control with multivariate p -values. 368--411.

Florent Autin. On the performances of a new thresholding procedure using tree structure. 412--431.

Massimo Bilancia, Girolamo Stea. Timescale effect estimation in time-series studies of air pollution and health: A Singular Spectrum Analysis approach. 432--453.

Electronic Journal of Statistics, Volume 3 (2009)

2009-01-28T21:06:36Z

Contents:

Elodie Brunel, Fabienne Comte. Cumulative distribution function estimation under interval censoring case 1. 1--24.

Yuliya V. Martsynyuk. Functional asymptotic confidence intervals for a common mean of independent random variables. 25--40.

Lutz Dümbgen, Arne Kovac. Extensions of smoothing via taut strings. 41--75.

Avrim Blum, Amin Coja-Oghlan, Alan Frieze, Shuheng Zhou. Separating populations with wide data: A spectral analysis. 76--113.

S. Boucheron, E. Gassiat. A Bernstein-Von Mises Theorem for discrete probability distributions. 114--148.

Dana Draghicescu, Rosaria Ignaccolo. Modeling threshold exceedance probabilities of spatially correlated time series. 149--164.

Electronic Journal of Statistics, Volume 4 (2010)

2010-01-07T15:09:57Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-03-10T14:21:29Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-03-15T12:22:08Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-03-17T13:12:20Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-04-22T13:13:56Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-04-29T13:20:59Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-04-30T13:05:36Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-05-25T13:43:20Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich. Multiple testing along a tree. 461--471.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-06-01T14:50:06Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich. Multiple testing along a tree. 461--471.

Wenge Guo, M. Bhaskara Rao. On stepwise control of the generalized familywise error rate. 472--485.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-06-07T16:33:52Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich. Multiple testing along a tree. 461--471.

Wenge Guo, M. Bhaskara Rao. On stepwise control of the generalized familywise error rate. 472--485.

Laura Dumitrescu. Estimation for a longitudinal linear model with measurement errors. 486--524.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-06-16T13:16:25Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich. Multiple testing along a tree. 461--471.

Wenge Guo, M. Bhaskara Rao. On stepwise control of the generalized familywise error rate. 472--485.

Laura Dumitrescu. Estimation for a longitudinal linear model with measurement errors. 486--524.

Hiroki Masuda. Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes. 525--565.

Guy Lebanon, Yang Zhao, Yanjun Zhao. Modeling temporal text streams using the local multinomial model. 566--584.

Steve Hanneke, Wenjie Fu, Eric P. Xing. Discrete temporal models of social networks. 585--605.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-07-06T18:05:12Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich. Multiple testing along a tree. 461--471.

Wenge Guo, M. Bhaskara Rao. On stepwise control of the generalized familywise error rate. 472--485.

Laura Dumitrescu. Estimation for a longitudinal linear model with measurement errors. 486--524.

Hiroki Masuda. Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes. 525--565.

Guy Lebanon, Yang Zhao, Yanjun Zhao. Modeling temporal text streams using the local multinomial model. 566--584.

Steve Hanneke, Wenjie Fu, Eric P. Xing. Discrete temporal models of social networks. 585--605.

Emmanuel Sharef, David Ruppert, Robert L. Strawderman, Mark Cowen, Lakshmi Halasyamani. Bayesian adaptive B-spline estimation in proportional hazards frailty models. 606--642.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-07-09T13:43:59Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich. Multiple testing along a tree. 461--471.

Wenge Guo, M. Bhaskara Rao. On stepwise control of the generalized familywise error rate. 472--485.

Laura Dumitrescu. Estimation for a longitudinal linear model with measurement errors. 486--524.

Hiroki Masuda. Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes. 525--565.

Guy Lebanon, Yang Zhao, Yanjun Zhao. Modeling temporal text streams using the local multinomial model. 566--584.

Steve Hanneke, Wenjie Fu, Eric P. Xing. Discrete temporal models of social networks. 585--605.

Emmanuel Sharef, David Ruppert, Robert L. Strawderman, Mark Cowen, Lakshmi Halasyamani. Bayesian adaptive B-spline estimation in proportional hazards frailty models. 606--642.

Jean-Michel Marin, Christian P. Robert. On resolving the Savage–Dickey paradox. 643--654.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-07-13T13:52:39Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich. Multiple testing along a tree. 461--471.

Wenge Guo, M. Bhaskara Rao. On stepwise control of the generalized familywise error rate. 472--485.

Laura Dumitrescu. Estimation for a longitudinal linear model with measurement errors. 486--524.

Hiroki Masuda. Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes. 525--565.

Guy Lebanon, Yang Zhao, Yanjun Zhao. Modeling temporal text streams using the local multinomial model. 566--584.

Steve Hanneke, Wenjie Fu, Eric P. Xing. Discrete temporal models of social networks. 585--605.

Emmanuel Sharef, Robert L. Strawderman, David Ruppert, Mark Cowen, Lakshmi Halasyamani. Bayesian adaptive B-spline estimation in proportional hazards frailty models. 606--642.

Jean-Michel Marin, Christian P. Robert. On resolving the Savage–Dickey paradox. 643--654.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-08-02T14:13:52Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich. Multiple testing along a tree. 461--471.

Wenge Guo, M. Bhaskara Rao. On stepwise control of the generalized familywise error rate. 472--485.

Laura Dumitrescu. Estimation for a longitudinal linear model with measurement errors. 486--524.

Hiroki Masuda. Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes. 525--565.

Guy Lebanon, Yang Zhao, Yanjun Zhao. Modeling temporal text streams using the local multinomial model. 566--584.

Steve Hanneke, Wenjie Fu, Eric P. Xing. Discrete temporal models of social networks. 585--605.

Emmanuel Sharef, Robert L. Strawderman, David Ruppert, Mark Cowen, Lakshmi Halasyamani. Bayesian adaptive B-spline estimation in proportional hazards frailty models. 606--642.

Jean-Michel Marin, Christian P. Robert. On resolving the Savage–Dickey paradox. 643--654.

Robin Girard. Plugin procedure in segmentation and application to hyperspectral image segmentation. 655--676.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-08-09T13:04:05Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich. Multiple testing along a tree. 461--471.

Wenge Guo, M. Bhaskara Rao. On stepwise control of the generalized familywise error rate. 472--485.

Laura Dumitrescu. Estimation for a longitudinal linear model with measurement errors. 486--524.

Hiroki Masuda. Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes. 525--565.

Guy Lebanon, Yang Zhao, Yanjun Zhao. Modeling temporal text streams using the local multinomial model. 566--584.

Steve Hanneke, Wenjie Fu, Eric P. Xing. Discrete temporal models of social networks. 585--605.

Emmanuel Sharef, Robert L. Strawderman, David Ruppert, Mark Cowen, Lakshmi Halasyamani. Bayesian adaptive B-spline estimation in proportional hazards frailty models. 606--642.

Jean-Michel Marin, Christian P. Robert. On resolving the Savage–Dickey paradox. 643--654.

Robin Girard. Plugin procedure in segmentation and application to hyperspectral image segmentation. 655--676.

Jean-François Coeurjolly, Rémy Drouilhet. Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model. 677--706.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-08-12T13:11:04Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich. Multiple testing along a tree. 461--471.

Wenge Guo, M. Bhaskara Rao. On stepwise control of the generalized familywise error rate. 472--485.

Laura Dumitrescu. Estimation for a longitudinal linear model with measurement errors. 486--524.

Hiroki Masuda. Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes. 525--565.

Guy Lebanon, Yang Zhao, Yanjun Zhao. Modeling temporal text streams using the local multinomial model. 566--584.

Steve Hanneke, Wenjie Fu, Eric P. Xing. Discrete temporal models of social networks. 585--605.

Emmanuel Sharef, Robert L. Strawderman, David Ruppert, Mark Cowen, Lakshmi Halasyamani. Bayesian adaptive B-spline estimation in proportional hazards frailty models. 606--642.

Jean-Michel Marin, Christian P. Robert. On resolving the Savage–Dickey paradox. 643--654.

Robin Girard. Plugin procedure in segmentation and application to hyperspectral image segmentation. 655--676.

Jean-François Coeurjolly, Rémy Drouilhet. Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model. 677--706.

Umberto Amato, Anestis Antoniadis, Alexander Samarov, Alexandre B. Tsybakov. Noisy independent factor analysis model for density estimation and classification. 707--736.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-08-17T14:07:36Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich. Multiple testing along a tree. 461--471.

Wenge Guo, M. Bhaskara Rao. On stepwise control of the generalized familywise error rate. 472--485.

Laura Dumitrescu. Estimation for a longitudinal linear model with measurement errors. 486--524.

Hiroki Masuda. Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes. 525--565.

Guy Lebanon, Yang Zhao, Yanjun Zhao. Modeling temporal text streams using the local multinomial model. 566--584.

Steve Hanneke, Wenjie Fu, Eric P. Xing. Discrete temporal models of social networks. 585--605.

Emmanuel Sharef, Robert L. Strawderman, David Ruppert, Mark Cowen, Lakshmi Halasyamani. Bayesian adaptive B-spline estimation in proportional hazards frailty models. 606--642.

Jean-Michel Marin, Christian P. Robert. On resolving the Savage–Dickey paradox. 643--654.

Robin Girard. Plugin procedure in segmentation and application to hyperspectral image segmentation. 655--676.

Jean-François Coeurjolly, Rémy Drouilhet. Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model. 677--706.

Umberto Amato, Anestis Antoniadis, Alexander Samarov, Alexandre B. Tsybakov. Noisy independent factor analysis model for density estimation and classification. 707--736.

Bertrand Clarke, Subhashis Ghosal. Reference priors for exponential families with increasing dimension. 737--780.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-09-08T13:23:49Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich. Multiple testing along a tree. 461--471.

Wenge Guo, M. Bhaskara Rao. On stepwise control of the generalized familywise error rate. 472--485.

Laura Dumitrescu. Estimation for a longitudinal linear model with measurement errors. 486--524.

Hiroki Masuda. Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes. 525--565.

Guy Lebanon, Yang Zhao, Yanjun Zhao. Modeling temporal text streams using the local multinomial model. 566--584.

Steve Hanneke, Wenjie Fu, Eric P. Xing. Discrete temporal models of social networks. 585--605.

Emmanuel Sharef, Robert L. Strawderman, David Ruppert, Mark Cowen, Lakshmi Halasyamani. Bayesian adaptive B-spline estimation in proportional hazards frailty models. 606--642.

Jean-Michel Marin, Christian P. Robert. On resolving the Savage–Dickey paradox. 643--654.

Robin Girard. Plugin procedure in segmentation and application to hyperspectral image segmentation. 655--676.

Jean-François Coeurjolly, Rémy Drouilhet. Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model. 677--706.

Umberto Amato, Anestis Antoniadis, Alexander Samarov, Alexandre B. Tsybakov. Noisy independent factor analysis model for density estimation and classification. 707--736.

Bertrand Clarke, Subhashis Ghosal. Reference priors for exponential families with increasing dimension. 737--780.

Axel Munk, Johannes Schmidt-Hieber. Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise. 781--821.

Jérémie Bigot, Rolando Biscay, Jean-Michel Loubes, Lilian Muñiz-Alvarez. Nonparametric estimation of covariance functions by model selection. 822--855.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-09-15T13:37:25Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich. Multiple testing along a tree. 461--471.

Wenge Guo, M. Bhaskara Rao. On stepwise control of the generalized familywise error rate. 472--485.

Laura Dumitrescu. Estimation for a longitudinal linear model with measurement errors. 486--524.

Hiroki Masuda. Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes. 525--565.

Guy Lebanon, Yang Zhao, Yanjun Zhao. Modeling temporal text streams using the local multinomial model. 566--584.

Steve Hanneke, Wenjie Fu, Eric P. Xing. Discrete temporal models of social networks. 585--605.

Emmanuel Sharef, Robert L. Strawderman, David Ruppert, Mark Cowen, Lakshmi Halasyamani. Bayesian adaptive B-spline estimation in proportional hazards frailty models. 606--642.

Jean-Michel Marin, Christian P. Robert. On resolving the Savage–Dickey paradox. 643--654.

Robin Girard. Plugin procedure in segmentation and application to hyperspectral image segmentation. 655--676.

Jean-François Coeurjolly, Rémy Drouilhet. Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model. 677--706.

Umberto Amato, Anestis Antoniadis, Alexander Samarov, Alexandre B. Tsybakov. Noisy independent factor analysis model for density estimation and classification. 707--736.

Bertrand Clarke, Subhashis Ghosal. Reference priors for exponential families with increasing dimension. 737--780.

Axel Munk, Johannes Schmidt-Hieber. Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise. 781--821.

Jérémie Bigot, Rolando Biscay, Jean-Michel Loubes, Lilian Muñiz-Alvarez. Nonparametric estimation of covariance functions by model selection. 822--855.

Robert L. Paige, A. Alexandre Trindade. The Hodrick-Prescott Filter: A special case of penalized spline smoothing. 856--874.

Justin Wishart, Rafał Kulik. Kink estimation in stochastic regression with dependent errors and predictors. 875--913.

Junhui Wang, Lifeng Wang. Sparse supervised dimension reduction in high dimensional classification. 914--931.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-09-24T13:11:07Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich. Multiple testing along a tree. 461--471.

Wenge Guo, M. Bhaskara Rao. On stepwise control of the generalized familywise error rate. 472--485.

Laura Dumitrescu. Estimation for a longitudinal linear model with measurement errors. 486--524.

Hiroki Masuda. Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes. 525--565.

Guy Lebanon, Yang Zhao, Yanjun Zhao. Modeling temporal text streams using the local multinomial model. 566--584.

Steve Hanneke, Wenjie Fu, Eric P. Xing. Discrete temporal models of social networks. 585--605.

Emmanuel Sharef, Robert L. Strawderman, David Ruppert, Mark Cowen, Lakshmi Halasyamani. Bayesian adaptive B-spline estimation in proportional hazards frailty models. 606--642.

Jean-Michel Marin, Christian P. Robert. On resolving the Savage–Dickey paradox. 643--654.

Robin Girard. Plugin procedure in segmentation and application to hyperspectral image segmentation. 655--676.

Jean-François Coeurjolly, Rémy Drouilhet. Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model. 677--706.

Umberto Amato, Anestis Antoniadis, Alexander Samarov, Alexandre B. Tsybakov. Noisy independent factor analysis model for density estimation and classification. 707--736.

Bertrand Clarke, Subhashis Ghosal. Reference priors for exponential families with increasing dimension. 737--780.

Axel Munk, Johannes Schmidt-Hieber. Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise. 781--821.

Jérémie Bigot, Rolando Biscay, Jean-Michel Loubes, Lilian Muñiz-Alvarez. Nonparametric estimation of covariance functions by model selection. 822--855.

Robert L. Paige, A. Alexandre Trindade. The Hodrick-Prescott Filter: A special case of penalized spline smoothing. 856--874.

Justin Wishart, Rafał Kulik. Kink estimation in stochastic regression with dependent errors and predictors. 875--913.

Junhui Wang, Lifeng Wang. Sparse supervised dimension reduction in high dimensional classification. 914--931.

Felix Abramovich, Vadim Grinshtein. MAP model selection in Gaussian regression. 932--949.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-10-06T13:26:06Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich. Multiple testing along a tree. 461--471.

Wenge Guo, M. Bhaskara Rao. On stepwise control of the generalized familywise error rate. 472--485.

Laura Dumitrescu. Estimation for a longitudinal linear model with measurement errors. 486--524.

Hiroki Masuda. Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes. 525--565.

Guy Lebanon, Yang Zhao, Yanjun Zhao. Modeling temporal text streams using the local multinomial model. 566--584.

Steve Hanneke, Wenjie Fu, Eric P. Xing. Discrete temporal models of social networks. 585--605.

Emmanuel Sharef, Robert L. Strawderman, David Ruppert, Mark Cowen, Lakshmi Halasyamani. Bayesian adaptive B-spline estimation in proportional hazards frailty models. 606--642.

Jean-Michel Marin, Christian P. Robert. On resolving the Savage–Dickey paradox. 643--654.

Robin Girard. Plugin procedure in segmentation and application to hyperspectral image segmentation. 655--676.

Jean-François Coeurjolly, Rémy Drouilhet. Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model. 677--706.

Umberto Amato, Anestis Antoniadis, Alexander Samarov, Alexandre B. Tsybakov. Noisy independent factor analysis model for density estimation and classification. 707--736.

Bertrand Clarke, Subhashis Ghosal. Reference priors for exponential families with increasing dimension. 737--780.

Axel Munk, Johannes Schmidt-Hieber. Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise. 781--821.

Jérémie Bigot, Rolando Biscay, Jean-Michel Loubes, Lilian Muñiz-Alvarez. Nonparametric estimation of covariance functions by model selection. 822--855.

Robert L. Paige, A. Alexandre Trindade. The Hodrick-Prescott Filter: A special case of penalized spline smoothing. 856--874.

Justin Wishart, Rafał Kulik. Kink estimation in stochastic regression with dependent errors and predictors. 875--913.

Junhui Wang, Lifeng Wang. Sparse supervised dimension reduction in high dimensional classification. 914--931.

Felix Abramovich, Vadim Grinshtein. MAP model selection in Gaussian regression. 932--949.

Pierre L’Ecuyer, David Munger, Bruno Tuffin. On the distribution of integration error by randomly-shifted lattice rules. 950--993.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-10-07T12:51:29Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich. Multiple testing along a tree. 461--471.

Wenge Guo, M. Bhaskara Rao. On stepwise control of the generalized familywise error rate. 472--485.

Laura Dumitrescu. Estimation for a longitudinal linear model with measurement errors. 486--524.

Hiroki Masuda. Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes. 525--565.

Guy Lebanon, Yang Zhao, Yanjun Zhao. Modeling temporal text streams using the local multinomial model. 566--584.

Steve Hanneke, Wenjie Fu, Eric P. Xing. Discrete temporal models of social networks. 585--605.

Emmanuel Sharef, Robert L. Strawderman, David Ruppert, Mark Cowen, Lakshmi Halasyamani. Bayesian adaptive B-spline estimation in proportional hazards frailty models. 606--642.

Jean-Michel Marin, Christian P. Robert. On resolving the Savage–Dickey paradox. 643--654.

Robin Girard. Plugin procedure in segmentation and application to hyperspectral image segmentation. 655--676.

Jean-François Coeurjolly, Rémy Drouilhet. Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model. 677--706.

Umberto Amato, Anestis Antoniadis, Alexander Samarov, Alexandre B. Tsybakov. Noisy independent factor analysis model for density estimation and classification. 707--736.

Bertrand Clarke, Subhashis Ghosal. Reference priors for exponential families with increasing dimension. 737--780.

Axel Munk, Johannes Schmidt-Hieber. Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise. 781--821.

Jérémie Bigot, Rolando Biscay, Jean-Michel Loubes, Lilian Muñiz-Alvarez. Nonparametric estimation of covariance functions by model selection. 822--855.

Robert L. Paige, A. Alexandre Trindade. The Hodrick-Prescott Filter: A special case of penalized spline smoothing. 856--874.

Justin Wishart, Rafał Kulik. Kink estimation in stochastic regression with dependent errors and predictors. 875--913.

Junhui Wang, Lifeng Wang. Sparse supervised dimension reduction in high dimensional classification. 914--931.

Felix Abramovich, Vadim Grinshtein. MAP model selection in Gaussian regression. 932--949.

Pierre L’Ecuyer, David Munger, Bruno Tuffin. On the distribution of integration error by randomly-shifted lattice rules. 950--993.

Jérémie Bigot, Sébastien Gadat, Clément Marteau. Sharp template estimation in a shifted curves model. 994--1021.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-10-12T13:18:07Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich. Multiple testing along a tree. 461--471.

Wenge Guo, M. Bhaskara Rao. On stepwise control of the generalized familywise error rate. 472--485.

Laura Dumitrescu. Estimation for a longitudinal linear model with measurement errors. 486--524.

Hiroki Masuda. Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes. 525--565.

Guy Lebanon, Yang Zhao, Yanjun Zhao. Modeling temporal text streams using the local multinomial model. 566--584.

Steve Hanneke, Wenjie Fu, Eric P. Xing. Discrete temporal models of social networks. 585--605.

Emmanuel Sharef, Robert L. Strawderman, David Ruppert, Mark Cowen, Lakshmi Halasyamani. Bayesian adaptive B-spline estimation in proportional hazards frailty models. 606--642.

Jean-Michel Marin, Christian P. Robert. On resolving the Savage–Dickey paradox. 643--654.

Robin Girard. Plugin procedure in segmentation and application to hyperspectral image segmentation. 655--676.

Jean-François Coeurjolly, Rémy Drouilhet. Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model. 677--706.

Umberto Amato, Anestis Antoniadis, Alexander Samarov, Alexandre B. Tsybakov. Noisy independent factor analysis model for density estimation and classification. 707--736.

Bertrand Clarke, Subhashis Ghosal. Reference priors for exponential families with increasing dimension. 737--780.

Axel Munk, Johannes Schmidt-Hieber. Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise. 781--821.

Jérémie Bigot, Rolando Biscay, Jean-Michel Loubes, Lilian Muñiz-Alvarez. Nonparametric estimation of covariance functions by model selection. 822--855.

Robert L. Paige, A. Alexandre Trindade. The Hodrick-Prescott Filter: A special case of penalized spline smoothing. 856--874.

Justin Wishart, Rafał Kulik. Kink estimation in stochastic regression with dependent errors and predictors. 875--913.

Junhui Wang, Lifeng Wang. Sparse supervised dimension reduction in high dimensional classification. 914--931.

Felix Abramovich, Vadim Grinshtein. MAP model selection in Gaussian regression. 932--949.

Pierre L’Ecuyer, David Munger, Bruno Tuffin. On the distribution of integration error by randomly-shifted lattice rules. 950--993.

Jérémie Bigot, Sébastien Gadat, Clément Marteau. Sharp template estimation in a shifted curves model. 994--1021.

Sonja Greven, Ciprian Crainiceanu, Brian Caffo, Daniel Reich. Longitudinal functional principal component analysis. 1022--1054.

Yiyuan She. Sparse regression with exact clustering. 1055--1096.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-10-15T13:10:10Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich. Multiple testing along a tree. 461--471.

Wenge Guo, M. Bhaskara Rao. On stepwise control of the generalized familywise error rate. 472--485.

Laura Dumitrescu. Estimation for a longitudinal linear model with measurement errors. 486--524.

Hiroki Masuda. Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes. 525--565.

Guy Lebanon, Yang Zhao, Yanjun Zhao. Modeling temporal text streams using the local multinomial model. 566--584.

Steve Hanneke, Wenjie Fu, Eric P. Xing. Discrete temporal models of social networks. 585--605.

Emmanuel Sharef, Robert L. Strawderman, David Ruppert, Mark Cowen, Lakshmi Halasyamani. Bayesian adaptive B-spline estimation in proportional hazards frailty models. 606--642.

Jean-Michel Marin, Christian P. Robert. On resolving the Savage–Dickey paradox. 643--654.

Robin Girard. Plugin procedure in segmentation and application to hyperspectral image segmentation. 655--676.

Jean-François Coeurjolly, Rémy Drouilhet. Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model. 677--706.

Umberto Amato, Anestis Antoniadis, Alexander Samarov, Alexandre B. Tsybakov. Noisy independent factor analysis model for density estimation and classification. 707--736.

Bertrand Clarke, Subhashis Ghosal. Reference priors for exponential families with increasing dimension. 737--780.

Axel Munk, Johannes Schmidt-Hieber. Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise. 781--821.

Jérémie Bigot, Rolando Biscay, Jean-Michel Loubes, Lilian Muñiz-Alvarez. Nonparametric estimation of covariance functions by model selection. 822--855.

Robert L. Paige, A. Alexandre Trindade. The Hodrick-Prescott Filter: A special case of penalized spline smoothing. 856--874.

Justin Wishart, Rafał Kulik. Kink estimation in stochastic regression with dependent errors and predictors. 875--913.

Junhui Wang, Lifeng Wang. Sparse supervised dimension reduction in high dimensional classification. 914--931.

Felix Abramovich, Vadim Grinshtein. MAP model selection in Gaussian regression. 932--949.

Pierre L’Ecuyer, David Munger, Bruno Tuffin. On the distribution of integration error by randomly-shifted lattice rules. 950--993.

Jérémie Bigot, Sébastien Gadat, Clément Marteau. Sharp template estimation in a shifted curves model. 994--1021.

Sonja Greven, Ciprian Crainiceanu, Brian Caffo, Daniel Reich. Longitudinal functional principal component analysis. 1022--1054.

Yiyuan She. Sparse regression with exact clustering. 1055--1096.

Ioannis Kosmidis, David Firth. A generic algorithm for reducing bias in parametric estimation. 1097--1112.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-10-28T13:20:06Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich. Multiple testing along a tree. 461--471.

Wenge Guo, M. Bhaskara Rao. On stepwise control of the generalized familywise error rate. 472--485.

Laura Dumitrescu. Estimation for a longitudinal linear model with measurement errors. 486--524.

Hiroki Masuda. Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes. 525--565.

Guy Lebanon, Yang Zhao, Yanjun Zhao. Modeling temporal text streams using the local multinomial model. 566--584.

Steve Hanneke, Wenjie Fu, Eric P. Xing. Discrete temporal models of social networks. 585--605.

Emmanuel Sharef, Robert L. Strawderman, David Ruppert, Mark Cowen, Lakshmi Halasyamani. Bayesian adaptive B-spline estimation in proportional hazards frailty models. 606--642.

Jean-Michel Marin, Christian P. Robert. On resolving the Savage–Dickey paradox. 643--654.

Robin Girard. Plugin procedure in segmentation and application to hyperspectral image segmentation. 655--676.

Jean-François Coeurjolly, Rémy Drouilhet. Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model. 677--706.

Umberto Amato, Anestis Antoniadis, Alexander Samarov, Alexandre B. Tsybakov. Noisy independent factor analysis model for density estimation and classification. 707--736.

Bertrand Clarke, Subhashis Ghosal. Reference priors for exponential families with increasing dimension. 737--780.

Axel Munk, Johannes Schmidt-Hieber. Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise. 781--821.

Jérémie Bigot, Rolando Biscay, Jean-Michel Loubes, Lilian Muñiz-Alvarez. Nonparametric estimation of covariance functions by model selection. 822--855.

Robert L. Paige, A. Alexandre Trindade. The Hodrick-Prescott Filter: A special case of penalized spline smoothing. 856--874.

Justin Wishart, Rafał Kulik. Kink estimation in stochastic regression with dependent errors and predictors. 875--913.

Junhui Wang, Lifeng Wang. Sparse supervised dimension reduction in high dimensional classification. 914--931.

Felix Abramovich, Vadim Grinshtein. MAP model selection in Gaussian regression. 932--949.

Pierre L’Ecuyer, David Munger, Bruno Tuffin. On the distribution of integration error by randomly-shifted lattice rules. 950--993.

Jérémie Bigot, Sébastien Gadat, Clément Marteau. Sharp template estimation in a shifted curves model. 994--1021.

Sonja Greven, Ciprian Crainiceanu, Brian Caffo, Daniel Reich. Longitudinal functional principal component analysis. 1022--1054.

Yiyuan She. Sparse regression with exact clustering. 1055--1096.

Ioannis Kosmidis, David Firth. A generic algorithm for reducing bias in parametric estimation. 1097--1112.

Nicolas Verzelen. Adaptive estimation of covariance matrices via Cholesky decomposition. 1113--1150.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-11-08T14:33:21Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich. Multiple testing along a tree. 461--471.

Wenge Guo, M. Bhaskara Rao. On stepwise control of the generalized familywise error rate. 472--485.

Laura Dumitrescu. Estimation for a longitudinal linear model with measurement errors. 486--524.

Hiroki Masuda. Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes. 525--565.

Guy Lebanon, Yang Zhao, Yanjun Zhao. Modeling temporal text streams using the local multinomial model. 566--584.

Steve Hanneke, Wenjie Fu, Eric P. Xing. Discrete temporal models of social networks. 585--605.

Emmanuel Sharef, Robert L. Strawderman, David Ruppert, Mark Cowen, Lakshmi Halasyamani. Bayesian adaptive B-spline estimation in proportional hazards frailty models. 606--642.

Jean-Michel Marin, Christian P. Robert. On resolving the Savage–Dickey paradox. 643--654.

Robin Girard. Plugin procedure in segmentation and application to hyperspectral image segmentation. 655--676.

Jean-François Coeurjolly, Rémy Drouilhet. Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model. 677--706.

Umberto Amato, Anestis Antoniadis, Alexander Samarov, Alexandre B. Tsybakov. Noisy independent factor analysis model for density estimation and classification. 707--736.

Bertrand Clarke, Subhashis Ghosal. Reference priors for exponential families with increasing dimension. 737--780.

Axel Munk, Johannes Schmidt-Hieber. Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise. 781--821.

Jérémie Bigot, Rolando Biscay, Jean-Michel Loubes, Lilian Muñiz-Alvarez. Nonparametric estimation of covariance functions by model selection. 822--855.

Robert L. Paige, A. Alexandre Trindade. The Hodrick-Prescott Filter: A special case of penalized spline smoothing. 856--874.

Justin Wishart, Rafał Kulik. Kink estimation in stochastic regression with dependent errors and predictors. 875--913.

Junhui Wang, Lifeng Wang. Sparse supervised dimension reduction in high dimensional classification. 914--931.

Felix Abramovich, Vadim Grinshtein. MAP model selection in Gaussian regression. 932--949.

Pierre L’Ecuyer, David Munger, Bruno Tuffin. On the distribution of integration error by randomly-shifted lattice rules. 950--993.

Jérémie Bigot, Sébastien Gadat, Clément Marteau. Sharp template estimation in a shifted curves model. 994--1021.

Sonja Greven, Ciprian Crainiceanu, Brian Caffo, Daniel Reich. Longitudinal functional principal component analysis. 1022--1054.

Yiyuan She. Sparse regression with exact clustering. 1055--1096.

Ioannis Kosmidis, David Firth. A generic algorithm for reducing bias in parametric estimation. 1097--1112.

Nicolas Verzelen. Adaptive estimation of covariance matrices via Cholesky decomposition. 1113--1150.

A. Baddeley, M. Berman, N.I. Fisher, A. Hardegen, R.K. Milne, D. Schuhmacher, R. Shah, R. Turner. Spatial logistic regression and change-of-support in Poisson point processes. 1151--1201.

Viani A.B. Djeundje, Iain D. Currie. Appropriate covariance-specification via penalties for penalized splines in mixed models for longitudinal data. 1202--1224.

Willem Kruijer, Judith Rousseau, Aad van der Vaart. Adaptive Bayesian density estimation with location-scale mixtures. 1225--1257.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-11-12T15:37:57Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich. Multiple testing along a tree. 461--471.

Wenge Guo, M. Bhaskara Rao. On stepwise control of the generalized familywise error rate. 472--485.

Laura Dumitrescu. Estimation for a longitudinal linear model with measurement errors. 486--524.

Hiroki Masuda. Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes. 525--565.

Guy Lebanon, Yang Zhao, Yanjun Zhao. Modeling temporal text streams using the local multinomial model. 566--584.

Steve Hanneke, Wenjie Fu, Eric P. Xing. Discrete temporal models of social networks. 585--605.

Emmanuel Sharef, Robert L. Strawderman, David Ruppert, Mark Cowen, Lakshmi Halasyamani. Bayesian adaptive B-spline estimation in proportional hazards frailty models. 606--642.

Jean-Michel Marin, Christian P. Robert. On resolving the Savage–Dickey paradox. 643--654.

Robin Girard. Plugin procedure in segmentation and application to hyperspectral image segmentation. 655--676.

Jean-François Coeurjolly, Rémy Drouilhet. Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model. 677--706.

Umberto Amato, Anestis Antoniadis, Alexander Samarov, Alexandre B. Tsybakov. Noisy independent factor analysis model for density estimation and classification. 707--736.

Bertrand Clarke, Subhashis Ghosal. Reference priors for exponential families with increasing dimension. 737--780.

Axel Munk, Johannes Schmidt-Hieber. Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise. 781--821.

Jérémie Bigot, Rolando Biscay, Jean-Michel Loubes, Lilian Muñiz-Alvarez. Nonparametric estimation of covariance functions by model selection. 822--855.

Robert L. Paige, A. Alexandre Trindade. The Hodrick-Prescott Filter: A special case of penalized spline smoothing. 856--874.

Justin Wishart, Rafał Kulik. Kink estimation in stochastic regression with dependent errors and predictors. 875--913.

Junhui Wang, Lifeng Wang. Sparse supervised dimension reduction in high dimensional classification. 914--931.

Felix Abramovich, Vadim Grinshtein. MAP model selection in Gaussian regression. 932--949.

Pierre L’Ecuyer, David Munger, Bruno Tuffin. On the distribution of integration error by randomly-shifted lattice rules. 950--993.

Jérémie Bigot, Sébastien Gadat, Clément Marteau. Sharp template estimation in a shifted curves model. 994--1021.

Sonja Greven, Ciprian Crainiceanu, Brian Caffo, Daniel Reich. Longitudinal functional principal component analysis. 1022--1054.

Yiyuan She. Sparse regression with exact clustering. 1055--1096.

Ioannis Kosmidis, David Firth. A generic algorithm for reducing bias in parametric estimation. 1097--1112.

Nicolas Verzelen. Adaptive estimation of covariance matrices via Cholesky decomposition. 1113--1150.

Viani A.B. Djeundje, Iain D. Currie. Appropriate covariance-specification via penalties for penalized splines in mixed models for longitudinal data. 1202--1224.

Willem Kruijer, Judith Rousseau, Aad van der Vaart. Adaptive Bayesian density estimation with location-scale mixtures. 1225--1257.

Elizabeth D. Schifano, Robert L. Strawderman, Martin T. Wells. Majorization-Minimization algorithms for nonsmoothly penalized objective functions. 1258--1299.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-11-19T14:25:26Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich. Multiple testing along a tree. 461--471.

Wenge Guo, M. Bhaskara Rao. On stepwise control of the generalized familywise error rate. 472--485.

Laura Dumitrescu. Estimation for a longitudinal linear model with measurement errors. 486--524.

Hiroki Masuda. Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes. 525--565.

Guy Lebanon, Yang Zhao, Yanjun Zhao. Modeling temporal text streams using the local multinomial model. 566--584.

Steve Hanneke, Wenjie Fu, Eric P. Xing. Discrete temporal models of social networks. 585--605.

Emmanuel Sharef, Robert L. Strawderman, David Ruppert, Mark Cowen, Lakshmi Halasyamani. Bayesian adaptive B-spline estimation in proportional hazards frailty models. 606--642.

Jean-Michel Marin, Christian P. Robert. On resolving the Savage–Dickey paradox. 643--654.

Robin Girard. Plugin procedure in segmentation and application to hyperspectral image segmentation. 655--676.

Jean-François Coeurjolly, Rémy Drouilhet. Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model. 677--706.

Umberto Amato, Anestis Antoniadis, Alexander Samarov, Alexandre B. Tsybakov. Noisy independent factor analysis model for density estimation and classification. 707--736.

Bertrand Clarke, Subhashis Ghosal. Reference priors for exponential families with increasing dimension. 737--780.

Axel Munk, Johannes Schmidt-Hieber. Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise. 781--821.

Jérémie Bigot, Rolando Biscay, Jean-Michel Loubes, Lilian Muñiz-Alvarez. Nonparametric estimation of covariance functions by model selection. 822--855.

Robert L. Paige, A. Alexandre Trindade. The Hodrick-Prescott Filter: A special case of penalized spline smoothing. 856--874.

Justin Wishart, Rafał Kulik. Kink estimation in stochastic regression with dependent errors and predictors. 875--913.

Junhui Wang, Lifeng Wang. Sparse supervised dimension reduction in high dimensional classification. 914--931.

Felix Abramovich, Vadim Grinshtein. MAP model selection in Gaussian regression. 932--949.

Pierre L’Ecuyer, David Munger, Bruno Tuffin. On the distribution of integration error by randomly-shifted lattice rules. 950--993.

Jérémie Bigot, Sébastien Gadat, Clément Marteau. Sharp template estimation in a shifted curves model. 994--1021.

Sonja Greven, Ciprian Crainiceanu, Brian Caffo, Daniel Reich. Longitudinal functional principal component analysis. 1022--1054.

Yiyuan She. Sparse regression with exact clustering. 1055--1096.

Ioannis Kosmidis, David Firth. A generic algorithm for reducing bias in parametric estimation. 1097--1112.

Nicolas Verzelen. Adaptive estimation of covariance matrices via Cholesky decomposition. 1113--1150.

Viani A.B. Djeundje, Iain D. Currie. Appropriate covariance-specification via penalties for penalized splines in mixed models for longitudinal data. 1202--1224.

Willem Kruijer, Judith Rousseau, Aad van der Vaart. Adaptive Bayesian density estimation with location-scale mixtures. 1225--1257.

Elizabeth D. Schifano, Robert L. Strawderman, Martin T. Wells. Majorization-Minimization algorithms for nonsmoothly penalized objective functions. 1258--1299.

Laurent Duvernet, Christian Y. Robert, Mathieu Rosenbaum. Testing the type of a semi-martingale: Itō against multifractal. 1300--1323.

Myriam Maumy, Davit Varron. Non standard functional limit laws for the increments of the compound empirical distribution function. 1324--1344.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-11-30T14:20:06Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich. Multiple testing along a tree. 461--471.

Wenge Guo, M. Bhaskara Rao. On stepwise control of the generalized familywise error rate. 472--485.

Laura Dumitrescu. Estimation for a longitudinal linear model with measurement errors. 486--524.

Hiroki Masuda. Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes. 525--565.

Guy Lebanon, Yang Zhao, Yanjun Zhao. Modeling temporal text streams using the local multinomial model. 566--584.

Steve Hanneke, Wenjie Fu, Eric P. Xing. Discrete temporal models of social networks. 585--605.

Emmanuel Sharef, Robert L. Strawderman, David Ruppert, Mark Cowen, Lakshmi Halasyamani. Bayesian adaptive B-spline estimation in proportional hazards frailty models. 606--642.

Jean-Michel Marin, Christian P. Robert. On resolving the Savage–Dickey paradox. 643--654.

Robin Girard. Plugin procedure in segmentation and application to hyperspectral image segmentation. 655--676.

Jean-François Coeurjolly, Rémy Drouilhet. Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model. 677--706.

Umberto Amato, Anestis Antoniadis, Alexander Samarov, Alexandre B. Tsybakov. Noisy independent factor analysis model for density estimation and classification. 707--736.

Bertrand Clarke, Subhashis Ghosal. Reference priors for exponential families with increasing dimension. 737--780.

Axel Munk, Johannes Schmidt-Hieber. Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise. 781--821.

Jérémie Bigot, Rolando Biscay, Jean-Michel Loubes, Lilian Muñiz-Alvarez. Nonparametric estimation of covariance functions by model selection. 822--855.

Robert L. Paige, A. Alexandre Trindade. The Hodrick-Prescott Filter: A special case of penalized spline smoothing. 856--874.

Justin Wishart, Rafał Kulik. Kink estimation in stochastic regression with dependent errors and predictors. 875--913.

Junhui Wang, Lifeng Wang. Sparse supervised dimension reduction in high dimensional classification. 914--931.

Felix Abramovich, Vadim Grinshtein. MAP model selection in Gaussian regression. 932--949.

Pierre L’Ecuyer, David Munger, Bruno Tuffin. On the distribution of integration error by randomly-shifted lattice rules. 950--993.

Jérémie Bigot, Sébastien Gadat, Clément Marteau. Sharp template estimation in a shifted curves model. 994--1021.

Sonja Greven, Ciprian Crainiceanu, Brian Caffo, Daniel Reich. Longitudinal functional principal component analysis. 1022--1054.

Yiyuan She. Sparse regression with exact clustering. 1055--1096.

Ioannis Kosmidis, David Firth. A generic algorithm for reducing bias in parametric estimation. 1097--1112.

Nicolas Verzelen. Adaptive estimation of covariance matrices via Cholesky decomposition. 1113--1150.

Viani A.B. Djeundje, Iain D. Currie. Appropriate covariance-specification via penalties for penalized splines in mixed models for longitudinal data. 1202--1224.

Willem Kruijer, Judith Rousseau, Aad van der Vaart. Adaptive Bayesian density estimation with location-scale mixtures. 1225--1257.

Elizabeth D. Schifano, Robert L. Strawderman, Martin T. Wells. Majorization-Minimization algorithms for nonsmoothly penalized objective functions. 1258--1299.

Laurent Duvernet, Christian Y. Robert, Mathieu Rosenbaum. Testing the type of a semi-martingale: Itō against multifractal. 1300--1323.

Myriam Maumy, Davit Varron. Non standard functional limit laws for the increments of the compound empirical distribution function. 1324--1344.

Noureddine El Karoui, Alexandre d’Aspremont. Second order accurate distributed eigenvector computation for extremely large matrices. 1345--1385.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-12-09T14:10:57Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich. Multiple testing along a tree. 461--471.

Wenge Guo, M. Bhaskara Rao. On stepwise control of the generalized familywise error rate. 472--485.

Laura Dumitrescu. Estimation for a longitudinal linear model with measurement errors. 486--524.

Hiroki Masuda. Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes. 525--565.

Guy Lebanon, Yang Zhao, Yanjun Zhao. Modeling temporal text streams using the local multinomial model. 566--584.

Steve Hanneke, Wenjie Fu, Eric P. Xing. Discrete temporal models of social networks. 585--605.

Emmanuel Sharef, Robert L. Strawderman, David Ruppert, Mark Cowen, Lakshmi Halasyamani. Bayesian adaptive B-spline estimation in proportional hazards frailty models. 606--642.

Jean-Michel Marin, Christian P. Robert. On resolving the Savage–Dickey paradox. 643--654.

Robin Girard. Plugin procedure in segmentation and application to hyperspectral image segmentation. 655--676.

Jean-François Coeurjolly, Rémy Drouilhet. Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model. 677--706.

Umberto Amato, Anestis Antoniadis, Alexander Samarov, Alexandre B. Tsybakov. Noisy independent factor analysis model for density estimation and classification. 707--736.

Bertrand Clarke, Subhashis Ghosal. Reference priors for exponential families with increasing dimension. 737--780.

Axel Munk, Johannes Schmidt-Hieber. Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise. 781--821.

Jérémie Bigot, Rolando Biscay, Jean-Michel Loubes, Lilian Muñiz-Alvarez. Nonparametric estimation of covariance functions by model selection. 822--855.

Robert L. Paige, A. Alexandre Trindade. The Hodrick-Prescott Filter: A special case of penalized spline smoothing. 856--874.

Justin Wishart, Rafał Kulik. Kink estimation in stochastic regression with dependent errors and predictors. 875--913.

Junhui Wang, Lifeng Wang. Sparse supervised dimension reduction in high dimensional classification. 914--931.

Felix Abramovich, Vadim Grinshtein. MAP model selection in Gaussian regression. 932--949.

Pierre L’Ecuyer, David Munger, Bruno Tuffin. On the distribution of integration error by randomly-shifted lattice rules. 950--993.

Jérémie Bigot, Sébastien Gadat, Clément Marteau. Sharp template estimation in a shifted curves model. 994--1021.

Sonja Greven, Ciprian Crainiceanu, Brian Caffo, Daniel Reich. Longitudinal functional principal component analysis. 1022--1054.

Yiyuan She. Sparse regression with exact clustering. 1055--1096.

Ioannis Kosmidis, David Firth. A generic algorithm for reducing bias in parametric estimation. 1097--1112.

Nicolas Verzelen. Adaptive estimation of covariance matrices via Cholesky decomposition. 1113--1150.

Viani A.B. Djeundje, Iain D. Currie. Appropriate covariance-specification via penalties for penalized splines in mixed models for longitudinal data. 1202--1224.

Willem Kruijer, Judith Rousseau, Aad van der Vaart. Adaptive Bayesian density estimation with location-scale mixtures. 1225--1257.

Elizabeth D. Schifano, Robert L. Strawderman, Martin T. Wells. Majorization-Minimization algorithms for nonsmoothly penalized objective functions. 1258--1299.

Laurent Duvernet, Christian Y. Robert, Mathieu Rosenbaum. Testing the type of a semi-martingale: Itō against multifractal. 1300--1323.

Myriam Maumy, Davit Varron. Non standard functional limit laws for the increments of the compound empirical distribution function. 1324--1344.

Noureddine El Karoui, Alexandre d’Aspremont. Second order accurate distributed eigenvector computation for extremely large matrices. 1345--1385.

Birte Muhsal, Natalie Neumeyer. A note on residual-based empirical likelihood kernel density estimation. 1386--1401.

Juan José Fernández-Durán, María Mercedes Gregorio-Domínguez. Maximum likelihood estimation of nonnegative trigonometric sum models using a Newton-like algorithm on manifolds. 1402--1410.

Zuofeng Shang. Convergence rate and Bahadur type representation of general smoothing spline M-estimates. 1411--1442.

Hoang-Long Ngo. Parametric estimation for discretely observed stochastic processes with jumps. 1443--1469.

Hao Wang, Carlos M. Carvalho. Simulation of hyper-inverse Wishart distributions for non-decomposable graphs. 1470--1475.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-12-22T14:33:34Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich. Multiple testing along a tree. 461--471.

Wenge Guo, M. Bhaskara Rao. On stepwise control of the generalized familywise error rate. 472--485.

Laura Dumitrescu. Estimation for a longitudinal linear model with measurement errors. 486--524.

Hiroki Masuda. Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes. 525--565.

Guy Lebanon, Yang Zhao, Yanjun Zhao. Modeling temporal text streams using the local multinomial model. 566--584.

Steve Hanneke, Wenjie Fu, Eric P. Xing. Discrete temporal models of social networks. 585--605.

Emmanuel Sharef, Robert L. Strawderman, David Ruppert, Mark Cowen, Lakshmi Halasyamani. Bayesian adaptive B-spline estimation in proportional hazards frailty models. 606--642.

Jean-Michel Marin, Christian P. Robert. On resolving the Savage–Dickey paradox. 643--654.

Robin Girard. Plugin procedure in segmentation and application to hyperspectral image segmentation. 655--676.

Jean-François Coeurjolly, Rémy Drouilhet. Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model. 677--706.

Umberto Amato, Anestis Antoniadis, Alexander Samarov, Alexandre B. Tsybakov. Noisy independent factor analysis model for density estimation and classification. 707--736.

Bertrand Clarke, Subhashis Ghosal. Reference priors for exponential families with increasing dimension. 737--780.

Axel Munk, Johannes Schmidt-Hieber. Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise. 781--821.

Jérémie Bigot, Rolando Biscay, Jean-Michel Loubes, Lilian Muñiz-Alvarez. Nonparametric estimation of covariance functions by model selection. 822--855.

Robert L. Paige, A. Alexandre Trindade. The Hodrick-Prescott Filter: A special case of penalized spline smoothing. 856--874.

Justin Wishart, Rafał Kulik. Kink estimation in stochastic regression with dependent errors and predictors. 875--913.

Junhui Wang, Lifeng Wang. Sparse supervised dimension reduction in high dimensional classification. 914--931.

Felix Abramovich, Vadim Grinshtein. MAP model selection in Gaussian regression. 932--949.

Pierre L’Ecuyer, David Munger, Bruno Tuffin. On the distribution of integration error by randomly-shifted lattice rules. 950--993.

Jérémie Bigot, Sébastien Gadat, Clément Marteau. Sharp template estimation in a shifted curves model. 994--1021.

Sonja Greven, Ciprian Crainiceanu, Brian Caffo, Daniel Reich. Longitudinal functional principal component analysis. 1022--1054.

Yiyuan She. Sparse regression with exact clustering. 1055--1096.

Ioannis Kosmidis, David Firth. A generic algorithm for reducing bias in parametric estimation. 1097--1112.

Nicolas Verzelen. Adaptive estimation of covariance matrices via Cholesky decomposition. 1113--1150.

Viani A.B. Djeundje, Iain D. Currie. Appropriate covariance-specification via penalties for penalized splines in mixed models for longitudinal data. 1202--1224.

Willem Kruijer, Judith Rousseau, Aad van der Vaart. Adaptive Bayesian density estimation with location-scale mixtures. 1225--1257.

Elizabeth D. Schifano, Robert L. Strawderman, Martin T. Wells. Majorization-Minimization algorithms for nonsmoothly penalized objective functions. 1258--1299.

Laurent Duvernet, Christian Y. Robert, Mathieu Rosenbaum. Testing the type of a semi-martingale: Itō against multifractal. 1300--1323.

Myriam Maumy, Davit Varron. Non standard functional limit laws for the increments of the compound empirical distribution function. 1324--1344.

Noureddine El Karoui, Alexandre d’Aspremont. Second order accurate distributed eigenvector computation for extremely large matrices. 1345--1385.

Birte Muhsal, Natalie Neumeyer. A note on residual-based empirical likelihood kernel density estimation. 1386--1401.

Zuofeng Shang. Convergence rate and Bahadur type representation of general smoothing spline M-estimates. 1411--1442.

Hoang-Long Ngo. Parametric estimation for discretely observed stochastic processes with jumps. 1443--1469.

Hao Wang, Carlos M. Carvalho. Simulation of hyper-inverse Wishart distributions for non-decomposable graphs. 1470--1475.

Yuri I. Ingster, Alexandre B. Tsybakov, Nicolas Verzelen. Detection boundary in sparse regression. 1476--1526.

Updated: Electronic Journal of Statistics, Volume 4 (2010)

2010-12-23T14:15:42Z

Contents:

Christopher Withers, Saralees Nadarajah. The bias and skewness of M -estimators in regression. 1--14.

B. Gail Ivanoff, N.C. Weber. Asymptotic results for spatial causal ARMA models. 15--35.

Alexander Meister, Ulrich Stadtmüller, Christian Wagner. Density deconvolution in a two-level heteroscedastic model with unknown error density. 36--57.

Bowei Xi, Hui Chen, William S. Cleveland, Thomas Telkamp. Statistical analysis and modeling of Internet VoIP traffic for network engineering. 58--116.

Zohra Guessoum, Elias Ould Saïd. Kernel regression uniform rate estimation for censored data under α -mixing condition. 117--132.

Ingrid Van Keilegom, Lan Wang. Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data. 133--160.

Christopher Withers, Saralees Nadarajah. Stabilizing the asymptotic covariance of an estimate. 161--171.

Patricia Reynaud-Bouret, Vincent Rivoirard. Near optimal thresholding estimation of a Poisson intensity on the real line. 172--238.

Heng Lian. Posterior convergence and model estimation in Bayesian change-point problems. 239--253.

Madeleine Cule, Richard Samworth. Theoretical properties of the log-concave maximum likelihood estimator of a multidimensional density. 254--270.

Zhiyi Chi. Multiple hypothesis testing on composite nulls using constrained p -values. 271--299.

Paul Kabaila, Khageswor Giri, Hannes Leeb. Admissibility of the usual confidence interval in linear regression. 300--312.

Alicia A. Johnson, Galin L. Jones. Gibbs sampling for a Bayesian hierarchical general linear model. 313--333.

Benedikt M. Pötscher, Ulrike Schneider. Confidence sets based on penalized maximum likelihood estimators in Gaussian regression. 334--360.

Dorota Gajda, Chantal Guihenneuc-Jouyaux, Judith Rousseau, Kerry Mengersen, Darfiana Nur. Use in practice of importance sampling for repeated MCMC for Poisson models. 361--383.

Francis Bach. Self-concordant analysis for logistic regression. 384--414.

Christophe Chesneau, Jalal Fadili, Jean-Luc Starck. Stein block thresholding for wavelet-based image deconvolution. 415--435.

Benoît Cadre, Qian Dong. Dimension reduction for regression estimation with nearest neighbor method. 436--460.

Werner Ehm, Jürgen Kornmeier, Sven P. Heinrich. Multiple testing along a tree. 461--471.

Wenge Guo, M. Bhaskara Rao. On stepwise control of the generalized familywise error rate. 472--485.

Laura Dumitrescu. Estimation for a longitudinal linear model with measurement errors. 486--524.

Hiroki Masuda. Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes. 525--565.

Guy Lebanon, Yang Zhao, Yanjun Zhao. Modeling temporal text streams using the local multinomial model. 566--584.

Steve Hanneke, Wenjie Fu, Eric P. Xing. Discrete temporal models of social networks. 585--605.

Emmanuel Sharef, Robert L. Strawderman, David Ruppert, Mark Cowen, Lakshmi Halasyamani. Bayesian adaptive B-spline estimation in proportional hazards frailty models. 606--642.

Jean-Michel Marin, Christian P. Robert. On resolving the Savage–Dickey paradox. 643--654.

Robin Girard. Plugin procedure in segmentation and application to hyperspectral image segmentation. 655--676.

Jean-François Coeurjolly, Rémy Drouilhet. Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model. 677--706.

Umberto Amato, Anestis Antoniadis, Alexander Samarov, Alexandre B. Tsybakov. Noisy independent factor analysis model for density estimation and classification. 707--736.

Bertrand Clarke, Subhashis Ghosal. Reference priors for exponential families with increasing dimension. 737--780.

Axel Munk, Johannes Schmidt-Hieber. Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise. 781--821.

Jérémie Bigot, Rolando Biscay, Jean-Michel Loubes, Lilian Muñiz-Alvarez. Nonparametric estimation of covariance functions by model selection. 822--855.

Robert L. Paige, A. Alexandre Trindade. The Hodrick-Prescott Filter: A special case of penalized spline smoothing. 856--874.

Justin Wishart, Rafał Kulik. Kink estimation in stochastic regression with dependent errors and predictors. 875--913.

Junhui Wang, Lifeng Wang. Sparse supervised dimension reduction in high dimensional classification. 914--931.

Felix Abramovich, Vadim Grinshtein. MAP model selection in Gaussian regression. 932--949.

Pierre L’Ecuyer, David Munger, Bruno Tuffin. On the distribution of integration error by randomly-shifted lattice rules. 950--993.

Jérémie Bigot, Sébastien Gadat, Clément Marteau. Sharp template estimation in a shifted curves model. 994--1021.

Sonja Greven, Ciprian Crainiceanu, Brian Caffo, Daniel Reich. Longitudinal functional principal component analysis. 1022--1054.

Yiyuan She. Sparse regression with exact clustering. 1055--1096.

Ioannis Kosmidis, David Firth. A generic algorithm for reducing bias in parametric estimation. 1097--1112.

Nicolas Verzelen. Adaptive estimation of covariance matrices via Cholesky decomposition. 1113--1150.

Viani A.B. Djeundje, Iain D. Currie. Appropriate covariance-specification via penalties for penalized splines in mixed models for longitudinal data. 1202--1224.

Willem Kruijer, Judith Rousseau, Aad van der Vaart. Adaptive Bayesian density estimation with location-scale mixtures. 1225--1257.

Elizabeth D. Schifano, Robert L. Strawderman, Martin T. Wells. Majorization-Minimization algorithms for nonsmoothly penalized objective functions. 1258--1299.

Laurent Duvernet, Christian Y. Robert, Mathieu Rosenbaum. Testing the type of a semi-martingale: Itō against multifractal. 1300--1323.

Myriam Maumy, Davit Varron. Non standard functional limit laws for the increments of the compound empirical distribution function. 1324--1344.

Noureddine El Karoui, Alexandre d’Aspremont. Second order accurate distributed eigenvector computation for extremely large matrices. 1345--1385.

Birte Muhsal, Natalie Neumeyer. A note on residual-based empirical likelihood kernel density estimation. 1386--1401.

Zuofeng Shang. Convergence rate and Bahadur type representation of general smoothing spline M-estimates. 1411--1442.

Hoang-Long Ngo. Parametric estimation for discretely observed stochastic processes with jumps. 1443--1469.

Hao Wang, Carlos M. Carvalho. Simulation of hyper-inverse Wishart distributions for non-decomposable graphs. 1470--1475.

Yuri I. Ingster, Alexandre B. Tsybakov, Nicolas Verzelen. Detection boundary in sparse regression. 1476--1526.

Omkar Muralidharan. Detecting column dependence when rows are correlated and estimating the strength of the row correlation. 1527--1546.

Electronic Journal of Statistics, Volume 5 (2011)

2011-01-14T21:31:20Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-01-19T17:18:32Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-02-07T14:22:50Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Heng Lian. Convergence of functional k-nearest neighbor regression estimate with functional responses. 31--40.

Markus Pauly. Weighted resampling of martingale difference arrays with applications. 41--52.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-02-25T14:32:22Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Heng Lian. Convergence of functional k-nearest neighbor regression estimate with functional responses. 31--40.

Markus Pauly. Weighted resampling of martingale difference arrays with applications. 41--52.

Marianna Pensky, Theofanis Sapatinas. Multichannel boxcar deconvolution with growing number of channels. 53--82.

Michael J. Malloy, Luke A. Prendergast, Robert G. Staudte. Comparison of methods for fixed effect meta-regression of standardized differences of means. 83--101.

Ismaël Castillo, Eric Cator. Semiparametric shift estimation based on the cumulated periodogram for non-regular functions. 102--126.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-03-14T13:12:37Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Heng Lian. Convergence of functional k-nearest neighbor regression estimate with functional responses. 31--40.

Markus Pauly. Weighted resampling of martingale difference arrays with applications. 41--52.

Marianna Pensky, Theofanis Sapatinas. Multichannel boxcar deconvolution with growing number of channels. 53--82.

Michael J. Malloy, Luke A. Prendergast, Robert G. Staudte. Comparison of methods for fixed effect meta-regression of standardized differences of means. 83--101.

Ismaël Castillo, Eric Cator. Semiparametric shift estimation based on the cumulated periodogram for non-regular functions. 102--126.

Pierre Alquier, Karim Lounici. PAC-Bayesian bounds for sparse regression estimation with exponential weights. 127--145.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-03-15T14:20:34Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Heng Lian. Convergence of functional k-nearest neighbor regression estimate with functional responses. 31--40.

Markus Pauly. Weighted resampling of martingale difference arrays with applications. 41--52.

Marianna Pensky, Theofanis Sapatinas. Multichannel boxcar deconvolution with growing number of channels. 53--82.

Michael J. Malloy, Luke A. Prendergast, Robert G. Staudte. Comparison of methods for fixed effect meta-regression of standardized differences of means. 83--101.

Ismaël Castillo, Eric Cator. Semiparametric shift estimation based on the cumulated periodogram for non-regular functions. 102--126.

Pierre Alquier, Karim Lounici. PAC-Bayesian bounds for sparse regression estimation with exponential weights. 127--145.

R. Dennis Cook, Liliana Forzani. On the mean and variance of the generalized inverse of a singular Wishart matrix. 146--158.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-03-28T13:18:28Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Heng Lian. Convergence of functional k-nearest neighbor regression estimate with functional responses. 31--40.

Markus Pauly. Weighted resampling of martingale difference arrays with applications. 41--52.

Marianna Pensky, Theofanis Sapatinas. Multichannel boxcar deconvolution with growing number of channels. 53--82.

Michael J. Malloy, Luke A. Prendergast, Robert G. Staudte. Comparison of methods for fixed effect meta-regression of standardized differences of means. 83--101.

Ismaël Castillo, Eric Cator. Semiparametric shift estimation based on the cumulated periodogram for non-regular functions. 102--126.

Pierre Alquier, Karim Lounici. PAC-Bayesian bounds for sparse regression estimation with exponential weights. 127--145.

R. Dennis Cook, Liliana Forzani. On the mean and variance of the generalized inverse of a singular Wishart matrix. 146--158.

Frédéric Ferraty, Ali Laksaci, Amel Tadj, Philippe Vieu. Kernel regression with functional response. 159--171.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-04-14T12:41:53Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Heng Lian. Convergence of functional k-nearest neighbor regression estimate with functional responses. 31--40.

Markus Pauly. Weighted resampling of martingale difference arrays with applications. 41--52.

Marianna Pensky, Theofanis Sapatinas. Multichannel boxcar deconvolution with growing number of channels. 53--82.

Michael J. Malloy, Luke A. Prendergast, Robert G. Staudte. Comparison of methods for fixed effect meta-regression of standardized differences of means. 83--101.

Ismaël Castillo, Eric Cator. Semiparametric shift estimation based on the cumulated periodogram for non-regular functions. 102--126.

Pierre Alquier, Karim Lounici. PAC-Bayesian bounds for sparse regression estimation with exponential weights. 127--145.

R. Dennis Cook, Liliana Forzani. On the mean and variance of the generalized inverse of a singular Wishart matrix. 146--158.

Frédéric Ferraty, Ali Laksaci, Amel Tadj, Philippe Vieu. Kernel regression with functional response. 159--171.

Dominique Fourdrinier, Éric Marchand, Ali Righi, William E. Strawderman. On improved predictive density estimation with parametric constraints. 172--191.

Aad van der Vaart, Jon A. Wellner. A local maximal inequality under uniform entropy. 192--203.

Gérard Biau, Frédéric Chazal, David Cohen-Steiner, Luc Devroye, Carlos Rodríguez. A weighted k -nearest neighbor density estimate for geometric inference. 204--237.

Daqing Wang, Wei-Liem Loh. On fixed-domain asymptotics and covariance tapering in Gaussian random field models. 238--269.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-04-28T13:08:12Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Heng Lian. Convergence of functional k-nearest neighbor regression estimate with functional responses. 31--40.

Markus Pauly. Weighted resampling of martingale difference arrays with applications. 41--52.

Marianna Pensky, Theofanis Sapatinas. Multichannel boxcar deconvolution with growing number of channels. 53--82.

Michael J. Malloy, Luke A. Prendergast, Robert G. Staudte. Comparison of methods for fixed effect meta-regression of standardized differences of means. 83--101.

Ismaël Castillo, Eric Cator. Semiparametric shift estimation based on the cumulated periodogram for non-regular functions. 102--126.

Pierre Alquier, Karim Lounici. PAC-Bayesian bounds for sparse regression estimation with exponential weights. 127--145.

R. Dennis Cook, Liliana Forzani. On the mean and variance of the generalized inverse of a singular Wishart matrix. 146--158.

Frédéric Ferraty, Ali Laksaci, Amel Tadj, Philippe Vieu. Kernel regression with functional response. 159--171.

Dominique Fourdrinier, Éric Marchand, Ali Righi, William E. Strawderman. On improved predictive density estimation with parametric constraints. 172--191.

Aad van der Vaart, Jon A. Wellner. A local maximal inequality under uniform entropy. 192--203.

Gérard Biau, Frédéric Chazal, David Cohen-Steiner, Luc Devroye, Carlos Rodríguez. A weighted k -nearest neighbor density estimate for geometric inference. 204--237.

Daqing Wang, Wei-Liem Loh. On fixed-domain asymptotics and covariance tapering in Gaussian random field models. 238--269.

Catia Scricciolo. Posterior rates of convergence for Dirichlet mixtures of exponential power densities. 270--308.

Masao Ueki, Yoshinori Kawasaki. Automatic grouping using smooth-threshold estimating equations. 309--328.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-05-10T13:42:50Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Heng Lian. Convergence of functional k-nearest neighbor regression estimate with functional responses. 31--40.

Markus Pauly. Weighted resampling of martingale difference arrays with applications. 41--52.

Marianna Pensky, Theofanis Sapatinas. Multichannel boxcar deconvolution with growing number of channels. 53--82.

Michael J. Malloy, Luke A. Prendergast, Robert G. Staudte. Comparison of methods for fixed effect meta-regression of standardized differences of means. 83--101.

Ismaël Castillo, Eric Cator. Semiparametric shift estimation based on the cumulated periodogram for non-regular functions. 102--126.

Pierre Alquier, Karim Lounici. PAC-Bayesian bounds for sparse regression estimation with exponential weights. 127--145.

R. Dennis Cook, Liliana Forzani. On the mean and variance of the generalized inverse of a singular Wishart matrix. 146--158.

Frédéric Ferraty, Ali Laksaci, Amel Tadj, Philippe Vieu. Kernel regression with functional response. 159--171.

Dominique Fourdrinier, Éric Marchand, Ali Righi, William E. Strawderman. On improved predictive density estimation with parametric constraints. 172--191.

Aad van der Vaart, Jon A. Wellner. A local maximal inequality under uniform entropy. 192--203.

Gérard Biau, Frédéric Chazal, David Cohen-Steiner, Luc Devroye, Carlos Rodríguez. A weighted k -nearest neighbor density estimate for geometric inference. 204--237.

Daqing Wang, Wei-Liem Loh. On fixed-domain asymptotics and covariance tapering in Gaussian random field models. 238--269.

Catia Scricciolo. Posterior rates of convergence for Dirichlet mixtures of exponential power densities. 270--308.

Masao Ueki, Yoshinori Kawasaki. Automatic grouping using smooth-threshold estimating equations. 309--328.

Subhashis Ghosal, Anindya Roy. Identifiability of the proportion of null hypotheses in skew-mixture models for the p-value distribution. 329--341.

Zhengjun Zhang, Yongcheng Qi, Xiwen Ma. Asymptotic independence of correlation coefficients with application to testing hypothesis of independence. 342--372.

Haralambie Leahu. On the Bernstein-von Mises phenomenon in the Gaussian white noise model. 373--404.

Burcu Aydın, Gábor Pataki, Haonan Wang, Alim Ladha, Elizabeth Bullitt, J.S. Marron. Visualizing the structure of large trees. 405--420.

Emilio Seijo, Bodhisattva Sen. A continuous mapping theorem for the smallest argmax functional. 421--439.

Salim Bouzebda, Issam Elhattab. Uniform-in-bandwidth consistency for kernel-type estimators of Shannon’s entropy. 440--459.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-05-23T18:26:22Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Heng Lian. Convergence of functional k-nearest neighbor regression estimate with functional responses. 31--40.

Markus Pauly. Weighted resampling of martingale difference arrays with applications. 41--52.

Marianna Pensky, Theofanis Sapatinas. Multichannel boxcar deconvolution with growing number of channels. 53--82.

Michael J. Malloy, Luke A. Prendergast, Robert G. Staudte. Comparison of methods for fixed effect meta-regression of standardized differences of means. 83--101.

Ismaël Castillo, Eric Cator. Semiparametric shift estimation based on the cumulated periodogram for non-regular functions. 102--126.

Pierre Alquier, Karim Lounici. PAC-Bayesian bounds for sparse regression estimation with exponential weights. 127--145.

R. Dennis Cook, Liliana Forzani. On the mean and variance of the generalized inverse of a singular Wishart matrix. 146--158.

Frédéric Ferraty, Ali Laksaci, Amel Tadj, Philippe Vieu. Kernel regression with functional response. 159--171.

Dominique Fourdrinier, Éric Marchand, Ali Righi, William E. Strawderman. On improved predictive density estimation with parametric constraints. 172--191.

Aad van der Vaart, Jon A. Wellner. A local maximal inequality under uniform entropy. 192--203.

Gérard Biau, Frédéric Chazal, David Cohen-Steiner, Luc Devroye, Carlos Rodríguez. A weighted k -nearest neighbor density estimate for geometric inference. 204--237.

Daqing Wang, Wei-Liem Loh. On fixed-domain asymptotics and covariance tapering in Gaussian random field models. 238--269.

Catia Scricciolo. Posterior rates of convergence for Dirichlet mixtures of exponential power densities. 270--308.

Masao Ueki, Yoshinori Kawasaki. Automatic grouping using smooth-threshold estimating equations. 309--328.

Subhashis Ghosal, Anindya Roy. Identifiability of the proportion of null hypotheses in skew-mixture models for the p-value distribution. 329--341.

Zhengjun Zhang, Yongcheng Qi, Xiwen Ma. Asymptotic independence of correlation coefficients with application to testing hypothesis of independence. 342--372.

Haralambie Leahu. On the Bernstein-von Mises phenomenon in the Gaussian white noise model. 373--404.

Burcu Aydın, Gábor Pataki, Haonan Wang, Alim Ladha, Elizabeth Bullitt, J.S. Marron. Visualizing the structure of large trees. 405--420.

Emilio Seijo, Bodhisattva Sen. A continuous mapping theorem for the smallest argmax functional. 421--439.

Salim Bouzebda, Issam Elhattab. Uniform-in-bandwidth consistency for kernel-type estimators of Shannon’s entropy. 440--459.

Aba Diop, Aliou Diop, Jean-François Dupuy. Maximum likelihood estimation in the logistic regression model with a cure fraction. 460--483.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-06-02T13:57:57Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Heng Lian. Convergence of functional k-nearest neighbor regression estimate with functional responses. 31--40.

Markus Pauly. Weighted resampling of martingale difference arrays with applications. 41--52.

Marianna Pensky, Theofanis Sapatinas. Multichannel boxcar deconvolution with growing number of channels. 53--82.

Michael J. Malloy, Luke A. Prendergast, Robert G. Staudte. Comparison of methods for fixed effect meta-regression of standardized differences of means. 83--101.

Ismaël Castillo, Eric Cator. Semiparametric shift estimation based on the cumulated periodogram for non-regular functions. 102--126.

Pierre Alquier, Karim Lounici. PAC-Bayesian bounds for sparse regression estimation with exponential weights. 127--145.

R. Dennis Cook, Liliana Forzani. On the mean and variance of the generalized inverse of a singular Wishart matrix. 146--158.

Frédéric Ferraty, Ali Laksaci, Amel Tadj, Philippe Vieu. Kernel regression with functional response. 159--171.

Dominique Fourdrinier, Éric Marchand, Ali Righi, William E. Strawderman. On improved predictive density estimation with parametric constraints. 172--191.

Aad van der Vaart, Jon A. Wellner. A local maximal inequality under uniform entropy. 192--203.

Gérard Biau, Frédéric Chazal, David Cohen-Steiner, Luc Devroye, Carlos Rodríguez. A weighted k -nearest neighbor density estimate for geometric inference. 204--237.

Daqing Wang, Wei-Liem Loh. On fixed-domain asymptotics and covariance tapering in Gaussian random field models. 238--269.

Catia Scricciolo. Posterior rates of convergence for Dirichlet mixtures of exponential power densities. 270--308.

Masao Ueki, Yoshinori Kawasaki. Automatic grouping using smooth-threshold estimating equations. 309--328.

Subhashis Ghosal, Anindya Roy. Identifiability of the proportion of null hypotheses in skew-mixture models for the p-value distribution. 329--341.

Zhengjun Zhang, Yongcheng Qi, Xiwen Ma. Asymptotic independence of correlation coefficients with application to testing hypothesis of independence. 342--372.

Haralambie Leahu. On the Bernstein-von Mises phenomenon in the Gaussian white noise model. 373--404.

Burcu Aydın, Gábor Pataki, Haonan Wang, Alim Ladha, Elizabeth Bullitt, J.S. Marron. Visualizing the structure of large trees. 405--420.

Emilio Seijo, Bodhisattva Sen. A continuous mapping theorem for the smallest argmax functional. 421--439.

Salim Bouzebda, Issam Elhattab. Uniform-in-bandwidth consistency for kernel-type estimators of Shannon’s entropy. 440--459.

Aba Diop, Aliou Diop, Jean-François Dupuy. Maximum likelihood estimation in the logistic regression model with a cure fraction. 460--483.

Yuri Ingster, Natalia Stepanova. Estimation and detection of functions from anisotropic Sobolev classes. 484--506.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-06-03T13:20:55Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Heng Lian. Convergence of functional k-nearest neighbor regression estimate with functional responses. 31--40.

Markus Pauly. Weighted resampling of martingale difference arrays with applications. 41--52.

Marianna Pensky, Theofanis Sapatinas. Multichannel boxcar deconvolution with growing number of channels. 53--82.

Michael J. Malloy, Luke A. Prendergast, Robert G. Staudte. Comparison of methods for fixed effect meta-regression of standardized differences of means. 83--101.

Ismaël Castillo, Eric Cator. Semiparametric shift estimation based on the cumulated periodogram for non-regular functions. 102--126.

Pierre Alquier, Karim Lounici. PAC-Bayesian bounds for sparse regression estimation with exponential weights. 127--145.

R. Dennis Cook, Liliana Forzani. On the mean and variance of the generalized inverse of a singular Wishart matrix. 146--158.

Frédéric Ferraty, Ali Laksaci, Amel Tadj, Philippe Vieu. Kernel regression with functional response. 159--171.

Dominique Fourdrinier, Éric Marchand, Ali Righi, William E. Strawderman. On improved predictive density estimation with parametric constraints. 172--191.

Aad van der Vaart, Jon A. Wellner. A local maximal inequality under uniform entropy. 192--203.

Gérard Biau, Frédéric Chazal, David Cohen-Steiner, Luc Devroye, Carlos Rodríguez. A weighted k -nearest neighbor density estimate for geometric inference. 204--237.

Daqing Wang, Wei-Liem Loh. On fixed-domain asymptotics and covariance tapering in Gaussian random field models. 238--269.

Catia Scricciolo. Posterior rates of convergence for Dirichlet mixtures of exponential power densities. 270--308.

Masao Ueki, Yoshinori Kawasaki. Automatic grouping using smooth-threshold estimating equations. 309--328.

Subhashis Ghosal, Anindya Roy. Identifiability of the proportion of null hypotheses in skew-mixture models for the p-value distribution. 329--341.

Zhengjun Zhang, Yongcheng Qi, Xiwen Ma. Asymptotic independence of correlation coefficients with application to testing hypothesis of independence. 342--372.

Haralambie Leahu. On the Bernstein-von Mises phenomenon in the Gaussian white noise model. 373--404.

Burcu Aydın, Gábor Pataki, Haonan Wang, Alim Ladha, Elizabeth Bullitt, J.S. Marron. Visualizing the structure of large trees. 405--420.

Emilio Seijo, Bodhisattva Sen. A continuous mapping theorem for the smallest argmax functional. 421--439.

Salim Bouzebda, Issam Elhattab. Uniform-in-bandwidth consistency for kernel-type estimators of Shannon’s entropy. 440--459.

Aba Diop, Aliou Diop, Jean-François Dupuy. Maximum likelihood estimation in the logistic regression model with a cure fraction. 460--483.

Yuri Ingster, Natalia Stepanova. Estimation and detection of functions from anisotropic Sobolev classes. 484--506.

Hamdi Raïssi. Testing linear causality in mean when the number of estimated parameters is high. 507--533.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-06-15T13:35:15Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Heng Lian. Convergence of functional k-nearest neighbor regression estimate with functional responses. 31--40.

Markus Pauly. Weighted resampling of martingale difference arrays with applications. 41--52.

Marianna Pensky, Theofanis Sapatinas. Multichannel boxcar deconvolution with growing number of channels. 53--82.

Michael J. Malloy, Luke A. Prendergast, Robert G. Staudte. Comparison of methods for fixed effect meta-regression of standardized differences of means. 83--101.

Ismaël Castillo, Eric Cator. Semiparametric shift estimation based on the cumulated periodogram for non-regular functions. 102--126.

Pierre Alquier, Karim Lounici. PAC-Bayesian bounds for sparse regression estimation with exponential weights. 127--145.

R. Dennis Cook, Liliana Forzani. On the mean and variance of the generalized inverse of a singular Wishart matrix. 146--158.

Frédéric Ferraty, Ali Laksaci, Amel Tadj, Philippe Vieu. Kernel regression with functional response. 159--171.

Dominique Fourdrinier, Éric Marchand, Ali Righi, William E. Strawderman. On improved predictive density estimation with parametric constraints. 172--191.

Aad van der Vaart, Jon A. Wellner. A local maximal inequality under uniform entropy. 192--203.

Gérard Biau, Frédéric Chazal, David Cohen-Steiner, Luc Devroye, Carlos Rodríguez. A weighted k -nearest neighbor density estimate for geometric inference. 204--237.

Daqing Wang, Wei-Liem Loh. On fixed-domain asymptotics and covariance tapering in Gaussian random field models. 238--269.

Catia Scricciolo. Posterior rates of convergence for Dirichlet mixtures of exponential power densities. 270--308.

Masao Ueki, Yoshinori Kawasaki. Automatic grouping using smooth-threshold estimating equations. 309--328.

Subhashis Ghosal, Anindya Roy. Identifiability of the proportion of null hypotheses in skew-mixture models for the p-value distribution. 329--341.

Zhengjun Zhang, Yongcheng Qi, Xiwen Ma. Asymptotic independence of correlation coefficients with application to testing hypothesis of independence. 342--372.

Haralambie Leahu. On the Bernstein-von Mises phenomenon in the Gaussian white noise model. 373--404.

Burcu Aydın, Gábor Pataki, Haonan Wang, Alim Ladha, Elizabeth Bullitt, J.S. Marron. Visualizing the structure of large trees. 405--420.

Emilio Seijo, Bodhisattva Sen. A continuous mapping theorem for the smallest argmax functional. 421--439.

Salim Bouzebda, Issam Elhattab. Uniform-in-bandwidth consistency for kernel-type estimators of Shannon’s entropy. 440--459.

Aba Diop, Aliou Diop, Jean-François Dupuy. Maximum likelihood estimation in the logistic regression model with a cure fraction. 460--483.

Yuri Ingster, Natalia Stepanova. Estimation and detection of functions from anisotropic Sobolev classes. 484--506.

Hamdi Raïssi. Testing linear causality in mean when the number of estimated parameters is high. 507--533.

Matthieu Lerasle, Daniel Y. Takahashi. An oracle approach for interaction neighborhood estimation in random fields. 534--571.

Jeff Goldsmith, Matt P. Wand, Ciprian Crainiceanu. Functional regression via variational Bayes. 572--602.

Robert Davies, Christopher Withers, Saralees Nadarajah. Confidence intervals in a regression with both linear and non-linear terms. 603--618.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-06-27T13:09:36Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Heng Lian. Convergence of functional k-nearest neighbor regression estimate with functional responses. 31--40.

Markus Pauly. Weighted resampling of martingale difference arrays with applications. 41--52.

Marianna Pensky, Theofanis Sapatinas. Multichannel boxcar deconvolution with growing number of channels. 53--82.

Michael J. Malloy, Luke A. Prendergast, Robert G. Staudte. Comparison of methods for fixed effect meta-regression of standardized differences of means. 83--101.

Ismaël Castillo, Eric Cator. Semiparametric shift estimation based on the cumulated periodogram for non-regular functions. 102--126.

Pierre Alquier, Karim Lounici. PAC-Bayesian bounds for sparse regression estimation with exponential weights. 127--145.

R. Dennis Cook, Liliana Forzani. On the mean and variance of the generalized inverse of a singular Wishart matrix. 146--158.

Frédéric Ferraty, Ali Laksaci, Amel Tadj, Philippe Vieu. Kernel regression with functional response. 159--171.

Dominique Fourdrinier, Éric Marchand, Ali Righi, William E. Strawderman. On improved predictive density estimation with parametric constraints. 172--191.

Aad van der Vaart, Jon A. Wellner. A local maximal inequality under uniform entropy. 192--203.

Gérard Biau, Frédéric Chazal, David Cohen-Steiner, Luc Devroye, Carlos Rodríguez. A weighted k -nearest neighbor density estimate for geometric inference. 204--237.

Daqing Wang, Wei-Liem Loh. On fixed-domain asymptotics and covariance tapering in Gaussian random field models. 238--269.

Catia Scricciolo. Posterior rates of convergence for Dirichlet mixtures of exponential power densities. 270--308.

Masao Ueki, Yoshinori Kawasaki. Automatic grouping using smooth-threshold estimating equations. 309--328.

Subhashis Ghosal, Anindya Roy. Identifiability of the proportion of null hypotheses in skew-mixture models for the p-value distribution. 329--341.

Zhengjun Zhang, Yongcheng Qi, Xiwen Ma. Asymptotic independence of correlation coefficients with application to testing hypothesis of independence. 342--372.

Haralambie Leahu. On the Bernstein-von Mises phenomenon in the Gaussian white noise model. 373--404.

Burcu Aydın, Gábor Pataki, Haonan Wang, Alim Ladha, Elizabeth Bullitt, J.S. Marron. Visualizing the structure of large trees. 405--420.

Emilio Seijo, Bodhisattva Sen. A continuous mapping theorem for the smallest argmax functional. 421--439.

Salim Bouzebda, Issam Elhattab. Uniform-in-bandwidth consistency for kernel-type estimators of Shannon’s entropy. 440--459.

Aba Diop, Aliou Diop, Jean-François Dupuy. Maximum likelihood estimation in the logistic regression model with a cure fraction. 460--483.

Yuri Ingster, Natalia Stepanova. Estimation and detection of functions from anisotropic Sobolev classes. 484--506.

Hamdi Raïssi. Testing linear causality in mean when the number of estimated parameters is high. 507--533.

Matthieu Lerasle, Daniel Y. Takahashi. An oracle approach for interaction neighborhood estimation in random fields. 534--571.

Jeff Goldsmith, Matt P. Wand, Ciprian Crainiceanu. Functional regression via variational Bayes. 572--602.

Robert Davies, Christopher Withers, Saralees Nadarajah. Confidence intervals in a regression with both linear and non-linear terms. 603--618.

Lie Wang, Lawrence D. Brown, T. Tony Cai. A difference based approach to the semiparametric partial linear model. 619--641.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-07-25T13:29:01Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Heng Lian. Convergence of functional k-nearest neighbor regression estimate with functional responses. 31--40.

Markus Pauly. Weighted resampling of martingale difference arrays with applications. 41--52.

Marianna Pensky, Theofanis Sapatinas. Multichannel boxcar deconvolution with growing number of channels. 53--82.

Michael J. Malloy, Luke A. Prendergast, Robert G. Staudte. Comparison of methods for fixed effect meta-regression of standardized differences of means. 83--101.

Ismaël Castillo, Eric Cator. Semiparametric shift estimation based on the cumulated periodogram for non-regular functions. 102--126.

Pierre Alquier, Karim Lounici. PAC-Bayesian bounds for sparse regression estimation with exponential weights. 127--145.

R. Dennis Cook, Liliana Forzani. On the mean and variance of the generalized inverse of a singular Wishart matrix. 146--158.

Frédéric Ferraty, Ali Laksaci, Amel Tadj, Philippe Vieu. Kernel regression with functional response. 159--171.

Dominique Fourdrinier, Éric Marchand, Ali Righi, William E. Strawderman. On improved predictive density estimation with parametric constraints. 172--191.

Aad van der Vaart, Jon A. Wellner. A local maximal inequality under uniform entropy. 192--203.

Gérard Biau, Frédéric Chazal, David Cohen-Steiner, Luc Devroye, Carlos Rodríguez. A weighted k -nearest neighbor density estimate for geometric inference. 204--237.

Daqing Wang, Wei-Liem Loh. On fixed-domain asymptotics and covariance tapering in Gaussian random field models. 238--269.

Catia Scricciolo. Posterior rates of convergence for Dirichlet mixtures of exponential power densities. 270--308.

Masao Ueki, Yoshinori Kawasaki. Automatic grouping using smooth-threshold estimating equations. 309--328.

Subhashis Ghosal, Anindya Roy. Identifiability of the proportion of null hypotheses in skew-mixture models for the p-value distribution. 329--341.

Zhengjun Zhang, Yongcheng Qi, Xiwen Ma. Asymptotic independence of correlation coefficients with application to testing hypothesis of independence. 342--372.

Haralambie Leahu. On the Bernstein-von Mises phenomenon in the Gaussian white noise model. 373--404.

Burcu Aydın, Gábor Pataki, Haonan Wang, Alim Ladha, Elizabeth Bullitt, J.S. Marron. Visualizing the structure of large trees. 405--420.

Emilio Seijo, Bodhisattva Sen. A continuous mapping theorem for the smallest argmax functional. 421--439.

Salim Bouzebda, Issam Elhattab. Uniform-in-bandwidth consistency for kernel-type estimators of Shannon’s entropy. 440--459.

Aba Diop, Aliou Diop, Jean-François Dupuy. Maximum likelihood estimation in the logistic regression model with a cure fraction. 460--483.

Yuri Ingster, Natalia Stepanova. Estimation and detection of functions from anisotropic Sobolev classes. 484--506.

Hamdi Raïssi. Testing linear causality in mean when the number of estimated parameters is high. 507--533.

Matthieu Lerasle, Daniel Y. Takahashi. An oracle approach for interaction neighborhood estimation in random fields. 534--571.

Jeff Goldsmith, Matt P. Wand, Ciprian Crainiceanu. Functional regression via variational Bayes. 572--602.

Robert Davies, Christopher Withers, Saralees Nadarajah. Confidence intervals in a regression with both linear and non-linear terms. 603--618.

Lie Wang, Lawrence D. Brown, T. Tony Cai. A difference based approach to the semiparametric partial linear model. 619--641.

Justin S. Dyer, Art B. Owen. Visualizing bivariate long-tailed data. 642--668.

Pascal Massart, Caroline Meynet. The Lasso as an ℓ 1 -ball model selection procedure. 669--687.

Sara van de Geer, Peter Bühlmann, Shuheng Zhou. The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso). 688--749.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-08-08T15:56:39Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Heng Lian. Convergence of functional k-nearest neighbor regression estimate with functional responses. 31--40.

Markus Pauly. Weighted resampling of martingale difference arrays with applications. 41--52.

Marianna Pensky, Theofanis Sapatinas. Multichannel boxcar deconvolution with growing number of channels. 53--82.

Michael J. Malloy, Luke A. Prendergast, Robert G. Staudte. Comparison of methods for fixed effect meta-regression of standardized differences of means. 83--101.

Ismaël Castillo, Eric Cator. Semiparametric shift estimation based on the cumulated periodogram for non-regular functions. 102--126.

Pierre Alquier, Karim Lounici. PAC-Bayesian bounds for sparse regression estimation with exponential weights. 127--145.

R. Dennis Cook, Liliana Forzani. On the mean and variance of the generalized inverse of a singular Wishart matrix. 146--158.

Frédéric Ferraty, Ali Laksaci, Amel Tadj, Philippe Vieu. Kernel regression with functional response. 159--171.

Dominique Fourdrinier, Éric Marchand, Ali Righi, William E. Strawderman. On improved predictive density estimation with parametric constraints. 172--191.

Aad van der Vaart, Jon A. Wellner. A local maximal inequality under uniform entropy. 192--203.

Gérard Biau, Frédéric Chazal, David Cohen-Steiner, Luc Devroye, Carlos Rodríguez. A weighted k -nearest neighbor density estimate for geometric inference. 204--237.

Daqing Wang, Wei-Liem Loh. On fixed-domain asymptotics and covariance tapering in Gaussian random field models. 238--269.

Catia Scricciolo. Posterior rates of convergence for Dirichlet mixtures of exponential power densities. 270--308.

Masao Ueki, Yoshinori Kawasaki. Automatic grouping using smooth-threshold estimating equations. 309--328.

Subhashis Ghosal, Anindya Roy. Identifiability of the proportion of null hypotheses in skew-mixture models for the p-value distribution. 329--341.

Zhengjun Zhang, Yongcheng Qi, Xiwen Ma. Asymptotic independence of correlation coefficients with application to testing hypothesis of independence. 342--372.

Haralambie Leahu. On the Bernstein-von Mises phenomenon in the Gaussian white noise model. 373--404.

Burcu Aydın, Gábor Pataki, Haonan Wang, Alim Ladha, Elizabeth Bullitt, J.S. Marron. Visualizing the structure of large trees. 405--420.

Emilio Seijo, Bodhisattva Sen. A continuous mapping theorem for the smallest argmax functional. 421--439.

Salim Bouzebda, Issam Elhattab. Uniform-in-bandwidth consistency for kernel-type estimators of Shannon’s entropy. 440--459.

Aba Diop, Aliou Diop, Jean-François Dupuy. Maximum likelihood estimation in the logistic regression model with a cure fraction. 460--483.

Yuri Ingster, Natalia Stepanova. Estimation and detection of functions from anisotropic Sobolev classes. 484--506.

Hamdi Raïssi. Testing linear causality in mean when the number of estimated parameters is high. 507--533.

Matthieu Lerasle, Daniel Y. Takahashi. An oracle approach for interaction neighborhood estimation in random fields. 534--571.

Jeff Goldsmith, Matt P. Wand, Ciprian Crainiceanu. Functional regression via variational Bayes. 572--602.

Robert Davies, Christopher Withers, Saralees Nadarajah. Confidence intervals in a regression with both linear and non-linear terms. 603--618.

Lie Wang, Lawrence D. Brown, T. Tony Cai. A difference based approach to the semiparametric partial linear model. 619--641.

Justin S. Dyer, Art B. Owen. Visualizing bivariate long-tailed data. 642--668.

Pascal Massart, Caroline Meynet. The Lasso as an ℓ 1 -ball model selection procedure. 669--687.

Sara van de Geer, Peter Bühlmann, Shuheng Zhou. The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso). 688--749.

Pierre Alquier, Paul Doukhan. Sparsity considerations for dependent variables. 750--774.

Christophe Giraud. Low rank multivariate regression. 775--799.

Dawn B. Woodard, David S. Matteson, Shane G. Henderson. Stationarity of generalized autoregressive moving average models. 800--828.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-08-09T16:17:46Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Heng Lian. Convergence of functional k-nearest neighbor regression estimate with functional responses. 31--40.

Markus Pauly. Weighted resampling of martingale difference arrays with applications. 41--52.

Marianna Pensky, Theofanis Sapatinas. Multichannel boxcar deconvolution with growing number of channels. 53--82.

Michael J. Malloy, Luke A. Prendergast, Robert G. Staudte. Comparison of methods for fixed effect meta-regression of standardized differences of means. 83--101.

Ismaël Castillo, Eric Cator. Semiparametric shift estimation based on the cumulated periodogram for non-regular functions. 102--126.

Pierre Alquier, Karim Lounici. PAC-Bayesian bounds for sparse regression estimation with exponential weights. 127--145.

R. Dennis Cook, Liliana Forzani. On the mean and variance of the generalized inverse of a singular Wishart matrix. 146--158.

Frédéric Ferraty, Ali Laksaci, Amel Tadj, Philippe Vieu. Kernel regression with functional response. 159--171.

Dominique Fourdrinier, Éric Marchand, Ali Righi, William E. Strawderman. On improved predictive density estimation with parametric constraints. 172--191.

Aad van der Vaart, Jon A. Wellner. A local maximal inequality under uniform entropy. 192--203.

Gérard Biau, Frédéric Chazal, David Cohen-Steiner, Luc Devroye, Carlos Rodríguez. A weighted k -nearest neighbor density estimate for geometric inference. 204--237.

Daqing Wang, Wei-Liem Loh. On fixed-domain asymptotics and covariance tapering in Gaussian random field models. 238--269.

Catia Scricciolo. Posterior rates of convergence for Dirichlet mixtures of exponential power densities. 270--308.

Masao Ueki, Yoshinori Kawasaki. Automatic grouping using smooth-threshold estimating equations. 309--328.

Subhashis Ghosal, Anindya Roy. Identifiability of the proportion of null hypotheses in skew-mixture models for the p-value distribution. 329--341.

Zhengjun Zhang, Yongcheng Qi, Xiwen Ma. Asymptotic independence of correlation coefficients with application to testing hypothesis of independence. 342--372.

Haralambie Leahu. On the Bernstein-von Mises phenomenon in the Gaussian white noise model. 373--404.

Burcu Aydın, Gábor Pataki, Haonan Wang, Alim Ladha, Elizabeth Bullitt, J.S. Marron. Visualizing the structure of large trees. 405--420.

Emilio Seijo, Bodhisattva Sen. A continuous mapping theorem for the smallest argmax functional. 421--439.

Salim Bouzebda, Issam Elhattab. Uniform-in-bandwidth consistency for kernel-type estimators of Shannon’s entropy. 440--459.

Aba Diop, Aliou Diop, Jean-François Dupuy. Maximum likelihood estimation in the logistic regression model with a cure fraction. 460--483.

Yuri Ingster, Natalia Stepanova. Estimation and detection of functions from anisotropic Sobolev classes. 484--506.

Hamdi Raïssi. Testing linear causality in mean when the number of estimated parameters is high. 507--533.

Matthieu Lerasle, Daniel Y. Takahashi. An oracle approach for interaction neighborhood estimation in random fields. 534--571.

Jeff Goldsmith, Matt P. Wand, Ciprian Crainiceanu. Functional regression via variational Bayes. 572--602.

Robert Davies, Christopher Withers, Saralees Nadarajah. Confidence intervals in a regression with both linear and non-linear terms. 603--618.

Lie Wang, Lawrence D. Brown, T. Tony Cai. A difference based approach to the semiparametric partial linear model. 619--641.

Justin S. Dyer, Art B. Owen. Visualizing bivariate long-tailed data. 642--668.

Pascal Massart, Caroline Meynet. The Lasso as an ℓ 1 -ball model selection procedure. 669--687.

Sara van de Geer, Peter Bühlmann, Shuheng Zhou. The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso). 688--749.

Pierre Alquier, Paul Doukhan. Sparsity considerations for dependent variables. 750--774.

Christophe Giraud. Low rank multivariate regression. 775--799.

Dawn B. Woodard, David S. Matteson, Shane G. Henderson. Stationarity of generalized autoregressive moving average models. 800--828.

Florent Autin, Jean-Marc Freyermuth, Rainer von Sachs. Ideal denoising within a family of tree-structured wavelet estimators. 829--855.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-08-22T13:03:19Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Heng Lian. Convergence of functional k-nearest neighbor regression estimate with functional responses. 31--40.

Markus Pauly. Weighted resampling of martingale difference arrays with applications. 41--52.

Marianna Pensky, Theofanis Sapatinas. Multichannel boxcar deconvolution with growing number of channels. 53--82.

Michael J. Malloy, Luke A. Prendergast, Robert G. Staudte. Comparison of methods for fixed effect meta-regression of standardized differences of means. 83--101.

Ismaël Castillo, Eric Cator. Semiparametric shift estimation based on the cumulated periodogram for non-regular functions. 102--126.

Pierre Alquier, Karim Lounici. PAC-Bayesian bounds for sparse regression estimation with exponential weights. 127--145.

R. Dennis Cook, Liliana Forzani. On the mean and variance of the generalized inverse of a singular Wishart matrix. 146--158.

Frédéric Ferraty, Ali Laksaci, Amel Tadj, Philippe Vieu. Kernel regression with functional response. 159--171.

Dominique Fourdrinier, Éric Marchand, Ali Righi, William E. Strawderman. On improved predictive density estimation with parametric constraints. 172--191.

Aad van der Vaart, Jon A. Wellner. A local maximal inequality under uniform entropy. 192--203.

Gérard Biau, Frédéric Chazal, David Cohen-Steiner, Luc Devroye, Carlos Rodríguez. A weighted k -nearest neighbor density estimate for geometric inference. 204--237.

Daqing Wang, Wei-Liem Loh. On fixed-domain asymptotics and covariance tapering in Gaussian random field models. 238--269.

Catia Scricciolo. Posterior rates of convergence for Dirichlet mixtures of exponential power densities. 270--308.

Masao Ueki, Yoshinori Kawasaki. Automatic grouping using smooth-threshold estimating equations. 309--328.

Subhashis Ghosal, Anindya Roy. Identifiability of the proportion of null hypotheses in skew-mixture models for the p-value distribution. 329--341.

Zhengjun Zhang, Yongcheng Qi, Xiwen Ma. Asymptotic independence of correlation coefficients with application to testing hypothesis of independence. 342--372.

Haralambie Leahu. On the Bernstein-von Mises phenomenon in the Gaussian white noise model. 373--404.

Burcu Aydın, Gábor Pataki, Haonan Wang, Alim Ladha, Elizabeth Bullitt, J.S. Marron. Visualizing the structure of large trees. 405--420.

Emilio Seijo, Bodhisattva Sen. A continuous mapping theorem for the smallest argmax functional. 421--439.

Salim Bouzebda, Issam Elhattab. Uniform-in-bandwidth consistency for kernel-type estimators of Shannon’s entropy. 440--459.

Aba Diop, Aliou Diop, Jean-François Dupuy. Maximum likelihood estimation in the logistic regression model with a cure fraction. 460--483.

Yuri Ingster, Natalia Stepanova. Estimation and detection of functions from anisotropic Sobolev classes. 484--506.

Hamdi Raïssi. Testing linear causality in mean when the number of estimated parameters is high. 507--533.

Matthieu Lerasle, Daniel Y. Takahashi. An oracle approach for interaction neighborhood estimation in random fields. 534--571.

Jeff Goldsmith, Matt P. Wand, Ciprian Crainiceanu. Functional regression via variational Bayes. 572--602.

Robert Davies, Christopher Withers, Saralees Nadarajah. Confidence intervals in a regression with both linear and non-linear terms. 603--618.

Lie Wang, Lawrence D. Brown, T. Tony Cai. A difference based approach to the semiparametric partial linear model. 619--641.

Justin S. Dyer, Art B. Owen. Visualizing bivariate long-tailed data. 642--668.

Pascal Massart, Caroline Meynet. The Lasso as an ℓ 1 -ball model selection procedure. 669--687.

Sara van de Geer, Peter Bühlmann, Shuheng Zhou. The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso). 688--749.

Pierre Alquier, Paul Doukhan. Sparsity considerations for dependent variables. 750--774.

Christophe Giraud. Low rank multivariate regression. 775--799.

Dawn B. Woodard, David S. Matteson, Shane G. Henderson. Stationarity of generalized autoregressive moving average models. 800--828.

Florent Autin, Jean-Marc Freyermuth, Rainer von Sachs. Ideal denoising within a family of tree-structured wavelet estimators. 829--855.

Rafał Kulik, Cornelia Wichelhaus. Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors. 856--898.

Amber Tomas, Krista J. Gile. The effect of differential recruitment, non-response and non-recruitment on estimators for respondent-driven sampling. 899--934.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-09-15T13:22:05Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Heng Lian. Convergence of functional k-nearest neighbor regression estimate with functional responses. 31--40.

Markus Pauly. Weighted resampling of martingale difference arrays with applications. 41--52.

Marianna Pensky, Theofanis Sapatinas. Multichannel boxcar deconvolution with growing number of channels. 53--82.

Michael J. Malloy, Luke A. Prendergast, Robert G. Staudte. Comparison of methods for fixed effect meta-regression of standardized differences of means. 83--101.

Ismaël Castillo, Eric Cator. Semiparametric shift estimation based on the cumulated periodogram for non-regular functions. 102--126.

Pierre Alquier, Karim Lounici. PAC-Bayesian bounds for sparse regression estimation with exponential weights. 127--145.

R. Dennis Cook, Liliana Forzani. On the mean and variance of the generalized inverse of a singular Wishart matrix. 146--158.

Frédéric Ferraty, Ali Laksaci, Amel Tadj, Philippe Vieu. Kernel regression with functional response. 159--171.

Dominique Fourdrinier, Éric Marchand, Ali Righi, William E. Strawderman. On improved predictive density estimation with parametric constraints. 172--191.

Aad van der Vaart, Jon A. Wellner. A local maximal inequality under uniform entropy. 192--203.

Gérard Biau, Frédéric Chazal, David Cohen-Steiner, Luc Devroye, Carlos Rodríguez. A weighted k -nearest neighbor density estimate for geometric inference. 204--237.

Daqing Wang, Wei-Liem Loh. On fixed-domain asymptotics and covariance tapering in Gaussian random field models. 238--269.

Catia Scricciolo. Posterior rates of convergence for Dirichlet mixtures of exponential power densities. 270--308.

Masao Ueki, Yoshinori Kawasaki. Automatic grouping using smooth-threshold estimating equations. 309--328.

Subhashis Ghosal, Anindya Roy. Identifiability of the proportion of null hypotheses in skew-mixture models for the p-value distribution. 329--341.

Zhengjun Zhang, Yongcheng Qi, Xiwen Ma. Asymptotic independence of correlation coefficients with application to testing hypothesis of independence. 342--372.

Haralambie Leahu. On the Bernstein-von Mises phenomenon in the Gaussian white noise model. 373--404.

Burcu Aydın, Gábor Pataki, Haonan Wang, Alim Ladha, Elizabeth Bullitt, J.S. Marron. Visualizing the structure of large trees. 405--420.

Emilio Seijo, Bodhisattva Sen. A continuous mapping theorem for the smallest argmax functional. 421--439.

Salim Bouzebda, Issam Elhattab. Uniform-in-bandwidth consistency for kernel-type estimators of Shannon’s entropy. 440--459.

Aba Diop, Aliou Diop, Jean-François Dupuy. Maximum likelihood estimation in the logistic regression model with a cure fraction. 460--483.

Yuri Ingster, Natalia Stepanova. Estimation and detection of functions from anisotropic Sobolev classes. 484--506.

Hamdi Raïssi. Testing linear causality in mean when the number of estimated parameters is high. 507--533.

Matthieu Lerasle, Daniel Y. Takahashi. An oracle approach for interaction neighborhood estimation in random fields. 534--571.

Jeff Goldsmith, Matt P. Wand, Ciprian Crainiceanu. Functional regression via variational Bayes. 572--602.

Robert Davies, Christopher Withers, Saralees Nadarajah. Confidence intervals in a regression with both linear and non-linear terms. 603--618.

Lie Wang, Lawrence D. Brown, T. Tony Cai. A difference based approach to the semiparametric partial linear model. 619--641.

Justin S. Dyer, Art B. Owen. Visualizing bivariate long-tailed data. 642--668.

Pascal Massart, Caroline Meynet. The Lasso as an ℓ 1 -ball model selection procedure. 669--687.

Sara van de Geer, Peter Bühlmann, Shuheng Zhou. The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso). 688--749.

Pierre Alquier, Paul Doukhan. Sparsity considerations for dependent variables. 750--774.

Christophe Giraud. Low rank multivariate regression. 775--799.

Dawn B. Woodard, David S. Matteson, Shane G. Henderson. Stationarity of generalized autoregressive moving average models. 800--828.

Florent Autin, Jean-Marc Freyermuth, Rainer von Sachs. Ideal denoising within a family of tree-structured wavelet estimators. 829--855.

Rafał Kulik, Cornelia Wichelhaus. Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors. 856--898.

Amber Tomas, Krista J. Gile. The effect of differential recruitment, non-response and non-recruitment on estimators for respondent-driven sampling. 899--934.

Pradeep Ravikumar, Martin J. Wainwright, Garvesh Raskutti, Bin Yu. High-dimensional covariance estimation by minimizing ℓ 1 -penalized log-determinant divergence. 935--980.

Abel Rodríguez, Alex Lenkoski, Adrian Dobra. Sparse covariance estimation in heterogeneous samples. 981--1014.

Sophie Lambert-Lacroix, Laurent Zwald. Robust regression through the Huber’s criterion and adaptive lasso penalty. 1015--1053.

Jérémie Bigot, Benjamin Charlier. On the consistency of Fréchet means in deformable models for curve and image analysis. 1054--1089.

Jimmy Olsson, Jonas Ströjby. Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators. 1090--1122.

Michael McCoy, Joel A. Tropp. Two proposals for robust PCA using semidefinite programming. 1123--1160.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-10-06T13:17:31Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Heng Lian. Convergence of functional k-nearest neighbor regression estimate with functional responses. 31--40.

Markus Pauly. Weighted resampling of martingale difference arrays with applications. 41--52.

Marianna Pensky, Theofanis Sapatinas. Multichannel boxcar deconvolution with growing number of channels. 53--82.

Michael J. Malloy, Luke A. Prendergast, Robert G. Staudte. Comparison of methods for fixed effect meta-regression of standardized differences of means. 83--101.

Ismaël Castillo, Eric Cator. Semiparametric shift estimation based on the cumulated periodogram for non-regular functions. 102--126.

Pierre Alquier, Karim Lounici. PAC-Bayesian bounds for sparse regression estimation with exponential weights. 127--145.

R. Dennis Cook, Liliana Forzani. On the mean and variance of the generalized inverse of a singular Wishart matrix. 146--158.

Frédéric Ferraty, Ali Laksaci, Amel Tadj, Philippe Vieu. Kernel regression with functional response. 159--171.

Dominique Fourdrinier, Éric Marchand, Ali Righi, William E. Strawderman. On improved predictive density estimation with parametric constraints. 172--191.

Aad van der Vaart, Jon A. Wellner. A local maximal inequality under uniform entropy. 192--203.

Gérard Biau, Frédéric Chazal, David Cohen-Steiner, Luc Devroye, Carlos Rodríguez. A weighted k -nearest neighbor density estimate for geometric inference. 204--237.

Daqing Wang, Wei-Liem Loh. On fixed-domain asymptotics and covariance tapering in Gaussian random field models. 238--269.

Catia Scricciolo. Posterior rates of convergence for Dirichlet mixtures of exponential power densities. 270--308.

Masao Ueki, Yoshinori Kawasaki. Automatic grouping using smooth-threshold estimating equations. 309--328.

Subhashis Ghosal, Anindya Roy. Identifiability of the proportion of null hypotheses in skew-mixture models for the p-value distribution. 329--341.

Zhengjun Zhang, Yongcheng Qi, Xiwen Ma. Asymptotic independence of correlation coefficients with application to testing hypothesis of independence. 342--372.

Haralambie Leahu. On the Bernstein-von Mises phenomenon in the Gaussian white noise model. 373--404.

Burcu Aydın, Gábor Pataki, Haonan Wang, Alim Ladha, Elizabeth Bullitt, J.S. Marron. Visualizing the structure of large trees. 405--420.

Emilio Seijo, Bodhisattva Sen. A continuous mapping theorem for the smallest argmax functional. 421--439.

Salim Bouzebda, Issam Elhattab. Uniform-in-bandwidth consistency for kernel-type estimators of Shannon’s entropy. 440--459.

Aba Diop, Aliou Diop, Jean-François Dupuy. Maximum likelihood estimation in the logistic regression model with a cure fraction. 460--483.

Yuri Ingster, Natalia Stepanova. Estimation and detection of functions from anisotropic Sobolev classes. 484--506.

Hamdi Raïssi. Testing linear causality in mean when the number of estimated parameters is high. 507--533.

Matthieu Lerasle, Daniel Y. Takahashi. An oracle approach for interaction neighborhood estimation in random fields. 534--571.

Jeff Goldsmith, Matt P. Wand, Ciprian Crainiceanu. Functional regression via variational Bayes. 572--602.

Robert Davies, Christopher Withers, Saralees Nadarajah. Confidence intervals in a regression with both linear and non-linear terms. 603--618.

Lie Wang, Lawrence D. Brown, T. Tony Cai. A difference based approach to the semiparametric partial linear model. 619--641.

Justin S. Dyer, Art B. Owen. Visualizing bivariate long-tailed data. 642--668.

Pascal Massart, Caroline Meynet. The Lasso as an ℓ 1 -ball model selection procedure. 669--687.

Sara van de Geer, Peter Bühlmann, Shuheng Zhou. The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso). 688--749.

Pierre Alquier, Paul Doukhan. Sparsity considerations for dependent variables. 750--774.

Christophe Giraud. Low rank multivariate regression. 775--799.

Dawn B. Woodard, David S. Matteson, Shane G. Henderson. Stationarity of generalized autoregressive moving average models. 800--828.

Florent Autin, Jean-Marc Freyermuth, Rainer von Sachs. Ideal denoising within a family of tree-structured wavelet estimators. 829--855.

Rafał Kulik, Cornelia Wichelhaus. Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors. 856--898.

Amber Tomas, Krista J. Gile. The effect of differential recruitment, non-response and non-recruitment on estimators for respondent-driven sampling. 899--934.

Pradeep Ravikumar, Martin J. Wainwright, Garvesh Raskutti, Bin Yu. High-dimensional covariance estimation by minimizing ℓ 1 -penalized log-determinant divergence. 935--980.

Abel Rodríguez, Alex Lenkoski, Adrian Dobra. Sparse covariance estimation in heterogeneous samples. 981--1014.

Sophie Lambert-Lacroix, Laurent Zwald. Robust regression through the Huber’s criterion and adaptive lasso penalty. 1015--1053.

Jérémie Bigot, Benjamin Charlier. On the consistency of Fréchet means in deformable models for curve and image analysis. 1054--1089.

Jimmy Olsson, Jonas Ströjby. Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators. 1090--1122.

Michael McCoy, Joel A. Tropp. Two proposals for robust PCA using semidefinite programming. 1123--1160.

Olga Klopp. Rank penalized estimators for high-dimensional matrices. 1161--1183.

Mohamed Hebiri, Sara van de Geer. The Smooth-Lasso and other ℓ 1 + ℓ 2 -penalized methods. 1184--1226.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-10-19T12:50:27Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Heng Lian. Convergence of functional k-nearest neighbor regression estimate with functional responses. 31--40.

Markus Pauly. Weighted resampling of martingale difference arrays with applications. 41--52.

Marianna Pensky, Theofanis Sapatinas. Multichannel boxcar deconvolution with growing number of channels. 53--82.

Michael J. Malloy, Luke A. Prendergast, Robert G. Staudte. Comparison of methods for fixed effect meta-regression of standardized differences of means. 83--101.

Ismaël Castillo, Eric Cator. Semiparametric shift estimation based on the cumulated periodogram for non-regular functions. 102--126.

Pierre Alquier, Karim Lounici. PAC-Bayesian bounds for sparse regression estimation with exponential weights. 127--145.

R. Dennis Cook, Liliana Forzani. On the mean and variance of the generalized inverse of a singular Wishart matrix. 146--158.

Frédéric Ferraty, Ali Laksaci, Amel Tadj, Philippe Vieu. Kernel regression with functional response. 159--171.

Dominique Fourdrinier, Éric Marchand, Ali Righi, William E. Strawderman. On improved predictive density estimation with parametric constraints. 172--191.

Aad van der Vaart, Jon A. Wellner. A local maximal inequality under uniform entropy. 192--203.

Gérard Biau, Frédéric Chazal, David Cohen-Steiner, Luc Devroye, Carlos Rodríguez. A weighted k -nearest neighbor density estimate for geometric inference. 204--237.

Daqing Wang, Wei-Liem Loh. On fixed-domain asymptotics and covariance tapering in Gaussian random field models. 238--269.

Catia Scricciolo. Posterior rates of convergence for Dirichlet mixtures of exponential power densities. 270--308.

Masao Ueki, Yoshinori Kawasaki. Automatic grouping using smooth-threshold estimating equations. 309--328.

Subhashis Ghosal, Anindya Roy. Identifiability of the proportion of null hypotheses in skew-mixture models for the p-value distribution. 329--341.

Zhengjun Zhang, Yongcheng Qi, Xiwen Ma. Asymptotic independence of correlation coefficients with application to testing hypothesis of independence. 342--372.

Haralambie Leahu. On the Bernstein-von Mises phenomenon in the Gaussian white noise model. 373--404.

Burcu Aydın, Gábor Pataki, Haonan Wang, Alim Ladha, Elizabeth Bullitt, J.S. Marron. Visualizing the structure of large trees. 405--420.

Emilio Seijo, Bodhisattva Sen. A continuous mapping theorem for the smallest argmax functional. 421--439.

Salim Bouzebda, Issam Elhattab. Uniform-in-bandwidth consistency for kernel-type estimators of Shannon’s entropy. 440--459.

Aba Diop, Aliou Diop, Jean-François Dupuy. Maximum likelihood estimation in the logistic regression model with a cure fraction. 460--483.

Yuri Ingster, Natalia Stepanova. Estimation and detection of functions from anisotropic Sobolev classes. 484--506.

Hamdi Raïssi. Testing linear causality in mean when the number of estimated parameters is high. 507--533.

Matthieu Lerasle, Daniel Y. Takahashi. An oracle approach for interaction neighborhood estimation in random fields. 534--571.

Jeff Goldsmith, Matt P. Wand, Ciprian Crainiceanu. Functional regression via variational Bayes. 572--602.

Robert Davies, Christopher Withers, Saralees Nadarajah. Confidence intervals in a regression with both linear and non-linear terms. 603--618.

Lie Wang, Lawrence D. Brown, T. Tony Cai. A difference based approach to the semiparametric partial linear model. 619--641.

Justin S. Dyer, Art B. Owen. Visualizing bivariate long-tailed data. 642--668.

Pascal Massart, Caroline Meynet. The Lasso as an ℓ 1 -ball model selection procedure. 669--687.

Sara van de Geer, Peter Bühlmann, Shuheng Zhou. The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso). 688--749.

Pierre Alquier, Paul Doukhan. Sparsity considerations for dependent variables. 750--774.

Christophe Giraud. Low rank multivariate regression. 775--799.

Dawn B. Woodard, David S. Matteson, Shane G. Henderson. Stationarity of generalized autoregressive moving average models. 800--828.

Florent Autin, Jean-Marc Freyermuth, Rainer von Sachs. Ideal denoising within a family of tree-structured wavelet estimators. 829--855.

Rafał Kulik, Cornelia Wichelhaus. Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors. 856--898.

Amber Tomas, Krista J. Gile. The effect of differential recruitment, non-response and non-recruitment on estimators for respondent-driven sampling. 899--934.

Pradeep Ravikumar, Martin J. Wainwright, Garvesh Raskutti, Bin Yu. High-dimensional covariance estimation by minimizing ℓ 1 -penalized log-determinant divergence. 935--980.

Abel Rodríguez, Alex Lenkoski, Adrian Dobra. Sparse covariance estimation in heterogeneous samples. 981--1014.

Sophie Lambert-Lacroix, Laurent Zwald. Robust regression through the Huber’s criterion and adaptive lasso penalty. 1015--1053.

Jérémie Bigot, Benjamin Charlier. On the consistency of Fréchet means in deformable models for curve and image analysis. 1054--1089.

Jimmy Olsson, Jonas Ströjby. Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators. 1090--1122.

Michael McCoy, Joel A. Tropp. Two proposals for robust PCA using semidefinite programming. 1123--1160.

Olga Klopp. Rank penalized estimators for high-dimensional matrices. 1161--1183.

Mohamed Hebiri, Sara van de Geer. The Smooth-Lasso and other ℓ 1 + ℓ 2 -penalized methods. 1184--1226.

Curtis B. Storlie, Jan Hannig, Thomas C.M. Lee. Statistical consistency of the data association problem in multiple target tracking. 1227--1275.

Piotr Zwiernik, Jim Q. Smith. Implicit inequality constraints in a binary tree model. 1276--1312.

Benoîte de Saporta, Anne Gégout-Petit, Laurence Marsalle. Parameters estimation for asymmetric bifurcating autoregressive processes with missing data. 1313--1353.

Peter Orbanz. Projective limit random probabilities on Polish spaces. 1354--1373.

Hoang-Long Ngo, Shigeyoshi Ogawa. On the discrete approximation of occupation time of diffusion processes. 1374--1393.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-11-04T14:30:41Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Heng Lian. Convergence of functional k-nearest neighbor regression estimate with functional responses. 31--40.

Markus Pauly. Weighted resampling of martingale difference arrays with applications. 41--52.

Marianna Pensky, Theofanis Sapatinas. Multichannel boxcar deconvolution with growing number of channels. 53--82.

Michael J. Malloy, Luke A. Prendergast, Robert G. Staudte. Comparison of methods for fixed effect meta-regression of standardized differences of means. 83--101.

Ismaël Castillo, Eric Cator. Semiparametric shift estimation based on the cumulated periodogram for non-regular functions. 102--126.

Pierre Alquier, Karim Lounici. PAC-Bayesian bounds for sparse regression estimation with exponential weights. 127--145.

R. Dennis Cook, Liliana Forzani. On the mean and variance of the generalized inverse of a singular Wishart matrix. 146--158.

Frédéric Ferraty, Ali Laksaci, Amel Tadj, Philippe Vieu. Kernel regression with functional response. 159--171.

Dominique Fourdrinier, Éric Marchand, Ali Righi, William E. Strawderman. On improved predictive density estimation with parametric constraints. 172--191.

Aad van der Vaart, Jon A. Wellner. A local maximal inequality under uniform entropy. 192--203.

Gérard Biau, Frédéric Chazal, David Cohen-Steiner, Luc Devroye, Carlos Rodríguez. A weighted k -nearest neighbor density estimate for geometric inference. 204--237.

Daqing Wang, Wei-Liem Loh. On fixed-domain asymptotics and covariance tapering in Gaussian random field models. 238--269.

Catia Scricciolo. Posterior rates of convergence for Dirichlet mixtures of exponential power densities. 270--308.

Masao Ueki, Yoshinori Kawasaki. Automatic grouping using smooth-threshold estimating equations. 309--328.

Subhashis Ghosal, Anindya Roy. Identifiability of the proportion of null hypotheses in skew-mixture models for the p-value distribution. 329--341.

Zhengjun Zhang, Yongcheng Qi, Xiwen Ma. Asymptotic independence of correlation coefficients with application to testing hypothesis of independence. 342--372.

Haralambie Leahu. On the Bernstein-von Mises phenomenon in the Gaussian white noise model. 373--404.

Burcu Aydın, Gábor Pataki, Haonan Wang, Alim Ladha, Elizabeth Bullitt, J.S. Marron. Visualizing the structure of large trees. 405--420.

Emilio Seijo, Bodhisattva Sen. A continuous mapping theorem for the smallest argmax functional. 421--439.

Salim Bouzebda, Issam Elhattab. Uniform-in-bandwidth consistency for kernel-type estimators of Shannon’s entropy. 440--459.

Aba Diop, Aliou Diop, Jean-François Dupuy. Maximum likelihood estimation in the logistic regression model with a cure fraction. 460--483.

Yuri Ingster, Natalia Stepanova. Estimation and detection of functions from anisotropic Sobolev classes. 484--506.

Hamdi Raïssi. Testing linear causality in mean when the number of estimated parameters is high. 507--533.

Matthieu Lerasle, Daniel Y. Takahashi. An oracle approach for interaction neighborhood estimation in random fields. 534--571.

Jeff Goldsmith, Matt P. Wand, Ciprian Crainiceanu. Functional regression via variational Bayes. 572--602.

Robert Davies, Christopher Withers, Saralees Nadarajah. Confidence intervals in a regression with both linear and non-linear terms. 603--618.

Lie Wang, Lawrence D. Brown, T. Tony Cai. A difference based approach to the semiparametric partial linear model. 619--641.

Justin S. Dyer, Art B. Owen. Visualizing bivariate long-tailed data. 642--668.

Pascal Massart, Caroline Meynet. The Lasso as an ℓ 1 -ball model selection procedure. 669--687.

Sara van de Geer, Peter Bühlmann, Shuheng Zhou. The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso). 688--749.

Pierre Alquier, Paul Doukhan. Sparsity considerations for dependent variables. 750--774.

Christophe Giraud. Low rank multivariate regression. 775--799.

Dawn B. Woodard, David S. Matteson, Shane G. Henderson. Stationarity of generalized autoregressive moving average models. 800--828.

Florent Autin, Jean-Marc Freyermuth, Rainer von Sachs. Ideal denoising within a family of tree-structured wavelet estimators. 829--855.

Rafał Kulik, Cornelia Wichelhaus. Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors. 856--898.

Amber Tomas, Krista J. Gile. The effect of differential recruitment, non-response and non-recruitment on estimators for respondent-driven sampling. 899--934.

Pradeep Ravikumar, Martin J. Wainwright, Garvesh Raskutti, Bin Yu. High-dimensional covariance estimation by minimizing ℓ 1 -penalized log-determinant divergence. 935--980.

Abel Rodríguez, Alex Lenkoski, Adrian Dobra. Sparse covariance estimation in heterogeneous samples. 981--1014.

Sophie Lambert-Lacroix, Laurent Zwald. Robust regression through the Huber’s criterion and adaptive lasso penalty. 1015--1053.

Jérémie Bigot, Benjamin Charlier. On the consistency of Fréchet means in deformable models for curve and image analysis. 1054--1089.

Jimmy Olsson, Jonas Ströjby. Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators. 1090--1122.

Michael McCoy, Joel A. Tropp. Two proposals for robust PCA using semidefinite programming. 1123--1160.

Olga Klopp. Rank penalized estimators for high-dimensional matrices. 1161--1183.

Mohamed Hebiri, Sara van de Geer. The Smooth-Lasso and other ℓ 1 + ℓ 2 -penalized methods. 1184--1226.

Curtis B. Storlie, Jan Hannig, Thomas C.M. Lee. Statistical consistency of the data association problem in multiple target tracking. 1227--1275.

Piotr Zwiernik, Jim Q. Smith. Implicit inequality constraints in a binary tree model. 1276--1312.

Benoîte de Saporta, Anne Gégout-Petit, Laurence Marsalle. Parameters estimation for asymmetric bifurcating autoregressive processes with missing data. 1313--1353.

Peter Orbanz. Projective limit random probabilities on Polish spaces. 1354--1373.

Hoang-Long Ngo, Shigeyoshi Ogawa. On the discrete approximation of occupation time of diffusion processes. 1374--1393.

Claire Caillerie, Frédéric Chazal, Jérôme Dedecker, Bertrand Michel. Deconvolution for the Wasserstein metric and geometric inference. 1394--1423.

Arnab Maity, Tatiyana V. Apanasovich. Estimation via corrected scores in general semiparametric regression models with error-prone covariates. 1424--1449.

Jouni Kerman. Neutral noninformative and informative conjugate beta and gamma prior distributions. 1450--1470.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-11-23T14:11:35Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Heng Lian. Convergence of functional k-nearest neighbor regression estimate with functional responses. 31--40.

Markus Pauly. Weighted resampling of martingale difference arrays with applications. 41--52.

Marianna Pensky, Theofanis Sapatinas. Multichannel boxcar deconvolution with growing number of channels. 53--82.

Michael J. Malloy, Luke A. Prendergast, Robert G. Staudte. Comparison of methods for fixed effect meta-regression of standardized differences of means. 83--101.

Ismaël Castillo, Eric Cator. Semiparametric shift estimation based on the cumulated periodogram for non-regular functions. 102--126.

Pierre Alquier, Karim Lounici. PAC-Bayesian bounds for sparse regression estimation with exponential weights. 127--145.

R. Dennis Cook, Liliana Forzani. On the mean and variance of the generalized inverse of a singular Wishart matrix. 146--158.

Frédéric Ferraty, Ali Laksaci, Amel Tadj, Philippe Vieu. Kernel regression with functional response. 159--171.

Dominique Fourdrinier, Éric Marchand, Ali Righi, William E. Strawderman. On improved predictive density estimation with parametric constraints. 172--191.

Aad van der Vaart, Jon A. Wellner. A local maximal inequality under uniform entropy. 192--203.

Gérard Biau, Frédéric Chazal, David Cohen-Steiner, Luc Devroye, Carlos Rodríguez. A weighted k -nearest neighbor density estimate for geometric inference. 204--237.

Daqing Wang, Wei-Liem Loh. On fixed-domain asymptotics and covariance tapering in Gaussian random field models. 238--269.

Catia Scricciolo. Posterior rates of convergence for Dirichlet mixtures of exponential power densities. 270--308.

Masao Ueki, Yoshinori Kawasaki. Automatic grouping using smooth-threshold estimating equations. 309--328.

Subhashis Ghosal, Anindya Roy. Identifiability of the proportion of null hypotheses in skew-mixture models for the p-value distribution. 329--341.

Zhengjun Zhang, Yongcheng Qi, Xiwen Ma. Asymptotic independence of correlation coefficients with application to testing hypothesis of independence. 342--372.

Haralambie Leahu. On the Bernstein-von Mises phenomenon in the Gaussian white noise model. 373--404.

Burcu Aydın, Gábor Pataki, Haonan Wang, Alim Ladha, Elizabeth Bullitt, J.S. Marron. Visualizing the structure of large trees. 405--420.

Emilio Seijo, Bodhisattva Sen. A continuous mapping theorem for the smallest argmax functional. 421--439.

Salim Bouzebda, Issam Elhattab. Uniform-in-bandwidth consistency for kernel-type estimators of Shannon’s entropy. 440--459.

Aba Diop, Aliou Diop, Jean-François Dupuy. Maximum likelihood estimation in the logistic regression model with a cure fraction. 460--483.

Yuri Ingster, Natalia Stepanova. Estimation and detection of functions from anisotropic Sobolev classes. 484--506.

Hamdi Raïssi. Testing linear causality in mean when the number of estimated parameters is high. 507--533.

Matthieu Lerasle, Daniel Y. Takahashi. An oracle approach for interaction neighborhood estimation in random fields. 534--571.

Jeff Goldsmith, Matt P. Wand, Ciprian Crainiceanu. Functional regression via variational Bayes. 572--602.

Robert Davies, Christopher Withers, Saralees Nadarajah. Confidence intervals in a regression with both linear and non-linear terms. 603--618.

Lie Wang, Lawrence D. Brown, T. Tony Cai. A difference based approach to the semiparametric partial linear model. 619--641.

Justin S. Dyer, Art B. Owen. Visualizing bivariate long-tailed data. 642--668.

Pascal Massart, Caroline Meynet. The Lasso as an ℓ 1 -ball model selection procedure. 669--687.

Sara van de Geer, Peter Bühlmann, Shuheng Zhou. The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso). 688--749.

Pierre Alquier, Paul Doukhan. Sparsity considerations for dependent variables. 750--774.

Christophe Giraud. Low rank multivariate regression. 775--799.

Dawn B. Woodard, David S. Matteson, Shane G. Henderson. Stationarity of generalized autoregressive moving average models. 800--828.

Florent Autin, Jean-Marc Freyermuth, Rainer von Sachs. Ideal denoising within a family of tree-structured wavelet estimators. 829--855.

Rafał Kulik, Cornelia Wichelhaus. Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors. 856--898.

Amber Tomas, Krista J. Gile. The effect of differential recruitment, non-response and non-recruitment on estimators for respondent-driven sampling. 899--934.

Pradeep Ravikumar, Martin J. Wainwright, Garvesh Raskutti, Bin Yu. High-dimensional covariance estimation by minimizing ℓ 1 -penalized log-determinant divergence. 935--980.

Abel Rodríguez, Alex Lenkoski, Adrian Dobra. Sparse covariance estimation in heterogeneous samples. 981--1014.

Sophie Lambert-Lacroix, Laurent Zwald. Robust regression through the Huber’s criterion and adaptive lasso penalty. 1015--1053.

Jérémie Bigot, Benjamin Charlier. On the consistency of Fréchet means in deformable models for curve and image analysis. 1054--1089.

Jimmy Olsson, Jonas Ströjby. Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators. 1090--1122.

Michael McCoy, Joel A. Tropp. Two proposals for robust PCA using semidefinite programming. 1123--1160.

Olga Klopp. Rank penalized estimators for high-dimensional matrices. 1161--1183.

Mohamed Hebiri, Sara van de Geer. The Smooth-Lasso and other ℓ 1 + ℓ 2 -penalized methods. 1184--1226.

Curtis B. Storlie, Jan Hannig, Thomas C.M. Lee. Statistical consistency of the data association problem in multiple target tracking. 1227--1275.

Piotr Zwiernik, Jim Q. Smith. Implicit inequality constraints in a binary tree model. 1276--1312.

Benoîte de Saporta, Anne Gégout-Petit, Laurence Marsalle. Parameters estimation for asymmetric bifurcating autoregressive processes with missing data. 1313--1353.

Peter Orbanz. Projective limit random probabilities on Polish spaces. 1354--1373.

Hoang-Long Ngo, Shigeyoshi Ogawa. On the discrete approximation of occupation time of diffusion processes. 1374--1393.

Claire Caillerie, Frédéric Chazal, Jérôme Dedecker, Bertrand Michel. Deconvolution for the Wasserstein metric and geometric inference. 1394--1423.

Arnab Maity, Tatiyana V. Apanasovich. Estimation via corrected scores in general semiparametric regression models with error-prone covariates. 1424--1449.

Jouni Kerman. Neutral noninformative and informative conjugate beta and gamma prior distributions. 1450--1470.

Amanda J. Shaker, Luke A. Prendergast. Iterative application of dimension reduction methods. 1471--1494.

Éric Marchand, Amir T. Payandeh Najafabadi. Bayesian improvements of a MRE estimator of a bounded location parameter. 1495--1502.

Lionel Truquet. On a nonparametric resampling scheme for Markov random fields. 1503--1536.

Ery Arias-Castro, Guangliang Chen, Gilad Lerman. Spectral clustering based on local linear approximations. 1537--1587.

Yuri Golubev. Adaptive spectral regularizations of high dimensional linear models. 1588--1617.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-12-07T14:20:31Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Heng Lian. Convergence of functional k-nearest neighbor regression estimate with functional responses. 31--40.

Markus Pauly. Weighted resampling of martingale difference arrays with applications. 41--52.

Marianna Pensky, Theofanis Sapatinas. Multichannel boxcar deconvolution with growing number of channels. 53--82.

Michael J. Malloy, Luke A. Prendergast, Robert G. Staudte. Comparison of methods for fixed effect meta-regression of standardized differences of means. 83--101.

Ismaël Castillo, Eric Cator. Semiparametric shift estimation based on the cumulated periodogram for non-regular functions. 102--126.

Pierre Alquier, Karim Lounici. PAC-Bayesian bounds for sparse regression estimation with exponential weights. 127--145.

R. Dennis Cook, Liliana Forzani. On the mean and variance of the generalized inverse of a singular Wishart matrix. 146--158.

Frédéric Ferraty, Ali Laksaci, Amel Tadj, Philippe Vieu. Kernel regression with functional response. 159--171.

Dominique Fourdrinier, Éric Marchand, Ali Righi, William E. Strawderman. On improved predictive density estimation with parametric constraints. 172--191.

Aad van der Vaart, Jon A. Wellner. A local maximal inequality under uniform entropy. 192--203.

Gérard Biau, Frédéric Chazal, David Cohen-Steiner, Luc Devroye, Carlos Rodríguez. A weighted k -nearest neighbor density estimate for geometric inference. 204--237.

Daqing Wang, Wei-Liem Loh. On fixed-domain asymptotics and covariance tapering in Gaussian random field models. 238--269.

Catia Scricciolo. Posterior rates of convergence for Dirichlet mixtures of exponential power densities. 270--308.

Masao Ueki, Yoshinori Kawasaki. Automatic grouping using smooth-threshold estimating equations. 309--328.

Subhashis Ghosal, Anindya Roy. Identifiability of the proportion of null hypotheses in skew-mixture models for the p-value distribution. 329--341.

Zhengjun Zhang, Yongcheng Qi, Xiwen Ma. Asymptotic independence of correlation coefficients with application to testing hypothesis of independence. 342--372.

Haralambie Leahu. On the Bernstein-von Mises phenomenon in the Gaussian white noise model. 373--404.

Burcu Aydın, Gábor Pataki, Haonan Wang, Alim Ladha, Elizabeth Bullitt, J.S. Marron. Visualizing the structure of large trees. 405--420.

Emilio Seijo, Bodhisattva Sen. A continuous mapping theorem for the smallest argmax functional. 421--439.

Salim Bouzebda, Issam Elhattab. Uniform-in-bandwidth consistency for kernel-type estimators of Shannon’s entropy. 440--459.

Aba Diop, Aliou Diop, Jean-François Dupuy. Maximum likelihood estimation in the logistic regression model with a cure fraction. 460--483.

Yuri Ingster, Natalia Stepanova. Estimation and detection of functions from anisotropic Sobolev classes. 484--506.

Hamdi Raïssi. Testing linear causality in mean when the number of estimated parameters is high. 507--533.

Matthieu Lerasle, Daniel Y. Takahashi. An oracle approach for interaction neighborhood estimation in random fields. 534--571.

Jeff Goldsmith, Matt P. Wand, Ciprian Crainiceanu. Functional regression via variational Bayes. 572--602.

Robert Davies, Christopher Withers, Saralees Nadarajah. Confidence intervals in a regression with both linear and non-linear terms. 603--618.

Lie Wang, Lawrence D. Brown, T. Tony Cai. A difference based approach to the semiparametric partial linear model. 619--641.

Justin S. Dyer, Art B. Owen. Visualizing bivariate long-tailed data. 642--668.

Pascal Massart, Caroline Meynet. The Lasso as an ℓ 1 -ball model selection procedure. 669--687.

Sara van de Geer, Peter Bühlmann, Shuheng Zhou. The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso). 688--749.

Pierre Alquier, Paul Doukhan. Sparsity considerations for dependent variables. 750--774.

Christophe Giraud. Low rank multivariate regression. 775--799.

Dawn B. Woodard, David S. Matteson, Shane G. Henderson. Stationarity of generalized autoregressive moving average models. 800--828.

Florent Autin, Jean-Marc Freyermuth, Rainer von Sachs. Ideal denoising within a family of tree-structured wavelet estimators. 829--855.

Rafał Kulik, Cornelia Wichelhaus. Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors. 856--898.

Amber Tomas, Krista J. Gile. The effect of differential recruitment, non-response and non-recruitment on estimators for respondent-driven sampling. 899--934.

Pradeep Ravikumar, Martin J. Wainwright, Garvesh Raskutti, Bin Yu. High-dimensional covariance estimation by minimizing ℓ 1 -penalized log-determinant divergence. 935--980.

Abel Rodríguez, Alex Lenkoski, Adrian Dobra. Sparse covariance estimation in heterogeneous samples. 981--1014.

Sophie Lambert-Lacroix, Laurent Zwald. Robust regression through the Huber’s criterion and adaptive lasso penalty. 1015--1053.

Jérémie Bigot, Benjamin Charlier. On the consistency of Fréchet means in deformable models for curve and image analysis. 1054--1089.

Jimmy Olsson, Jonas Ströjby. Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators. 1090--1122.

Michael McCoy, Joel A. Tropp. Two proposals for robust PCA using semidefinite programming. 1123--1160.

Olga Klopp. Rank penalized estimators for high-dimensional matrices. 1161--1183.

Mohamed Hebiri, Sara van de Geer. The Smooth-Lasso and other ℓ 1 + ℓ 2 -penalized methods. 1184--1226.

Curtis B. Storlie, Jan Hannig, Thomas C.M. Lee. Statistical consistency of the data association problem in multiple target tracking. 1227--1275.

Piotr Zwiernik, Jim Q. Smith. Implicit inequality constraints in a binary tree model. 1276--1312.

Benoîte de Saporta, Anne Gégout-Petit, Laurence Marsalle. Parameters estimation for asymmetric bifurcating autoregressive processes with missing data. 1313--1353.

Peter Orbanz. Projective limit random probabilities on Polish spaces. 1354--1373.

Hoang-Long Ngo, Shigeyoshi Ogawa. On the discrete approximation of occupation time of diffusion processes. 1374--1393.

Claire Caillerie, Frédéric Chazal, Jérôme Dedecker, Bertrand Michel. Deconvolution for the Wasserstein metric and geometric inference. 1394--1423.

Arnab Maity, Tatiyana V. Apanasovich. Estimation via corrected scores in general semiparametric regression models with error-prone covariates. 1424--1449.

Jouni Kerman. Neutral noninformative and informative conjugate beta and gamma prior distributions. 1450--1470.

Amanda J. Shaker, Luke A. Prendergast. Iterative application of dimension reduction methods. 1471--1494.

Éric Marchand, Amir T. Payandeh Najafabadi. Bayesian improvements of a MRE estimator of a bounded location parameter. 1495--1502.

Lionel Truquet. On a nonparametric resampling scheme for Markov random fields. 1503--1536.

Ery Arias-Castro, Guangliang Chen, Gilad Lerman. Spectral clustering based on local linear approximations. 1537--1587.

Yuri Golubev. Adaptive spectral regularizations of high dimensional linear models. 1588--1617.

Nathalie Akakpo, Claire Lacour. Inhomogeneous and anisotropic conditional density estimation from dependent data. 1618--1653.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-12-13T14:14:31Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Heng Lian. Convergence of functional k-nearest neighbor regression estimate with functional responses. 31--40.

Markus Pauly. Weighted resampling of martingale difference arrays with applications. 41--52.

Marianna Pensky, Theofanis Sapatinas. Multichannel boxcar deconvolution with growing number of channels. 53--82.

Michael J. Malloy, Luke A. Prendergast, Robert G. Staudte. Comparison of methods for fixed effect meta-regression of standardized differences of means. 83--101.

Ismaël Castillo, Eric Cator. Semiparametric shift estimation based on the cumulated periodogram for non-regular functions. 102--126.

Pierre Alquier, Karim Lounici. PAC-Bayesian bounds for sparse regression estimation with exponential weights. 127--145.

R. Dennis Cook, Liliana Forzani. On the mean and variance of the generalized inverse of a singular Wishart matrix. 146--158.

Frédéric Ferraty, Ali Laksaci, Amel Tadj, Philippe Vieu. Kernel regression with functional response. 159--171.

Dominique Fourdrinier, Éric Marchand, Ali Righi, William E. Strawderman. On improved predictive density estimation with parametric constraints. 172--191.

Aad van der Vaart, Jon A. Wellner. A local maximal inequality under uniform entropy. 192--203.

Gérard Biau, Frédéric Chazal, David Cohen-Steiner, Luc Devroye, Carlos Rodríguez. A weighted k -nearest neighbor density estimate for geometric inference. 204--237.

Daqing Wang, Wei-Liem Loh. On fixed-domain asymptotics and covariance tapering in Gaussian random field models. 238--269.

Catia Scricciolo. Posterior rates of convergence for Dirichlet mixtures of exponential power densities. 270--308.

Masao Ueki, Yoshinori Kawasaki. Automatic grouping using smooth-threshold estimating equations. 309--328.

Subhashis Ghosal, Anindya Roy. Identifiability of the proportion of null hypotheses in skew-mixture models for the p-value distribution. 329--341.

Zhengjun Zhang, Yongcheng Qi, Xiwen Ma. Asymptotic independence of correlation coefficients with application to testing hypothesis of independence. 342--372.

Haralambie Leahu. On the Bernstein-von Mises phenomenon in the Gaussian white noise model. 373--404.

Burcu Aydın, Gábor Pataki, Haonan Wang, Alim Ladha, Elizabeth Bullitt, J.S. Marron. Visualizing the structure of large trees. 405--420.

Emilio Seijo, Bodhisattva Sen. A continuous mapping theorem for the smallest argmax functional. 421--439.

Salim Bouzebda, Issam Elhattab. Uniform-in-bandwidth consistency for kernel-type estimators of Shannon’s entropy. 440--459.

Aba Diop, Aliou Diop, Jean-François Dupuy. Maximum likelihood estimation in the logistic regression model with a cure fraction. 460--483.

Yuri Ingster, Natalia Stepanova. Estimation and detection of functions from anisotropic Sobolev classes. 484--506.

Hamdi Raïssi. Testing linear causality in mean when the number of estimated parameters is high. 507--533.

Matthieu Lerasle, Daniel Y. Takahashi. An oracle approach for interaction neighborhood estimation in random fields. 534--571.

Jeff Goldsmith, Matt P. Wand, Ciprian Crainiceanu. Functional regression via variational Bayes. 572--602.

Robert Davies, Christopher Withers, Saralees Nadarajah. Confidence intervals in a regression with both linear and non-linear terms. 603--618.

Lie Wang, Lawrence D. Brown, T. Tony Cai. A difference based approach to the semiparametric partial linear model. 619--641.

Justin S. Dyer, Art B. Owen. Visualizing bivariate long-tailed data. 642--668.

Pascal Massart, Caroline Meynet. The Lasso as an ℓ 1 -ball model selection procedure. 669--687.

Sara van de Geer, Peter Bühlmann, Shuheng Zhou. The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso). 688--749.

Pierre Alquier, Paul Doukhan. Sparsity considerations for dependent variables. 750--774.

Christophe Giraud. Low rank multivariate regression. 775--799.

Dawn B. Woodard, David S. Matteson, Shane G. Henderson. Stationarity of generalized autoregressive moving average models. 800--828.

Florent Autin, Jean-Marc Freyermuth, Rainer von Sachs. Ideal denoising within a family of tree-structured wavelet estimators. 829--855.

Rafał Kulik, Cornelia Wichelhaus. Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors. 856--898.

Amber Tomas, Krista J. Gile. The effect of differential recruitment, non-response and non-recruitment on estimators for respondent-driven sampling. 899--934.

Pradeep Ravikumar, Martin J. Wainwright, Garvesh Raskutti, Bin Yu. High-dimensional covariance estimation by minimizing ℓ 1 -penalized log-determinant divergence. 935--980.

Abel Rodríguez, Alex Lenkoski, Adrian Dobra. Sparse covariance estimation in heterogeneous samples. 981--1014.

Sophie Lambert-Lacroix, Laurent Zwald. Robust regression through the Huber’s criterion and adaptive lasso penalty. 1015--1053.

Jérémie Bigot, Benjamin Charlier. On the consistency of Fréchet means in deformable models for curve and image analysis. 1054--1089.

Jimmy Olsson, Jonas Ströjby. Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators. 1090--1122.

Michael McCoy, Joel A. Tropp. Two proposals for robust PCA using semidefinite programming. 1123--1160.

Olga Klopp. Rank penalized estimators for high-dimensional matrices. 1161--1183.

Mohamed Hebiri, Sara van de Geer. The Smooth-Lasso and other ℓ 1 + ℓ 2 -penalized methods. 1184--1226.

Curtis B. Storlie, Jan Hannig, Thomas C.M. Lee. Statistical consistency of the data association problem in multiple target tracking. 1227--1275.

Piotr Zwiernik, Jim Q. Smith. Implicit inequality constraints in a binary tree model. 1276--1312.

Benoîte de Saporta, Anne Gégout-Petit, Laurence Marsalle. Parameters estimation for asymmetric bifurcating autoregressive processes with missing data. 1313--1353.

Peter Orbanz. Projective limit random probabilities on Polish spaces. 1354--1373.

Hoang-Long Ngo, Shigeyoshi Ogawa. On the discrete approximation of occupation time of diffusion processes. 1374--1393.

Claire Caillerie, Frédéric Chazal, Jérôme Dedecker, Bertrand Michel. Deconvolution for the Wasserstein metric and geometric inference. 1394--1423.

Arnab Maity, Tatiyana V. Apanasovich. Estimation via corrected scores in general semiparametric regression models with error-prone covariates. 1424--1449.

Jouni Kerman. Neutral noninformative and informative conjugate beta and gamma prior distributions. 1450--1470.

Amanda J. Shaker, Luke A. Prendergast. Iterative application of dimension reduction methods. 1471--1494.

Éric Marchand, Amir T. Payandeh Najafabadi. Bayesian improvements of a MRE estimator of a bounded location parameter. 1495--1502.

Lionel Truquet. On a nonparametric resampling scheme for Markov random fields. 1503--1536.

Ery Arias-Castro, Guangliang Chen, Gilad Lerman. Spectral clustering based on local linear approximations. 1537--1587.

Yuri Golubev. Adaptive spectral regularizations of high dimensional linear models. 1588--1617.

Nathalie Akakpo, Claire Lacour. Inhomogeneous and anisotropic conditional density estimation from dependent data. 1618--1653.

M.P. Wand, J.T. Ormerod. Penalized wavelets: Embedding wavelets into semiparametric regression. 1654--1717.

Andrea Wiencierz, Sonja Greven, Helmut Küchenhoff. Restricted likelihood ratio testing in linear mixed models with general error covariance structure. 1718--1734.

Guang Cheng, Xiao Wang. Semiparametric additive transformation model under current status data. 1735--1764.

Xianyang Zhang, Xiaofeng Shao, Katharine Hayhoe, Donald J. Wuebbles. Testing the structural stability of temporally dependent functional observations and application to climate projections. 1765--1796.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-12-22T14:26:54Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Heng Lian. Convergence of functional k-nearest neighbor regression estimate with functional responses. 31--40.

Markus Pauly. Weighted resampling of martingale difference arrays with applications. 41--52.

Marianna Pensky, Theofanis Sapatinas. Multichannel boxcar deconvolution with growing number of channels. 53--82.

Michael J. Malloy, Luke A. Prendergast, Robert G. Staudte. Comparison of methods for fixed effect meta-regression of standardized differences of means. 83--101.

Ismaël Castillo, Eric Cator. Semiparametric shift estimation based on the cumulated periodogram for non-regular functions. 102--126.

Pierre Alquier, Karim Lounici. PAC-Bayesian bounds for sparse regression estimation with exponential weights. 127--145.

R. Dennis Cook, Liliana Forzani. On the mean and variance of the generalized inverse of a singular Wishart matrix. 146--158.

Frédéric Ferraty, Ali Laksaci, Amel Tadj, Philippe Vieu. Kernel regression with functional response. 159--171.

Dominique Fourdrinier, Éric Marchand, Ali Righi, William E. Strawderman. On improved predictive density estimation with parametric constraints. 172--191.

Aad van der Vaart, Jon A. Wellner. A local maximal inequality under uniform entropy. 192--203.

Gérard Biau, Frédéric Chazal, David Cohen-Steiner, Luc Devroye, Carlos Rodríguez. A weighted k -nearest neighbor density estimate for geometric inference. 204--237.

Daqing Wang, Wei-Liem Loh. On fixed-domain asymptotics and covariance tapering in Gaussian random field models. 238--269.

Catia Scricciolo. Posterior rates of convergence for Dirichlet mixtures of exponential power densities. 270--308.

Masao Ueki, Yoshinori Kawasaki. Automatic grouping using smooth-threshold estimating equations. 309--328.

Subhashis Ghosal, Anindya Roy. Identifiability of the proportion of null hypotheses in skew-mixture models for the p-value distribution. 329--341.

Zhengjun Zhang, Yongcheng Qi, Xiwen Ma. Asymptotic independence of correlation coefficients with application to testing hypothesis of independence. 342--372.

Haralambie Leahu. On the Bernstein-von Mises phenomenon in the Gaussian white noise model. 373--404.

Burcu Aydın, Gábor Pataki, Haonan Wang, Alim Ladha, Elizabeth Bullitt, J.S. Marron. Visualizing the structure of large trees. 405--420.

Emilio Seijo, Bodhisattva Sen. A continuous mapping theorem for the smallest argmax functional. 421--439.

Salim Bouzebda, Issam Elhattab. Uniform-in-bandwidth consistency for kernel-type estimators of Shannon’s entropy. 440--459.

Aba Diop, Aliou Diop, Jean-François Dupuy. Maximum likelihood estimation in the logistic regression model with a cure fraction. 460--483.

Yuri Ingster, Natalia Stepanova. Estimation and detection of functions from anisotropic Sobolev classes. 484--506.

Hamdi Raïssi. Testing linear causality in mean when the number of estimated parameters is high. 507--533.

Matthieu Lerasle, Daniel Y. Takahashi. An oracle approach for interaction neighborhood estimation in random fields. 534--571.

Jeff Goldsmith, Matt P. Wand, Ciprian Crainiceanu. Functional regression via variational Bayes. 572--602.

Robert Davies, Christopher Withers, Saralees Nadarajah. Confidence intervals in a regression with both linear and non-linear terms. 603--618.

Lie Wang, Lawrence D. Brown, T. Tony Cai. A difference based approach to the semiparametric partial linear model. 619--641.

Justin S. Dyer, Art B. Owen. Visualizing bivariate long-tailed data. 642--668.

Pascal Massart, Caroline Meynet. The Lasso as an ℓ 1 -ball model selection procedure. 669--687.

Sara van de Geer, Peter Bühlmann, Shuheng Zhou. The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso). 688--749.

Pierre Alquier, Paul Doukhan. Sparsity considerations for dependent variables. 750--774.

Christophe Giraud. Low rank multivariate regression. 775--799.

Dawn B. Woodard, David S. Matteson, Shane G. Henderson. Stationarity of generalized autoregressive moving average models. 800--828.

Florent Autin, Jean-Marc Freyermuth, Rainer von Sachs. Ideal denoising within a family of tree-structured wavelet estimators. 829--855.

Rafał Kulik, Cornelia Wichelhaus. Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors. 856--898.

Amber Tomas, Krista J. Gile. The effect of differential recruitment, non-response and non-recruitment on estimators for respondent-driven sampling. 899--934.

Pradeep Ravikumar, Martin J. Wainwright, Garvesh Raskutti, Bin Yu. High-dimensional covariance estimation by minimizing ℓ 1 -penalized log-determinant divergence. 935--980.

Abel Rodríguez, Alex Lenkoski, Adrian Dobra. Sparse covariance estimation in heterogeneous samples. 981--1014.

Sophie Lambert-Lacroix, Laurent Zwald. Robust regression through the Huber’s criterion and adaptive lasso penalty. 1015--1053.

Jérémie Bigot, Benjamin Charlier. On the consistency of Fréchet means in deformable models for curve and image analysis. 1054--1089.

Jimmy Olsson, Jonas Ströjby. Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators. 1090--1122.

Michael McCoy, Joel A. Tropp. Two proposals for robust PCA using semidefinite programming. 1123--1160.

Olga Klopp. Rank penalized estimators for high-dimensional matrices. 1161--1183.

Mohamed Hebiri, Sara van de Geer. The Smooth-Lasso and other ℓ 1 + ℓ 2 -penalized methods. 1184--1226.

Curtis B. Storlie, Jan Hannig, Thomas C.M. Lee. Statistical consistency of the data association problem in multiple target tracking. 1227--1275.

Piotr Zwiernik, Jim Q. Smith. Implicit inequality constraints in a binary tree model. 1276--1312.

Benoîte de Saporta, Anne Gégout-Petit, Laurence Marsalle. Parameters estimation for asymmetric bifurcating autoregressive processes with missing data. 1313--1353.

Peter Orbanz. Projective limit random probabilities on Polish spaces. 1354--1373.

Hoang-Long Ngo, Shigeyoshi Ogawa. On the discrete approximation of occupation time of diffusion processes. 1374--1393.

Claire Caillerie, Frédéric Chazal, Jérôme Dedecker, Bertrand Michel. Deconvolution for the Wasserstein metric and geometric inference. 1394--1423.

Arnab Maity, Tatiyana V. Apanasovich. Estimation via corrected scores in general semiparametric regression models with error-prone covariates. 1424--1449.

Jouni Kerman. Neutral noninformative and informative conjugate beta and gamma prior distributions. 1450--1470.

Amanda J. Shaker, Luke A. Prendergast. Iterative application of dimension reduction methods. 1471--1494.

Éric Marchand, Amir T. Payandeh Najafabadi. Bayesian improvements of a MRE estimator of a bounded location parameter. 1495--1502.

Lionel Truquet. On a nonparametric resampling scheme for Markov random fields. 1503--1536.

Ery Arias-Castro, Guangliang Chen, Gilad Lerman. Spectral clustering based on local linear approximations. 1537--1587.

Yuri Golubev. Adaptive spectral regularizations of high dimensional linear models. 1588--1617.

Nathalie Akakpo, Claire Lacour. Inhomogeneous and anisotropic conditional density estimation from dependent data. 1618--1653.

M.P. Wand, J.T. Ormerod. Penalized wavelets: Embedding wavelets into semiparametric regression. 1654--1717.

Andrea Wiencierz, Sonja Greven, Helmut Küchenhoff. Restricted likelihood ratio testing in linear mixed models with general error covariance structure. 1718--1734.

Guang Cheng, Xiao Wang. Semiparametric additive transformation model under current status data. 1735--1764.

Piet Groeneboom, Tom Ketelaars. Estimators for the interval censoring problem. 1797--1845.

Abhijit Mandal, Ayanendranath Basu. Multinomial goodness-of-fit tests under inlier modification. 1846--1875.

Updated: Electronic Journal of Statistics, Volume 5 (2011)

2011-12-30T17:08:39Z

Contents:

Xiao Wang, Jinglai Shen, David Ruppert. On the asymptotics of penalized spline smoothing. 1--17.

Nicholas Mitsakakis, Hélène Massam, Michael D. Escobar. A Metropolis-Hastings based method for sampling from the G -Wishart distribution in Gaussian graphical models. 18--30.

Heng Lian. Convergence of functional k-nearest neighbor regression estimate with functional responses. 31--40.

Markus Pauly. Weighted resampling of martingale difference arrays with applications. 41--52.

Marianna Pensky, Theofanis Sapatinas. Multichannel boxcar deconvolution with growing number of channels. 53--82.

Michael J. Malloy, Luke A. Prendergast, Robert G. Staudte. Comparison of methods for fixed effect meta-regression of standardized differences of means. 83--101.

Ismaël Castillo, Eric Cator. Semiparametric shift estimation based on the cumulated periodogram for non-regular functions. 102--126.

Pierre Alquier, Karim Lounici. PAC-Bayesian bounds for sparse regression estimation with exponential weights. 127--145.

R. Dennis Cook, Liliana Forzani. On the mean and variance of the generalized inverse of a singular Wishart matrix. 146--158.

Frédéric Ferraty, Ali Laksaci, Amel Tadj, Philippe Vieu. Kernel regression with functional response. 159--171.

Dominique Fourdrinier, Éric Marchand, Ali Righi, William E. Strawderman. On improved predictive density estimation with parametric constraints. 172--191.

Aad van der Vaart, Jon A. Wellner. A local maximal inequality under uniform entropy. 192--203.

Gérard Biau, Frédéric Chazal, David Cohen-Steiner, Luc Devroye, Carlos Rodríguez. A weighted k -nearest neighbor density estimate for geometric inference. 204--237.

Daqing Wang, Wei-Liem Loh. On fixed-domain asymptotics and covariance tapering in Gaussian random field models. 238--269.

Catia Scricciolo. Posterior rates of convergence for Dirichlet mixtures of exponential power densities. 270--308.

Masao Ueki, Yoshinori Kawasaki. Automatic grouping using smooth-threshold estimating equations. 309--328.

Subhashis Ghosal, Anindya Roy. Identifiability of the proportion of null hypotheses in skew-mixture models for the p-value distribution. 329--341.

Zhengjun Zhang, Yongcheng Qi, Xiwen Ma. Asymptotic independence of correlation coefficients with application to testing hypothesis of independence. 342--372.

Haralambie Leahu. On the Bernstein-von Mises phenomenon in the Gaussian white noise model. 373--404.

Burcu Aydın, Gábor Pataki, Haonan Wang, Alim Ladha, Elizabeth Bullitt, J.S. Marron. Visualizing the structure of large trees. 405--420.

Emilio Seijo, Bodhisattva Sen. A continuous mapping theorem for the smallest argmax functional. 421--439.

Salim Bouzebda, Issam Elhattab. Uniform-in-bandwidth consistency for kernel-type estimators of Shannon’s entropy. 440--459.

Aba Diop, Aliou Diop, Jean-François Dupuy. Maximum likelihood estimation in the logistic regression model with a cure fraction. 460--483.

Yuri Ingster, Natalia Stepanova. Estimation and detection of functions from anisotropic Sobolev classes. 484--506.

Hamdi Raïssi. Testing linear causality in mean when the number of estimated parameters is high. 507--533.

Matthieu Lerasle, Daniel Y. Takahashi. An oracle approach for interaction neighborhood estimation in random fields. 534--571.

Jeff Goldsmith, Matt P. Wand, Ciprian Crainiceanu. Functional regression via variational Bayes. 572--602.

Robert Davies, Christopher Withers, Saralees Nadarajah. Confidence intervals in a regression with both linear and non-linear terms. 603--618.

Lie Wang, Lawrence D. Brown, T. Tony Cai. A difference based approach to the semiparametric partial linear model. 619--641.

Justin S. Dyer, Art B. Owen. Visualizing bivariate long-tailed data. 642--668.

Pascal Massart, Caroline Meynet. The Lasso as an ℓ 1 -ball model selection procedure. 669--687.

Sara van de Geer, Peter Bühlmann, Shuheng Zhou. The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso). 688--749.

Pierre Alquier, Paul Doukhan. Sparsity considerations for dependent variables. 750--774.

Christophe Giraud. Low rank multivariate regression. 775--799.

Dawn B. Woodard, David S. Matteson, Shane G. Henderson. Stationarity of generalized autoregressive moving average models. 800--828.

Florent Autin, Jean-Marc Freyermuth, Rainer von Sachs. Ideal denoising within a family of tree-structured wavelet estimators. 829--855.

Rafał Kulik, Cornelia Wichelhaus. Nonparametric conditional variance and error density estimation in regression models with dependent errors and predictors. 856--898.

Amber Tomas, Krista J. Gile. The effect of differential recruitment, non-response and non-recruitment on estimators for respondent-driven sampling. 899--934.

Pradeep Ravikumar, Martin J. Wainwright, Garvesh Raskutti, Bin Yu. High-dimensional covariance estimation by minimizing ℓ 1 -penalized log-determinant divergence. 935--980.

Abel Rodríguez, Alex Lenkoski, Adrian Dobra. Sparse covariance estimation in heterogeneous samples. 981--1014.

Sophie Lambert-Lacroix, Laurent Zwald. Robust regression through the Huber’s criterion and adaptive lasso penalty. 1015--1053.

Jérémie Bigot, Benjamin Charlier. On the consistency of Fréchet means in deformable models for curve and image analysis. 1054--1089.

Jimmy Olsson, Jonas Ströjby. Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators. 1090--1122.

Michael McCoy, Joel A. Tropp. Two proposals for robust PCA using semidefinite programming. 1123--1160.

Olga Klopp. Rank penalized estimators for high-dimensional matrices. 1161--1183.

Mohamed Hebiri, Sara van de Geer. The Smooth-Lasso and other ℓ 1 + ℓ 2 -penalized methods. 1184--1226.

Curtis B. Storlie, Jan Hannig, Thomas C.M. Lee. Statistical consistency of the data association problem in multiple target tracking. 1227--1275.

Piotr Zwiernik, Jim Q. Smith. Implicit inequality constraints in a binary tree model. 1276--1312.

Benoîte de Saporta, Anne Gégout-Petit, Laurence Marsalle. Parameters estimation for asymmetric bifurcating autoregressive processes with missing data. 1313--1353.

Peter Orbanz. Projective limit random probabilities on Polish spaces. 1354--1373.

Hoang-Long Ngo, Shigeyoshi Ogawa. On the discrete approximation of occupation time of diffusion processes. 1374--1393.

Claire Caillerie, Frédéric Chazal, Jérôme Dedecker, Bertrand Michel. Deconvolution for the Wasserstein metric and geometric inference. 1394--1423.

Arnab Maity, Tatiyana V. Apanasovich. Estimation via corrected scores in general semiparametric regression models with error-prone covariates. 1424--1449.

Jouni Kerman. Neutral noninformative and informative conjugate beta and gamma prior distributions. 1450--1470.

Amanda J. Shaker, Luke A. Prendergast. Iterative application of dimension reduction methods. 1471--1494.

Éric Marchand, Amir T. Payandeh Najafabadi. Bayesian improvements of a MRE estimator of a bounded location parameter. 1495--1502.

Lionel Truquet. On a nonparametric resampling scheme for Markov random fields. 1503--1536.

Ery Arias-Castro, Guangliang Chen, Gilad Lerman. Spectral clustering based on local linear approximations. 1537--1587.

Yuri Golubev. Adaptive spectral regularizations of high dimensional linear models. 1588--1617.

Nathalie Akakpo, Claire Lacour. Inhomogeneous and anisotropic conditional density estimation from dependent data. 1618--1653.

M.P. Wand, J.T. Ormerod. Penalized wavelets: Embedding wavelets into semiparametric regression. 1654--1717.

Andrea Wiencierz, Sonja Greven, Helmut Küchenhoff. Restricted likelihood ratio testing in linear mixed models with general error covariance structure. 1718--1734.

Guang Cheng, Xiao Wang. Semiparametric additive transformation model under current status data. 1735--1764.

Piet Groeneboom, Tom Ketelaars. Estimators for the interval censoring problem. 1797--1845.

Abhijit Mandal, Ayanendranath Basu. Multinomial goodness-of-fit tests under inlier modification. 1846--1875.

Benedikt M. Pötscher, Ulrike Schneider. Distributional results for thresholding estimators in high-dimensional Gaussian regression models. 1876--1934.

Jan Gertheiss, Franziska Oehrlein. Testing linearity and relevance of ordinal predictors. 1935--1959.

Debashis Paul, Jie Peng. Principal components analysis for sparsely observed correlated functional data using a kernel smoothing approach. 1960--2003.

Céline Duval, Marc Hoffmann. Statistical inference across time scales. 2004--2030.

Electronic Journal of Statistics, Volume 6 (2012)

2012-01-05T14:12:09Z

Contents:

Heng Lian. A note on conditional Akaike information for Poisson regression with random effects. 1--9.

Updated: Electronic Journal of Statistics, Volume 6 (2012)

2012-01-25T15:37:54Z

Contents:

Heng Lian. A note on conditional Akaike information for Poisson regression with random effects. 1--9.

James M. Flegal, Radu Herbei. Exact sampling for intractable probability distributions via a Bernoulli factory. 10--37.

Nicolas Verzelen. Minimax risks for sparse regressions: Ultra-high dimensional phenomenons. 38--90.

Updated: Electronic Journal of Statistics, Volume 6 (2012)

2012-02-03T14:55:54Z

Contents:

Heng Lian. A note on conditional Akaike information for Poisson regression with random effects. 1--9.

James M. Flegal, Radu Herbei. Exact sampling for intractable probability distributions via a Bernoulli factory. 10--37.

Nicolas Verzelen. Minimax risks for sparse regressions: Ultra-high dimensional phenomenons. 38--90.

Béatrice Laurent, Jean-Michel Loubes, Clément Marteau. Non asymptotic minimax rates of testing in signal detection with heterogeneous variances. 91--122.

Saisuke Okabayashi, Charles J. Geyer. Long range search for maximum likelihood in exponential families. 123--147.

Wei Sun, Junhui Wang, Yixin Fang. Regularized k-means clustering of high-dimensional data and its asymptotic consistency. 148--167.

Hao Wang, Sophia Zhengzi Li. Efficient Gaussian graphical model determination under G -Wishart prior distributions. 168--198.

Updated: Electronic Journal of Statistics, Volume 6 (2012)

2012-02-06T14:10:11Z

Contents:

Heng Lian. A note on conditional Akaike information for Poisson regression with random effects. 1--9.

James M. Flegal, Radu Herbei. Exact sampling for intractable probability distributions via a Bernoulli factory. 10--37.

Nicolas Verzelen. Minimax risks for sparse regressions: Ultra-high dimensional phenomenons. 38--90.

Béatrice Laurent, Jean-Michel Loubes, Clément Marteau. Non asymptotic minimax rates of testing in signal detection with heterogeneous variances. 91--122.

Saisuke Okabayashi, Charles J. Geyer. Long range search for maximum likelihood in exponential families. 123--147.

Wei Sun, Junhui Wang, Yixin Fang. Regularized k-means clustering of high-dimensional data and its asymptotic consistency. 148--167.

Hao Wang, Sophia Zhengzi Li. Efficient Gaussian graphical model determination under G -Wishart prior distributions. 168--198.

Jonathan Huang, Carlos Guestrin. Uncovering the riffled independence structure of ranked data. 199--230.