Institute of Mathematical Statistics Collections (Project Euclid)

Bertrand Clarke (Editor), Subhashis Ghosal (Editor). Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh (2008)

Mon, 23 Jun 2008 11:28 EDT

Contents:

Bertrand Clarke, Subhashis Ghosal. J. K. Ghosh’s contribution to statistics: A brief outline. 1--18.

Dongchu Sun, James O. Berger. Objective Bayesian analysis under sequential experimentation. 19--32.

W. J. Hall, Keyue Ding. Sequential tests and estimates after overrunning based on p -value combination. 33--45.

Trevor J. Sweeting. On predictive probability matching priors. 46--59.

Rahul Mukerjee. Data-dependent probability matching priors for empirical and related likelihoods. 60--70.

Malay Ghosh, Upasana Santra, Dalho Kim. Probability matching priors for some parameters of the bivariate normal distribution. 71--81.

Glen Meeden. Fuzzy set representation of a prior distribution. 82--88.

Jean-François Angers, Mohan Delampady. Fuzzy sets in nonparametric Bayes regression. 89--104.

M. J. Bayarri, James O. Berger, Gauri S. Datta. Objective Bayes testing of Poisson versus inflated Poisson models. 105--121.

Florentina Bunea. Consistent selection via the Lasso for high dimensional approximating regression models. 122--137.

Arijit Chakrabarti, Tapas Samanta. Asymptotic optimality of a cross-validatory predictive approach to linear model selection. 138--154.

Snigdhansu Chatterjee, Nitai D. Mukhopadhyay. Risk and resampling under model uncertainty. 155--169.

Taeryon Choi, R. V. Ramamoorthi. Remarks on consistency of posterior distributions. 170--186.

Lancelot F. James. Large sample asymptotics for the two-parameter Poisson–Dirichlet process. 187--199.

A. W. van der Vaart, J. H. van Zanten. Reproducing kernel Hilbert spaces of Gaussian priors. 200--222.

Donald Malec, Peter Müller. A Bayesian semi-parametric model for small area estimation. 223--236.

Feng Guo, Dipak K. Dey, Kent E. Holsinger. A hierarchical Bayesian approach for estimating the origin of a mixed population. 237--250.

Pranab K. Sen. Kendall’s tau in high-dimensional genomic parsimony. 251--266.

Hemant Ishwaran, Ariadni Papana. Orthogonalized smoothing for rescaled spike and slab models. 267--281.

Abhishek Bhattacharya, Rabi Bhattacharya. Nonparametric statistics on manifolds with applications to shape spaces. 282--301.

Jennifer Clarke, David Seo. An ensemble approach to improved prediction from multitype data. 302--317.

Peter Bickel, Bo Li, Thomas Bengtsson. Sharp failure rates for the bootstrap particle filter in high dimensions. 318--329.

Stewart N. Ethier (Editor), Jin Feng (Editor), Richard H. Stockbridge (Editor). Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz (2008)

Wed, 28 Jan 2009 09:29 EST

Contents:

Isaac M. Sonin. The Decomposition-Separation Theorem for Finite Nonhomogeneous Markov Chains and Related Problems. 1--15.

P. E. Ney, A. N. Vidyashankar. Conditional Limit Laws and Inference for Generation Sizes of Branching Processes. 17--30.

S. N. Ethier. Absorption Time Distribution for an Asymmetric Random Walk. 31--40.

Yuriy V. Kolomiets. Fractional Stability of Diffusion Approximation for Random Differential Equations. 41--61.

Jin Feng. From Particles with Random Potential to a Nonlinear Vlasov–Fokker–Planck Equation. 63--83.

Fabrice Debbasch, Claire Chevalier. Diffusion Processes on Manifolds. 85--97.

Vladimir P. Kurenok. Stochastic Equations Driven by a Cauchy Process. 99--106.

Michael A. Kouritzin, Fraser Newton, Sterling Orsten, Daniel C. Wilson. On Detecting Fake Coin Flip Sequences. 107--122.

Laurie C. Scott, Yong Zeng. A Class of Multivariate Micromovement Models of Asset Price and Their Bayesian Model Selection via Filtering. 123--136.

Kurt Helmes, Richard H. Stockbridge. Determining the Optimal Control of Singular Stochastic Processes Using Linear Programming. 137--153.

Daniel Ocone, Ananda Weerasinghe. A Degenerate Variance Control Problem with Discretionary Stopping. 155--167.

Łukasz Kruk, John Lehoczky, Kavita Ramanan, Steven Shreve. Double Skorokhod Map and Reneging Real-Time Queues. 169--193.

Peter W. Glynn, Assaf Zeevi. Bounding Stationary Expectations of Markov Processes. 195--214.

Ying Zhang, Zihui Ge, Suhas Diggavi, Z. Morley Mao, Matthew Roughan, Vinay Vaishampayan, Walter Willinger, Yin Zhang. Internet Traffic and Multiresolution Analysis. 215--234.

Tyrone E. Duncan, Yasong Jin. Maximum Queue Length of a Fluid Model with an Aggregated Fractional Brownian Input. 235--251.

H. C. Gromoll, R. J. Williams. Fluid Model for a Data Network with α -Fair Bandwidth Sharing and General Document Size Distributions: Two Examples of Stability. 253--265.

Philip Protter, Kazuhiro Shimbo. No Arbitrage and General Semimartingales. 267--283.

Marek Musiela, Thaleia Zariphopoulou. Optimal Asset Allocation under Forward Exponential Performance Criteria. 285--300.

Laurent Denis, Begoña Fernández, Ana Meda. Estimates of Dynamic VaR and Mean Loss Associated to Diffusion Processes. 301--314.

Xavier Didelot, Jesse E. Taylor, Joseph C. Watkins. A Duality Identity between a Model of Bacterial Recombination and the Wright–Fisher Diffusion. 315--324.

Christian Houdré (Editor), Vladimir Koltchinskii (Editor), David M. Mason (Editor), Magda Peligrad (Editor). High Dimensional Probability V: The Luminy Volume (2009)

Tue, 02 Feb 2010 09:02 EST

Contents:

Sergey G. Bobkov, Michel Ledoux. On weighted isoperimetric and Poincaré-type inequalities. 1--29.

Alexander Koldobsky. A note on positive definite norm dependent functions. 30--36.

Rafał Latała. Gaussian approximation of moments of sums of independent symmetric random variables with logarithmically concave tails. 37--42.

Wenbo V. Li, Ang Wei. Gaussian integrals involving absolute value functions. 43--59.

Jérôme Dedecker, Florence Merlevède. Weak invariance principle and exponential bounds for some special functions of intermittent maps. 60--72.

Jim Kuelbs, Joel Zinn. Interpolation spaces and the CLT in Banach spaces. 73--83.

Dragan Radulović, Marten Wegkamp. Uniform Central Limit Theorems for pregaussian classes of functions. 84--102.

Aad van der Vaart, Jon A. Wellner. A note on bounds for VC dimensions. 103--107.

Igor S. Borisov, Nadezhda V. Volodko. Limit theorems and exponential inequalities for canonical U - and V -statistics of dependent trials. 108--130.

Jim Kuelbs, Anand N. Vidyashankar. Functional Limit Laws of Strassen and Wichura type for multiple generations of branching processes. 131--152.

Elizabeth Meckes. On Stein’s method for multivariate normal approximation. 153--178.

Włodek Bryc, Sunder Sethuraman. A remark on the maximum eigenvalue for circulant matrices. 179--184.

Christian Houdré, Trevis J. Litherland. On the longest increasing subsequence for finite and countable alphabets. 185--212.

Mark W. Meckes. Some results on random circulant matrices. 213--223.

Vladimir Dobrić, Francisco M. Ojeda. Conditional expectations and martingales in the fractional Brownian field. 224--238.

Ross Maller, David M. Mason. Stochastic compactness of Lévy processes. 239--257.

Michael B. Marcus, Jay Rosen. An almost sure limit theorem for Wick powers of Gaussian differences quotients. 258--272.

Florence Merlevède, Magda Peligrad, Emmanuel Rio. Bernstein inequality and moderate deviations under strong mixing conditions. 273--292.

Miguel A. Arcones. Asymptotic distribution of the most powerful invariant test for invariant families. 293--307.

Julia Dony, Uwe Einmahl. Uniform in bandwidth consistency of kernel regression estimators at a fixed point. 308--325.

Vladimir Koltchinskii, Lyudmila Sakhanenko. Asymptotics of statistical estimators of integral curves. 326--337.

Richard Nickl. Uniform central limit theorems for sieved maximum likelihood and trigonometric series estimators on the unit circle. 338--356.

James O. Berger (Editor), T. Tony Cai (Editor), Iain M. Johnstone (Editor). Borrowing Strength: Theory Powering Applications – A Festschrift for Lawrence D. Brown (2010)

Tue, 26 Oct 2010 09:17 EDT

Contents:

Anirban DasGupta. False vs. missed discoveries, Gaussian decision theory, and the Donsker-Varadhan principle. 1--21.

Mark G. Low. Chi-square lower bounds. 22--31.

Brenda MacGibbon. Minimax estimation over hyperrectangles with implications in the Poisson case. 32--42.

Axel Munk, Johannes Schmidt-Hieber. Lower bounds for volatility estimation in microstructure noise models. 43--55.

Peter J. Bickel, Ya’acov Ritov, Alexandre B. Tsybakov. Hierarchical selection of variables in sparse high-dimensional regression. 56--69.

Jianqing Fan, Yang Feng, Yichao Wu. High-dimensional variable selection for Cox’s proportional hazards model. 70--86.

Iain M. Johnstone. High dimensional Bernstein-von Mises: simple examples. 87--98.

Noah Gans, Nan Liu, Avishai Mandelbaum, Haipeng Shen, Han Ye. Service times in call centers: Agent heterogeneity and learning with some operational consequences. 99--123.

Robert J. Adler, Omer Bobrowski, Matthew S. Borman, Eliran Subag, Shmuel Weinberger. Persistent homology for random fields and complexes. 124--143.

Arthur Cohen, Harold Sackrowitz, Chuanwen Chen. Multiple testing of pairwise comparisons. 144--157.

Edward I. George. Dilution priors: Compensating for model space redundancy. 158--165.

Yongsung Joo, Martin T. Wells, George Casella. Model selection error rates in nonparametric and parametric model comparisons. 166--183.

Martin T. Wells. Optimality results for mid p –values. 184--198.

T. Toni Cai, Harrison H. Zhou. Nonparametric regression in natural exponential families. 199--215.

Hugh Miller, Peter Hall. Local polynomial regression and variable selection. 216--233.

Yazhen Wang. Variance reduction via basis expansion in Monte Carlo integration. 234--248.

Dominique Fourdrinier, William E. Strawderman. Robust generalized Bayes minimax estimators of location vectors for spherically symmetric distributions with unknown scale. 249--262.

Wenhua Jiang, Cun-Hui Zhang. Empirical Bayes in-season prediction of baseball batting averages. 263--273.

J. Antoch (Editor), M. Hušková (Editor), P.K. Sen (Editor). Nonparametrics and Robustness in Modern Statistical Inference and Time Series Analysis: A Festschrift in honor of Professor Jana Jurečková (2010)

Mon, 29 Nov 2010 10:33 EST

Contents:

Jaromír Antoch, Marie Hušková, Pranab K. Sen. Life and Work of Jana Jurečková: An Appreciation. 1--11.

Jaromír Antoch, Luboš Prchal, Pascal Sarda. Nonparametric comparison of ROC curves: Testing equivalence. 12--24.

Rudolf Beran. The unbearable transparency of Stein estimation. 25--34.

Delphine Cassart, Marc Hallin, Davy Paindaveine. On the estimation of cross-information quantities in rank-based inference. 35--45.

Lieven Desmet, Irène Gijbels, Alexandre Lambert. Estimation of irregular probability densities. 46--61.

Yadolah Dodge, Iraj Yadegari. Measuring directional dependency. 62--69.

Alexander Y. Gordon, Lev B. Klebanov. On a paradoxical property of the Kolmogorov–Smirnov two-sample test. 70--74.

Charlotte Guddat, Ursula Gather, Sonja Kuhnt. MCD-RoSIS – A robust procedure for variable selection. 75--83.

Jing-Ye Huang, Lin-An Chen, A. H. Welsh. A note on reference limits. 84--94.

Marie Hušková, Ondřej Chochola. Simple sequential procedures for change in distribution. 95--104.

Abram M. Kagan, Lev B. Klebanov. A class of multivariate distributions related to distributions with a Gaussian component. 105--112.

Jan Kalina. Locating landmarks using templates. 113--122.

Keith Knight. On the asymptotic distribution of the analytic center estimator. 123--133.

Roger Koenker. Rank tests for heterogeneous treatment effects with covariates. 134--142.

Hira L. Koul, Xiaoyu Li. A class of minimum distance estimators in AR(p) models with infinite error variance. 143--152.

David M. Mason, Elizbar Nadaraya, Grigol Sokhadze. Integral functionals of the density. 153--168.

Ivan Mizera. Qualitative robustness and weak continuity: the extreme unction?. 169--181.

Jyrki Möttönen, Klaus Nordhausen, Hannu Oja. Asymptotic theory of the spatial median. 182--193.

Marek Omelka. Second-order asymptotic representation of M-estimators in a linear model. 194--203.

Jan Picek, Jan Dienstbier. Extremes of two-step regression quantiles. 204--214.

Stephen Portnoy. Is ignorance bliss: Fixed vs. random censoring. 215--223.

Pranab K. Sen, A. K. Md. Ehsanes Saleh. The Theil–Sen estimator in a measurement error perspective. 224--234.

Sara van de Geer. The Lasso with within group structure. 235--244.

Noël Veraverbeke. Nonparametric estimation of residual quantiles in a conditional Koziol–Green model with dependent censoring. 245--253.

Jan Ámos Víšek. Robust error-term-scale estimate. 254--267.

Dominique Fourdrinier (Editor), Éric Marchand (Editor), Andrew L. Rukhin (Editor). Contemporary Developments in Bayesian Analysis and Statistical Decision Theory: A Festschrift for William E. Strawderman (2012)

Wed, 14 Mar 2012 09:27 EDT

Contents:

Anirban DasGupta, S.N. Lahiri. Density estimation in high and ultra high dimensions, regularization, and the L 1 asymptotics. 1--23.

Tatsuya Kubokawa. Minimax estimation of linear combinations of restricted location parameters. 24--41.

Yuzo Maruyama, William E. Strawderman. Bayesian predictive densities for linear regression models under α -divergence loss: Some results and open problems. 42--56.

Arthur Cohen, Harold Sackrowitz. Multiple rank tests for pairwise comparisons. 57--63.

Andrew L. Rukhin. Reducing data nonconformity in linear models. 64--77.

Cun-Hui Zhang. Minimax ℓ q risk in ℓ p balls. 78--89.

Adel Blouza, Dominique Fourdrinier, Patrice Lepelletier. A weak functional framework for applications in statistics. 90--103.

Éric Marchand, Mohammad Jafari Jozani, Yogesh Mani Tripathi. Inadmissible estimators of normal quantiles and two-sample problems with additional information. 104--116.

John A. Hartigan. Asymptotic admissibility of priors and elliptic differential equations. 117--130.

Constance van Eeden, James V. Zidek. Multiagent estimators of an exponential mean. 131--153.

Robert L. Strawderman, Martin T. Wells. On hierarchical prior specifications and penalized likelihood. 154--180.

John E. Kolassa, Hema Gayat Bhagavatula. Accurate approximations to the distribution of a statistic testing symmetry in contingency tables. 181--189.

Scott Brown, Glen Meeden. A nonparametric Bayesian method for estimating a response function. 190--199.

Kesar Singh, Minge Xie. CD posterior – combining prior and data through confidence distributions. 200--214.

David G.T. Denison, Edward I. George. Bayesian prediction with adaptive ridge estimators. 215--234.

Dhammika Amaratunga, Javier Cabrera, Yauheniya Cherckas, Yung-Seop Lee. Ensemble classifiers. 235--246.

Edwin J. Green, Susan Predl. Bayesian analysis of deer reproductive condition. 247--256.

M. Banerjee (Editor), F. Bunea (Editor), J. Huang (Editor), V. Koltchinskii (Editor), M. H. Maathuis (Editor). From Probability to Statistics and Back: High-Dimensional Models and Processes – A Festschrift in Honor of Jon A. Wellner (2013)

Fri, 08 Mar 2013 09:00 EST

Contents:

Terrence Adams, Andrew Nobel. A counterexample concerning the extension of uniform strong laws to ergodic processes. 1--4.

Vladimír Balek, Ivan Mizera. Mechanical models in nonparametric regression. 5--19.

Bojan Basrak, Chris A. J. Klaassen. Efficient estimation in the semiparametric normal regression-copula model with a focus on QTL mapping. 20--32.

Rudolf Beran. Multivariate regression through affinely weighted penalized least squares. 33--46.

Lucien Birgé. Robust tests for model selection. 47--64.

Norman E. Breslow, Thomas Lumley. Semiparametric models and two-phase samples: Applications to Cox regression. 65--77.

Lutz Dümbgen, Richard J. Samworth, Dominic Schuhmacher. Stochastic search for semiparametric linear regression models. 78--90.

Lutz Dümbgen, Perla Del Conte-Zerial. On low-dimensional projections of high-dimensional distributions. 91--104.

Richard D. Gill, Mădălin I. Guţă. On asymptotic quantum statistical inference. 105--127.

Evarist Giné, Hailin Sang. On the estimation of smooth densities by strict probability densities at optimal rates in sup-norm. 128--149.

Yair Goldberg, Rui Song, Michael R. Kosorok. Adaptive Q-learning. 150--162.

Kyrill Grant, Tilmann Gneiting. Consistent scoring functions for quantiles. 163--173.

Piet Groeneboom, Geurt Jongbloed. Smooth and non-smooth estimates of a monotone hazard. 174--196.

W. J. Hall, Jon A. Wellner. Efficient testing and estimation in two Lehmann alternatives to symmetry-at-zero models. 197--212.

Vladimir Koltchinskii. A remark on low rank matrix recovery and noncommutative Bernstein type inequalities. 213--226.

Willem Kruijer, Aad van der Vaart. Analyzing posteriors by the information inequality. 227--240.

David M. Mason, Jan W. H. Swanepoel. Uniform in bandwidth limit laws for kernel distribution function estimators. 241--253.

Pascal Massart, Raphaël Rossignol. Around Nemirovski’s inequality. 254--265.

David Pollard. A note on insufficiency and the preservation of Fisher information. 266--275.

Mathieu Rosenbaum, Alexandre B. Tsybakov. Improved matrix uncertainty selector. 276--290.

Frits Ruymgaart, Jing Wang, Shih-Hsuan Wei. Some asymptotic theory for functional regression with stationary regressor. 291--302.

Sara van de Geer, Johannes Lederer. The Lasso, correlated design, and improved oracle inequalities. 303--316.

Guenther Walther. The average likelihood ratio for large-scale multiple testing and detecting sparse mixtures. 317--326.