The Annals of Statistics

Volume 41, Number 3

June 2013

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Frontmatter

Table of Contents
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Editorial Board
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Articles

Minimax bounds for sparse PCA with noisy high-dimensional dataAharon Birnbaum, Iain M. Johnstone, Boaz Nadler, and Debashis Paul; 1055 - 1084
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Maximum lilkelihood estimation in the $\beta$-modelAlessandro Rinaldo, Sonja Petrović, and Stephen E. Fienberg; 1085 - 1110
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A lasso for hierarchical interactionsJacob Bien, Jonathan Taylor, and Robert Tibshirani; 1111 - 1141
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Oracle inequalities for the lasso in the Cox modelJian Huang, Tingni Sun, Zhiliang Ying, Yi Yu, and Cun-Hui Zhang; 1142 - 1165
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A loss function approach to model specification testing and its relative efficiencyYongmiao Hong and Yoon-Jin Lee; 1166 - 1203
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Asymptotic power of sphericity tests for high-dimensional dataAlexei Onatski, Marcelo J. Moreira, and Marc Hallin; 1204 - 1231
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Rates of convergence of the Adaptive LASSO estimators to the Oracle distribution and higher order refinements by the bootstrapA. Chatterjee and S. N. Lahiri; 1232 - 1259
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Complete classes of designs for nonlinear regression models and principal representations of moment spacesHolger Dette and Kirsten Schorning; 1260 - 1267
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Moment bounds and mean squared prediction errors of long-memory time seriesNgai Hang Chan, Shih-Feng Huang, and Ching-Kang Ing; 1268 - 1298
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Multiscale methods for shape constraints in deconvolution: Confidence statements for qualitative featuresJohannes Schmidt-Hieber, Axel Munk, and Lutz Dümbgen; 1299 - 1328
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Fixed-smoothing asymptotics for time seriesXianyang Zhang and Xiaofeng Shao; 1329 - 1349
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Maximum-likelihood estimation for diffusion processes via closed-form density expansionsChenxu Li; 1350 - 1380
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Fast learning rate of multiple kernel learning: Trade-off between sparsity and smoothnessTaiji Suzuki and Masashi Sugiyama; 1381 - 1405
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Universally consistent vertex classification for latent positions graphsMinh Tang, Daniel L. Sussman, and Carey E. Priebe; 1406 - 1430
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The two-sample problem for Poisson processes: Adaptive tests with a nonasymptotic wild bootstrap approachMagalie Fromont, Béatrice Laurent, and Patricia Reynaud-Bouret; 1431 - 1461
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Quarticity and other functionals of volatility: Efficient estimationJean Jacod and Mathieu Rosenbaum; 1462 - 1484
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Nonparametric inference on Lévy measures and copulasAxel Bücher and Mathias Vetter; 1485 - 1515
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Kullback–Leibler upper confidence bounds for optimal sequential allocationOlivier Cappé, Aurélien Garivier, Odalric-Ambrym Maillard, Rémi Munos, and Gilles Stoltz; 1516 - 1541
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Nonparametric regression with the scale depending on auxiliary variableSam Efromovich; 1542 - 1568
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Exact sampling and counting for fixed-margin matricesJeffrey W. Miller and Matthew T. Harrison; 1569 - 1592
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Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequencyHiroki Masuda; 1593 - 1641
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Regressions with Berkson errors in covariates—A nonparametric approachSusanne M. Schennach; 1642 - 1668
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Quantile and quantile-function estimations under density ratio modelJiahua Chen and Yukun Liu; 1669 - 1692
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