VOL. 34 · NO. 6 | December 2006
Ann. Statist. 34 (6), (December 2006)
No abstract available
Ann. Statist. 34 (6), (December 2006)
No abstract available
2004 IMS Medallion Lecture
Vladimir Koltchinskii
Ann. Statist. 34 (6), 2593-2656, (December 2006) DOI: 10.1214/009053606000001019
KEYWORDS: Rademacher complexities, empirical risk minimization, Oracle inequalities, Model selection, Concentration inequalities, ‎classification‎, 62H30, 60B99, 68Q32, 62G08, 68T05, 68T10
Peter L. Bartlett, Shahar Mendelson
Ann. Statist. 34 (6), 2657-2663, (December 2006) DOI: 10.1214/009053606000001028
No abstract available
Gilles Blanchard, Pascal Massart
Ann. Statist. 34 (6), 2664-2671, (December 2006) DOI: 10.1214/009053606000001037
No abstract available
Stéphan Clémençon, Gábor Lugosi, Nicolas Vayatis
Ann. Statist. 34 (6), 2672-2676, (December 2006) DOI: 10.1214/009053606000001046
No abstract available
Xiaotong Shen, Lifeng Wang
Ann. Statist. 34 (6), 2677-2680, (December 2006) DOI: 10.1214/009053606000001055
No abstract available
A. B. Tsybakov
Ann. Statist. 34 (6), 2681-2687, (December 2006) DOI: 10.1214/009053606000001064
No abstract available
Sara van de Geer
Ann. Statist. 34 (6), 2688-2696, (December 2006) DOI: 10.1214/009053606000001073
No abstract available
Vladimir Koltchinskii
Ann. Statist. 34 (6), 2697-2706, (December 2006) DOI: 10.1214/009053606000001082
No abstract available
Semiparametric and Nonparametric Inference
Marc Hallin, Davy Paindaveine
Ann. Statist. 34 (6), 2707-2756, (December 2006) DOI: 10.1214/009053606000000731
KEYWORDS: Elliptical densities, shape matrix, multivariate ranks and signs, tests for sphericity, local asymptotic normality, locally asymptotically maximin tests, Mauchly’s test, John’s test, Schott’s test, 62M15, 62G35
Marc Hallin, Hannu Oja, Davy Paindaveine
Ann. Statist. 34 (6), 2757-2789, (December 2006) DOI: 10.1214/009053606000000948
KEYWORDS: Elliptical densities, shape matrix, multivariate ranks and signs, R-estimation, local asymptotic normality, Semiparametric efficiency, one-step estimation, affine equivariance, 62M15, 62G35
Rainer Dahlhaus, Wolfgang Polonik
Ann. Statist. 34 (6), 2790-2824, (December 2006) DOI: 10.1214/009053606000000867
KEYWORDS: empirical spectral process, exponential inequalities for quadratic forms, nonparametric maximum likelihood estimation, Locally stationary processes, sieve estimation, 62M10, 62F30
Aiyou Chen, Peter J. Bickel
Ann. Statist. 34 (6), 2825-2855, (December 2006) DOI: 10.1214/009053606000000939
KEYWORDS: Independent component analysis, semiparametric models, efficient score function, asymptotically efficient, generalized M-estimator, B-splines, 62G05, 62H12
Robustness and Data Depth
Graciela Boente, Xuming He, Jianhui Zhou
Ann. Statist. 34 (6), 2856-2878, (December 2006) DOI: 10.1214/009053606000000858
KEYWORDS: Kernel weights, partially linear models, rate of convergence, robust estimation, smoothing, 62F35, 62G08
Yijun Zuo, Xuming He
Ann. Statist. 34 (6), 2879-2896, (December 2006) DOI: 10.1214/009053606000000876
KEYWORDS: data depth, Limiting distribution, multivariate data, rank sum statistic, efficiency, two-sample problem, 62G20, 62G10, 62H10, 62H15
Bayesian Density Estimation
Catia Scricciolo
Ann. Statist. 34 (6), 2897-2920, (December 2006) DOI: 10.1214/009053606000000911
KEYWORDS: Bayesian adaptive density estimation, infinite-dimensional exponential family, posterior distribution, rate of convergence, sieve prior, 62G20, 62G07
Mihaela Aslan
Ann. Statist. 34 (6), 2921-2938, (December 2006) DOI: 10.1214/009053606000000885
KEYWORDS: Bayes predictive density, Kullback–Leibler loss, the Jeffreys prior, asymptotically least favorable priors, minimax risk, 62G07, 62G07, 62C20
Estimating a Cointegration Subspace
Willa W. Chen, Clifford M. Hurvich
Ann. Statist. 34 (6), 2939-2979, (December 2006) DOI: 10.1214/009053606000000894
KEYWORDS: Fractional cointegration, long memory, tapering, periodogram, 62M10, 62M15.
False Discovery Rate Thresholding
David Donoho, Jiashun Jin
Ann. Statist. 34 (6), 2980-3018, (December 2006) DOI: 10.1214/009053606000000920
KEYWORDS: minimax decision theory, minimax Bayes estimation, mixtures of exponential model, Sparsity, false discovery rate (FDR), Multiple comparisons, threshold rules, 62H12, 62C20, 62G20, 62C10, 62C12
Frequency Domain Empirical Likelihood
Daniel J. Nordman, Soumendra N. Lahiri
Ann. Statist. 34 (6), 3019-3050, (December 2006) DOI: 10.1214/009053606000000902
KEYWORDS: empirical likelihood, estimating equations, long-range dependence, periodogram, Spectral distribution, Whittle estimation, 62F40, 62G09, 62G20
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