VOL. 36 · NO. 5 | October 2008
Ann. Statist. 36 (5), (October 2008)
No abstract available
Ann. Statist. 36 (5), (October 2008)
No abstract available
T. Tony Cai, Lie Wang
Ann. Statist. 36 (5), 2025-2054, (October 2008) DOI: 10.1214/07-AOS509
KEYWORDS: adaptive estimation, Nonparametric regression, thresholding, variance function estimation, Wavelets, 62G08, 62G20
Lawrence D. Brown, T. Tony Cai, Harrison H. Zhou
Ann. Statist. 36 (5), 2055-2084, (October 2008) DOI: 10.1214/07-AOS513
KEYWORDS: Adaptivity, ‎asymptotic ‎equivalence, James–Stein estimator, moderate large deviation, Nonparametric regression, Quantile coupling, robust estimation, Wavelets, 62G08, 62G20
Li-Shan Huang, Jianwei Chen
Ann. Statist. 36 (5), 2085-2109, (October 2008) DOI: 10.1214/07-AOS531
KEYWORDS: bandwidth, Nonparametric regression, projection matrix, R-squared, smoothing splines, varying coefficient models, model checking, 62G08, 62J10
Peter Hall, Soumendra N. Lahiri
Ann. Statist. 36 (5), 2110-2134, (October 2008) DOI: 10.1214/07-AOS534
KEYWORDS: bandwidth, errors in variables, Ill-posed problem, kernel methods, measurement error, minimax, optimal convergence rate, smoothing, regularization, 62G20, 62C20
Peter Hall, Byeong U. Park, Richard J. Samworth
Ann. Statist. 36 (5), 2135-2152, (October 2008) DOI: 10.1214/07-AOS537
KEYWORDS: Bayes classifier, bootstrap resampling, Edgeworth expansion, error probability, misclassification error, Nonparametric classification, Poisson distribution, 62H30, 62G20
Nikolai Leonenko, Luc Pronzato, Vippal Savani
Ann. Statist. 36 (5), 2153-2182, (October 2008) DOI: 10.1214/07-AOS539
KEYWORDS: Entropy estimation, estimation of statistical distance, estimation of divergence, nearest-neighbor distances, Rényi entropy, Havrda–Charvát entropy, Tsallis entropy, 94A15, 62G20
A. Juditsky, P. Rigollet, A. B. Tsybakov
Ann. Statist. 36 (5), 2183-2206, (October 2008) DOI: 10.1214/07-AOS546
KEYWORDS: learning, Aggregation, Oracle inequalities, mirror averaging, Model selection, stochastic optimization, 62G08, 62C20, 62G05, 62G20
Wenxin Jiang, Martin A. Tanner
Ann. Statist. 36 (5), 2207-2231, (October 2008) DOI: 10.1214/07-AOS547
KEYWORDS: Data augmentation, data mining, Gibbs posterior, High-dimensional data, linear classification, Markov chain Monte Carlo, prior distribution, risk performance, Sparsity, Variable selection, 62F99, 82-08
Clifford Lam, Jianqing Fan
Ann. Statist. 36 (5), 2232-2260, (October 2008) DOI: 10.1214/07-AOS544
KEYWORDS: generalized linear models, varying coefficients, high dimensionality, asymptotic normality, profile likelihood, generalized likelihood ratio tests, 62G08, 62J12, 62F12
Mathias Drton, Hélène Massam, Ingram Olkin
Ann. Statist. 36 (5), 2261-2283, (October 2008) DOI: 10.1214/07-AOS522
KEYWORDS: Compound matrix, graphical models, Multivariate analysis, random determinant, Random matrix, tetrad, 60E05, 62H10
Juan A. Cuesta-Albertos, Carlos Matrán, Agustín Mayo-Iscar
Ann. Statist. 36 (5), 2284-2318, (October 2008) DOI: 10.1214/07-AOS541
KEYWORDS: multivariate normal distribution, elliptical distributions, exponential family, MVE estimator, Identifiability, censored maximum likelihood, truncated maximum likelihood, asymptotics, Breakdown point, gross errors model, smart estimator, 62F35, 62F10, 62F12
Art B. Owen
Ann. Statist. 36 (5), 2319-2343, (October 2008) DOI: 10.1214/07-AOS548
KEYWORDS: Digital nets, monomial rules, randomized quasi-Monte Carlo, quasi-Monte Carlo, 65C05, 68U20, 65D32
Randal Douc, Eric Moulines
Ann. Statist. 36 (5), 2344-2376, (October 2008) DOI: 10.1214/07-AOS514
KEYWORDS: branching, conditional central limit theorems, particle filtering, sequential importance sampling, sequential Monte Carlo, 60F05, 62L10, 65C05, 65C35, 65C60
Alexandre Belloni, Gustavo Didier
Ann. Statist. 36 (5), 2377-2408, (October 2008) DOI: 10.1214/07-AOS528
KEYWORDS: Behrens–Fisher Problem, High-dimensional data, Hypothesis testing, algorithm, Wald test, likelihood ratio test, Lagrange multiplier test, size, power, 62H15
Richard D. Gill, Peter D. Grünwald
Ann. Statist. 36 (5), 2409-2422, (October 2008) DOI: 10.1214/07-AOS532
KEYWORDS: Coarsening at random (CAR), ignorability, uniform multicover, Fibonacci numbers, 62A01, 62N01
Morris L. Eaton, James P. Hobert, Galin L. Jones, Wen-Lin Lai
Ann. Statist. 36 (5), 2423-2452, (October 2008) DOI: 10.1214/07-AOS542
KEYWORDS: Admissibility, formal Bayes, Improper prior distribution, multivariate normal distribution, recurrence, superharmonic function, 62C15, 60J05
Ngai Hang Chan, Shiqing Ling
Ann. Statist. 36 (5), 2453-2470, (October 2008) DOI: 10.1214/07-AOS543
KEYWORDS: empirical process, Long-memory time series, residuals, unit root, weak convergence, 62G30, 62M10
N. Chamandy, K. J. Worsley, J. Taylor, F. Gosselin
Ann. Statist. 36 (5), 2471-2507, (October 2008) DOI: 10.1214/07-AOS549
KEYWORDS: saddlepoint approximation, isotropic field, Poisson process, threshold, excursion set, 60G60, 62E20, 62M40, 53A99, 58E05, 60B12, 60F05
P. M. Robinson
Ann. Statist. 36 (5), 2508-2530, (October 2008) DOI: 10.1214/07-AOS545
KEYWORDS: long memory, phase, cointegration, Semiparametric estimation, consistency, asymptotic normality, 62M09, 62M10, 62M15, 62G20
Nicolas Privault, Anthony Réveillac
Ann. Statist. 36 (5), 2531-2550, (October 2008) DOI: 10.1214/07-AOS540
KEYWORDS: Nonparametric drift estimation, Stein estimation, Gaussian space, Malliavin calculus, harmonic analysis, 62G05, 60H07, 31B05
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