VOL. 37 · NO. 4 | August 2009
 
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Frontmatter
Ann. Statist. 37 (4), (August 2009)
No abstract available
Ann. Statist. 37 (4), (August 2009)
No abstract available
Articles
Jean-Yves Audibert
Ann. Statist. 37 (4), 1591-1646, (August 2009) DOI: 10.1214/08-AOS623
KEYWORDS: Statistical learning, fast rates of convergence, Aggregation, L_q-regression, lower bounds in VC-classes, excess risk, convex loss, minimax lower bounds, 62G08, 62H05, 68T10
Wenhua Jiang, Cun-Hui Zhang
Ann. Statist. 37 (4), 1647-1684, (August 2009) DOI: 10.1214/08-AOS638
KEYWORDS: Compound estimation, Empirical Bayes, adaptive estimation, White noise, shrinkage estimator, threshold estimator, 62C12, 62G05, 62G08, 62G20, 62C25
Lawrence D. Brown, Eitan Greenshtein
Ann. Statist. 37 (4), 1685-1704, (August 2009) DOI: 10.1214/08-AOS630
KEYWORDS: Empirical Bayes, compound decision, 62C12, 62C25
Peter J. Bickel, Ya’acov Ritov, Alexandre B. Tsybakov
Ann. Statist. 37 (4), 1705-1732, (August 2009) DOI: 10.1214/08-AOS620
KEYWORDS: linear models, Model selection, nonparametric statistics, 60K35, 62G08, 62C20, 62G05, 62G20
Hui Zou, Hao Helen Zhang
Ann. Statist. 37 (4), 1733-1751, (August 2009) DOI: 10.1214/08-AOS625
KEYWORDS: Adaptive regularization, elastic-net, high dimensionality, Model selection, oracle property, shrinkage methods, 62J05, 62J07
Yan Lan, Moulinath Banerjee, George Michailidis
Ann. Statist. 37 (4), 1752-1791, (August 2009) DOI: 10.1214/08-AOS602
KEYWORDS: adaptive sampling, change point estimation, multistage procedure, Skorokhod topology, two-stage procedure, zoom-in, 62F12, 62K99
Jean Jacod, Viktor Todorov
Ann. Statist. 37 (4), 1792-1838, (August 2009) DOI: 10.1214/08-AOS624
KEYWORDS: Common jumps, tests, discrete sampling, high-frequency data, 62F12, 62M05, 60H10, 60J60
Xia Cui, Wensheng Guo, Lu Lin, Lixing Zhu
Ann. Statist. 37 (4), 1839-1870, (August 2009) DOI: 10.1214/08-AOS627
KEYWORDS: asymptotic behavior, confidence region, covariate-adjusted regression, empirical likelihood, Kernel estimation, nonlinear least squares, 62J05, 62G08, 62G20
Kenji Fukumizu, Francis R. Bach, Michael I. Jordan
Ann. Statist. 37 (4), 1871-1905, (August 2009) DOI: 10.1214/08-AOS637
KEYWORDS: Dimension reduction, regression, Positive definite kernel, reproducing kernel, consistency, 62H99, 62J02
Pierpaolo De Blasi, Giovanni Peccati, Igor Prünster
Ann. Statist. 37 (4), 1906-1945, (August 2009) DOI: 10.1214/08-AOS631
KEYWORDS: asymptotics, Bayesian consistency, Bayesian nonparametrics, central limit theorem, completely random measure, path-variance, random hazard rate, Survival analysis, 62G20, 60G57
Beth Andrews, Matthew Calder, Richard A. Davis
Ann. Statist. 37 (4), 1946-1982, (August 2009) DOI: 10.1214/08-AOS632
KEYWORDS: autoregressive models, maximum likelihood estimation, noncausal, non-Gaussian, Stable distributions, 62M10, 62E20, 62F10
Paul Malliavin, Maria Elvira Mancino
Ann. Statist. 37 (4), 1983-2010, (August 2009) DOI: 10.1214/08-AOS633
KEYWORDS: Continuous semi-martingale, instantaneous co-volatility, nonparametric estimation, Fourier transform, High frequency data, 62G05, 62F12, 42A38, 60H10, 62P20
Alexandre Belloni, Victor Chernozhukov
Ann. Statist. 37 (4), 2011-2055, (August 2009) DOI: 10.1214/08-AOS634
KEYWORDS: Markov chain Monte Carlo, computational complexity, Bayesian, increasing dimension, 65C05, 65C60
Holger Dette, Stefanie Titoff
Ann. Statist. 37 (4), 2056-2082, (August 2009) DOI: 10.1214/08-AOS635
KEYWORDS: model discrimination, optimal design, T-optimality, D_s-optimality, nonlinear approximation, 62K05, 41A50
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