VOL. 37 · NO. 6B | December 2009
 
VIEW ALL ABSTRACTS +
Frontmatter
Ann. Statist. 37 (6B), (December 2009)
No abstract available
Ann. Statist. 37 (6B), (December 2009)
No abstract available
Articles
Prabir Burman, Robert H. Shumway
Ann. Statist. 37 (6B), 3715-3742, (December 2009) DOI: 10.1214/08-AOS675
KEYWORDS: state-space model, trend estimation, rate of convergence, Toeplitz, Hankel and circulant matrices, 62M10, 62F12
Ronghua Luo, Hansheng Wang, Chih-Ling Tsai
Ann. Statist. 37 (6B), 3743-3778, (December 2009) DOI: 10.1214/08-AOS679
KEYWORDS: central subspace, central contour subspace, contour projection, directional regression, generalized contour subspace, kernel contour subspace, $\sqrt{n}$-consistency, sliced average variance estimation, sliced inverse regression, sufficient contour subspace, 62G08, 62G35, 62G20
Lukas Meier, Sara van de Geer, Peter Bühlmann
Ann. Statist. 37 (6B), 3779-3821, (December 2009) DOI: 10.1214/09-AOS692
KEYWORDS: group lasso, Model selection, Nonparametric regression, Oracle inequality, penalized likelihood, Sparsity, 62G08, 62F12, 62J07
Zhidong Bai, Dandan Jiang, Jian-Feng Yao, Shurong Zheng
Ann. Statist. 37 (6B), 3822-3840, (December 2009) DOI: 10.1214/09-AOS694
KEYWORDS: High-dimensional data, testing on covariance matrices, Marčenko–Pastur distributions, random F-matrices, 62H15, 62H10
Huixia Judy Wang, Zhongyi Zhu, Jianhui Zhou
Ann. Statist. 37 (6B), 3841-3866, (December 2009) DOI: 10.1214/09-AOS695
KEYWORDS: Basis spline, longitudinal data, marginal model, rank score test, semiparametric, 62G08, 62G10
Art B. Owen
Ann. Statist. 37 (6B), 3867-3892, (December 2009) DOI: 10.1214/09-AOS697
KEYWORDS: Admissibility, fast Fourier transform, Hypothesis testing, microarrays, 62F03, 62C15, 65T99, 52A01
Jiti Gao, Maxwell King, Zudi Lu, Dag Tjøstheim
Ann. Statist. 37 (6B), 3893-3928, (December 2009) DOI: 10.1214/09-AOS698
KEYWORDS: cointegration, kernel test, Nonparametric regression, nonstationary time series, time series econometrics, 62M10, 62G07, 60F05
Peter Hall, Hugh Miller
Ann. Statist. 37 (6B), 3929-3959, (December 2009) DOI: 10.1214/09-AOS699
KEYWORDS: Confidence interval, genomic data, high dimension, independent-component bootstrap, m-out-of-n bootstrap, ordering, overlap interval, prediction interval, synchronous bootstrap, 62G09, 62G30
Tao Shi, Mikhail Belkin, Bin Yu
Ann. Statist. 37 (6B), 3960-3984, (December 2009) DOI: 10.1214/09-AOS700
KEYWORDS: Gaussian kernel, spectral clustering, kernel principal component analysis, Support vector machines, unsupervised learning, 62H30, 68T10
Hock Peng Chan
Ann. Statist. 37 (6B), 3985-4010, (December 2009) DOI: 10.1214/09-AOS701
KEYWORDS: Average likelihood ratio, Change of measure, generalized likelihood ratio, logistic model, Moderate deviations, scan statistic, spatial clustering, 60F10, 62G10, 60G55
Kyungchul Song
Ann. Statist. 37 (6B), 4011-4045, (December 2009) DOI: 10.1214/09-AOS704
KEYWORDS: Conditional independence, distribution-free tests, Rosenblatt transforms, wild bootstrap, 62G07, 62G09, 62G10
Alexander Aue, Siegfried Hörmann, Lajos Horváth, Matthew Reimherr
Ann. Statist. 37 (6B), 4046-4087, (December 2009) DOI: 10.1214/09-AOS707
KEYWORDS: Change-points, Covariance, functional central limit theorem, multivariate GARCH models, multivariate time series, structural breaks, 62M10, 60K35, 91B84, 60F17
Holger Dette, Tim Holland-Letz
Ann. Statist. 37 (6B), 4088-4103, (December 2009) DOI: 10.1214/09-AOS708
KEYWORDS: c-optimal design, heteroscedastic regression, Elfving’s theorem, pharmacokinetic models, random effects, locally optimal design, geometric characterization, 62K05
Sungkyu Jung, J. S. Marron
Ann. Statist. 37 (6B), 4104-4130, (December 2009) DOI: 10.1214/09-AOS709
KEYWORDS: Principal Component Analysis, Sample covariance matrix, ρ-mixing, high dimension, low sample size data, Nonstandard asymptotics, consistency and strong inconsistency, Spiked population model, 62H25, 34L20, 62F12
Sofia Andersson, Tobias Rydén
Ann. Statist. 37 (6B), 4131-4152, (December 2009) DOI: 10.1214/09-AOS711
KEYWORDS: Hidden Markov model, linear innovation representation, prediction error representation, subspace estimation, consistency, 62M09, 62M10, 62M20, 93B15, 93B30
Jianqing Fan, Yichao Wu, Yang Feng
Ann. Statist. 37 (6B), 4153-4183, (December 2009) DOI: 10.1214/09-AOS713
KEYWORDS: generalized linear model, local polynomial smoothing, parametric guide, quasi-likelihood method, 62G08, 62G20
C. J. Brien, R. A. Bailey
Ann. Statist. 37 (6B), 4184-4213, (December 2009) DOI: 10.1214/09-AOS717
KEYWORDS: Analysis of variance, Balance, decomposition table, Design of experiments, efficiency factor, multiphase experiments, multitiered experiments, Orthogonal decomposition, pseudofactor, structure, tier, 62J10, 62K99
Xiaohong Chen, Wei Biao Wu, Yanping Yi
Ann. Statist. 37 (6B), 4214-4253, (December 2009) DOI: 10.1214/09-AOS719
KEYWORDS: copula, geometric ergodicity, nonlinear Markov models, Semiparametric efficiency, sieve likelihood ratio statistics, sieve MLE, tail dependence, value-at-risk, 62M05, 62F07
Clifford Lam, Jianqing Fan
Ann. Statist. 37 (6B), 4254-4278, (December 2009) DOI: 10.1214/09-AOS720
KEYWORDS: Covariance matrix, high-dimensionality, consistency, nonconcave penalized likelihood, sparsistency, asymptotic normality, 62F12, 62J07
Xiaohong Chen, Lars Peter Hansen, José Scheinkman
Ann. Statist. 37 (6B), 4279-4312, (December 2009) DOI: 10.1214/09-AOS706
KEYWORDS: Nonlinear principal components, multivariate diffusion, quadratic form, conditional expectations operator, low-frequency data, 62H25, 47D07, 35P05
Back to Top