VOL. 38 · NO. 5 | October 2010
 
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Frontmatter
Ann. Statist. 38 (5), (October 2010)
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Ann. Statist. 38 (5), (October 2010)
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Articles
James G. Scott, James O. Berger
Ann. Statist. 38 (5), 2587-2619, (October 2010) DOI: 10.1214/10-AOS792
KEYWORDS: Bayesian model selection, Empirical Bayes, multiple testing, Variable selection, 62J05, 62J15
Mathieu Rosenbaum, Alexandre B. Tsybakov
Ann. Statist. 38 (5), 2620-2651, (October 2010) DOI: 10.1214/10-AOS793
KEYWORDS: Sparsity, MU-selector, matrix uncertainty, Errors-in-variables model, measurement error, sign consistency, Oracle inequalities, restricted eigenvalue assumption, missing data, portfolio selection, portfolio replication, 62J05, 62F12
Peter Hall, Hugh Miller
Ann. Statist. 38 (5), 2652-2677, (October 2010) DOI: 10.1214/10-AOS794
KEYWORDS: bootstrap, exponential distribution, exponential tails, Extreme values, order statistics, Pareto distribution, performance rankings, regularly varying tails, 62G32, 62E20
Alessandro Rinaldo, Larry Wasserman
Ann. Statist. 38 (5), 2678-2722, (October 2010) DOI: 10.1214/10-AOS797
KEYWORDS: Density clustering, kernel density estimation, 62H30, 62G07
Jianqing Fan, Yang Feng, Yue S. Niu
Ann. Statist. 38 (5), 2723-2750, (October 2010) DOI: 10.1214/10-AOS802
KEYWORDS: Genewise variance estimation, gene selection, local linear regression, nonparametric model, correlation correction, validation test, 62G05, 62P10
Yuri Golubev
Ann. Statist. 38 (5), 2751-2780, (October 2010) DOI: 10.1214/10-AOS803
KEYWORDS: Spectral regularization, excess risk, ordered smoother, empirical risk minimization, Oracle inequality, 62C10, 62C10, 62G05
Patricia Reynaud-Bouret, Sophie Schbath
Ann. Statist. 38 (5), 2781-2822, (October 2010) DOI: 10.1214/10-AOS806
KEYWORDS: Hawkes process, Model selection, Oracle inequalities, data-driven penalty, minimax risk, adaptive estimation, unknown support, genome analysis, 62G05, 62G20, 46N60, 65C60
Faming Liang
Ann. Statist. 38 (5), 2823-2856, (October 2010) DOI: 10.1214/10-AOS807
KEYWORDS: Asymptotic efficiency, convergence, Markov chain Monte Carlo, stochastic approximation Monte Carlo, trajectory averaging, 60J22, 65C05
Young Kyung Lee, Enno Mammen, Byeong U. Park
Ann. Statist. 38 (5), 2857-2883, (October 2010) DOI: 10.1214/10-AOS808
KEYWORDS: backfitting, Nonparametric regression, Quantile estimation, Additive models, 62G08, 62G20
Guang Cheng, Jianhua Z. Huang
Ann. Statist. 38 (5), 2884-2915, (October 2010) DOI: 10.1214/10-AOS809
KEYWORDS: Bootstrap consistency, bootstrap confidence set, Semiparametric model, M-estimation, 62F40, 62G20
Z. I. Botev, J. F. Grotowski, D. P. Kroese
Ann. Statist. 38 (5), 2916-2957, (October 2010) DOI: 10.1214/10-AOS799
KEYWORDS: Nonparametric density estimation, heat kernel, Bandwidth selection, Langevin process, diffusion equation, Boundary bias, normal reference rules, data sharpening, variable bandwidth, 62G07, 62G20, 35K05, 35K15, 60J60, 60J70
Wilfredo Palma, Ricardo Olea
Ann. Statist. 38 (5), 2958-2997, (October 2010) DOI: 10.1214/10-AOS812
KEYWORDS: nonstationarity, local stationarity, long-range dependence, Whittle estimation, consistency, asymptotic normality, efficiency, 62M10, 60G15
Roger Koenker, Ivan Mizera
Ann. Statist. 38 (5), 2998-3027, (October 2010) DOI: 10.1214/10-AOS814
KEYWORDS: Density estimation, unimodal, strongly unimodal, shape constraints, Convex optimization, Duality, Entropy, semidefinite programming, 62G07, 62H12, 62G05, 62B10, 90C25, 94A17
Yehua Li, Tailen Hsing
Ann. Statist. 38 (5), 3028-3062, (October 2010) DOI: 10.1214/10-AOS816
KEYWORDS: Adaptive Neyman test, Dimension reduction, elliptically contoured distribution, Functional data analysis, principal components, 62J05, 62G20, 62M20
Louigi Addario-Berry, Nicolas Broutin, Luc Devroye, Gábor Lugosi
Ann. Statist. 38 (5), 3063-3092, (October 2010) DOI: 10.1214/10-AOS817
KEYWORDS: Hypothesis testing, multiple hypotheses, Gaussian processes, 62F03, 62F05
Yacine Aït-Sahalia, Jean Jacod
Ann. Statist. 38 (5), 3093-3128, (October 2010) DOI: 10.1214/09-AOS749
KEYWORDS: Semimartingale, Brownian motion, jumps, finite activity, infinite activity, discrete sampling, high frequency, 62F12, 62M05, 60H10, 60J60
Yacine Aït-Sahalia, Jianqing Fan, Jiancheng Jiang
Ann. Statist. 38 (5), 3129-3163, (October 2010) DOI: 10.1214/09-AOS763
KEYWORDS: Markov hypothesis, Chapman–Kolmogorov equation, locally linear smoother, Transition density, diffusion, 62G10, 60J60, 62G20
C. J. Brien, R. A. Bailey
Ann. Statist. 38 (5), 3164-3190, (October 2010) DOI: 10.1214/09-AOS785
KEYWORDS: Analysis of variance, Balance, decomposition table, Design of experiments, efficiency factor, intertier interaction, multiphase experiments, multitiered experiments, Orthogonal decomposition, pseudofactor, structure, tier, 62J10, 62K99
Noureddine El Karoui
Ann. Statist. 38 (5), 3191-3216, (October 2010) DOI: 10.1214/10-AOS801
KEYWORDS: kernel matrices, multivariate statistical analysis, high-dimensional inference, Random matrix theory, machine learning, concentration of measure, 62H10, 60F99
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