VOL. 39 · NO. 6 | December 2011
 
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Frontmatter
Ann. Statist. 39 (6), (December 2011)
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Ann. Statist. 39 (6), (December 2011)
No abstract available
Articles
Michael L. Stein
Ann. Statist. 39 (6), 2795-2819, (December 2011) DOI: 10.1214/11-AOS909
KEYWORDS: Space–time process, spectral analysis, kriging, fixed-domain asymptotics, 60G25, 62M30, 62M15
Jinyuan Chang, Song Xi Chen
Ann. Statist. 39 (6), 2820-2851, (December 2011) DOI: 10.1214/11-AOS922
KEYWORDS: asymptotic expansion, asymptotic normality, consistency, discrete time observation, maximum likelihood estimation, 62M05, 62F12
Juan Lucas Bali, Graciela Boente, David E. Tyler, Jane-Ling Wang
Ann. Statist. 39 (6), 2852-2882, (December 2011) DOI: 10.1214/11-AOS923
KEYWORDS: Fisher-consistency, functional data, Method of sieves, Penalization, Principal Component Analysis, Outliers, robust estimation, 62G35, 62H25, 62G20
Evarist Giné, Richard Nickl
Ann. Statist. 39 (6), 2883-2911, (December 2011) DOI: 10.1214/11-AOS924
KEYWORDS: rate of contraction, Posterior, nonparametric hypothesis testing, 62G20, 62G07, 62G08
Alexander Aue, Thomas C. M. Lee
Ann. Statist. 39 (6), 2912-2935, (December 2011) DOI: 10.1214/11-AOS925
KEYWORDS: Akaike information criterion (AIC), Bayesian information criterion (BIC), image modeling, minimum description length (MDL), piecewise constant function modeling, statistical consistency, 62P30, 62H35, 62G05
Vladimir Koltchinskii
Ann. Statist. 39 (6), 2936-2973, (December 2011) DOI: 10.1214/11-AOS926
KEYWORDS: low-rank matrix estimation, von Neumann entropy, matrix regression, Empirical processes, noncommutative Bernstein inequality, quantum state tomography, Pauli basis, 62J99, 62H12, 60B20, 60G15, 81Q99
Ben Haaland, Peter Z. G. Qian
Ann. Statist. 39 (6), 2974-3002, (December 2011) DOI: 10.1214/11-AOS929
KEYWORDS: computer experiment, emulation, interpolation, Gaussian process, large-scale problem, multi-step procedure, numerical technique, radial basis function, ‎reproducing kernel Hilbert ‎space, 41A17, 65M12, 65G50
Yuan Liao, Wenxin Jiang
Ann. Statist. 39 (6), 3003-3031, (December 2011) DOI: 10.1214/11-AOS930
KEYWORDS: Identified region, limited information likelihood, sieve approximation, nonparametric instrumental variable, Ill-posed problem, partial identification, Bayesian inference, shrinkage prior, regularization, 62F15, 62G08, 62G20, 62P20
Ying Ding, Bin Nan
Ann. Statist. 39 (6), 3032-3061, (December 2011) DOI: 10.1214/11-AOS934
KEYWORDS: Accelerated failure time model, B-spline, bundled parameters, efficient score function, Semiparametric efficiency, sieve maximum likelihood estimation, 62E20, 62N01, 62D05
Richard A. Davis, Li Song
Ann. Statist. 39 (6), 3062-3091, (December 2011) DOI: 10.1214/11-AOS935
KEYWORDS: Unit roots, moving average, 62M10
Jelena Bradic, Jianqing Fan, Jiancheng Jiang
Ann. Statist. 39 (6), 3092-3120, (December 2011) DOI: 10.1214/11-AOS911
KEYWORDS: hazard rate, Lasso, SCAD, large deviation, oracle, 62N02, 60G44, 62F12, 60F10
Xinghua Zheng, Yingying Li
Ann. Statist. 39 (6), 3121-3151, (December 2011) DOI: 10.1214/11-AOS939
KEYWORDS: high dimension, high frequency, integrated covariance matrix, Marčenko–Pastur equation, weighted sample covariance matrix, realized covariance matrix, 62H12, 62G99, 60F15
Javier Hualde, Peter M. Robinson
Ann. Statist. 39 (6), 3152-3181, (December 2011) DOI: 10.1214/11-AOS931
KEYWORDS: fractional processes, nonstationarity, noninvertibility, Gaussian estimation, consistency, asymptotic normality, multiple time series, 62M10, 62F12
Bing Li, Andreas Artemiou, Lexin Li
Ann. Statist. 39 (6), 3182-3210, (December 2011) DOI: 10.1214/11-AOS932
KEYWORDS: Contour regression, invariant kernel, inverse regression, principal components, ‎reproducing kernel Hilbert ‎space, Support Vector Machine, 62-09, 62G08, 62H12
Michael Nussbaum, Arleta Szkoła
Ann. Statist. 39 (6), 3211-3233, (December 2011) DOI: 10.1214/11-AOS933
KEYWORDS: quantum statistics, density operators, Bayesian discrimination, exponential error rate, Holevo–Helstrom tests, quantum Chernoff bound, 62P35, 62G10
Joseph S. Koopmeiners, Ziding Feng
Ann. Statist. 39 (6), 3234-3261, (December 2011) DOI: 10.1214/11-AOS937
KEYWORDS: Group sequential methods, Empirical process theory, diagnostic testing, 62L12, 62G05
G. Fort, E. Moulines, P. Priouret
Ann. Statist. 39 (6), 3262-3289, (December 2011) DOI: 10.1214/11-AOS938
KEYWORDS: Markov chains, Markov chain Monte Carlo, adaptive Monte Carlo, ergodic theorems, Law of Large Numbers, adaptive Metropolis, equi-energy sampler, parallel tempering, interacting tempering, 65C05, 60F05, 62L10, 65C05, 65C40, 60J05, 93E35
Armin Schwartzman, Yulia Gavrilov, Robert J. Adler
Ann. Statist. 39 (6), 3290-3319, (December 2011) DOI: 10.1214/11-AOS943
KEYWORDS: False discovery rate, Gaussian process, kernel smoothing, matched filter, topological inference, 62H15, 62M10
Jianqing Fan, Yuan Liao, Martina Mincheva
Ann. Statist. 39 (6), 3320-3356, (December 2011) DOI: 10.1214/11-AOS944
KEYWORDS: Sparse estimation, thresholding, cross-sectional correlation, common factors, idiosyncratic, seemingly unrelated regression, 62H25, 62F12, 62H12
John Kolassa, John Robinson
Ann. Statist. 39 (6), 3357-3368, (December 2011) DOI: 10.1214/11-AOS945
KEYWORDS: randomization tests, nonparametric tests, large deviations, 62G20, 62G09, 60F10
Nicolai Meinshausen, Marloes H. Maathuis, Peter Bühlmann
Ann. Statist. 39 (6), 3369-3391, (December 2011) DOI: 10.1214/11-AOS946
KEYWORDS: Multiple testing under dependence, Westfall–Young procedure, permutations, familywise error rate, asymptotic optimality, high-dimensional inference, Sparsity, rank-based nonparametric tests, 62F03, 62J15
Xiangrong Yin, Bing Li
Ann. Statist. 39 (6), 3392-3416, (December 2011) DOI: 10.1214/11-AOS950
KEYWORDS: Central mean subspace, central subspace, characterizing family, Characteristic function, gradient estimation, projective resampling, Wavelets, 62G08, 62B05, 62H12
L. R. Haff, P. T. Kim, J.-Y. Koo, D. St. P. Richards
Ann. Statist. 39 (6), 3417-3440, (December 2011) DOI: 10.1214/11-AOS951
KEYWORDS: Deconvolution, Harish–Chandra c-function, Helgason–Fourier transform, Laplace–Beltrami operator, optimal rate, Sobolev ellipsoid, stochastic volatility, 62G20, 65R32
Correction
Ting-Ting Li, Hu Yang, Jane-Ling Wang, Liu-Gen Xue, Li-Xing Zhu
Ann. Statist. 39 (6), 3441-3443, (December 2011) DOI: 10.1214/11-AOS953
KEYWORDS: Asymptotic efficiency, partial-linear single-index model, 62G05, 62G20
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