VOL. 40 · NO. 2 | April 2012
Ann. Statist. 40 (2), (April 2012)
No abstract available
Ann. Statist. 40 (2), (April 2012)
No abstract available
Philippe Rigollet
Ann. Statist. 40 (2), 639-665, (April 2012) DOI: 10.1214/11-AOS961
KEYWORDS: Aggregation, regression, ‎classification‎, Oracle inequalities, finite sample bounds, generalized linear models, logistic regression, minimax lower bounds, 62G08, 62J12, 68T05, 62F11
Bernard Bercu, Philippe Fraysse
Ann. Statist. 40 (2), 666-693, (April 2012) DOI: 10.1214/12-AOS969
KEYWORDS: Semiparametric estimation, estimation of a shift, estimation of a regression function, asymptotic properties, 62G05, 62G20
Clifford Lam, Qiwei Yao
Ann. Statist. 40 (2), 694-726, (April 2012) DOI: 10.1214/12-AOS970
KEYWORDS: Autocovariance matrices, blessing of dimensionality, eigenanalysis, fast convergence rates, multivariate time series, ratio-based estimator, strength of factors, White noise, 62M10, 62H30, 60G99
Qiying Wang, Peter C. B. Phillips
Ann. Statist. 40 (2), 727-758, (April 2012) DOI: 10.1214/12-AOS975
KEYWORDS: Intersection local time, kernel regression, nonlinear nonparametric model, nonstationary time series, specification tests, weak convergence, 62M10, 62G07, 60F05
Bing-Yi Jing, Xin-Bing Kong, Zhi Liu
Ann. Statist. 40 (2), 759-784, (April 2012) DOI: 10.1214/12-AOS977
KEYWORDS: diffusion, pure jump process, semi-martingales, high-frequency data, Hypothesis testing, 62M05, 62G20, 60J75, 60G20
Hongtu Zhu, Joseph G. Ibrahim, Hyunsoon Cho
Ann. Statist. 40 (2), 785-811, (April 2012) DOI: 10.1214/12-AOS978
KEYWORDS: Cook’s distance, perturbation, relative influential, conditionally scaled Cook’s distance, scaled Cook’s distance, size issue, 62J20
Jun Shao, Xinwei Deng
Ann. Statist. 40 (2), 812-831, (April 2012) DOI: 10.1214/12-AOS982
KEYWORDS: Identifiability, projection, Ridge regression, Sparsity, thresholding, Variable selection, 62J07, 62G20, 62J05
Guillaume Lecué, Shahar Mendelson
Ann. Statist. 40 (2), 832-860, (April 2012) DOI: 10.1214/11-AOS965
KEYWORDS: Statistical learning, fast rates of convergence, Oracle inequalities, regularization, ‎classification‎, Aggregation, Model selection, High-dimensional data, 62G05, 62H30, 68T10
Gérard Letac, Hélène Massam
Ann. Statist. 40 (2), 861-890, (April 2012) DOI: 10.1214/12-AOS974
KEYWORDS: Bayes, sparse contingency tables, conjugate priors, characteristic function of a convex set, Dirichlet distribution, 62H17, 62C10, 62J12
Yu Tang, Hongquan Xu, Dennis K. J. Lin
Ann. Statist. 40 (2), 891-907, (April 2012) DOI: 10.1214/12-AOS987
KEYWORDS: Discrepancy, generalized minimum aberration, generalized word-length pattern, geometrical isomorphism, uniform minimum aberration design, 62K15
Jun Li, Song Xi Chen
Ann. Statist. 40 (2), 908-940, (April 2012) DOI: 10.1214/12-AOS993
KEYWORDS: High-dimensional covariance, Large $p$ small $n$, likelihood ratio test, testing for gene-sets, 62H15, 62G10, 62G20
Christopher R. Genovese, Marco Perone-Pacifico, Isabella Verdinelli, Larry Wasserman
Ann. Statist. 40 (2), 941-963, (April 2012) DOI: 10.1214/12-AOS994
KEYWORDS: Deconvolution, manifold learning, minimax, 62G05, 62G20, 62H12
Judith Rousseau, Nicolas Chopin, Brunero Liseo
Ann. Statist. 40 (2), 964-995, (April 2012) DOI: 10.1214/11-AOS955
KEYWORDS: Bayesian nonparametric, consistency, FEXP priors, Gaussian long memory processes, rates of convergence, 62G20, 62M15
Stephen E. Fienberg, Alessandro Rinaldo
Ann. Statist. 40 (2), 996-1023, (April 2012) DOI: 10.1214/12-AOS986
KEYWORDS: Extended exponential families, extended maximum likelihood estimators, Newton–Raphson algorithm, log-linear models, sampling zeros, 62H17, 62F99
Olivier Ledoit, Michael Wolf
Ann. Statist. 40 (2), 1024-1060, (April 2012) DOI: 10.1214/12-AOS989
KEYWORDS: Large-dimensional asymptotics, nonlinear shrinkage, rotation equivariance, 62H12, 62G20, 15A52
Helene Gehrmann, Steffen L. Lauritzen
Ann. Statist. 40 (2), 1061-1073, (April 2012) DOI: 10.1214/12-AOS991
KEYWORDS: Conditional independence, Invariance, maximum likelihood estimation, patterned mean vector, symmetry, 62H12, 62F99
John Ehrlinger, Hemant Ishwaran
Ann. Statist. 40 (2), 1074-1101, (April 2012) DOI: 10.1214/12-AOS997
KEYWORDS: Critical direction, gradient-correlation, regularization, repressibility, solution path, 62J05, 62J99
Yunwen Yang, Xuming He
Ann. Statist. 40 (2), 1102-1131, (April 2012) DOI: 10.1214/12-AOS1005
KEYWORDS: efficiency, empirical likelihood, high quantiles, prior, Posterior, 62J05, 62F12, 62G20
Enno Mammen, Christoph Rothe, Melanie Schienle
Ann. Statist. 40 (2), 1132-1170, (April 2012) DOI: 10.1214/12-AOS995
KEYWORDS: Nonparametric regression, two-stage estimators, simultaneous equation models, empirical process, 62G08, 62G20
Alekh Agarwal, Sahand Negahban, Martin J. Wainwright
Ann. Statist. 40 (2), 1171-1197, (April 2012) DOI: 10.1214/12-AOS1000
KEYWORDS: high-dimensional inference, nuclear norm, composite regularizers, 62F30, 62F30, 62H12
Ryan J. Tibshirani, Jonathan Taylor
Ann. Statist. 40 (2), 1198-1232, (April 2012) DOI: 10.1214/12-AOS1003
KEYWORDS: Lasso, generalized lasso, Degrees of freedom, high-dimensional, 62J07, 90C46
Viktor Todorov, George Tauchen
Ann. Statist. 40 (2), 1233-1262, (April 2012) DOI: 10.1214/12-AOS1006
KEYWORDS: Laplace transform, time-varying scale, high-frequency data, jumps, inference, 62F12, 62M05, 60H10, 60J75
Kari Lock Morgan, Donald B. Rubin
Ann. Statist. 40 (2), 1263-1282, (April 2012) DOI: 10.1214/12-AOS1008
KEYWORDS: Randomization, treatment allocation, Experimental design, clinical trial, causal effect, Mahalanobis distance, Hotelling’s $T^{2}$, 62K99
Mathias Drton, Aldo Goia
Ann. Statist. 40 (2), 1283-1284, (April 2012) DOI: 10.1214/12-AOS988
KEYWORDS: Compound matrix, graphical models, Multivariate analysis, random determinant, Random matrix, tetrad, 60E05, 62H10
No abstract available
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