VOL. 41 · NO. 4 | August 2013
 
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Frontmatter
Ann. Statist. 41 (4), (August 2013)
No abstract available
Ann. Statist. 41 (4), (August 2013)
No abstract available
Articles
Holger Dette, Viatcheslav B. Melas, Petr Shpilev
Ann. Statist. 41 (4), 1693-1715, (August 2013) DOI: 10.1214/13-AOS1117
KEYWORDS: optimal design, model discrimination, robust design, linear optimality criteria, Chebyshev polynomial, 62K05
Valen E. Johnson
Ann. Statist. 41 (4), 1716-1741, (August 2013) DOI: 10.1214/13-AOS1123
KEYWORDS: Bayes factor, Jeffreys–Lindley paradox, objective Bayes, one-parameter exponential family model, Neyman–Pearson lemma, nonlocal prior density, uniformly most powerful test, Higgs boson, 62A01, 62F03, 62F05, 62F15
Yangbo He, Jinzhu Jia, Bin Yu
Ann. Statist. 41 (4), 1742-1779, (August 2013) DOI: 10.1214/13-AOS1125
KEYWORDS: Sparse graphical model, reversible Markov chain, Markov equivalence class, Causal inference, 62H05, 60J10, 05C81
Quentin Berthet, Philippe Rigollet
Ann. Statist. 41 (4), 1780-1815, (August 2013) DOI: 10.1214/13-AOS1127
KEYWORDS: High-dimensional detection, sparse principal component analysis, spiked covariance model, semidefinite relaxation, minimax lower bounds, planted clique, 62H25, 62F04, 90C22
Minjing Tao, Yazhen Wang, Harrison H. Zhou
Ann. Statist. 41 (4), 1816-1864, (August 2013) DOI: 10.1214/13-AOS1128
KEYWORDS: Large matrix estimation, measurement error, minimax lower bound, multi-scale, optimal convergence rate, Sparsity, subGaussian tail, threshold, volatility matrix estimator, 62G05, 62H12, 62M05
Jia Li, Viktor Todorov, George Tauchen
Ann. Statist. 41 (4), 1865-1891, (August 2013) DOI: 10.1214/13-AOS1135
KEYWORDS: occupation time, local approximation, stochastic volatility, spot variance, quantiles, nonparametric estimation, high-frequency data, 62F12, 62M05, 60H10, 60J75
Peter Hall, Joel Horowitz
Ann. Statist. 41 (4), 1892-1921, (August 2013) DOI: 10.1214/13-AOS1137
KEYWORDS: bandwidth, bias, bootstrap, Confidence interval, conservative coverage, coverage error, kernel methods, statistical smoothing, 62G07, 62G08, 62G09
Peter Bickel, David Choi, Xiangyu Chang, Hai Zhang
Ann. Statist. 41 (4), 1922-1943, (August 2013) DOI: 10.1214/13-AOS1124
KEYWORDS: Network statistics, stochastic blockmodeling, variational methods, maximum likelihood, 62F12
Jan Draisma, Sonja Kuhnt, Piotr Zwiernik
Ann. Statist. 41 (4), 1944-1969, (August 2013) DOI: 10.1214/13-AOS1130
KEYWORDS: Gaussian graphical models, Covariance matrix, concentration matrix, robust estimator, Breakdown point, equivariant estimator, transformation families, 62H99, 62F35, 54H15
Christian Francq, Jean-Michel Zakoïan
Ann. Statist. 41 (4), 1970-1998, (August 2013) DOI: 10.1214/13-AOS1132
KEYWORDS: GARCH models, inconsistency of estimators, local power of tests, nonstationarity, quasi maximum likelihood estimation, 62M10, 62F12, 62F05
Ismaël Castillo, Richard Nickl
Ann. Statist. 41 (4), 1999-2028, (August 2013) DOI: 10.1214/13-AOS1133
KEYWORDS: Bayesian inference, plug-in property, efficiency, 62G20, 62G15, 62G08
Tiefeng Jiang, Fan Yang
Ann. Statist. 41 (4), 2029-2074, (August 2013) DOI: 10.1214/13-AOS1134
KEYWORDS: likelihood ratio test, central limit theorem, High-dimensional data, multivariate normal distribution, hypothesis test, Covariance matrix, Mean vector, multivariate Gamma function, 62H15, 62H10
Rongmao Zhang, Liang Peng, Ruodu Wang
Ann. Statist. 41 (4), 2075-2096, (August 2013) DOI: 10.1214/13-AOS1136
KEYWORDS: Covariance matrix, empirical likelihood tests, High-dimensional data, $\chi^{2}$-distribution, 62F03, 62F40
Arash A. Amini, Aiyou Chen, Peter J. Bickel, Elizaveta Levina
Ann. Statist. 41 (4), 2097-2122, (August 2013) DOI: 10.1214/13-AOS1138
KEYWORDS: Community detection, network, pseudo-likelihood, 62G20, 62H99
Jinyuan Chang, Cheng Yong Tang, Yichao Wu
Ann. Statist. 41 (4), 2123-2148, (August 2013) DOI: 10.1214/13-AOS1139
KEYWORDS: empirical likelihood, high-dimensional data analysis, sure independence screening, large deviation, 62G09, 62H99
Li Zhang
Ann. Statist. 41 (4), 2149-2175, (August 2013) DOI: 10.1214/13-AOS1141
KEYWORDS: minimax estimation, Linear regression, sparsity constraint, compressed sensing, optimal minimax estimator, projected nearest neighbor estimator, orthogonal projection estimator, nearest neighbor estimator, 62J05, 62G20, 62C20
Min Tsao, Fan Wu
Ann. Statist. 41 (4), 2176-2196, (August 2013) DOI: 10.1214/13-AOS1143
KEYWORDS: empirical likelihood, Bartlett correction, extended empirical likelihood, similarity transformation, composite similarity transformation, 62G20, 62E20
Koichi Yamagata, Akio Fujiwara, Richard D. Gill
Ann. Statist. 41 (4), 2197-2217, (August 2013) DOI: 10.1214/13-AOS1147
KEYWORDS: Quantum local asymptotic normality, Holevo bound, quantum log-likelihood ratio, 81P50, 62F12
Wei Zheng
Ann. Statist. 41 (4), 2218-2235, (August 2013) DOI: 10.1214/13-AOS1148
KEYWORDS: Crossover designs, A-optimality, D-optimality, E-optimality, equivalence theorem, proportional model, pseudo symmetric designs, 62K05, 62J05
Jinchi Lv
Ann. Statist. 41 (4), 2236-2262, (August 2013) DOI: 10.1214/13-AOS1149
KEYWORDS: high dimensionality, finite sample, sure independence screening, concentration phenomenon, geometric representation, 62H99, 60D99
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