VOL. 42 · NO. 3 | June 2014
Ann. Statist. 42 (3), (June 2014) Open Access
No abstract available
Ann. Statist. 42 (3), (June 2014) Open Access
No abstract available
Jianqing Fan, Lingzhou Xue, Hui Zou
Ann. Statist. 42 (3), 819-849, (June 2014) DOI: 10.1214/13-AOS1198 Open Access
KEYWORDS: Folded concave penalty, local linear approximation, nonconvex optimization, oracle estimator, Sparse estimation, strong oracle property, 62J07
Peter M. Aronow, Donald P. Green, Donald K. K. Lee
Ann. Statist. 42 (3), 850-871, (June 2014) DOI: 10.1214/13-AOS1200 Open Access
KEYWORDS: Causal inference, finite populations, potential outcomes, randomized experiments, variance estimation, 62A01, 62D99, 62G15
Jianqing Fan, Yuan Liao
Ann. Statist. 42 (3), 872-917, (June 2014) DOI: 10.1214/13-AOS1202 Open Access
KEYWORDS: Focused GMM, sparsity recovery, endogenous variables, oracle property, conditional moment restriction, Estimating equation, over identification, global minimization, Semiparametric efficiency, 62F12, 62J02, 62J12, 62P20
Ulrike Grömping, Hongquan Xu
Ann. Statist. 42 (3), 918-939, (June 2014) DOI: 10.1214/14-AOS1205 Open Access
KEYWORDS: orthogonal arrays, generalized word length pattern, generalized minimum aberration, generalized resolution, qualitative factors, complete confounding, Canonical correlation, weak strength $t$, 62K15, 05B15, 62K05, 62J99, 62H20
Ery Arias-Castro, Nicolas Verzelen
Ann. Statist. 42 (3), 940-969, (June 2014) DOI: 10.1214/14-AOS1208 Open Access
KEYWORDS: Community detection, detecting a dense subgraph, minimax hypothesis testing, Erdős–Rényi random graph, scan statistic, planted clique problem, dense $k$-subgraph problem, sparse eigenvalue problem, 62C20, 62H30, 94A13
Changliang Zou, Guosheng Yin, Long Feng, Zhaojun Wang
Ann. Statist. 42 (3), 970-1002, (June 2014) DOI: 10.1214/14-AOS1210 Open Access
KEYWORDS: BIC, Change-point estimation, Cramér–von Mises statistic, dynamic programming, Empirical distribution function, Goodness-of-fit test, 62G05, 62G20
Luciano Pomatto, Nabil Al-Najjar, Alvaro Sandroni
Ann. Statist. 42 (3), 1003-1028, (June 2014) DOI: 10.1214/14-AOS1212 Open Access
KEYWORDS: Test manipulation, Bayesian learning, 62A01, 91A40
Jean Jacod, Viktor Todorov
Ann. Statist. 42 (3), 1029-1069, (June 2014) DOI: 10.1214/14-AOS1213 Open Access
KEYWORDS: Quadratic Variation, Itô semimartingale, integrated volatility, central limit theorem, 60F05, 60F17, 60G51, 60G07
Wenge Guo, Li He, Sanat K. Sarkar
Ann. Statist. 42 (3), 1070-1101, (June 2014) DOI: 10.1214/14-AOS1214 Open Access
KEYWORDS: $\gamma$-FDP, generalized $\gamma$-FDP, multiple testing, pairwise correlations, Positive dependence, stepup procedure, stepdown procedure, 62J15
Debdeep Pati, Anirban Bhattacharya, Natesh S. Pillai, David Dunson
Ann. Statist. 42 (3), 1102-1130, (June 2014) DOI: 10.1214/14-AOS1215 Open Access
KEYWORDS: Bayesian estimation, Covariance matrix, factor model, rate of convergence, shrinkage, Sparsity, 62G05, 62G20
Jean Jacod, Markus Reiss
Ann. Statist. 42 (3), 1131-1144, (June 2014) DOI: 10.1214/13-AOS1179 Open Access
KEYWORDS: Semimartingale, Volatility, jumps, infinite activity, discrete sampling, high frequency, 62C20, 62G20, 62M09, 60H99, 60J75
Valentine Genon-Catalot, Catherine Larédo
Ann. Statist. 42 (3), 1145-1165, (June 2014) DOI: 10.1214/14-AOS1216 Open Access
KEYWORDS: diffusion process, Discrete observations, Euler scheme, Nonparametric experiments, deficiency distance, Le Cam equivalence, 62B15, 62G20, 62M99, 60J60
Sara van de Geer, Peter Bühlmann, Ya’acov Ritov, Ruben Dezeure
Ann. Statist. 42 (3), 1166-1202, (June 2014) DOI: 10.1214/14-AOS1221 Open Access
KEYWORDS: central limit theorem, generalized linear model, Lasso, linear model, multiple testing, Semiparametric efficiency, Sparsity, 62J07, 62J12, 62F25
Anirvan Chakraborty, Probal Chaudhuri
Ann. Statist. 42 (3), 1203-1231, (June 2014) DOI: 10.1214/14-AOS1226 Open Access
KEYWORDS: Asymptotic relative efficiency, Bahadur representation, DD-plot, Donsker property, Gâteaux derivative, Glivenko–Cantelli property, Karhunen–Loève expansion, smooth Banach space, 62G05, 60B12, 60G12
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