Table of contents for issues of Annals of Statistics

Last update: Mon Mar 5 18:56:28 MST 2018                Valid HTML 3.2!

Volume 34, Number 4, August, 2006
Volume 36, Number 5, October, 2008
Volume 38, Number 1, February, 2010
Volume 38, Number 2, April, 2010
Volume 38, Number 3, June, 2010
Volume 38, Number 4, August, 2010
Volume 38, Number 5, October, 2010
Volume 38, Number 6, December, 2010
Volume 39, Number 1, February, 2011
Volume 39, Number 2, April, 2011
Volume 39, Number 3, June, 2011
Volume 39, Number 4, August, 2011
Volume 39, Number 5, October, 2011
Volume 39, Number 6, December, 2011
Volume 40, Number 1, February, 2012
Volume 40, Number 2, April, 2012
Volume 40, Number 3, June, 2012
Volume 40, Number 4, August, 2012
Volume 40, Number 5, October, 2012
Volume 40, Number 6, December, 2012
Volume 41, Number 1, February, 2013
Volume 41, Number 2, April, 2013
Volume 41, Number 3, June, 2013
Volume 41, Number 4, August, 2013
Volume 41, Number 5, October, 2013
Volume 41, Number 6, December, 2013
Volume 42, Number 1, February, 2014
Volume 42, Number 2, April, 2014
Volume 42, Number 3, June, 2014
Volume 42, Number 4, August, 2014
Volume 42, Number 5, October, 2014
Volume 42, Number 6, December, 2014
Volume 43, Number 1, February, 2015
Volume 43, Number 2, April, 2015
Volume 43, Number 3, June, 2015
Volume 43, Number 4, August, 2015
Volume 43, Number 5, October, 2015
Volume 43, Number 6, December, 2015
Volume 44, Number 1, February, 2016
Volume 44, Number 2, April, 2016
Volume 44, Number 3, June, 2016
Volume 44, Number 4, August, 2016
Volume 44, Number 5, October, 2016
Volume 44, Number 6, December, 2016
Volume 45, Number 1, February, 2017
Volume 45, Number 2, April, 2017
Volume 45, Number 3, June, 2017
Volume 45, Number 4, August, 2017
Volume 45, Number 5, 10, 2017
Volume 45, Number 6, 12, 2017
Volume 46, Number 1, 02, 2018


Annals of Statistics
Volume 34, Number 4, August, 2006

                  Cheng-Der Fuh   Efficient likelihood estimation in state
                                  space models . . . . . . . . . . . . . . 2026--2068


Annals of Statistics
Volume 36, Number 5, October, 2008

           Nikolai Leonenko and   
               Luc Pronzato and   
                  Vippal Savani   A class of Rényi information estimators
                                  for multidimensional densities . . . . . 2153--2182
              Mathias Drton and   
     Hél\`ene Massam and   
                   Ingram Olkin   Moments of minors of Wishart matrices    2261--2283
             Ngai Hang Chan and   
                   Shiqing Ling   Residual empirical processes for long
                                  and short memory time series . . . . . . 2453--2470


Annals of Statistics
Volume 38, Number 1, February, 2010

           Noureddine El Karoui   The spectrum of kernel random matrices   1--50
              Sylvain Arlot and   
           Gilles Blanchard and   
                Etienne Roquain   Some nonasymptotic results on resampling
                                  in high dimension, I: Confidence regions 51--82
              Sylvain Arlot and   
           Gilles Blanchard and   
                Etienne Roquain   Some nonasymptotic results on resampling
                                  in high dimension, II: Multiple tests    83--99
                T. Tony Cai and   
                    Jiashun Jin   Optimal rates of convergence for
                                  estimating the null density and
                                  proportion of nonnull effects in
                                  large-scale multiple testing . . . . . . 100--145
                Judith Rousseau   Rates of convergence for the posterior
                                  distributions of mixtures of Betas and
                                  adaptive nonparametric estimation of the
                                  density  . . . . . . . . . . . . . . . . 146--180
          Georgi K. Golubev and   
           Michael Nussbaum and   
               Harrison H. Zhou   Asymptotic equivalence of spectral
                                  density estimation and Gaussian white
                                  noise  . . . . . . . . . . . . . . . . . 181--214
     Aleksandar Mijatovi\'c and   
                 Paul Schneider   Globally optimal parameter estimates for
                                  nonlinear diffusions . . . . . . . . . . 215--245
             Jane-Ling Wang and   
                 Liugen Xue and   
                 Lixing Zhu and   
                  Yun Sam Chong   Estimation for a partial-linear
                                  single-index model . . . . . . . . . . . 246--274
                  Yuan Liao and   
                   Wenxin Jiang   Bayesian analysis in moment inequality
                                  models . . . . . . . . . . . . . . . . . 275--316
               Denis Belomestny   Spectral estimation of the fractional
                                  order of a Lévy process . . . . . . . . . 317--351
            Piet Groeneboom and   
            Geurt Jongbloed and   
                Birgit I. Witte   Maximum smoothed likelihood estimation
                                  and smoothed maximum likelihood
                                  estimation in the current status model   352--387
                   S. N. Lahiri   Edgeworth expansions for studentized
                                  statistics under weak dependence . . . . 388--434
                     Xin Qi and   
                    Hongyu Zhao   Asymptotic efficiency and finite-sample
                                  properties of the generalized profiling
                                  estimation of parameters in ordinary
                                  differential equations . . . . . . . . . 435--481
         Jussi Klemelä and   
                    Enno Mammen   Empirical risk minimization in inverse
                                  problems . . . . . . . . . . . . . . . . 482--511
              Michael Evans and   
                    Gun Ho Jang   Invariant $P$-values for model checking  512--525
           Shahar Mendelson and   
                  Joseph Neeman   Regularization in kernel learning  . . . 526--565
                Christine Jacob   Conditional least squares estimation in
                                  nonstationary nonlinear stochastic
                                  regression models  . . . . . . . . . . . 566--597
           Joseph P. Romano and   
                   Michael Wolf   Balanced control of generalized error
                                  rates  . . . . . . . . . . . . . . . . . 598--633

Annals of Statistics
Volume 38, Number 2, April, 2010

                Marc Hallin and   
           Davy Paindaveine and   
               Miroslav \vSiman   Multivariate quantiles and
                                  multiple-output regression quantiles:
                                  From $ L_1 $ optimization to halfspace
                                  depth  . . . . . . . . . . . . . . . . . 635--669
                       Ying Wei   Discussion . . . . . . . . . . . . . . . 670--675
            Robert Serfling and   
                      Yijun Zuo   Discussion . . . . . . . . . . . . . . . 676--684
              Linglong Kong and   
                    Ivan Mizera   Discussion . . . . . . . . . . . . . . . 685--693
                Marc Hallin and   
           Davy Paindaveine and   
               Miroslav \vSiman   Rejoinder  . . . . . . . . . . . . . . . 694--703
           Nicolas Verzelen and   
                  Fanny Villers   Goodness-of-fit tests for
                                  high-dimensional Gaussian linear models  704--752
             Davide Ferrari and   
                    Yuhong Yang   Maximum $ L_q $-likelihood estimation    753--783
Konstantinos Kalogeropoulos and   
          Gareth O. Roberts and   
             Petros Dellaportas   Inference for stochastic volatility
                                  models using time change transformations 784--807
               Song Xi Chen and   
                    Ying-Li Qin   A two-sample test for high-dimensional
                                  data with applications to gene-set
                                  testing  . . . . . . . . . . . . . . . . 808--835
                 Jim Kuelbs and   
          Anand N. Vidyashankar   Asymptotic inference for
                                  high-dimensional data  . . . . . . . . . 836--869
                  Ethan Anderes   On the consistent separation of scale
                                  and variance for Gaussian random fields  870--893
                  Cun-Hui Zhang   Nearly unbiased variable selection under
                                  minimax concave penalty  . . . . . . . . 894--942
                Yazhen Wang and   
                       Jian Zou   Vast volatility matrix estimation for
                                  high-frequency financial data  . . . . . 943--978
              Minjung Kyung and   
                  Jeff Gill and   
                 George Casella   Estimation in Dirichlet random effects
                                  models . . . . . . . . . . . . . . . . . 979--1009
               Guenther Walther   Optimal and fast detection of spatial
                                  clusters with scan statistics  . . . . . 1010--1033
            James M. Flegal and   
                 Galin L. Jones   Batch means and spectral variance
                                  estimators in Markov chain Monte Carlo   1034--1070
                 Peter Hall and   
                      Tung Pham   Optimal properties of centroid-based
                                  classifiers for very high-dimensional
                                  data . . . . . . . . . . . . . . . . . . 1071--1093
                    Bing Li and   
              Min Kyung Kim and   
                   Naomi Altman   On dimension folding of matrix- or
                                  array-valued statistical objects . . . . 1094--1121
        Evarist Giné and   
                  Richard Nickl   Confidence bands in density estimation   1122--1170
            Aurore Delaigle and   
                     Peter Hall   Defining probability density for a
                                  distribution of random functions . . . . 1171--1193
               Ci-Ren Jiang and   
                 Jane-Ling Wang   Covariate adjusted functional principal
                                  components analysis for longitudinal
                                  data . . . . . . . . . . . . . . . . . . 1194--1226
                   Weizhen Wang   On construction of the smallest
                                  one-sided confidence interval for the
                                  difference of two proportions  . . . . . 1227--1243
              Daniel Egloff and   
                Markus Leippold   Quantile estimation with adaptive
                                  importance sampling  . . . . . . . . . . 1244--1278
              Jens Ledet Jensen   On some problems in the article
                                  ``Efficient Likelihood Estimation in
                                  State Space Models'' by Cheng--Der Fuh
                                  [Ann. Statist. \bf 34 (2006) 2026--2068] 1279--1281
                  Cheng-Der Fuh   Reply to ``On some problems in the
                                  article Efficient Likelihood Estimation
                                  in State Space Models'' by Cheng-Der Fuh
                                  [Ann. Statist. \bf 34 (2006) 2026--2068] 1282--1285

Annals of Statistics
Volume 38, Number 3, June, 2010

          Pradeep Ravikumar and   
       Martin J. Wainwright and   
               John D. Lafferty   High-dimensional Ising model selection
                                  using $ \ell_1$-regularized logistic
                                  regression . . . . . . . . . . . . . . . 1287--1319
             Byeong U. Park and   
              Seok-Oh Jeong and   
           Léopold Simar   Asymptotic distribution of conical-hull
                                  estimators of directional edges  . . . . 1320--1340
                  Yukun Liu and   
                    Jiahua Chen   Adjusted empirical likelihood with
                                  high-order precision . . . . . . . . . . 1341--1362
               Nicolas Verzelen   Adaptive estimation of stationary
                                  Gaussian fields  . . . . . . . . . . . . 1363--1402
            Jiancheng Jiang and   
               Yingying Fan and   
                   Jianqing Fan   Estimation in additive models with
                                  highly or nonhighly correlated
                                  covariates . . . . . . . . . . . . . . . 1403--1432
               Wing H. Wong and   
                          Li Ma   Optional Pólya tree and Bayesian
                                  inference  . . . . . . . . . . . . . . . 1433--1459
               C. Devon Lin and   
              Derek Bingham and   
            Randy R. Sitter and   
                     Boxin Tang   A new and flexible method for
                                  constructing designs for computer
                                  experiments  . . . . . . . . . . . . . . 1460--1477
                 Jean Jacod and   
             Mark Podolskij and   
                 Mathias Vetter   Limit theorems for moving averages of
                                  discretized processes plus noise . . . . 1478--1545
           Tigran Markaryan and   
         William F. Rosenberger   Exact properties of Efron's biased coin
                                  randomization procedure  . . . . . . . . 1546--1567
         Gérard Biau and   
            Beno\^\it Cadre and   
             Laurent Rouvi\`ere   Statistical analysis of $k$-nearest
                                  neighbor collaborative recommendation    1568--1592
                      Yaming Yu   Monotonic convergence of a general
                                  algorithm for computing optimal designs  1593--1606
                   Yijian Huang   Quantile calculus and censored
                                  regression . . . . . . . . . . . . . . . 1607--1637
          Richard A. Olshen and   
                Bala Rajaratnam   Successive normalization of rectangular
                                  arrays . . . . . . . . . . . . . . . . . 1638--1664
             Seth Sullivant and   
              Kelli Talaska and   
                    Jan Draisma   Trek separation for Gaussian graphical
                                  models . . . . . . . . . . . . . . . . . 1665--1685
                 Peter Hall and   
                    Jiashun Jin   Innovated higher criticism for detecting
                                  sparse signals in correlated noise . . . 1686--1732
                  Andriy Norets   Approximation of conditional densities
                                  by smooth mixtures of regressions  . . . 1733--1766
             R. J. Samworth and   
                     M. P. Wand   Asymptotics and optimal bandwidth
                                  selection for highest density region
                                  estimation . . . . . . . . . . . . . . . 1767--1792
            Marianna Pensky and   
            Theofanis Sapatinas   On convergence rates equivalency and
                                  sampling strategies in functional
                                  deconvolution models . . . . . . . . . . 1793--1844
     Siegfried Hörmann and   
                 Piotr Kokoszka   Weakly dependent functional data . . . . 1845--1884
                  Myriam Vimond   Efficient estimation for a subclass of
                                  shape invariant models . . . . . . . . . 1885--1912
                Weidong Liu and   
                    Qi-Man Shao   Cramér-type moderate deviation for the
                                  maximum of the periodogram with
                                  application to simultaneous tests in
                                  gene expression time series  . . . . . . 1913--1935
                      Anonymous   On some problems in the article
                                  Efficient Likelihood Estimation in State
                                  Space Models . . . . . . . . . . . . . . 1936--1936

Annals of Statistics
Volume 38, Number 4, August, 2010

        Elías Moreno and   
     F. Javier Girón and   
                 George Casella   Consistency of objective Bayes factors
                                  as the model dimension grows . . . . . . 1937--1952
            Bodhisattva Sen and   
         Moulinath Banerjee and   
              Michael Woodroofe   Inconsistency of bootstrap: The
                                  Grenander estimator  . . . . . . . . . . 1953--1977
              Junzhou Huang and   
                     Tong Zhang   The benefit of group sparsity  . . . . . 1978--2004
          Lawrence D. Brown and   
                T. Tony Cai and   
               Harrison H. Zhou   Nonparametric regression in exponential
                                  families . . . . . . . . . . . . . . . . 2005--2046
                Tzee-Ming Huang   Testing conditional independence using
                                  maximal nonlinear conditional
                                  correlation  . . . . . . . . . . . . . . 2047--2091
                    Pang Du and   
                Shuangge Ma and   
                      Hua Liang   Penalized variable selection procedure
                                  for Cox models with semiparametric
                                  relative risk  . . . . . . . . . . . . . 2092--2117
                T. Tony Cai and   
              Cun-Hui Zhang and   
               Harrison H. Zhou   Optimal rates of convergence for
                                  covariance matrix estimation . . . . . . 2118--2144
               Holger Drees and   
          Holger Rootzén   Limit theorems for empirical processes
                                  of cluster functionals . . . . . . . . . 2145--2186
                      Zhou Zhou   Nonparametric inference of quantile
                                  curves for nonstationary time series . . 2187--2217
               Hongjian Zhu and   
                     Feifang Hu   Sequential monitoring of
                                  response-adaptive randomized clinical
                                  trials . . . . . . . . . . . . . . . . . 2218--2241
               Clive G. Bowsher   Stochastic kinetic models: Dynamic
                                  independence, modularity and graphs  . . 2242--2281
                 Jian Huang and   
           Joel L. Horowitz and   
                   Fengrong Wei   Variable selection in nonparametric
                                  additive models  . . . . . . . . . . . . 2282--2313
                Min Hee Kim and   
             Michael G. Akritas   Order thresholding . . . . . . . . . . . 2314--2350
                 Hongqi Xue and   
                Hongyu Miao and   
                       Hulin Wu   Sieve estimation of constant and
                                  time-varying coefficients in nonlinear
                                  ordinary differential equation models by
                                  considering both numerical error and
                                  measurement error  . . . . . . . . . . . 2351--2387
                Weidong Liu and   
                    Wei Biao Wu   Simultaneous nonparametric inference of
                                  time series  . . . . . . . . . . . . . . 2388--2421
Jérémie Bigot and   
         Sébastien Gadat   A deconvolution approach to estimation
                                  of a common shape in a shifted curves
                                  model  . . . . . . . . . . . . . . . . . 2422--2464
       Stephan F. Huckemann and   
               Peter T. Kim and   
                Ja-Yong Koo and   
                      Axel Munk   Möbius deconvolution on the hyperbolic
                                  plane with application to impedance
                                  density estimation . . . . . . . . . . . 2465--2498
                       Min Yang   On the de la Garza phenomenon  . . . . . 2499--2524
           Florentina Bunea and   
      Alexandre B. Tsybakov and   
          Marten H. Wegkamp and   
                   Adrian Barbu   SPADES and mixture models  . . . . . . . 2525--2558
            Ian W. McKeague and   
                Bodhisattva Sen   Fractals with point impact in functional
                                  linear regression  . . . . . . . . . . . 2559--2586

Annals of Statistics
Volume 38, Number 5, October, 2010

             James G. Scott and   
                James O. Berger   Bayes and empirical-Bayes multiplicity
                                  adjustment in the variable-selection
                                  problem  . . . . . . . . . . . . . . . . 2587--2619
          Mathieu Rosenbaum and   
          Alexandre B. Tsybakov   Sparse recovery under matrix uncertainty 2620--2651
                 Peter Hall and   
                    Hugh Miller   Modeling the variability of rankings . . 2652--2677
         Alessandro Rinaldo and   
                Larry Wasserman   Generalized density clustering . . . . . 2678--2722
               Jianqing Fan and   
                  Yang Feng and   
                     Yue S. Niu   Nonparametric estimation of genewise
                                  variance for microarray data . . . . . . 2723--2750
                   Yuri Golubev   On universal oracle inequalities related
                                  to high-dimensional linear models  . . . 2751--2780
    Patricia Reynaud-Bouret and   
                 Sophie Schbath   Adaptive estimation for Hawkes
                                  processes; application to genome
                                  analysis . . . . . . . . . . . . . . . . 2781--2822
                   Faming Liang   Trajectory averaging for stochastic
                                  approximation MCMC algorithms  . . . . . 2823--2856
            Young Kyung Lee and   
                Enno Mammen and   
                 Byeong U. Park   Backfitting and smooth backfitting for
                                  additive quantile models . . . . . . . . 2857--2883
                Guang Cheng and   
               Jianhua Z. Huang   Bootstrap consistency for general
                                  semiparametric $M$-estimation  . . . . . 2884--2915
                Z. I. Botev and   
            J. F. Grotowski and   
                   D. P. Kroese   Kernel density estimation via diffusion  2916--2957
             Wilfredo Palma and   
                   Ricardo Olea   An efficient estimator for locally
                                  stationary Gaussian long-memory
                                  processes  . . . . . . . . . . . . . . . 2958--2997
              Roger Koenker and   
                    Ivan Mizera   Quasi-concave density estimation . . . . 2998--3027
                   Yehua Li and   
                   Tailen Hsing   Deciding the dimension of effective
                                  dimension reduction space for functional
                                  and high-dimensional data  . . . . . . . 3028--3062
       Louigi Addario-Berry and   
            Nicolas Broutin and   
                Luc Devroye and   
            Gábor Lugosi   On combinatorial testing problems  . . . 3063--3092
      Yacine A\"\it-Sahalia and   
                     Jean Jacod   Is Brownian motion necessary to model
                                  high-frequency data? . . . . . . . . . . 3093--3128
      Yacine A\"\it-Sahalia and   
               Jianqing Fan and   
                Jiancheng Jiang   Nonparametric tests of the Markov
                                  hypothesis in continuous-time models . . 3129--3163
                C. J. Brien and   
                   R. A. Bailey   Decomposition tables for experiments.
                                  II. Two--one randomizations  . . . . . . 3164--3190
           Noureddine El Karoui   On information plus noise kernel random
                                  matrices . . . . . . . . . . . . . . . . 3191--3216

Annals of Statistics
Volume 38, Number 6, December, 2010

          Michael A. Newton and   
                  Lisa M. Chung   Gamma-based clustering via ordered means
                                  with application to gene-expression
                                  analysis . . . . . . . . . . . . . . . . 3217--3244
                Marc Hallin and   
           Davy Paindaveine and   
               Thomas Verdebout   Optimal rank-based testing for principal
                                  components . . . . . . . . . . . . . . . 3245--3299
                R. de Jonge and   
               J. H. van Zanten   Adaptive nonparametric Bayesian
                                  inference using location-scale mixture
                                  priors . . . . . . . . . . . . . . . . . 3300--3320
                   Yehua Li and   
                   Tailen Hsing   Uniform convergence rates for
                                  nonparametric regression and principal
                                  component analysis in
                                  functional/longitudinal data . . . . . . 3321--3351
                Neil Bathia and   
                  Qiwei Yao and   
              Flavio Ziegelmann   Identifying the finite dimensionality of
                                  curve time series  . . . . . . . . . . . 3352--3386
          Anthony Brockwell and   
           Pierre Del Moral and   
                  Arnaud Doucet   Sequentially interacting Markov chain
                                  Monte Carlo methods  . . . . . . . . . . 3387--3411
                  Ming Yuan and   
                    T. Tony Cai   A reproducing kernel Hilbert space
                                  approach to functional linear regression 3412--3444
     Aleksey S. Polunchenko and   
       Alexander G. Tartakovsky   On optimality of the Shiryaev--Roberts
                                  procedure for detecting a change in
                                  distribution . . . . . . . . . . . . . . 3445--3457
     Hans-Georg Müller and   
                       Fang Yao   Empirical dynamics for longitudinal data 3458--3486
           Noureddine El Karoui   High-dimensionality effects in the
                                  Markowitz problem and other quadratic
                                  programs with linear constraints: Risk
                                  underestimation  . . . . . . . . . . . . 3487--3566
               Jianqing Fan and   
                       Rui Song   Sure independence screening in
                                  generalized linear models with
                                  NP-dimensionality  . . . . . . . . . . . 3567--3604
              Seunggeun Lee and   
                    Fei Zou and   
                 Fred A. Wright   Convergence and prediction of principal
                                  component scores in high-dimensional
                                  settings . . . . . . . . . . . . . . . . 3605--3629
               Song Xi Chen and   
                Ping-Shou Zhong   ANOVA for longitudinal data with missing
                                  values . . . . . . . . . . . . . . . . . 3630--3659
      Vladimir Koltchinskii and   
                      Ming Yuan   Sparsity in multiple kernel learning . . 3660--3695
                   Xin Chen and   
             Changliang Zou and   
                 R. Dennis Cook   Coordinate-independent sparse sufficient
                                  dimension reduction and variable
                                  selection  . . . . . . . . . . . . . . . 3696--3723
               Bing-Yi Jing and   
              Guangming Pan and   
                Qi-Man Shao and   
                      Wang Zhou   Nonparametric estimate of spectral
                                  density functions of sample covariance
                                  matrices: A first step . . . . . . . . . 3724--3750
             Arseni Seregin and   
                 Jon A. Wellner   Nonparametric estimation of multivariate
                                  convex-transformed densities . . . . . . 3751--3781
            Jelle J. Goeman and   
                    Aldo Solari   The sequential rejection principle of
                                  familywise error control . . . . . . . . 3782--3810
                  Hua Liang and   
                  Xiang Liu and   
                   Runze Li and   
                 Chih-Ling Tsai   Estimation and testing for partially
                                  linear single-index models . . . . . . . 3811--3836
           Nikolai Leonenko and   
                   Luc Pronzato   Correction: ``A class of Rényi
                                  information estimators for
                                  multidimensional densities'' . . . . . . 3837--3838
             Ngai Hang Chan and   
                   Shiqing Ling   Correction: ``Residual empirical
                                  processes for long and short memory time
                                  series'' . . . . . . . . . . . . . . . . 3839--3839
                Chris Lloyd and   
                   Paul Kabaila   Letter to the Editor: Some comments on
                                  ``On construction of the smallest
                                  one-sided confidence interval for the
                                  difference of two proportions''  . . . . 3840--3841


Annals of Statistics
Volume 39, Number 1, February, 2011

        Guillaume Obozinski and   
       Martin J. Wainwright and   
              Michael I. Jordan   Support union recovery in
                                  high-dimensional multivariate regression 1--47
                Anil Aswani and   
               Peter Bickel and   
                  Claire Tomlin   Regression on manifolds: Estimation of
                                  the exterior derivative  . . . . . . . . 48--81
          Alexandre Belloni and   
            Victor Chernozhukov   $ \ell_1$-penalized quantile regression
                                  in high-dimensional sparse models  . . . 82--130
             Mingyuan Zhang and   
          Marshall M. Joffe and   
                 Dylan S. Small   Causal inference for continuous-time
                                  processes when covariates are observed
                                  only at discrete times . . . . . . . . . 131--173
                Xinyu Zhang and   
                      Hua Liang   Focused information criterion and model
                                  averaging for generalized additive
                                  partial linear models  . . . . . . . . . 174--200
              Karim Lounici and   
                  Richard Nickl   Global uniform risk bounds for wavelet
                                  deconvolution estimators . . . . . . . . 201--231
 Raúl Jiménez and   
                   J. E. Yukich   Nonparametric estimation of surface
                                  integrals  . . . . . . . . . . . . . . . 232--260
                Randal Douc and   
            Christian P. Robert   A vanilla Rao--Blackwellization of
                                  Metropolis--Hastings algorithms  . . . . 261--277
           Ery Arias-Castro and   
       Emmanuel J. Cand\`es and   
                  Arnaud Durand   Detection of an anomalous cluster in a
                                  network  . . . . . . . . . . . . . . . . 278--304
                     Bo Kai and   
                   Runze Li and   
                        Hui Zou   New efficient estimation and variable
                                  selection methods for semiparametric
                                  varying-coefficient partially linear
                                  models . . . . . . . . . . . . . . . . . 305--332
                  Steve Hanneke   Rates of convergence in active learning  333--361
               Ci-Ren Jiang and   
                 Jane-Ling Wang   Functional single index models for
                                  longitudinal data  . . . . . . . . . . . 362--388
                       Lan Wang   GEE analysis of clustered binary data
                                  with diverging number of covariates  . . 389--417
              Dragi Anevski and   
               Philippe Soulier   Monotone spectral density estimation . . 418--438
                      Zhiyi Chi   Effects of statistical dependence on
                                  multiple testing under a hidden Markov
                                  model  . . . . . . . . . . . . . . . . . 439--473
                Randal Douc and   
              Eric Moulines and   
               Jimmy Olsson and   
               Ramon van Handel   Consistency of the maximum likelihood
                                  estimator for general hidden Markov
                                  models . . . . . . . . . . . . . . . . . 474--513
              Kshitij Khare and   
                Bala Rajaratnam   Wishart distributions for decomposable
                                  covariance graph models  . . . . . . . . 514--555
       Edsel A. Peña and   
          Joshua D. Habiger and   
                     Wensong Wu   Power-enhanced multiple decision
                                  functions controlling family-wise error
                                  and false discovery rates  . . . . . . . 556--583
            Etienne Roquain and   
                  Fanny Villers   Exact calculations for false discovery
                                  proportion with application to least
                                  favorable configurations . . . . . . . . 584--612
             Chunming Zhang and   
               Jianqing Fan and   
                         Tao Yu   Multiple testing via FDR $_L$ for
                                  large-scale imaging data . . . . . . . . 613--642
               Li-Xin Zhang and   
                 Feifang Hu and   
            Siu Hung Cheung and   
                   Wai Sum Chan   Immigrated urn models --- theoretical
                                  properties and applications  . . . . . . 643--671

Annals of Statistics
Volume 39, Number 2, April, 2011

                    S. Chen and   
                    J. Dick and   
                     A. B. Owen   Consistency of Markov chain quasi-Monte
                                  Carlo on continuous state spaces . . . . 673--701
          Lutz Dümbgen and   
           Richard Samworth and   
            Dominic Schuhmacher   Approximation by log-concave
                                  distributions, with applications to
                                  regression . . . . . . . . . . . . . . . 702--730
          Philippe Rigollet and   
             Alexandre Tsybakov   Exponential Screening and optimal rates
                                  of sparse estimation . . . . . . . . . . 731--771
              Markus Reiß   Asymptotic equivalence for inference on
                                  the volatility from noisy observations   772--802
             Fabienne Comte and   
        Valentine Genon-Catalot   Estimation for Lévy processes from high
                                  frequency data within a long time
                                  interval . . . . . . . . . . . . . . . . 803--837
               Sergio Bacallado   Bayesian analysis of variable-order,
                                  reversible Markov chains . . . . . . . . 838--864
              Mathias Drton and   
                Rina Foygel and   
                 Seth Sullivant   Global identifiability of linear
                                  structural equation models . . . . . . . 865--886
             Angelika Rohde and   
          Alexandre B. Tsybakov   Estimation of high-dimensional low-rank
                                  matrices . . . . . . . . . . . . . . . . 887--930
               Runchu Zhang and   
       Frederick K. H. Phoa and   
             Rahul Mukerjee and   
                    Hongquan Xu   A trigonometric approach to quaternary
                                  code designs with application to
                                  one-eighth and one-sixteenth fractions   931--955
               Runlong Tang and   
         Moulinath Banerjee and   
             George Michailidis   A two-stage hybrid procedure for
                                  estimating an inverse regression
                                  function . . . . . . . . . . . . . . . . 956--989
         Yves F. Atchadé   Kernel estimators of asymptotic variance
                                  for adaptive Markov chain Monte Carlo    990--1011
                T. Tony Cai and   
                    Mark G. Low   Testing composite hypotheses, Hermite
                                  polynomials and optimal estimation of a
                                  nonsmooth functional . . . . . . . . . . 1012--1041
Gérard Kerkyacharian and   
        Thanh Mai Pham Ngoc and   
               Dominique Picard   Localized spherical deconvolution  . . . 1042--1068
            Sahand Negahban and   
           Martin J. Wainwright   Estimation of (near) low-rank matrices
                                  with noise and high-dimensional scaling  1069--1097
           Stephan F. Huckemann   Intrinsic inference on the mean geodesic
                                  of planar shapes and tree discrimination
                                  by leaf growth . . . . . . . . . . . . . 1098--1124
          Alexandre Belloni and   
              Robert L. Winkler   On multivariate quantiles under partial
                                  orders . . . . . . . . . . . . . . . . . 1125--1179
                   Min Qian and   
                Susan A. Murphy   Performance guarantees for
                                  individualized treatment rules . . . . . 1180--1210
                 Fuqing Gao and   
                   Xingqiu Zhao   Delta method in large deviations and
                                  moderate deviations for estimators . . . 1211--1240
                   Jun Shao and   
                Yazhen Wang and   
                Xinwei Deng and   
                    Sijian Wang   Sparse linear discriminant analysis by
                                  thresholding for high dimensional data   1241--1265
               Holger Dette and   
           Viatcheslav B. Melas   A note on the de la Garza phenomenon for
                                  locally optimal designs  . . . . . . . . 1266--1281
           Florentina Bunea and   
                 Yiyuan She and   
              Marten H. Wegkamp   Optimal selection of reduced rank
                                  estimators of high-dimensional matrices  1282--1309
                Fasheng Sun and   
           Dennis K. J. Lin and   
                   Min-Qian Liu   On construction of optimal mixed-level
                                  supersaturated designs . . . . . . . . . 1310--1333

Annals of Statistics
Volume 39, Number 3, June, 2011

         Ryan J. Tibshirani and   
                Jonathan Taylor   The solution path of the generalized
                                  lasso  . . . . . . . . . . . . . . . . . 1335--1371
                     Josef Dick   Higher order scrambled digital nets
                                  achieve the optimal rate of the root
                                  mean square error for smooth integrands  1372--1398
       C. Lévy-Leduc and   
                H. Boistard and   
                E. Moulines and   
                M. S. Taqqu and   
                   V. A. Reisen   Asymptotic properties of $U$-processes
                                  under long-range dependence  . . . . . . 1399--1426
              Claudia Kirch and   
            Dimitris N. Politis   TFT-bootstrap: Resampling time series in
                                  the frequency domain to obtain
                                  replicates in the time domain  . . . . . 1427--1470
              Alexander Meister   Asymptotic equivalence of functional
                                  linear regression and a white noise
                                  inverse problem  . . . . . . . . . . . . 1471--1495
                T. Tony Cai and   
                  Tiefeng Jiang   Limiting laws of coherence of random
                                  matrices with applications to testing
                                  covariance structure and construction of
                                  compressed sensing matrices  . . . . . . 1496--1525
             Ngai Hang Chan and   
                 Ching-Kang Ing   Uniform moment bounds of Fisher's
                                  information with applications to time
                                  series . . . . . . . . . . . . . . . . . 1526--1550
         Ma\lgorzata Bogdan and   
         Arijit Chakrabarti and   
           Florian Frommlet and   
               Jayanta K. Ghosh   Asymptotic Bayes-optimality under
                                  sparsity of some multiple testing
                                  procedures . . . . . . . . . . . . . . . 1551--1579
               Emilio Seijo and   
                Bodhisattva Sen   Change-point in stochastic design
                                  regression and the bootstrap . . . . . . 1580--1607
    Alexander Goldenshluger and   
                    Oleg Lepski   Bandwidth selection in kernel density
                                  estimation: Oracle inequalities and
                                  adaptive minimax optimality  . . . . . . 1608--1632
               Emilio Seijo and   
                Bodhisattva Sen   Nonparametric least squares estimation
                                  of a multivariate convex regression
                                  function . . . . . . . . . . . . . . . . 1633--1657
                    Xia Cui and   
  Wolfgang Karl Härdle and   
                     Lixing Zhu   The EFM approach for single-index models 1658--1688
      Yacine A\"\it-Sahalia and   
                     Jean Jacod   Testing whether jumps have finite or
                                  infinite activity  . . . . . . . . . . . 1689--1719
                  Dong Chen and   
                 Peter Hall and   
         Hans-Georg Müller   Single and multiple index functional
                                  regression models with nonparametric
                                  link . . . . . . . . . . . . . . . . . . 1720--1747
                   Tso-Jung Yen   A majorization--minimization approach to
                                  variable selection using spike and slab
                                  priors . . . . . . . . . . . . . . . . . 1748--1775
          Edward L. Ionides and   
             Anindya Bhadra and   
        Yves Atchadé and   
                     Aaron King   Iterated filtering . . . . . . . . . . . 1776--1802
              Juan-Juan Cai and   
         John H. J. Einmahl and   
                Laurens de Haan   Estimation of extreme risk regions under
                                  multivariate regular variation . . . . . 1803--1826

Annals of Statistics
Volume 39, Number 4, August, 2011

                    Li Wang and   
                  Xiang Liu and   
                  Hua Liang and   
             Raymond J. Carroll   Estimation and variable selection for
                                  generalized additive partial linear
                                  models . . . . . . . . . . . . . . . . . 1827--1851
               Matthieu Lerasle   Optimal model selection for density
                                  estimation of stationary data under
                                  various mixing conditions  . . . . . . . 1852--1877
                  Karl Rohe and   
          Sourav Chatterjee and   
                         Bin Yu   Spectral clustering and the
                                  high-dimensional stochastic blockmodel   1878--1915
          Robert L. Wolpert and   
           Merlise A. Clyde and   
                       Chong Tu   Stochastic expansions using continuous
                                  dictionaries: Lévy adaptive regression
                                  kernels  . . . . . . . . . . . . . . . . 1916--1962
           Axel Bücher and   
               Holger Dette and   
            Stanislav Volgushev   New estimators of the Pickands
                                  dependence function and a test for
                                  extreme-value dependence . . . . . . . . 1963--2006
            Peter McCullagh and   
                        Han Han   On Bayes's theorem for improper mixtures 2007--2020
                 Jian Huang and   
                Shuangge Ma and   
                 Hongzhe Li and   
                  Cun-Hui Zhang   The sparse Laplacian shrinkage estimator
                                  for high-dimensional regression  . . . . 2021--2046
     Anastasia Papavasiliou and   
             Christophe Ladroue   Parameter estimation for rough
                                  differential equations . . . . . . . . . 2047--2073
                    Wei Liu and   
                    Yuhong Yang   Parametric or nonparametric? A
                                  parametricness index for model selection 2074--2102
          Jens-Peter Kreiss and   
     Efstathios Paparoditis and   
            Dimitris N. Politis   On the range of validity of the
                                  autoregressive sieve bootstrap . . . . . 2103--2130
                     Ke Zhu and   
                   Shiqing Ling   Global self-weighted and local
                                  quasi-maximum exponential likelihood
                                  estimators for ARMA--GARCH/IGARCH models 2131--2163
              Karim Lounici and   
        Massimiliano Pontil and   
           Sara van de Geer and   
          Alexandre B. Tsybakov   Oracle inequalities and optimal
                                  inference under group sparsity . . . . . 2164--2204
               Denis Belomestny   Statistical inference for time-changed
                                  Lévy processes via composite
                                  characteristic function estimation . . . 2205--2242

Annals of Statistics
Volume 39, Number 5, October, 2011

        Peter Bühlmann and   
                       Tony Cai   Introduction to the Lehmann special
                                  section  . . . . . . . . . . . . . . . . 2243--2243
                    Javier Rojo   Erich Leo Lehmann --- a glimpse into his
                                  life and work  . . . . . . . . . . . . . 2244--2265
             Willem R. van Zwet   Remembering Erich Lehmann  . . . . . . . 2266--2279
            Peter J. Bickel and   
                 Aiyou Chen and   
               Elizaveta Levina   The method of moments and degree
                                  distributions for network models . . . . 2280--2301
      Vladimir Koltchinskii and   
              Karim Lounici and   
          Alexandre B. Tsybakov   Nuclear-norm penalization and optimal
                                  rates for noisy low-rank matrix
                                  completion . . . . . . . . . . . . . . . 2302--2329
                T. Tony Cai and   
                      Ming Yuan   Optimal estimation of the mean function
                                  based on discretely sampled functional
                                  data: Phase transition . . . . . . . . . 2330--2355
              Tze Leung Lai and   
         Shulamith T. Gross and   
                  David Bo Shen   Evaluating probability forecasts . . . . 2356--2382
              Marc Hoffmann and   
                  Richard Nickl   On adaptive inference and confidence
                                  bands  . . . . . . . . . . . . . . . . . 2383--2409
                Alois Kneip and   
                   Pascal Sarda   Factor models and variable selection in
                                  high-dimensional regression analysis . . 2410--2447
           Pauliina Ilmonen and   
               Davy Paindaveine   Semiparametrically efficient inference
                                  based on signed ranks in symmetric
                                  independent component models . . . . . . 2448--2476
                 I. Dattner and   
           A. Goldenshluger and   
                    A. Juditsky   On deconvolution of distribution
                                  functions  . . . . . . . . . . . . . . . 2477--2501
                 Peter Hall and   
                  Tung Pham and   
                 M. P. Wand and   
                  S. S. J. Wang   Asymptotic normality and valid inference
                                  for Gaussian variational approximation   2502--2532
           Ery Arias-Castro and   
       Emmanuel J. Cand\`es and   
                     Yaniv Plan   Global testing under sparse
                                  alternatives: ANOVA, multiple
                                  comparisons and the higher criticism . . 2533--2556
             Dominique Bontemps   Bernstein--von Mises theorems for
                                  Gaussian regression with increasing
                                  number of regressors . . . . . . . . . . 2557--2584
              Kshitij Khare and   
                James P. Hobert   A spectral analytic comparison of
                                  trace-class data augmentation algorithms
                                  and their sandwich variants  . . . . . . 2585--2606
                Tingjin Chu and   
                    Jun Zhu and   
                    Haonan Wang   Penalized maximum likelihood estimation
                                  and variable selection in geostatistics  2607--2625
               B. T. Knapik and   
        A. W. van der Vaart and   
               J. H. van Zanten   Bayesian inverse problems with Gaussian
                                  priors . . . . . . . . . . . . . . . . . 2626--2657
               Eugenia Buta and   
                      Hani Doss   Computational approaches for empirical
                                  Bayes methods and Bayesian sensitivity
                                  analysis . . . . . . . . . . . . . . . . 2658--2685
               Gilad Lerman and   
                     Teng Zhang   Robust recovery of multiple subspaces by
                                  geometric $ l_p $ minimization . . . . . 2686--2715
                  Tom M. W. Nye   Principal components analysis in the
                                  space of phylogenetic trees  . . . . . . 2716--2739
              Yuzo Maruyama and   
               Edward I. George   Fully Bayes factors with a generalized
                                  $g$-prior  . . . . . . . . . . . . . . . 2740--2765
         Jean-Yves Audibert and   
                 Olivier Catoni   Robust linear least squares regression   2766--2794

Annals of Statistics
Volume 39, Number 6, December, 2011

               Michael L. Stein   2010 Rietz Lecture: When does the
                                  screening effect hold? . . . . . . . . . 2795--2819
              Jinyuan Chang and   
                   Song Xi Chen   On the approximate maximum likelihood
                                  estimation for diffusion processes . . . 2820--2851
            Juan Lucas Bali and   
            Graciela Boente and   
             David E. Tyler and   
                 Jane-Ling Wang   Robust functional principal components:
                                  A projection-pursuit approach  . . . . . 2852--2882
        Evarist Giné and   
                  Richard Nickl   Rates of contraction for posterior
                                  distributions in $ L^r $-metrics, $ 1
                                  \leq r \leq \infty $ . . . . . . . . . . 2883--2911
              Alexander Aue and   
               Thomas C. M. Lee   On image segmentation using information
                                  theoretic criteria . . . . . . . . . . . 2912--2935
          Vladimir Koltchinskii   Von Neumann entropy penalization and
                                  low-rank matrix estimation . . . . . . . 2936--2973
                Ben Haaland and   
               Peter Z. G. Qian   Accurate emulators for large-scale
                                  computer experiments . . . . . . . . . . 2974--3002
                  Yuan Liao and   
                   Wenxin Jiang   Posterior consistency of nonparametric
                                  conditional moment restricted models . . 3003--3031
                  Ying Ding and   
                        Bin Nan   A sieve $M$-theorem for bundled
                                  parameters in semiparametric models,
                                  with application to the efficient
                                  estimation in a linear model for
                                  censored data  . . . . . . . . . . . . . 3032--3061
           Richard A. Davis and   
                        Li Song   Unit roots in moving averages beyond
                                  first order  . . . . . . . . . . . . . . 3062--3091
              Jelena Bradic and   
               Jianqing Fan and   
                Jiancheng Jiang   Regularization for Cox's proportional
                                  hazards model with NP-dimensionality . . 3092--3120
              Xinghua Zheng and   
                    Yingying Li   On the estimation of integrated
                                  covariance matrices of high dimensional
                                  diffusion processes  . . . . . . . . . . 3121--3151
              Javier Hualde and   
              Peter M. Robinson   Gaussian pseudo-maximum likelihood
                                  estimation of fractional time series
                                  models . . . . . . . . . . . . . . . . . 3152--3181
                    Bing Li and   
           Andreas Artemiou and   
                       Lexin Li   Principal support vector machines for
                                  linear and nonlinear sufficient
                                  dimension reduction  . . . . . . . . . . 3182--3210
           Michael Nussbaum and   
                 Arleta Szko\la   An asymptotic error bound for testing
                                  multiple quantum hypotheses  . . . . . . 3211--3233
      Joseph S. Koopmeiners and   
                    Ziding Feng   Asymptotic properties of the sequential
                                  empirical ROC, PPV and NPV curves under
                                  case-control sampling  . . . . . . . . . 3234--3261
                    G. Fort and   
                E. Moulines and   
                    P. Priouret   Convergence of adaptive and interacting
                                  Markov chain Monte Carlo algorithms  . . 3262--3289
          Armin Schwartzman and   
             Yulia Gavrilov and   
                Robert J. Adler   Multiple testing of local maxima for
                                  detection of peaks in 1D . . . . . . . . 3290--3319
               Jianqing Fan and   
                  Yuan Liao and   
               Martina Mincheva   High-dimensional covariance matrix
                                  estimation in approximate factor models  3320--3356
               John Kolassa and   
                  John Robinson   Saddlepoint approximations for
                                  likelihood ratio like statistics with
                                  applications to permutation tests  . . . 3357--3368
        Nicolai Meinshausen and   
        Marloes H. Maathuis and   
            Peter Bühlmann   Asymptotic optimality of the
                                  Westfall--Young permutation procedure
                                  for multiple testing under dependence    3369--3391
              Xiangrong Yin and   
                        Bing Li   Sufficient dimension reduction based on
                                  an ensemble of minimum average variance
                                  estimators . . . . . . . . . . . . . . . 3392--3416
                 L. R. Haff and   
                  P. T. Kim and   
                  J.-Y. Koo and   
             D. St. P. Richards   Minimax estimation for mixtures of
                                  Wishart distributions  . . . . . . . . . 3417--3440
               Ting-Ting Li and   
                    Hu Yang and   
             Jane-Ling Wang and   
                Liu-Gen Xue and   
                    Li-Xing Zhu   Estimation for a partial-linear
                                  single-index model . . . . . . . . . . . 3441--3443


Annals of Statistics
Volume 40, Number 1, February, 2012

                  Dong Chen and   
         Hans-Georg Müller   Nonlinear manifold representations for
                                  functional data  . . . . . . . . . . . . 1--29
        Victoria Plamadeala and   
         William F. Rosenberger   Sequential monitoring with conditional
                                  randomization tests  . . . . . . . . . . 30--44
               Runlong Tang and   
         Moulinath Banerjee and   
             Michael R. Kosorok   Likelihood based inference for current
                                  status data on a grid: A boundary
                                  phenomenon and an adaptive inference
                                  procedure  . . . . . . . . . . . . . . . 45--72
               Pengsheng Ji and   
                    Jiashun Jin   UPS delivers optimal phase diagram in
                                  high-dimensional variable selection  . . 73--103
             Mark S. Kaiser and   
        Soumendra N. Lahiri and   
              Daniel J. Nordman   Goodness of fit tests for a class of
                                  Markov random field models . . . . . . . 104--130
            Aurore Delaigle and   
                     Peter Hall   Nonparametric regression with
                                  homogeneous group testing data . . . . . 131--158
           Masoud Asgharian and   
               Marco Carone and   
                   Vahid Fakoor   Large-sample study of the kernel density
                                  estimators under multiplicative
                                  censoring  . . . . . . . . . . . . . . . 159--187
               Holger Dette and   
       Viatcheslav B. Melas and   
                   Petr Shpilev   $T$-optimal designs for discrimination
                                  between two polynomial models  . . . . . 188--205
               P. J. Bickel and   
                B. J. K. Kleijn   The semiparametric Bernstein--von Mises
                                  theorem  . . . . . . . . . . . . . . . . 206--237
                 Caroline Uhler   Geometry of maximum likelihood
                                  estimation in Gaussian graphical models  238--261
               Jingchen Liu and   
                     Gongjun Xu   Some asymptotic results of Gaussian
                                  random fields with varying mean
                                  functions and the associated processes   262--293
              Diego Colombo and   
        Marloes H. Maathuis and   
             Markus Kalisch and   
           Thomas S. Richardson   Learning high-dimensional directed
                                  acyclic graphs with latent and selection
                                  variables  . . . . . . . . . . . . . . . 294--321
            Aurore Delaigle and   
                     Peter Hall   Methodology and theory for partial least
                                  squares applied to functional data . . . 322--352
             R. Dennis Cook and   
            Liliana Forzani and   
                Adam J. Rothman   Estimating sufficient reductions of the
                                  predictors in abundant high-dimensional
                                  regressions  . . . . . . . . . . . . . . 353--384
         Adityanand Guntuboyina   Optimal rates of convergence for convex
                                  set estimation from support functions    385--411
           Ery Arias-Castro and   
    Sébastien Bubeck and   
            Gábor Lugosi   Detection of correlations  . . . . . . . 412--435
                 Jushan Bai and   
                     Kunpeng Li   Statistical analysis of factor models of
                                  high dimension . . . . . . . . . . . . . 436--465
                   Han Xiao and   
                    Wei Biao Wu   Covariance matrix estimation for
                                  stationary time series . . . . . . . . . 466--493
                   Moritz Jirak   Simultaneous confidence bands for
                                  Yule--Walker estimators and order
                                  selection  . . . . . . . . . . . . . . . 494--528
              Yair Goldberg and   
             Michael R. Kosorok   Q-learning with censored data  . . . . . 529--560
              Matthew Parry and   
            A. Philip Dawid and   
              Steffen Lauritzen   Proper local scoring rules . . . . . . . 561--592
            A. Philip Dawid and   
          Steffen Lauritzen and   
                  Matthew Parry   Proper local scoring rules on discrete
                                  sample spaces  . . . . . . . . . . . . . 593--608
                 Werner Ehm and   
               Tilmann Gneiting   Local proper scoring rules of order two  609--637

Annals of Statistics
Volume 40, Number 2, April, 2012

              Philippe Rigollet   Kullback--Leibler aggregation and
                                  misspecified generalized linear models   639--665
              Bernard Bercu and   
               Philippe Fraysse   A Robbins--Monro procedure for
                                  estimation in semiparametric regression
                                  models . . . . . . . . . . . . . . . . . 666--693
               Clifford Lam and   
                      Qiwei Yao   Factor modeling for high-dimensional
                                  time series: Inference for the number of
                                  factors  . . . . . . . . . . . . . . . . 694--726
                Qiying Wang and   
           Peter C. B. Phillips   A specification test for nonlinear
                                  nonstationary models . . . . . . . . . . 727--758
               Bing-Yi Jing and   
              Xin-Bing Kong and   
                        Zhi Liu   Modeling high-frequency financial data
                                  by pure jump processes . . . . . . . . . 759--784
                 Hongtu Zhu and   
          Joseph G. Ibrahim and   
                   Hyunsoon Cho   Perturbation and scaled Cook's distance  785--811
                   Jun Shao and   
                    Xinwei Deng   Estimation in high-dimensional linear
                                  models with deterministic design
                                  matrices . . . . . . . . . . . . . . . . 812--831
     Guillaume Lecué and   
               Shahar Mendelson   General nonexact oracle inequalities for
                                  classes with a subexponential envelope   832--860
        Gérard Letac and   
         Hél\`ene Massam   Bayes factors and the geometry of
                                  discrete hierarchical loglinear models   861--890
                    Yu Tang and   
                Hongquan Xu and   
               Dennis K. J. Lin   Uniform fractional factorial designs . . 891--907
                     Jun Li and   
                   Song Xi Chen   Two sample tests for high-dimensional
                                  covariance matrices  . . . . . . . . . . 908--940
    Christopher R. Genovese and   
      Marco Perone-Pacifico and   
        Isabella Verdinelli and   
                Larry Wasserman   Manifold estimation and singular
                                  deconvolution under Hausdorff loss . . . 941--963
            Judith Rousseau and   
             Nicolas Chopin and   
                  Brunero Liseo   Bayesian nonparametric estimation of the
                                  spectral density of a long or
                                  intermediate memory Gaussian process . . 964--995
        Stephen E. Fienberg and   
             Alessandro Rinaldo   Maximum likelihood estimation in
                                  log-linear models  . . . . . . . . . . . 996--1023
             Olivier Ledoit and   
                   Michael Wolf   Nonlinear shrinkage estimation of
                                  large-dimensional covariance matrices    1024--1060
            Helene Gehrmann and   
           Steffen L. Lauritzen   Estimation of means in graphical
                                  Gaussian models with symmetries  . . . . 1061--1073
             John Ehrlinger and   
                Hemant Ishwaran   Characterizing $ L_2 $Boosting . . . . . 1074--1101
                Yunwen Yang and   
                      Xuming He   Bayesian empirical likelihood for
                                  quantile regression  . . . . . . . . . . 1102--1131
                Enno Mammen and   
            Christoph Rothe and   
               Melanie Schienle   Nonparametric regression with
                                  nonparametrically generated covariates   1132--1170
              Alekh Agarwal and   
            Sahand Negahban and   
           Martin J. Wainwright   Noisy matrix decomposition via convex
                                  relaxation: Optimal rates in high
                                  dimensions . . . . . . . . . . . . . . . 1171--1197
         Ryan J. Tibshirani and   
                Jonathan Taylor   Degrees of freedom in lasso problems . . 1198--1232
             Viktor Todorov and   
                 George Tauchen   Realized Laplace transforms for
                                  pure-jump semimartingales  . . . . . . . 1233--1262
           Kari Lock Morgan and   
                Donald B. Rubin   Rerandomization to improve covariate
                                  balance in experiments . . . . . . . . . 1263--1282
              Mathias Drton and   
                      Aldo Goia   Correction on Moments of minors of
                                  Wishart matrices . . . . . . . . . . . . 1283--1284

Annals of Statistics
Volume 40, Number 3, June, 2012

                  Yumou Qiu and   
                   Song Xi Chen   Test for bandedness of high-dimensional
                                  covariance matrices and bandwidth
                                  estimation . . . . . . . . . . . . . . . 1285--1314
 Alessandro Baldi Antognini and   
             Maroussa Zagoraiou   Multi-objective optimal designs in
                                  comparative clinical trials with
                                  covariates: The reinforced doubly
                                  adaptive biased coin design  . . . . . . 1315--1345
      Animashree Anandkumar and   
          Vincent Y. F. Tan and   
               Furong Huang and   
                Alan S. Willsky   High-dimensional structure estimation in
                                  Ising models: Local separation criterion 1346--1375
                 Ting Zhang and   
                    Wei Biao Wu   Inference of time-varying regression
                                  models . . . . . . . . . . . . . . . . . 1376--1402
               Lingzhou Xue and   
                    Hui Zou and   
                     Tianxi Cai   Nonconcave penalized composite
                                  conditional likelihood estimation of
                                  sparse Ising models  . . . . . . . . . . 1403--1429
      Yacine A\"\it-Sahalia and   
                     Jean Jacod   Identifying the successive
                                  Blumenthal--Getoor indices of a
                                  discretely observed process  . . . . . . 1430--1464
                   Yu-Ru Su and   
                 Jane-Ling Wang   Modeling left-truncated and
                                  right-censored survival data with
                                  longitudinal covariates  . . . . . . . . 1465--1488
          Vincent Rivoirard and   
                Judith Rousseau   Bernstein--von Mises theorem for linear
                                  functionals of the density . . . . . . . 1489--1523
            Yuri I. Ingster and   
        Theofanis Sapatinas and   
               Irina A. Suslina   Minimax signal detection in ill-posed
                                  inverse problems . . . . . . . . . . . . 1524--1549
              M. J. Bayarri and   
               J. O. Berger and   
                   A. Forte and   
        G. García-Donato   Criteria for Bayesian model choice with
                                  application to variable selection  . . . 1550--1577
        Cécile Durot and   
        Vladimir N. Kulikov and   
        Hendrik P. Lopuhaä   The limit distribution of the $
                                  L_{\infty }$-error of Grenander-type
                                  estimators . . . . . . . . . . . . . . . 1578--1608
                    Yuan Wu and   
                     Ying Zhang   Partially monotone tensor spline
                                  estimation of the joint distribution
                                  function with bivariate current status
                                  data . . . . . . . . . . . . . . . . . . 1609--1636
                Po-Ling Loh and   
           Martin J. Wainwright   High-dimensional regression with noisy
                                  and missing data: Provable guarantees
                                  with nonconvexity  . . . . . . . . . . . 1637--1664
                   Min Yang and   
                   John Stufken   Identifying locally optimal designs for
                                  nonlinear models: A simple extension
                                  with profound consequences . . . . . . . 1665--1681
                Rina Foygel and   
                Jan Draisma and   
                  Mathias Drton   Half-trek criterion for generic
                                  identifiability of linear structural
                                  equation models  . . . . . . . . . . . . 1682--1713
                Stephen Portnoy   Nearly root-$n$ approximation for
                                  regression quantile processes  . . . . . 1714--1736
           Natesh S. Pillai and   
                        Jun Yin   Edge universality of correlation
                                  matrices . . . . . . . . . . . . . . . . 1737--1763
         John H. J. Einmahl and   
             Andrea Krajina and   
                   Johan Segers   An $M$-estimator for tail dependence in
                                  arbitrary dimensions . . . . . . . . . . 1764--1793
                 Yanqing Hu and   
                     Feifang Hu   Asymptotic properties of
                                  covariate-adaptive randomization . . . . 1794--1815
           Eric J. Tchetgen and   
                  Ilya Shpitser   Semiparametric theory for causal
                                  mediation analysis: Efficiency bounds,
                                  multiple robustness and sensitivity
                                  analysis . . . . . . . . . . . . . . . . 1816--1845
                 Gaorong Li and   
                  Heng Peng and   
                  Jun Zhang and   
                     Lixing Zhu   Robust rank correlation based screening  1846--1877
                   Dong Dai and   
          Philippe Rigollet and   
                     Tong Zhang   Deviation optimal learning using greedy
                                  $Q$-aggregation  . . . . . . . . . . . . 1878--1905
               Young K. Lee and   
                Enno Mammen and   
                 Byeong U. Park   Flexible generalized varying coefficient
                                  regression models  . . . . . . . . . . . 1906--1933

Annals of Statistics
Volume 40, Number 4, August, 2012

      Venkat Chandrasekaran and   
           Pablo A. Parrilo and   
                Alan S. Willsky   Latent variable graphical model
                                  selection via convex optimization  . . . 1935--1967
                      Ming Yuan   Discussion: Latent variable graphical
                                  model selection via convex optimization  1968--1972
          Steffen Lauritzen and   
            Nicolai Meinshausen   Discussion: Latent variable graphical
                                  model selection via convex optimization  1973--1977
           Martin J. Wainwright   Discussion: Latent variable graphical
                                  model selection via convex optimization  1978--1983
          Christophe Giraud and   
             Alexandre Tsybakov   Discussion: Latent variable graphical
                                  model selection via convex optimization  1984--1988
                   Zhao Ren and   
               Harrison H. Zhou   Discussion: Latent variable graphical
                                  model selection via convex optimization  1989--1996
  Emmanuel J. Candés and   
           Mahdi Soltanolkotabi   Discussion: Latent variable graphical
                                  model selection via convex optimization  1997--2004
      Venkat Chandrasekaran and   
           Pablo A. Parrilo and   
                Alan S. Willsky   Rejoinder: Latent variable graphical
                                  model selection via convex optimization  2005--2013
                T. Tony Cai and   
                      Ming Yuan   Adaptive covariance matrix estimation
                                  through block thresholding . . . . . . . 2014--2042
               Yingying Fan and   
                       Runze Li   Variable selection in linear mixed
                                  effects models . . . . . . . . . . . . . 2043--2068
       Ismaël Castillo and   
              Aad van der Vaart   Needles and Straw in a Haystack:
                                  Posterior concentration for possibly
                                  sparse sequences . . . . . . . . . . . . 2069--2101
             Jessi Cisewski and   
                     Jan Hannig   Generalized fiducial inference for
                                  normal linear mixed models . . . . . . . 2102--2127
       Tyler J. VanderWeele and   
           Thomas S. Richardson   General theory for interactions in
                                  sufficient cause models with dichotomous
                                  exposures  . . . . . . . . . . . . . . . 2128--2161
         Kjetil Ròysland   Counterfactual analyses with graphical
                                  models based on local independence . . . 2162--2194
       Mahdi Soltanolkotabi and   
      Emmanuel J. Candés   A geometric analysis of subspace
                                  clustering with outliers . . . . . . . . 2195--2238
             Georgios Fellouris   Asymptotically optimal parameter
                                  estimation under communication
                                  constraints  . . . . . . . . . . . . . . 2239--2265
               Yunpeng Zhao and   
           Elizaveta Levina and   
                         Ji Zhu   Consistency of community detection in
                                  networks under degree-corrected
                                  stochastic block models  . . . . . . . . 2266--2292
                    Han Liu and   
                   Fang Han and   
                  Ming Yuan and   
              John Lafferty and   
                Larry Wasserman   High-dimensional semiparametric Gaussian
                                  copula graphical models  . . . . . . . . 2293--2326
          Arnak S. Dalalyan and   
                  Joseph Salmon   Sharp oracle inequalities for
                                  aggregation of affine estimators . . . . 2327--2355
               Young K. Lee and   
                Enno Mammen and   
                 Byeong U. Park   Backfitting and smooth backfitting for
                                  additive quantile models . . . . . . . . 2356--2357

Annals of Statistics
Volume 40, Number 5, October, 2012

           Florentina Bunea and   
                 Yiyuan She and   
              Marten H. Wegkamp   Joint variable and rank selection for
                                  parsimonious estimation of
                                  high-dimensional matrices  . . . . . . . 2359--2388
                T. Tony Cai and   
               Harrison H. Zhou   Optimal rates of convergence for sparse
                                  covariance matrix estimation . . . . . . 2389--2420
            Winston Wei Dou and   
              David Pollard and   
               Harrison H. Zhou   Estimation in functional regression for
                                  general exponential families . . . . . . 2421--2451
              Alekh Agarwal and   
            Sahand Negahban and   
           Martin J. Wainwright   Fast global convergence of gradient
                                  methods for high-dimensional statistical
                                  recovery . . . . . . . . . . . . . . . . 2452--2482
             Arash A. Amini and   
           Martin J. Wainwright   Sampled forms of functional PCA in
                                  reproducing kernel Hilbert spaces  . . . 2483--2510
        Soumendra N. Lahiri and   
         Subhadeep Mukhopadhyay   A penalized empirical likelihood method
                                  in high dimensions . . . . . . . . . . . 2511--2540
               Lingzhou Xue and   
                        Hui Zou   Regularized rank-based estimation of
                                  high-dimensional nonparanormal graphical
                                  models . . . . . . . . . . . . . . . . . 2541--2571
             Pierre Neuvial and   
                Etienne Roquain   On false discovery rate thresholding for
                                  classification under sparsity  . . . . . 2572--2600
                   Michael Vogt   Nonparametric regression for locally
                                  stationary time series . . . . . . . . . 2601--2633
                 Hongtu Zhu and   
                   Runze Li and   
                  Linglong Kong   Multivariate varying coefficient model
                                  for functional responses . . . . . . . . 2634--2666
    Laëtitia Comminges and   
              Arnak S. Dalalyan   Tight conditions for consistency of
                                  variable selection in the context of
                                  high dimensionality  . . . . . . . . . . 2667--2696
                Randal Douc and   
                  Eric Moulines   Asymptotic properties of the maximum
                                  likelihood estimation in misspecified
                                  hidden Markov models . . . . . . . . . . 2697--2732
            Richard J. Samworth   Optimal weighted nearest neighbour
                                  classifiers  . . . . . . . . . . . . . . 2733--2763

Annals of Statistics
Volume 40, Number 6, December, 2012

             Fabienne Comte and   
                   Jan Johannes   Adaptive functional linear regression    2765--2797
           Joseph P. Romano and   
                Azeem M. Shaikh   On the uniform asymptotic validity of
                                  subsampling and the bootstrap  . . . . . 2798--2822
  Jorge Carlos Román and   
                James P. Hobert   Convergence analysis of the Gibbs
                                  sampler for Bayesian general linear
                                  mixed models with improper priors  . . . 2823--2849
            Eduard Belitser and   
           Subhashis Ghosal and   
               Harry van Zanten   Optimal two-stage procedures for
                                  estimating location and size of the
                                  maximum of a multivariate regression
                                  function . . . . . . . . . . . . . . . . 2850--2876
              Vladimir Spokoiny   Parametric estimation. Finite sample
                                  theory . . . . . . . . . . . . . . . . . 2877--2909
            Robert J. Adler and   
               Eliran Subag and   
             Jonathan E. Taylor   Rotation and scale space random fields
                                  and the Gaussian kinematic formula . . . 2910--2942
                      Shujie Ma   Two-step spline estimating equations for
                                  generalized additive partially linear
                                  models with large cluster sizes  . . . . 2943--2972
        Richard J. Samworth and   
                      Ming Yuan   Independent component analysis via
                                  nonparametric maximum likelihood
                                  estimation . . . . . . . . . . . . . . . 2973--3002
                Ganggang Xu and   
               Jianhua Z. Huang   Asymptotic optimality and efficient
                                  computation of the leave-subject-out
                                  cross-validation . . . . . . . . . . . . 3003--3030
               Hira L. Koul and   
      Ursula U. Müller and   
                   Anton Schick   The transfer principle: A tool for
                                  complete case analysis . . . . . . . . . 3031--3049
            Leif T. Johnson and   
               Charles J. Geyer   Variable transformation to obtain
                                  geometric ergodicity in the random-walk
                                  Metropolis algorithm . . . . . . . . . . 3050--3076
           Anatoli Juditsky and   
Fatma Kìlìnç Karzan and   
          Arkadi Nemirovski and   
                   Boris Polyak   Accuracy guarantees for $ \ell_1 $
                                  recovery of block-sparse signals . . . . 3077--3107
                     Kengo Kato   Estimation in functional linear quantile
                                  regression . . . . . . . . . . . . . . . 3108--3136
     Didier Chételat and   
                Martin T. Wells   Improved multivariate normal mean
                                  estimation with unknown covariance when
                                  $p$ is greater than $n$  . . . . . . . . 3137--3160
           Frederick K. H. Phoa   A code arithmetic approach for
                                  quaternary code designs and its
                                  application to (1/64)th-fractions  . . . 3161--3175


Annals of Statistics
Volume 41, Number 1, February, 2013

                Ori Davidov and   
                Shyamal Peddada   The linear stochastic order and directed
                                  inference for multivariate ordered
                                  distributions  . . . . . . . . . . . . . 1--40
                   Adam D. Bull   Spatially-adaptive sensing in
                                  nonparametric regression . . . . . . . . 41--62
                      Wei Zheng   Universally optimal crossover designs
                                  under subject dropout  . . . . . . . . . 63--90
            Dawn B. Woodard and   
           Jeffrey S. Rosenthal   Convergence rate of Markov chain methods
                                  for genomic motif discovery  . . . . . . 91--124
                 Axel Gandy and   
         Patrick Rubin-Delanchy   An algorithm to compute the power of
                                  Monte Carlo tests with guaranteed
                                  precision  . . . . . . . . . . . . . . . 125--142
               Holger Dette and   
          Andrey Pepelyshev and   
            Anatoly Zhigljavsky   Optimal design for linear models with
                                  correlated observations  . . . . . . . . 143--176
                   Jiming Jiang   The subset argument and consistency of
                                  MLE in GLMM: Answer to an open problem
                                  and beyond . . . . . . . . . . . . . . . 177--195
       Tyler J. VanderWeele and   
                  Ilya Shpitser   On the definition of a confounder  . . . 196--220
              Kuang-Yao Lee and   
                    Bing Li and   
          Francesca Chiaromonte   A general theory for nonlinear
                                  sufficient dimension reduction:
                                  Formulation and estimation . . . . . . . 221--249
                 Yanyuan Ma and   
                     Liping Zhu   Efficient estimation in sufficient
                                  dimension reduction  . . . . . . . . . . 250--268
             Takumi Saegusa and   
                 Jon A. Wellner   Weighted likelihood estimation under
                                  two-phase sampling . . . . . . . . . . . 269--295
                Weidong Liu and   
                    Qi-Man Shao   A Cramér moderate deviation theorem for
                                  Hotelling's $ T^2 $-statistic with
                                  applications to global tests . . . . . . 296--322
           Gunnar Taraldsen and   
             Bo Henry Lindqvist   Fiducial theory and optimal inference    323--341
                  Xuming He and   
                   Lan Wang and   
           Hyokyoung Grace Hong   Quantile-adaptive model-free variable
                                  screening for high-dimensional
                                  heterogeneous data . . . . . . . . . . . 342--369
                XuanLong Nguyen   Convergence of latent mixing measures in
                                  finite and infinite mixture models . . . 370--400

Annals of Statistics
Volume 41, Number 2, April, 2013

      Animashree Anandkumar and   
          Ragupathyraj Valluvan   Learning loopy graphical models with
                                  latent variables: Efficient methods and
                                  guarantees . . . . . . . . . . . . . . . 401--435
             Caroline Uhler and   
           Garvesh Raskutti and   
        Peter Bühlmann and   
                         Bin Yu   Geometry of the faithfulness assumption
                                  in causal inference  . . . . . . . . . . 436--463
                    Hannes Leeb   On the conditional distributions of
                                  low-dimensional projections from
                                  high-dimensional data  . . . . . . . . . 464--483
                EunYi Chung and   
               Joseph P. Romano   Exact and asymptotically robust
                                  permutation tests  . . . . . . . . . . . 484--507
      Cosma Rohilla Shalizi and   
             Alessandro Rinaldo   Consistency under sampling of
                                  exponential random graph models  . . . . 508--535
           Sara van de Geer and   
            Peter Bühlmann   $ \ell_0$-penalized maximum likelihood
                                  for sparse directed acyclic graphs . . . 536--567
        Victor M. Panaretos and   
                Shahin Tavakoli   Fourier analysis of stationary time
                                  series in function space . . . . . . . . 568--603
      Vladimir Koltchinskii and   
                   Pedro Rangel   Low rank estimation of smooth kernels on
                                  graphs . . . . . . . . . . . . . . . . . 604--640
                     Fuqing Gao   Moderate deviations for a nonparametric
                                  estimator of sample coverage . . . . . . 641--669
                    Yao Xie and   
                 David Siegmund   Sequential multi-sensor change-point
                                  detection  . . . . . . . . . . . . . . . 670--692
            Vianney Perchet and   
              Philippe Rigollet   The multi-armed bandit problem with
                                  covariates . . . . . . . . . . . . . . . 693--721
                T. Tony Cai and   
                Mark G. Low and   
                        Yin Xia   Adaptive confidence intervals for
                                  regression functions under shape
                                  constraints  . . . . . . . . . . . . . . 722--750
             Martin Azizyan and   
                Aarti Singh and   
                Larry Wasserman   Density-sensitive semisupervised
                                  inference  . . . . . . . . . . . . . . . 751--771
                    Zongming Ma   Sparse principal component analysis and
                                  iterative thresholding . . . . . . . . . 772--801
               Richard Berk and   
             Lawrence Brown and   
               Andreas Buja and   
                  Kai Zhang and   
                     Linda Zhao   Valid post-selection inference . . . . . 802--837
             Nadine Hilgert and   
           André Mas and   
               Nicolas Verzelen   Minimax adaptive tests for the
                                  functional linear model  . . . . . . . . 838--869
           Sergio Bacallado and   
             Stefano Favaro and   
                 Lorenzo Trippa   Bayesian nonparametric analysis of
                                  reversible Markov chains . . . . . . . . 870--896
            Dietrich Braess and   
                   Holger Dette   Optimal discriminating designs for
                                  several competing regression models  . . 897--922
Jérémie Bigot and   
                  Xavier Gendre   Minimax properties of Fréchet means of
                                  discretely sampled curves  . . . . . . . 923--956
             Lam Si Tung Ho and   
       Cécile Ané   Asymptotic theory with hierarchical
                                  autocorrelation: Ornstein--Uhlenbeck
                                  tree models  . . . . . . . . . . . . . . 957--981
                E. Di Nardo and   
               P. McCullagh and   
                      D. Senato   Natural statistics for spectral samples  982--1004
                    Oleg Lepski   Multivariate density estimation under
                                  sup-norm loss: Oracle approach,
                                  adaptation and independence structure    1005--1034
                Chris Field and   
                  John Robinson   Relative errors for bootstrap
                                  approximations of the serial correlation
                                  coefficient  . . . . . . . . . . . . . . 1035--1053

Annals of Statistics
Volume 41, Number 3, June, 2013

            Aharon Birnbaum and   
          Iain M. Johnstone and   
                Boaz Nadler and   
                  Debashis Paul   Minimax bounds for sparse PCA with noisy
                                  high-dimensional data  . . . . . . . . . 1055--1084
         Alessandro Rinaldo and   
           Sonja Petrovi\'c and   
            Stephen E. Fienberg   Maximum lilkelihood estimation in the $
                                  \beta $-model  . . . . . . . . . . . . . 1085--1110
                 Jacob Bien and   
            Jonathan Taylor and   
              Robert Tibshirani   A lasso for hierarchical interactions    1111--1141
                 Jian Huang and   
                 Tingni Sun and   
              Zhiliang Ying and   
                      Yi Yu and   
                  Cun-Hui Zhang   Oracle inequalities for the lasso in the
                                  Cox model  . . . . . . . . . . . . . . . 1142--1165
              Yongmiao Hong and   
                   Yoon-Jin Lee   A loss function approach to model
                                  specification testing and its relative
                                  efficiency . . . . . . . . . . . . . . . 1166--1203
             Alexei Onatski and   
         Marcelo J. Moreira and   
                    Marc Hallin   Asymptotic power of sphericity tests for
                                  high-dimensional data  . . . . . . . . . 1204--1231
              A. Chatterjee and   
                   S. N. Lahiri   Rates of convergence of the Adaptive
                                  LASSO estimators to the Oracle
                                  distribution and higher order
                                  refinements by the bootstrap . . . . . . 1232--1259
               Holger Dette and   
              Kirsten Schorning   Complete classes of designs for
                                  nonlinear regression models and
                                  principal representations of moment
                                  spaces . . . . . . . . . . . . . . . . . 1260--1267
             Ngai Hang Chan and   
            Shih-Feng Huang and   
                 Ching-Kang Ing   Moment bounds and mean squared
                                  prediction errors of long-memory time
                                  series . . . . . . . . . . . . . . . . . 1268--1298
    Johannes Schmidt-Hieber and   
                  Axel Munk and   
              Lutz Dümbgen   Multiscale methods for shape constraints
                                  in deconvolution: Confidence statements
                                  for qualitative features . . . . . . . . 1299--1328
             Xianyang Zhang and   
                  Xiaofeng Shao   Fixed-smoothing asymptotics for time
                                  series . . . . . . . . . . . . . . . . . 1329--1349
                      Chenxu Li   Maximum-likelihood estimation for
                                  diffusion processes via closed-form
                                  density expansions . . . . . . . . . . . 1350--1380
               Taiji Suzuki and   
               Masashi Sugiyama   Fast learning rate of multiple kernel
                                  learning: Trade-off between sparsity and
                                  smoothness . . . . . . . . . . . . . . . 1381--1405
                  Minh Tang and   
          Daniel L. Sussman and   
                Carey E. Priebe   Universally consistent vertex
                                  classification for latent positions
                                  graphs . . . . . . . . . . . . . . . . . 1406--1430
            Magalie Fromont and   
    Béatrice Laurent and   
        Patricia Reynaud-Bouret   The two-sample problem for Poisson
                                  processes: Adaptive tests with a
                                  nonasymptotic wild bootstrap approach    1431--1461
                 Jean Jacod and   
              Mathieu Rosenbaum   Quarticity and other functionals of
                                  volatility: Efficient estimation . . . . 1462--1484
           Axel Bücher and   
                 Mathias Vetter   Nonparametric inference on Lévy measures
                                  and copulas  . . . . . . . . . . . . . . 1485--1515
       Olivier Cappé and   
   Aurélien Garivier and   
    Odalric-Ambrym Maillard and   
          Rémi Munos and   
                  Gilles Stoltz   Kullback--Leibler upper confidence
                                  bounds for optimal sequential allocation 1516--1541
                 Sam Efromovich   Nonparametric regression with the scale
                                  depending on auxiliary variable  . . . . 1542--1568
          Jeffrey W. Miller and   
            Matthew T. Harrison   Exact sampling and counting for
                                  fixed-margin matrices  . . . . . . . . . 1569--1592
                  Hiroki Masuda   Convergence of Gaussian quasi-likelihood
                                  random fields for ergodic Lévy driven SDE
                                  observed at high frequency . . . . . . . 1593--1641
           Susanne M. Schennach   Regressions with Berkson errors in
                                  covariates --- a nonparametric approach  1642--1668
                Jiahua Chen and   
                      Yukun Liu   Quantile and quantile-function
                                  estimations under density ratio model    1669--1692

Annals of Statistics
Volume 41, Number 4, August, 2013

               Holger Dette and   
       Viatcheslav B. Melas and   
                   Petr Shpilev   Robust $T$-optimal discriminating
                                  designs  . . . . . . . . . . . . . . . . 1693--1715
               Valen E. Johnson   Uniformly most powerful Bayesian tests   1716--1741
                  Yangbo He and   
                 Jinzhu Jia and   
                         Bin Yu   Reversible MCMC on Markov equivalence
                                  classes of sparse directed acyclic
                                  graphs . . . . . . . . . . . . . . . . . 1742--1779
            Quentin Berthet and   
              Philippe Rigollet   Optimal detection of sparse principal
                                  components in high dimension . . . . . . 1780--1815
                Minjing Tao and   
                Yazhen Wang and   
               Harrison H. Zhou   Optimal sparse volatility matrix
                                  estimation for high-dimensional Itô
                                  processes with measurement errors  . . . 1816--1864
                     Jia Li and   
             Viktor Todorov and   
                 George Tauchen   Volatility occupation times  . . . . . . 1865--1891
                 Peter Hall and   
                  Joel Horowitz   A simple bootstrap method for
                                  constructing nonparametric confidence
                                  bands for functions  . . . . . . . . . . 1892--1921
               Peter Bickel and   
                 David Choi and   
              Xiangyu Chang and   
                      Hai Zhang   Asymptotic normality of maximum
                                  likelihood and its variational
                                  approximation for stochastic blockmodels 1922--1943
                Jan Draisma and   
                Sonja Kuhnt and   
                 Piotr Zwiernik   Groups acting on Gaussian graphical
                                  models . . . . . . . . . . . . . . . . . 1944--1969
           Christian Francq and   
         Jean-Michel Zako\"\ian   Inference in nonstationary asymmetric
                                  GARCH models . . . . . . . . . . . . . . 1970--1998
       Ismaël Castillo and   
                  Richard Nickl   Nonparametric Bernstein--von Mises
                                  theorems in Gaussian white noise . . . . 1999--2028
              Tiefeng Jiang and   
                       Fan Yang   Central limit theorems for classical
                                  likelihood ratio tests for
                                  high-dimensional normal distributions    2029--2074
              Rongmao Zhang and   
                 Liang Peng and   
                     Ruodu Wang   Tests for covariance matrix with fixed
                                  or divergent dimension . . . . . . . . . 2075--2096
             Arash A. Amini and   
                 Aiyou Chen and   
            Peter J. Bickel and   
               Elizaveta Levina   Pseudo-likelihood methods for community
                                  detection in large sparse networks . . . 2097--2122
              Jinyuan Chang and   
            Cheng Yong Tang and   
                      Yichao Wu   Marginal empirical likelihood and sure
                                  independence feature screening . . . . . 2123--2148
                       Li Zhang   Nearly optimal minimax estimator for
                                  high-dimensional sparse linear
                                  regression . . . . . . . . . . . . . . . 2149--2175
                   Min Tsao and   
                         Fan Wu   Empirical likelihood on the full
                                  parameter space  . . . . . . . . . . . . 2176--2196
            Koichi Yamagata and   
              Akio Fujiwara and   
                Richard D. Gill   Quantum local asymptotic normality based
                                  on a new quantum likelihood ratio  . . . 2197--2217
                      Wei Zheng   Optimal crossover designs for the
                                  proportional model . . . . . . . . . . . 2218--2235
                      Jinchi Lv   Impacts of high dimensionality in finite
                                  samples  . . . . . . . . . . . . . . . . 2236--2262

Annals of Statistics
Volume 41, Number 5, October, 2013

            Dino Sejdinovic and   
      Bharath Sriperumbudur and   
             Arthur Gretton and   
                 Kenji Fukumizu   Equivalence of distance-based and
                                  RKHS-based statistics in hypothesis
                                  testing  . . . . . . . . . . . . . . . . 2263--2291
              John C. Duchi and   
              Lester Mackey and   
              Michael I. Jordan   The asymptotics of ranking algorithms    2292--2323
            Dominik Janzing and   
             David Balduzzi and   
      Moritz Grosse-Wentrup and   
        Bernhard Schölkopf   Quantifying causal influences  . . . . . 2324--2358
                     Kengo Kato   Quasi-Bayesian analysis of nonparametric
                                  instrumental variables models  . . . . . 2359--2390
                 Jean Jacod and   
                 Mark Podolskij   A test for the rank of the volatility
                                  process: The random perturbation
                                  approach . . . . . . . . . . . . . . . . 2391--2427
          Sourav Chatterjee and   
                 Persi Diaconis   Estimating and understanding exponential
                                  random graph models  . . . . . . . . . . 2428--2461
                    Yazhen Wang   Asymptotic equivalence of quantum state
                                  tomography and noisy matrix completion   2462--2504
                   Lan Wang and   
                Yongdai Kim and   
                       Runze Li   Calibrating nonconvex penalized
                                  regression in ultra-high dimension . . . 2505--2536
               Yingying Fan and   
                Jiashun Jin and   
                    Zhigang Yao   Optimal classification in sparse
                                  Gaussian graphic model . . . . . . . . . 2537--2571
               Ningning Xia and   
                 Yingli Qin and   
                    Zhidong Bai   Convergence rates of eigenvector
                                  empirical spectral distribution of large
                                  dimensional sample covariance matrix . . 2572--2607
              Zuofeng Shang and   
                    Guang Cheng   Local and global asymptotic inference in
                                  smoothing spline models  . . . . . . . . 2608--2638
               Junlong Zhao and   
               Chenlei Leng and   
                   Lexin Li and   
                  Hansheng Wang   High-dimensional influence measure . . . 2639--2667
                Marianna Pensky   Spatially inhomogeneous linear inverse
                                  problems with possible singularities . . 2668--2697
            Leif T. Johnson and   
               Charles J. Geyer   Correction: ``Variable transformation to
                                  obtain geometric ergodicity in the
                                  random-walk Metropolis algorithm'' . . . 2698--2698
                  Xuming He and   
                   Lan Wang and   
           Hyokyoung Grace Hong   Correction: ``Quantile-adaptive
                                  model-free variable screening for
                                  high-dimensional heterogeneous data''    2699--2699
          Richard A. Olshen and   
               Bala Brajaratnam   Correction: ``Successive normalization
                                  of rectangular arrays''  . . . . . . . . 2700--2702

Annals of Statistics
Volume 41, Number 6, December, 2013

         Mohammad Naghshvar and   
                    Tara Javidi   Active sequential hypothesis testing . . 2703--2738
         Raymond J. Carroll and   
            Aurore Delaigle and   
                     Peter Hall   Unexpected properties of bandwidth
                                  choice when smoothing discrete data for
                                  constructing a functional data
                                  classifier . . . . . . . . . . . . . . . 2739--2767
             Rahul Mukerjee and   
                     Boxin Tang   A complementary set theory for
                                  quaternary code designs  . . . . . . . . 2768--2785
        Victor Chernozhukov and   
          Denis Chetverikov and   
                     Kengo Kato   Gaussian approximations and multiplier
                                  bootstrap for maxima of sums of
                                  high-dimensional random vectors  . . . . 2786--2819
            Ping-Shou Zhong and   
               Song Xi Chen and   
                       Minya Xu   Tests alternative to higher criticism
                                  for high-dimensional means under
                                  sparsity and column-wise dependence  . . 2820--2851
              Richard Nickl and   
               Sara van de Geer   Confidence sets in sparse regression . . 2852--2876
             Hock Peng Chan and   
                  Tze Leung Lai   A general theory of particle filters in
                                  hidden Markov models and some
                                  applications . . . . . . . . . . . . . . 2877--2904
              Vincent Q. Vu and   
                       Jing Lei   Minimax sparse principal subspace
                                  estimation in high dimensions  . . . . . 2905--2947
                    Weidong Liu   Gaussian graphical model estimation with
                                  false discovery rate control . . . . . . 2948--2978
               Estate Khmaladze   Note on distribution free testing for
                                  discrete distributions . . . . . . . . . 2979--2993
               Xiaohui Chen and   
                  Mengyu Xu and   
                    Wei Biao Wu   Covariance and precision matrix
                                  estimation for high-dimensional time
                                  series . . . . . . . . . . . . . . . . . 2994--3021
                Po-Ling Loh and   
           Martin J. Wainwright   Structure estimation for discrete
                                  graphical models: Generalized covariance
                                  matrices and their inverses  . . . . . . 3022--3049
          Daniel J. Nordman and   
               Helle Bunzel and   
            Soumendra N. Lahiri   A nonstandard empirical likelihood for
                                  time series  . . . . . . . . . . . . . . 3050--3073
                T. Tony Cai and   
                Zongming Ma and   
                      Yihong Wu   Sparse PCA: Optimal rates and adaptive
                                  estimation . . . . . . . . . . . . . . . 3074--3110


Annals of Statistics
Volume 42, Number 1, February, 2014

                Oleg Lepski and   
                Nora Serdyukova   Adaptive estimation under single-index
                                  constraint in a regression model . . . . 1--28
                 David Choi and   
               Patrick J. Wolfe   Co-clustering separately exchangeable
                                  network data . . . . . . . . . . . . . . 29--63
          Tucker S. McElroy and   
                 Scott H. Holan   Asymptotic theory of cepstral random
                                  fields . . . . . . . . . . . . . . . . . 64--86
                      Zhou Zhou   Inference of weighted $V$-statistics for
                                  nonstationary time series and its
                                  applications . . . . . . . . . . . . . . 87--114
              Nick Whiteley and   
                    Anthony Lee   Twisted particle filters . . . . . . . . 115--141
                 Jushan Bai and   
                     Kunpeng Li   Theory and methods of panel data models
                                  with interactive effects . . . . . . . . 142--170
                          Ke Li   Second-order asymptotics for quantum
                                  hypothesis testing . . . . . . . . . . . 171--189
              Xingdong Feng and   
                      Xuming He   Statistical inference based on robust
                                  low-rank data matrix approximation . . . 190--210
     Guillaume Lecué and   
              Philippe Rigollet   Optimal learning with $Q$-aggregation    211--224
             Alexei Onatski and   
         Marcelo J. Moreira and   
                    Marc Hallin   Signal detection in high dimension: The
                                  multispiked case . . . . . . . . . . . . 225--254
      Alejandro Cholaquidis and   
             Antonio Cuevas and   
                Ricardo Fraiman   On Poincaré cone property . . . . . . . . 255--284
             Ryan J. Tibshirani   Adaptive piecewise polynomial estimation
                                  via trend filtering  . . . . . . . . . . 285--323
               Jianqing Fan and   
               Yingying Fan and   
                     Emre Barut   Adaptive robust variable selection . . . 324--351
       Anirban Bhattacharya and   
               Debdeep Pati and   
                   David Dunson   Anisotropic function estimation using
                                  multi-bandwidth Gaussian processes . . . 352--381
                    Wei Luo and   
                    Bing Li and   
                  Xiangrong Yin   On efficient dimension reduction with
                                  respect to a statistical functional of
                                  interest . . . . . . . . . . . . . . . . 382--412

Annals of Statistics
Volume 42, Number 2, April, 2014

           Richard Lockhart and   
            Jonathan Taylor and   
         Ryan J. Tibshirani and   
              Robert Tibshirani   A significance test for the lasso  . . . 413--468
        Peter Bühlmann and   
                Lukas Meier and   
               Sara van de Geer   Discussion: ``A significance test for
                                  the lasso''  . . . . . . . . . . . . . . 469--477
                T. Tony Cai and   
                      Ming Yuan   Discussion: ``A significance test for
                                  the lasso''  . . . . . . . . . . . . . . 478--482
               Jianqing Fan and   
                 Zheng Tracy Ke   Discussion: ``A significance test for
                                  the lasso''  . . . . . . . . . . . . . . 483--492
                  Jinchi Lv and   
                    Zemin Zheng   Discussion: ``A significance test for
                                  the lasso''  . . . . . . . . . . . . . . 493--500
                Larry Wasserman   Discussion: ``A significance test for
                                  the lasso''  . . . . . . . . . . . . . . 501--508
                    A. Buja and   
                       L. Brown   Discussion: ``A significance test for
                                  the lasso''  . . . . . . . . . . . . . . 509--517
           Richard Lockhart and   
            Jonathan Taylor and   
         Ryan J. Tibshirani and   
              Robert Tibshirani   Rejoinder: ``A significance test for the
                                  lasso''  . . . . . . . . . . . . . . . . 518--531
                   Shuheng Zhou   Gemini: Graph estimation with matrix
                                  variate normal instances . . . . . . . . 532--562
               Ci-Ren Jiang and   
                     Wei Yu and   
                 Jane-Ling Wang   Inverse regression for longitudinal data 563--591
                    Li Wang and   
                    Lan Xue and   
                   Annie Qu and   
                      Hua Liang   Estimation and model selection in
                                  generalized additive partial linear
                                  models for correlated data with
                                  diverging number of covariates . . . . . 592--624
                Hanna Jankowski   Convergence of linear functionals of the
                                  Grenander estimator under
                                  misspecification . . . . . . . . . . . . 625--653
              Jiangyan Wang and   
                   Rong Liu and   
                Fuxia Cheng and   
                    Lijian Yang   Oracally efficient estimation of
                                  autoregressive error distribution with
                                  simultaneous confidence band . . . . . . 654--668
       Mahdi Soltanolkotabi and   
            Ehsan Elhamifar and   
           Emmanuel J. Cand\`es   Robust subspace clustering . . . . . . . 669--699
                    Yan Sun and   
                Hongjia Yan and   
              Wenyang Zhang and   
                        Zudi Lu   A semiparametric spatial dynamic model   700--727
            M. J. Schervish and   
           Teddy Seidenfeld and   
                   J. B. Kadane   Dominating countably many forecasts  . . 728--756
          Alexandre Belloni and   
        Victor Chernozhukov and   
                       Lie Wang   Pivotal estimation via square-root Lasso
                                  in nonparametric regression  . . . . . . 757--788
     Naveen Naidu Narisetty and   
                      Xuming He   Bayesian variable selection with
                                  shrinking and diffusing priors . . . . . 789--817

Annals of Statistics
Volume 42, Number 3, June, 2014

               Jianqing Fan and   
               Lingzhou Xue and   
                        Hui Zou   Strong oracle optimality of folded
                                  concave penalized estimation . . . . . . 819--849
            Peter M. Aronow and   
            Donald P. Green and   
               Donald K. K. Lee   Sharp bounds on the variance in
                                  randomized experiments . . . . . . . . . 850--871
               Jianqing Fan and   
                      Yuan Liao   Endogeneity in high dimensions . . . . . 872--917
       Ulrike Grömping and   
                    Hongquan Xu   Generalized resolution for orthogonal
                                  arrays . . . . . . . . . . . . . . . . . 918--939
           Ery Arias-Castro and   
               Nicolas Verzelen   Community detection in dense random
                                  networks . . . . . . . . . . . . . . . . 940--969
             Changliang Zou and   
               Guosheng Yin and   
                  Long Feng and   
                   Zhaojun Wang   Nonparametric maximum likelihood
                                  approach to multiple change-point
                                  problems . . . . . . . . . . . . . . . . 970--1002
            Luciano Pomatto and   
            Nabil Al-Najjar and   
                Alvaro Sandroni   Merging and testing opinions . . . . . . 1003--1028
                 Jean Jacod and   
                 Viktor Todorov   Efficient estimation of integrated
                                  volatility in presence of infinite
                                  variation jumps  . . . . . . . . . . . . 1029--1069
                  Wenge Guo and   
                      Li He and   
                Sanat K. Sarkar   Further results on controlling the false
                                  discovery proportion . . . . . . . . . . 1070--1101
               Debdeep Pati and   
       Anirban Bhattacharya and   
           Natesh S. Pillai and   
                   David Dunson   Posterior contraction in sparse Bayesian
                                  factor models for massive covariance
                                  matrices . . . . . . . . . . . . . . . . 1102--1130

Annals of Statistics
Volume 42, Number 4, August, 2014

           Masayo Yoshimori and   
                  Partha Lahiri   A second-order efficient empirical Bayes
                                  confidence interval  . . . . . . . . . . 1233--1261
                   Lilun Du and   
                 Chunming Zhang   Single-index modulated multiple testing  1262--1311
            Markus Bibinger and   
           Nikolaus Hautsch and   
                Peter Malec and   
              Markus Reiß   Estimating the quadratic covariation
                                  matrix from noisy observations: Local
                                  method of moments and efficiency . . . . 1312--1346
                Yuanzhen He and   
                     Boxin Tang   A characterization of strong orthogonal
                                  arrays of strength three . . . . . . . . 1347--1360
                  Xian Chen and   
                Zhi-Ming Ma and   
                      Ying Wang   Markov jump processes in modeling
                                  coalescent with recombination  . . . . . 1361--1393
                Fasheng Sun and   
               Min-Qian Liu and   
               Peter Z. G. Qian   On the construction of nested
                                  space-filling designs  . . . . . . . . . 1394--1425
       Andrej Pázman and   
                   Luc Pronzato   Optimum design accounting for the global
                                  nonlinear behavior of the model  . . . . 1426--1451
             Robin J. Evans and   
           Thomas S. Richardson   Markovian acyclic directed mixed graphs
                                  for discrete data  . . . . . . . . . . . 1452--1482
              Florian Maire and   
                Randal Douc and   
                   Jimmy Olsson   Comparison of asymptotic variances of
                                  inhomogeneous Markov chains with
                                  application to Markov chain Monte Carlo
                                  methods  . . . . . . . . . . . . . . . . 1483--1510
    Christopher R. Genovese and   
      Marco Perone-Pacifico and   
        Isabella Verdinelli and   
                Larry Wasserman   Nonparametric ridge estimation . . . . . 1511--1545
                     Ce Shi and   
                    Yu Tang and   
                   Jianxing Yin   Optimum mixed level detecting arrays . . 1546--1563
        Victor Chernozhukov and   
          Denis Chetverikov and   
                     Kengo Kato   Gaussian approximation of suprema of
                                  empirical processes  . . . . . . . . . . 1564--1597
           Axel Bücher and   
               Johan Segers and   
            Stanislav Volgushev   When uniform weak convergence fails:
                                  Empirical processes for dependence
                                  functions and residuals via epi- and
                                  hypographs . . . . . . . . . . . . . . . 1598--1634
               Holger Dette and   
                 Yuri Grigoriev   E-optimal designs for second-order
                                  response surface models  . . . . . . . . 1635--1656
                 Efang Kong and   
                    Yingcun Xia   An adaptive composite quantile approach
                                  to dimension reduction . . . . . . . . . 1657--1688
               Jack Kuipers and   
                Giusi Moffa and   
                David Heckerman   Addendum on the scoring of Gaussian
                                  directed acyclic graphical models  . . . 1689--1691

Annals of Statistics
Volume 42, Number 5, October, 2014

            William Fithian and   
                  Trevor Hastie   Local case-control sampling: Efficient
                                  subsampling in imbalanced data sets  . . 1693--1724
                      Xu He and   
               Peter Z. G. Qian   A central limit theorem for general
                                  orthogonal array based space-filling
                                  designs  . . . . . . . . . . . . . . . . 1725--1750
                   Bo Jiang and   
                     Jun S. Liu   Variable selection for general index
                                  models via sliced inverse regression . . 1751--1786
        Victor Chernozhukov and   
          Denis Chetverikov and   
                     Kengo Kato   Anti-concentration and honest, adaptive
                                  confidence bands . . . . . . . . . . . . 1787--1818
             Ming-Yen Cheng and   
               Toshio Honda and   
                Jialiang Li and   
                      Heng Peng   Nonparametric independence screening and
                                  structure identification for ultra-high
                                  dimensional longitudinal data  . . . . . 1819--1849
        Natalia A. Bochkina and   
                 Peter J. Green   The Bernstein--von Mises theorem and
                                  nonregular models  . . . . . . . . . . . 1850--1878
               Johan Segers and   
        Ramon van den Akker and   
               Bas J. M. Werker   Semiparametric Gaussian copula models:
                                  Geometry and efficient rank-based
                                  estimation . . . . . . . . . . . . . . . 1911--1940
       Ismaël Castillo and   
                  Richard Nickl   On the Bernstein--von Mises phenomenon
                                  for nonparametric Bayes procedures . . . 1941--1969
               Moritz Jirak and   
          Alexander Meister and   
              Markus Reiß   Adaptive function estimation in
                                  nonparametric regression with one-sided
                                  errors . . . . . . . . . . . . . . . . . 1970--2002
                   Adam D. Bull   Estimating time-changes in noisy Lévy
                                  models . . . . . . . . . . . . . . . . . 2026--2057
           Ismaël Castillo   On Bayesian supremum norm contraction
                                  rates  . . . . . . . . . . . . . . . . . 2058--2091
                Piet Groeneboom   Maximum smoothed likelihood estimators
                                  for the interval censoring model . . . . 2092--2137
           Richard Lockhart and   
            Jonathan Taylor and   
         Ryan J. Tibshirani and   
              Robert Tibshirani   Correction to rejoinder to ``A
                                  significance test for the Lasso''  . . . 2138--2139

Annals of Statistics
Volume 42, Number 6, December, 2014

                Peter Binev and   
               Albert Cohen and   
            Wolfgang Dahmen and   
                  Ronald DeVore   Classification algorithms using adaptive
                                  partitioning . . . . . . . . . . . . . . 2141--2163
               Zhaoran Wang and   
                    Han Liu and   
                     Tong Zhang   Optimal computational and statistical
                                  rates of convergence for sparse
                                  nonconvex learning problems  . . . . . . 2164--2201
             Zheng Tracy Ke and   
                Jiashun Jin and   
                   Jianqing Fan   Covariate assisted screening and
                                  estimation . . . . . . . . . . . . . . . 2202--2242
               Piotr Fryzlewicz   Wild binary segmentation for multiple
                                  change-point detection . . . . . . . . . 2243--2281
               R. A. Bailey and   
                    P. Druilhet   Optimal cross-over designs for full
                                  interaction models . . . . . . . . . . . 2282--2300
       Brittany Terese Fasy and   
             Fabrizio Lecci and   
         Alessandro Rinaldo and   
            Larry Wasserman and   
     Sivaraman Balakrishnan and   
                    Aarti Singh   Confidence sets for persistence diagrams 2301--2339
              Sourav Chatterjee   A new perspective on least squares under
                                  convex constraint  . . . . . . . . . . . 2340--2381
Gábor J. Székely and   
                 Maria L. Rizzo   Partial distance correlation with
                                  methods for dissimilarities  . . . . . . 2382--2412
               David Donoho and   
                   Matan Gavish   Minimax risk of matrix denoising by
                                  singular value thresholding  . . . . . . 2413--2440
             Chih-Hao Chang and   
           Hsin-Cheng Huang and   
                 Ching-Kang Ing   Asymptotic theory of generalized
                                  information criterion for geostatistical
                                  regression model selection . . . . . . . 2441--2468
              Anand Bhaskar and   
                    Yun S. Song   Descartes' rule of signs and the
                                  identifiability of population
                                  demographic models from genomic
                                  variation data . . . . . . . . . . . . . 2469--2493
         Dimitris Bertsimas and   
                 Rahul Mazumder   Least quantile regression via modern
                                  optimization . . . . . . . . . . . . . . 2494--2525
        Peter Bühlmann and   
               Jonas Peters and   
                     Jan Ernest   CAM: Causal additive models,
                                  high-dimensional order search and
                                  penalized regression . . . . . . . . . . 2526--2556
        Johannes Schmidt-Hieber   Asymptotic equivalence for regression
                                  under fractional noise . . . . . . . . . 2557--2585


Annals of Statistics
Volume 43, Number 1, February, 2015

               Kevin McGoff and   
            Sayan Mukherjee and   
               Andrew Nobel and   
                  Natesh Pillai   Consistency of maximum likelihood
                                  estimation for some dynamical systems    1--29
                  Linwei Hu and   
                   Min Yang and   
                   John Stufken   Saturated locally optimal designs under
                                  differentiable optimality criteria . . . 30--56
                    Jiashun Jin   Fast community detection by SCORE  . . . 57--89
             Inga Samonenko and   
                  John Robinson   A new permutation test statistic for
                                  complete block designs . . . . . . . . . 90--101
                T. Tony Cai and   
                     Anru Zhang   ROP: Matrix recovery via rank-one
                                  projections  . . . . . . . . . . . . . . 102--138
                   Hao Chen and   
                    Nancy Zhang   Graph-based change-point detection . . . 139--176
              Sourav Chatterjee   Matrix estimation by Universal Singular
                                  Value Thresholding . . . . . . . . . . . 177--214
                   Jing Lei and   
             Alessandro Rinaldo   Consistency of spectral clustering in
                                  stochastic block models  . . . . . . . . 215--237
             Chris Sherlock and   
        Alexandre H. Thiery and   
          Gareth O. Roberts and   
           Jeffrey S. Rosenthal   On the efficiency of pseudo-marginal
                                  random walk Metropolis algorithms  . . . 238--275
               Ana Ferreira and   
                Laurens de Haan   On the block maxima method in extreme
                                  value theory: PWM estimators . . . . . . 276--298
                   Jing Lei and   
                  Vincent Q. Vu   Sparsistency and agnostic inference in
                                  sparse PCA . . . . . . . . . . . . . . . 299--322
                 Joan Bruna and   
     Stéphane Mallat and   
             Emmanuel Bacry and   
      Jean-François Muzy   Intermittent process analysis with
                                  scattering moments . . . . . . . . . . . 323--351
         Rajarshi Mukherjee and   
           Natesh S. Pillai and   
                     Xihong Lin   Hypothesis testing for high-dimensional
                                  sparse binary regression . . . . . . . . 352--381
                Zhigang Bao and   
              Guangming Pan and   
                      Wang Zhou   Universality for the largest eigenvalue
                                  of sample covariance matrices with
                                  general population . . . . . . . . . . . 382--421
                Kaie Kubjas and   
               Elina Robeva and   
                Bernd Sturmfels   Fixed points EM algorithm and
                                  nonnegative rank boundaries  . . . . . . 422--461
            Peter J. Bickel and   
                 Aiyou Chen and   
               Yunpeng Zhao and   
           Elizaveta Levina and   
                         Ji Zhu   Correction to the proof of consistency
                                  of community detection . . . . . . . . . 462--466

Annals of Statistics
Volume 43, Number 2, April, 2015

               Yanrong Yang and   
                  Guangming Pan   Independence test for high dimensional
                                  data based on regularized canonical
                                  correlation coefficients . . . . . . . . 467--500
                      Wei Zheng   Universally optimal designs for two
                                  interference models  . . . . . . . . . . 501--518
       Soutir Bandyopadhyay and   
        Soumendra N. Lahiri and   
              Daniel J. Nordman   A frequency domain empirical likelihood
                                  method for irregularly spaced spatial
                                  data . . . . . . . . . . . . . . . . . . 519--545
              Shurong Zheng and   
                Zhidong Bai and   
                   Jianfeng Yao   Substitution principle for CLT of linear
                                  spectral statistics of high-dimensional
                                  sample covariance matrices with
                                  applications to hypothesis testing . . . 546--591
         Clément Levrard   Nonasymptotic bounds for vector
                                  quantization in Hilbert spaces . . . . . 592--619
               Young K. Lee and   
                Enno Mammen and   
            Jens P. Nielsen and   
                 Byeong U. Park   Asymptotics for in-sample density
                                  forecasting  . . . . . . . . . . . . . . 620--651
                   Yun Yang and   
                Surya T. Tokdar   Minimax-optimal nonparametric regression
                                  in high dimensions . . . . . . . . . . . 652--674
                Haoyang Liu and   
              Alexander Aue and   
                  Debashis Paul   On the Mar\vcenko--Pastur law for linear
                                  time series  . . . . . . . . . . . . . . 675--712
               Michael Vogt and   
                   Holger Dette   Detecting gradual changes in locally
                                  stationary processes . . . . . . . . . . 713--740
                 Ting Zhang and   
                    Wei Biao Wu   Time-varying nonlinear regression
                                  models: Nonparametric estimation and
                                  model selection  . . . . . . . . . . . . 741--768
            Pierre E. Jacob and   
            Alexandre H. Thiery   On nonnegative unbiased estimators . . . 769--784
                   Chao Gao and   
               Harrison H. Zhou   Rate-optimal posterior contraction for
                                  sparse PCA . . . . . . . . . . . . . . . 785--818
       Geoffrey Schiebinger and   
       Martin J. Wainwright and   
                         Bin Yu   The geometry of kernelized spectral
                                  clustering . . . . . . . . . . . . . . . 819--846
              Xin-Bing Kong and   
                    Zhi Liu and   
                   Bing-Yi Jing   Testing for pure-jump processes for
                                  high-frequency data  . . . . . . . . . . 847--877
              Sami Umut Can and   
         John H. J. Einmahl and   
        Estate V. Khmaladze and   
             Roger J. A. Laeven   Asymptotically distribution-free
                                  goodness-of-fit testing for tail copulas 878--902
      Anne-Laure Foug\`eres and   
            Laurens de Haan and   
        Cécile Mercadier   Bias correction in multivariate extremes 903--934
               Jianqing Fan and   
               Lingzhou Xue and   
                        Hui Zou   Correction . . . . . . . . . . . . . . . 935--935

Annals of Statistics
Volume 43, Number 3, June, 2015

           Gourab Mukherjee and   
              Iain M. Johnstone   Exact minimax estimation of the
                                  predictive density in sparse Gaussian
                                  models . . . . . . . . . . . . . . . . . 937--961
          Purnamrita Sarkar and   
                Peter J. Bickel   Role of normalization in spectral
                                  clustering for stochastic blockmodels    962--990
                   Zhao Ren and   
                 Tingni Sun and   
              Cun-Hui Zhang and   
               Harrison H. Zhou   Asymptotic normality and optimalities in
                                  estimation of large Gaussian graphical
                                  models . . . . . . . . . . . . . . . . . 991--1026
                T. Tony Cai and   
                    Xiaodong Li   Robust and computationally feasible
                                  community detection in the presence of
                                  arbitrary outlier nodes  . . . . . . . . 1027--1059
        Marloes H. Maathuis and   
                  Diego Colombo   A generalized back-door criterion  . . . 1060--1088
                Zongming Ma and   
                      Yihong Wu   Computational barriers in minimax
                                  submatrix detection  . . . . . . . . . . 1089--1116
            Carsten Jentsch and   
            Dimitris N. Politis   Covariance matrix estimation and linear
                                  process bootstrap for multivariate time
                                  series of possibly increasing dimension  1117--1140
           Sylvain Delattre and   
                Etienne Roquain   New procedures controlling the false
                                  discovery proportion via Romano--Wolf's
                                  heuristic  . . . . . . . . . . . . . . . 1141--1177
                    Oleg Lepski   Adaptive estimation over anisotropic
                                  functional classes via oracle approach   1178--1242
               Yingying Fan and   
                Yinfei Kong and   
                   Daoji Li and   
                    Zemin Zheng   Innovated interaction screening for
                                  high-dimensional nonlinear
                                  classification . . . . . . . . . . . . . 1243--1272
                 Olga Klopp and   
                Marianna Pensky   Sparse high-dimensional varying
                                  coefficient model: Nonasymptotic minimax
                                  study  . . . . . . . . . . . . . . . . . 1273--1299
         Robert Krauthgamer and   
                Boaz Nadler and   
                  Dan Vilenchik   Do semidefinite relaxations solve sparse
                                  PCA up to the information limit? . . . . 1300--1322
                Guang Cheng and   
                  Zuofeng Shang   Joint asymptotics for semi-nonparametric
                                  regression models with partially linear
                                  structure  . . . . . . . . . . . . . . . 1351--1390

Annals of Statistics
Volume 43, Number 4, August, 2015

        Botond Szabó and   
        A. W. van der Vaart and   
               J. H. van Zanten   Frequentist coverage of adaptive
                                  nonparametric Bayesian credible sets . . 1391--1428
                  Richard Nickl   Discussion of ``Frequentist coverage of
                                  adaptive nonparametric Bayesian credible
                                  sets'' . . . . . . . . . . . . . . . . . 1429--1436
           Ismaël Castillo   Discussion of ``Frequentist coverage of
                                  adaptive nonparametric Bayesian credible
                                  sets'' . . . . . . . . . . . . . . . . . 1437--1443
                Judith Rousseau   Discussion of ``Frequentist coverage of
                                  adaptive nonparametric Bayesian credible
                                  sets'' . . . . . . . . . . . . . . . . . 1444--1447
                Mark G. Low and   
                    Zongming Ma   Discussion of ``Frequentist coverage of
                                  adaptive nonparametric Bayesian credible
                                  sets'' . . . . . . . . . . . . . . . . . 1448--1454
               Subhashis Ghosal   Discussion of ``Frequentist coverage of
                                  adaptive nonparametric Bayesian credible
                                  sets'' . . . . . . . . . . . . . . . . . 1455--1462
        Botond Szabó and   
        A. W. van der Vaart and   
               J. H. van Zanten   Rejoinder to discussions of
                                  ``Frequentist coverage of adaptive
                                  nonparametric Bayesian credible sets''   1463--1470
                   Qing Mai and   
                        Hui Zou   The fused Kolmogorov filter: A
                                  nonparametric model-free screening
                                  method . . . . . . . . . . . . . . . . . 1471--1497
               Jianqing Fan and   
             Zheng Tracy Ke and   
                    Han Liu and   
                       Lucy Xia   QUADRO: A supervised dimension reduction
                                  method via Rayleigh quotient
                                  optimization . . . . . . . . . . . . . . 1498--1534
               Sumanta Basu and   
             George Michailidis   Regularized estimation in sparse
                                  high-dimensional time series models  . . 1535--1567
          Alain Desgagné   Robustness to outliers in location-scale
                                  parameter model using log-regularly
                                  varying distributions  . . . . . . . . . 1568--1595
                    Kang Li and   
                  Wei Zheng and   
                     Mingyao Ai   Optimal designs for the proportional
                                  interference model . . . . . . . . . . . 1596--1616
   Michaël Chichignoud and   
       Sébastien Loustau   Bandwidth selection in kernel empirical
                                  risk minimization via the gradient . . . 1617--1646
                Simon Byrne and   
                A. Philip Dawid   Structural Markov graph laws for
                                  Bayesian model uncertainty . . . . . . . 1647--1681
                   Jia Chen and   
                   Degui Li and   
                  Hua Liang and   
                    Suojin Wang   Semiparametric GEE analysis in partially
                                  linear single-index models for
                                  longitudinal data  . . . . . . . . . . . 1682--1715
              Erwan Scornet and   
         Gérard Biau and   
             Jean-Philippe Vert   Consistency of random forests  . . . . . 1716--1741
              Zuofeng Shang and   
                    Guang Cheng   Nonparametric inference in generalized
                                  functional linear models . . . . . . . . 1742--1773
      Sabyasachi Chatterjee and   
     Adityanand Guntuboyina and   
                Bodhisattva Sen   On risk bounds in isotonic and other
                                  shape restricted regression problems . . 1774--1800
        Nicolai Meinshausen and   
            Peter Bühlmann   Maximin effects in inhomogeneous
                                  large-scale data . . . . . . . . . . . . 1801--1830
                 Viktor Todorov   Jump activity estimation for pure-jump
                                  semimartingales via self-normalized
                                  statistics . . . . . . . . . . . . . . . 1831--1864

Annals of Statistics
Volume 43, Number 5, October, 2015

             Hock Peng Chan and   
               Guenther Walther   Optimal detection of multi-sample
                                  aligned sparse signals . . . . . . . . . 1865--1895
               Yen-Chi Chen and   
    Christopher R. Genovese and   
                Larry Wasserman   Asymptotic theory for density ridges . . 1896--1928
                  Fei Jiang and   
                 Yanyuan Ma and   
                   Yuanjia Wang   Fused kernel-spline smoothing for
                                  repeatedly measured outcomes in a
                                  generalized partially linear model with
                                  functional single index  . . . . . . . . 1929--1958
               Holger Dette and   
       Viatcheslav B. Melas and   
                 Roman Guchenko   Bayesian $T$-optimal discriminating
                                  designs  . . . . . . . . . . . . . . . . 1959--1985
       Ismaël Castillo and   
    Johannes Schmidt-Hieber and   
              Aad van der Vaart   Bayesian linear regression with sparse
                                  priors . . . . . . . . . . . . . . . . . 1986--2018
            Piet Groeneboom and   
                Geurt Jongbloed   Nonparametric confidence intervals for
                                  monotone functions . . . . . . . . . . . 2019--2054
         Rina Foygel Barber and   
           Emmanuel J. Cand\`es   Controlling the false discovery rate via
                                  knockoffs  . . . . . . . . . . . . . . . 2055--2085
              Timothy Armstrong   Adaptive testing on a regression
                                  function at a point  . . . . . . . . . . 2086--2101
                  Shujie Ma and   
         Raymond J. Carroll and   
                  Hua Liang and   
                    Shizhong Xu   Estimation and inference in generalized
                                  additive coefficient models for
                                  nonlinear interactions with
                                  high-dimensional covariates  . . . . . . 2102--2131
                 Ingo Steinwart   Fully adaptive density-based clustering  2132--2167
                   Chao Gao and   
                Zongming Ma and   
                   Zhao Ren and   
               Harrison H. Zhou   Minimax estimation in sparse canonical
                                  correlation analysis . . . . . . . . . . 2168--2197
           Guillaume Sagnol and   
                Radoslav Harman   Computing exact $D$-optimal designs by
                                  mixed integer second-order cone
                                  programming  . . . . . . . . . . . . . . 2198--2224
                   Qi Zheng and   
                 Limin Peng and   
                      Xuming He   Globally adaptive quantile regression
                                  with ultra-high dimensional data . . . . 2225--2258
              Marc Hoffmann and   
            Judith Rousseau and   
        Johannes Schmidt-Hieber   On adaptive posterior concentration
                                  rates  . . . . . . . . . . . . . . . . . 2259--2295
               Yingying Fan and   
            Gareth M. James and   
                Peter Radchenko   Functional additive regression . . . . . 2296--2325
               Ci-Ren Jiang and   
                 Jane-Ling Wang   Correction to ``Inverse regression for
                                  longitudinal data''  . . . . . . . . . . 2326--2329

Annals of Statistics
Volume 43, Number 6, December, 2015

                    Rui Tuo and   
                  C. F. Jeff Wu   Efficient calibration for imperfect
                                  computer models  . . . . . . . . . . . . 2331--2352
       Ismaël Castillo and   
                Judith Rousseau   A Bernstein--von Mises theorem for
                                  smooth functionals in semiparametric
                                  models . . . . . . . . . . . . . . . . . 2353--2383
   Sharmodeep Bhattacharyya and   
                Peter J. Bickel   Subsampling bootstrap of count features
                                  of networks  . . . . . . . . . . . . . . 2384--2411
          Christophe Giraud and   
     François Roueff and   
           Andres Sanchez-Perez   Aggregation of predictors for
                                  nonstationary sub-linear processes and
                                  online adaptive forecasting of time
                                  varying autoregressive processes . . . . 2412--2450
                   Moritz Jirak   Uniform change point tests in high
                                  dimension  . . . . . . . . . . . . . . . 2451--2483
              Guillaume Chauvet   Coupling methods for multistage sampling 2484--2506
        Christian Brownlees and   
               Emilien Joly and   
            Gábor Lugosi   Empirical risk minimization for
                                  heavy-tailed losses  . . . . . . . . . . 2507--2536
    Mélisande Albert and   
                Yann Bouret and   
            Magalie Fromont and   
        Patricia Reynaud-Bouret   Bootstrap and permutation tests of
                                  independence for point processes . . . . 2537--2564
           Ching-Shui Cheng and   
                  Ming-Hung Kao   Optimal experimental designs for fMRI
                                  via circulant biased weighing designs    2565--2587
                Zhigang Bao and   
            Liang-Ching Lin and   
              Guangming Pan and   
                      Wang Zhou   Spectral statistics of large dimensional
                                  Spearman's rank correlation matrix and
                                  its application  . . . . . . . . . . . . 2588--2623
                   Chao Gao and   
                      Yu Lu and   
               Harrison H. Zhou   Rate-optimal graphon estimation  . . . . 2624--2652
          Vladimir Spokoiny and   
                  Mayya Zhilova   Bootstrap confidence sets under model
                                  misspecification . . . . . . . . . . . . 2653--2675
                   Degui Li and   
                    Yuan Ke and   
                  Wenyang Zhang   Model selection and structure
                                  specification in ultra-high dimensional
                                  generalised semi-varying coefficient
                                  models . . . . . . . . . . . . . . . . . 2676--2705
               Jianqing Fan and   
          Philippe Rigollet and   
                   Weichen Wang   Estimation of functionals of sparse
                                  covariance matrices  . . . . . . . . . . 2706--2737
         John H. J. Einmahl and   
                     Jun Li and   
                  Regina Y. Liu   Bridging centrality and extremity:
                                  Refining empirical data depth using
                                  extreme value statistics . . . . . . . . 2738--2765
                   Wei-Liem Loh   Estimating the smoothness of a Gaussian
                                  random field from irregularly spaced
                                  data via higher-order quadratic
                                  variations . . . . . . . . . . . . . . . 2766--2794


Annals of Statistics
Volume 44, Number 1, February, 2016

                Alois Kneip and   
          Dominik Poß and   
                   Pascal Sarda   Functional linear regression with points
                                  of impact  . . . . . . . . . . . . . . . 1--30
                   Ting Yan and   
               Chenlei Leng and   
                         Ji Zhu   Asymptotics in directed exponential
                                  random graph models with an increasing
                                  bi-degree sequence . . . . . . . . . . . 31--57
                   Adam D. Bull   Near-optimal estimation of jump activity
                                  in semimartingales . . . . . . . . . . . 58--86
               Holger Dette and   
          Andrey Pepelyshev and   
            Anatoly Zhigljavsky   Optimal designs in regression with
                                  correlated errors  . . . . . . . . . . . 113--152
                   Rui Song and   
         Moulinath Banerjee and   
             Michael R. Kosorok   Asymptotics for change-point models
                                  under varying degrees of
                                  mis-specification  . . . . . . . . . . . 153--182
         Alexander Petersen and   
         Hans-Georg Müller   Functional data analysis for density
                                  functions by transformation to a Hilbert
                                  space  . . . . . . . . . . . . . . . . . 183--218
               Jianqing Fan and   
                  Yuan Liao and   
                   Weichen Wang   Projected principal component analysis
                                  in factor models . . . . . . . . . . . . 219--254
           Tim Patschkowski and   
                 Angelika Rohde   Adaptation to lowest density regions
                                  with application to support recovery . . 255--287
               Ben Sherwood and   
                       Lan Wang   Partially linear additive quantile
                                  regression in ultra-high dimension . . . 288--317
                   Chao Gao and   
               Harrison H. Zhou   Rate exact Bayesian adaptation with
                                  modified block priors  . . . . . . . . . 318--345
       Noureddine El Karoui and   
                   Hau-Tieng Wu   Graph connection Laplacian methods can
                                  be made robust to noise  . . . . . . . . 346--372
                  Can M. Le and   
           Elizaveta Levina and   
                Roman Vershynin   Optimization via low-rank approximation
                                  for community detection in networks  . . 373--400
                       Jing Lei   A goodness-of-fit test for stochastic
                                  block models . . . . . . . . . . . . . . 401--424
               Chaohua Dong and   
                   Jiti Gao and   
           Dag Tjòstheim   Estimation for single-index and
                                  partially linear single-index integrated
                                  models . . . . . . . . . . . . . . . . . 425--453

Annals of Statistics
Volume 44, Number 2, April, 2016

                T. Tony Cai and   
                Weidong Liu and   
               Harrison H. Zhou   Estimating sparse precision matrix:
                                  Optimal rates of convergence and
                                  adaptive estimation  . . . . . . . . . . 455--488
               Yen-Chi Chen and   
    Christopher R. Genovese and   
         Ryan J. Tibshirani and   
                Larry Wasserman   Nonparametric modal regression . . . . . 489--514
              Jinyuan Chang and   
            Cheng Yong Tang and   
                      Yichao Wu   Local independence feature screening for
                                  nonparametric and semiparametric models
                                  by marginal empirical likelihood . . . . 515--539
   Stéphane Bonhomme and   
              Koen Jochmans and   
                Jean-Marc Robin   Estimating multivariate latent-structure
                                  models . . . . . . . . . . . . . . . . . 540--563
               Xianchao Xie and   
                  S. C. Kou and   
                 Lawrence Brown   Optimal shrinkage estimation of mean
                                  parameters in family of distributions
                                  with quadratic variance  . . . . . . . . 564--597
       Monika Bhattacharjee and   
                      Arup Bose   Large sample behaviour of high
                                  dimensional autocovariance matrices  . . 598--628
              Hongcheng Liu and   
                    Tao Yao and   
                       Runze Li   Global solutions to folded concave
                                  penalized nonconvex learning . . . . . . 629--659
            Vianney Perchet and   
          Philippe Rigollet and   
           Sylvain Chassang and   
                  Erik Snowberg   Batched bandit problems  . . . . . . . . 660--681
                   Tony Cai and   
                Donggyu Kim and   
                Yazhen Wang and   
                  Ming Yuan and   
               Harrison H. Zhou   Optimal large-scale quantum state
                                  tomography with Pauli measurements . . . 682--712
       Alexander R. Luedtke and   
           Mark J. van der Laan   Statistical inference for the mean
                                  outcome under a possibly non-unique
                                  optimal treatment strategy . . . . . . . 713--742
         Jonathan E. Taylor and   
           Joshua R. Loftus and   
             Ryan J. Tibshirani   Inference in adaptive regression via the
                                  Kac--Rice formula  . . . . . . . . . . . 743--770
        Victor M. Panaretos and   
                     Yoav Zemel   Amplitude and phase variation of point
                                  processes  . . . . . . . . . . . . . . . 771--812
         Dimitris Bertsimas and   
                Angela King and   
                 Rahul Mazumder   Best subset selection via a modern
                                  optimization lens  . . . . . . . . . . . 813--852
                Sumit Mukherjee   Estimation in exponential families on
                                  permutations . . . . . . . . . . . . . . 853--875
                   Yun Yang and   
                David B. Dunson   Bayesian manifold regression . . . . . . 876--905

Annals of Statistics
Volume 44, Number 3, June, 2016

               Jason D. Lee and   
              Dennis L. Sun and   
                 Yuekai Sun and   
             Jonathan E. Taylor   Exact post-selection inference, with
                                  application to the lasso . . . . . . . . 907--927
                   Clifford Lam   Nonparametric eigenvalue-regularized
                                  precision or covariance matrix estimator 928--953
     Sébastien Gadat and   
              Thierry Klein and   
         Clément Marteau   Classification in general finite
                                  dimensional spaces with the $k$-nearest
                                  neighbor rule  . . . . . . . . . . . . . 982--1009
     Hél\`ene Massam and   
               Jacek Wesolowski   A new prior for discrete DAG models with
                                  a restricted set of directions . . . . . 1010--1037
                  Weijie Su and   
              Emmanuel Cand\`es   SLOPE is adaptive to unknown sparsity
                                  and asymptotically minimax . . . . . . . 1038--1068
         William Weimin Yoo and   
               Subhashis Ghosal   Supremum norm posterior contraction and
                                  credible sets for nonparametric
                                  multivariate regression  . . . . . . . . 1069--1102
               Holger Dette and   
              Kirsten Schorning   Optimal designs for comparing curves . . 1103--1130
               R. A. Bailey and   
                    C. J. Brien   Randomization-based models for
                                  multitiered experiments: I. A chain of
                                  randomizations . . . . . . . . . . . . . 1131--1164
          Guillaume Carlier and   
        Victor Chernozhukov and   
                Alfred Galichon   Vector quantile regression: An optimal
                                  transport approach . . . . . . . . . . . 1165--1192
                    Yuan Ke and   
                Jialiang Li and   
                  Wenyang Zhang   Structure identification in panel data
                                  analysis . . . . . . . . . . . . . . . . 1193--1233
                  Shujie Ma and   
                      Xuming He   Inference for single-index quantile
                                  regression models with profile
                                  optimization . . . . . . . . . . . . . . 1234--1268
                 Wanli Qiao and   
               Wolfgang Polonik   Theoretical analysis of nonparametric
                                  filament estimation  . . . . . . . . . . 1269--1297
                   Yu-Ru Su and   
                 Jane-Ling Wang   Semiparametric efficient estimation for
                                  shared-frailty models with
                                  doubly-censored clustered data . . . . . 1298--1331
                 Qiyang Han and   
                 Jon A. Wellner   Approximation and estimation of
                                  $s$-concave densities via Rényi
                                  divergences  . . . . . . . . . . . . . . 1332--1359
               Holger Drees and   
          Holger Rootzén   Correction . . . . . . . . . . . . . . . 1360--1361

Annals of Statistics
Volume 44, Number 4, August, 2016

         Aymeric Dieuleveut and   
                   Francis Bach   Nonparametric stochastic approximation
                                  with large step-sizes  . . . . . . . . . 1363--1399
                Tianqi Zhao and   
                Guang Cheng and   
                        Han Liu   A partially linear framework for massive
                                  heterogeneous data . . . . . . . . . . . 1400--1437
                T. Tony Cai and   
            Yonina C. Eldar and   
                    Xiaodong Li   Global testing against sparse
                                  alternatives in time-frequency analysis  1438--1466
         Giuseppe Cavaliere and   
            Iliyan Georgiev and   
            A. M. Robert Taylor   Sieve-based inference for
                                  infinite-variance linear processes . . . 1467--1494
           Masahito Hayashi and   
                  Shun Watanabe   Information geometry approach to
                                  parameter estimation in Markov chains    1495--1535
                T. Tony Cai and   
             Tengyuan Liang and   
              Alexander Rakhlin   Geometric inference for general
                                  high-dimensional linear inverse problems 1536--1563
                   Xiao Han and   
              Guangming Pan and   
                       Bo Zhang   The Tracy--Widom law for the largest
                                  eigenvalue of $F$ type matrices  . . . . 1564--1592
              Xiaohong Chen and   
                Qi-Man Shao and   
                Wei Biao Wu and   
                        Lihu Xu   Self-normalized Cramér-type moderate
                                  deviations under dependence  . . . . . . 1593--1617
                  Huang Lei and   
                Yingcun Xia and   
                         Xu Qin   Estimation of semivarying coefficient
                                  time series models with ARMA errors  . . 1618--1660
                          Ke Li   Discriminating quantum states: The
                                  multiple Chernoff distance . . . . . . . 1661--1679
             Tobias Fissler and   
              Johanna F. Ziegel   Higher order elicitability and Osband's
                                  principle  . . . . . . . . . . . . . . . 1680--1707
                  Simeng Qu and   
             Jane-Ling Wang and   
                      Xiao Wang   Optimal estimation for the functional
                                  Cox model  . . . . . . . . . . . . . . . 1708--1738
                Marianna Pensky   Solution of linear ill-posed problems
                                  using overcomplete dictionaries  . . . . 1739--1764
              Antony Joseph and   
                         Bin Yu   Impact of regularization on spectral
                                  clustering . . . . . . . . . . . . . . . 1765--1791
                 Kayvan Sadeghi   Marginalization and conditioning for LWF
                                  chain graphs . . . . . . . . . . . . . . 1792--1816
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Annals of Statistics
Volume 44, Number 5, October, 2016

                       Runze Li   Editorial  . . . . . . . . . . . . . . . 1817--1820
                   Song Xi Chen   Peter Hall's contributions to the
                                  bootstrap  . . . . . . . . . . . . . . . 1821--1836
             Ming-Yen Cheng and   
                   Jianqing Fan   Peter Hall's contributions to
                                  nonparametric function estimation and
                                  modeling . . . . . . . . . . . . . . . . 1837--1853
                Aurore Delaigle   Peter Hall's main contributions to
                                  deconvolution  . . . . . . . . . . . . . 1854--1866
         Hans-Georg Müller   Peter Hall, functional data analysis and
                                  random objects . . . . . . . . . . . . . 1867--1887
            Richard J. Samworth   Peter Hall's work on high-dimensional
                                  data and classification  . . . . . . . . 1888--1895
               Tengyao Wang and   
            Quentin Berthet and   
            Richard J. Samworth   Statistical and computational trade-offs
                                  in estimation of sparse principal
                                  components . . . . . . . . . . . . . . . 1896--1930
                   Degui Li and   
       Dag Tjòstheim and   
                       Jiti Gao   Estimation in nonlinear regression with
                                  Harris recurrent Markov chains . . . . . 1957--1987
             Ming-Yen Cheng and   
               Toshio Honda and   
                    Jialiang Li   Efficient estimation in semivarying
                                  coefficient models for
                                  longitudinal/clustered data  . . . . . . 1988--2017
             Shiqiong Huang and   
                Jiashun Jin and   
                    Zhigang Yao   Partial correlation screening for
                                  estimating large precision matrices,
                                  with applications to classification  . . 2018--2057
               Tailen Hsing and   
               Thomas Brown and   
                   Brian Thelen   Local intrinsic stationarity and its
                                  inference  . . . . . . . . . . . . . . . 2058--2088
           Natesh S. Pillai and   
                   Xiao-Li Meng   An unexpected encounter with Cauchy and
                                  Lévy  . . . . . . . . . . . . . . . . . . 2089--2097
               Yingying Fan and   
                      Jinchi Lv   Innovated scalable efficient estimation
                                  in ultra-large Gaussian graphical models 2098--2126
               Jiming Jiang and   
                    Cong Li and   
              Debashis Paul and   
                   Can Yang and   
                    Hongyu Zhao   On high-dimensional misspecified mixed
                                  model analysis in genome-wide
                                  association study  . . . . . . . . . . . 2127--2160
             Michael G. Akritas   Asymptotic theory for the first
                                  projective direction . . . . . . . . . . 2161--2189
            Aurore Delaigle and   
                 Peter Hall and   
                   Wen-Xin Zhou   Nonparametric covariate-adjusted
                                  regression . . . . . . . . . . . . . . . 2190--2220
                T. Tony Cai and   
                Xiaodong Li and   
                    Zongming Ma   Optimal rates of convergence for noisy
                                  sparse phase retrieval via thresholded
                                  Wirtinger flow . . . . . . . . . . . . . 2221--2251
          Anderson Y. Zhang and   
               Harrison H. Zhou   Minimax rates of community detection in
                                  stochastic block models  . . . . . . . . 2252--2280
               Xiaoke Zhang and   
                 Jane-Ling Wang   From sparse to dense functional data and
                                  beyond . . . . . . . . . . . . . . . . . 2281--2321
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Annals of Statistics
Volume 44, Number 6, December, 2016

                Jiashun Jin and   
                    Wanjie Wang   Influential features PCA for high
                                  dimensional clustering . . . . . . . . . 2323--2359
           Ery Arias-Castro and   
               Nicolas Verzelen   Discussion of ``Influential features PCA
                                  for high dimensional clustering''  . . . 2360--2365
                    Boaz Nadler   Discussion of ``Influential features PCA
                                  for high dimensional clustering''  . . . 2366--2371
                T. Tony Cai and   
                   Linjun Zhang   Discussion of ``Influential features PCA
                                  for high dimensional clustering''  . . . 2372--2381
       Natalia A. Stepanova and   
          Alexandre B. Tsybakov   Discussion of ``Influential features PCA
                                  for high dimensional clustering''  . . . 2382--2386
                Jiashun Jin and   
                    Wanjie Wang   Rejoinder: ``Influential features PCA
                                  for high dimensional clustering''  . . . 2387--2400
              Debashis Paul and   
                   Jie Peng and   
                  Prabir Burman   Nonparametric estimation of dynamics of
                                  monotone trajectories  . . . . . . . . . 2401--2432
              Ilya Shpitser and   
         Eric Tchetgen Tchetgen   Causal inference with a graphical
                                  hierarchy of interventions . . . . . . . 2433--2466
                Yongdai Kim and   
                 Jong-June Jeon   Consistent model selection criteria for
                                  quadratically supported risks  . . . . . 2467--2496
                   Yun Yang and   
       Martin J. Wainwright and   
              Michael I. Jordan   On the computational complexity of
                                  high-dimensional Bayesian variable
                                  selection  . . . . . . . . . . . . . . . 2497--2532
            Magalie Fromont and   
           Matthieu Lerasle and   
        Patricia Reynaud-Bouret   Family-Wise Separation Rates for
                                  multiple testing . . . . . . . . . . . . 2533--2563
                  Ming Yuan and   
                 Ding-Xuan Zhou   Minimax optimal rates of estimation in
                                  high dimensional additive models . . . . 2564--2593
                    Zhou Yu and   
               Yuexiao Dong and   
                       Jun Shao   On marginal sliced inverse regression
                                  for ultrahigh dimensional model-free
                                  feature selection  . . . . . . . . . . . 2594--2623
                     Min Xu and   
                Minhua Chen and   
                  John Lafferty   Faithful variable screening for
                                  high-dimensional convex regression . . . 2624--2660
                   Yuwen Gu and   
                        Hui Zou   High-dimensional generalizations of
                                  asymmetric least squares regression and
                                  their applications . . . . . . . . . . . 2661--2694
                Luc Devroye and   
           Matthieu Lerasle and   
               Gabor Lugosi and   
            Roberto I. Oliveira   Sub-Gaussian mean estimators . . . . . . 2695--2725
                    Nhat Ho and   
                XuanLong Nguyen   Convergence rates of parameter
                                  estimation for some weakly identifiable
                                  finite mixtures  . . . . . . . . . . . . 2726--2755
           Arlene K. H. Kim and   
            Richard J. Samworth   Global rates of convergence in
                                  log-concave density estimation . . . . . 2756--2779
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??


Annals of Statistics
Volume 45, Number 1, February, 2017

          James E. Johndrow and   
       Anirban Bhattacharya and   
                David B. Dunson   Tensor decompositions and sparse
                                  log-linear models  . . . . . . . . . . . 1--38
        Victor Chernozhukov and   
           Christian Hansen and   
                      Yuan Liao   A lava attack on the recovery of sums of
                                  dense and sparse signals . . . . . . . . 39--76
     Sivaraman Balakrishnan and   
       Martin J. Wainwright and   
                         Bin Yu   Statistical guarantees for the EM
                                  algorithm: From population to
                                  sample-based analysis  . . . . . . . . . 77--120
      Vladimir Koltchinskii and   
                  Karim Lounici   Normal approximation and concentration
                                  of spectral projectors of sample
                                  covariance . . . . . . . . . . . . . . . 121--157
                  Yang Ning and   
                        Han Liu   A general theory of hypothesis tests and
                                  confidence regions for sparse high
                                  dimensional models . . . . . . . . . . . 158--195
              Kshitij Khare and   
               Subhadip Pal and   
                      Zhihua Su   A Bayesian approach for envelope models  196--222
        Victor Chernozhukov and   
            Alfred Galichon and   
                Marc Hallin and   
                     Marc Henry   Monge--Kantorovich depth, quantiles,
                                  ranks and signs  . . . . . . . . . . . . 223--256
                    Zeng Li and   
                Qinwen Wang and   
                   Jianfeng Yao   Identifying the number of factors from
                                  singular values of a large sample
                                  auto-covariance matrix . . . . . . . . . 257--288
    Debarghya Ghoshdastidar and   
             Ambedkar Dukkipati   Consistency of spectral hypergraph
                                  partitioning under planted partition
                                  model  . . . . . . . . . . . . . . . . . 289--315
                 Olga Klopp and   
      Alexandre B. Tsybakov and   
               Nicolas Verzelen   Oracle inequalities for network models
                                  and sparse graphon estimation  . . . . . 316--354
          Alexandre Belloni and   
            Roberto I. Oliveira   Approximate group context tree . . . . . 355--385
              Lee H. Dicker and   
               Murat A. Erdogdu   Flexible results for quadratic forms
                                  with applications to variance components
                                  estimation . . . . . . . . . . . . . . . 386--414
                Qinwen Wang and   
                   Jianfeng Yao   Extreme eigenvalues of large-dimensional
                                  spiked Fisher matrices with application  415--460
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Annals of Statistics
Volume 45, Number 2, April, 2017

                  Judith J. Lok   Mimicking counterfactual outcomes to
                                  estimate causal effects  . . . . . . . . 461--499
          Y. X. Rachel Wang and   
                Peter J. Bickel   Likelihood-based model selection for
                                  stochastic block models  . . . . . . . . 500--528
                  Dan Cheng and   
              Armin Schwartzman   Multiple testing of local maxima for
                                  detection of peaks in random fields  . . 529--556
                     Jun Li and   
                Ping-Shou Zhong   A rate optimal procedure for recovering
                                  sparse differences between
                                  high-dimensional means under dependence  557--590
        Hervé Cardot and   
         Peggy Cénac and   
      Antoine Godichon-Baggioni   Online estimation of the geometric
                                  median in Hilbert spaces: Nonasymptotic
                                  confidence balls . . . . . . . . . . . . 591--614
                T. Tony Cai and   
                     Zijian Guo   Confidence intervals for
                                  high-dimensional linear regression:
                                  Minimax rates and adaptivity . . . . . . 615--646
              Preetam Nandy and   
        Marloes H. Maathuis and   
           Thomas S. Richardson   Estimating the effect of joint
                                  interventions from observational data in
                                  sparse high-dimensional settings . . . . 647--674
                     Gongjun Xu   Identifiability of restricted latent
                                  class models with binary responses . . . 675--707
               Hanyuan Hang and   
                 Ingo Steinwart   A Bernstein-type inequality for some
                                  mixing processes and dynamical systems
                                  with an application to learning  . . . . 708--743
             David Dereudre and   
Frédéric Lavancier   Consistency of likelihood estimation for
                                  Gibbs point processes  . . . . . . . . . 744--770
        Anirvan Chakraborty and   
               Probal Chaudhuri   Tests for high-dimensional data based on
                                  means, spatial signs and spatial ranks   771--799
           Davy Paindaveine and   
               Thomas Verdebout   Inference on the mode of weak
                                  directional signals: A Le Cam
                                  perspective on hypothesis testing near
                                  singularities  . . . . . . . . . . . . . 800--832
            Judith Rousseau and   
                   Botond Szabo   Asymptotic behaviour of the empirical
                                  Bayes posteriors associated to maximum
                                  marginal likelihood estimator  . . . . . 833--865
                    Po-Ling Loh   Statistical consistency and asymptotic
                                  normality for high-dimensional robust
                                  $M$-estimators . . . . . . . . . . . . . 866--896
                Yinfei Kong and   
                   Daoji Li and   
               Yingying Fan and   
                      Jinchi Lv   Interaction pursuit in high-dimensional
                                  multi-response regression via distance
                                  correlation  . . . . . . . . . . . . . . 897--922

Annals of Statistics
Volume 45, Number 3, June, 2017

            Olivier Collier and   
    Laëtitia Comminges and   
          Alexandre B. Tsybakov   Minimax estimation of linear and
                                  quadratic functionals on sparsity
                                  classes  . . . . . . . . . . . . . . . . 923--958
                   Song Liu and   
               Taiji Suzuki and   
             Raissa Relator and   
                   Jun Sese and   
           Masashi Sugiyama and   
                 Kenji Fukumizu   Support consistency of direct
                                  sparse-change learning in Markov
                                  networks . . . . . . . . . . . . . . . . 959--990
                   Yun Yang and   
               Mert Pilanci and   
           Martin J. Wainwright   Randomized sketches for kernels: Fast
                                  and optimal nonparametric regression . . 991--1023
          Christine Cutting and   
           Davy Paindaveine and   
               Thomas Verdebout   Testing uniformity on high-dimensional
                                  spheres against monotone rotationally
                                  symmetric alternatives . . . . . . . . . 1024--1058
                    Bing Li and   
                       Jun Song   Nonlinear sufficient dimension reduction
                                  for functional data  . . . . . . . . . . 1059--1095
                Xuening Zhu and   
                    Rui Pan and   
                 Guodong Li and   
                 Yuewen Liu and   
                  Hansheng Wang   Network vector autoregression  . . . . . 1096--1123
                Eduard Belitser   On coverage and local radial rates of
                                  credible sets  . . . . . . . . . . . . . 1124--1151
               Shaun Fallat and   
          Steffen Lauritzen and   
             Kayvan Sadeghi and   
             Caroline Uhler and   
              Nanny Wermuth and   
                 Piotr Zwiernik   Total positivity in Markov structures    1152--1184
            Ping-Shou Zhong and   
                    Wei Lan and   
           Peter X. K. Song and   
                 Chih-Ling Tsai   Tests for covariance structures with
                                  high-dimensional repeated measurements   1185--1213
                 Peibei Shi and   
                       Annie Qu   Weak signal identification and inference
                                  in penalized model selection . . . . . . 1214--1253
                   Adam D. Bull   Semimartingale detection and
                                  goodness-of-fit tests  . . . . . . . . . 1254--1283
                 Viktor Todorov   Testing for time-varying jump activity
                                  for pure jump semimartingales  . . . . . 1284--1311
               Young K. Lee and   
                Enno Mammen and   
            Jens P. Nielsen and   
                 Byeong U. Park   Operational time and in-sample density
                                  forecasting  . . . . . . . . . . . . . . 1312--1341
               Weichen Wang and   
                   Jianqing Fan   Asymptotics of empirical eigenstructure
                                  for high dimensional spiked covariance   1342--1374

Annals of Statistics
Volume 45, Number 4, August, 2017

                   Dong Han and   
                Fugee Tsung and   
                    Jinguo Xian   On the optimality of Bayesian
                                  change-point detection . . . . . . . . . 1375--1402
                T. Tony Cai and   
             Tengyuan Liang and   
              Alexander Rakhlin   Computational and statistical boundaries
                                  for submatrix localization in a large
                                  noisy matrix . . . . . . . . . . . . . . 1403--1430
           John A. D. Aston and   
              Davide Pigoli and   
                Shahin Tavakoli   Tests for separability in nonparametric
                                  covariance operators of random surfaces  1431--1461
                  Wei Zheng and   
                 Mingyao Ai and   
                        Kang Li   Identification of universally optimal
                                  circular designs for the interference
                                  model  . . . . . . . . . . . . . . . . . 1462--1487
                     David Choi   Co-clustering of nonsmooth graphons  . . 1488--1515
                Marianna Pensky   Minimax theory of estimation of linear
                                  functionals of the deconvolution density
                                  with or without sparsity . . . . . . . . 1516--1541
            Markus Bibinger and   
               Moritz Jirak and   
                 Mathias Vetter   Nonparametric change-point analysis of
                                  volatility . . . . . . . . . . . . . . . 1542--1578
               Holger Dette and   
         Maria Konstantinou and   
            Anatoly Zhigljavsky   A new approach to optimal designs for
                                  correlated observations  . . . . . . . . 1579--1608
              Tiefeng Jiang and   
                Kevin Leder and   
                     Gongjun Xu   Rare-event analysis for extremal
                                  eigenvalues of white Wishart matrices    1609--1637
                     Rui Hu and   
               Douglas P. Wiens   Robust discrimination designs over
                                  Hellinger neighbourhoods . . . . . . . . 1638--1663
              Richard Nickl and   
                Jakob Söhl   Nonparametric Bayesian posterior
                                  contraction rates for discretely
                                  observed scalar diffusions . . . . . . . 1664--1693
               Panos Toulis and   
             Edoardo M. Airoldi   Asymptotic and finite-sample properties
                                  of estimators based on stochastic
                                  gradients  . . . . . . . . . . . . . . . 1694--1727
   Hél\`ene Boistard and   
    Hendrik P. Lopuhaä and   
                Anne Ruiz-Gazen   Functional central limit theorems for
                                  single-stage sampling designs  . . . . . 1728--1758
                Kinjal Basu and   
             Rajarshi Mukherjee   Asymptotic normality of scrambled
                                  geometric net quadrature . . . . . . . . 1759--1788
            Philip A. Ernst and   
             Larry A. Shepp and   
               Abraham J. Wyner   Yule's ``nonsense correlation'' solved!  1789--1809
                 Edgar Dobriban   Sharp detection in PCA under
                                  correlations: All eigenvalues matter . . 1810--1833

Annals of Statistics
Volume 45, Number 5, 10, 2017

               Shahar Mendelson   ``Local'' vs. ``global'' parameters ---
                                  breaking the Gaussian complexity barrier 1835--1862
               Jingshu Wang and   
              Qingyuan Zhao and   
              Trevor Hastie and   
                    Art B. Owen   Confounder adjustment in multiple
                                  hypothesis testing . . . . . . . . . . . 1863--1894
                Danna Zhang and   
                    Wei Biao Wu   Gaussian approximation for high
                                  dimensional time series  . . . . . . . . 1895--1919
           Nicolas Verzelen and   
               Ery Arias-Castro   Detection and feature selection in
                                  sparse mixture models  . . . . . . . . . 1920--1950
            James M. Robins and   
                Lingling Li and   
         Rajarshi Mukherjee and   
     Eric Tchetgen Tchetgen and   
              Aad van der Vaart   Minimax estimation of a functional on a
                                  structured high-dimensional model  . . . 1951--1987
           Morten Overgaard and   
       Erik Thorlund Parner and   
                   Jan Pedersen   Asymptotic theory of generalized
                                  estimating equations based on jack-knife
                                  pseudo-observations  . . . . . . . . . . 1988--2015
              Lancelot F. James   Bayesian Poisson calculus for latent
                                  feature modeling via generalized Indian
                                  Buffet Process priors  . . . . . . . . . 2016--2045
             Asya Metelkina and   
                   Luc Pronzato   Information-regret compromise in
                                  covariate-adaptive treatment allocation  2046--2073
                   Chao Gao and   
                Zongming Ma and   
               Harrison H. Zhou   Sparse CCA: Adaptive estimation and
                                  computational barriers . . . . . . . . . 2074--2101
            Chrystel Feller and   
          Kirsten Schorning and   
               Holger Dette and   
           Georgina Bermann and   
            Björn Bornkamp   Optimal designs for dose response curves
                                  with common parameters . . . . . . . . . 2102--2132
                  Weijie Su and   
         Ma\lgorzata Bogdan and   
              Emmanuel Cand\`es   False discoveries occur early on the
                                  Lasso path . . . . . . . . . . . . . . . 2133--2150
                Jiashun Jin and   
             Zheng Tracy Ke and   
                    Wanjie Wang   Phase transitions for high dimensional
                                  clustering and related problems  . . . . 2151--2189
                    Meng Li and   
               Subhashis Ghosal   Bayesian detection of image boundaries   2190--2217
                Weihao Kong and   
                Gregory Valiant   Spectrum estimation from samples . . . . 2218--2247
         Yves A. Atchadé   On the contraction properties of some
                                  high-dimensional quasi-posterior
                                  distributions  . . . . . . . . . . . . . 2248--2273
                       Ying Zhu   Nonasymptotic analysis of semiparametric
                                  regression models with high-dimensional
                                  parametric coefficients  . . . . . . . . 2274--2298

Annals of Statistics
Volume 45, Number 6, 12, 2017

                  Yang Ning and   
                Tianqi Zhao and   
                        Han Liu   A likelihood ratio framework for
                                  high-dimensional semiparametric
                                  regression . . . . . . . . . . . . . . . 2299--2327
           Robert M. Freund and   
                Paul Grigas and   
                 Rahul Mazumder   A new perspective on boosting in linear
                                  regression via subgradient optimization
                                  and relatives  . . . . . . . . . . . . . 2328--2364
                Shuyang Bai and   
                 Murad S. Taqqu   On the validity of resampling methods
                                  under long memory  . . . . . . . . . . . 2365--2399
              Abhirup Datta and   
                        Hui Zou   CoCoLasso for high-dimensional
                                  error-in-variables regression  . . . . . 2400--2426
                Ali Mousavi and   
               Arian Maleki and   
            Richard G. Baraniuk   Consistent parameter estimation for
                                  LASSO and approximate message passing    2427--2454
                Po-Ling Loh and   
           Martin J. Wainwright   Support recovery without incoherence: a
                                  case for nonconvex regularization  . . . 2455--2482
              Yuan-Lung Lin and   
    Frederick Kin Hing Phoa and   
                  Ming-Hung Kao   Optimal design of fMRI experiments using
                                  circulant (almost-)orthogonal arrays . . 2483--2510
                     Kolyan Ray   Adaptive Bernstein--von Mises theorems
                                  in Gaussian white noise  . . . . . . . . 2511--2536
            Antoine Chambaz and   
              Wenjing Zheng and   
           Mark J. van der Laan   Targeted sequential design for targeted
                                  learning inference of the optimal
                                  treatment rule and its mean reward . . . 2537--2564
              Chuan-Fa Tang and   
                 Dewei Wang and   
                Joshua M. Tebbs   Nonparametric goodness-of-fit tests for
                                  uniform stochastic ordering  . . . . . . 2565--2589
                Yunjin Choi and   
            Jonathan Taylor and   
              Robert Tibshirani   Selecting the number of principal
                                  components: Estimation of the true rank
                                  of a noisy matrix  . . . . . . . . . . . 2590--2617
     Panayiota Constantinou and   
                A. Philip Dawid   Extended conditional independence and
                                  applications in causal inference . . . . 2618--2653
              Tomohiro Ando and   
                    Ker-chau Li   A weight-relaxed model averaging
                                  approach for high-dimensional
                                  generalized linear models  . . . . . . . 2654--2679
                    Weidong Liu   Structural similarity and difference
                                  testing on multiple sparse Gaussian
                                  graphical models . . . . . . . . . . . . 2680--2707
              Dragi Anevski and   
            Richard D. Gill and   
                  Stefan Zohren   Estimating a probability mass function
                                  with unknown labels  . . . . . . . . . . 2708--2735
                 Hock Peng Chan   Optimal sequential detection in
                                  multi-stream data  . . . . . . . . . . . 2736--2763


Annals of Statistics
Volume 46, Number 1, 02, 2018

                  Xiaoou Li and   
               Jingchen Liu and   
                  Zhiliang Ying   Chernoff index for Cox test of separate
                                  parametric families  . . . . . . . . . . 1--29
               Pierre C. Bellec   Optimal bounds for aggregation of affine
                                  estimators . . . . . . . . . . . . . . . 30--59
                T. Tony Cai and   
                     Anru Zhang   Rate-optimal perturbation bounds for
                                  singular subspaces with applications to
                                  high-dimensional statistics  . . . . . . 60--89
             Caroline Uhler and   
              Alex Lenkoski and   
                Donald Richards   Exact formulas for the normalizing
                                  constants of Wishart distributions for
                                  graphical models . . . . . . . . . . . . 90--118
                Ali Mousavi and   
               Arian Maleki and   
            Richard G. Baraniuk   Consistent parameter estimation for
                                  LASSO and approximate message passing    119--148
             Arash A. Amini and   
               Elizaveta Levina   On semidefinite relaxations for the
                                  block model  . . . . . . . . . . . . . . 149--179
                   Tuo Zhao and   
                    Han Liu and   
                     Tong Zhang   Pathwise coordinate optimization for
                                  sparse learning: Algorithm and theory    180--218
             Xianyang Zhang and   
                   Shun Yao and   
                  Xiaofeng Shao   Conditional mean and quantile dependence
                                  testing in high dimension  . . . . . . . 219--246
             Edgar Dobriban and   
                   Stefan Wager   High-dimensional asymptotics of
                                  prediction: Ridge regression and
                                  classification . . . . . . . . . . . . . 247--279
               Dennis Leung and   
                  Mathias Drton   Testing independence in high dimensions
                                  with sums of rank correlations . . . . . 280--307
                   Qi Zheng and   
                 Limin Peng and   
                      Xuming He   High dimensional censored quantile
                                  regression . . . . . . . . . . . . . . . 308--343
             Myung Hwan Seo and   
                   Taisuke Otsu   Local $M$-estimation with discontinuous
                                  criterion for dependent and limited
                                  observations . . . . . . . . . . . . . . 344--369
                Zhenhua Lin and   
     Hans-Georg Müller and   
                       Fang Yao   Mixture inner product spaces and their
                                  application to functional data analysis  370--400
      Veronika Ro\vcková   Bayesian estimation of sparse signals
                                  with a continuous spike-and-slab prior   401--437
            Charl Pretorius and   
            Jan W. H. Swanepoel   On the asymptotic theory of new
                                  bootstrap confidence bounds  . . . . . . 438--456