Table of contents for issues of Annals of Statistics

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Volume 28, Number 1, February, 2000
Volume 28, Number 2, April, 2000
Volume 28, Number 3, June, 2000
Volume 28, Number 4, August, 2000
Volume 28, Number 5, October, 2000
Volume 28, Number 6, December, 2000
Volume 29, Number 1, February, 2001
Volume 29, Number 2, April, 2001
Volume 29, Number 3, June, 2001
Volume 29, Number 4, August, 2001
Volume 29, Number 5, October, 2001
Volume 29, Number 6, December, 2001
Volume 30, Number 1, February, 2002
Volume 30, Number 2, April, 2002
Volume 30, Number 3, June, 2002
Volume 30, Number 4, August, 2002
Volume 30, Number 5, October, 2002
Volume 30, Number 6, December, 2002
Volume 31, Number 1, February, 2003
Volume 31, Number 2, April, 2003
Volume 31, Number 3, June, 2003
Volume 31, Number 4, August, 2003
Volume 31, Number 5, October, 2003
Volume 31, Number 6, December, 2003
Volume 32, Number 1, February, 2004
Volume 32, Number 2, April, 2004
Volume 32, Number 3, June, 2004
Volume 32, Number 4, August, 2004
Volume 32, Number 5, October, 2004
Volume 32, Number 6, December, 2004
Volume 33, Number 1, February, 2005
Volume 33, Number 2, April, 2005
Volume 33, Number 3, June, 2005
Volume 33, Number 4, August, 2005
Volume 33, Number 5, October, 2005
Volume 33, Number 6, December, 2005
Volume 34, Number 1, February, 2006
Volume 34, Number 2, April, 2006
Volume 34, Number 3, June, 2006
Volume 34, Number 4, August, 2006
Volume 34, Number 5, October, 2006
Volume 34, Number 6, December, 2006
Volume 35, Number 1, February, 2007
Volume 35, Number 2, April, 2007
Volume 35, Number 3, July, 2007
Volume 35, Number 4, August, 2007
Volume 35, Number 5, October, 2007
Volume 35, Number 6, December, 2007
Volume 36, Number 1, February, 2008
Volume 36, Number 2, April, 2008
Volume 36, Number 3, June, 2008
Volume 36, Number 4, August, 2008
Volume 36, Number 5, October, 2008
Volume 36, Number 6, December, 2008
Volume 37, Number 1, February, 2009
Volume 37, Number 2, April, 2009
Volume 37, Number 3, June, 2009
Volume 37, Number 4, August, 2009
Volume 37, Number 5A, October, 2009
Volume 37, Number 5B, October, 2009
Volume 37, Number 6A, December, 2009
Volume 37, Number 6B, December, 2009
Volume 38, Number 2, April, 2010
Volume 38, Number 6, December, 2010
Volume 40, Number 2, April, 2012
Volume 50, Number 5, October, 2022


Annals of Statistics
Volume 28, Number 1, February, 2000

                    Art B. Owen   Assessing linearity in high dimensions   1--19
                 Peter Hall and   
               Nancy E. Heckman   Testing for monotonicity of a regression
                                  mean by calibrating for linear functions 20--39
               Matthew Stephens   Bayesian analysis of mixture models with
                                  an unknown number of components --- an
                                  alternative to reversible jump methods   40--74
                    Yuhong Yang   Mixing strategies for density estimation 75--87
             Susan M. Pitts and   
            Konstadinos Politis   Nonparametric estimation in renewal
                                  theory. II: Solutions of renewal-type
                                  equations  . . . . . . . . . . . . . . . 88--115
          Miguel A. Arcones and   
         Francisco J. Samaniego   On the asymptotic distribution theory of
                                  a class of consistent estimators of a
                                  distribution satisfying a uniform
                                  stochastic ordering constraint . . . . . 116--150
               Peter B. Gilbert   Large sample theory of maximum
                                  likelihood estimates in semiparametric
                                  biased sampling models . . . . . . . . . 151--194
              Willem Albers and   
              Pieta C. Boon and   
       Wilbert C. M. Kallenberg   Size and power of pretest procedures . . 195--214
             Tadeusz Inglot and   
   Wilbert C. M. Kallenberg and   
                 Teresa Ledwina   Vanishing shortcoming and asymptotic
                                  relative efficiency  . . . . . . . . . . 215--238
                 Arnold Janssen   Global power functions of goodness of
                                  fit tests  . . . . . . . . . . . . . . . 239--253
               Holger Drees and   
             Sidney Resnick and   
                Laurens de Haan   How to make a Hill plot  . . . . . . . . 254--274
          Anthony Almudevar and   
                Chris Field and   
                  John Robinson   The density of multivariate
                                  $M$-estimates  . . . . . . . . . . . . . 275--297
           Dominique Picard and   
               Karine Tribouley   Adaptive confidence interval for
                                  pointwise curve estimation . . . . . . . 298--335

Annals of Statistics
Volume 28, Number 2, April, 2000

            Jerome Friedman and   
              Trevor Hastie and   
              Robert Tibshirani   Additive logistic regression: a
                                  statistical view of boosting (With
                                  discussion and a rejoinder by the
                                  authors) . . . . . . . . . . . . . . . . 337--407
           Probal Chaudhuri and   
                   J. S. Marron   Scale space view of curve estimation . . 408--428
                Jiayang Sun and   
           Catherine Loader and   
           William P. McCormick   Confidence bands in generalized linear
                                  models . . . . . . . . . . . . . . . . . 429--460
            Robert Serfling and   
                      Yijun Zuo   General notions of statistical depth
                                  function . . . . . . . . . . . . . . . . 461--482
            Robert Serfling and   
                      Yijun Zuo   Structural properties and convergence
                                  results for contours of sample
                                  statistical depth functions  . . . . . . 483--499
           Subhashis Ghosal and   
           Jayanta K. Ghosh and   
           Aad W. van der Vaart   Convergence rates of posterior
                                  distributions  . . . . . . . . . . . . . 500--531
                  Linda H. Zhao   Bayesian aspects of some nonparametric
                                  problems . . . . . . . . . . . . . . . . 532--552
               R. A. Bailey and   
                   J. P. Morgan   Optimal design with many blocking
                                  factors  . . . . . . . . . . . . . . . . 553--577
           Norman R. Draper and   
         Berthold Heiligers and   
           Friedrich Pukelsheim   Kiefer ordering of simplex designs for
                                  second-degree mixture models with four
                                  or more ingredients  . . . . . . . . . . 578--590
             V. I. Koltchinskii   Empirical geometry of multivariate data:
                                  a deconvolution approach . . . . . . . . 591--629
               Laurent Cavalier   Efficient estimation of a density in a
                                  problem of tomography  . . . . . . . . . 630--647
                   TaChen Liang   On an empirical Bayes test for a normal
                                  mean . . . . . . . . . . . . . . . . . . 648--655

Annals of Statistics
Volume 28, Number 3, June, 2000

             David Siegmund and   
                 Benjamin Yakir   Approximate $p$-values for local
                                  sequence alignments  . . . . . . . . . . 657--680
           Anatoli Juditsky and   
             Arkadii Nemirovski   Functional aggregation for nonparametric
                                  regression . . . . . . . . . . . . . . . 681--712
                 Peter Hall and   
                  Christian Rau   Tracking a smooth fault line in a
                                  response surface . . . . . . . . . . . . 713--733
                         Yi Lin   Tensor product space ANOVA models  . . . 734--755
           Joseph P. Romano and   
                   Michael Wolf   Finite sample nonparametric inference
                                  and large sample efficiency  . . . . . . 756--778
             Jon A. Wellner and   
                     Ying Zhang   Two estimators of the mean of a counting
                                  process with panel count data  . . . . . 779--814
           Vladimir G. Spokoiny   Adaptive drift estimation for
                                  nonparametric diffusion model  . . . . . 815--836
                  G. Peskir and   
                 A. N. Shiryaev   Sequential testing problems for Poisson
                                  processes  . . . . . . . . . . . . . . . 837--859
                Eduard Belitser   Recursive estimation of a drifted
                                  autoregressive parameter . . . . . . . . 860--870
                     K. Skouras   Strong consistency in nonlinear
                                  stochastic regression models . . . . . . 871--879
                Tao-Kai Lam and   
                   Wei-Liem Loh   Estimating structured correlation
                                  matrices in smooth Gaussian random field
                                  models . . . . . . . . . . . . . . . . . 880--904
          Subhash C. Kochar and   
              Hari Mukerjee and   
         Francisco J. Samaniego   Estimation of a monotone mean residual
                                  life . . . . . . . . . . . . . . . . . . 905--921
         P. P. B. Eggermont and   
                 V. N. LaRiccia   Maximum likelihood estimation of smooth
                                  monotone and unimodal densities  . . . . 922--947
              Alexander Shapiro   On the asymptotics of constrained local
                                  $M$-estimators . . . . . . . . . . . . . 948--960

Annals of Statistics
Volume 28, Number 4, August, 2000

           Jianhua Z. Huang and   
         Charles Kooperberg and   
           Charles J. Stone and   
                Young K. Truong   Functional ANOVA modeling for
                                  proportional hazards regression  . . . . 961--999
         Torben Martinussen and   
              Thomas H. Scheike   A nonparametric dynamic additive
                                  regression model for longitudinal data   1000--1025
              F. Jay Breidt and   
                Jean D. Opsomer   Local polynomial regression estimators
                                  in survey sampling . . . . . . . . . . . 1026--1053
           Subhashis Ghosal and   
              Arusharka Sen and   
           Aad W. van der Vaart   Testing monotonicity of regression . . . 1054--1082
                 Mary Meyer and   
              Michael Woodroofe   On the degrees of freedom in
                                  shape-restricted regression  . . . . . . 1083--1104
    Christopher R. Genovese and   
                Larry Wasserman   Rates of convergence for the Gaussian
                                  mixture sieve  . . . . . . . . . . . . . 1105--1127
           Arnoldo Frigessi and   
Jòrund Gåsemyr and   
               Håvard Rue   Antithetic coupling of two Gibbs sampler
                                  chains . . . . . . . . . . . . . . . . . 1128--1149
                  Jesper Madsen   Invariant normal models with recursive
                                  graphical Markov structure . . . . . . . 1150--1178
          Raffaella Settimi and   
                   Jim Q. Smith   Geometry, moments and conditional
                                  independence trees with hidden variables 1179--1205
       Francesco Bartolucci and   
                Antonio Forcina   A likelihood ratio test for $ {\rm
                                  MTP}_2 $ within binary variables . . . . 1206--1218
            Kay S. Tatsuoka and   
                 David E. Tyler   On the uniqueness of $S$-functionals and
                                  $M$-functionals under nonelliptical
                                  distributions  . . . . . . . . . . . . . 1219--1243

Annals of Statistics
Volume 28, Number 5, October, 2000

                 Sunwei Guo and   
                   Momiao Xiong   Multiple regression approach to mapping
                                  of quantitative trait loci (QTL) based
                                  on sib-pair data: a theoretical analysis 1245--1278
                     Lei Li and   
               Terence P. Speed   Parametric deconvolution of positive
                                  spike trains . . . . . . . . . . . . . . 1279--1301
                 B. Laurent and   
                     P. Massart   Adaptive estimation of a quadratic
                                  functional by model selection  . . . . . 1302--1338
                 Edwin Choi and   
                 Peter Hall and   
               Valentin Rousson   Data sharpening methods for bias
                                  reduction in nonparametric regression    1339--1355
                Wenjiang Fu and   
                   Keith Knight   Asymptotics for lasso-type estimators    1356--1378
                    L. K. Jones   Local greedy approximation for nonlinear
                                  regression and neural network training   1379--1389
   Donato Michele Cifarelli and   
                Eugenio Melilli   Some new results for Dirichlet priors    1390--1413
         Gauri Sankar Datta and   
                Malay Ghosh and   
             Rahul Mukerjee and   
             Trevor J. Sweeting   Bayesian prediction with approximate
                                  frequentist validity . . . . . . . . . . 1414--1426
             Thomas Mikosch and   
        C\uat\ualin St\uaric\ua   Limit theory for the sample
                                  autocorrelations and extremes of a GARCH
                                  (1,1) process  . . . . . . . . . . . . . 1427--1451
                      Kani Chen   Optimal sequential designs of
                                  case-control studies . . . . . . . . . . 1452--1471
              A. Dmitrienko and   
               Z. Govindarajulu   Sequential confidence regions for
                                  maximum likelihood estimates . . . . . . 1472--1501

Annals of Statistics
Volume 28, Number 6, December, 2000

                Ji Meng Loh and   
          Jean M. Quashnock and   
               Michael L. Stein   Estimating the $K$ function of a point
                                  process with an application to cosmology 1503--1532
             Mina Ossiander and   
              Edward C. Waymire   Statistical estimation for
                                  multiplicative cascades  . . . . . . . . 1533--1560
              Hsiuying Wang and   
              Michael Woodroofe   The problem of low counts in a signal
                                  plus noise model . . . . . . . . . . . . 1561--1569
                 Fangyu Gao and   
               Ronald Klein and   
              Barbara Klein and   
                   Xiwu Lin and   
                Grace Wahba and   
                     Dong Xiang   Smoothing spline ANOVA models for large
                                  data sets with Bernoulli observations
                                  and the randomized GACV  . . . . . . . . 1570--1600
        Imre Csiszár and   
                Paul C. Shields   The consistency of the BIC Markov order
                                  estimator  . . . . . . . . . . . . . . . 1601--1619
    Alexander Goldenshluger and   
              Eitan Greenshtein   Asymptotically minimax regret procedures
                                  in regression model selection and the
                                  magnitude of the dimension penalty . . . 1620--1637
             Hock Peng Chan and   
                  Tze Leung Lai   Asymptotic approximations for error
                                  probabilities of sequential or fixed
                                  sample size tests in exponential
                                  families . . . . . . . . . . . . . . . . 1638--1669
              Cheng-Der Fuh and   
                       Inchi Hu   Asymptotically efficient strategies for
                                  a stochastic scheduling problem with
                                  order constraints  . . . . . . . . . . . 1670--1695
                      M. Beibel   A note on sequential detection with
                                  exponential penalty for the delay  . . . 1696--1701
               Holger Dette and   
                  Tobias Franke   Constrained $D$- and $ D_1$-optimal
                                  designs for polynomial regression  . . . 1702--1727
                  J. Kunert and   
                   R. J. Martin   On the determination of optimal designs
                                  for an interference model  . . . . . . . 1728--1742
                   Luc Pronzato   Adaptive optimization and $D$-optimum
                                  experimental design  . . . . . . . . . . 1743--1761
                Rainer Dahlhaus   A likelihood approximation for locally
                                  stationary processes . . . . . . . . . . 1762--1794
             Tadeusz Inglot and   
   Wilbert C. M. Kallenberg and   
                 Teresa Ledwina   Correction Note: ``Vanishing shortcoming
                                  and asymptotic relative efficiency''
                                  (Annals of Statistics \bf 28 (2000),
                                  215--238)  . . . . . . . . . . . . . . . 1795--1795


Annals of Statistics
Volume 29, Number 1, February, 2001

               P. L. Davies and   
                       A. Kovac   Local Extremes, Runs, Strings and
                                  Multiresolution  . . . . . . . . . . . . 1--65
              Marie-Luce Taupin   Semi-Parametric Estimation in the
                                  Nonlinear Structural Errors-in-Variables
                                  Model  . . . . . . . . . . . . . . . . . 66--93
               Valentin Patilea   Convex Models, MLS and Misspecification  94--123
          Lutz Dümbgen and   
           Vladimir G. Spokoiny   Multiscale Testing of Qualitative
                                  Hypotheses . . . . . . . . . . . . . . . 124--152
               Jianqing Fan and   
             Chunming Zhang and   
                     Jian Zhang   Generalized Likelihood Ratio Statistics
                                  and Wilks Phenomenon . . . . . . . . . . 153--193
            Ricardo Fraiman and   
     Víctor J. Yohai and   
                 Ruben H. Zamar   Optimal Robust $M$-Estimates of Location 194--223
     José Berrendero and   
                 Ruben H. Zamar   Maximum Bias Curves for Robust
                                  Regression with Non-elliptical
                                  Regressors . . . . . . . . . . . . . . . 224--251
               John T. Kent and   
                 David E. Tyler   Regularity and Uniqueness for
                                  Constrained $M$-Estimates and
                                  Redescending $M$-Estimates . . . . . . . 252--265
                   Holger Drees   Minimax Risk Bounds in Extreme Value
                                  Theory . . . . . . . . . . . . . . . . . 266--294

Annals of Statistics
Volume 29, Number 2, April, 2001

              Iain M. Johnstone   On the distribution of the largest
                                  eigenvalue in principal components
                                  analysis . . . . . . . . . . . . . . . . 295--327
             Satoshi Kuriki and   
              Akimichi Takemura   Tail probabilities of the maxima of
                                  multilinear forms and their applications 328--371
       Hans Arnfinn Karlsen and   
           Dag Tjòstheim   Nonparametric estimation in null
                                  recurrent time series  . . . . . . . . . 372--416
    Alexander Goldenshluger and   
                    Assaf Zeevi   Nonasymptotic bounds for autoregressive
                                  time series modeling . . . . . . . . . . 417--444
       Lajos Horváth and   
             Gilles Teyssi\`ere   Empirical process of the squared
                                  residuals of an arch sequence  . . . . . 445--469
                  Bradley Efron   Selection criteria for scatterplot
                                  smoothers  . . . . . . . . . . . . . . . 470--505
                 Dan Geiger and   
            David Heckerman and   
                 Henry King and   
               Christopher Meek   Stratified exponential families:
                                  Graphical models and model selection . . 505--529
           Ching-Shui Cheng and   
                 Rahul Mukerjee   Blocked regular fractional factorial
                                  designs with maximum estimation capacity 530--548
                C. F. J. Wu and   
                    Hongquan Xu   Generalized minimum aberration for
                                  asymmetrical fractional factorial
                                  designs  . . . . . . . . . . . . . . . . 549--560
                Lorens A. Imhof   Maximin designs for exponential growth
                                  models and heteroscedastic polynomial
                                  models . . . . . . . . . . . . . . . . . 561--576
             Bhaskar Bagchi and   
                 Sunanda Bagchi   Optimality of partial geometric designs  577--594

Annals of Statistics
Volume 29, Number 3, June, 2001

           Marian Hristache and   
           Anatoli Juditsky and   
              Vladimir Spokoiny   Direct estimation of the index
                                  coefficient in a single-index model  . . 593--623
                 Peter Hall and   
                  Li-Shan Huang   Nonparametric kernel regression subject
                                  to monotonicity constraints  . . . . . . 624--647
            Jyh-Ming Shoung and   
                  Cun-Hui Zhang   Least squares estimators of the mode of
                                  a unimodal regression function . . . . . 648--665
                Yongdai Kim and   
                    Jaeyong Lee   On posterior consistency of survival
                                  models . . . . . . . . . . . . . . . . . 666--686
              Xiaotong Shen and   
                Larry Wasserman   Rates of convergence of posterior
                                  distributions  . . . . . . . . . . . . . 687--714
               S. P. Brooks and   
                        R. King   Prior induction in log-linear models for
                                  general contingency table analysis.  . . 715--747
                      Gemai and   
                       Chen and   
            Richard A. Lockhart   Weak convergence of the empirical
                                  process of residuals in linear models
                                  with many parameters . . . . . . . . . . 748--762
               Lorens Imhof and   
             William J. Studden   $E$-optimal designs for rational models  763--783
                  Ted Chang and   
              Louis-Paul Rivest   $M$-estimation for location and
                                  regression parameters in group models: a
                                  case study using Stiefel manifolds . . . 784--814
           David F. Findley and   
  Benedikt M. Pötscher and   
                 Ching-Zong Wei   Uniform convergence of sample second
                                  moments of families of time series
                                  arrays . . . . . . . . . . . . . . . . . 815--838
                   Y Baraud and   
                   F. Comte and   
                     G. Viennet   Adaptive estimation in autoregression or
                                  $ \beta $-mixing regression via model
                                  selection  . . . . . . . . . . . . . . . 839--875
                  B. Clarke and   
                        A. Yuan   Manifest characterization and testing
                                  for certain latent properties  . . . . . 876--898
               M. Bloznelis and   
                  F. Götze   Orthogonal decomposition of finite
                                  population statistics and its
                                  applications to distributional
                                  asymptotics  . . . . . . . . . . . . . . 899--917

Annals of Statistics
Volume 29, Number 4, August, 2001

              F. Jay Breidt and   
           Richard A. Davis and   
          A. Alexandre Trindade   Least absolute deviation estimation for
                                  all-pass time series models  . . . . . . 919--946
               D. Marinucci and   
                 P. M. Robinson   Narrow-band analysis of nonstationary
                                  processes  . . . . . . . . . . . . . . . 947--986
                L. Giraitis and   
                 J. Hidalgo and   
                 P. M. Robinson   Gaussian estimation of parametric
                                  spectral density with unknown pole . . . 987--1023
               Holger Dette and   
                  Tobias Franke   Robust designs for polynomial regression
                                  by maximizing a minimum of $D$- and $
                                  D_1$-efficiencies  . . . . . . . . . . . 1024--1049
              M. C. Spruill and   
                      Renjin Tu   Locally asymptotically optimal designs
                                  for testing in logistic regression . . . 1050--1057
             Daniel T. Voss and   
                   Weizhen Wang   Control of error rates in adaptive
                                  analysis of orthogonal saturated designs 1058--1065
                C. F. J. Wu and   
                    Hongquan Xu   Generalized minimum aberration for
                                  asymmetrical fractional factorial
                                  designs  . . . . . . . . . . . . . . . . 1066--1077
       Éric Marchand and   
         François Perron   Improving on the MLE of a bounded normal
                                  mean . . . . . . . . . . . . . . . . . . 1078--1093
       Roger Fandom Noubiap and   
                Wilfried Seidel   An algorithm for calculating $ \Gamma
                                  $-minimax decision rules under
                                  generalized moment conditions  . . . . . 1094--1116
            A. F. Ruckstuhl and   
                    A. H. Welsh   Robust fitting of the binomial model . . 1117--1136
                   Jiming Jiang   Goodness-of-fit tests for mixed model
                                  diagnostics  . . . . . . . . . . . . . . 1137--1164
             Yoav Benjamini and   
               Daniel Yekutieli   The control of the false discovery rate
                                  in multiple testing under dependency . . 1165--1188

Annals of Statistics
Volume 29, Number 5, October, 2001

             Jerome H. Friedman   Greedy function approximation: A
                                  gradient boosting machine. . . . . . . . 1189--1232
           Subhashis Ghosal and   
           Aad W. van der Vaart   Entropies and rates of convergence for
                                  maximum likelihood and Bayes estimation
                                  for mixtures of normal densities . . . . 1233--1263
               Subhashis Ghosal   Convergence rates for density estimation
                                  with Bernstein polynomials . . . . . . . 1264--1280
          Lancelot F. James and   
         David J. Marchette and   
                Carey E. Priebe   Consistent estimation of mixture
                                  complexity . . . . . . . . . . . . . . . 1281--1296
               Guenther Walther   Multiscale maximum likelihood analysis
                                  of a semiparametric model, with
                                  applications . . . . . . . . . . . . . . 1297--1319
  Alessandro Di Bucchianico and   
            John H. Einmahl and   
            Nino A. Mushkudiani   Smallest nonparametric tolerance regions 1320--1343
              Thomas H. Scheike   A generalized additive regression model
                                  for survival times . . . . . . . . . . . 1344--1360
               Holger Dette and   
               Natalie Neumeyer   Nonparametric analysis of covariance . . 1361--1400
         John H. J. Einmahl and   
      Vladimir I. Piterbarg and   
                Laurens de Haan   Nonparametric estimation of the spectral
                                  measure of an extreme value distribution 1401--1423
                   M. Holst and   
                        A. Irle   Nearest neighbor classification with
                                  dependent training sequences . . . . . . 1424--1442
                 Peter Hall and   
                  Kee-Hoon Kang   Bootstrapping nonparametric density
                                  estimators with empirically chosen
                                  bandwidths . . . . . . . . . . . . . . . 1443--1468
          Miguel A. Delgado and   
Wenceslao González Manteiga   Significance testing in nonparametric
                                  regression based on the bootstrap  . . . 1469--1507
               L. Galtchouk and   
                       V. Konev   On sequential estimation of parameters
                                  in semimartingale regression models with
                                  continuous time parameter  . . . . . . . 1508--1536

Annals of Statistics
Volume 29, Number 6, December, 2001

           Marian Hristache and   
           Anatoli Juditsky and   
          Jörg Polzehl and   
              Vladimir Spokoiny   Structure Adaptive Approach for
                                  Dimension Reduction  . . . . . . . . . . 1537--1566
         Jussi Klemelä and   
          Alexandre B. Tsybakov   Sharp Adaptive Estimation of Linear
                                  Functionals  . . . . . . . . . . . . . . 1567--1600
           A. Goldenshluger and   
                    A. Tsybakov   Adaptive Prediction and Estimation in
                                  Linear Regression with Infinitely Many
                                  Parameters . . . . . . . . . . . . . . . 1601--1619
            Piet Groeneboom and   
            Geurt Jongbloed and   
                 Jon A. Wellner   A Canonical Process for Estimation of
                                  Convex Functions: The ``Invelope'' of
                                  Integrated Brownian Motion $ + t^4 $ . . 1620--1652
            Piet Groeneboom and   
            Geurt Jongbloed and   
                 Jon A. Wellner   Estimation of a Convex Function:
                                  Characterizations and Asymptotic Theory  1653--1698
         Moulinath Banerjee and   
                 Jon A. Wellner   Likelihood Ratio Tests for Monotone
                                  Functions  . . . . . . . . . . . . . . . 1699--1731
              Chris Carolan and   
                Richard Dykstra   Marginal Densities of the Least Concave
                                  Majorant of Brownian Motion  . . . . . . 1732--1750
             Michael Levitz and   
              David Madigan and   
             Michael D. Perlman   Separation and Completeness Properties
                                  for AMP Chain Graph Markov Models  . . . 1751--1784
            Richard D. Gill and   
                James M. Robins   Causal Inference for Complex
                                  Longitudinal Data: The Continuous Case   1785--1811


Annals of Statistics
Volume 30, Number 1, February, 2002

            V. Koltchinskii and   
                   D. Panchenko   Empirical Margin Distributions and
                                  Bounding the Generalization Error of
                                  Combined Classifiers . . . . . . . . . . 1--50
                   Wenxin Jiang   On weak base Hypotheses and their
                                  implications for boosting regression and
                                  classification . . . . . . . . . . . . . 51--73
               Jianqing Fan and   
                       Runze Li   Variable Selection for Cox's
                                  proportional Hazards Model and Frailty
                                  Model  . . . . . . . . . . . . . . . . . 74--99
                Yuhong Yang and   
                        Dan Zhu   Randomized Allocation with nonparametric
                                  estimation for a multi-armed bandit
                                  problem with covariates  . . . . . . . . 100--121
                  Z. D. Bai and   
                 Feifang Hu and   
         William F. Rosenberger   Asymptotic Properties of Adaptive
                                  designs for Clinical Trials with delayed
                                  Response . . . . . . . . . . . . . . . . 122--139
          Wicher P. Bergsma and   
             Tamás Rudas   Marginal models for categorical data . . 140--159
          Lawrence D. Brown and   
                T. Tony Cai and   
               Anirban DasGupta   Confidence Intervals for a binomial
                                  proportion and asymptotic expansions . . 160--201
               Arthur Cohen and   
         J. H. B. Kemperman and   
              Harold Sackrowitz   On the bias in estimating genetic length
                                  and other quantities in simplex
                                  constrained models . . . . . . . . . . . 202--219
                  H. Finner and   
                      M. Roters   Multiple hypotheses testing and expected
                                  number of Type I errors  . . . . . . . . 220--238
                Sanat K. Sarkar   Some Results on False Discovery Rate in
                                  Stepwise multiple testing procedures . . 239--257
               Keh-Shin Lii and   
              Murray Rosenblatt   Spectral analysis for harmonizable
                                  processes  . . . . . . . . . . . . . . . 258--297
               Michael L. Stein   The screening effect in Kriging  . . . . 298--323

Annals of Statistics
Volume 30, Number 2, April, 2002

                 M. Hoffman and   
                      O. Lepski   Random rates in anisotropic regression
                                  (with a discussion and a rejoinder by
                                  the authors) . . . . . . . . . . . . . . 325--396
        Peter Bühlmann and   
               Paul Doukhan and   
               Patrick Ango Nze   Weak dependence beyond mixing and
                                  asymptotics for nonparametric regression 397--430
            Gerda Claeskens and   
                     Peter Hall   Effect of dependence on stochastic
                                  measures of accuracy of density
                                  estimations  . . . . . . . . . . . . . . 431--454
             R. Dennis Cook and   
                        Bing Li   Dimension reduction for conditional mean
                                  in regression  . . . . . . . . . . . . . 455--474
      Francesca Chiaromonte and   
             R. Dennis Cook and   
                        Bing Li   Sufficient dimensions reduction in
                                  regressions with categorical predictors  475--497
           Anatoli Juditsky and   
              Arkadi Nemirovski   On nonparametric tests of
                                  positivity/monotonicity/convexity  . . . 498--527
                  Cun-Hui Zhang   Risk bounds in isotonic regression . . . 528--555
    Matias Salibian-Barrera and   
                 Ruben H. Zamar   Bootstrapping robust estimates of
                                  regression . . . . . . . . . . . . . . . 556--582
             Daniel Gervini and   
                Victor J. Yohai   A class of robust and fully efficient
                                  regression estimators  . . . . . . . . . 583--616

Annals of Statistics
Volume 30, Number 3, June, 2002

                  Grace L. Yang   Lucien Le Cam 1924--2000 . . . . . . . . 617--630
              Aad van der Vaart   The statistical work of Lucien Le Cam    631--682
                      Anonymous   The publications and writings of Lucien
                                  Le Cam . . . . . . . . . . . . . . . . . 683--687
          Lawrence D. Brown and   
                T. Tony Cai and   
                Mark G. Low and   
                  Cun-Hui Zhang   Asymptotic equivalence theory for
                                  nonparametric regression with random
                                  design . . . . . . . . . . . . . . . . . 688--707
               Andrew V. Carter   Deficiency distance between multinomial
                                  and multivariate normal experiments  . . 708--730
    Valentine Genon-Catalot and   
           Catherine Laredo and   
               Michael Nussbaum   Asymptotic equivalence of estimating a
                                  Poisson intensity and a positive
                                  diffusion drift  . . . . . . . . . . . . 731--753
                    Yazhen Wang   Asymptotic nonequivalence of GARCH
                                  models and diffusions  . . . . . . . . . 754--783
       Emmanuel J. Cand\`es and   
                David L. Donoho   Recovering edges in ill-posed inverse
                                  problems: optimality of curvelet frames  784--842
                L. Cavalier and   
              G. K. Golubev and   
                  D. Picard and   
                 A. B. Tsybakov   Oracle inequalities for inverse problems 843--874
                 Peter Hall and   
                 Liang Peng and   
                  Nader Tajvidi   Effect of extrapolation on coverage
                                  accuracy of prediction intervals
                                  computed from Pareto-type data . . . . . 875--895
               J. N. K. Rao and   
                     Qihua Wang   Empirical likelihood-based inference
                                  under imputation for missing response
                                  data . . . . . . . . . . . . . . . . . . 896--924
           Ching-Shui Cheng and   
                 Rahul Mukerjee   Correction: ``Blocked regular fractional
                                  factorial designs with maximum
                                  estimation capacity''  . . . . . . . . . 925--926

Annals of Statistics
Volume 30, Number 4, August, 2002

        Peter Bühlmann and   
                         Bin Yu   Analyzing bagging  . . . . . . . . . . . 927--961
          Thomas Richardson and   
                  Peter Spirtes   Ancestral graph Markov models  . . . . . 962--1030
                Tim Bedford and   
                 Roger M. Cooke   Vines --- a new graphical model for
                                  dependent random variables . . . . . . . 1031--1068
                        Heng Li   Modeling through group invariance: an
                                  interesting example with potential
                                  applications . . . . . . . . . . . . . . 1069--1080
             Olivier Ledoit and   
                   Michael Wolf   Some hypothesis tests for the covariance
                                  matrix when the dimension is large
                                  compared to the sample size  . . . . . . 1081--1102
                Marc Hallin and   
               Davy Paindaveine   Optimal tests for multivariate location
                                  based on interdirections and
                                  pseudo-Mahalanobis ranks . . . . . . . . 1103--1133
                 T. W. Anderson   Canonical correlation analysis and
                                  reduced rank regression in
                                  autoregressive models  . . . . . . . . . 1134--1154
           Roland W. Butler and   
              Andrew T. A. Wood   Laplace approximations for
                                  hypergeometric functions with matrix
                                  argument . . . . . . . . . . . . . . . . 1155--1177
            Dinah Rosenberg and   
                Eilon Solan and   
                Nicolas Vieille   Blackwell optimality in Markov decision
                                  processes with partial observation . . . 1178--1193
                  H. Finner and   
                K. Strassburger   The partitioning principle: a powerful
                                  tool in multiple decision theory . . . . 1194--1213
            James P. Hobert and   
             Jason Schweinsberg   Conditions for recurrence and transience
                                  of a Markov chain on $ \mathbb {Z}^+ $
                                  and estimation of a geometric success
                                  probability  . . . . . . . . . . . . . . 1214--1223

Annals of Statistics
Volume 30, Number 5, October, 2002

                Peter McCullagh   What is a statistical model? . . . . . . 1225--1310
               R. M. Dudley and   
                    D. Haughton   Asymptotic normality with small relative
                                  errors of posterior probabilities of
                                  half-spaces  . . . . . . . . . . . . . . 1311--1344
               Xiao-Li Meng and   
              Alan M. Zaslavsky   Single observation unbiased priors . . . 1345--1375
          Eugenio Regazzini and   
       Alessandra Guglielmi and   
                Giulia Di Nunno   Theory and numerical analysis for exact
                                  distributions of functionals of a
                                  Dirichlet process  . . . . . . . . . . . 1376--1411
                 Dan Geiger and   
                David Heckerman   Parameter priors for directed acyclic
                                  graphical models and the
                                  characterization of several probability
                                  distributions  . . . . . . . . . . . . . 1412--1440
                Wei Biao Wu and   
                 Jan Mielniczuk   Kernel density estimation for linear
                                  processes  . . . . . . . . . . . . . . . 1441--1459
                 Peter Hall and   
                 Byeong U. Park   New methods for bias correction at
                                  endpoints and boundaries . . . . . . . . 1460--1479
                 B. U. Park and   
                  W. C. Kim and   
                    M. C. Jones   On local likelihood density estimation   1480--1495
                Huaiqing Wu and   
                    C. F. J. Wu   Clear two-factor interactions and
                                  minimum aberration . . . . . . . . . . . 1496--1511
                  Aloke Dey and   
                  Chung-Yi Suen   Optimal fractional factorial plans for
                                  main effects and specified two-factor
                                  interactions: a projective geometric
                                  approach . . . . . . . . . . . . . . . . 1512--1523
           Shaul K. Bar-Lev and   
              Daoud Bshouty and   
            Gérard Letac   Normal, gamma and inverse-Gaussian are
                                  the only NEFs where the bilateral UMPU
                                  and GLR tests coincide . . . . . . . . . 1524--1534

Annals of Statistics
Volume 30, Number 6, December, 2002

            David R. Brillinger   John W. Tukey: his life and professional
                                  contributions  . . . . . . . . . . . . . 1535--1575
             Yoav Benjamini and   
                    Henry Braun   John W. Tukey's contributions to
                                  multiple comparisons . . . . . . . . . . 1576--1594
            David R. Brillinger   John W. Tukey's work on time series and
                                  spectral analysis  . . . . . . . . . . . 1595--1618
                 A. P. Dempster   John W. Tukey as ``philosopher'' . . . . 1619--1628
         Jerome H. Friedman and   
                Werner Stuetzle   John W. Tukey's work on interactive
                                  graphics . . . . . . . . . . . . . . . . 1629--1639
                 Peter J. Huber   John W. Tukey's contributions to robust
                                  statistics . . . . . . . . . . . . . . . 1640--1648
                    T. P. Speed   John W. Tukey's contributions to
                                  analysis of variance . . . . . . . . . . 1649--1665
                      Anonymous   The publications and writings of John W.
                                  Tukey  . . . . . . . . . . . . . . . . . 1666--1680
                    Ivan Mizera   On depth and deep points: a calculus . . 1681--1736
              Zhiqiang Chen and   
                 David E. Tyler   The influence function and maximum bias
                                  of Tukey's median  . . . . . . . . . . . 1737--1759
              Jorge Adrover and   
            Víctor Yohai   Projection estimates of multivariate
                                  location . . . . . . . . . . . . . . . . 1760--1781
               Jiming Jiang and   
                  P. Lahiri and   
                    Shu-Mei Wan   A unified jackknife theory for empirical
                                  best prediction with $M$-estimation  . . 1782--1810
                     J. Fan and   
                    Zhang C and   
                       J. Zhang   Correction: ``Generalized likelihood
                                  ratio statistics and Wilks phenomenon''  1811--1811


Annals of Statistics
Volume 31, Number 1, February, 2003

          Rabi Bhattacharya and   
               Vic Patrangenaru   Large sample theory of intrinsic and
                                  extrinsic sample means on manifolds  . . 1--29
          Jörg Polzehl and   
              Vladimir Spokoiny   Image denoising: pointwise adaptive
                                  approach . . . . . . . . . . . . . . . . 30--57
 Jérôme Kalifa and   
         Stéphane Mallat   Thresholding estimators for linear
                                  inverse problems and deconvolutions  . . 58--109
                R. Averkamp and   
               C. Houdré   Wavelet thresholding for non-necessarily
                                  Gaussian noise: idealism . . . . . . . . 110--151
            Shuanglin Zhang and   
                    Man-Yu Wong   Wavelet threshold estimation for
                                  additive regression models . . . . . . . 152--173
                  Peter D. Hoff   Nonparametric estimation of convex
                                  models via mixtures  . . . . . . . . . . 174--200
                 Peter Hall and   
                  Xiao-Hua Zhou   Nonparametric estimation of component
                                  distributions in a multivariate mixture  201--224
                  Y. Baraud and   
                    S. Huet and   
                     B. Laurent   Adaptive tests of linear hypotheses by
                                  model selection  . . . . . . . . . . . . 225--251
                 Marten Wegkamp   Model selection in nonparametric
                                  regression . . . . . . . . . . . . . . . 252--273
                John E. Kolassa   Multivariate saddlepoint tail
                                  probability approximations . . . . . . . 274--286
              Piotr Graczyk and   
        Gérard Letac and   
         Hél\`ene Massam   The complex Wishart distribution and the
                                  symmetric group  . . . . . . . . . . . . 287--309
                  Minge Xie and   
                    Yaning Yang   Asymptotics for generalized estimating
                                  equations with large cluster sizes . . . 310--347
             Michael Levitz and   
         Michael D. Perlman and   
                  David Madigan   Correction: ``Separation and
                                  completeness properties for AMP chain
                                  graph Markov models''  . . . . . . . . . 348--348

Annals of Statistics
Volume 31, Number 2, April, 2003

                 David Siegmund   Herbert Robbins and sequential analysis:
                                  invited paper  . . . . . . . . . . . . . 349--365
                  Bradley Efron   Robbins, empirical Bayes and microarrays 366--378
                  Cun-Hui Zhang   Compound decision theory and empirical
                                  Bayes methods: invited paper . . . . . . 379--390
                  Tze Leung Lai   Stochastic approximation: invited paper  391--406
                      Anonymous   The publications and writings of Herbert
                                  Robbins  . . . . . . . . . . . . . . . . 407--413
                 Peter Hall and   
                      Qiwei Yao   Inference in components of variance
                                  models with low replication  . . . . . . 414--441
                     Odile Pons   Estimation in a Cox regression model
                                  with a change-point according to a
                                  threshold in a covariate . . . . . . . . 442--463
           Oliver B. Linton and   
         Jens Perch Nielsen and   
               Sara Van de Geer   Estimating multiplicative and additive
                                  hazard functions by kernel methods . . . 464--492
                Yongdai Kim and   
                    Jaeyong Lee   Bayesian analysis of proportional hazard
                                  models . . . . . . . . . . . . . . . . . 493--511
       Mark J. Van der Laan and   
             Nicholas P. Jewell   Current status and right-censored data
                                  structures when observing a marker at
                                  the censoring time . . . . . . . . . . . 512--535
            Eduard Belitser and   
               Subhashis Ghosal   Adaptive Bayesian inference on the mean
                                  of an infinite-dimensional normal
                                  distribution . . . . . . . . . . . . . . 536--559
          Eugenio Regazzini and   
              Antonio Lijoi and   
             Igor Prünster   Distributional results for means of
                                  normalized random measures with
                                  independent increments . . . . . . . . . 560--585
            Offer Lieberman and   
            Judith Rousseau and   
                David M. Zucker   Valid asymptotic expansions for the
                                  maximum likelihood estimator of the
                                  parameter of a stationary, Gaussian,
                                  strongly dependent process . . . . . . . 586--612
                   S. N. Lahiri   A necessary and sufficient condition for
                                  asymptotic independence of discrete
                                  Fourier transforms under short- and
                                  long-range dependence  . . . . . . . . . 613--641
               Shiqing Ling and   
                Michael McAleer   On adaptive estimation in nonstationary
                                  ARMA Models with GARCH errors  . . . . . 642--674
          Abdelhadi Akharif and   
                    Marc Hallin   Efficient detection of random
                                  coefficients in autoregressive models    675--704

Annals of Statistics
Volume 31, Number 3, June, 2003

                Radford M. Neal   Slice sampling . . . . . . . . . . . . . 705--767
             Arnold Janssen and   
                 Thorsten Pauls   How do bootstrap and permutation tests
                                  work?  . . . . . . . . . . . . . . . . . 768--806
                    Xin Liu and   
                  Yongzhao Shao   Asymptotics for likelihood ratio tests
                                  under loss of identifiability  . . . . . 807--832
                 Kenji Fukumizu   Likelihood ratio of unidentifiable
                                  models and multilayer neural networks    833--851
             Tadeusz Inglot and   
       Wilbert C. M. Kallenberg   Moderate deviations of minimum contrast
                                  estimators under contamination . . . . . 852--879
           Natalie Neumeyer and   
                   Holger Dette   Nonparametric comparison of regression
                                  curves: an empirical process approach    880--920
                 Peter Hall and   
                 Ilya Molchanov   Sequential methods for design-adaptive
                                  estimation of discontinuities in
                                  regression curves and surfaces . . . . . 921--941
                  Cheng-Der Fuh   SPRT and CUSUM in hidden Markov models   942--977
              A. S. Hedayat and   
                       Min Yang   Universal optimality of balanced uniform
                                  crossover designs  . . . . . . . . . . . 978--983
                    Kenny Q. Ye   Indicator function and its application
                                  in two-level factorial designs . . . . . 984--994
                         Yu Zhu   Structure function for aliasing patterns
                                  in \boldmath $ {2^{l - n}} $ design with
                                  multiple groups of factors . . . . . . . 995--1011
        Dursun A. Bulutoglu and   
               Ching-Shui Cheng   Hidden projection properties of some
                                  nonregular fractional factorial designs
                                  and their applications . . . . . . . . . 1012--1026
             David Siegmund and   
                 Benjamin Yakir   Correction: ``Approximate $p$-values for
                                  local sequence alignments''  . . . . . . 1027--1031

Annals of Statistics
Volume 31, Number 4, August, 2003

            Peter J. Bickel and   
                  Ya'acov Ritov   Nonparametric estimators which can be
                                  ``plugged-in'' . . . . . . . . . . . . . 1033--1053
             Boris Buchmann and   
             Rudolf Grübel   Decompounding: an estimation problem for
                                  Poisson random sums  . . . . . . . . . . 1054--1074
               Ola Hössjer   Asymptotic estimation theory of
                                  multipoint linkage analysis under
                                  perfect marker information . . . . . . . 1075--1109
             Norman Breslow and   
               Brad McNeney and   
                 Jon A. Wellner   Large sample theory for semiparametric
                                  regression models with two-phase,
                                  outcome dependent sampling . . . . . . . 1110--1139
                T. Tony Cai and   
                    Mark G. Low   A note on nonparametric estimation of
                                  linear functionals . . . . . . . . . . . 1140--1153
                J. Robinson and   
               E. Ronchetti and   
                    G. A. Young   Saddlepoint approximations and tests
                                  based on multivariate $M$-estimates  . . 1154--1169
               Andrzej S. Kozek   On $M$-estimators and normal quantiles   1170--1185
                  Jian-Jian Ren   Regression $M$-estimators with
                                  non-i.i.d. doubly censored data  . . . . 1186--1219
              Gersende Fort and   
                  Eric Moulines   Convergence of the Monte Carlo
                                  expectation maximization for curved
                                  exponential families . . . . . . . . . . 1220--1259
             Jürgen Dippon   Accelerated randomized stochastic
                                  optimization . . . . . . . . . . . . . . 1260--1281
                   Wei-Liem Loh   On the asymptotic distribution of
                                  scrambled net quadrature . . . . . . . . 1282--1324
                L. Giraitis and   
                 P. M. Robinson   Edgeworth expansions for semiparametric
                                  Whittle estimation of long memory  . . . 1325--1375
               Bing-Yi Jing and   
                    Qiying Wang   Edgeworth expansion for $U$-statistics
                                  under minimal conditions . . . . . . . . 1376--1391

Annals of Statistics
Volume 31, Number 5, October, 2003

               Dechang Chen and   
                 Peng Huang and   
                  Xiuzhen Cheng   A concrete statistical realization of
                                  Kleinberg's stochastic discrimination
                                  for pattern recognition. Part I.
                                  Two-class classification . . . . . . . . 1393--1413
              Per Aslak Mykland   Financial options and statistical
                                  prediction intervals . . . . . . . . . . 1413--1438
           Gleb A. Koshevoy and   
   Jyrki Möttönen and   
                      Hannu Oja   A scatter matrix estimate based on the
                                  zonotope . . . . . . . . . . . . . . . . 1439--1459
                      Yijun Zuo   Projection-based depth functions and
                                  associated medians . . . . . . . . . . . 1460--1490
             Guido Consonni and   
                 Piero Veronese   Enriched conjugate and reference priors
                                  for the Wishart family on symmetric
                                  cones  . . . . . . . . . . . . . . . . . 1491--1516
          Shoichi Sasabushi and   
                Koji Tanaka and   
              Takeshi Tsukamoto   Testing homogeneity of multivariate
                                  normal mean vectors under an order
                                  restriction when the covariance matrices
                                  are common but unknown . . . . . . . . . 1517--1536
               M. S. Srivastava   Singular Wishart and multivariate beta
                                  distributions  . . . . . . . . . . . . . 1537--1560
           Emmanuel J. Cand\`es   Ridgelets: estimating with ridge
                                  functions  . . . . . . . . . . . . . . . 1561--1599
               Jianhua Z. Huang   Local asymptotics for polynomial spline
                                  regression . . . . . . . . . . . . . . . 1600--1635
                    Bing Li and   
             R. Dennis Cook and   
          Francesca Chiaromonte   Dimension reduction for the conditional
                                  mean in regressions with categorical
                                  predictors . . . . . . . . . . . . . . . 1636--1668
               Holger Dette and   
           Viatcheslav B. Melas   Optimal designs for estimating
                                  individual coefficients in Fourier
                                  regression models  . . . . . . . . . . . 1669--1692
               Keh-Shin Lii and   
              Murray Rosenblatt   Correction: ``Spectral analysis for
                                  harmonizable processes'' . . . . . . . . 1693--1693

Annals of Statistics
Volume 31, Number 6, December, 2003

                        N. Reid   Asymptotics and the theory of inference  1695--2095
                  K. Shafie and   
                D. Siegmund and   
                   B. Sigal and   
                  K. J. Worsley   Rotation space random fields with an
                                  application to fMRI data . . . . . . . . 1732--1771
              Maureen Clerc and   
         Stéphane Mallat   Estimating deformations of stationary
                                  processes  . . . . . . . . . . . . . . . 1772--1821
          Agn\`es Desolneux and   
              Lionel Moisan and   
              Jean-Michel Morel   Maximal meaningful events and
                                  applications to image analysis . . . . . 1822--1851
            Gerda Claeskens and   
            Ingrid van Keilegom   Bootstrap confidence bands for
                                  regression curves and their derivatives  1852--1884
             Marzia Marcheselli   Asymptotic results in jackknifing
                                  nonsmooth functions of the sample mean
                                  vector . . . . . . . . . . . . . . . . . 1885--1904
                Yongdai Kim and   
                    Jaeyong Lee   Bayesian bootstrap for proportional
                                  hazards models . . . . . . . . . . . . . 1905--1922
          Jens-Peter Kreiss and   
         Efstathios Paparoditis   Autoregressive-aided periodogram
                                  bootstrap for timeseries . . . . . . . . 1923--1955
              P. Groeneboom and   
         H. P. Lopuhaä and   
                  P. P. de Wolf   Kernel-type estimators for the extreme
                                  value index  . . . . . . . . . . . . . . 1956--1995
            Laurens de Haan and   
                        Tao Lin   Weak consistency of extreme value
                                  estimators in $ C[0, 1] $  . . . . . . . 1996--2012
                 John D. Storey   The positive false discovery rate: a
                                  Bayesian interpretation and the
                                  $q$-value  . . . . . . . . . . . . . . . 2013--2035
         Gilles R. Ducharme and   
                 Teresa Ledwina   Efficient and adaptive nonparametric
                                  test for the two-sample problem  . . . . 2036--2058
            Gautam Tripathi and   
                Yuichi Kitamura   Testing conditional moment restrictions  2059--2095


Annals of Statistics
Volume 32, Number 1, February, 2004

                    Leo Breiman   Population theory for boosting ensembles 1--11
      Vladimir Koltchinskii and   
                         Bin Yu   Three papers on boosting: an
                                  introduction . . . . . . . . . . . . . . 12--12
                   Wenxin Jiang   Process consistency for AdaBoost . . . . 13--29
        Gábor Lugosi and   
                Nicolas Vayatis   On the Bayes-risk consistency of
                                  regularized boosting methods . . . . . . 30--55
                     Tong Zhang   Statistical behavior and consistency of
                                  classification methods based on convex
                                  risk minimization  . . . . . . . . . . . 56--85
          Peter L. Bartlett and   
            Peter J. Bickel and   
        Peter Bühlmann and   
                Yoav Freund and   
            Jerome Friedman and   
              Trevor Hastie and   
               Wenxin Jiang and   
          Michael J. Jordan and   
      Vladimir Koltchinskii and   
        Gábor Lugosi and   
           Jon D. McAuliffe and   
              Ya'acov Ritov and   
             Saharan Rosset and   
         Robert E. Schapire and   
          Robert Tibshirani and   
            Nicolas Vayatis and   
                     Bin Yu and   
                 Tong Zhang and   
                         Ji Zhu   Discussions of boosting papers, and
                                  rejoinders . . . . . . . . . . . . . . . 85--134
          Alexander B. Tsybakov   Optimal aggregation of classifiers in
                                  statistical learning . . . . . . . . . . 135--166
                  Yijun Zuo and   
               Hengjian Cui and   
                      Xuming He   On the Stahel--Donoho estimator and
                                  depth-weighted means of multivariate
                                  data . . . . . . . . . . . . . . . . . . 167--188
                  Yijun Zuo and   
               Hengjian Cui and   
                   Dennis Young   Influence function and maximum bias of
                                  projection depth based estimators  . . . 189--218
Soòren Tolver Jensen and   
                  Jesper Madsen   Estimation of proportional covariances
                                  in the presene of certain linear
                                  restrictions . . . . . . . . . . . . . . 219--232
                         Mu Zhu   On the forward and backward algorithms
                                  of projection pursuit  . . . . . . . . . 233--244
            Hammou El Barmi and   
                  Hari Mukerjee   Consistent estimation of distributions
                                  with type II bias with applications in
                                  competing risks problems . . . . . . . . 245--267
                 Feifang Hu and   
                   Li-Xin Zhang   Asymptotic properties of doubly adaptive
                                  biased coin designs for multitreatment
                                  clinical trials  . . . . . . . . . . . . 268--301
          George V. Moustakides   Optimality of the CUSUM procedure in
                                  continuous time  . . . . . . . . . . . . 302--315
                   Dong Han and   
                    Fugee Tsung   A generalized EWMA control chart and its
                                  comparison with the optimal EWMA, CUSUM
                                  and GLR schemes  . . . . . . . . . . . . 316--339
                 Joseph B. Lang   Multinomial-Poisson homogeneous models
                                  for contingency tables . . . . . . . . . 340--383
                David R. Hunter   MM algorithms for generalized
                                  Bradley--Terry models  . . . . . . . . . 384--406

Annals of Statistics
Volume 32, Number 2, April, 2004

              Bradley Efron and   
              Trevor Hastie and   
             Iain Johnstone and   
              Robert Tibshirani   Least angle regression . . . . . . . . . 407--499
           Eric D. Kolaczyk and   
                Robert D. Nowak   Multiscale likelihood analysis and
                                  complexity penalized estimation  . . . . 500--527
                 Yannick Baraud   Confidence balls in Gaussian regression  528--551
                T. Tony Cai and   
                    Mark G. Low   Minimax estimation of linear functionals
                                  over nonconvex parameter spaces  . . . . 552--576
            Danilo Mercurio and   
              Vladimir Spokoiny   Statistical inference for
                                  time-inhomogeneous volatility models . . 577--602
               Anton Schick and   
            Wolfgang Wefelmeyer   Estimating invariant laws of linear
                                  processesby $U$-statistics . . . . . . . 603--632
       István Berkes and   
           Lajos Horváth   The efficiency of the estimators of the
                                  parameters in GARCH processes  . . . . . 633--655
       Peter C. B. Phillips and   
               Katsumi Shimotsu   Local Whittle estimation in
                                  nonstationary and unit root cases  . . . 656--692
                 Ching-Kang Ing   Selecting optimal multistep predictors
                                  for autoregressive processes of unknown
                                  order  . . . . . . . . . . . . . . . . . 693--722
                    Bin Nan and   
              Mary J. Emond and   
                 Jon A. Wellner   Information bounds for Cox regression
                                  models with missing data . . . . . . . . 723--753
                 Guobing Lu and   
                  John B. Copas   Missing at random, likelihood
                                  ignorability and model completeness  . . 754--765
                  Jae Kwang Kim   Finite sample properties of multiple
                                  imputation estimators  . . . . . . . . . 766--783
             Galin L. Jones and   
                James P. Hobert   Sufficient burn-in for Gibbs samplers
                                  for a hierarchical random effects model  784--817
                 Kalyan Das and   
               Jiming Jiang and   
                   J. N. K. Rao   Mean squared error of empirical
                                  predictor  . . . . . . . . . . . . . . . 818--840

Annals of Statistics
Volume 32, Number 3, June, 2004

            James O. Berger and   
               Luis R. Pericchi   Training samples in objective Bayesian
                                  model selection  . . . . . . . . . . . . 841--869
   Maria Maddalena Barbieri and   
                James O. Berger   Optimal predictive model selection . . . 870--897
               Florentina Bunea   Consistent covariate selection and post
                                  model selection inference in
                                  semiparametric regression  . . . . . . . 898--927
               Jianqing Fan and   
                      Heng Peng   Nonconcave penalized likelihood with a
                                  diverging number of parameters . . . . . 928--961
               David Donoho and   
                    Jiashun Jin   Higher criticism for detecting sparse
                                  heterogeneous mixtures . . . . . . . . . 962--994
        Estate V. Khmaladze and   
                   Hira L. Koul   Martingale transforms goodness-of-fit
                                  tests in regression models . . . . . . . 995--1034
       Christopher Genovese and   
                Larry Wasserman   A stochastic process approach to false
                                  discovery control  . . . . . . . . . . . 1035--1061
                 R. Dennis Cook   Testing predictor contributions in
                                  sufficient dimension reduction . . . . . 1062--1092
           P. Laurie Davies and   
                     Arne Kovac   Densities, spectral densities and
                                  modality . . . . . . . . . . . . . . . . 1093--1136
                 Sam Efromovich   Density estimation for biased data . . . 1137--1161
                    Kanta Naito   Semiparametric density estimation by
                                  local $ L_2 $-fitting  . . . . . . . . . 1162--1191
                     Liang Peng   Empirical-likelihood-based confidence
                                  interval for the mean with a
                                  heavy-tailed distribution  . . . . . . . 1192--1214
                       Min Tsao   Bounds on coverage probabilities of the
                                  empirical likelihood ratio confidence
                                  regions  . . . . . . . . . . . . . . . . 1215--1221
                 Grace Chan and   
              Andrew T. A. Wood   Estimation of fractal dimension for a
                                  class of non-Gaussian stationary
                                  processes and fields . . . . . . . . . . 1222--1260
         Domenico Marinucci and   
                 Mauro Piccioni   The empirical process on Gaussian
                                  spherical harmonics  . . . . . . . . . . 1261--1288
            Beatrice Giglio and   
                  Henry P. Wynn   Monomial ideals and the Scarf complex
                                  for coherent systems in reliability
                                  theory . . . . . . . . . . . . . . . . . 1289--1311

Annals of Statistics
Volume 32, Number 4, August, 2004

               Christian Hennig   Breakdown points for maximum likelihood
                                  estimators of location--scale mixtures   1313--1340
         Christophe Abraham and   
                Beno\^\it Cadre   Asymptotic global robustness in Bayesian
                                  decision theory  . . . . . . . . . . . . 1341--1366
     Peter D. Grünwald and   
                A. Philip Dawid   Game theory, maximum entropy, minimum
                                  discrepancy and robust Bayesian decision
                                  theory . . . . . . . . . . . . . . . . . 1367--1433
    Matias Salibian-Barrera and   
                 Ruben H. Zamar   Uniform asymptotics for robust location
                                  estimates when the scale is unknown  . . 1434--1447
         Michael R. Kosorok and   
               Bee Leng Lee and   
                  Jason P. Fine   Robust inference for univariate
                                  proportional hazards frailty regression
                                  models . . . . . . . . . . . . . . . . . 1448--1491
                Yongdai Kim and   
                    Jaeyong Lee   A Bernstein--von Mises theorem in the
                                  nonparametric right-censoring model  . . 1492--1512
                      Kani Chen   Statistical estimation in the
                                  proportional hazards model with risk set
                                  sampling . . . . . . . . . . . . . . . . 1513--1532
                   Donglin Zeng   Estimating marginal survival function by
                                  adjusting for dependent censoring using
                                  many covariates  . . . . . . . . . . . . 1533--1555
                Tzee-Ming Huang   Convergence rates for posterior
                                  distributions and adaptive estimation    1556--1593
          Iain M. Johnstone and   
           Bernard W. Silverman   Needles and straw in haystacks:
                                  Empirical Bayes estimates of possibly
                                  sparse sequences . . . . . . . . . . . . 1594--1649
               R. A. Bailey and   
                    P. Druilhet   Optimality of neighbor-balanced designs
                                  for total effects  . . . . . . . . . . . 1650--1661
        Dursun A. Bulutoglu and   
               Ching-Shui Cheng   Construction of $ E(s^2) $-optimal
                                  supersaturated designs . . . . . . . . . 1662--1678
        Gábor Lugosi and   
                 Marten Wegkamp   Complexity regularization via localized
                                  random penalties . . . . . . . . . . . . 1679--1697
                Yoav Freund and   
             Yishay Mansour and   
             Robert E. Schapire   Generalization bounds for averaged
                                  classifiers  . . . . . . . . . . . . . . 1698--1722
                     Yi Lin and   
              Lawrence D. Brown   Statistical properties of the method of
                                  regularization with periodic Gaussian
                                  reproducing kernel . . . . . . . . . . . 1723--1743
                Fumiyasu Komaki   Simultaneous prediction of independent
                                  Poisson observables  . . . . . . . . . . 1744--1769
               Alessandra Luati   Maximum Fisher information in mixed
                                  state quantum systems  . . . . . . . . . 1770--1779

Annals of Statistics
Volume 32, Number 5, October, 2004

          Iain M. Johnstone and   
                  Marc Raimondo   Periodic boxcar deconvolution and
                                  Diophantine approximation  . . . . . . . 1781--1804
                T. Tony Cai and   
                    Mark G. Low   An adaptation theory for nonparametric
                                  confidence intervals . . . . . . . . . . 1805--1840
     Víctor J. Yohai and   
                 Ruben H. Zamar   Robust nonparametric inference for the
                                  median . . . . . . . . . . . . . . . . . 1841--1857
               Jianqing Fan and   
                     Jian Zhang   Sieve empirical likelihood ratio tests
                                  for nonparametric functions  . . . . . . 1858--1907
    Alexander Goldenshluger and   
                    Assaf Zeevi   The Hough transform estimator  . . . . . 1908--1932
                 Peter Hall and   
                 Spiridon Penev   Wavelet-based estimation with multiple
                                  sampling rates . . . . . . . . . . . . . 1933--1956
                  Eric A. Cator   On the testability of the CAR assumption 1957--1980
          Daniel J. Nordman and   
            Soumendra N. Lahiri   On optimal spatial subsample size for
                                  variance estimation  . . . . . . . . . . 1981--2027
                 Stephen Walker   New approaches to Bayesian consistency   2028--2043
                Agostino Nobile   On the posterior distribution of the
                                  number of components in a finite mixture 2044--2073
          Lawrence D. Brown and   
           Andrew V. Carter and   
                Mark G. Low and   
                  Cun-Hui Zhang   Equivalence theory for density
                                  estimation, Poisson processes and
                                  Gaussian white noise with drift  . . . . 2074--2097
                 Peter Hall and   
                       Hong Ooi   Attributing a probability to the shape
                                  of a probability density . . . . . . . . 2098--2123
                 Peter Hall and   
        Michael C. Minnotte and   
                 Chunming Zhang   Bump hunting with non-Gaussian kernels   2124--2141
               Holger Dette and   
       Viatcheslav B. Melas and   
              Andrey Pepelyshev   Optimal designs for a class of nonlinear
                                  regression models  . . . . . . . . . . . 2142--2167
             Shao-Wei Cheng and   
                    Kenny Q. Ye   Geometric isomorphism and minimum
                                  aberration for factorial designs with
                                  quantitative factors . . . . . . . . . . 2168--2185
      Yacine A\"\it-Sahalia and   
                 Per A. Mykland   Estimators of diffusions with randomly
                                  spaced discrete observations: A general
                                  theory . . . . . . . . . . . . . . . . . 2186--2222
             Emmanuel Gobet and   
              Marc Hoffmann and   
              Markus Reiß   Nonparametric estimation of scalar
                                  diffusions based on low frequency data   2223--2253
                Randal Douc and   
       Éric Moulines and   
            Tobias Rydén   Asymptotic properties of the maximum
                                  likelihood estimator in autoregressive
                                  models with Markov regime  . . . . . . . 2254--2304
                  Cheng-Der Fuh   Asymptotic operating characteristics of
                                  an optimal change point detection in
                                  hidden Markov models . . . . . . . . . . 2305--2339
                Enno Mammen and   
          Alexandre B. Tsybakov   Smooth discrimination analysis . . . . . 2340--2341

Annals of Statistics
Volume 32, Number 6, December, 2004

      Luis E. Nieto-Barajas and   
         Igor Prünster and   
              Stephen G. Walker   Normalized random measures driven by
                                  increasing additive processes  . . . . . 2343--2360
               Valen E. Johnson   A Bayesian $ \chi $ $^2$ test for
                                  goodness-of-fit  . . . . . . . . . . . . 2361--2384
                 Nicolas Chopin   Central limit theorem for sequential
                                  Monte Carlo methods and its application
                                  to Bayesian inference  . . . . . . . . . 2385--2411
           Joel L. Horowitz and   
                    Enno Mammen   Nonparametric estimation of an additive
                                  model with a link function . . . . . . . 2412--2443
                      S. C. Kou   From finite sample to asymptotics: A
                                  geometric bridge for selection criteria
                                  in spline regression . . . . . . . . . . 2444--2468
                Marc Hallin and   
                    Zudi Lu and   
                   Lanh T. Tran   Local linear spatial regression  . . . . 2469--2500
             R. Dennis Cook and   
                        Bing Li   Determining the dimension of iterative
                                  Hessian transformation . . . . . . . . . 2501--2531
                   Rudolf Beran   Hybrid shrinkage estimators using
                                  penalty bases for the ordinal one-way
                                  layout . . . . . . . . . . . . . . . . . 2532--2558
                     Liqun Wang   Estimation of nonlinear models with
                                  Berkson measurement errors . . . . . . . 2559--2579
                 Marc Aerts and   
            Gerda Claeskens and   
                Jeffrey D. Hart   Bayesian-motivated tests of function fit
                                  and their asymptotic frequentist
                                  properties . . . . . . . . . . . . . . . 2580--2615
           Hidetoshi Shimodaira   Approximately unbiased tests of regions
                                  using multistep-multiscale bootstrap
                                  resampling . . . . . . . . . . . . . . . 2616--2641
                Marc Hallin and   
               Davy Paindaveine   Rank-based optimal tests of the adequacy
                                  of an elliptic VARMA model . . . . . . . 2642--2678
               Bing-Yi Jing and   
                Qi-Man Shao and   
                      Wang Zhou   Saddlepoint approximation for Student's
                                  $t$-statistic with no moment conditions  2679--2711
           Ronald W. Butler and   
              Andrew T. A. Wood   Saddlepoint approximation for moment
                                  generating functions of truncated random
                                  variables  . . . . . . . . . . . . . . . 2712--2730
              Andrew Carter and   
                  David Pollard   Tusnády's inequality revisited  . . . . . 2731--2741
            Dinah Rosenberg and   
                Eilon Solan and   
                Nicolas Vieille   Approximating a sequence of observations
                                  by a simple process  . . . . . . . . . . 2742--2775


Annals of Statistics
Volume 33, Number 1, February, 2005

                  Andrew Gelman   Analysis of variance --- why it is more
                                  important than ever  . . . . . . . . . . 1--53
                  Cun-Hui Zhang   General empirical Bayes wavelet methods
                                  and exactly adaptive minimax estimation  54--100
           Harrison H. Zhou and   
               J. T. Gene Hwang   Minimax estimation with thresholding and
                                  its application to wavelet analysis  . . 101--125
               Arthur Cohen and   
           Harold B. Sackrowitz   Decision theory results for one-sided
                                  multiple comparison procedures . . . . . 126--144
               Arthur Cohen and   
           Harold B. Sackrowitz   Characterization of Bayes procedures for
                                  multiple endpoint problems and
                                  inadmissibility of the step-up procedure 145--158
                Kesar Singh and   
                  Minge Xie and   
         William E. Strawderman   Combining information from independent
                                  sources through confidence distributions 159--183
                T. Tony Cai and   
                    Mark G. Low   Nonparametric estimation over shrinking
                                  neighborhoods: Superefficiency and
                                  adaptation . . . . . . . . . . . . . . . 184--213
             Yannick Baraud and   
                Sylvie Huet and   
        Béatrice Laurent   Testing convex hypotheses on the mean of
                                  a Gaussian vector. Application to
                                  testing qualitative hypotheses on a
                                  regression function  . . . . . . . . . . 214--257
              Ibrahim Ahmad and   
        Sittisak Leelahanon and   
                          Qi Li   Efficient estimation of a semiparametric
                                  partially linear varying coefficient
                                  model  . . . . . . . . . . . . . . . . . 258--283
                 Peter Hall and   
                  Kee-Hoon Kang   Bandwidth choice for nonparametric
                                  classification . . . . . . . . . . . . . 284--306
       Chris A. J. Klaassen and   
                    Hein Putter   Efficient estimation of Banach
                                  parameters in semiparametric models  . . 307--346
María Teresa Gallegos and   
                  Gunter Ritter   A robust method for cluster analysis . . 347--380
                  Yijun Zuo and   
                   Hengjian Cui   Depth weighted scatter estimators  . . . 381--413
      Snigdhansu Chatterjee and   
                      Arup Bose   Generalized bootstrap for estimating
                                  equations  . . . . . . . . . . . . . . . 414--436
            Yvonne H. S. Ho and   
              Stephen M. S. Lee   Iterated smoothed bootstrap confidence
                                  intervals for population quantiles . . . 437--462

Annals of Statistics
Volume 33, Number 2, April, 2005

              Xiaogang Wang and   
                 James V. Zidek   Selecting likelihood weights by
                                  cross-validation . . . . . . . . . . . . 463--500
                   Donglin Zeng   Likelihood approach for marginal
                                  proportional hazards regression in the
                                  presence of dependent censoring  . . . . 501--521
                R. M. Balan and   
             I. Schiopu-Kratina   Asymptotic results with generalized
                                  estimating equations for longitudinal
                                  data . . . . . . . . . . . . . . . . . . 522--541
              Pei-Sheng Lin and   
              Murray K. Clayton   Analysis of binary spatial data by
                                  quasi-likelihood estimating equations    542--555
                      Rui Paulo   Default priors for Gaussian processes    556--582
                  Ian H. Jermyn   Invariant Bayesian estimation on
                                  manifolds  . . . . . . . . . . . . . . . 583--605
            James O. Berger and   
        William Strawderman and   
                     Dejun Tang   Posterior propriety and admissibility of
                                  hyperpriors in normal hierarchical
                                  models . . . . . . . . . . . . . . . . . 606--646
              Lancelot F. James   Functionals of Dirichlet processes, the
                                  Cifarelli--Regazzini identity and
                                  Beta--Gamma processes  . . . . . . . . . 647--660
              Radu V. Craiu and   
                   Xiao-Li Meng   Multiprocess parallel antithetic
                                  coupling for backward and forward Markov
                                  Chain Monte Carlo  . . . . . . . . . . . 661--697
    Christopher R. Genovese and   
                Larry Wasserman   Confidence sets for nonparametric
                                  wavelet regression . . . . . . . . . . . 698--729
            Hemant Ishwaran and   
                   J. Sunil Rao   Spike and slab variable selection:
                                  Frequentist and Bayesian strategies  . . 730--773
     Hans-Georg Müller and   
        Ulrich Stadtmüller   Generalized functional linear models . . 774--805
            Victor Chernozhukov   Extremal quantile regression . . . . . . 806--839
            Emmanuel Guerre and   
                Pascal Lavergne   Data-driven rate-optimal specification
                                  testing in regression models . . . . . . 840--870
            Richard Arratia and   
            Larry Goldstein and   
                 Bryan Langholz   Local central limit theorems, the
                                  high-order correlations of rejective
                                  sampling and logistic likelihood
                                  asymptotics  . . . . . . . . . . . . . . 871--914
              A. S. Hedayat and   
                       Min Yang   Optimal and efficient crossover designs
                                  for comparing test treatments with a
                                  control treatment  . . . . . . . . . . . 915--943
           Ching-Shui Cheng and   
                     Boxin Tang   A general theory of minimum aberration
                                  and its applications . . . . . . . . . . 944--958
               Vladislav Kargin   On the Chernoff bound for efficiency of
                                  quantum hypothesis testing . . . . . . . 959--976

Annals of Statistics
Volume 33, Number 3, June, 2005

           P. Laurie Davies and   
                  Ursula Gather   Breakdown and groups . . . . . . . . . . 977--1035
               Joseph P. Romano   Optimal testing of equivalence
                                  hypotheses . . . . . . . . . . . . . . . 1036--1047
             Winfried Stute and   
                    Li-Xing Zhu   Nonparametric checks for single-index
                                  models . . . . . . . . . . . . . . . . . 1048--1083
              E. L. Lehmann and   
           Joseph P. Romano and   
          Juliet Popper Shaffer   On optimality of stepdown and stepup
                                  multiple test procedures . . . . . . . . 1084--1108
                 Peter Hall and   
            Ingrid Van Keilegom   Testing for monotone increasing hazard
                                  rate . . . . . . . . . . . . . . . . . . 1109--1137
              E. L. Lehmann and   
               Joseph P. Romano   Generalizations of the familywise error
                                  rate . . . . . . . . . . . . . . . . . . 1138--1154
           Gilles Blanchard and   
                   Donald Geman   Hierarchical testing designs for pattern
                                  recognition  . . . . . . . . . . . . . . 1155--1202
             A. B. Tsybakov and   
              S. A. van de Geer   Square root penalty: Adaptation to the
                                  margin in classification and in edge
                                  estimation . . . . . . . . . . . . . . . 1203--1224
          Rabi Bhattacharya and   
               Vic Patrangenaru   Large sample theory of intrinsic and
                                  extrinsic sample means on manifolds ---
                                  II . . . . . . . . . . . . . . . . . . . 1225--1259
                Enno Mammen and   
                 Byeong U. Park   Bandwidth selection for smooth
                                  backfitting in additive models . . . . . 1260--1294
                  M. Studer and   
                 B. Seifert and   
                      T. Gasser   Nonparametric regression penalizing
                                  deviations from additivity . . . . . . . 1295--1329
                      L. Reboul   Estimation of a function under shape
                                  restrictions. Applications to
                                  reliability  . . . . . . . . . . . . . . 1330--1356
                   Chong Gu and   
                        Ping Ma   Optimal smoothing in nonparametric
                                  mixed-effect models  . . . . . . . . . . 1357--1379
                Uwe Einmahl and   
                 David M. Mason   Uniform in bandwidth consistency of
                                  kernel-type function estimators  . . . . 1380--1403
                 Peter Hall and   
                      Qiwei Yao   Approximating conditional distribution
                                  functions using dimension reduction  . . 1404--1421
                Gary Lorden and   
                   Moshe Pollak   Nonanticipating estimation applied to
                                  sequential analysis and changepoint
                                  detection  . . . . . . . . . . . . . . . 1422--1454

Annals of Statistics
Volume 33, Number 4, August, 2005

      Vladimir Koltchinskii and   
               Dmitry Panchenko   Complexities of convex combinations and
                                  bounding the generalization error in
                                  classification . . . . . . . . . . . . . 1455--1496
          Peter L. Bartlett and   
           Olivier Bousquet and   
               Shahar Mendelson   Local Rademacher complexities  . . . . . 1497--1537
                 Tong Zhang and   
                         Bin Yu   Boosting with early stopping:
                                  Convergence and consistency  . . . . . . 1538--1579
                    Bing Li and   
               Hongyuan Zha and   
          Francesca Chiaromonte   Contour regression: A general approach
                                  to dimension reduction . . . . . . . . . 1580--1616
            David R. Hunter and   
                       Runze Li   Variable selection using MM algorithms   1617--1642
                  Ian L. Dryden   Statistical analysis on high-dimensional
                                  spheres and shape spaces . . . . . . . . 1643--1665
            Kanti V. Mardia and   
               Vic Patrangenaru   Directions and projective shapes . . . . 1666--1699
          Iain M. Johnstone and   
           Bernard W. Silverman   Empirical Bayes selection of wavelet
                                  thresholds . . . . . . . . . . . . . . . 1700--1752
              Yuzo Maruyama and   
         William E. Strawderman   A new class of generalized Bayes minimax
                                  ridge regression estimators  . . . . . . 1753--1770
              Lancelot F. James   Bayesian Poisson process partition
                                  calculus with an application to Bayesian
                                  Lévy moving averages  . . . . . . . . . . 1771--1799
                 P. M. Robinson   Efficiency improvements in inference on
                                  stationary and nonstationary fractional
                                  time series  . . . . . . . . . . . . . . 1800--1842
                 Javier Hidalgo   Semiparametric estimation for stationary
                                  processes whose spectra have an unknown
                                  pole . . . . . . . . . . . . . . . . . . 1843--1889
           Katsumi Shimotsu and   
           Peter C. B. Phillips   Exact local Whittle estimation of
                                  fractional integration . . . . . . . . . 1890--1933
                    Wei Biao Wu   On the Bahadur representation of sample
                                  quantiles for dependent sequences  . . . 1934--1963
                 Manfred Jaeger   Ignorability for categorical data  . . . 1964--1981

Annals of Statistics
Volume 33, Number 5, October, 2005

            Hans R. Künsch   Recursive Monte Carlo filters:
                                  Algorithms and theoretical analysis  . . 1983--2021
                  Cun-Hui Zhang   Estimation of sums of random variables:
                                  Examples and information bounds  . . . . 2022--2041
                Surajit Ray and   
               Bruce G. Lindsay   The topography of multivariate normal
                                  mixtures . . . . . . . . . . . . . . . . 2042--2065
     François Roueff and   
            Tobias Rydén   Nonparametric estimation of mixing
                                  densities for discrete distributions . . 2066--2108
           Masoud Asgharian and   
               David B. Wolfson   Asymptotic behavior of the unconditional
                                  NPMLE of the length-biased survivor
                                  function from right censored prevalent
                                  cohort data  . . . . . . . . . . . . . . 2109--2131
               Donglin Zeng and   
                    Jianwen Cai   Asymptotic results for maximum
                                  likelihood estimators in joint analysis
                                  of repeated measurements and survival
                                  time . . . . . . . . . . . . . . . . . . 2132--2163
                R. Averkamp and   
               C. Houdré   Wavelet thresholding for nonnecessarily
                                  Gaussian noise: Functionality  . . . . . 2164--2193
                 Sam Efromovich   Estimation of the density of regression
                                  errors . . . . . . . . . . . . . . . . . 2194--2227
        Vladimir N. Kulikov and   
        Hendrik P. Lopuhaä   Asymptotic normality of the $ L_k
                                  $-error of the Grenander estimator . . . 2228--2255
                Shuangge Ma and   
             Michael R. Kosorok   Penalized log-likelihood estimation for
                                  partly linear transformation models with
                                  current status data  . . . . . . . . . . 2256--2290
           Denis Heng-Yan Leung   Cross-validation in nonparametric
                                  regression with outliers . . . . . . . . 2291--2310
                T. Tony Cai and   
                    Mark G. Low   On adaptive estimation of linear
                                  functionals  . . . . . . . . . . . . . . 2311--2343
                   Wei-Liem Loh   Fixed-domain asymptotics for a subclass
                                  of Matérn-type Gaussian random fields . . 2344--2394
              Reg Kulperger and   
                         Hao Yu   High moment partial sum processes of
                                  residuals in GARCH models and their
                                  applications . . . . . . . . . . . . . . 2395--2422
             Ching-Kang Ing and   
                 Ching-Zong Wei   Order selection for same-realization
                                  predictions in autoregressive processes  2423--2474
                   S. N. Lahiri   Consistency of the
                                  jackknife-after-bootstrap variance
                                  estimator for the bootstrap quantiles of
                                  a Studentized statistic  . . . . . . . . 2475--2506

Annals of Statistics
Volume 33, Number 6, December, 2005

                 Arnak Dalalyan   Sharp adaptive estimation of the drift
                                  function for ergodic diffusions  . . . . 2507--2528
               Shiqing Ling and   
                    Howell Tong   Testing for a linear MA model against
                                  threshold MA models  . . . . . . . . . . 2529--2552
                  Y. Boissy and   
        B. B. Bhattacharyya and   
                      X. Li and   
               G. D. Richardson   Parameter estimates for fractional
                                  autoregressive spatial processes . . . . 2553--2567
          Miguel A. Delgado and   
             Javier Hidalgo and   
                 Carlos Velasco   Distribution free goodness-of-fit tests
                                  for linear processes . . . . . . . . . . 2568--2609
              Eric Moulines and   
            Pierre Priouret and   
         François Roueff   On recursive estimation for time varying
                                  autoregressive processes . . . . . . . . 2610--2654
                 F. Maaouia and   
                      A. Touati   Identification of multitype branching
                                  processes  . . . . . . . . . . . . . . . 2655--2694
                   Jiming Jiang   Partially observed information and
                                  inference about non-Gaussian mixed
                                  linear models  . . . . . . . . . . . . . 2695--2731
         Savas Papadopoulos and   
                  Yasuo Amemiya   Correlated samples with fixed and
                                  nonnormal latent variables . . . . . . . 2732--2757
               Holger Dette and   
       Viatcheslav B. Melas and   
              Andrey Pepelyshev   Optimal designs for three-dimensional
                                  shape analysis with spherical harmonic
                                  descriptors  . . . . . . . . . . . . . . 2758--2788
        Susana Rubin-Bleuer and   
          Ioana Schiopu Kratina   On the two-phase framework for joint
                                  model and design-based inference . . . . 2789--2810
                Hongquan Xu and   
                    C. F. J. Wu   Construction of optimal multi-level
                                  supersaturated designs . . . . . . . . . 2811--2836
                Aijun Zhang and   
               Kai-Tai Fang and   
                   Runze Li and   
                 Agus Sudjianto   Majorization framework for balanced
                                  lattice designs  . . . . . . . . . . . . 2837--2853
              Kirti R. Shah and   
               Mausumi Bose and   
            Damaraju Raghavarao   Universal optimality of Patterson's
                                  crossover designs  . . . . . . . . . . . 2854--2872
                   Fang Yao and   
     Hans-Georg Müller and   
                 Jane-Ling Wang   Functional linear regression analysis
                                  for longitudinal data  . . . . . . . . . 2873--2903
                 Peter Hall and   
               Joel L. Horowitz   Nonparametric methods for inference in
                                  the presence of instrumental variables   2904--2929
                T. Tony Cai and   
                    Mark G. Low   Nonquadratic estimators of a quadratic
                                  functional . . . . . . . . . . . . . . . 2930--2956
                     P. E. Jupp   Sobolev tests of goodness of fit of
                                  distributions on compact Riemannian
                                  manifolds  . . . . . . . . . . . . . . . 2957--2966
Jean-François Angers and   
                   Peter T. Kim   Multivariate Bayesian function
                                  estimation . . . . . . . . . . . . . . . 2967--2999


Annals of Statistics
Volume 34, Number 1, February, 2006

             Domenico Marinucci   High-resolution asymptotics for the
                                  angular bispectrum of spherical random
                                  fields . . . . . . . . . . . . . . . . . 1--41
                Inge S. Helland   Extended statistical modeling under
                                  symmetry; the link toward quantum
                                  mechanics  . . . . . . . . . . . . . . . 42--77
           Edward I. George and   
                 Feng Liang and   
                       Xinyi Xu   Improved minimax predictive densities
                                  under Kullback--Leibler loss . . . . . . 78--91
                      Yajun Mei   Sequential change-point detection when
                                  unknown parameters are present in the
                                  pre-change distribution  . . . . . . . . 92--122
        Imre Csiszár and   
                   Zsolt Talata   Consistent estimation of the basic
                                  neighborhood of Markov random fields . . 123--145
            Laurens de Haan and   
              Teresa T. Pereira   Spatial extremes: Models for the
                                  stationary case  . . . . . . . . . . . . 146--168
             A. S. Dalalyan and   
              G. K. Golubev and   
                 A. B. Tsybakov   Penalized maximum likelihood and
                                  semiparametric second-order efficiency   169--201
                T. Tony Cai and   
                    Mark G. Low   Adaptive confidence balls  . . . . . . . 202--228
               James Robins and   
              Aad van der Vaart   Adaptive nonparametric confidence sets   229--253
                Marc Hallin and   
       Catherine Vermandele and   
                     Bas Werker   Serial and nonserial sign-and-rank
                                  statistics: Asymptotic representation
                                  and asymptotic normality . . . . . . . . 254--289
               Jianqing Fan and   
                Huazhen Lin and   
                      Yong Zhou   Local partial-likelihood estimation for
                                  lifetime data  . . . . . . . . . . . . . 290--325
           Ery Arias-Castro and   
            David L. Donoho and   
                   Xiaoming Huo   Adaptive multiscale detection of
                                  filamentary structures in a background
                                  of uniform random points . . . . . . . . 326--349
           A. Goldenshluger and   
                A. Tsybakov and   
                       A. Zeevi   Optimal change-point estimation from
                                  indirect observations  . . . . . . . . . 350--372
        Nicolai Meinshausen and   
                      John Rice   Estimating the proportion of false null
                                  hypotheses among a large number of
                                  independently tested hypotheses  . . . . 373--393
                Sanat K. Sarkar   False discovery and false nondiscovery
                                  rates in single-step multiple testing
                                  procedures . . . . . . . . . . . . . . . 394--415
              Lancelot F. James   Poisson calculus for spatial neutral to
                                  the right processes  . . . . . . . . . . 416--440
         Trevor J. Sweeting and   
             Gauri S. Datta and   
                    Malay Ghosh   Nonsubjective priors via predictive
                                  relative entropy regret  . . . . . . . . 441--468
         John H. J. Einmahl and   
                        Tao Lin   Asymptotic normality of extreme value
                                  estimators on $ C[0, 1] $  . . . . . . . 469--492
             Thomas Mikosch and   
               Daniel Straumann   Stable limits of martingale transforms
                                  with application to the estimation of
                                  GARCH parameters . . . . . . . . . . . . 493--522
                 Yuguo Chen and   
           Ian H. Dinwoodie and   
                 Seth Sullivant   Sequential importance sampling for
                                  multiway tables  . . . . . . . . . . . . 523--545
             Hegang H. Chen and   
               Ching-Shui Cheng   Doubling and projection: A method of
                                  constructing two-level designs of
                                  resolution IV  . . . . . . . . . . . . . 546--558

Annals of Statistics
Volume 34, Number 2, April, 2006

            Peter Bühlmann   Boosting for high-dimensional linear
                                  models . . . . . . . . . . . . . . . . . 559--583
           Felix Abramovich and   
             Yoav Benjamini and   
            David L. Donoho and   
              Iain M. Johnstone   Adapting to unknown sparsity by
                                  controlling the false discovery rate . . 584--653
       Damla \cSentürk and   
         Hans-Georg Müller   Inference for covariate adjusted
                                  regression via varying coefficient
                                  models . . . . . . . . . . . . . . . . . 654--679
            Magalie Fromont and   
        Béatrice Laurent   Adaptive goodness-of-fit tests in a
                                  density model  . . . . . . . . . . . . . 680--720
            Peter J. Bickel and   
              Ya'acov Ritov and   
               Thomas M. Stoker   Tailor-made tests for goodness of fit to
                                  semiparametric hypotheses  . . . . . . . 721--741
        Vladimir N. Kulikov and   
        Hendrik P. Lopuhaä   The behavior of the NPMLE of a
                                  decreasing density near the boundaries
                                  of the support . . . . . . . . . . . . . 742--768
                Marianna Pensky   Frequentist optimality of Bayesian
                                  wavelet shrinkage rules for Gaussian and
                                  non-Gaussian noise . . . . . . . . . . . 769--807
                Fumiyasu Komaki   Shrinkage priors for Bayesian prediction 808--819
                     Man-Wai Ho   A Bayes method for a monotone hazard
                                  rate via $S$-paths . . . . . . . . . . . 820--836
            B. J. K. Kleijn and   
            A. W. van der Vaart   Misspecification in infinite-dimensional
                                  Bayesian statistics  . . . . . . . . . . 837--877
           Bhaskar Bhattacharya   An iterative procedure for general
                                  probability measures to obtain
                                  $I$-projections onto intersections of
                                  convex sets  . . . . . . . . . . . . . . 878--902
 Jean-François Dupuy and   
                  Ion Grama and   
                  Mounir Mesbah   Asymptotic theory for the Cox model with
                                  missing time-dependent covariate . . . . 903--924
           Valentin Patilea and   
               Jean-Marie Rolin   Product-limit estimators of the survival
                                  function with twice censored data  . . . 925--938
         Steen A. Andersson and   
             Michael D. Perlman   Characterizing Markov equivalence
                                  classes for AMP chain graph models . . . 939--972
              Akihiko Inoue and   
                 Yukio Kasahara   Explicit representation of finite
                                  predictor coefficients and its
                                  applications . . . . . . . . . . . . . . 973--993
               Hira L. Koul and   
                   Shiqing Ling   Fitting an error distribution in some
                                  heteroscedastic time series models . . . 994--1012
Miklós Csörg\Ho and   
        Barbara Szyszkowicz and   
                    Lihong Wang   Strong invariance principles for
                                  sequential Bahadur--Kiefer and Vervaat
                                  error processes of long-range dependent
                                  sequences  . . . . . . . . . . . . . . . 1013--1044
                Rainer Dahlhaus   Efficient parameter estimation for
                                  self-similar processes . . . . . . . . . 1045--1047

Annals of Statistics
Volume 34, Number 3, June, 2006

          Peter M. Robinson and   
                Paolo Zaffaroni   Pseudo-maximum likelihood estimation of
                                  ARCH($ \infty $) models  . . . . . . . . 1049--1074
            Rainer Dahlhaus and   
             Suhasini Subba Rao   Statistical inference for time-varying
                                  ARCH processes . . . . . . . . . . . . . 1075--1114
               Keh-Shin Lii and   
              Murray Rosenblatt   Estimation for almost periodic processes 1115--1139
       István Berkes and   
       Lajos Horváth and   
             Piotr Kokoszka and   
                    Qi-Man Shao   On discriminating between long-range
                                  dependence and changes in mean . . . . . 1140--1165
                Antoine Chambaz   Testing the order of a model . . . . . . 1166--1203
             Laurent Bordes and   
   Stéphane Mottelet and   
           Pierre Vandekerkhove   Semiparametric estimation of a
                                  two-component mixture model  . . . . . . 1204--1232
                 Marc Coram and   
               Steven P. Lalley   Consistency of Bayes estimators of a
                                  binary regression function . . . . . . . 1233--1269
             Persi Diaconis and   
             Silke W. W. Rolles   Bayesian analysis for reversible Markov
                                  chains . . . . . . . . . . . . . . . . . 1270--1292
                  B. Clarke and   
                        Ao Yuan   Closed form expressions for Bayesian
                                  sample size  . . . . . . . . . . . . . . 1293--1330
         Richard J. Gardner and   
            Markus Kiderlen and   
                Peyman Milanfar   Convergence of algorithms for
                                  reconstructing convex bodies and
                                  directional measures . . . . . . . . . . 1331--1374
    Alexander Goldenshluger and   
                    Assaf Zeevi   Recovering convex boundaries from
                                  blurred and noisy observations . . . . . 1375--1394
                   Jiti Gao and   
                    Zudi Lu and   
           Dag Tjòstheim   Estimation in semiparametric spatial
                                  regression . . . . . . . . . . . . . . . 1395--1435
        Nicolai Meinshausen and   
            Peter Bühlmann   High-dimensional graphs and variable
                                  selection with the Lasso . . . . . . . . 1436--1462
                 Dan Geiger and   
           Christopher Meek and   
                Bernd Sturmfels   On the toric algebra of graphical models 1463--1492
                 Peter Hall and   
     Hans-Georg Müller and   
                 Jane-Ling Wang   Properties of principal component
                                  methods for functional and longitudinal
                                  data analysis  . . . . . . . . . . . . . 1493--1517
                 Peter Hall and   
             Céline Vial   Assessing extrema of empirical principal
                                  component functions  . . . . . . . . . . 1518--1544
                 Hongtu Zhu and   
                   Heping Zhang   Generalized score test of homogeneity
                                  for mixed effects models . . . . . . . . 1545--1569
                      Yajun Mei   Comments on ``A note on optimal
                                  detection of a change in distribution,''
                                  by Benjamin Yakir  . . . . . . . . . . . 1570--1576
           P. Laurie Davies and   
                  Ursula Gather   Addendum to the discussion of
                                  ``Breakdown and groups'' . . . . . . . . 1577--1579

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

                  S. C. Kou and   
                  Qing Zhou and   
                 Wing Hung Wong   Equi-energy sampler with applications in
                                  statistical inference and statistical
                                  mechanics  . . . . . . . . . . . . . . . 1581--1619
     Yves F. Atchadé and   
                     Jun S. Liu   Discussion of ``Equi-energy sampler'' by
                                  Kou, Zhou and Wong . . . . . . . . . . . 1620--1628
              Ming-Hui Chen and   
                    Sungduk Kim   Discussion of ``Equi-energy sampler'' by
                                  Kou, Zhou and Wong . . . . . . . . . . . 1629--1635
               Peter Minary and   
                 Michael Levitt   Discussion of ``Equi-energy sampler'' by
                                  Kou, Zhou and Wong . . . . . . . . . . . 1636--1641
               Ying Nian Wu and   
                  Song-Chun Zhu   Discussion of ``Equi-energy sampler'' by
                                  Kou, Zhou and Wong . . . . . . . . . . . 1642--1645
                  S. C. Kou and   
                  Qing Zhou and   
                   Wing H. Wong   Rejoinder  . . . . . . . . . . . . . . . 1646--1652
                L. Cavalier and   
                    Yu. Golubev   Risk hull method and regularization by
                                  projections of ill-posed inverse
                                  problems . . . . . . . . . . . . . . . . 1653--1677
                    Yongdai Kim   The Bernstein--von Mises theorem for the
                                  proportional hazard model  . . . . . . . 1678--1700
               Ion G. Grama and   
             Michael H. Neumann   Asymptotic equivalence of nonparametric
                                  autoregression and nonparametric
                                  regression . . . . . . . . . . . . . . . 1701--1732
                 Peter Hall and   
                Tapabrata Maiti   Nonparametric estimation of mean-squared
                                  prediction error in nested-error
                                  regression models  . . . . . . . . . . . 1733--1750
           Elizaveta Levina and   
                Peter J. Bickel   Texture synthesis and nonparametric
                                  resampling of random fields  . . . . . . 1751--1773
               S. N. Lahiri and   
                        Jun Zhu   Resampling methods for spatial
                                  regression models under a class of
                                  stochastic designs . . . . . . . . . . . 1774--1813
            Donald B. Rubin and   
            Elizabeth A. Stuart   Affinely invariant matching methods with
                                  discriminant mixtures of proportional
                                  ellipsoidally symmetric distributions    1814--1826
             J. A. Ferreira and   
               A. H. Zwinderman   On the Benjamini--Hochberg method  . . . 1827--1849
           Joseph P. Romano and   
                Azeem M. Shaikh   Stepup procedures for control of
                                  generalizations of the familywise error
                                  rate . . . . . . . . . . . . . . . . . . 1850--1873
                 D. Anevski and   
                O. Hössjer   A general asymptotic scheme for
                                  inference under order restrictions . . . 1874--1930
          Per Aslak Mykland and   
                      Lan Zhang   ANOVA for diffusions and Itô processes    1931--1963
                 Liang Peng and   
                   Yongcheng Qi   Confidence regions for high quantiles of
                                  a heavy tailed distribution  . . . . . . 1964--1986
         John H. J. Einmahl and   
            Laurens de Haan and   
                      Deyuan Li   Weighted approximations of tail copula
                                  processes with application to testing
                                  the bivariate extreme value condition    1987--2014
          Wolfgang Bischoff and   
                   Frank Miller   Optimal designs which are efficient for
                                  lack of fit tests  . . . . . . . . . . . 2015--2025
                  Cheng-Der Fuh   Efficient likelihood estimation in state
                                  space models . . . . . . . . . . . . . . 2026--2068

Annals of Statistics
Volume 34, Number 5, October, 2006

                   Ying Wei and   
                      Xuming He   Conditional growth charts  . . . . . . . 2069--2097
         Raymond J. Carroll and   
                  David Ruppert   Discussion . . . . . . . . . . . . . . . 2098--2104
                    Anneli Pere   Discussion . . . . . . . . . . . . . . . 2105--2112
    Matias Salibian-Barrera and   
                 Ruben H. Zamar   Discussion . . . . . . . . . . . . . . . 2113--2118
              Mary Lou Thompson   Discussion . . . . . . . . . . . . . . . 2119--2125
                   Ying Wei and   
                      Xuming He   Rejoinder  . . . . . . . . . . . . . . . 2126--2131
         Anestis Antoniadis and   
           Jéremie Bigot   Poisson inverse problems . . . . . . . . 2132--2158
                T. Tony Cai and   
                     Peter Hall   Prediction in functional linear
                                  regression . . . . . . . . . . . . . . . 2159--2179
                     Tong Zhang   From $ \epsilon $-entropy to KL-entropy:
                                  Analysis of minimum information
                                  complexity density estimation  . . . . . 2180--2210
                      Yijun Zuo   Multidimensional trimming based on
                                  projection depth . . . . . . . . . . . . 2211--2251
                Enno Mammen and   
                 Byeong U. Park   A simple smooth backfitting method for
                                  additive models  . . . . . . . . . . . . 2252--2271
                     Yi Lin and   
                Hao Helen Zhang   Component selection and smoothing in
                                  multivariate nonparametric regression    2272--2297
                T. Tony Cai and   
                    Mark G. Low   Optimal adaptive estimation of a
                                  quadratic functional . . . . . . . . . . 2298--2325
             Pascal Massart and   
Élodie Nédélec   Risk bounds for statistical learning . . 2326--2366
              Eitan Greenshtein   Best subset selection, persistence in
                                  high-dimensional statistical learning
                                  and optimization under $ l_1 $
                                  constraint . . . . . . . . . . . . . . . 2367--2386
               Yu Chuan Tai and   
               Terence P. Speed   A multivariate empirical Bayes statistic
                                  for replicated microarray time course
                                  data . . . . . . . . . . . . . . . . . . 2387--2412
           Subhashis Ghosal and   
                    Anindya Roy   Posterior consistency of Gaussian
                                  process prior for nonparametric binary
                                  regression . . . . . . . . . . . . . . . 2413--2429
                     Robert Nau   The shape of incomplete preferences  . . 2430--2448
           Daniel Straumann and   
                 Thomas Mikosch   Quasi-maximum-likelihood estimation in
                                  conditionally heteroscedastic time
                                  series: A stochastic recurrence
                                  equations approach . . . . . . . . . . . 2449--2495
      Ursula U. Müller and   
               Anton Schick and   
            Wolfgang Wefelmeyer   Efficient prediction for linear and
                                  nonlinear autoregressive models  . . . . 2496--2533
                    Hongquan Xu   Blocked regular fractional factorial
                                  designs with minimum aberration  . . . . 2534--2553
                Hannes Leeb and   
      Benedikt M. Pötscher   Can one estimate the conditional
                                  distribution of post-model-selection
                                  estimators?  . . . . . . . . . . . . . . 2554--2591

Annals of Statistics
Volume 34, Number 6, December, 2006

          Vladimir Koltchinskii   Local Rademacher complexities and oracle
                                  inequalities in risk minimization  . . . 2593--2656
          Peter L. Bartlett and   
               Shahar Mendelson   Discussion: Local Rademacher
                                  complexities and oracle inequalities in
                                  risk minimization  . . . . . . . . . . . 2657--2663
           Gilles Blanchard and   
                 Pascal Massart   Discussion: Local Rademacher
                                  complexities and oracle inequalities in
                                  risk minimization  . . . . . . . . . . . 2664--2671
Stéphan Clémençon and   
        Gábor Lugosi and   
                Nicolas Vayatis   Discussion: Local Rademacher
                                  complexities and oracle inequalities in
                                  risk minimization  . . . . . . . . . . . 2672--2676
              Xiaotong Shen and   
                    Lifeng Wang   Discussion: Local Rademacher
                                  complexities and oracle inequalities in
                                  risk minimization  . . . . . . . . . . . 2677--2680
                 A. B. Tsybakov   Discussion: Local Rademacher
                                  complexities and oracle inequalities in
                                  risk minimization  . . . . . . . . . . . 2681--2687
               Sara van de Geer   Discussion: Local Rademacher
                                  complexities and oracle inequalities in
                                  risk minimization  . . . . . . . . . . . 2688--2696
          Vladimir Koltchinskii   Rejoinder: Local Rademacher complexities
                                  and oracle inequalities in risk
                                  minimization . . . . . . . . . . . . . . 2697--2706
                Marc Hallin and   
               Davy Paindaveine   Semiparametrically efficient rank-based
                                  inference for shape. I. Optimal
                                  rank-based tests for sphericity  . . . . 2707--2756
                Marc Hallin and   
                  Hannu Oja and   
               Davy Paindaveine   Semiparametrically efficient rank-based
                                  inference for shape. II. Optimal
                                  $R$-estimation of shape  . . . . . . . . 2757--2789
            Rainer Dahlhaus and   
               Wolfgang Polonik   Nonparametric quasi-maximum likelihood
                                  estimation for Gaussian locally
                                  stationary processes . . . . . . . . . . 2790--2824
                 Aiyou Chen and   
                Peter J. Bickel   Efficient independent component analysis 2825--2855
            Graciela Boente and   
                  Xuming He and   
                   Jianhui Zhou   Robust estimates in generalized
                                  partially linear models  . . . . . . . . 2856--2878
                  Yijun Zuo and   
                      Xuming He   On the limiting distributions of
                                  multivariate depth-based rank sum
                                  statistics and related tests . . . . . . 2879--2896
               Catia Scricciolo   Convergence rates for Bayesian density
                                  estimation of infinite-dimensional
                                  exponential families . . . . . . . . . . 2897--2920
                  Mihaela Aslan   Asymptotically minimax Bayes predictive
                                  densities  . . . . . . . . . . . . . . . 2921--2938
              Willa W. Chen and   
            Clifford M. Hurvich   Semiparametric estimation of fractional
                                  cointegrating subspaces  . . . . . . . . 2939--2979
               David Donoho and   
                    Jiashun Jin   Asymptotic minimaxity of false discovery
                                  rate thresholding for sparse exponential
                                  data . . . . . . . . . . . . . . . . . . 2980--3018
          Daniel J. Nordman and   
            Soumendra N. Lahiri   A frequency domain empirical likelihood
                                  for short- and long-range dependence . . 3019--3050


Annals of Statistics
Volume 35, Number 1, February, 2007

              Richard A. Olshen   Tree-structured regression and the
                                  differentiation of integrals . . . . . . 1--12
  José R. Berrendero and   
       Beatriz V. M. Mendes and   
                 David E. Tyler   On the maximum bias functions of $ M M
                                  $-estimates and constrained
                                  $M$-estimates of regression  . . . . . . 13--40
                Yingxing Li and   
                    Li-Xing Zhu   Asymptotics for sliced average variance
                                  estimation . . . . . . . . . . . . . . . 41--69
                 Peter Hall and   
               Joel L. Horowitz   Methodology and convergence rates for
                                  functional linear regression . . . . . . 70--91
                      Mi-Ok Kim   Quantile regression with varying
                                  coefficients . . . . . . . . . . . . . . 92--108
            Harrie Hendriks and   
               Zinoviy Landsman   Asymptotic data analysis on manifolds    109--131
          Martin Hillebrand and   
       Christine H. Müller   Outlier robust corner-preserving methods
                                  for reconstructing noisy images  . . . . 132--165
           Christian Genest and   
Jean-François Quessy and   
         Bruno Rémillard   Asymptotic local efficiency of Cramér-von
                                  Mises tests for multivariate
                                  independence . . . . . . . . . . . . . . 166--191
           Subhashis Ghosal and   
              Aad van der Vaart   Convergence rates of posterior
                                  distributions for noniid observations    192--223
            David R. Hunter and   
                Shaoli Wang and   
       Thomas P. Hettmansperger   Inference for mixtures of symmetric
                                  distributions  . . . . . . . . . . . . . 224--251
       Hans Arnfinn Karlsen and   
            Terje Myklebust and   
           Dag Tjòstheim   Nonparametric estimation in a nonlinear
                                  cointegration type model . . . . . . . . 252--299
                 Peter Hall and   
                 Adonis Yatchew   Nonparametric estimation when data on
                                  derivatives are available  . . . . . . . 300--323
                Jianwen Cai and   
               Jianqing Fan and   
                 Haibo Zhou and   
                      Yong Zhou   Hazard models with varying coefficients
                                  for multivariate failure time data . . . 324--354
      Yacine A\"\it-Sahalia and   
                     Jean Jacod   Volatility estimators for discretely
                                  sampled Lévy processes  . . . . . . . . . 355--392
             Tucker McElroy and   
            Dimitris N. Politis   Stable marked point processes  . . . . . 393--419
                    R. Douc and   
                 A. Guillin and   
                J.-M. Marin and   
                   C. P. Robert   Convergence of adaptive mixtures of
                                  importance sampling schemes  . . . . . . 420--448
               Samuel S. Wu and   
                   Weizhen Wang   Step-up simultaneous tests for
                                  identifying active effects in orthogonal
                                  saturated designs  . . . . . . . . . . . 449--463

Annals of Statistics
Volume 35, Number 2, April, 2007

           Cristina Butucea and   
       M\uad\ualin Gu\ct\ua and   
                   Luis Artiles   Minimax and Adaptive Estimation of the
                                  Wigner Function in Quantum Homodyne
                                  Tomography with Noisy Data . . . . . . . 465--494
                    Wei Biao Wu   $M$-estimation of linear models with
                                  dependent errors . . . . . . . . . . . . 495--521
             Ming-Yen Cheng and   
                 Liang Peng and   
                  Jyh-Shyang Wu   Reducing variance in univariate
                                  smoothing  . . . . . . . . . . . . . . . 522--542
         Moulinath Banerjee and   
                Ian W. McKeague   Confidence sets for split points in
                                  decision trees . . . . . . . . . . . . . 543--574
             Ingo Steinwart and   
                   Clint Scovel   Fast rates for support vector machines
                                  using Gaussian kernels . . . . . . . . . 575--607
         Jean-Yves Audibert and   
          Alexandre B. Tsybakov   Fast learning rates for plug-in
                                  classifiers  . . . . . . . . . . . . . . 608--633
           Susanne M. Schennach   Point estimation with exponentially
                                  tilted empirical likelihood  . . . . . . 634--672
                 Zhishui Hu and   
              John Robinson and   
                    Qiying Wang   Cramér-type large deviations for samples
                                  from a finite population . . . . . . . . 673--696
           Subhashis Ghosal and   
              Aad van der Vaart   Posterior convergence rates of Dirichlet
                                  mixtures at smooth densities . . . . . . 697--723
                  P. Lahiri and   
              Kanchan Mukherjee   On the design-consistency property of
                                  hierarchical Bayes estimators in finite
                                  population sampling  . . . . . . . . . . 724--737
          Stephen G. Walker and   
              Antonio Lijoi and   
             Igor Prünster   On rates of convergence for posterior
                                  distributions in infinite-dimensional
                                  models . . . . . . . . . . . . . . . . . 738--746
               J. P. Morgan and   
                  Brian H. Reck   Resolvable designs with large blocks . . 747--771
            Dietrich Braess and   
                   Holger Dette   On the number of support points of
                                  maximin and Bayesian optimal designs . . 772--792
               John Stufken and   
                     Boxin Tang   Complete enumeration of two-Level
                                  orthogonal arrays of strength $d$ with $
                                  d + 2$ constraints . . . . . . . . . . . 793--814
               Anton Schick and   
            Wolfgang Wefelmeyer   Uniformly root-$n$ consistent density
                                  estimators for weakly dependent
                                  invertible linear processes  . . . . . . 815--843
               Beth Andrews and   
           Richard A. Davis and   
                  F. Jay Breidt   Rank-based estimation for all-pass time
                                  series models  . . . . . . . . . . . . . 844--869
               Xiaoming Huo and   
             Xuelei (Sherry) Ni   When do stepwise algorithms meet subset
                                  selection criteria?  . . . . . . . . . . 870--887
              Songnian Chen and   
                   Lingzhi Zhou   Local partial likelihood estimation in
                                  proportional hazards regression  . . . . 888--916
             Chang Xuan Mao and   
               Bruce G. Lindsay   Estimating the number of classes . . . . 917--930

Annals of Statistics
Volume 35, Number 3, July, 2007

             Moulinath Banerjee   Likelihood based inference for monotone
                                  response models  . . . . . . . . . . . . 931--956
         Michael R. Kosorok and   
                       Rui Song   Inference under right censoring for
                                  transformation models with a
                                  change-point based on a covariate
                                  threshold  . . . . . . . . . . . . . . . 957--989
                Yun Ju Sung and   
               Charles J. Geyer   Monte Carlo likelihood inference for
                                  missing data models  . . . . . . . . . . 990--1011
             Saharon Rosset and   
                         Ji Zhu   Piecewise linear regularized solution
                                  paths  . . . . . . . . . . . . . . . . . 1012--1030
             Antonio Cuevas and   
            Ricardo Fraiman and   
 Alberto Rodríguez-Casal   A nonparametric approach to the
                                  estimation of lengths and surface areas  1031--1051
             Jin-Ting Zhang and   
                   Jianwei Chen   Statistical inferences for functional
                                  data . . . . . . . . . . . . . . . . . . 1052--1079
            Cécile Durot   On the $ \mathbb {L}_p $-error of
                                  monotonicity constrained estimators  . . 1080--1104
        Evarist Giné and   
                 David M. Mason   On local $U$-statistic processes and the
                                  estimation of densities of functions of
                                  several sample variables . . . . . . . . 1105--1145
                Mark G. Low and   
               Harrison H. Zhou   A complement to Le Cam's theorem . . . . 1146--1165
               Li-Xin Zhang and   
                 Feifang Hu and   
            Siu Hung Cheung and   
                   Wai Sum Chan   Asymptotic properties of
                                  covariate-adjusted response-adaptive
                                  designs  . . . . . . . . . . . . . . . . 1166--1182
           Ciprian A. Tudor and   
               Frederi G. Viens   Statistical aspects of the fractional
                                  stochastic calculus  . . . . . . . . . . 1183--1212
                   Shiqing Ling   Testing for change points in time series
                                  models and limiting theorems for NED
                                  sequences  . . . . . . . . . . . . . . . 1213--1237
                 Ching-Kang Ing   Accumulated prediction errors,
                                  information criteria and optimal
                                  forecasting for autoregressive time
                                  series . . . . . . . . . . . . . . . . . 1238--1277
        Gérard Letac and   
         Hél\`ene Massam   Wishart distributions for decomposable
                                  graphs . . . . . . . . . . . . . . . . . 1278--1323
                   S. N. Lahiri   Asymptotic expansions for sums of
                                  block-variables under weak dependence    1324--1350

Annals of Statistics
Volume 35, Number 4, August, 2007

                  Bradley Efron   Size, power and false discovery rates    1351--1377
           Joseph P. Romano and   
                   Michael Wolf   Control of generalized error rates in
                                  multiple testing . . . . . . . . . . . . 1378--1408
                      Zhiyi Chi   On the performance of FDR control:
                                  Constraints and a partial solution . . . 1409--1431
              Helmut Finner and   
          Thorsten Dickhaus and   
                  Markus Roters   Dependency and false discovery rate:
                                  Asymptotics  . . . . . . . . . . . . . . 1432--1455
         Michael R. Kosorok and   
                    Shuangge Ma   Marginal asymptotics for the ``large
                                  $p$, small $n$'' paradigm: With
                                  applications to microarray data  . . . . 1456--1486
                   Wenxin Jiang   Bayesian variable selection for high
                                  dimensional generalized linear models:
                                  Convergence rates of the fitted
                                  densities  . . . . . . . . . . . . . . . 1487--1511
                 Peter Hall and   
                     Peihua Qiu   Nonparametric estimation of a
                                  point-spread function in multivariate
                                  problems . . . . . . . . . . . . . . . . 1512--1534
                 Peter Hall and   
              Alexander Meister   A ridge-parameter approach to
                                  deconvolution  . . . . . . . . . . . . . 1535--1558
                  Xiao Wang and   
              Michael Woodroofe   A Kiefer--Wolfowitz comparison theorem
                                  for Wicksell's problem . . . . . . . . . 1559--1575
      Vladimir Koltchinskii and   
        Lyudmila Sakhanenko and   
                     Songhe Cai   Integral curves of noisy vector fields
                                  and statistical problems in diffusion
                                  tensor imaging: Nonparametric kernel
                                  estimation and hypotheses testing  . . . 1576--1607
                   Yehua Li and   
               Naisyin Wang and   
              Meeyoung Hong and   
            Nancy D. Turner and   
           Joanne R. Lupton and   
             Raymond J. Carroll   Nonparametric estimation of correlation
                                  functions in longitudinal and spatial
                                  data, with application to colon
                                  carcinogenesis experiments . . . . . . . 1608--1643
               Andrew V. Carter   Asymptotic approximation of
                                  nonparametric regression experiments
                                  with unknown variances . . . . . . . . . 1644--1673
           Florentina Bunea and   
      Alexandre B. Tsybakov and   
              Marten H. Wegkamp   Aggregation for Gaussian regression  . . 1674--1697
         Guillaume Lecué   Simultaneous adaptation to the margin
                                  and to complexity in classification  . . 1698--1721
             Hock Peng Chan and   
              Cheng-Der Fuh and   
                       Inchi Hu   Optimal strategies for a class of
                                  sequential control problems with
                                  precedence relations . . . . . . . . . . 1722--1748
        Abdelkader Mokkadem and   
              Mariane Pelletier   A companion for the
                                  Kiefer--Wolfowitz--Blum stochastic
                                  approximation algorithm  . . . . . . . . 1749--1772
              Xiaofeng Shao and   
                    Wei Biao Wu   Asymptotic spectral theory for nonlinear
                                  time series  . . . . . . . . . . . . . . 1773--1801
            Samir Ben Hariz and   
          Jonathan J. Wylie and   
                    Qiang Zhang   Optimal rate of convergence for
                                  nonparametric change-point estimators
                                  for nonstationary sequences  . . . . . . 1802--1826
             Tucker McElroy and   
            Dimitris N. Politis   Computer-intensive rate estimation,
                                  diverging statistics and scanning  . . . 1827--1848

Annals of Statistics
Volume 35, Number 5, October, 2007

                Haonan Wang and   
                   J. S. Marron   Object oriented data analysis: Sets of
                                  trees  . . . . . . . . . . . . . . . . . 1849--1873
              M. J. Bayarri and   
                   D. Walsh and   
               J. O. Berger and   
                   J. Cafeo and   
           G. Garcia-Donato and   
                     F. Liu and   
                  J. Palomo and   
        R. J. Parthasarathy and   
                   R. Paulo and   
                       J. Sacks   Computer model validation with
                                  functional output  . . . . . . . . . . . 1874--1906
               Cristina Butucea   Goodness-of-fit testing and quadratic
                                  functional estimation from indirect
                                  observations . . . . . . . . . . . . . . 1907--1930
              Sourav Chatterjee   Estimation in spin glasses: A first step 1931--1946
              Arnaud Gloter and   
                  Marc Hoffmann   Estimation of the Hurst parameter from
                                  discrete noisy data  . . . . . . . . . . 1947--1974
                   T. Merkouris   Transform martingale estimating
                                  functions  . . . . . . . . . . . . . . . 1975--2000
             Boris Buchmann and   
                 Ngai Hang Chan   Asymptotic theory of least squares
                                  estimators for nearly unstable processes
                                  under strong dependence  . . . . . . . . 2001--2017
                 Leah Jager and   
                 Jon A. Wellner   Goodness-of-fit tests via
                                  phi-divergences  . . . . . . . . . . . . 2018--2053
                  Heping He and   
             Thomas A. Severini   Higher-order asymptotic normality of
                                  approximations to the modified signed
                                  likelihood ratio statistic for regular
                                  models . . . . . . . . . . . . . . . . . 2054--2074
                   Jay Bartroff   Asymptotically optimal multistage tests
                                  of simple hypotheses . . . . . . . . . . 2075--2105
             Jon A. Wellner and   
                     Ying Zhang   Two likelihood-based semiparametric
                                  estimation methods for panel count data
                                  with covariates  . . . . . . . . . . . . 2106--2142
                    Bing Li and   
                  Xiangrong Yin   On surrogate dimension reduction for
                                  measurement error regression: An
                                  invariance law . . . . . . . . . . . . . 2143--2172
                    Hui Zou and   
              Trevor Hastie and   
              Robert Tibshirani   On the ``degrees of freedom'' of the
                                  lasso  . . . . . . . . . . . . . . . . . 2173--2192
                Franz Merkl and   
                Leila Mohammadi   Optimal third root asymptotic bounds in
                                  the statistical estimation of thresholds 2193--2218
          Lawrence D. Brown and   
                      M. Levine   Variance estimation in nonparametric
                                  regression via the difference sequence
                                  method . . . . . . . . . . . . . . . . . 2219--2232
               Jiming Jiang and   
                 Yihui Luan and   
                   You-Gan Wang   Iterative estimating equations: Linear
                                  convergence and asymptotic properties    2233--2260
           Felix Abramovich and   
           Vadim Grinshtein and   
                Marianna Pensky   On optimality of Bayesian testimation in
                                  the normal means problem . . . . . . . . 2261--2286
           Denis Belomestny and   
              Vladimir Spokoiny   Spatial aggregation of local likelihood
                                  estimates with applications to
                                  classification . . . . . . . . . . . . . 2287--2311

Annals of Statistics
Volume 35, Number 6, December, 2007

            Emmanuel Candes and   
                    Terence Tao   The Dantzig selector: Statistical
                                  estimation when $p$ is much larger than
                                  $n$  . . . . . . . . . . . . . . . . . . 2313--2351
                Peter J. Bickel   Discussion: The Dantzig selector:
                                  Statistical estimation when $p$ is much
                                  larger than $n$  . . . . . . . . . . . . 2352--2357
              Bradley Efron and   
              Trevor Hastie and   
              Robert Tibshirani   Discussion: The Dantzig selector:
                                  Statistical estimation when $p$ is much
                                  larger than $n$  . . . . . . . . . . . . 2358--2364
                T. Tony Cai and   
                      Jinchi Lv   Discussion: The Dantzig selector:
                                  Statistical estimation when $p$ is much
                                  larger than $n$  . . . . . . . . . . . . 2365--2369
                  Ya'acov Ritov   Discussion: The Dantzig selector:
                                  Statistical estimation when $p$ is much
                                  larger than $n$  . . . . . . . . . . . . 2370--2372
             N. Meinshausen and   
                   G. Rocha and   
                          B. Yu   Discussion: A tale of three cousins:
                                  Lasso, L2Boosting and Dantzig  . . . . . 2373--2384
     Michael P. Friedlander and   
            Michael A. Saunders   Discussion: The Dantzig selector:
                                  Statistical estimation when $p$ is much
                                  larger than $n$  . . . . . . . . . . . . 2385--2391
          Emmanuel Cand\`es and   
                    Terence Tao   Rejoinder: The Dantzig selector:
                                  Statistical estimation when $p$ is much
                                  larger than $n$  . . . . . . . . . . . . 2392--2404
                Sanat K. Sarkar   Stepup procedures controlling
                                  generalized FWER and generalized FDR . . 2405--2420
                T. Tony Cai and   
                Jiashun Jin and   
                    Mark G. Low   Estimation and confidence sets for
                                  sparse normal mixtures . . . . . . . . . 2421--2449
                    Yuhong Yang   Consistency of cross validation for
                                  comparing regression procedures  . . . . 2450--2473
                    Li Wang and   
                    Lijian Yang   Spline-backfitted kernel smoothing of
                                  nonlinear additive autoregression model  2474--2503
                 Sam Efromovich   Conditional density estimation in a
                                  regression setting . . . . . . . . . . . 2504--2535
          Fadoua Balabdaoui and   
                 Jon A. Wellner   Estimation of a $k$-monotone density:
                                  Limit distribution theory and the spline
                                  connection . . . . . . . . . . . . . . . 2536--2564
                 Hongtu Zhu and   
          Joseph G. Ibrahim and   
                 Sikyum Lee and   
                   Heping Zhang   Perturbation selection and influence
                                  measures in local influence analysis . . 2565--2588
           Joel L. Horowitz and   
                    Enno Mammen   Rate-optimal estimation for a general
                                  class of nonparametric regression models
                                  with unknown link functions  . . . . . . 2589--2619
                 Peter Hall and   
                     Yanyuan Ma   Testing the suitability of polynomial
                                  models in errors-in-variables problems   2620--2638
            Aurore Delaigle and   
                 Peter Hall and   
         Hans-Georg Müller   Accelerated convergence for
                                  nonparametric regression with coarsened
                                  predictors . . . . . . . . . . . . . . . 2639--2653
                    Yingcun Xia   A constructive approach to the
                                  estimation of dimension reduction
                                  directions . . . . . . . . . . . . . . . 2654--2690
             Hock Peng Chan and   
                   Wei-Liem Loh   Some theoretical results on neural spike
                                  train probability models . . . . . . . . 2691--2722
              Cynthia Rudin and   
         Robert E. Schapire and   
              Ingrid Daubechies   Analysis of boosting algorithms using
                                  the smooth margin function . . . . . . . 2723--2768
Gábor J. Székely and   
             Maria L. Rizzo and   
                Nail K. Bakirov   Measuring and testing dependence by
                                  correlation of distances . . . . . . . . 2769--2794
                    Yan Sun and   
              Wenyang Zhang and   
                    Howell Tong   Estimation of the covariance matrix of
                                  random effects in longitudinal studies   2795--2814
Miklós Csörg\Ho and   
        Barbara Szyszkowicz and   
                    Lihong Wang   Strong invariance principles for
                                  sequential Bahadur--Kiefer and Vervaat
                                  error processes of long-range dependent
                                  sequences  . . . . . . . . . . . . . . . 2815--2817


Annals of Statistics
Volume 36, Number 1, February, 2008

               J. E. Taylor and   
                  K. J. Worsley   Random fields of multivariate test
                                  statistics, with applications to shape
                                  analysis . . . . . . . . . . . . . . . . 1--27
              John Lafferty and   
                Larry Wasserman   Rodeo: Sparse, greedy nonparametric
                                  regression . . . . . . . . . . . . . . . 28--63
           Andrew R. Barron and   
               Albert Cohen and   
            Wolfgang Dahmen and   
               Ronald A. DeVore   Approximation and learning by greedy
                                  algorithms . . . . . . . . . . . . . . . 64--94
    Omiros Papaspiliopoulos and   
                 Gareth Roberts   Stability of the Gibbs sampler for
                                  Bayesian hierarchical models . . . . . . 95--117
Matías Salibian-Barrera and   
         Víctor J. Yohai   High breakdown point robust regression
                                  with censored data . . . . . . . . . . . 118--146
                  Jian-Jian Ren   Weighted empirical likelihood in some
                                  two-sample semiparametric models with
                                  various types of censored data . . . . . 147--166
               Song Xi Chen and   
                   Jiti Gao and   
                Cheng Yong Tang   A test for model specification of
                                  diffusion processes  . . . . . . . . . . 167--198
            Peter J. Bickel and   
               Elizaveta Levina   Regularized estimation of large
                                  covariance matrices  . . . . . . . . . . 199--227
                 Kyusang Yu and   
             Byeong U. Park and   
                    Enno Mammen   Smooth backfitting in generalized
                                  additive models  . . . . . . . . . . . . 228--260
                   Runze Li and   
                      Hua Liang   Variable selection in semiparametric
                                  regression modeling  . . . . . . . . . . 261--286
                Peter Radchenko   Mixed-rates asymptotics  . . . . . . . . 287--309
              Marc Hoffmann and   
                   Markus Reiss   Nonlinear estimation for linear inverse
                                  problems with error in the operator  . . 310--336
                Sanat K. Sarkar   Generalizing Simes' test and Hochberg's
                                  stepup procedure . . . . . . . . . . . . 337--363
                    Wei Biao Wu   On false discovery control under
                                  dependence . . . . . . . . . . . . . . . 364--380
                 Peter Hall and   
                    Jiashun Jin   Properties of higher criticism under
                                  strong dependence  . . . . . . . . . . . 381--402
              F. Jay Breidt and   
                Jean D. Opsomer   Endogenous post-stratification in
                                  surveys: Classifying with a
                                  sample-fitted model  . . . . . . . . . . 403--427
                    X. Fang and   
                  A. S. Hedayat   Locally $D$-optimal designs based on a
                                  class of composed models resulted from
                                  blending Emax and one-compartment models 428--444
                Hongquan Xu and   
               Ching-Shui Cheng   A complementary design theory for
                                  doubling . . . . . . . . . . . . . . . . 445--457
                Hongwen Guo and   
                   Hira L. Koul   Asymptotic inference in some
                                  heteroscedastic regression models with
                                  long memory design and errors  . . . . . 458--487

Annals of Statistics
Volume 36, Number 2, April, 2008

           Gilles Blanchard and   
           Olivier Bousquet and   
                 Pascal Massart   Statistical performance of support
                                  vector machines  . . . . . . . . . . . . 489--531
            James P. Hobert and   
                 Dobrin Marchev   A theoretical comparison of the data
                                  augmentation, marginal augmentation and
                                  PX--DA algorithms  . . . . . . . . . . . 532--554
         Ulrike von Luxburg and   
             Mikhail Belkin and   
               Olivier Bousquet   Consistency of spectral clustering . . . 555--586
                 Jian Huang and   
           Joel L. Horowitz and   
                    Shuangge Ma   Asymptotic properties of bridge
                                  estimators in sparse high-dimensional
                                  regression models  . . . . . . . . . . . 587--613
            Sara A. van de Geer   High-dimensional generalized linear
                                  models and the lasso . . . . . . . . . . 614--645
                   Lie Wang and   
          Lawrence D. Brown and   
                T. Tony Cai and   
                 Michael Levine   Effect of mean on variance function
                                  estimation in nonparametric regression   646--664
            Aurore Delaigle and   
                 Peter Hall and   
              Alexander Meister   On deconvolution with repeated
                                  measurements . . . . . . . . . . . . . . 665--685
              Oliver Linton and   
            Stefan Sperlich and   
            Ingrid Van Keilegom   Estimation of a semiparametric
                                  transformation model . . . . . . . . . . 686--718
           Ethan B. Anderes and   
               Michael L. Stein   Estimating deformations of isotropic
                                  Gaussian random fields on the plane  . . 719--741
           Piotr Fryzlewicz and   
        Theofanis Sapatinas and   
             Suhasini Subba Rao   Normalized least-squares estimation in
                                  time-varying ARCH models . . . . . . . . 742--786
          George V. Moustakides   Sequential change detection revisited    787--807
              Xiaohong Chen and   
                   Han Hong and   
             Alessandro Tarozzi   Semiparametric efficiency in GMM models
                                  with auxiliary data  . . . . . . . . . . 808--843
Stéphan Clémençon and   
        Gábor Lugosi and   
                Nicolas Vayatis   Ranking and Empirical Minimization of
                                  $U$-statistics . . . . . . . . . . . . . 844--874
       Christopher Genovese and   
                Larry Wasserman   Adaptive confidence bands  . . . . . . . 875--905
          Yacine A\"\it-Sahalia   Closed-form likelihood expansions for
                                  multivariate diffusions  . . . . . . . . 906--937
            Antoine Chambaz and   
                Judith Rousseau   Bounds for Bayesian order identification
                                  with application to mixtures . . . . . . 938--962
            James O. Berger and   
                    Dongchu Sun   Objective priors for the bivariate
                                  normal model . . . . . . . . . . . . . . 963--982
           Bruce G. Lindsay and   
         Marianthi Markatou and   
                Surajit Ray and   
                    Ke Yang and   
                 Shu-Chuan Chen   Quadratic distances on probabilities: A
                                  unified foundation . . . . . . . . . . . 983--1006
                 Zhengjun Zhang   Quotient correlation: A sample based
                                  alternative to Pearson's correlation . . 1007--1030

Annals of Statistics
Volume 36, Number 3, June, 2008

            Piet Groeneboom and   
        Marloes H. Maathuis and   
                 Jon A. Wellner   Current status data with competing
                                  risks: Consistency and rates of
                                  convergence of the MLE . . . . . . . . . 1031--1063
            Piet Groeneboom and   
        Marloes H. Maathuis and   
                 Jon A. Wellner   Current status data with competing
                                  risks: Limiting distribution of the MLE  1064--1089
            Dibyen Majumdar and   
                   John Stufken   Optimal designs for mixed models in
                                  experiments based on ordered units . . . 1090--1107
                    Hui Zou and   
                      Ming Yuan   Composite quantile regression and the
                                  oracle model selection theory  . . . . . 1108--1126
                 Sam Efromovich   Adaptive estimation of and oracle
                                  inequalities for probability densities
                                  and characteristic functions . . . . . . 1127--1155
          Lawrence D. Brown and   
           Edward I. George and   
                       Xinyi Xu   Admissible predictive density estimation 1156--1170
             Thomas Hofmann and   
    Bernhard Schölkopf and   
             Alexander J. Smola   Kernel methods in machine learning . . . 1171--1220
      Snigdhansu Chatterjee and   
              Partha Lahiri and   
                      Huilin Li   Parametric bootstrap approximation to
                                  the distribution of EBLUP and related
                                  prediction intervals in linear mixed
                                  models . . . . . . . . . . . . . . . . . 1221--1245
                     P. E. Jupp   Data-driven Sobolev tests of uniformity
                                  on compact Riemannian manifolds  . . . . 1246--1260
                Marc Hallin and   
               Davy Paindaveine   Optimal rank-based tests for homogeneity
                                  of scatter . . . . . . . . . . . . . . . 1261--1298
                     Jun Li and   
                  Regina Y. Liu   Multivariate spacings based on data
                                  depth: I. Construction of nonparametric
                                  multivariate tolerance regions . . . . . 1299--1323
Luis A. García-Escudero and   
          Alfonso Gordaliza and   
       Carlos Matrán and   
             Agustin Mayo-Iscar   A general trimming approach to robust
                                  cluster Analysis . . . . . . . . . . . . 1324--1345
                 Angelika Rohde   Adaptive goodness-of-fit tests based on
                                  signed ranks . . . . . . . . . . . . . . 1346--1374
                Yuval Nardi and   
          David O. Siegmund and   
                 Benjamin Yakir   The distribution of maxima of
                                  approximately Gaussian random fields . . 1375--1403
Jean-François Coeurjolly   Hurst exponent estimation of locally
                                  self-similar Gaussian processes using
                                  sample quantiles . . . . . . . . . . . . 1404--1434
        A. W. van der Vaart and   
               J. H. van Zanten   Rates of contraction of posterior
                                  distributions based on Gaussian process
                                  priors . . . . . . . . . . . . . . . . . 1435--1463
                  Judith J. Lok   Statistical modeling of causal effects
                                  in continuous time . . . . . . . . . . . 1464--1507
               Keh-Shin Lii and   
              Murray Rosenblatt   Estimation for almost periodic processes 1508--1508

Annals of Statistics
Volume 36, Number 4, August, 2008

                    Hui Zou and   
                       Runze Li   One-step sparse estimates in nonconcave
                                  penalized likelihood models  . . . . . . 1509--1533
        Peter Bühlmann and   
                    Lukas Meier   Discussion: One-step sparse estimates in
                                  nonconcave penalized likelihood models   1534--1541
                   Xiao-Li Meng   Discussion: One-step sparse estimates in
                                  nonconcave penalized likelihood models:
                                  Who cares if it is a white cat or a
                                  black cat? . . . . . . . . . . . . . . . 1542--1552
                  Cun-Hui Zhang   Discussion: One-step sparse estimates in
                                  nonconcave penalized likelihood models   1553--1560
                    Hui Zou and   
                       Runze Li   Rejoinder: One-step sparse estimates in
                                  nonconcave penalized likelihood models   1561--1566
              Cun-Hui Zhang and   
                     Jian Huang   The sparsity and bias of the Lasso
                                  selection in high-dimensional linear
                                  regression . . . . . . . . . . . . . . . 1567--1594
              Debashis Paul and   
                  Eric Bair and   
              Trevor Hastie and   
              Robert Tibshirani   ``Preconditioning'' for feature
                                  selection and regression in
                                  high-dimensional problems  . . . . . . . 1595--1618
                  Ion Grama and   
              Vladimir Spokoiny   Statistics of extremes by oracle
                                  estimation . . . . . . . . . . . . . . . 1619--1648
               Jianhui Zhou and   
                      Xuming He   Dimension reduction based on constrained
                                  canonical correlation and variable
                                  filtering  . . . . . . . . . . . . . . . 1649--1668
               Jiming Jiang and   
               J. Sunil Rao and   
                Zhonghua Gu and   
                   Thuan Nguyen   Fence methods for mixed model selection  1669--1692
             Chunming Zhang and   
                         Tao Yu   Semiparametric detection of significant
                                  activation for brain fMRI  . . . . . . . 1693--1725
           Ery Arias-Castro and   
       Emmanuel J. Cand\`es and   
            Hannes Helgason and   
                  Ofer Zeitouni   Searching for a trail of evidence in a
                                  maze . . . . . . . . . . . . . . . . . . 1726--1757
          Lutz Dümbgen and   
           Günther Walther   Multiscale inference about a density . . 1758--1785
                Guang Cheng and   
             Michael R. Kosorok   Higher order semiparametric frequentist
                                  inference with the profile sampler . . . 1786--1818
                Guang Cheng and   
             Michael R. Kosorok   General frequentist properties of the
                                  posterior profile distribution . . . . . 1819--1853
               Zhibiao Zhao and   
                    Wei Biao Wu   Confidence bands in nonparametric time
                                  series regression  . . . . . . . . . . . 1854--1878
Sébastien Van Bellegem and   
               Rainer von Sachs   Locally adaptive estimation of
                                  evolutionary wavelet spectra . . . . . . 1879--1924
                E. Moulines and   
                  F. Roueff and   
                    M. S. Taqqu   A wavelet Whittle estimator of the
                                  memory parameter of a nonstationary
                                  Gaussian time series . . . . . . . . . . 1925--1956
              Markus Reiß   Asymptotic equivalence for nonparametric
                                  regression with multivariate and random
                                  design . . . . . . . . . . . . . . . . . 1957--1982
                   Wei-Liem Loh   A multivariate central limit theorem for
                                  randomized orthogonal array sampling
                                  designs in computer experiments  . . . . 1983--2023

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

                T. Tony Cai and   
                       Lie Wang   Adaptive variance function estimation in
                                  heteroscedastic nonparametric regression 2025--2054
          Lawrence D. Brown and   
                T. Tony Cai and   
               Harrison H. Zhou   Robust nonparametric estimation via
                                  wavelet median regression  . . . . . . . 2055--2084
              Li-Shan Huang and   
                   Jianwei Chen   Analysis of variance, coefficient of
                                  determination and $F$-test for local
                                  polynomial regression  . . . . . . . . . 2085--2109
                 Peter Hall and   
            Soumendra N. Lahiri   Estimation of distributions, moments and
                                  quantiles in deconvolution problems  . . 2110--2134
                 Peter Hall and   
             Byeong U. Park and   
            Richard J. Samworth   Choice of neighbor order in
                                  nearest-neighbor classification  . . . . 2135--2152
           Nikolai Leonenko and   
               Luc Pronzato and   
                  Vippal Savani   A class of Rényi information estimators
                                  for multidimensional densities . . . . . 2153--2182
                A. Juditsky and   
                P. Rigollet and   
                 A. B. Tsybakov   Learning by mirror averaging . . . . . . 2183--2206
               Wenxin Jiang and   
               Martin A. Tanner   Gibbs posterior for variable selection
                                  in high-dimensional classification and
                                  data mining  . . . . . . . . . . . . . . 2207--2231
               Clifford Lam and   
                   Jianqing Fan   Profile-kernel likelihood inference with
                                  diverging number of parameters . . . . . 2232--2260
              Mathias Drton and   
     Hél\`ene Massam and   
                   Ingram Olkin   Moments of minors of Wishart matrices    2261--2283
    Juan A. Cuesta-Albertos and   
       Carlos Matrán and   
      Agustín Mayo-Iscar   Trimming and likelihood: Robust location
                                  and dispersion estimation in the
                                  elliptical model . . . . . . . . . . . . 2284--2318
                    Art B. Owen   Local antithetic sampling with scrambled
                                  nets . . . . . . . . . . . . . . . . . . 2319--2343
                Randal Douc and   
                  Eric Moulines   Limit theorems for weighted samples with
                                  applications to sequential Monte Carlo
                                  methods  . . . . . . . . . . . . . . . . 2344--2376
          Alexandre Belloni and   
                 Gustavo Didier   On the Behrens--Fisher problem: A
                                  globally convergent algorithm and a
                                  finite-sample study of the Wald, LR and
                                  LM tests . . . . . . . . . . . . . . . . 2377--2408
            Richard D. Gill and   
         Peter D. Grünwald   An algorithmic and a geometric
                                  characterization of coarsening at random 2409--2422
            Morris L. Eaton and   
            James P. Hobert and   
             Galin L. Jones and   
                    Wen-Lin Lai   Evaluation of formal posterior
                                  distributions via Markov chain arguments 2423--2452
             Ngai Hang Chan and   
                   Shiqing Ling   Residual empirical processes for long
                                  and short memory time series . . . . . . 2453--2470
                N. Chamandy and   
              K. J. Worsley and   
                  J. Taylor and   
                    F. Gosselin   Tilted Euler characteristic densities
                                  for Central Limit random fields, with
                                  application to ``bubbles'' . . . . . . . 2471--2507
                 P. M. Robinson   Multiple local Whittle estimation in
                                  stationary systems . . . . . . . . . . . 2508--2530
           Nicolas Privault and   
       Anthony Réveillac   Stein estimation for the drift of
                                  Gaussian processes using the Malliavin
                                  calculus . . . . . . . . . . . . . . . . 2531--2550

Annals of Statistics
Volume 36, Number 6, December, 2008

                   Peter Bickel   Random matrix theory: A program of the
                                  Statistics and Applied Mathematical
                                  Sciences Institute (SAMSI) . . . . . . . 2551--2552
           Greg W. Anderson and   
                  Ofer Zeitouni   A CLT for regularized sample covariance
                                  matrices . . . . . . . . . . . . . . . . 2553--2576
            Peter J. Bickel and   
               Elizaveta Levina   Covariance regularization by
                                  thresholding . . . . . . . . . . . . . . 2577--2604
               Jianqing Fan and   
                   Yingying Fan   High-dimensional classification using
                                  features annealed independence rules . . 2605--2637
              Iain M. Johnstone   Multivariate analysis and Jacobi
                                  ensembles: Largest eigenvalue,
                                  Tracy--Widom limits and rates of
                                  convergence  . . . . . . . . . . . . . . 2638--2716
           Noureddine El Karoui   Operator norm consistent estimation of
                                  large-dimensional sparse covariance
                                  matrices . . . . . . . . . . . . . . . . 2717--2756
           Noureddine El Karoui   Spectrum estimation for large
                                  dimensional covariance matrices using
                                  random matrix theory . . . . . . . . . . 2757--2790
                    Boaz Nadler   Finite sample approximation results for
                                  principal component analysis: A matrix
                                  perturbation approach  . . . . . . . . . 2791--2817
            Bala Rajaratnam and   
     Hél\`ene Massam and   
             Carlos M. Carvalho   Flexible covariance estimation in
                                  graphical Gaussian models  . . . . . . . 2818--2849
                 N. Raj Rao and   
             James A. Mingo and   
            Roland Speicher and   
                   Alan Edelman   Statistical eigen-inference from large
                                  Wishart matrices . . . . . . . . . . . . 2850--2885
          Armin Schwartzman and   
      Walter F. Mascarenhas and   
             Jonathan E. Taylor   Inference for eigenvalues and
                                  eigenvectors of Gaussian symmetric
                                  matrices . . . . . . . . . . . . . . . . 2886--2919


Annals of Statistics
Volume 37, Number 1, February, 2009

               Michal Benko and   
       Wolfgang Härdle and   
                    Alois Kneip   Common functional principal components   1--34
         Christophe Crambes and   
                Alois Kneip and   
                   Pascal Sarda   Smoothing splines estimators for
                                  functional linear regression . . . . . . 35--72
            Marianna Pensky and   
            Theofanis Sapatinas   Functional deconvolution in a periodic
                                  setting: Uniform case  . . . . . . . . . 73--104
             Nils Lid Hjort and   
              Stephen G. Walker   Quantile pyramids for Bayesian
                                  nonparametrics . . . . . . . . . . . . . 105--131
               Hira L. Koul and   
                   Weixing Song   Minimum distance regression model
                                  checking with Berkson measurement errors 132--156
                Leif Boysen and   
               Angela Kempe and   
          Volkmar Liebscher and   
                  Axel Munk and   
                   Olaf Wittich   Consistencies and rates of convergence
                                  of jump-penalized least squares
                                  estimators . . . . . . . . . . . . . . . 157--183
      Yacine A\"\it-Sahalia and   
                     Jean Jacod   Testing for jumps in a discretely
                                  observed process . . . . . . . . . . . . 184--222
          Alexandros Beskos and   
    Omiros Papaspiliopoulos and   
                 Gareth Roberts   Monte Carlo maximum likelihood
                                  estimation for discretely observed
                                  diffusion processes  . . . . . . . . . . 223--245
        Nicolai Meinshausen and   
                         Bin Yu   Lasso-type recovery of sparse
                                  representations for high-dimensional
                                  data . . . . . . . . . . . . . . . . . . 246--270
            Christian Y. Robert   Inference for the limiting cluster size
                                  distribution of extreme values . . . . . 271--310
           Fatemah Alqallaf and   
           Stefan Van Aelst and   
            Victor J. Yohai and   
                 Ruben H. Zamar   Propagation of outliers in multivariate
                                  data . . . . . . . . . . . . . . . . . . 311--331
               Sandy Clarke and   
                     Peter Hall   Robustness of multiple testing
                                  procedures against dependence  . . . . . 332--358
              Daniel J. Nordman   A note on the stationary bootstrap's
                                  variance . . . . . . . . . . . . . . . . 359--370
                  Fang Fang and   
                  Quan Hong and   
                       Jun Shao   A pseudo empirical likelihood approach
                                  for stratified samples with nonresponse  371--393
                Yanqing Sun and   
           Peter B. Gilbert and   
                Ian W. McKeague   Proportional hazards models with
                                  continuous marks . . . . . . . . . . . . 394--426
                  Yong Zhou and   
                      Hua Liang   Statistical inference for semiparametric
                                  varying-coefficient partially linear
                                  models with error-prone linear
                                  covariates . . . . . . . . . . . . . . . 427--458
                  Gerhard Osius   Asymptotic inference for semiparametric
                                  association models . . . . . . . . . . . 459--489
                  Dong Wang and   
                   Song Xi Chen   Empirical likelihood for estimating
                                  equations with missing values  . . . . . 490--517
                   Min Yang and   
                   John Stufken   Support points of locally optimal
                                  designs for nonlinear models with two
                                  parameters . . . . . . . . . . . . . . . 518--541
        Alexander Goldenshluger   A universal procedure for aggregating
                                  estimators . . . . . . . . . . . . . . . 542--568

Annals of Statistics
Volume 37, Number 2, April, 2009

                T. Tony Cai and   
               Harrison H. Zhou   A data-driven block thresholding
                                  approach to wavelet estimation . . . . . 569--595
              Helmut Finner and   
          Thorsten Dickhaus and   
                  Markus Roters   On the false discovery rate and an
                                  asymptotically optimal rejection curve   596--618
             Yulia Gavrilov and   
             Yoav Benjamini and   
                Sanat K. Sarkar   An adaptive step-down procedure with
                                  proven FDR control under independence    619--629
             Yannick Baraud and   
          Christophe Giraud and   
                    Sylvie Huet   Gaussian model selection with an unknown
                                  variance . . . . . . . . . . . . . . . . 630--672
               Huiliang Xie and   
                     Jian Huang   SCAD-penalized regression in
                                  high-dimensional partially linear models 673--696
         Christophe Andrieu and   
              Gareth O. Roberts   The pseudo-marginal approach for
                                  efficient Monte Carlo computations . . . 697--725
               Tailen Hsing and   
                      Haobo Ren   An RKHS formulation of the inverse
                                  regression dimension-reduction problem   726--755
           Huixia Judy Wang and   
                Mendel Fygenson   Inference for censored quantile
                                  regression models in longitudinal
                                  studies  . . . . . . . . . . . . . . . . 756--781
            Geurt Jongbloed and   
        Frank H. van der Meulen   Estimating a concave distribution
                                  function from data corrupted with
                                  additive noise . . . . . . . . . . . . . 782--815
                 Nora Muler and   
         Daniel Peña and   
         Víctor J. Yohai   Robust estimation for ARMA models  . . . 816--840
             Ingo Steinwart and   
                  Marian Anghel   Consistency of support vector machines
                                  for forecasting the evolution of an
                                  unknown ergodic dynamical system from
                                  observations with unknown noise  . . . . 841--875
            XuanLong Nguyen and   
       Martin J. Wainwright and   
              Michael I. Jordan   On surrogate loss functions and
                                  $f$-divergences  . . . . . . . . . . . . 876--904
            James O. Berger and   
    José M. Bernardo and   
                    Dongchu Sun   The formal definition of reference
                                  priors . . . . . . . . . . . . . . . . . 905--938
               R. M. Dudley and   
             Sergiy Sidenko and   
                    Zuoqin Wang   Differentiability of $t$-functionals of
                                  location and scatter . . . . . . . . . . 939--960
      Giovanni M. Marchetti and   
                  Nanny Wermuth   Matrix representations and
                                  independencies in directed acyclic
                                  graphs . . . . . . . . . . . . . . . . . 961--978
                  Mathias Drton   Likelihood ratio tests and singularities 979--1012
         Wojciech Olszewski and   
                Alvaro Sandroni   A nonmanipulable test  . . . . . . . . . 1013--1039
           Michael Nussbaum and   
                 Arleta Szko\la   The Chernoff lower bound for symmetric
                                  quantum hypothesis testing . . . . . . . 1040--1057
               Caterina May and   
                 Nancy Flournoy   Asymptotics in response-adaptive designs
                                  generated by a two-color, randomly
                                  reinforced urn . . . . . . . . . . . . . 1058--1078

Annals of Statistics
Volume 37, Number 3, June, 2009

             Nils Lid Hjort and   
            Ian W. McKeague and   
            Ingrid Van Keilegom   Extending the scope of empirical
                                  likelihood . . . . . . . . . . . . . . . 1079--1111
            N. Balakrishnan and   
                   Xingqiu Zhao   New multi-sample nonparametric tests for
                                  panel count data . . . . . . . . . . . . 1112--1149
                   P. Baldi and   
           G. Kerkyacharian and   
               D. Marinucci and   
                      D. Picard   Asymptotics for spherical needlets . . . 1150--1171
           Ery Arias-Castro and   
                David L. Donoho   Does median filtering truly preserve
                                  edges better than linear filtering?  . . 1172--1206
             George Casella and   
     F. Javier Girón and   
    M. Lina Martínez and   
            Elías Moreno   Consistency of Bayesian procedures for
                                  variable selection . . . . . . . . . . . 1207--1228
              Debashis Paul and   
                       Jie Peng   Consistency of restricted maximum
                                  likelihood estimators of principal
                                  components . . . . . . . . . . . . . . . 1229--1271
                    Bing Li and   
                   Yuexiao Dong   Dimension reduction for nonelliptically
                                  distributed predictors . . . . . . . . . 1272--1298
          Fadoua Balabdaoui and   
            Kaspar Rufibach and   
                 Jon A. Wellner   Limit distribution theory for maximum
                                  likelihood estimation of a log-concave
                                  density  . . . . . . . . . . . . . . . . 1299--1331
          Vladimir Koltchinskii   Sparse recovery in convex hulls via
                                  entropy penalization . . . . . . . . . . 1332--1359
        Anatoli B. Juditsky and   
             Oleg V. Lepski and   
          Alexandre B. Tsybakov   Nonparametric estimation of composite
                                  functions  . . . . . . . . . . . . . . . 1360--1404
              Vladimir Spokoiny   Multiscale local change point detection
                                  with applications to value-at-risk . . . 1405--1436
       Tyler J. VanderWeele and   
                James M. Robins   Minimal sufficient causation and
                                  directed acyclic graphs  . . . . . . . . 1437--1465
              Hua-Hua Chang and   
                  Zhiliang Ying   Nonlinear sequential designs for
                                  logistic item response theory models
                                  with applications to computerized
                                  adaptive tests . . . . . . . . . . . . . 1466--1488
              Malka Gorfine and   
            David M. Zucker and   
                         Li Hsu   Case-control survival analysis with a
                                  general semiparametric shared frailty
                                  model: A pseudo full likelihood approach 1489--1517
               Arthur Cohen and   
       Harold B. Sackrowitz and   
                       Minya Xu   A new multiple testing method in the
                                  dependent case . . . . . . . . . . . . . 1518--1544
            Sanat K. Sarkar and   
                      Wenge Guo   On a generalized false discovery rate    1545--1565
              Vladimir Vovk and   
           Ilia Nouretdinov and   
                 Alex Gammerman   On-line predictive linear regression . . 1566--1590

Annals of Statistics
Volume 37, Number 4, August, 2009

             Jean-Yves Audibert   Fast learning rates in statistical
                                  inference through aggregation  . . . . . 1591--1646
               Wenhua Jiang and   
                  Cun-Hui Zhang   General maximum likelihood empirical
                                  Bayes estimation of normal means . . . . 1647--1684
          Lawrence D. Brown and   
              Eitan Greenshtein   Nonparametric empirical Bayes and
                                  compound decision approaches to
                                  estimation of a high-dimensional vector
                                  of normal means  . . . . . . . . . . . . 1685--1704
            Peter J. Bickel and   
              Ya'acov Ritov and   
          Alexandre B. Tsybakov   Simultaneous analysis of Lasso and
                                  Dantzig selector . . . . . . . . . . . . 1705--1732
                    Hui Zou and   
                Hao Helen Zhang   On the adaptive elastic-net with a
                                  diverging number of parameters . . . . . 1733--1751
                    Yan Lan and   
         Moulinath Banerjee and   
             George Michailidis   Change-point estimation under adaptive
                                  sampling . . . . . . . . . . . . . . . . 1752--1791
                 Jean Jacod and   
                 Viktor Todorov   Testing for common arrivals of jumps for
                                  discretely observed multidimensional
                                  processes  . . . . . . . . . . . . . . . 1792--1838
                    Xia Cui and   
               Wensheng Guo and   
                     Lu Lin and   
                     Lixing Zhu   Covariate-adjusted nonlinear regression  1839--1870
             Kenji Fukumizu and   
            Francis R. Bach and   
              Michael I. Jordan   Kernel dimension reduction in regression 1871--1905
         Pierpaolo De Blasi and   
           Giovanni Peccati and   
             Igor Prünster   Asymptotics for posterior hazards  . . . 1906--1945
               Beth Andrews and   
             Matthew Calder and   
               Richard A. Davis   Maximum likelihood estimation for $
                                  \alpha $-stable autoregressive processes 1946--1982
             Paul Malliavin and   
           Maria Elvira Mancino   A Fourier transform method for
                                  nonparametric estimation of multivariate
                                  volatility . . . . . . . . . . . . . . . 1983--2010
          Alexandre Belloni and   
            Victor Chernozhukov   On the computational complexity of
                                  MCMC-based estimators in large samples   2011--2055
               Holger Dette and   
                Stefanie Titoff   Optimal discrimination designs . . . . . 2056--2082

Annals of Statistics
Volume 37, Number 5A, October, 2009

            Gareth M. James and   
                  Jing Wang and   
                         Ji Zhu   Functional linear regression that's
                                  interpretable  . . . . . . . . . . . . . 2083--2108
                     Tong Zhang   Some sharp performance bounds for least
                                  squares regression with $ L_1 $
                                  regularization . . . . . . . . . . . . . 2109--2144
       Emmanuel J. Cand\`es and   
                     Yaniv Plan   Near-ideal model selection by $ \ell_1 $
                                  minimization . . . . . . . . . . . . . . 2145--2177
            Larry Wasserman and   
                 Kathryn Roeder   High-dimensional variable selection  . . 2178--2201
      Yacine A\"\it-Sahalia and   
                     Jean Jacod   Estimating the degree of activity of
                                  jumps in high frequency data . . . . . . 2202--2244
          Ursula U. Müller   Estimating linear functionals in
                                  nonlinear regression with responses
                                  missing at random  . . . . . . . . . . . 2245--2277
        Anatoli B. Juditsky and   
           Arkadi S. Nemirovski   Nonparametric estimation by convex
                                  programming  . . . . . . . . . . . . . . 2278--2300
                   Jan Johannes   Deconvolution with unknown error
                                  distribution . . . . . . . . . . . . . . 2301--2323
              Ethan Anderes and   
              Sourav Chatterjee   Consistent estimates of deformed
                                  isotropic Gaussian random fields on the
                                  plane  . . . . . . . . . . . . . . . . . 2324--2350
                    Bin Nan and   
        John D. Kalbfleisch and   
                    Menggang Yu   Asymptotic theory for the semiparametric
                                  accelerated failure time model with
                                  missing data . . . . . . . . . . . . . . 2351--2376
              Wenyang Zhang and   
               Jianqing Fan and   
                        Yan Sun   A semiparametric model for cluster data  2377--2408
                   Rui Song and   
         Michael R. Kosorok and   
                  Jason P. Fine   On asymptotically optimal tests under
                                  loss of identifiability in
                                  semiparametric models  . . . . . . . . . 2409--2444
      Marian Grendár and   
                   George Judge   Asymptotic equivalence of empirical
                                  likelihood and Bayesian MAP  . . . . . . 2445--2457
                        Ao Yuan   Bayesian frequentist hybrid inference    2458--2501
            Surya T. Tokdar and   
                Ryan Martin and   
               Jayanta K. Ghosh   Consistency of a recursive estimate of
                                  mixing distributions . . . . . . . . . . 2502--2522
                Jiahua Chen and   
                     Pengfei Li   Hypothesis test for normal mixture
                                  models: The EM approach  . . . . . . . . 2523--2542
                 Feifang Hu and   
               Li-Xin Zhang and   
                      Xuming He   Efficient randomized-adaptive designs    2543--2560
       Frederick K. H. Phoa and   
                    Hongquan Xu   Quarter-fraction factorial designs
                                  constructed via quaternary codes . . . . 2561--2581
              Cun-Hui Zhang and   
                    Zhiyi Zhang   Asymptotic normality of a nonparametric
                                  estimator of sample coverage . . . . . . 2582--2595

Annals of Statistics
Volume 37, Number 5B, October, 2009

               P. L. Davies and   
                   A. Kovac and   
                       M. Meise   Nonparametric regression, confidence
                                  regions and regularization . . . . . . . 2597--2625
                   Faming Liang   Improving SAMC using smoothing methods:
                                  Theory and applications to Bayesian
                                  model selection problems . . . . . . . . 2626--2654
        A. W. van der Vaart and   
               J. H. van Zanten   Adaptive Bayesian estimation using a
                                  Gaussian random field with inverse Gamma
                                  bandwidth  . . . . . . . . . . . . . . . 2655--2675
               Zhengyan Lin and   
                    Weidong Liu   On maxima of periodograms of stationary
                                  processes  . . . . . . . . . . . . . . . 2676--2695
                  Zhou Zhou and   
                    Wei Biao Wu   Local linear quantile estimation for
                                  nonstationary time series  . . . . . . . 2696--2729
           Jean-Marc Bardet and   
           Olivier Wintenberger   Asymptotic normality of the
                                  quasi-maximum likelihood estimator for
                                  multidimensional causal processes  . . . 2730--2759
                Aarti Singh and   
              Clayton Scott and   
                   Robert Nowak   Adaptive Hausdorff estimation of density
                                  level sets . . . . . . . . . . . . . . . 2760--2782
          Vladimir Spokoiny and   
             Céline Vial   Parameter tuning in pointwise adaptation
                                  using a propagation approach . . . . . . 2783--2807
              R. Ayesha Ali and   
       Thomas S. Richardson and   
                  Peter Spirtes   Markov equivalence for ancestral graphs  2808--2837
                    Hannes Leeb   Conditional predictive inference post
                                  model selection  . . . . . . . . . . . . 2838--2876
             Arash A. Amini and   
           Martin J. Wainwright   High-dimensional analysis of
                                  semidefinite relaxations for sparse
                                  principal components . . . . . . . . . . 2877--2921
             Alessandro Rinaldo   Properties and refinements of the fused
                                  lasso  . . . . . . . . . . . . . . . . . 2922--2952
         John H. J. Einmahl and   
                   Johan Segers   Maximum empirical likelihood estimation
                                  of the spectral measure of an
                                  extreme-value distribution . . . . . . . 2953--2989
           Christian Genest and   
                   Johan Segers   Rank-based inference for bivariate
                                  extreme-value copulas  . . . . . . . . . 2990--3022
               Marek Omelka and   
            Ir\`ene Gijbels and   
          Noël Veraverbeke   Improved kernel estimation of copulas:
                                  Weak convergence and goodness-of-fit
                                  testing  . . . . . . . . . . . . . . . . 3023--3058
        Alexander J. McNeil and   
     Johanna Ne\vslehová   Multivariate Archimedean copulas,
                                  $d$-monotone functions and $
                                  \ell_1$-norm symmetric distributions . . 3059--3097

Annals of Statistics
Volume 37, Number 6A, December, 2009

        Elizabeth S. Allman and   
           Catherine Matias and   
                 John A. Rhodes   Identifiability of parameters in latent
                                  structure models with many observed
                                  variables  . . . . . . . . . . . . . . . 3099--3132
        Marloes H. Maathuis and   
             Markus Kalisch and   
            Peter Bühlmann   Estimating high-dimensional intervention
                                  effects from observational data  . . . . 3133--3164
        Estate V. Khmaladze and   
                   Hira L. Koul   Goodness-of-fit problem for errors in
                                  nonparametric regression: Distribution
                                  free approach  . . . . . . . . . . . . . 3165--3185
               Yao-ban Chan and   
                     Peter Hall   Robust nearest-neighbor methods for
                                  classifying high-dimensional data  . . . 3186--3203
                T. Tony Cai and   
               Harrison H. Zhou   Asymptotic equivalence and adaptive
                                  estimation for robust nonparametric
                                  regression . . . . . . . . . . . . . . . 3204--3235
    Christopher R. Genovese and   
      Marco Perone-Pacifico and   
        Isabella Verdinelli and   
                Larry Wasserman   On the path density of a gradient field  3236--3271
            Victor M. Panaretos   On random tomography with unobservable
                                  projection angles  . . . . . . . . . . . 3272--3306
                 Peter Hall and   
     Hans-Georg Müller and   
                       Fang Yao   Estimation of functional derivatives . . 3307--3329
                    Juan Du and   
                  Hao Zhang and   
                V. S. Mandrekar   Fixed-domain asymptotic properties of
                                  tapered maximum likelihood estimators    3330--3361
                   P. Baldi and   
           G. Kerkyacharian and   
               D. Marinucci and   
                      D. Picard   Adaptive density estimation for
                                  directional data using needlets  . . . . 3362--3395
               Rafa\l Kulik and   
                  Marc Raimondo   Wavelet regression in random design with
                                  heteroscedastic dependent errors . . . . 3396--3430
     Hél\`ene Massam and   
                 Jinnan Liu and   
                   Adrian Dobra   A conjugate prior for discrete
                                  hierarchical log-linear models . . . . . 3431--3467
                  Peng Zhao and   
            Guilherme Rocha and   
                         Bin Yu   The composite absolute penalties family
                                  for grouped and hierarchical variable
                                  selection  . . . . . . . . . . . . . . . 3468--3497
                  Jinchi Lv and   
                   Yingying Fan   A unified approach to model selection
                                  and sparse recovery using regularized
                                  least squares  . . . . . . . . . . . . . 3498--3528
           Yoshihiro Yajima and   
               Yasumasa Matsuda   On nonparametric and semiparametric
                                  testing for multivariate linear time
                                  series . . . . . . . . . . . . . . . . . 3529--3554
               Yoichi Nishiyama   Asymptotic theory of semiparametric
                                  $Z$-estimators for stochastic processes
                                  with applications to ergodic diffusions
                                  and time series  . . . . . . . . . . . . 3555--3579
              Pritam Ranjan and   
           Derek R. Bingham and   
                 Angela M. Dean   Existence and construction of
                                  randomization defining contrast
                                  subspaces for regular factorial designs  3580--3599
             Hegang H. Chen and   
               Ching-Shui Cheng   Some results on $ 2^{n - m} $ designs of
                                  resolution IV with (weak) minimum
                                  aberration . . . . . . . . . . . . . . . 3600--3615
           Peter Z. G. Qian and   
                 Mingyao Ai and   
                  C. F. Jeff Wu   Construction of nested space-filling
                                  designs  . . . . . . . . . . . . . . . . 3616--3643
                 Jiawei Liu and   
               Bruce G. Lindsay   Building and using semiparametric
                                  tolerance regions for parametric
                                  multinomial models . . . . . . . . . . . 3644--3659
             Marcelo J. Moreira   A maximum likelihood method for the
                                  incidental parameter problem . . . . . . 3660--3696
                 Yonil Park and   
            Sergey Sheetlin and   
                 John L. Spouge   Estimating the Gumbel scale parameter
                                  for local alignment of random sequences
                                  by importance sampling with stopping
                                  times  . . . . . . . . . . . . . . . . . 3697--3714

Annals of Statistics
Volume 37, Number 6B, December, 2009

              Prabir Burman and   
              Robert H. Shumway   Estimation of trend in state-space
                                  models: Asymptotic mean square error and
                                  rate of convergence  . . . . . . . . . . 3715--3742
                Ronghua Luo and   
              Hansheng Wang and   
                 Chih-Ling Tsai   Contour projected dimension reduction    3743--3778
                Lukas Meier and   
           Sara van de Geer and   
            Peter Bühlmann   High-dimensional additive modeling . . . 3779--3821
                Zhidong Bai and   
               Dandan Jiang and   
              Jian-Feng Yao and   
                  Shurong Zheng   Corrections to LRT on large-dimensional
                                  covariance matrix by RMT . . . . . . . . 3822--3840
           Huixia Judy Wang and   
                Zhongyi Zhu and   
                   Jianhui Zhou   Quantile regression in partially linear
                                  varying coefficient models . . . . . . . 3841--3866
                    Art B. Owen   Karl Pearson's meta-analysis revisited   3867--3892
                   Jiti Gao and   
               Maxwell King and   
                    Zudi Lu and   
           Dag Tjòstheim   Specification testing in nonlinear and
                                  nonstationary time series autoregression 3893--3928
                 Peter Hall and   
                    Hugh Miller   Using the bootstrap to quantify the
                                  authority of an empirical ranking  . . . 3929--3959
                    Tao Shi and   
             Mikhail Belkin and   
                         Bin Yu   Data spectroscopy: Eigenspaces of
                                  convolution operators and clustering . . 3960--3984
                 Hock Peng Chan   Detection of spatial clustering with
                                  average likelihood ratio test statistics 3985--4010
                 Kyungchul Song   Testing conditional independence via
                                  Rosenblatt transforms  . . . . . . . . . 4011--4045
              Alexander Aue and   
     Siegfried Hörmann and   
       Lajos Horváth and   
               Matthew Reimherr   Break detection in the covariance
                                  structure of multivariate time series
                                  models . . . . . . . . . . . . . . . . . 4046--4087
               Holger Dette and   
               Tim Holland-Letz   A geometric characterization of
                                  $c$-optimal designs for heteroscedastic
                                  regression . . . . . . . . . . . . . . . 4088--4103
               Sungkyu Jung and   
                   J. S. Marron   PCA consistency in high dimension, low
                                  sample size context  . . . . . . . . . . 4104--4130
            Sofia Andersson and   
            Tobias Rydén   Subspace estimation and prediction
                                  methods for hidden Markov models . . . . 4131--4152
               Jianqing Fan and   
                  Yichao Wu and   
                      Yang Feng   Local quasi-likelihood with a parametric
                                  guide  . . . . . . . . . . . . . . . . . 4153--4183
                C. J. Brien and   
                   R. A. Bailey   Decomposition tables for experiments I.
                                  A chain of randomizations  . . . . . . . 4184--4213
              Xiaohong Chen and   
                Wei Biao Wu and   
                     Yanping Yi   Efficient estimation of copula-based
                                  semiparametric Markov models . . . . . . 4214--4253
               Clifford Lam and   
                   Jianqing Fan   Sparsistency and rates of convergence in
                                  large covariance matrix estimation . . . 4254--4278
              Xiaohong Chen and   
          Lars Peter Hansen and   
         José Scheinkman   Nonlinear principal components and
                                  long-run implications of multivariate
                                  diffusions . . . . . . . . . . . . . . . 4279--4312


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

              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 6, December, 2010

           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


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

              Mathias Drton and   
                      Aldo Goia   Correction on Moments of minors of
                                  Wishart matrices . . . . . . . . . . . . 1283--1284


Annals of Statistics
Volume 50, Number 5, October, 2022

                   Yi Zhang and   
              Xiaofeng Shao and   
                     Weibiao Wu   Correction note: Asymptotic spectral
                                  theory for nonlinear time series . . . . 3088--3089