Last update:
Wed Mar 22 09:42:46 MDT 2023
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
Mathias Drton and
Aldo Goia Correction on Moments of minors of
Wishart matrices . . . . . . . . . . . . 1283--1284
Yi Zhang and
Xiaofeng Shao and
Weibiao Wu Correction note: Asymptotic spectral
theory for nonlinear time series . . . . 3088--3089