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Cheng-Der Fuh Efficient likelihood estimation in state
space models . . . . . . . . . . . . . . 2026--2068
Nikolai Leonenko and
Luc Pronzato and
Vippal Savani A class of Rényi information estimators
for multidimensional densities . . . . . 2153--2182
Mathias Drton and
Hél\`ene Massam and
Ingram Olkin Moments of minors of Wishart matrices 2261--2283
Ngai Hang Chan and
Shiqing Ling Residual empirical processes for long
and short memory time series . . . . . . 2453--2470
Noureddine El Karoui The spectrum of kernel random matrices 1--50
Sylvain Arlot and
Gilles Blanchard and
Etienne Roquain Some nonasymptotic results on resampling
in high dimension, I: Confidence regions 51--82
Sylvain Arlot and
Gilles Blanchard and
Etienne Roquain Some nonasymptotic results on resampling
in high dimension, II: Multiple tests 83--99
T. Tony Cai and
Jiashun Jin Optimal rates of convergence for
estimating the null density and
proportion of nonnull effects in
large-scale multiple testing . . . . . . 100--145
Judith Rousseau Rates of convergence for the posterior
distributions of mixtures of Betas and
adaptive nonparametric estimation of the
density . . . . . . . . . . . . . . . . 146--180
Georgi K. Golubev and
Michael Nussbaum and
Harrison H. Zhou Asymptotic equivalence of spectral
density estimation and Gaussian white
noise . . . . . . . . . . . . . . . . . 181--214
Aleksandar Mijatovi\'c and
Paul Schneider Globally optimal parameter estimates for
nonlinear diffusions . . . . . . . . . . 215--245
Jane-Ling Wang and
Liugen Xue and
Lixing Zhu and
Yun Sam Chong Estimation for a partial-linear
single-index model . . . . . . . . . . . 246--274
Yuan Liao and
Wenxin Jiang Bayesian analysis in moment inequality
models . . . . . . . . . . . . . . . . . 275--316
Denis Belomestny Spectral estimation of the fractional
order of a Lévy process . . . . . . . . . 317--351
Piet Groeneboom and
Geurt Jongbloed and
Birgit I. Witte Maximum smoothed likelihood estimation
and smoothed maximum likelihood
estimation in the current status model 352--387
S. N. Lahiri Edgeworth expansions for studentized
statistics under weak dependence . . . . 388--434
Xin Qi and
Hongyu Zhao Asymptotic efficiency and finite-sample
properties of the generalized profiling
estimation of parameters in ordinary
differential equations . . . . . . . . . 435--481
Jussi Klemelä and
Enno Mammen Empirical risk minimization in inverse
problems . . . . . . . . . . . . . . . . 482--511
Michael Evans and
Gun Ho Jang Invariant $P$-values for model checking 512--525
Shahar Mendelson and
Joseph Neeman Regularization in kernel learning . . . 526--565
Christine Jacob Conditional least squares estimation in
nonstationary nonlinear stochastic
regression models . . . . . . . . . . . 566--597
Joseph P. Romano and
Michael Wolf Balanced control of generalized error
rates . . . . . . . . . . . . . . . . . 598--633
Marc Hallin and
Davy Paindaveine and
Miroslav \vSiman Multivariate quantiles and
multiple-output regression quantiles:
From $ L_1 $ optimization to halfspace
depth . . . . . . . . . . . . . . . . . 635--669
Ying Wei Discussion . . . . . . . . . . . . . . . 670--675
Robert Serfling and
Yijun Zuo Discussion . . . . . . . . . . . . . . . 676--684
Linglong Kong and
Ivan Mizera Discussion . . . . . . . . . . . . . . . 685--693
Marc Hallin and
Davy Paindaveine and
Miroslav \vSiman Rejoinder . . . . . . . . . . . . . . . 694--703
Nicolas Verzelen and
Fanny Villers Goodness-of-fit tests for
high-dimensional Gaussian linear models 704--752
Davide Ferrari and
Yuhong Yang Maximum $ L_q $-likelihood estimation 753--783
Konstantinos Kalogeropoulos and
Gareth O. Roberts and
Petros Dellaportas Inference for stochastic volatility
models using time change transformations 784--807
Song Xi Chen and
Ying-Li Qin A two-sample test for high-dimensional
data with applications to gene-set
testing . . . . . . . . . . . . . . . . 808--835
Jim Kuelbs and
Anand N. Vidyashankar Asymptotic inference for
high-dimensional data . . . . . . . . . 836--869
Ethan Anderes On the consistent separation of scale
and variance for Gaussian random fields 870--893
Cun-Hui Zhang Nearly unbiased variable selection under
minimax concave penalty . . . . . . . . 894--942
Yazhen Wang and
Jian Zou Vast volatility matrix estimation for
high-frequency financial data . . . . . 943--978
Minjung Kyung and
Jeff Gill and
George Casella Estimation in Dirichlet random effects
models . . . . . . . . . . . . . . . . . 979--1009
Guenther Walther Optimal and fast detection of spatial
clusters with scan statistics . . . . . 1010--1033
James M. Flegal and
Galin L. Jones Batch means and spectral variance
estimators in Markov chain Monte Carlo 1034--1070
Peter Hall and
Tung Pham Optimal properties of centroid-based
classifiers for very high-dimensional
data . . . . . . . . . . . . . . . . . . 1071--1093
Bing Li and
Min Kyung Kim and
Naomi Altman On dimension folding of matrix- or
array-valued statistical objects . . . . 1094--1121
Evarist Giné and
Richard Nickl Confidence bands in density estimation 1122--1170
Aurore Delaigle and
Peter Hall Defining probability density for a
distribution of random functions . . . . 1171--1193
Ci-Ren Jiang and
Jane-Ling Wang Covariate adjusted functional principal
components analysis for longitudinal
data . . . . . . . . . . . . . . . . . . 1194--1226
Weizhen Wang On construction of the smallest
one-sided confidence interval for the
difference of two proportions . . . . . 1227--1243
Daniel Egloff and
Markus Leippold Quantile estimation with adaptive
importance sampling . . . . . . . . . . 1244--1278
Jens Ledet Jensen On some problems in the article
``Efficient Likelihood Estimation in
State Space Models'' by Cheng--Der Fuh
[Ann. Statist. \bf 34 (2006) 2026--2068] 1279--1281
Cheng-Der Fuh Reply to ``On some problems in the
article Efficient Likelihood Estimation
in State Space Models'' by Cheng-Der Fuh
[Ann. Statist. \bf 34 (2006) 2026--2068] 1282--1285
Pradeep Ravikumar and
Martin J. Wainwright and
John D. Lafferty High-dimensional Ising model selection
using $ \ell_1$-regularized logistic
regression . . . . . . . . . . . . . . . 1287--1319
Byeong U. Park and
Seok-Oh Jeong and
Léopold Simar Asymptotic distribution of conical-hull
estimators of directional edges . . . . 1320--1340
Yukun Liu and
Jiahua Chen Adjusted empirical likelihood with
high-order precision . . . . . . . . . . 1341--1362
Nicolas Verzelen Adaptive estimation of stationary
Gaussian fields . . . . . . . . . . . . 1363--1402
Jiancheng Jiang and
Yingying Fan and
Jianqing Fan Estimation in additive models with
highly or nonhighly correlated
covariates . . . . . . . . . . . . . . . 1403--1432
Wing H. Wong and
Li Ma Optional Pólya tree and Bayesian
inference . . . . . . . . . . . . . . . 1433--1459
C. Devon Lin and
Derek Bingham and
Randy R. Sitter and
Boxin Tang A new and flexible method for
constructing designs for computer
experiments . . . . . . . . . . . . . . 1460--1477
Jean Jacod and
Mark Podolskij and
Mathias Vetter Limit theorems for moving averages of
discretized processes plus noise . . . . 1478--1545
Tigran Markaryan and
William F. Rosenberger Exact properties of Efron's biased coin
randomization procedure . . . . . . . . 1546--1567
Gérard Biau and
Beno\^\it Cadre and
Laurent Rouvi\`ere Statistical analysis of $k$-nearest
neighbor collaborative recommendation 1568--1592
Yaming Yu Monotonic convergence of a general
algorithm for computing optimal designs 1593--1606
Yijian Huang Quantile calculus and censored
regression . . . . . . . . . . . . . . . 1607--1637
Richard A. Olshen and
Bala Rajaratnam Successive normalization of rectangular
arrays . . . . . . . . . . . . . . . . . 1638--1664
Seth Sullivant and
Kelli Talaska and
Jan Draisma Trek separation for Gaussian graphical
models . . . . . . . . . . . . . . . . . 1665--1685
Peter Hall and
Jiashun Jin Innovated higher criticism for detecting
sparse signals in correlated noise . . . 1686--1732
Andriy Norets Approximation of conditional densities
by smooth mixtures of regressions . . . 1733--1766
R. J. Samworth and
M. P. Wand Asymptotics and optimal bandwidth
selection for highest density region
estimation . . . . . . . . . . . . . . . 1767--1792
Marianna Pensky and
Theofanis Sapatinas On convergence rates equivalency and
sampling strategies in functional
deconvolution models . . . . . . . . . . 1793--1844
Siegfried Hörmann and
Piotr Kokoszka Weakly dependent functional data . . . . 1845--1884
Myriam Vimond Efficient estimation for a subclass of
shape invariant models . . . . . . . . . 1885--1912
Weidong Liu and
Qi-Man Shao Cramér-type moderate deviation for the
maximum of the periodogram with
application to simultaneous tests in
gene expression time series . . . . . . 1913--1935
Anonymous On some problems in the article
Efficient Likelihood Estimation in State
Space Models . . . . . . . . . . . . . . 1936--1936
Elías Moreno and
F. Javier Girón and
George Casella Consistency of objective Bayes factors
as the model dimension grows . . . . . . 1937--1952
Bodhisattva Sen and
Moulinath Banerjee and
Michael Woodroofe Inconsistency of bootstrap: The
Grenander estimator . . . . . . . . . . 1953--1977
Junzhou Huang and
Tong Zhang The benefit of group sparsity . . . . . 1978--2004
Lawrence D. Brown and
T. Tony Cai and
Harrison H. Zhou Nonparametric regression in exponential
families . . . . . . . . . . . . . . . . 2005--2046
Tzee-Ming Huang Testing conditional independence using
maximal nonlinear conditional
correlation . . . . . . . . . . . . . . 2047--2091
Pang Du and
Shuangge Ma and
Hua Liang Penalized variable selection procedure
for Cox models with semiparametric
relative risk . . . . . . . . . . . . . 2092--2117
T. Tony Cai and
Cun-Hui Zhang and
Harrison H. Zhou Optimal rates of convergence for
covariance matrix estimation . . . . . . 2118--2144
Holger Drees and
Holger Rootzén Limit theorems for empirical processes
of cluster functionals . . . . . . . . . 2145--2186
Zhou Zhou Nonparametric inference of quantile
curves for nonstationary time series . . 2187--2217
Hongjian Zhu and
Feifang Hu Sequential monitoring of
response-adaptive randomized clinical
trials . . . . . . . . . . . . . . . . . 2218--2241
Clive G. Bowsher Stochastic kinetic models: Dynamic
independence, modularity and graphs . . 2242--2281
Jian Huang and
Joel L. Horowitz and
Fengrong Wei Variable selection in nonparametric
additive models . . . . . . . . . . . . 2282--2313
Min Hee Kim and
Michael G. Akritas Order thresholding . . . . . . . . . . . 2314--2350
Hongqi Xue and
Hongyu Miao and
Hulin Wu Sieve estimation of constant and
time-varying coefficients in nonlinear
ordinary differential equation models by
considering both numerical error and
measurement error . . . . . . . . . . . 2351--2387
Weidong Liu and
Wei Biao Wu Simultaneous nonparametric inference of
time series . . . . . . . . . . . . . . 2388--2421
Jérémie Bigot and
Sébastien Gadat A deconvolution approach to estimation
of a common shape in a shifted curves
model . . . . . . . . . . . . . . . . . 2422--2464
Stephan F. Huckemann and
Peter T. Kim and
Ja-Yong Koo and
Axel Munk Möbius deconvolution on the hyperbolic
plane with application to impedance
density estimation . . . . . . . . . . . 2465--2498
Min Yang On the de la Garza phenomenon . . . . . 2499--2524
Florentina Bunea and
Alexandre B. Tsybakov and
Marten H. Wegkamp and
Adrian Barbu SPADES and mixture models . . . . . . . 2525--2558
Ian W. McKeague and
Bodhisattva Sen Fractals with point impact in functional
linear regression . . . . . . . . . . . 2559--2586
James G. Scott and
James O. Berger Bayes and empirical-Bayes multiplicity
adjustment in the variable-selection
problem . . . . . . . . . . . . . . . . 2587--2619
Mathieu Rosenbaum and
Alexandre B. Tsybakov Sparse recovery under matrix uncertainty 2620--2651
Peter Hall and
Hugh Miller Modeling the variability of rankings . . 2652--2677
Alessandro Rinaldo and
Larry Wasserman Generalized density clustering . . . . . 2678--2722
Jianqing Fan and
Yang Feng and
Yue S. Niu Nonparametric estimation of genewise
variance for microarray data . . . . . . 2723--2750
Yuri Golubev On universal oracle inequalities related
to high-dimensional linear models . . . 2751--2780
Patricia Reynaud-Bouret and
Sophie Schbath Adaptive estimation for Hawkes
processes; application to genome
analysis . . . . . . . . . . . . . . . . 2781--2822
Faming Liang Trajectory averaging for stochastic
approximation MCMC algorithms . . . . . 2823--2856
Young Kyung Lee and
Enno Mammen and
Byeong U. Park Backfitting and smooth backfitting for
additive quantile models . . . . . . . . 2857--2883
Guang Cheng and
Jianhua Z. Huang Bootstrap consistency for general
semiparametric $M$-estimation . . . . . 2884--2915
Z. I. Botev and
J. F. Grotowski and
D. P. Kroese Kernel density estimation via diffusion 2916--2957
Wilfredo Palma and
Ricardo Olea An efficient estimator for locally
stationary Gaussian long-memory
processes . . . . . . . . . . . . . . . 2958--2997
Roger Koenker and
Ivan Mizera Quasi-concave density estimation . . . . 2998--3027
Yehua Li and
Tailen Hsing Deciding the dimension of effective
dimension reduction space for functional
and high-dimensional data . . . . . . . 3028--3062
Louigi Addario-Berry and
Nicolas Broutin and
Luc Devroye and
Gábor Lugosi On combinatorial testing problems . . . 3063--3092
Yacine A\"\it-Sahalia and
Jean Jacod Is Brownian motion necessary to model
high-frequency data? . . . . . . . . . . 3093--3128
Yacine A\"\it-Sahalia and
Jianqing Fan and
Jiancheng Jiang Nonparametric tests of the Markov
hypothesis in continuous-time models . . 3129--3163
C. J. Brien and
R. A. Bailey Decomposition tables for experiments.
II. Two--one randomizations . . . . . . 3164--3190
Noureddine El Karoui On information plus noise kernel random
matrices . . . . . . . . . . . . . . . . 3191--3216
Michael A. Newton and
Lisa M. Chung Gamma-based clustering via ordered means
with application to gene-expression
analysis . . . . . . . . . . . . . . . . 3217--3244
Marc Hallin and
Davy Paindaveine and
Thomas Verdebout Optimal rank-based testing for principal
components . . . . . . . . . . . . . . . 3245--3299
R. de Jonge and
J. H. van Zanten Adaptive nonparametric Bayesian
inference using location-scale mixture
priors . . . . . . . . . . . . . . . . . 3300--3320
Yehua Li and
Tailen Hsing Uniform convergence rates for
nonparametric regression and principal
component analysis in
functional/longitudinal data . . . . . . 3321--3351
Neil Bathia and
Qiwei Yao and
Flavio Ziegelmann Identifying the finite dimensionality of
curve time series . . . . . . . . . . . 3352--3386
Anthony Brockwell and
Pierre Del Moral and
Arnaud Doucet Sequentially interacting Markov chain
Monte Carlo methods . . . . . . . . . . 3387--3411
Ming Yuan and
T. Tony Cai A reproducing kernel Hilbert space
approach to functional linear regression 3412--3444
Aleksey S. Polunchenko and
Alexander G. Tartakovsky On optimality of the Shiryaev--Roberts
procedure for detecting a change in
distribution . . . . . . . . . . . . . . 3445--3457
Hans-Georg Müller and
Fang Yao Empirical dynamics for longitudinal data 3458--3486
Noureddine El Karoui High-dimensionality effects in the
Markowitz problem and other quadratic
programs with linear constraints: Risk
underestimation . . . . . . . . . . . . 3487--3566
Jianqing Fan and
Rui Song Sure independence screening in
generalized linear models with
NP-dimensionality . . . . . . . . . . . 3567--3604
Seunggeun Lee and
Fei Zou and
Fred A. Wright Convergence and prediction of principal
component scores in high-dimensional
settings . . . . . . . . . . . . . . . . 3605--3629
Song Xi Chen and
Ping-Shou Zhong ANOVA for longitudinal data with missing
values . . . . . . . . . . . . . . . . . 3630--3659
Vladimir Koltchinskii and
Ming Yuan Sparsity in multiple kernel learning . . 3660--3695
Xin Chen and
Changliang Zou and
R. Dennis Cook Coordinate-independent sparse sufficient
dimension reduction and variable
selection . . . . . . . . . . . . . . . 3696--3723
Bing-Yi Jing and
Guangming Pan and
Qi-Man Shao and
Wang Zhou Nonparametric estimate of spectral
density functions of sample covariance
matrices: A first step . . . . . . . . . 3724--3750
Arseni Seregin and
Jon A. Wellner Nonparametric estimation of multivariate
convex-transformed densities . . . . . . 3751--3781
Jelle J. Goeman and
Aldo Solari The sequential rejection principle of
familywise error control . . . . . . . . 3782--3810
Hua Liang and
Xiang Liu and
Runze Li and
Chih-Ling Tsai Estimation and testing for partially
linear single-index models . . . . . . . 3811--3836
Nikolai Leonenko and
Luc Pronzato Correction: ``A class of Rényi
information estimators for
multidimensional densities'' . . . . . . 3837--3838
Ngai Hang Chan and
Shiqing Ling Correction: ``Residual empirical
processes for long and short memory time
series'' . . . . . . . . . . . . . . . . 3839--3839
Chris Lloyd and
Paul Kabaila Letter to the Editor: Some comments on
``On construction of the smallest
one-sided confidence interval for the
difference of two proportions'' . . . . 3840--3841
Guillaume Obozinski and
Martin J. Wainwright and
Michael I. Jordan Support union recovery in
high-dimensional multivariate regression 1--47
Anil Aswani and
Peter Bickel and
Claire Tomlin Regression on manifolds: Estimation of
the exterior derivative . . . . . . . . 48--81
Alexandre Belloni and
Victor Chernozhukov $ \ell_1$-penalized quantile regression
in high-dimensional sparse models . . . 82--130
Mingyuan Zhang and
Marshall M. Joffe and
Dylan S. Small Causal inference for continuous-time
processes when covariates are observed
only at discrete times . . . . . . . . . 131--173
Xinyu Zhang and
Hua Liang Focused information criterion and model
averaging for generalized additive
partial linear models . . . . . . . . . 174--200
Karim Lounici and
Richard Nickl Global uniform risk bounds for wavelet
deconvolution estimators . . . . . . . . 201--231
Raúl Jiménez and
J. E. Yukich Nonparametric estimation of surface
integrals . . . . . . . . . . . . . . . 232--260
Randal Douc and
Christian P. Robert A vanilla Rao--Blackwellization of
Metropolis--Hastings algorithms . . . . 261--277
Ery Arias-Castro and
Emmanuel J. Cand\`es and
Arnaud Durand Detection of an anomalous cluster in a
network . . . . . . . . . . . . . . . . 278--304
Bo Kai and
Runze Li and
Hui Zou New efficient estimation and variable
selection methods for semiparametric
varying-coefficient partially linear
models . . . . . . . . . . . . . . . . . 305--332
Steve Hanneke Rates of convergence in active learning 333--361
Ci-Ren Jiang and
Jane-Ling Wang Functional single index models for
longitudinal data . . . . . . . . . . . 362--388
Lan Wang GEE analysis of clustered binary data
with diverging number of covariates . . 389--417
Dragi Anevski and
Philippe Soulier Monotone spectral density estimation . . 418--438
Zhiyi Chi Effects of statistical dependence on
multiple testing under a hidden Markov
model . . . . . . . . . . . . . . . . . 439--473
Randal Douc and
Eric Moulines and
Jimmy Olsson and
Ramon van Handel Consistency of the maximum likelihood
estimator for general hidden Markov
models . . . . . . . . . . . . . . . . . 474--513
Kshitij Khare and
Bala Rajaratnam Wishart distributions for decomposable
covariance graph models . . . . . . . . 514--555
Edsel A. Peña and
Joshua D. Habiger and
Wensong Wu Power-enhanced multiple decision
functions controlling family-wise error
and false discovery rates . . . . . . . 556--583
Etienne Roquain and
Fanny Villers Exact calculations for false discovery
proportion with application to least
favorable configurations . . . . . . . . 584--612
Chunming Zhang and
Jianqing Fan and
Tao Yu Multiple testing via FDR $_L$ for
large-scale imaging data . . . . . . . . 613--642
Li-Xin Zhang and
Feifang Hu and
Siu Hung Cheung and
Wai Sum Chan Immigrated urn models --- theoretical
properties and applications . . . . . . 643--671
S. Chen and
J. Dick and
A. B. Owen Consistency of Markov chain quasi-Monte
Carlo on continuous state spaces . . . . 673--701
Lutz Dümbgen and
Richard Samworth and
Dominic Schuhmacher Approximation by log-concave
distributions, with applications to
regression . . . . . . . . . . . . . . . 702--730
Philippe Rigollet and
Alexandre Tsybakov Exponential Screening and optimal rates
of sparse estimation . . . . . . . . . . 731--771
Markus Reiß Asymptotic equivalence for inference on
the volatility from noisy observations 772--802
Fabienne Comte and
Valentine Genon-Catalot Estimation for Lévy processes from high
frequency data within a long time
interval . . . . . . . . . . . . . . . . 803--837
Sergio Bacallado Bayesian analysis of variable-order,
reversible Markov chains . . . . . . . . 838--864
Mathias Drton and
Rina Foygel and
Seth Sullivant Global identifiability of linear
structural equation models . . . . . . . 865--886
Angelika Rohde and
Alexandre B. Tsybakov Estimation of high-dimensional low-rank
matrices . . . . . . . . . . . . . . . . 887--930
Runchu Zhang and
Frederick K. H. Phoa and
Rahul Mukerjee and
Hongquan Xu A trigonometric approach to quaternary
code designs with application to
one-eighth and one-sixteenth fractions 931--955
Runlong Tang and
Moulinath Banerjee and
George Michailidis A two-stage hybrid procedure for
estimating an inverse regression
function . . . . . . . . . . . . . . . . 956--989
Yves F. Atchadé Kernel estimators of asymptotic variance
for adaptive Markov chain Monte Carlo 990--1011
T. Tony Cai and
Mark G. Low Testing composite hypotheses, Hermite
polynomials and optimal estimation of a
nonsmooth functional . . . . . . . . . . 1012--1041
Gérard Kerkyacharian and
Thanh Mai Pham Ngoc and
Dominique Picard Localized spherical deconvolution . . . 1042--1068
Sahand Negahban and
Martin J. Wainwright Estimation of (near) low-rank matrices
with noise and high-dimensional scaling 1069--1097
Stephan F. Huckemann Intrinsic inference on the mean geodesic
of planar shapes and tree discrimination
by leaf growth . . . . . . . . . . . . . 1098--1124
Alexandre Belloni and
Robert L. Winkler On multivariate quantiles under partial
orders . . . . . . . . . . . . . . . . . 1125--1179
Min Qian and
Susan A. Murphy Performance guarantees for
individualized treatment rules . . . . . 1180--1210
Fuqing Gao and
Xingqiu Zhao Delta method in large deviations and
moderate deviations for estimators . . . 1211--1240
Jun Shao and
Yazhen Wang and
Xinwei Deng and
Sijian Wang Sparse linear discriminant analysis by
thresholding for high dimensional data 1241--1265
Holger Dette and
Viatcheslav B. Melas A note on the de la Garza phenomenon for
locally optimal designs . . . . . . . . 1266--1281
Florentina Bunea and
Yiyuan She and
Marten H. Wegkamp Optimal selection of reduced rank
estimators of high-dimensional matrices 1282--1309
Fasheng Sun and
Dennis K. J. Lin and
Min-Qian Liu On construction of optimal mixed-level
supersaturated designs . . . . . . . . . 1310--1333
Ryan J. Tibshirani and
Jonathan Taylor The solution path of the generalized
lasso . . . . . . . . . . . . . . . . . 1335--1371
Josef Dick Higher order scrambled digital nets
achieve the optimal rate of the root
mean square error for smooth integrands 1372--1398
C. Lévy-Leduc and
H. Boistard and
E. Moulines and
M. S. Taqqu and
V. A. Reisen Asymptotic properties of $U$-processes
under long-range dependence . . . . . . 1399--1426
Claudia Kirch and
Dimitris N. Politis TFT-bootstrap: Resampling time series in
the frequency domain to obtain
replicates in the time domain . . . . . 1427--1470
Alexander Meister Asymptotic equivalence of functional
linear regression and a white noise
inverse problem . . . . . . . . . . . . 1471--1495
T. Tony Cai and
Tiefeng Jiang Limiting laws of coherence of random
matrices with applications to testing
covariance structure and construction of
compressed sensing matrices . . . . . . 1496--1525
Ngai Hang Chan and
Ching-Kang Ing Uniform moment bounds of Fisher's
information with applications to time
series . . . . . . . . . . . . . . . . . 1526--1550
Ma\lgorzata Bogdan and
Arijit Chakrabarti and
Florian Frommlet and
Jayanta K. Ghosh Asymptotic Bayes-optimality under
sparsity of some multiple testing
procedures . . . . . . . . . . . . . . . 1551--1579
Emilio Seijo and
Bodhisattva Sen Change-point in stochastic design
regression and the bootstrap . . . . . . 1580--1607
Alexander Goldenshluger and
Oleg Lepski Bandwidth selection in kernel density
estimation: Oracle inequalities and
adaptive minimax optimality . . . . . . 1608--1632
Emilio Seijo and
Bodhisattva Sen Nonparametric least squares estimation
of a multivariate convex regression
function . . . . . . . . . . . . . . . . 1633--1657
Xia Cui and
Wolfgang Karl Härdle and
Lixing Zhu The EFM approach for single-index models 1658--1688
Yacine A\"\it-Sahalia and
Jean Jacod Testing whether jumps have finite or
infinite activity . . . . . . . . . . . 1689--1719
Dong Chen and
Peter Hall and
Hans-Georg Müller Single and multiple index functional
regression models with nonparametric
link . . . . . . . . . . . . . . . . . . 1720--1747
Tso-Jung Yen A majorization--minimization approach to
variable selection using spike and slab
priors . . . . . . . . . . . . . . . . . 1748--1775
Edward L. Ionides and
Anindya Bhadra and
Yves Atchadé and
Aaron King Iterated filtering . . . . . . . . . . . 1776--1802
Juan-Juan Cai and
John H. J. Einmahl and
Laurens de Haan Estimation of extreme risk regions under
multivariate regular variation . . . . . 1803--1826
Li Wang and
Xiang Liu and
Hua Liang and
Raymond J. Carroll Estimation and variable selection for
generalized additive partial linear
models . . . . . . . . . . . . . . . . . 1827--1851
Matthieu Lerasle Optimal model selection for density
estimation of stationary data under
various mixing conditions . . . . . . . 1852--1877
Karl Rohe and
Sourav Chatterjee and
Bin Yu Spectral clustering and the
high-dimensional stochastic blockmodel 1878--1915
Robert L. Wolpert and
Merlise A. Clyde and
Chong Tu Stochastic expansions using continuous
dictionaries: Lévy adaptive regression
kernels . . . . . . . . . . . . . . . . 1916--1962
Axel Bücher and
Holger Dette and
Stanislav Volgushev New estimators of the Pickands
dependence function and a test for
extreme-value dependence . . . . . . . . 1963--2006
Peter McCullagh and
Han Han On Bayes's theorem for improper mixtures 2007--2020
Jian Huang and
Shuangge Ma and
Hongzhe Li and
Cun-Hui Zhang The sparse Laplacian shrinkage estimator
for high-dimensional regression . . . . 2021--2046
Anastasia Papavasiliou and
Christophe Ladroue Parameter estimation for rough
differential equations . . . . . . . . . 2047--2073
Wei Liu and
Yuhong Yang Parametric or nonparametric? A
parametricness index for model selection 2074--2102
Jens-Peter Kreiss and
Efstathios Paparoditis and
Dimitris N. Politis On the range of validity of the
autoregressive sieve bootstrap . . . . . 2103--2130
Ke Zhu and
Shiqing Ling Global self-weighted and local
quasi-maximum exponential likelihood
estimators for ARMA--GARCH/IGARCH models 2131--2163
Karim Lounici and
Massimiliano Pontil and
Sara van de Geer and
Alexandre B. Tsybakov Oracle inequalities and optimal
inference under group sparsity . . . . . 2164--2204
Denis Belomestny Statistical inference for time-changed
Lévy processes via composite
characteristic function estimation . . . 2205--2242
Peter Bühlmann and
Tony Cai Introduction to the Lehmann special
section . . . . . . . . . . . . . . . . 2243--2243
Javier Rojo Erich Leo Lehmann --- a glimpse into his
life and work . . . . . . . . . . . . . 2244--2265
Willem R. van Zwet Remembering Erich Lehmann . . . . . . . 2266--2279
Peter J. Bickel and
Aiyou Chen and
Elizaveta Levina The method of moments and degree
distributions for network models . . . . 2280--2301
Vladimir Koltchinskii and
Karim Lounici and
Alexandre B. Tsybakov Nuclear-norm penalization and optimal
rates for noisy low-rank matrix
completion . . . . . . . . . . . . . . . 2302--2329
T. Tony Cai and
Ming Yuan Optimal estimation of the mean function
based on discretely sampled functional
data: Phase transition . . . . . . . . . 2330--2355
Tze Leung Lai and
Shulamith T. Gross and
David Bo Shen Evaluating probability forecasts . . . . 2356--2382
Marc Hoffmann and
Richard Nickl On adaptive inference and confidence
bands . . . . . . . . . . . . . . . . . 2383--2409
Alois Kneip and
Pascal Sarda Factor models and variable selection in
high-dimensional regression analysis . . 2410--2447
Pauliina Ilmonen and
Davy Paindaveine Semiparametrically efficient inference
based on signed ranks in symmetric
independent component models . . . . . . 2448--2476
I. Dattner and
A. Goldenshluger and
A. Juditsky On deconvolution of distribution
functions . . . . . . . . . . . . . . . 2477--2501
Peter Hall and
Tung Pham and
M. P. Wand and
S. S. J. Wang Asymptotic normality and valid inference
for Gaussian variational approximation 2502--2532
Ery Arias-Castro and
Emmanuel J. Cand\`es and
Yaniv Plan Global testing under sparse
alternatives: ANOVA, multiple
comparisons and the higher criticism . . 2533--2556
Dominique Bontemps Bernstein--von Mises theorems for
Gaussian regression with increasing
number of regressors . . . . . . . . . . 2557--2584
Kshitij Khare and
James P. Hobert A spectral analytic comparison of
trace-class data augmentation algorithms
and their sandwich variants . . . . . . 2585--2606
Tingjin Chu and
Jun Zhu and
Haonan Wang Penalized maximum likelihood estimation
and variable selection in geostatistics 2607--2625
B. T. Knapik and
A. W. van der Vaart and
J. H. van Zanten Bayesian inverse problems with Gaussian
priors . . . . . . . . . . . . . . . . . 2626--2657
Eugenia Buta and
Hani Doss Computational approaches for empirical
Bayes methods and Bayesian sensitivity
analysis . . . . . . . . . . . . . . . . 2658--2685
Gilad Lerman and
Teng Zhang Robust recovery of multiple subspaces by
geometric $ l_p $ minimization . . . . . 2686--2715
Tom M. W. Nye Principal components analysis in the
space of phylogenetic trees . . . . . . 2716--2739
Yuzo Maruyama and
Edward I. George Fully Bayes factors with a generalized
$g$-prior . . . . . . . . . . . . . . . 2740--2765
Jean-Yves Audibert and
Olivier Catoni Robust linear least squares regression 2766--2794
Michael L. Stein 2010 Rietz Lecture: When does the
screening effect hold? . . . . . . . . . 2795--2819
Jinyuan Chang and
Song Xi Chen On the approximate maximum likelihood
estimation for diffusion processes . . . 2820--2851
Juan Lucas Bali and
Graciela Boente and
David E. Tyler and
Jane-Ling Wang Robust functional principal components:
A projection-pursuit approach . . . . . 2852--2882
Evarist Giné and
Richard Nickl Rates of contraction for posterior
distributions in $ L^r $-metrics, $ 1
\leq r \leq \infty $ . . . . . . . . . . 2883--2911
Alexander Aue and
Thomas C. M. Lee On image segmentation using information
theoretic criteria . . . . . . . . . . . 2912--2935
Vladimir Koltchinskii Von Neumann entropy penalization and
low-rank matrix estimation . . . . . . . 2936--2973
Ben Haaland and
Peter Z. G. Qian Accurate emulators for large-scale
computer experiments . . . . . . . . . . 2974--3002
Yuan Liao and
Wenxin Jiang Posterior consistency of nonparametric
conditional moment restricted models . . 3003--3031
Ying Ding and
Bin Nan A sieve $M$-theorem for bundled
parameters in semiparametric models,
with application to the efficient
estimation in a linear model for
censored data . . . . . . . . . . . . . 3032--3061
Richard A. Davis and
Li Song Unit roots in moving averages beyond
first order . . . . . . . . . . . . . . 3062--3091
Jelena Bradic and
Jianqing Fan and
Jiancheng Jiang Regularization for Cox's proportional
hazards model with NP-dimensionality . . 3092--3120
Xinghua Zheng and
Yingying Li On the estimation of integrated
covariance matrices of high dimensional
diffusion processes . . . . . . . . . . 3121--3151
Javier Hualde and
Peter M. Robinson Gaussian pseudo-maximum likelihood
estimation of fractional time series
models . . . . . . . . . . . . . . . . . 3152--3181
Bing Li and
Andreas Artemiou and
Lexin Li Principal support vector machines for
linear and nonlinear sufficient
dimension reduction . . . . . . . . . . 3182--3210
Michael Nussbaum and
Arleta Szko\la An asymptotic error bound for testing
multiple quantum hypotheses . . . . . . 3211--3233
Joseph S. Koopmeiners and
Ziding Feng Asymptotic properties of the sequential
empirical ROC, PPV and NPV curves under
case-control sampling . . . . . . . . . 3234--3261
G. Fort and
E. Moulines and
P. Priouret Convergence of adaptive and interacting
Markov chain Monte Carlo algorithms . . 3262--3289
Armin Schwartzman and
Yulia Gavrilov and
Robert J. Adler Multiple testing of local maxima for
detection of peaks in 1D . . . . . . . . 3290--3319
Jianqing Fan and
Yuan Liao and
Martina Mincheva High-dimensional covariance matrix
estimation in approximate factor models 3320--3356
John Kolassa and
John Robinson Saddlepoint approximations for
likelihood ratio like statistics with
applications to permutation tests . . . 3357--3368
Nicolai Meinshausen and
Marloes H. Maathuis and
Peter Bühlmann Asymptotic optimality of the
Westfall--Young permutation procedure
for multiple testing under dependence 3369--3391
Xiangrong Yin and
Bing Li Sufficient dimension reduction based on
an ensemble of minimum average variance
estimators . . . . . . . . . . . . . . . 3392--3416
L. R. Haff and
P. T. Kim and
J.-Y. Koo and
D. St. P. Richards Minimax estimation for mixtures of
Wishart distributions . . . . . . . . . 3417--3440
Ting-Ting Li and
Hu Yang and
Jane-Ling Wang and
Liu-Gen Xue and
Li-Xing Zhu Estimation for a partial-linear
single-index model . . . . . . . . . . . 3441--3443
Dong Chen and
Hans-Georg Müller Nonlinear manifold representations for
functional data . . . . . . . . . . . . 1--29
Victoria Plamadeala and
William F. Rosenberger Sequential monitoring with conditional
randomization tests . . . . . . . . . . 30--44
Runlong Tang and
Moulinath Banerjee and
Michael R. Kosorok Likelihood based inference for current
status data on a grid: A boundary
phenomenon and an adaptive inference
procedure . . . . . . . . . . . . . . . 45--72
Pengsheng Ji and
Jiashun Jin UPS delivers optimal phase diagram in
high-dimensional variable selection . . 73--103
Mark S. Kaiser and
Soumendra N. Lahiri and
Daniel J. Nordman Goodness of fit tests for a class of
Markov random field models . . . . . . . 104--130
Aurore Delaigle and
Peter Hall Nonparametric regression with
homogeneous group testing data . . . . . 131--158
Masoud Asgharian and
Marco Carone and
Vahid Fakoor Large-sample study of the kernel density
estimators under multiplicative
censoring . . . . . . . . . . . . . . . 159--187
Holger Dette and
Viatcheslav B. Melas and
Petr Shpilev $T$-optimal designs for discrimination
between two polynomial models . . . . . 188--205
P. J. Bickel and
B. J. K. Kleijn The semiparametric Bernstein--von Mises
theorem . . . . . . . . . . . . . . . . 206--237
Caroline Uhler Geometry of maximum likelihood
estimation in Gaussian graphical models 238--261
Jingchen Liu and
Gongjun Xu Some asymptotic results of Gaussian
random fields with varying mean
functions and the associated processes 262--293
Diego Colombo and
Marloes H. Maathuis and
Markus Kalisch and
Thomas S. Richardson Learning high-dimensional directed
acyclic graphs with latent and selection
variables . . . . . . . . . . . . . . . 294--321
Aurore Delaigle and
Peter Hall Methodology and theory for partial least
squares applied to functional data . . . 322--352
R. Dennis Cook and
Liliana Forzani and
Adam J. Rothman Estimating sufficient reductions of the
predictors in abundant high-dimensional
regressions . . . . . . . . . . . . . . 353--384
Adityanand Guntuboyina Optimal rates of convergence for convex
set estimation from support functions 385--411
Ery Arias-Castro and
Sébastien Bubeck and
Gábor Lugosi Detection of correlations . . . . . . . 412--435
Jushan Bai and
Kunpeng Li Statistical analysis of factor models of
high dimension . . . . . . . . . . . . . 436--465
Han Xiao and
Wei Biao Wu Covariance matrix estimation for
stationary time series . . . . . . . . . 466--493
Moritz Jirak Simultaneous confidence bands for
Yule--Walker estimators and order
selection . . . . . . . . . . . . . . . 494--528
Yair Goldberg and
Michael R. Kosorok Q-learning with censored data . . . . . 529--560
Matthew Parry and
A. Philip Dawid and
Steffen Lauritzen Proper local scoring rules . . . . . . . 561--592
A. Philip Dawid and
Steffen Lauritzen and
Matthew Parry Proper local scoring rules on discrete
sample spaces . . . . . . . . . . . . . 593--608
Werner Ehm and
Tilmann Gneiting Local proper scoring rules of order two 609--637
Philippe Rigollet Kullback--Leibler aggregation and
misspecified generalized linear models 639--665
Bernard Bercu and
Philippe Fraysse A Robbins--Monro procedure for
estimation in semiparametric regression
models . . . . . . . . . . . . . . . . . 666--693
Clifford Lam and
Qiwei Yao Factor modeling for high-dimensional
time series: Inference for the number of
factors . . . . . . . . . . . . . . . . 694--726
Qiying Wang and
Peter C. B. Phillips A specification test for nonlinear
nonstationary models . . . . . . . . . . 727--758
Bing-Yi Jing and
Xin-Bing Kong and
Zhi Liu Modeling high-frequency financial data
by pure jump processes . . . . . . . . . 759--784
Hongtu Zhu and
Joseph G. Ibrahim and
Hyunsoon Cho Perturbation and scaled Cook's distance 785--811
Jun Shao and
Xinwei Deng Estimation in high-dimensional linear
models with deterministic design
matrices . . . . . . . . . . . . . . . . 812--831
Guillaume Lecué and
Shahar Mendelson General nonexact oracle inequalities for
classes with a subexponential envelope 832--860
Gérard Letac and
Hél\`ene Massam Bayes factors and the geometry of
discrete hierarchical loglinear models 861--890
Yu Tang and
Hongquan Xu and
Dennis K. J. Lin Uniform fractional factorial designs . . 891--907
Jun Li and
Song Xi Chen Two sample tests for high-dimensional
covariance matrices . . . . . . . . . . 908--940
Christopher R. Genovese and
Marco Perone-Pacifico and
Isabella Verdinelli and
Larry Wasserman Manifold estimation and singular
deconvolution under Hausdorff loss . . . 941--963
Judith Rousseau and
Nicolas Chopin and
Brunero Liseo Bayesian nonparametric estimation of the
spectral density of a long or
intermediate memory Gaussian process . . 964--995
Stephen E. Fienberg and
Alessandro Rinaldo Maximum likelihood estimation in
log-linear models . . . . . . . . . . . 996--1023
Olivier Ledoit and
Michael Wolf Nonlinear shrinkage estimation of
large-dimensional covariance matrices 1024--1060
Helene Gehrmann and
Steffen L. Lauritzen Estimation of means in graphical
Gaussian models with symmetries . . . . 1061--1073
John Ehrlinger and
Hemant Ishwaran Characterizing $ L_2 $Boosting . . . . . 1074--1101
Yunwen Yang and
Xuming He Bayesian empirical likelihood for
quantile regression . . . . . . . . . . 1102--1131
Enno Mammen and
Christoph Rothe and
Melanie Schienle Nonparametric regression with
nonparametrically generated covariates 1132--1170
Alekh Agarwal and
Sahand Negahban and
Martin J. Wainwright Noisy matrix decomposition via convex
relaxation: Optimal rates in high
dimensions . . . . . . . . . . . . . . . 1171--1197
Ryan J. Tibshirani and
Jonathan Taylor Degrees of freedom in lasso problems . . 1198--1232
Viktor Todorov and
George Tauchen Realized Laplace transforms for
pure-jump semimartingales . . . . . . . 1233--1262
Kari Lock Morgan and
Donald B. Rubin Rerandomization to improve covariate
balance in experiments . . . . . . . . . 1263--1282
Mathias Drton and
Aldo Goia Correction on Moments of minors of
Wishart matrices . . . . . . . . . . . . 1283--1284
Yumou Qiu and
Song Xi Chen Test for bandedness of high-dimensional
covariance matrices and bandwidth
estimation . . . . . . . . . . . . . . . 1285--1314
Alessandro Baldi Antognini and
Maroussa Zagoraiou Multi-objective optimal designs in
comparative clinical trials with
covariates: The reinforced doubly
adaptive biased coin design . . . . . . 1315--1345
Animashree Anandkumar and
Vincent Y. F. Tan and
Furong Huang and
Alan S. Willsky High-dimensional structure estimation in
Ising models: Local separation criterion 1346--1375
Ting Zhang and
Wei Biao Wu Inference of time-varying regression
models . . . . . . . . . . . . . . . . . 1376--1402
Lingzhou Xue and
Hui Zou and
Tianxi Cai Nonconcave penalized composite
conditional likelihood estimation of
sparse Ising models . . . . . . . . . . 1403--1429
Yacine A\"\it-Sahalia and
Jean Jacod Identifying the successive
Blumenthal--Getoor indices of a
discretely observed process . . . . . . 1430--1464
Yu-Ru Su and
Jane-Ling Wang Modeling left-truncated and
right-censored survival data with
longitudinal covariates . . . . . . . . 1465--1488
Vincent Rivoirard and
Judith Rousseau Bernstein--von Mises theorem for linear
functionals of the density . . . . . . . 1489--1523
Yuri I. Ingster and
Theofanis Sapatinas and
Irina A. Suslina Minimax signal detection in ill-posed
inverse problems . . . . . . . . . . . . 1524--1549
M. J. Bayarri and
J. O. Berger and
A. Forte and
G. García-Donato Criteria for Bayesian model choice with
application to variable selection . . . 1550--1577
Cécile Durot and
Vladimir N. Kulikov and
Hendrik P. Lopuhaä The limit distribution of the $
L_{\infty }$-error of Grenander-type
estimators . . . . . . . . . . . . . . . 1578--1608
Yuan Wu and
Ying Zhang Partially monotone tensor spline
estimation of the joint distribution
function with bivariate current status
data . . . . . . . . . . . . . . . . . . 1609--1636
Po-Ling Loh and
Martin J. Wainwright High-dimensional regression with noisy
and missing data: Provable guarantees
with nonconvexity . . . . . . . . . . . 1637--1664
Min Yang and
John Stufken Identifying locally optimal designs for
nonlinear models: A simple extension
with profound consequences . . . . . . . 1665--1681
Rina Foygel and
Jan Draisma and
Mathias Drton Half-trek criterion for generic
identifiability of linear structural
equation models . . . . . . . . . . . . 1682--1713
Stephen Portnoy Nearly root-$n$ approximation for
regression quantile processes . . . . . 1714--1736
Natesh S. Pillai and
Jun Yin Edge universality of correlation
matrices . . . . . . . . . . . . . . . . 1737--1763
John H. J. Einmahl and
Andrea Krajina and
Johan Segers An $M$-estimator for tail dependence in
arbitrary dimensions . . . . . . . . . . 1764--1793
Yanqing Hu and
Feifang Hu Asymptotic properties of
covariate-adaptive randomization . . . . 1794--1815
Eric J. Tchetgen and
Ilya Shpitser Semiparametric theory for causal
mediation analysis: Efficiency bounds,
multiple robustness and sensitivity
analysis . . . . . . . . . . . . . . . . 1816--1845
Gaorong Li and
Heng Peng and
Jun Zhang and
Lixing Zhu Robust rank correlation based screening 1846--1877
Dong Dai and
Philippe Rigollet and
Tong Zhang Deviation optimal learning using greedy
$Q$-aggregation . . . . . . . . . . . . 1878--1905
Young K. Lee and
Enno Mammen and
Byeong U. Park Flexible generalized varying coefficient
regression models . . . . . . . . . . . 1906--1933
Venkat Chandrasekaran and
Pablo A. Parrilo and
Alan S. Willsky Latent variable graphical model
selection via convex optimization . . . 1935--1967
Ming Yuan Discussion: Latent variable graphical
model selection via convex optimization 1968--1972
Steffen Lauritzen and
Nicolai Meinshausen Discussion: Latent variable graphical
model selection via convex optimization 1973--1977
Martin J. Wainwright Discussion: Latent variable graphical
model selection via convex optimization 1978--1983
Christophe Giraud and
Alexandre Tsybakov Discussion: Latent variable graphical
model selection via convex optimization 1984--1988
Zhao Ren and
Harrison H. Zhou Discussion: Latent variable graphical
model selection via convex optimization 1989--1996
Emmanuel J. Candés and
Mahdi Soltanolkotabi Discussion: Latent variable graphical
model selection via convex optimization 1997--2004
Venkat Chandrasekaran and
Pablo A. Parrilo and
Alan S. Willsky Rejoinder: Latent variable graphical
model selection via convex optimization 2005--2013
T. Tony Cai and
Ming Yuan Adaptive covariance matrix estimation
through block thresholding . . . . . . . 2014--2042
Yingying Fan and
Runze Li Variable selection in linear mixed
effects models . . . . . . . . . . . . . 2043--2068
Ismaël Castillo and
Aad van der Vaart Needles and Straw in a Haystack:
Posterior concentration for possibly
sparse sequences . . . . . . . . . . . . 2069--2101
Jessi Cisewski and
Jan Hannig Generalized fiducial inference for
normal linear mixed models . . . . . . . 2102--2127
Tyler J. VanderWeele and
Thomas S. Richardson General theory for interactions in
sufficient cause models with dichotomous
exposures . . . . . . . . . . . . . . . 2128--2161
Kjetil Ròysland Counterfactual analyses with graphical
models based on local independence . . . 2162--2194
Mahdi Soltanolkotabi and
Emmanuel J. Candés A geometric analysis of subspace
clustering with outliers . . . . . . . . 2195--2238
Georgios Fellouris Asymptotically optimal parameter
estimation under communication
constraints . . . . . . . . . . . . . . 2239--2265
Yunpeng Zhao and
Elizaveta Levina and
Ji Zhu Consistency of community detection in
networks under degree-corrected
stochastic block models . . . . . . . . 2266--2292
Han Liu and
Fang Han and
Ming Yuan and
John Lafferty and
Larry Wasserman High-dimensional semiparametric Gaussian
copula graphical models . . . . . . . . 2293--2326
Arnak S. Dalalyan and
Joseph Salmon Sharp oracle inequalities for
aggregation of affine estimators . . . . 2327--2355
Young K. Lee and
Enno Mammen and
Byeong U. Park Backfitting and smooth backfitting for
additive quantile models . . . . . . . . 2356--2357
Florentina Bunea and
Yiyuan She and
Marten H. Wegkamp Joint variable and rank selection for
parsimonious estimation of
high-dimensional matrices . . . . . . . 2359--2388
T. Tony Cai and
Harrison H. Zhou Optimal rates of convergence for sparse
covariance matrix estimation . . . . . . 2389--2420
Winston Wei Dou and
David Pollard and
Harrison H. Zhou Estimation in functional regression for
general exponential families . . . . . . 2421--2451
Alekh Agarwal and
Sahand Negahban and
Martin J. Wainwright Fast global convergence of gradient
methods for high-dimensional statistical
recovery . . . . . . . . . . . . . . . . 2452--2482
Arash A. Amini and
Martin J. Wainwright Sampled forms of functional PCA in
reproducing kernel Hilbert spaces . . . 2483--2510
Soumendra N. Lahiri and
Subhadeep Mukhopadhyay A penalized empirical likelihood method
in high dimensions . . . . . . . . . . . 2511--2540
Lingzhou Xue and
Hui Zou Regularized rank-based estimation of
high-dimensional nonparanormal graphical
models . . . . . . . . . . . . . . . . . 2541--2571
Pierre Neuvial and
Etienne Roquain On false discovery rate thresholding for
classification under sparsity . . . . . 2572--2600
Michael Vogt Nonparametric regression for locally
stationary time series . . . . . . . . . 2601--2633
Hongtu Zhu and
Runze Li and
Linglong Kong Multivariate varying coefficient model
for functional responses . . . . . . . . 2634--2666
Laëtitia Comminges and
Arnak S. Dalalyan Tight conditions for consistency of
variable selection in the context of
high dimensionality . . . . . . . . . . 2667--2696
Randal Douc and
Eric Moulines Asymptotic properties of the maximum
likelihood estimation in misspecified
hidden Markov models . . . . . . . . . . 2697--2732
Richard J. Samworth Optimal weighted nearest neighbour
classifiers . . . . . . . . . . . . . . 2733--2763
Fabienne Comte and
Jan Johannes Adaptive functional linear regression 2765--2797
Joseph P. Romano and
Azeem M. Shaikh On the uniform asymptotic validity of
subsampling and the bootstrap . . . . . 2798--2822
Jorge Carlos Román and
James P. Hobert Convergence analysis of the Gibbs
sampler for Bayesian general linear
mixed models with improper priors . . . 2823--2849
Eduard Belitser and
Subhashis Ghosal and
Harry van Zanten Optimal two-stage procedures for
estimating location and size of the
maximum of a multivariate regression
function . . . . . . . . . . . . . . . . 2850--2876
Vladimir Spokoiny Parametric estimation. Finite sample
theory . . . . . . . . . . . . . . . . . 2877--2909
Robert J. Adler and
Eliran Subag and
Jonathan E. Taylor Rotation and scale space random fields
and the Gaussian kinematic formula . . . 2910--2942
Shujie Ma Two-step spline estimating equations for
generalized additive partially linear
models with large cluster sizes . . . . 2943--2972
Richard J. Samworth and
Ming Yuan Independent component analysis via
nonparametric maximum likelihood
estimation . . . . . . . . . . . . . . . 2973--3002
Ganggang Xu and
Jianhua Z. Huang Asymptotic optimality and efficient
computation of the leave-subject-out
cross-validation . . . . . . . . . . . . 3003--3030
Hira L. Koul and
Ursula U. Müller and
Anton Schick The transfer principle: A tool for
complete case analysis . . . . . . . . . 3031--3049
Leif T. Johnson and
Charles J. Geyer Variable transformation to obtain
geometric ergodicity in the random-walk
Metropolis algorithm . . . . . . . . . . 3050--3076
Anatoli Juditsky and
Fatma Kìlìnç Karzan and
Arkadi Nemirovski and
Boris Polyak Accuracy guarantees for $ \ell_1 $
recovery of block-sparse signals . . . . 3077--3107
Kengo Kato Estimation in functional linear quantile
regression . . . . . . . . . . . . . . . 3108--3136
Didier Chételat and
Martin T. Wells Improved multivariate normal mean
estimation with unknown covariance when
$p$ is greater than $n$ . . . . . . . . 3137--3160
Frederick K. H. Phoa A code arithmetic approach for
quaternary code designs and its
application to (1/64)th-fractions . . . 3161--3175
Ori Davidov and
Shyamal Peddada The linear stochastic order and directed
inference for multivariate ordered
distributions . . . . . . . . . . . . . 1--40
Adam D. Bull Spatially-adaptive sensing in
nonparametric regression . . . . . . . . 41--62
Wei Zheng Universally optimal crossover designs
under subject dropout . . . . . . . . . 63--90
Dawn B. Woodard and
Jeffrey S. Rosenthal Convergence rate of Markov chain methods
for genomic motif discovery . . . . . . 91--124
Axel Gandy and
Patrick Rubin-Delanchy An algorithm to compute the power of
Monte Carlo tests with guaranteed
precision . . . . . . . . . . . . . . . 125--142
Holger Dette and
Andrey Pepelyshev and
Anatoly Zhigljavsky Optimal design for linear models with
correlated observations . . . . . . . . 143--176
Jiming Jiang The subset argument and consistency of
MLE in GLMM: Answer to an open problem
and beyond . . . . . . . . . . . . . . . 177--195
Tyler J. VanderWeele and
Ilya Shpitser On the definition of a confounder . . . 196--220
Kuang-Yao Lee and
Bing Li and
Francesca Chiaromonte A general theory for nonlinear
sufficient dimension reduction:
Formulation and estimation . . . . . . . 221--249
Yanyuan Ma and
Liping Zhu Efficient estimation in sufficient
dimension reduction . . . . . . . . . . 250--268
Takumi Saegusa and
Jon A. Wellner Weighted likelihood estimation under
two-phase sampling . . . . . . . . . . . 269--295
Weidong Liu and
Qi-Man Shao A Cramér moderate deviation theorem for
Hotelling's $ T^2 $-statistic with
applications to global tests . . . . . . 296--322
Gunnar Taraldsen and
Bo Henry Lindqvist Fiducial theory and optimal inference 323--341
Xuming He and
Lan Wang and
Hyokyoung Grace Hong Quantile-adaptive model-free variable
screening for high-dimensional
heterogeneous data . . . . . . . . . . . 342--369
XuanLong Nguyen Convergence of latent mixing measures in
finite and infinite mixture models . . . 370--400
Animashree Anandkumar and
Ragupathyraj Valluvan Learning loopy graphical models with
latent variables: Efficient methods and
guarantees . . . . . . . . . . . . . . . 401--435
Caroline Uhler and
Garvesh Raskutti and
Peter Bühlmann and
Bin Yu Geometry of the faithfulness assumption
in causal inference . . . . . . . . . . 436--463
Hannes Leeb On the conditional distributions of
low-dimensional projections from
high-dimensional data . . . . . . . . . 464--483
EunYi Chung and
Joseph P. Romano Exact and asymptotically robust
permutation tests . . . . . . . . . . . 484--507
Cosma Rohilla Shalizi and
Alessandro Rinaldo Consistency under sampling of
exponential random graph models . . . . 508--535
Sara van de Geer and
Peter Bühlmann $ \ell_0$-penalized maximum likelihood
for sparse directed acyclic graphs . . . 536--567
Victor M. Panaretos and
Shahin Tavakoli Fourier analysis of stationary time
series in function space . . . . . . . . 568--603
Vladimir Koltchinskii and
Pedro Rangel Low rank estimation of smooth kernels on
graphs . . . . . . . . . . . . . . . . . 604--640
Fuqing Gao Moderate deviations for a nonparametric
estimator of sample coverage . . . . . . 641--669
Yao Xie and
David Siegmund Sequential multi-sensor change-point
detection . . . . . . . . . . . . . . . 670--692
Vianney Perchet and
Philippe Rigollet The multi-armed bandit problem with
covariates . . . . . . . . . . . . . . . 693--721
T. Tony Cai and
Mark G. Low and
Yin Xia Adaptive confidence intervals for
regression functions under shape
constraints . . . . . . . . . . . . . . 722--750
Martin Azizyan and
Aarti Singh and
Larry Wasserman Density-sensitive semisupervised
inference . . . . . . . . . . . . . . . 751--771
Zongming Ma Sparse principal component analysis and
iterative thresholding . . . . . . . . . 772--801
Richard Berk and
Lawrence Brown and
Andreas Buja and
Kai Zhang and
Linda Zhao Valid post-selection inference . . . . . 802--837
Nadine Hilgert and
André Mas and
Nicolas Verzelen Minimax adaptive tests for the
functional linear model . . . . . . . . 838--869
Sergio Bacallado and
Stefano Favaro and
Lorenzo Trippa Bayesian nonparametric analysis of
reversible Markov chains . . . . . . . . 870--896
Dietrich Braess and
Holger Dette Optimal discriminating designs for
several competing regression models . . 897--922
Jérémie Bigot and
Xavier Gendre Minimax properties of Fréchet means of
discretely sampled curves . . . . . . . 923--956
Lam Si Tung Ho and
Cécile Ané Asymptotic theory with hierarchical
autocorrelation: Ornstein--Uhlenbeck
tree models . . . . . . . . . . . . . . 957--981
E. Di Nardo and
P. McCullagh and
D. Senato Natural statistics for spectral samples 982--1004
Oleg Lepski Multivariate density estimation under
sup-norm loss: Oracle approach,
adaptation and independence structure 1005--1034
Chris Field and
John Robinson Relative errors for bootstrap
approximations of the serial correlation
coefficient . . . . . . . . . . . . . . 1035--1053
Aharon Birnbaum and
Iain M. Johnstone and
Boaz Nadler and
Debashis Paul Minimax bounds for sparse PCA with noisy
high-dimensional data . . . . . . . . . 1055--1084
Alessandro Rinaldo and
Sonja Petrovi\'c and
Stephen E. Fienberg Maximum lilkelihood estimation in the $
\beta $-model . . . . . . . . . . . . . 1085--1110
Jacob Bien and
Jonathan Taylor and
Robert Tibshirani A lasso for hierarchical interactions 1111--1141
Jian Huang and
Tingni Sun and
Zhiliang Ying and
Yi Yu and
Cun-Hui Zhang Oracle inequalities for the lasso in the
Cox model . . . . . . . . . . . . . . . 1142--1165
Yongmiao Hong and
Yoon-Jin Lee A loss function approach to model
specification testing and its relative
efficiency . . . . . . . . . . . . . . . 1166--1203
Alexei Onatski and
Marcelo J. Moreira and
Marc Hallin Asymptotic power of sphericity tests for
high-dimensional data . . . . . . . . . 1204--1231
A. Chatterjee and
S. N. Lahiri Rates of convergence of the Adaptive
LASSO estimators to the Oracle
distribution and higher order
refinements by the bootstrap . . . . . . 1232--1259
Holger Dette and
Kirsten Schorning Complete classes of designs for
nonlinear regression models and
principal representations of moment
spaces . . . . . . . . . . . . . . . . . 1260--1267
Ngai Hang Chan and
Shih-Feng Huang and
Ching-Kang Ing Moment bounds and mean squared
prediction errors of long-memory time
series . . . . . . . . . . . . . . . . . 1268--1298
Johannes Schmidt-Hieber and
Axel Munk and
Lutz Dümbgen Multiscale methods for shape constraints
in deconvolution: Confidence statements
for qualitative features . . . . . . . . 1299--1328
Xianyang Zhang and
Xiaofeng Shao Fixed-smoothing asymptotics for time
series . . . . . . . . . . . . . . . . . 1329--1349
Chenxu Li Maximum-likelihood estimation for
diffusion processes via closed-form
density expansions . . . . . . . . . . . 1350--1380
Taiji Suzuki and
Masashi Sugiyama Fast learning rate of multiple kernel
learning: Trade-off between sparsity and
smoothness . . . . . . . . . . . . . . . 1381--1405
Minh Tang and
Daniel L. Sussman and
Carey E. Priebe Universally consistent vertex
classification for latent positions
graphs . . . . . . . . . . . . . . . . . 1406--1430
Magalie Fromont and
Béatrice Laurent and
Patricia Reynaud-Bouret The two-sample problem for Poisson
processes: Adaptive tests with a
nonasymptotic wild bootstrap approach 1431--1461
Jean Jacod and
Mathieu Rosenbaum Quarticity and other functionals of
volatility: Efficient estimation . . . . 1462--1484
Axel Bücher and
Mathias Vetter Nonparametric inference on Lévy measures
and copulas . . . . . . . . . . . . . . 1485--1515
Olivier Cappé and
Aurélien Garivier and
Odalric-Ambrym Maillard and
Rémi Munos and
Gilles Stoltz Kullback--Leibler upper confidence
bounds for optimal sequential allocation 1516--1541
Sam Efromovich Nonparametric regression with the scale
depending on auxiliary variable . . . . 1542--1568
Jeffrey W. Miller and
Matthew T. Harrison Exact sampling and counting for
fixed-margin matrices . . . . . . . . . 1569--1592
Hiroki Masuda Convergence of Gaussian quasi-likelihood
random fields for ergodic Lévy driven SDE
observed at high frequency . . . . . . . 1593--1641
Susanne M. Schennach Regressions with Berkson errors in
covariates --- a nonparametric approach 1642--1668
Jiahua Chen and
Yukun Liu Quantile and quantile-function
estimations under density ratio model 1669--1692
Holger Dette and
Viatcheslav B. Melas and
Petr Shpilev Robust $T$-optimal discriminating
designs . . . . . . . . . . . . . . . . 1693--1715
Valen E. Johnson Uniformly most powerful Bayesian tests 1716--1741
Yangbo He and
Jinzhu Jia and
Bin Yu Reversible MCMC on Markov equivalence
classes of sparse directed acyclic
graphs . . . . . . . . . . . . . . . . . 1742--1779
Quentin Berthet and
Philippe Rigollet Optimal detection of sparse principal
components in high dimension . . . . . . 1780--1815
Minjing Tao and
Yazhen Wang and
Harrison H. Zhou Optimal sparse volatility matrix
estimation for high-dimensional Itô
processes with measurement errors . . . 1816--1864
Jia Li and
Viktor Todorov and
George Tauchen Volatility occupation times . . . . . . 1865--1891
Peter Hall and
Joel Horowitz A simple bootstrap method for
constructing nonparametric confidence
bands for functions . . . . . . . . . . 1892--1921
Peter Bickel and
David Choi and
Xiangyu Chang and
Hai Zhang Asymptotic normality of maximum
likelihood and its variational
approximation for stochastic blockmodels 1922--1943
Jan Draisma and
Sonja Kuhnt and
Piotr Zwiernik Groups acting on Gaussian graphical
models . . . . . . . . . . . . . . . . . 1944--1969
Christian Francq and
Jean-Michel Zako\"\ian Inference in nonstationary asymmetric
GARCH models . . . . . . . . . . . . . . 1970--1998
Ismaël Castillo and
Richard Nickl Nonparametric Bernstein--von Mises
theorems in Gaussian white noise . . . . 1999--2028
Tiefeng Jiang and
Fan Yang Central limit theorems for classical
likelihood ratio tests for
high-dimensional normal distributions 2029--2074
Rongmao Zhang and
Liang Peng and
Ruodu Wang Tests for covariance matrix with fixed
or divergent dimension . . . . . . . . . 2075--2096
Arash A. Amini and
Aiyou Chen and
Peter J. Bickel and
Elizaveta Levina Pseudo-likelihood methods for community
detection in large sparse networks . . . 2097--2122
Jinyuan Chang and
Cheng Yong Tang and
Yichao Wu Marginal empirical likelihood and sure
independence feature screening . . . . . 2123--2148
Li Zhang Nearly optimal minimax estimator for
high-dimensional sparse linear
regression . . . . . . . . . . . . . . . 2149--2175
Min Tsao and
Fan Wu Empirical likelihood on the full
parameter space . . . . . . . . . . . . 2176--2196
Koichi Yamagata and
Akio Fujiwara and
Richard D. Gill Quantum local asymptotic normality based
on a new quantum likelihood ratio . . . 2197--2217
Wei Zheng Optimal crossover designs for the
proportional model . . . . . . . . . . . 2218--2235
Jinchi Lv Impacts of high dimensionality in finite
samples . . . . . . . . . . . . . . . . 2236--2262
Dino Sejdinovic and
Bharath Sriperumbudur and
Arthur Gretton and
Kenji Fukumizu Equivalence of distance-based and
RKHS-based statistics in hypothesis
testing . . . . . . . . . . . . . . . . 2263--2291
John C. Duchi and
Lester Mackey and
Michael I. Jordan The asymptotics of ranking algorithms 2292--2323
Dominik Janzing and
David Balduzzi and
Moritz Grosse-Wentrup and
Bernhard Schölkopf Quantifying causal influences . . . . . 2324--2358
Kengo Kato Quasi-Bayesian analysis of nonparametric
instrumental variables models . . . . . 2359--2390
Jean Jacod and
Mark Podolskij A test for the rank of the volatility
process: The random perturbation
approach . . . . . . . . . . . . . . . . 2391--2427
Sourav Chatterjee and
Persi Diaconis Estimating and understanding exponential
random graph models . . . . . . . . . . 2428--2461
Yazhen Wang Asymptotic equivalence of quantum state
tomography and noisy matrix completion 2462--2504
Lan Wang and
Yongdai Kim and
Runze Li Calibrating nonconvex penalized
regression in ultra-high dimension . . . 2505--2536
Yingying Fan and
Jiashun Jin and
Zhigang Yao Optimal classification in sparse
Gaussian graphic model . . . . . . . . . 2537--2571
Ningning Xia and
Yingli Qin and
Zhidong Bai Convergence rates of eigenvector
empirical spectral distribution of large
dimensional sample covariance matrix . . 2572--2607
Zuofeng Shang and
Guang Cheng Local and global asymptotic inference in
smoothing spline models . . . . . . . . 2608--2638
Junlong Zhao and
Chenlei Leng and
Lexin Li and
Hansheng Wang High-dimensional influence measure . . . 2639--2667
Marianna Pensky Spatially inhomogeneous linear inverse
problems with possible singularities . . 2668--2697
Leif T. Johnson and
Charles J. Geyer Correction: ``Variable transformation to
obtain geometric ergodicity in the
random-walk Metropolis algorithm'' . . . 2698--2698
Xuming He and
Lan Wang and
Hyokyoung Grace Hong Correction: ``Quantile-adaptive
model-free variable screening for
high-dimensional heterogeneous data'' 2699--2699
Richard A. Olshen and
Bala Brajaratnam Correction: ``Successive normalization
of rectangular arrays'' . . . . . . . . 2700--2702
Mohammad Naghshvar and
Tara Javidi Active sequential hypothesis testing . . 2703--2738
Raymond J. Carroll and
Aurore Delaigle and
Peter Hall Unexpected properties of bandwidth
choice when smoothing discrete data for
constructing a functional data
classifier . . . . . . . . . . . . . . . 2739--2767
Rahul Mukerjee and
Boxin Tang A complementary set theory for
quaternary code designs . . . . . . . . 2768--2785
Victor Chernozhukov and
Denis Chetverikov and
Kengo Kato Gaussian approximations and multiplier
bootstrap for maxima of sums of
high-dimensional random vectors . . . . 2786--2819
Ping-Shou Zhong and
Song Xi Chen and
Minya Xu Tests alternative to higher criticism
for high-dimensional means under
sparsity and column-wise dependence . . 2820--2851
Richard Nickl and
Sara van de Geer Confidence sets in sparse regression . . 2852--2876
Hock Peng Chan and
Tze Leung Lai A general theory of particle filters in
hidden Markov models and some
applications . . . . . . . . . . . . . . 2877--2904
Vincent Q. Vu and
Jing Lei Minimax sparse principal subspace
estimation in high dimensions . . . . . 2905--2947
Weidong Liu Gaussian graphical model estimation with
false discovery rate control . . . . . . 2948--2978
Estate Khmaladze Note on distribution free testing for
discrete distributions . . . . . . . . . 2979--2993
Xiaohui Chen and
Mengyu Xu and
Wei Biao Wu Covariance and precision matrix
estimation for high-dimensional time
series . . . . . . . . . . . . . . . . . 2994--3021
Po-Ling Loh and
Martin J. Wainwright Structure estimation for discrete
graphical models: Generalized covariance
matrices and their inverses . . . . . . 3022--3049
Daniel J. Nordman and
Helle Bunzel and
Soumendra N. Lahiri A nonstandard empirical likelihood for
time series . . . . . . . . . . . . . . 3050--3073
T. Tony Cai and
Zongming Ma and
Yihong Wu Sparse PCA: Optimal rates and adaptive
estimation . . . . . . . . . . . . . . . 3074--3110
Oleg Lepski and
Nora Serdyukova Adaptive estimation under single-index
constraint in a regression model . . . . 1--28
David Choi and
Patrick J. Wolfe Co-clustering separately exchangeable
network data . . . . . . . . . . . . . . 29--63
Tucker S. McElroy and
Scott H. Holan Asymptotic theory of cepstral random
fields . . . . . . . . . . . . . . . . . 64--86
Zhou Zhou Inference of weighted $V$-statistics for
nonstationary time series and its
applications . . . . . . . . . . . . . . 87--114
Nick Whiteley and
Anthony Lee Twisted particle filters . . . . . . . . 115--141
Jushan Bai and
Kunpeng Li Theory and methods of panel data models
with interactive effects . . . . . . . . 142--170
Ke Li Second-order asymptotics for quantum
hypothesis testing . . . . . . . . . . . 171--189
Xingdong Feng and
Xuming He Statistical inference based on robust
low-rank data matrix approximation . . . 190--210
Guillaume Lecué and
Philippe Rigollet Optimal learning with $Q$-aggregation 211--224
Alexei Onatski and
Marcelo J. Moreira and
Marc Hallin Signal detection in high dimension: The
multispiked case . . . . . . . . . . . . 225--254
Alejandro Cholaquidis and
Antonio Cuevas and
Ricardo Fraiman On Poincaré cone property . . . . . . . . 255--284
Ryan J. Tibshirani Adaptive piecewise polynomial estimation
via trend filtering . . . . . . . . . . 285--323
Jianqing Fan and
Yingying Fan and
Emre Barut Adaptive robust variable selection . . . 324--351
Anirban Bhattacharya and
Debdeep Pati and
David Dunson Anisotropic function estimation using
multi-bandwidth Gaussian processes . . . 352--381
Wei Luo and
Bing Li and
Xiangrong Yin On efficient dimension reduction with
respect to a statistical functional of
interest . . . . . . . . . . . . . . . . 382--412
Richard Lockhart and
Jonathan Taylor and
Ryan J. Tibshirani and
Robert Tibshirani A significance test for the lasso . . . 413--468
Peter Bühlmann and
Lukas Meier and
Sara van de Geer Discussion: ``A significance test for
the lasso'' . . . . . . . . . . . . . . 469--477
T. Tony Cai and
Ming Yuan Discussion: ``A significance test for
the lasso'' . . . . . . . . . . . . . . 478--482
Jianqing Fan and
Zheng Tracy Ke Discussion: ``A significance test for
the lasso'' . . . . . . . . . . . . . . 483--492
Jinchi Lv and
Zemin Zheng Discussion: ``A significance test for
the lasso'' . . . . . . . . . . . . . . 493--500
Larry Wasserman Discussion: ``A significance test for
the lasso'' . . . . . . . . . . . . . . 501--508
A. Buja and
L. Brown Discussion: ``A significance test for
the lasso'' . . . . . . . . . . . . . . 509--517
Richard Lockhart and
Jonathan Taylor and
Ryan J. Tibshirani and
Robert Tibshirani Rejoinder: ``A significance test for the
lasso'' . . . . . . . . . . . . . . . . 518--531
Shuheng Zhou Gemini: Graph estimation with matrix
variate normal instances . . . . . . . . 532--562
Ci-Ren Jiang and
Wei Yu and
Jane-Ling Wang Inverse regression for longitudinal data 563--591
Li Wang and
Lan Xue and
Annie Qu and
Hua Liang Estimation and model selection in
generalized additive partial linear
models for correlated data with
diverging number of covariates . . . . . 592--624
Hanna Jankowski Convergence of linear functionals of the
Grenander estimator under
misspecification . . . . . . . . . . . . 625--653
Jiangyan Wang and
Rong Liu and
Fuxia Cheng and
Lijian Yang Oracally efficient estimation of
autoregressive error distribution with
simultaneous confidence band . . . . . . 654--668
Mahdi Soltanolkotabi and
Ehsan Elhamifar and
Emmanuel J. Cand\`es Robust subspace clustering . . . . . . . 669--699
Yan Sun and
Hongjia Yan and
Wenyang Zhang and
Zudi Lu A semiparametric spatial dynamic model 700--727
M. J. Schervish and
Teddy Seidenfeld and
J. B. Kadane Dominating countably many forecasts . . 728--756
Alexandre Belloni and
Victor Chernozhukov and
Lie Wang Pivotal estimation via square-root Lasso
in nonparametric regression . . . . . . 757--788
Naveen Naidu Narisetty and
Xuming He Bayesian variable selection with
shrinking and diffusing priors . . . . . 789--817
Jianqing Fan and
Lingzhou Xue and
Hui Zou Strong oracle optimality of folded
concave penalized estimation . . . . . . 819--849
Peter M. Aronow and
Donald P. Green and
Donald K. K. Lee Sharp bounds on the variance in
randomized experiments . . . . . . . . . 850--871
Jianqing Fan and
Yuan Liao Endogeneity in high dimensions . . . . . 872--917
Ulrike Grömping and
Hongquan Xu Generalized resolution for orthogonal
arrays . . . . . . . . . . . . . . . . . 918--939
Ery Arias-Castro and
Nicolas Verzelen Community detection in dense random
networks . . . . . . . . . . . . . . . . 940--969
Changliang Zou and
Guosheng Yin and
Long Feng and
Zhaojun Wang Nonparametric maximum likelihood
approach to multiple change-point
problems . . . . . . . . . . . . . . . . 970--1002
Luciano Pomatto and
Nabil Al-Najjar and
Alvaro Sandroni Merging and testing opinions . . . . . . 1003--1028
Jean Jacod and
Viktor Todorov Efficient estimation of integrated
volatility in presence of infinite
variation jumps . . . . . . . . . . . . 1029--1069
Wenge Guo and
Li He and
Sanat K. Sarkar Further results on controlling the false
discovery proportion . . . . . . . . . . 1070--1101
Debdeep Pati and
Anirban Bhattacharya and
Natesh S. Pillai and
David Dunson Posterior contraction in sparse Bayesian
factor models for massive covariance
matrices . . . . . . . . . . . . . . . . 1102--1130
Masayo Yoshimori and
Partha Lahiri A second-order efficient empirical Bayes
confidence interval . . . . . . . . . . 1233--1261
Lilun Du and
Chunming Zhang Single-index modulated multiple testing 1262--1311
Markus Bibinger and
Nikolaus Hautsch and
Peter Malec and
Markus Reiß Estimating the quadratic covariation
matrix from noisy observations: Local
method of moments and efficiency . . . . 1312--1346
Yuanzhen He and
Boxin Tang A characterization of strong orthogonal
arrays of strength three . . . . . . . . 1347--1360
Xian Chen and
Zhi-Ming Ma and
Ying Wang Markov jump processes in modeling
coalescent with recombination . . . . . 1361--1393
Fasheng Sun and
Min-Qian Liu and
Peter Z. G. Qian On the construction of nested
space-filling designs . . . . . . . . . 1394--1425
Andrej Pázman and
Luc Pronzato Optimum design accounting for the global
nonlinear behavior of the model . . . . 1426--1451
Robin J. Evans and
Thomas S. Richardson Markovian acyclic directed mixed graphs
for discrete data . . . . . . . . . . . 1452--1482
Florian Maire and
Randal Douc and
Jimmy Olsson Comparison of asymptotic variances of
inhomogeneous Markov chains with
application to Markov chain Monte Carlo
methods . . . . . . . . . . . . . . . . 1483--1510
Christopher R. Genovese and
Marco Perone-Pacifico and
Isabella Verdinelli and
Larry Wasserman Nonparametric ridge estimation . . . . . 1511--1545
Ce Shi and
Yu Tang and
Jianxing Yin Optimum mixed level detecting arrays . . 1546--1563
Victor Chernozhukov and
Denis Chetverikov and
Kengo Kato Gaussian approximation of suprema of
empirical processes . . . . . . . . . . 1564--1597
Axel Bücher and
Johan Segers and
Stanislav Volgushev When uniform weak convergence fails:
Empirical processes for dependence
functions and residuals via epi- and
hypographs . . . . . . . . . . . . . . . 1598--1634
Holger Dette and
Yuri Grigoriev E-optimal designs for second-order
response surface models . . . . . . . . 1635--1656
Efang Kong and
Yingcun Xia An adaptive composite quantile approach
to dimension reduction . . . . . . . . . 1657--1688
Jack Kuipers and
Giusi Moffa and
David Heckerman Addendum on the scoring of Gaussian
directed acyclic graphical models . . . 1689--1691
William Fithian and
Trevor Hastie Local case-control sampling: Efficient
subsampling in imbalanced data sets . . 1693--1724
Xu He and
Peter Z. G. Qian A central limit theorem for general
orthogonal array based space-filling
designs . . . . . . . . . . . . . . . . 1725--1750
Bo Jiang and
Jun S. Liu Variable selection for general index
models via sliced inverse regression . . 1751--1786
Victor Chernozhukov and
Denis Chetverikov and
Kengo Kato Anti-concentration and honest, adaptive
confidence bands . . . . . . . . . . . . 1787--1818
Ming-Yen Cheng and
Toshio Honda and
Jialiang Li and
Heng Peng Nonparametric independence screening and
structure identification for ultra-high
dimensional longitudinal data . . . . . 1819--1849
Natalia A. Bochkina and
Peter J. Green The Bernstein--von Mises theorem and
nonregular models . . . . . . . . . . . 1850--1878
Johan Segers and
Ramon van den Akker and
Bas J. M. Werker Semiparametric Gaussian copula models:
Geometry and efficient rank-based
estimation . . . . . . . . . . . . . . . 1911--1940
Ismaël Castillo and
Richard Nickl On the Bernstein--von Mises phenomenon
for nonparametric Bayes procedures . . . 1941--1969
Moritz Jirak and
Alexander Meister and
Markus Reiß Adaptive function estimation in
nonparametric regression with one-sided
errors . . . . . . . . . . . . . . . . . 1970--2002
Adam D. Bull Estimating time-changes in noisy Lévy
models . . . . . . . . . . . . . . . . . 2026--2057
Ismaël Castillo On Bayesian supremum norm contraction
rates . . . . . . . . . . . . . . . . . 2058--2091
Piet Groeneboom Maximum smoothed likelihood estimators
for the interval censoring model . . . . 2092--2137
Richard Lockhart and
Jonathan Taylor and
Ryan J. Tibshirani and
Robert Tibshirani Correction to rejoinder to ``A
significance test for the Lasso'' . . . 2138--2139
Peter Binev and
Albert Cohen and
Wolfgang Dahmen and
Ronald DeVore Classification algorithms using adaptive
partitioning . . . . . . . . . . . . . . 2141--2163
Zhaoran Wang and
Han Liu and
Tong Zhang Optimal computational and statistical
rates of convergence for sparse
nonconvex learning problems . . . . . . 2164--2201
Zheng Tracy Ke and
Jiashun Jin and
Jianqing Fan Covariate assisted screening and
estimation . . . . . . . . . . . . . . . 2202--2242
Piotr Fryzlewicz Wild binary segmentation for multiple
change-point detection . . . . . . . . . 2243--2281
R. A. Bailey and
P. Druilhet Optimal cross-over designs for full
interaction models . . . . . . . . . . . 2282--2300
Brittany Terese Fasy and
Fabrizio Lecci and
Alessandro Rinaldo and
Larry Wasserman and
Sivaraman Balakrishnan and
Aarti Singh Confidence sets for persistence diagrams 2301--2339
Sourav Chatterjee A new perspective on least squares under
convex constraint . . . . . . . . . . . 2340--2381
Gábor J. Székely and
Maria L. Rizzo Partial distance correlation with
methods for dissimilarities . . . . . . 2382--2412
David Donoho and
Matan Gavish Minimax risk of matrix denoising by
singular value thresholding . . . . . . 2413--2440
Chih-Hao Chang and
Hsin-Cheng Huang and
Ching-Kang Ing Asymptotic theory of generalized
information criterion for geostatistical
regression model selection . . . . . . . 2441--2468
Anand Bhaskar and
Yun S. Song Descartes' rule of signs and the
identifiability of population
demographic models from genomic
variation data . . . . . . . . . . . . . 2469--2493
Dimitris Bertsimas and
Rahul Mazumder Least quantile regression via modern
optimization . . . . . . . . . . . . . . 2494--2525
Peter Bühlmann and
Jonas Peters and
Jan Ernest CAM: Causal additive models,
high-dimensional order search and
penalized regression . . . . . . . . . . 2526--2556
Johannes Schmidt-Hieber Asymptotic equivalence for regression
under fractional noise . . . . . . . . . 2557--2585
Kevin McGoff and
Sayan Mukherjee and
Andrew Nobel and
Natesh Pillai Consistency of maximum likelihood
estimation for some dynamical systems 1--29
Linwei Hu and
Min Yang and
John Stufken Saturated locally optimal designs under
differentiable optimality criteria . . . 30--56
Jiashun Jin Fast community detection by SCORE . . . 57--89
Inga Samonenko and
John Robinson A new permutation test statistic for
complete block designs . . . . . . . . . 90--101
T. Tony Cai and
Anru Zhang ROP: Matrix recovery via rank-one
projections . . . . . . . . . . . . . . 102--138
Hao Chen and
Nancy Zhang Graph-based change-point detection . . . 139--176
Sourav Chatterjee Matrix estimation by Universal Singular
Value Thresholding . . . . . . . . . . . 177--214
Jing Lei and
Alessandro Rinaldo Consistency of spectral clustering in
stochastic block models . . . . . . . . 215--237
Chris Sherlock and
Alexandre H. Thiery and
Gareth O. Roberts and
Jeffrey S. Rosenthal On the efficiency of pseudo-marginal
random walk Metropolis algorithms . . . 238--275
Ana Ferreira and
Laurens de Haan On the block maxima method in extreme
value theory: PWM estimators . . . . . . 276--298
Jing Lei and
Vincent Q. Vu Sparsistency and agnostic inference in
sparse PCA . . . . . . . . . . . . . . . 299--322
Joan Bruna and
Stéphane Mallat and
Emmanuel Bacry and
Jean-François Muzy Intermittent process analysis with
scattering moments . . . . . . . . . . . 323--351
Rajarshi Mukherjee and
Natesh S. Pillai and
Xihong Lin Hypothesis testing for high-dimensional
sparse binary regression . . . . . . . . 352--381
Zhigang Bao and
Guangming Pan and
Wang Zhou Universality for the largest eigenvalue
of sample covariance matrices with
general population . . . . . . . . . . . 382--421
Kaie Kubjas and
Elina Robeva and
Bernd Sturmfels Fixed points EM algorithm and
nonnegative rank boundaries . . . . . . 422--461
Peter J. Bickel and
Aiyou Chen and
Yunpeng Zhao and
Elizaveta Levina and
Ji Zhu Correction to the proof of consistency
of community detection . . . . . . . . . 462--466
Yanrong Yang and
Guangming Pan Independence test for high dimensional
data based on regularized canonical
correlation coefficients . . . . . . . . 467--500
Wei Zheng Universally optimal designs for two
interference models . . . . . . . . . . 501--518
Soutir Bandyopadhyay and
Soumendra N. Lahiri and
Daniel J. Nordman A frequency domain empirical likelihood
method for irregularly spaced spatial
data . . . . . . . . . . . . . . . . . . 519--545
Shurong Zheng and
Zhidong Bai and
Jianfeng Yao Substitution principle for CLT of linear
spectral statistics of high-dimensional
sample covariance matrices with
applications to hypothesis testing . . . 546--591
Clément Levrard Nonasymptotic bounds for vector
quantization in Hilbert spaces . . . . . 592--619
Young K. Lee and
Enno Mammen and
Jens P. Nielsen and
Byeong U. Park Asymptotics for in-sample density
forecasting . . . . . . . . . . . . . . 620--651
Yun Yang and
Surya T. Tokdar Minimax-optimal nonparametric regression
in high dimensions . . . . . . . . . . . 652--674
Haoyang Liu and
Alexander Aue and
Debashis Paul On the Mar\vcenko--Pastur law for linear
time series . . . . . . . . . . . . . . 675--712
Michael Vogt and
Holger Dette Detecting gradual changes in locally
stationary processes . . . . . . . . . . 713--740
Ting Zhang and
Wei Biao Wu Time-varying nonlinear regression
models: Nonparametric estimation and
model selection . . . . . . . . . . . . 741--768
Pierre E. Jacob and
Alexandre H. Thiery On nonnegative unbiased estimators . . . 769--784
Chao Gao and
Harrison H. Zhou Rate-optimal posterior contraction for
sparse PCA . . . . . . . . . . . . . . . 785--818
Geoffrey Schiebinger and
Martin J. Wainwright and
Bin Yu The geometry of kernelized spectral
clustering . . . . . . . . . . . . . . . 819--846
Xin-Bing Kong and
Zhi Liu and
Bing-Yi Jing Testing for pure-jump processes for
high-frequency data . . . . . . . . . . 847--877
Sami Umut Can and
John H. J. Einmahl and
Estate V. Khmaladze and
Roger J. A. Laeven Asymptotically distribution-free
goodness-of-fit testing for tail copulas 878--902
Anne-Laure Foug\`eres and
Laurens de Haan and
Cécile Mercadier Bias correction in multivariate extremes 903--934
Jianqing Fan and
Lingzhou Xue and
Hui Zou Correction . . . . . . . . . . . . . . . 935--935
Gourab Mukherjee and
Iain M. Johnstone Exact minimax estimation of the
predictive density in sparse Gaussian
models . . . . . . . . . . . . . . . . . 937--961
Purnamrita Sarkar and
Peter J. Bickel Role of normalization in spectral
clustering for stochastic blockmodels 962--990
Zhao Ren and
Tingni Sun and
Cun-Hui Zhang and
Harrison H. Zhou Asymptotic normality and optimalities in
estimation of large Gaussian graphical
models . . . . . . . . . . . . . . . . . 991--1026
T. Tony Cai and
Xiaodong Li Robust and computationally feasible
community detection in the presence of
arbitrary outlier nodes . . . . . . . . 1027--1059
Marloes H. Maathuis and
Diego Colombo A generalized back-door criterion . . . 1060--1088
Zongming Ma and
Yihong Wu Computational barriers in minimax
submatrix detection . . . . . . . . . . 1089--1116
Carsten Jentsch and
Dimitris N. Politis Covariance matrix estimation and linear
process bootstrap for multivariate time
series of possibly increasing dimension 1117--1140
Sylvain Delattre and
Etienne Roquain New procedures controlling the false
discovery proportion via Romano--Wolf's
heuristic . . . . . . . . . . . . . . . 1141--1177
Oleg Lepski Adaptive estimation over anisotropic
functional classes via oracle approach 1178--1242
Yingying Fan and
Yinfei Kong and
Daoji Li and
Zemin Zheng Innovated interaction screening for
high-dimensional nonlinear
classification . . . . . . . . . . . . . 1243--1272
Olga Klopp and
Marianna Pensky Sparse high-dimensional varying
coefficient model: Nonasymptotic minimax
study . . . . . . . . . . . . . . . . . 1273--1299
Robert Krauthgamer and
Boaz Nadler and
Dan Vilenchik Do semidefinite relaxations solve sparse
PCA up to the information limit? . . . . 1300--1322
Guang Cheng and
Zuofeng Shang Joint asymptotics for semi-nonparametric
regression models with partially linear
structure . . . . . . . . . . . . . . . 1351--1390
Botond Szabó and
A. W. van der Vaart and
J. H. van Zanten Frequentist coverage of adaptive
nonparametric Bayesian credible sets . . 1391--1428
Richard Nickl Discussion of ``Frequentist coverage of
adaptive nonparametric Bayesian credible
sets'' . . . . . . . . . . . . . . . . . 1429--1436
Ismaël Castillo Discussion of ``Frequentist coverage of
adaptive nonparametric Bayesian credible
sets'' . . . . . . . . . . . . . . . . . 1437--1443
Judith Rousseau Discussion of ``Frequentist coverage of
adaptive nonparametric Bayesian credible
sets'' . . . . . . . . . . . . . . . . . 1444--1447
Mark G. Low and
Zongming Ma Discussion of ``Frequentist coverage of
adaptive nonparametric Bayesian credible
sets'' . . . . . . . . . . . . . . . . . 1448--1454
Subhashis Ghosal Discussion of ``Frequentist coverage of
adaptive nonparametric Bayesian credible
sets'' . . . . . . . . . . . . . . . . . 1455--1462
Botond Szabó and
A. W. van der Vaart and
J. H. van Zanten Rejoinder to discussions of
``Frequentist coverage of adaptive
nonparametric Bayesian credible sets'' 1463--1470
Qing Mai and
Hui Zou The fused Kolmogorov filter: A
nonparametric model-free screening
method . . . . . . . . . . . . . . . . . 1471--1497
Jianqing Fan and
Zheng Tracy Ke and
Han Liu and
Lucy Xia QUADRO: A supervised dimension reduction
method via Rayleigh quotient
optimization . . . . . . . . . . . . . . 1498--1534
Sumanta Basu and
George Michailidis Regularized estimation in sparse
high-dimensional time series models . . 1535--1567
Alain Desgagné Robustness to outliers in location-scale
parameter model using log-regularly
varying distributions . . . . . . . . . 1568--1595
Kang Li and
Wei Zheng and
Mingyao Ai Optimal designs for the proportional
interference model . . . . . . . . . . . 1596--1616
Michaël Chichignoud and
Sébastien Loustau Bandwidth selection in kernel empirical
risk minimization via the gradient . . . 1617--1646
Simon Byrne and
A. Philip Dawid Structural Markov graph laws for
Bayesian model uncertainty . . . . . . . 1647--1681
Jia Chen and
Degui Li and
Hua Liang and
Suojin Wang Semiparametric GEE analysis in partially
linear single-index models for
longitudinal data . . . . . . . . . . . 1682--1715
Erwan Scornet and
Gérard Biau and
Jean-Philippe Vert Consistency of random forests . . . . . 1716--1741
Zuofeng Shang and
Guang Cheng Nonparametric inference in generalized
functional linear models . . . . . . . . 1742--1773
Sabyasachi Chatterjee and
Adityanand Guntuboyina and
Bodhisattva Sen On risk bounds in isotonic and other
shape restricted regression problems . . 1774--1800
Nicolai Meinshausen and
Peter Bühlmann Maximin effects in inhomogeneous
large-scale data . . . . . . . . . . . . 1801--1830
Viktor Todorov Jump activity estimation for pure-jump
semimartingales via self-normalized
statistics . . . . . . . . . . . . . . . 1831--1864
Hock Peng Chan and
Guenther Walther Optimal detection of multi-sample
aligned sparse signals . . . . . . . . . 1865--1895
Yen-Chi Chen and
Christopher R. Genovese and
Larry Wasserman Asymptotic theory for density ridges . . 1896--1928
Fei Jiang and
Yanyuan Ma and
Yuanjia Wang Fused kernel-spline smoothing for
repeatedly measured outcomes in a
generalized partially linear model with
functional single index . . . . . . . . 1929--1958
Holger Dette and
Viatcheslav B. Melas and
Roman Guchenko Bayesian $T$-optimal discriminating
designs . . . . . . . . . . . . . . . . 1959--1985
Ismaël Castillo and
Johannes Schmidt-Hieber and
Aad van der Vaart Bayesian linear regression with sparse
priors . . . . . . . . . . . . . . . . . 1986--2018
Piet Groeneboom and
Geurt Jongbloed Nonparametric confidence intervals for
monotone functions . . . . . . . . . . . 2019--2054
Rina Foygel Barber and
Emmanuel J. Cand\`es Controlling the false discovery rate via
knockoffs . . . . . . . . . . . . . . . 2055--2085
Timothy Armstrong Adaptive testing on a regression
function at a point . . . . . . . . . . 2086--2101
Shujie Ma and
Raymond J. Carroll and
Hua Liang and
Shizhong Xu Estimation and inference in generalized
additive coefficient models for
nonlinear interactions with
high-dimensional covariates . . . . . . 2102--2131
Ingo Steinwart Fully adaptive density-based clustering 2132--2167
Chao Gao and
Zongming Ma and
Zhao Ren and
Harrison H. Zhou Minimax estimation in sparse canonical
correlation analysis . . . . . . . . . . 2168--2197
Guillaume Sagnol and
Radoslav Harman Computing exact $D$-optimal designs by
mixed integer second-order cone
programming . . . . . . . . . . . . . . 2198--2224
Qi Zheng and
Limin Peng and
Xuming He Globally adaptive quantile regression
with ultra-high dimensional data . . . . 2225--2258
Marc Hoffmann and
Judith Rousseau and
Johannes Schmidt-Hieber On adaptive posterior concentration
rates . . . . . . . . . . . . . . . . . 2259--2295
Yingying Fan and
Gareth M. James and
Peter Radchenko Functional additive regression . . . . . 2296--2325
Ci-Ren Jiang and
Jane-Ling Wang Correction to ``Inverse regression for
longitudinal data'' . . . . . . . . . . 2326--2329
Rui Tuo and
C. F. Jeff Wu Efficient calibration for imperfect
computer models . . . . . . . . . . . . 2331--2352
Ismaël Castillo and
Judith Rousseau A Bernstein--von Mises theorem for
smooth functionals in semiparametric
models . . . . . . . . . . . . . . . . . 2353--2383
Sharmodeep Bhattacharyya and
Peter J. Bickel Subsampling bootstrap of count features
of networks . . . . . . . . . . . . . . 2384--2411
Christophe Giraud and
François Roueff and
Andres Sanchez-Perez Aggregation of predictors for
nonstationary sub-linear processes and
online adaptive forecasting of time
varying autoregressive processes . . . . 2412--2450
Moritz Jirak Uniform change point tests in high
dimension . . . . . . . . . . . . . . . 2451--2483
Guillaume Chauvet Coupling methods for multistage sampling 2484--2506
Christian Brownlees and
Emilien Joly and
Gábor Lugosi Empirical risk minimization for
heavy-tailed losses . . . . . . . . . . 2507--2536
Mélisande Albert and
Yann Bouret and
Magalie Fromont and
Patricia Reynaud-Bouret Bootstrap and permutation tests of
independence for point processes . . . . 2537--2564
Ching-Shui Cheng and
Ming-Hung Kao Optimal experimental designs for fMRI
via circulant biased weighing designs 2565--2587
Zhigang Bao and
Liang-Ching Lin and
Guangming Pan and
Wang Zhou Spectral statistics of large dimensional
Spearman's rank correlation matrix and
its application . . . . . . . . . . . . 2588--2623
Chao Gao and
Yu Lu and
Harrison H. Zhou Rate-optimal graphon estimation . . . . 2624--2652
Vladimir Spokoiny and
Mayya Zhilova Bootstrap confidence sets under model
misspecification . . . . . . . . . . . . 2653--2675
Degui Li and
Yuan Ke and
Wenyang Zhang Model selection and structure
specification in ultra-high dimensional
generalised semi-varying coefficient
models . . . . . . . . . . . . . . . . . 2676--2705
Jianqing Fan and
Philippe Rigollet and
Weichen Wang Estimation of functionals of sparse
covariance matrices . . . . . . . . . . 2706--2737
John H. J. Einmahl and
Jun Li and
Regina Y. Liu Bridging centrality and extremity:
Refining empirical data depth using
extreme value statistics . . . . . . . . 2738--2765
Wei-Liem Loh Estimating the smoothness of a Gaussian
random field from irregularly spaced
data via higher-order quadratic
variations . . . . . . . . . . . . . . . 2766--2794
Alois Kneip and
Dominik Poß and
Pascal Sarda Functional linear regression with points
of impact . . . . . . . . . . . . . . . 1--30
Ting Yan and
Chenlei Leng and
Ji Zhu Asymptotics in directed exponential
random graph models with an increasing
bi-degree sequence . . . . . . . . . . . 31--57
Adam D. Bull Near-optimal estimation of jump activity
in semimartingales . . . . . . . . . . . 58--86
Holger Dette and
Andrey Pepelyshev and
Anatoly Zhigljavsky Optimal designs in regression with
correlated errors . . . . . . . . . . . 113--152
Rui Song and
Moulinath Banerjee and
Michael R. Kosorok Asymptotics for change-point models
under varying degrees of
mis-specification . . . . . . . . . . . 153--182
Alexander Petersen and
Hans-Georg Müller Functional data analysis for density
functions by transformation to a Hilbert
space . . . . . . . . . . . . . . . . . 183--218
Jianqing Fan and
Yuan Liao and
Weichen Wang Projected principal component analysis
in factor models . . . . . . . . . . . . 219--254
Tim Patschkowski and
Angelika Rohde Adaptation to lowest density regions
with application to support recovery . . 255--287
Ben Sherwood and
Lan Wang Partially linear additive quantile
regression in ultra-high dimension . . . 288--317
Chao Gao and
Harrison H. Zhou Rate exact Bayesian adaptation with
modified block priors . . . . . . . . . 318--345
Noureddine El Karoui and
Hau-Tieng Wu Graph connection Laplacian methods can
be made robust to noise . . . . . . . . 346--372
Can M. Le and
Elizaveta Levina and
Roman Vershynin Optimization via low-rank approximation
for community detection in networks . . 373--400
Jing Lei A goodness-of-fit test for stochastic
block models . . . . . . . . . . . . . . 401--424
Chaohua Dong and
Jiti Gao and
Dag Tjòstheim Estimation for single-index and
partially linear single-index integrated
models . . . . . . . . . . . . . . . . . 425--453
T. Tony Cai and
Weidong Liu and
Harrison H. Zhou Estimating sparse precision matrix:
Optimal rates of convergence and
adaptive estimation . . . . . . . . . . 455--488
Yen-Chi Chen and
Christopher R. Genovese and
Ryan J. Tibshirani and
Larry Wasserman Nonparametric modal regression . . . . . 489--514
Jinyuan Chang and
Cheng Yong Tang and
Yichao Wu Local independence feature screening for
nonparametric and semiparametric models
by marginal empirical likelihood . . . . 515--539
Stéphane Bonhomme and
Koen Jochmans and
Jean-Marc Robin Estimating multivariate latent-structure
models . . . . . . . . . . . . . . . . . 540--563
Xianchao Xie and
S. C. Kou and
Lawrence Brown Optimal shrinkage estimation of mean
parameters in family of distributions
with quadratic variance . . . . . . . . 564--597
Monika Bhattacharjee and
Arup Bose Large sample behaviour of high
dimensional autocovariance matrices . . 598--628
Hongcheng Liu and
Tao Yao and
Runze Li Global solutions to folded concave
penalized nonconvex learning . . . . . . 629--659
Vianney Perchet and
Philippe Rigollet and
Sylvain Chassang and
Erik Snowberg Batched bandit problems . . . . . . . . 660--681
Tony Cai and
Donggyu Kim and
Yazhen Wang and
Ming Yuan and
Harrison H. Zhou Optimal large-scale quantum state
tomography with Pauli measurements . . . 682--712
Alexander R. Luedtke and
Mark J. van der Laan Statistical inference for the mean
outcome under a possibly non-unique
optimal treatment strategy . . . . . . . 713--742
Jonathan E. Taylor and
Joshua R. Loftus and
Ryan J. Tibshirani Inference in adaptive regression via the
Kac--Rice formula . . . . . . . . . . . 743--770
Victor M. Panaretos and
Yoav Zemel Amplitude and phase variation of point
processes . . . . . . . . . . . . . . . 771--812
Dimitris Bertsimas and
Angela King and
Rahul Mazumder Best subset selection via a modern
optimization lens . . . . . . . . . . . 813--852
Sumit Mukherjee Estimation in exponential families on
permutations . . . . . . . . . . . . . . 853--875
Yun Yang and
David B. Dunson Bayesian manifold regression . . . . . . 876--905
Jason D. Lee and
Dennis L. Sun and
Yuekai Sun and
Jonathan E. Taylor Exact post-selection inference, with
application to the lasso . . . . . . . . 907--927
Clifford Lam Nonparametric eigenvalue-regularized
precision or covariance matrix estimator 928--953
Sébastien Gadat and
Thierry Klein and
Clément Marteau Classification in general finite
dimensional spaces with the $k$-nearest
neighbor rule . . . . . . . . . . . . . 982--1009
Hél\`ene Massam and
Jacek Wesolowski A new prior for discrete DAG models with
a restricted set of directions . . . . . 1010--1037
Weijie Su and
Emmanuel Cand\`es SLOPE is adaptive to unknown sparsity
and asymptotically minimax . . . . . . . 1038--1068
William Weimin Yoo and
Subhashis Ghosal Supremum norm posterior contraction and
credible sets for nonparametric
multivariate regression . . . . . . . . 1069--1102
Holger Dette and
Kirsten Schorning Optimal designs for comparing curves . . 1103--1130
R. A. Bailey and
C. J. Brien Randomization-based models for
multitiered experiments: I. A chain of
randomizations . . . . . . . . . . . . . 1131--1164
Guillaume Carlier and
Victor Chernozhukov and
Alfred Galichon Vector quantile regression: An optimal
transport approach . . . . . . . . . . . 1165--1192
Yuan Ke and
Jialiang Li and
Wenyang Zhang Structure identification in panel data
analysis . . . . . . . . . . . . . . . . 1193--1233
Shujie Ma and
Xuming He Inference for single-index quantile
regression models with profile
optimization . . . . . . . . . . . . . . 1234--1268
Wanli Qiao and
Wolfgang Polonik Theoretical analysis of nonparametric
filament estimation . . . . . . . . . . 1269--1297
Yu-Ru Su and
Jane-Ling Wang Semiparametric efficient estimation for
shared-frailty models with
doubly-censored clustered data . . . . . 1298--1331
Qiyang Han and
Jon A. Wellner Approximation and estimation of
$s$-concave densities via Rényi
divergences . . . . . . . . . . . . . . 1332--1359
Holger Drees and
Holger Rootzén Correction . . . . . . . . . . . . . . . 1360--1361
Aymeric Dieuleveut and
Francis Bach Nonparametric stochastic approximation
with large step-sizes . . . . . . . . . 1363--1399
Tianqi Zhao and
Guang Cheng and
Han Liu A partially linear framework for massive
heterogeneous data . . . . . . . . . . . 1400--1437
T. Tony Cai and
Yonina C. Eldar and
Xiaodong Li Global testing against sparse
alternatives in time-frequency analysis 1438--1466
Giuseppe Cavaliere and
Iliyan Georgiev and
A. M. Robert Taylor Sieve-based inference for
infinite-variance linear processes . . . 1467--1494
Masahito Hayashi and
Shun Watanabe Information geometry approach to
parameter estimation in Markov chains 1495--1535
T. Tony Cai and
Tengyuan Liang and
Alexander Rakhlin Geometric inference for general
high-dimensional linear inverse problems 1536--1563
Xiao Han and
Guangming Pan and
Bo Zhang The Tracy--Widom law for the largest
eigenvalue of $F$ type matrices . . . . 1564--1592
Xiaohong Chen and
Qi-Man Shao and
Wei Biao Wu and
Lihu Xu Self-normalized Cramér-type moderate
deviations under dependence . . . . . . 1593--1617
Huang Lei and
Yingcun Xia and
Xu Qin Estimation of semivarying coefficient
time series models with ARMA errors . . 1618--1660
Ke Li Discriminating quantum states: The
multiple Chernoff distance . . . . . . . 1661--1679
Tobias Fissler and
Johanna F. Ziegel Higher order elicitability and Osband's
principle . . . . . . . . . . . . . . . 1680--1707
Simeng Qu and
Jane-Ling Wang and
Xiao Wang Optimal estimation for the functional
Cox model . . . . . . . . . . . . . . . 1708--1738
Marianna Pensky Solution of linear ill-posed problems
using overcomplete dictionaries . . . . 1739--1764
Antony Joseph and
Bin Yu Impact of regularization on spectral
clustering . . . . . . . . . . . . . . . 1765--1791
Kayvan Sadeghi Marginalization and conditioning for LWF
chain graphs . . . . . . . . . . . . . . 1792--1816
Anonymous Editorial Board . . . . . . . . . . . . ??
Anonymous Table of Contents . . . . . . . . . . . ??
Runze Li Editorial . . . . . . . . . . . . . . . 1817--1820
Song Xi Chen Peter Hall's contributions to the
bootstrap . . . . . . . . . . . . . . . 1821--1836
Ming-Yen Cheng and
Jianqing Fan Peter Hall's contributions to
nonparametric function estimation and
modeling . . . . . . . . . . . . . . . . 1837--1853
Aurore Delaigle Peter Hall's main contributions to
deconvolution . . . . . . . . . . . . . 1854--1866
Hans-Georg Müller Peter Hall, functional data analysis and
random objects . . . . . . . . . . . . . 1867--1887
Richard J. Samworth Peter Hall's work on high-dimensional
data and classification . . . . . . . . 1888--1895
Tengyao Wang and
Quentin Berthet and
Richard J. Samworth Statistical and computational trade-offs
in estimation of sparse principal
components . . . . . . . . . . . . . . . 1896--1930
Degui Li and
Dag Tjòstheim and
Jiti Gao Estimation in nonlinear regression with
Harris recurrent Markov chains . . . . . 1957--1987
Ming-Yen Cheng and
Toshio Honda and
Jialiang Li Efficient estimation in semivarying
coefficient models for
longitudinal/clustered data . . . . . . 1988--2017
Shiqiong Huang and
Jiashun Jin and
Zhigang Yao Partial correlation screening for
estimating large precision matrices,
with applications to classification . . 2018--2057
Tailen Hsing and
Thomas Brown and
Brian Thelen Local intrinsic stationarity and its
inference . . . . . . . . . . . . . . . 2058--2088
Natesh S. Pillai and
Xiao-Li Meng An unexpected encounter with Cauchy and
Lévy . . . . . . . . . . . . . . . . . . 2089--2097
Yingying Fan and
Jinchi Lv Innovated scalable efficient estimation
in ultra-large Gaussian graphical models 2098--2126
Jiming Jiang and
Cong Li and
Debashis Paul and
Can Yang and
Hongyu Zhao On high-dimensional misspecified mixed
model analysis in genome-wide
association study . . . . . . . . . . . 2127--2160
Michael G. Akritas Asymptotic theory for the first
projective direction . . . . . . . . . . 2161--2189
Aurore Delaigle and
Peter Hall and
Wen-Xin Zhou Nonparametric covariate-adjusted
regression . . . . . . . . . . . . . . . 2190--2220
T. Tony Cai and
Xiaodong Li and
Zongming Ma Optimal rates of convergence for noisy
sparse phase retrieval via thresholded
Wirtinger flow . . . . . . . . . . . . . 2221--2251
Anderson Y. Zhang and
Harrison H. Zhou Minimax rates of community detection in
stochastic block models . . . . . . . . 2252--2280
Xiaoke Zhang and
Jane-Ling Wang From sparse to dense functional data and
beyond . . . . . . . . . . . . . . . . . 2281--2321
Anonymous Editorial Board . . . . . . . . . . . . ??
Anonymous Table of Contents . . . . . . . . . . . ??
Jiashun Jin and
Wanjie Wang Influential features PCA for high
dimensional clustering . . . . . . . . . 2323--2359
Ery Arias-Castro and
Nicolas Verzelen Discussion of ``Influential features PCA
for high dimensional clustering'' . . . 2360--2365
Boaz Nadler Discussion of ``Influential features PCA
for high dimensional clustering'' . . . 2366--2371
T. Tony Cai and
Linjun Zhang Discussion of ``Influential features PCA
for high dimensional clustering'' . . . 2372--2381
Natalia A. Stepanova and
Alexandre B. Tsybakov Discussion of ``Influential features PCA
for high dimensional clustering'' . . . 2382--2386
Jiashun Jin and
Wanjie Wang Rejoinder: ``Influential features PCA
for high dimensional clustering'' . . . 2387--2400
Debashis Paul and
Jie Peng and
Prabir Burman Nonparametric estimation of dynamics of
monotone trajectories . . . . . . . . . 2401--2432
Ilya Shpitser and
Eric Tchetgen Tchetgen Causal inference with a graphical
hierarchy of interventions . . . . . . . 2433--2466
Yongdai Kim and
Jong-June Jeon Consistent model selection criteria for
quadratically supported risks . . . . . 2467--2496
Yun Yang and
Martin J. Wainwright and
Michael I. Jordan On the computational complexity of
high-dimensional Bayesian variable
selection . . . . . . . . . . . . . . . 2497--2532
Magalie Fromont and
Matthieu Lerasle and
Patricia Reynaud-Bouret Family-Wise Separation Rates for
multiple testing . . . . . . . . . . . . 2533--2563
Ming Yuan and
Ding-Xuan Zhou Minimax optimal rates of estimation in
high dimensional additive models . . . . 2564--2593
Zhou Yu and
Yuexiao Dong and
Jun Shao On marginal sliced inverse regression
for ultrahigh dimensional model-free
feature selection . . . . . . . . . . . 2594--2623
Min Xu and
Minhua Chen and
John Lafferty Faithful variable screening for
high-dimensional convex regression . . . 2624--2660
Yuwen Gu and
Hui Zou High-dimensional generalizations of
asymmetric least squares regression and
their applications . . . . . . . . . . . 2661--2694
Luc Devroye and
Matthieu Lerasle and
Gabor Lugosi and
Roberto I. Oliveira Sub-Gaussian mean estimators . . . . . . 2695--2725
Nhat Ho and
XuanLong Nguyen Convergence rates of parameter
estimation for some weakly identifiable
finite mixtures . . . . . . . . . . . . 2726--2755
Arlene K. H. Kim and
Richard J. Samworth Global rates of convergence in
log-concave density estimation . . . . . 2756--2779
Anonymous Editorial Board . . . . . . . . . . . . ??
Anonymous Table of Contents . . . . . . . . . . . ??
James E. Johndrow and
Anirban Bhattacharya and
David B. Dunson Tensor decompositions and sparse
log-linear models . . . . . . . . . . . 1--38
Victor Chernozhukov and
Christian Hansen and
Yuan Liao A lava attack on the recovery of sums of
dense and sparse signals . . . . . . . . 39--76
Sivaraman Balakrishnan and
Martin J. Wainwright and
Bin Yu Statistical guarantees for the EM
algorithm: From population to
sample-based analysis . . . . . . . . . 77--120
Vladimir Koltchinskii and
Karim Lounici Normal approximation and concentration
of spectral projectors of sample
covariance . . . . . . . . . . . . . . . 121--157
Yang Ning and
Han Liu A general theory of hypothesis tests and
confidence regions for sparse high
dimensional models . . . . . . . . . . . 158--195
Kshitij Khare and
Subhadip Pal and
Zhihua Su A Bayesian approach for envelope models 196--222
Victor Chernozhukov and
Alfred Galichon and
Marc Hallin and
Marc Henry Monge--Kantorovich depth, quantiles,
ranks and signs . . . . . . . . . . . . 223--256
Zeng Li and
Qinwen Wang and
Jianfeng Yao Identifying the number of factors from
singular values of a large sample
auto-covariance matrix . . . . . . . . . 257--288
Debarghya Ghoshdastidar and
Ambedkar Dukkipati Consistency of spectral hypergraph
partitioning under planted partition
model . . . . . . . . . . . . . . . . . 289--315
Olga Klopp and
Alexandre B. Tsybakov and
Nicolas Verzelen Oracle inequalities for network models
and sparse graphon estimation . . . . . 316--354
Alexandre Belloni and
Roberto I. Oliveira Approximate group context tree . . . . . 355--385
Lee H. Dicker and
Murat A. Erdogdu Flexible results for quadratic forms
with applications to variance components
estimation . . . . . . . . . . . . . . . 386--414
Qinwen Wang and
Jianfeng Yao Extreme eigenvalues of large-dimensional
spiked Fisher matrices with application 415--460
Anonymous Editorial Board . . . . . . . . . . . . ??
Anonymous Table of Contents . . . . . . . . . . . ??
Judith J. Lok Mimicking counterfactual outcomes to
estimate causal effects . . . . . . . . 461--499
Y. X. Rachel Wang and
Peter J. Bickel Likelihood-based model selection for
stochastic block models . . . . . . . . 500--528
Dan Cheng and
Armin Schwartzman Multiple testing of local maxima for
detection of peaks in random fields . . 529--556
Jun Li and
Ping-Shou Zhong A rate optimal procedure for recovering
sparse differences between
high-dimensional means under dependence 557--590
Hervé Cardot and
Peggy Cénac and
Antoine Godichon-Baggioni Online estimation of the geometric
median in Hilbert spaces: Nonasymptotic
confidence balls . . . . . . . . . . . . 591--614
T. Tony Cai and
Zijian Guo Confidence intervals for
high-dimensional linear regression:
Minimax rates and adaptivity . . . . . . 615--646
Preetam Nandy and
Marloes H. Maathuis and
Thomas S. Richardson Estimating the effect of joint
interventions from observational data in
sparse high-dimensional settings . . . . 647--674
Gongjun Xu Identifiability of restricted latent
class models with binary responses . . . 675--707
Hanyuan Hang and
Ingo Steinwart A Bernstein-type inequality for some
mixing processes and dynamical systems
with an application to learning . . . . 708--743
David Dereudre and
Frédéric Lavancier Consistency of likelihood estimation for
Gibbs point processes . . . . . . . . . 744--770
Anirvan Chakraborty and
Probal Chaudhuri Tests for high-dimensional data based on
means, spatial signs and spatial ranks 771--799
Davy Paindaveine and
Thomas Verdebout Inference on the mode of weak
directional signals: A Le Cam
perspective on hypothesis testing near
singularities . . . . . . . . . . . . . 800--832
Judith Rousseau and
Botond Szabo Asymptotic behaviour of the empirical
Bayes posteriors associated to maximum
marginal likelihood estimator . . . . . 833--865
Po-Ling Loh Statistical consistency and asymptotic
normality for high-dimensional robust
$M$-estimators . . . . . . . . . . . . . 866--896
Yinfei Kong and
Daoji Li and
Yingying Fan and
Jinchi Lv Interaction pursuit in high-dimensional
multi-response regression via distance
correlation . . . . . . . . . . . . . . 897--922
Olivier Collier and
Laëtitia Comminges and
Alexandre B. Tsybakov Minimax estimation of linear and
quadratic functionals on sparsity
classes . . . . . . . . . . . . . . . . 923--958
Song Liu and
Taiji Suzuki and
Raissa Relator and
Jun Sese and
Masashi Sugiyama and
Kenji Fukumizu Support consistency of direct
sparse-change learning in Markov
networks . . . . . . . . . . . . . . . . 959--990
Yun Yang and
Mert Pilanci and
Martin J. Wainwright Randomized sketches for kernels: Fast
and optimal nonparametric regression . . 991--1023
Christine Cutting and
Davy Paindaveine and
Thomas Verdebout Testing uniformity on high-dimensional
spheres against monotone rotationally
symmetric alternatives . . . . . . . . . 1024--1058
Bing Li and
Jun Song Nonlinear sufficient dimension reduction
for functional data . . . . . . . . . . 1059--1095
Xuening Zhu and
Rui Pan and
Guodong Li and
Yuewen Liu and
Hansheng Wang Network vector autoregression . . . . . 1096--1123
Eduard Belitser On coverage and local radial rates of
credible sets . . . . . . . . . . . . . 1124--1151
Shaun Fallat and
Steffen Lauritzen and
Kayvan Sadeghi and
Caroline Uhler and
Nanny Wermuth and
Piotr Zwiernik Total positivity in Markov structures 1152--1184
Ping-Shou Zhong and
Wei Lan and
Peter X. K. Song and
Chih-Ling Tsai Tests for covariance structures with
high-dimensional repeated measurements 1185--1213
Peibei Shi and
Annie Qu Weak signal identification and inference
in penalized model selection . . . . . . 1214--1253
Adam D. Bull Semimartingale detection and
goodness-of-fit tests . . . . . . . . . 1254--1283
Viktor Todorov Testing for time-varying jump activity
for pure jump semimartingales . . . . . 1284--1311
Young K. Lee and
Enno Mammen and
Jens P. Nielsen and
Byeong U. Park Operational time and in-sample density
forecasting . . . . . . . . . . . . . . 1312--1341
Weichen Wang and
Jianqing Fan Asymptotics of empirical eigenstructure
for high dimensional spiked covariance 1342--1374
Dong Han and
Fugee Tsung and
Jinguo Xian On the optimality of Bayesian
change-point detection . . . . . . . . . 1375--1402
T. Tony Cai and
Tengyuan Liang and
Alexander Rakhlin Computational and statistical boundaries
for submatrix localization in a large
noisy matrix . . . . . . . . . . . . . . 1403--1430
John A. D. Aston and
Davide Pigoli and
Shahin Tavakoli Tests for separability in nonparametric
covariance operators of random surfaces 1431--1461
Wei Zheng and
Mingyao Ai and
Kang Li Identification of universally optimal
circular designs for the interference
model . . . . . . . . . . . . . . . . . 1462--1487
David Choi Co-clustering of nonsmooth graphons . . 1488--1515
Marianna Pensky Minimax theory of estimation of linear
functionals of the deconvolution density
with or without sparsity . . . . . . . . 1516--1541
Markus Bibinger and
Moritz Jirak and
Mathias Vetter Nonparametric change-point analysis of
volatility . . . . . . . . . . . . . . . 1542--1578
Holger Dette and
Maria Konstantinou and
Anatoly Zhigljavsky A new approach to optimal designs for
correlated observations . . . . . . . . 1579--1608
Tiefeng Jiang and
Kevin Leder and
Gongjun Xu Rare-event analysis for extremal
eigenvalues of white Wishart matrices 1609--1637
Rui Hu and
Douglas P. Wiens Robust discrimination designs over
Hellinger neighbourhoods . . . . . . . . 1638--1663
Richard Nickl and
Jakob Söhl Nonparametric Bayesian posterior
contraction rates for discretely
observed scalar diffusions . . . . . . . 1664--1693
Panos Toulis and
Edoardo M. Airoldi Asymptotic and finite-sample properties
of estimators based on stochastic
gradients . . . . . . . . . . . . . . . 1694--1727
Hél\`ene Boistard and
Hendrik P. Lopuhaä and
Anne Ruiz-Gazen Functional central limit theorems for
single-stage sampling designs . . . . . 1728--1758
Kinjal Basu and
Rajarshi Mukherjee Asymptotic normality of scrambled
geometric net quadrature . . . . . . . . 1759--1788
Philip A. Ernst and
Larry A. Shepp and
Abraham J. Wyner Yule's ``nonsense correlation'' solved! 1789--1809
Edgar Dobriban Sharp detection in PCA under
correlations: All eigenvalues matter . . 1810--1833
Shahar Mendelson ``Local'' vs. ``global'' parameters ---
breaking the Gaussian complexity barrier 1835--1862
Jingshu Wang and
Qingyuan Zhao and
Trevor Hastie and
Art B. Owen Confounder adjustment in multiple
hypothesis testing . . . . . . . . . . . 1863--1894
Danna Zhang and
Wei Biao Wu Gaussian approximation for high
dimensional time series . . . . . . . . 1895--1919
Nicolas Verzelen and
Ery Arias-Castro Detection and feature selection in
sparse mixture models . . . . . . . . . 1920--1950
James M. Robins and
Lingling Li and
Rajarshi Mukherjee and
Eric Tchetgen Tchetgen and
Aad van der Vaart Minimax estimation of a functional on a
structured high-dimensional model . . . 1951--1987
Morten Overgaard and
Erik Thorlund Parner and
Jan Pedersen Asymptotic theory of generalized
estimating equations based on jack-knife
pseudo-observations . . . . . . . . . . 1988--2015
Lancelot F. James Bayesian Poisson calculus for latent
feature modeling via generalized Indian
Buffet Process priors . . . . . . . . . 2016--2045
Asya Metelkina and
Luc Pronzato Information-regret compromise in
covariate-adaptive treatment allocation 2046--2073
Chao Gao and
Zongming Ma and
Harrison H. Zhou Sparse CCA: Adaptive estimation and
computational barriers . . . . . . . . . 2074--2101
Chrystel Feller and
Kirsten Schorning and
Holger Dette and
Georgina Bermann and
Björn Bornkamp Optimal designs for dose response curves
with common parameters . . . . . . . . . 2102--2132
Weijie Su and
Ma\lgorzata Bogdan and
Emmanuel Cand\`es False discoveries occur early on the
Lasso path . . . . . . . . . . . . . . . 2133--2150
Jiashun Jin and
Zheng Tracy Ke and
Wanjie Wang Phase transitions for high dimensional
clustering and related problems . . . . 2151--2189
Meng Li and
Subhashis Ghosal Bayesian detection of image boundaries 2190--2217
Weihao Kong and
Gregory Valiant Spectrum estimation from samples . . . . 2218--2247
Yves A. Atchadé On the contraction properties of some
high-dimensional quasi-posterior
distributions . . . . . . . . . . . . . 2248--2273
Ying Zhu Nonasymptotic analysis of semiparametric
regression models with high-dimensional
parametric coefficients . . . . . . . . 2274--2298
Yang Ning and
Tianqi Zhao and
Han Liu A likelihood ratio framework for
high-dimensional semiparametric
regression . . . . . . . . . . . . . . . 2299--2327
Robert M. Freund and
Paul Grigas and
Rahul Mazumder A new perspective on boosting in linear
regression via subgradient optimization
and relatives . . . . . . . . . . . . . 2328--2364
Shuyang Bai and
Murad S. Taqqu On the validity of resampling methods
under long memory . . . . . . . . . . . 2365--2399
Abhirup Datta and
Hui Zou CoCoLasso for high-dimensional
error-in-variables regression . . . . . 2400--2426
Ali Mousavi and
Arian Maleki and
Richard G. Baraniuk Consistent parameter estimation for
LASSO and approximate message passing 2427--2454
Po-Ling Loh and
Martin J. Wainwright Support recovery without incoherence: a
case for nonconvex regularization . . . 2455--2482
Yuan-Lung Lin and
Frederick Kin Hing Phoa and
Ming-Hung Kao Optimal design of fMRI experiments using
circulant (almost-)orthogonal arrays . . 2483--2510
Kolyan Ray Adaptive Bernstein--von Mises theorems
in Gaussian white noise . . . . . . . . 2511--2536
Antoine Chambaz and
Wenjing Zheng and
Mark J. van der Laan Targeted sequential design for targeted
learning inference of the optimal
treatment rule and its mean reward . . . 2537--2564
Chuan-Fa Tang and
Dewei Wang and
Joshua M. Tebbs Nonparametric goodness-of-fit tests for
uniform stochastic ordering . . . . . . 2565--2589
Yunjin Choi and
Jonathan Taylor and
Robert Tibshirani Selecting the number of principal
components: Estimation of the true rank
of a noisy matrix . . . . . . . . . . . 2590--2617
Panayiota Constantinou and
A. Philip Dawid Extended conditional independence and
applications in causal inference . . . . 2618--2653
Tomohiro Ando and
Ker-chau Li A weight-relaxed model averaging
approach for high-dimensional
generalized linear models . . . . . . . 2654--2679
Weidong Liu Structural similarity and difference
testing on multiple sparse Gaussian
graphical models . . . . . . . . . . . . 2680--2707
Dragi Anevski and
Richard D. Gill and
Stefan Zohren Estimating a probability mass function
with unknown labels . . . . . . . . . . 2708--2735
Hock Peng Chan Optimal sequential detection in
multi-stream data . . . . . . . . . . . 2736--2763
Xiaoou Li and
Jingchen Liu and
Zhiliang Ying Chernoff index for Cox test of separate
parametric families . . . . . . . . . . 1--29
Pierre C. Bellec Optimal bounds for aggregation of affine
estimators . . . . . . . . . . . . . . . 30--59
T. Tony Cai and
Anru Zhang Rate-optimal perturbation bounds for
singular subspaces with applications to
high-dimensional statistics . . . . . . 60--89
Caroline Uhler and
Alex Lenkoski and
Donald Richards Exact formulas for the normalizing
constants of Wishart distributions for
graphical models . . . . . . . . . . . . 90--118
Ali Mousavi and
Arian Maleki and
Richard G. Baraniuk Consistent parameter estimation for
LASSO and approximate message passing 119--148
Arash A. Amini and
Elizaveta Levina On semidefinite relaxations for the
block model . . . . . . . . . . . . . . 149--179
Tuo Zhao and
Han Liu and
Tong Zhang Pathwise coordinate optimization for
sparse learning: Algorithm and theory 180--218
Xianyang Zhang and
Shun Yao and
Xiaofeng Shao Conditional mean and quantile dependence
testing in high dimension . . . . . . . 219--246
Edgar Dobriban and
Stefan Wager High-dimensional asymptotics of
prediction: Ridge regression and
classification . . . . . . . . . . . . . 247--279
Dennis Leung and
Mathias Drton Testing independence in high dimensions
with sums of rank correlations . . . . . 280--307
Qi Zheng and
Limin Peng and
Xuming He High dimensional censored quantile
regression . . . . . . . . . . . . . . . 308--343
Myung Hwan Seo and
Taisuke Otsu Local $M$-estimation with discontinuous
criterion for dependent and limited
observations . . . . . . . . . . . . . . 344--369
Zhenhua Lin and
Hans-Georg Müller and
Fang Yao Mixture inner product spaces and their
application to functional data analysis 370--400
Veronika Ro\vcková Bayesian estimation of sparse signals
with a continuous spike-and-slab prior 401--437
Charl Pretorius and
Jan W. H. Swanepoel On the asymptotic theory of new
bootstrap confidence bounds . . . . . . 438--456
Yuanzhen He and
Ching-Shui Cheng and
Boxin Tang Strong orthogonal arrays of strength two
plus . . . . . . . . . . . . . . . . . . 457--468
Suhasini Subba Rao Statistical inference for spatial
statistics defined in the Fourier domain 469--499
Ningning Xia and
Xinghua Zheng On the inference about the spectral
distribution of high-dimensional
covariance matrix based on
high-frequency noisy observations . . . 500--525
Adel Javanmard and
Andrea Montanari Online rules for control of false
discovery rate and false discovery
exceedance . . . . . . . . . . . . . . . 526--554
Carlos Velasco and
Ignacio N. Lobato Frequency domain minimum distance
inference for possibly noninvertible and
noncausal ARMA models . . . . . . . . . 555--579
Qian Lin and
Zhigen Zhao and
Jun S. Liu On consistency and sparsity for sliced
inverse regression in high dimensions 580--610
Guillaume Lecué and
Shahar Mendelson Regularization and the small-ball method
I: Sparse recovery . . . . . . . . . . . 611--641
Xiaohui Chen Gaussian and bootstrap approximations
for high-dimensional $U$-statistics and
their applications . . . . . . . . . . . 642--678
Xiaoying Tian and
Jonathan Taylor Selective inference with a randomized
response . . . . . . . . . . . . . . . . 679--710
Merle Behr and
Chris Holmes and
Axel Munk Multiscale blind source separation . . . 711--744
Pierre C. Bellec Sharp oracle inequalities for Least
Squares estimators in shape restricted
regression . . . . . . . . . . . . . . . 745--780
Shaogao Lv and
Huazhen Lin and
Heng Lian and
Jian Huang Oracle inequalities for sparse additive
quantile regression in reproducing
kernel Hilbert space . . . . . . . . . . 781--813
Jianqing Fan and
Han Liu and
Qiang Sun and
Tong Zhang I-LAMM for sparse learning: Simultaneous
control of algorithmic complexity and
statistical error . . . . . . . . . . . 814--841
Emilie Kaufmann On Bayesian index policies for
sequential resource allocation . . . . . 842--865
Xi Chen and
Weidong Liu Testing independence with
high-dimensional correlated samples . . 866--894
Yumou Qiu and
Song Xi Chen and
Dan Nettleton Detecting rare and faint signals via
thresholding maximum likelihood
estimators . . . . . . . . . . . . . . . 895--923
Chengchun Shi and
Ailin Fan and
Rui Song and
Wenbin Lu High-dimensional $A$-learning for
optimal dynamic treatment regimes . . . 925--957
Hengjian Cui and
Wenwen Guo and
Wei Zhong Test for high-dimensional regression
coefficients using refitted
cross-validation variance estimation . . 958--988
Jianqing Fan and
Qi-Man Shao and
Wen-Xin Zhou Are discoveries spurious? Distributions
of maximum spurious correlations and
their applications . . . . . . . . . . . 989--1017
T. Tony Cai and
Adityanand Guntuboyina and
Yuting Wei Adaptive estimation of planar convex
sets . . . . . . . . . . . . . . . . . . 1018--1049
Zhidong Bai and
Kwok Pui Choi and
Yasunori Fujikoshi Consistency of AIC and BIC in estimating
the number of significant components in
high-dimensional principal component
analysis . . . . . . . . . . . . . . . . 1050--1076
Xin-Bing Kong On the systematic and idiosyncratic
volatility with large panel
high-frequency data . . . . . . . . . . 1077--1108
Wenliang Pan and
Yuan Tian and
Xueqin Wang and
Heping Zhang Ball Divergence: Nonparametric two
sample test . . . . . . . . . . . . . . 1109--1137
Karl B. Gregory and
Soumendra N. Lahiri and
Daniel J. Nordman A smooth block bootstrap for quantile
regression with time series . . . . . . 1138--1166
Juan Carlos Escanciano and
Juan Carlos Pardo-Fernández and
Ingrid Van Keilegom Asymptotic distribution-free tests for
semiparametric regressions with
dependent data . . . . . . . . . . . . . 1167--1196
Weichi Wu and
Zhou Zhou Gradient-based structural change
detection for nonstationary time series
$M$-estimation . . . . . . . . . . . . . 1197--1224
Fuqing Gao and
Jie Xiong and
Xingqiu Zhao Moderate deviations and nonparametric
inference for monotone functions . . . . 1225--1254
Ryan J. Tibshirani and
Alessandro Rinaldo and
Rob Tibshirani and
Larry Wasserman Uniform asymptotic inference and the
bootstrap after model selection . . . . 1255--1287
Rajarshi Mukherjee and
Sumit Mukherjee and
Subhabrata Sen Detection thresholds for the $ \beta
$-model on sparse graphs . . . . . . . . 1288--1317
Karim Lounici and
Katia Meziani and
Gabriel Peyré Adaptive sup-norm estimation of the
Wigner function in noisy quantum
homodyne tomography . . . . . . . . . . 1318--1351
Heather Battey and
Jianqing Fan and
Han Liu and
Junwei Lu and
Ziwei Zhu Distributed testing and estimation under
sparse high dimensional models . . . . . 1352--1382
Jianqing Fan and
Han Liu and
Weichen Wang Large covariance estimation through
elliptical factor models . . . . . . . . 1383--1414
Piet Groeneboom and
Kim Hendrickx Current status linear regression . . . . 1415--1444
Arnaud Gloter and
Dasha Loukianova and
Hilmar Mai Jump filtering and efficient drift
estimation for Lévy-driven SDEs . . . . . 1445--1480
Vu Dinh and
Lam Si Tung Ho and
Marc A. Suchard and
Frederick A. Matsen IV Consistency and convergence rate of
phylogenetic inference via
regularization . . . . . . . . . . . . . 1481--1512
Ela Sienkiewicz and
Haonan Wang Pareto quantiles of unlabeled tree
objects . . . . . . . . . . . . . . . . 1513--1540
Abhishek Chakrabortty and
Tianxi Cai Efficient and adaptive linear regression
in semi-supervised settings . . . . . . 1541--1572
Yudong Chen and
Xiaodong Li and
Jiaming Xu Convexified modularity maximization for
degree-corrected stochastic block models 1573--1602
Anatoli Juditsky and
Arkadi Nemirovski Near-optimality of linear recovery in
Gaussian observation scheme under $
\Vert \cdot \Vert_2^2 $-loss . . . . . . 1603--1629
Hani Doss and
Yeonhee Park An MCMC approach to empirical Bayes
inference and Bayesian sensitivity
analysis via empirical processes . . . . 1630--1663
Bradley Efron Curvature and inference for maximum
likelihood estimates . . . . . . . . . . 1664--1692
Lawrence D. Brown and
Gourab Mukherjee and
Asaf Weinstein Empirical Bayes estimates for a two-way
cross-classified model . . . . . . . . . 1693--1720
Masayo Yoshimori Hirose and
Partha Lahiri Estimating variance of random effects to
solve multiple problems simultaneously 1721--1741
David Donoho and
Matan Gavish and
Iain Johnstone Optimal shrinkage of eigenvalues in the
spiked covariance model . . . . . . . . 1742--1778
Ming-Chung Chang and
Ching-Shui Cheng A Bayesian approach to the selection of
two-level multi-stratum factorial
designs . . . . . . . . . . . . . . . . 1779--1806
T. Tony Cai and
Zijian Guo Accuracy assessment for high-dimensional
linear regression . . . . . . . . . . . 1807--1836
Cristina Butucea and
Mohamed Ndaoud and
Natalia A. Stepanova and
Alexandre B. Tsybakov Variable selection with Hamming loss . . 1837--1875
Anqi Zhao and
Peng Ding and
Rahul Mukerjee and
Tirthankar Dasgupta Randomization-based causal inference
from split-plot designs . . . . . . . . 1876--1903
Wen-Xin Zhou and
Koushiki Bose and
Jianqing Fan and
Han Liu A new perspective on robust
$M$-estimation: Finite sample theory and
applications to dependence-adjusted
multiple testing . . . . . . . . . . . . 1904--1931
Mengjie Chen and
Chao Gao and
Zhao Ren Robust covariance and scatter matrix
estimation under Huber's contamination
model . . . . . . . . . . . . . . . . . 1932--1960
Isabel Molina and
Nirian Martín Empirical best prediction under a nested
error model with log transformation . . 1961--1993
Stephan F. Huckemann and
Benjamin Eltzner Backward nested descriptors asymptotics
with inference on stem cell
differentiation . . . . . . . . . . . . 1994--2019
Guanghui Wang and
Changliang Zou and
Guosheng Yin Change-point detection in multinomial
data with a large number of categories 2020--2044
Alexandre Brouste and
Masaaki Fukasawa Local asymptotic normality property for
fractional Gaussian noise under
high-frequency observations . . . . . . 2045--2061
Rajarshi Mukherjee and
Sumit Mukherjee and
Ming Yuan Global testing against sparse
alternatives under Ising models . . . . 2062--2093
Jinyuan Chang and
Bin Guo and
Qiwei Yao Principal component analysis for
second-order stationary vector time
series . . . . . . . . . . . . . . . . . 2094--2124
Kwun Chuen Gary Chan and
Hok Kan Ling and
Tony Sit and
Sheung Chi Phillip Yam Estimation of a monotone density in
$s$-sample biased sampling models . . . 2125--2152
Chao Gao and
Zongming Ma and
Anderson Y. Zhang and
Harrison H. Zhou Community detection in degree-corrected
block models . . . . . . . . . . . . . . 2153--2185
Bo Zhang and
Guangming Pan and
Jiti Gao CLT for largest eigenvalues and unit
root testing for high-dimensional
nonstationary time series . . . . . . . 2186--2215
Kyunghee Han and
Byeong U. Park Smooth backfitting for
errors-in-variables additive models . . 2216--2250
Steffen Lauritzen and
Kayvan Sadeghi Unifying Markov properties for graphical
models . . . . . . . . . . . . . . . . . 2251--2278
Arlene K. H. Kim and
Adityanand Guntuboyina and
Richard J. Samworth Adaptation in log-concave density
estimation . . . . . . . . . . . . . . . 2279--2306
Betina Berghaus and
Axel Bücher Weak convergence of a pseudo maximum
likelihood estimator for the extremal
index . . . . . . . . . . . . . . . . . 2307--2335
Jana Janková and
Sara van de Geer Semiparametric efficiency bounds for
high-dimensional models . . . . . . . . 2336--2359
Minh Tang and
Carey E. Priebe Limit theorems for eigenvectors of the
normalized Laplacian for random graphs 2360--2415
Amelia Perry and
Alexander S. Wein and
Afonso S. Bandeira and
Ankur Moitra Optimality and sub-optimality of PCA I:
Spiked random matrix models . . . . . . 2416--2451
Arnak S. Dalalyan and
Edwin Grappin and
Quentin Paris On the exponentially weighted aggregate
with the Laplace prior . . . . . . . . . 2452--2478
Hira L. Koul and
Weixing Song and
Xiaoqing Zhu Goodness-of-fit testing of error
distribution in linear measurement error
models . . . . . . . . . . . . . . . . . 2479--2510
David Gamarnik and
Quan Li Finding a large submatrix of a Gaussian
random matrix . . . . . . . . . . . . . 2511--2561
Simon Mak and
V. Roshan Joseph Support points . . . . . . . . . . . . . 2562--2592
Adel Javanmard and
Andrea Montanari Debiasing the lasso: Optimal sample size
for Gaussian designs . . . . . . . . . . 2593--2622
Robin J. Evans Margins of discrete Bayesian networks 2623--2656
Jialiang Li and
Baisuo Jin Multi-threshold accelerated failure time
model . . . . . . . . . . . . . . . . . 2657--2682
Liping Zhu and
Yaowu Zhang and
Kai Xu Measuring and testing for interval
quantile dependence . . . . . . . . . . 2683--2710
Xavier Pennec Barycentric subspace analysis on
manifolds . . . . . . . . . . . . . . . 2711--2746
Song Mei and
Yu Bai and
Andrea Montanari The landscape of empirical risk for
nonconvex losses . . . . . . . . . . . . 2747--2774
Janet Godolphin Designs with blocks of size two and
applications to microarray experiments 2775--2805
Mikael Escobar-Bach and
Yuri Goegebeur and
Armelle Guillou Local robust estimation of the Pickands
dependence function . . . . . . . . . . 2806--2843
Philippe Heinrich and
Jonas Kahn Strong identifiability and optimal
minimax rates for finite mixture
estimation . . . . . . . . . . . . . . . 2844--2870
Stanislav Minsker Sub-Gaussian estimators of the mean of a
random matrix with heavy-tailed entries 2871--2903
Dominik Rothenhäusler and
Jan Ernest and
Peter Bühlmann Causal inference in partially linear
structural equation models . . . . . . . 2904--2938
Christoph Neumann and
Joachim Kunert On MSE-optimal crossover designs . . . . 2939--2959
Siegfried Hörmann and
Piotr Kokoszka and
Gilles Nisol Testing for periodicity in functional
time series . . . . . . . . . . . . . . 2960--2984
Zhidong Bai and
Kwok Pui Choi and
Yasunori Fujikoshi Limiting behavior of eigenvalues in
high-dimensional MANOVA via RMT . . . . 2985--3013
Helmut Finner and
Veronika Gontscharuk Two-sample Kolmogorov--Smirnov-type
tests revisited: Old and new tests in
terms of local levels . . . . . . . . . 3014--3037
Mengyang Gu and
Xiaojing Wang and
James O. Berger Robust Gaussian stochastic process
emulation . . . . . . . . . . . . . . . 3038--3066
Bai Jiang and
Tung-Yu Wu and
Yifan Jin and
Wing H. Wong Convergence of contrastive divergence
algorithm in exponential family . . . . 3067--3098
Haolei Weng and
Arian Maleki and
Le Zheng Overcoming the limitations of phase
transition by higher order analysis of
regularization techniques . . . . . . . 3099--3129
Olivier Collier and
Laëtitia Comminges and
Alexandre B. Tsybakov and
Nicolas Verzelen Optimal adaptive estimation of linear
functionals under sparsity . . . . . . . 3130--3150
Preetam Nandy and
Alain Hauser and
Marloes H. Maathuis High-dimensional consistency in
score-based and hybrid structure
learning . . . . . . . . . . . . . . . . 3151--3183
Jinyuan Chang and
Cheng Yong Tang and
Tong Tong Wu A new scope of penalized empirical
likelihood with high-dimensional
estimating equations . . . . . . . . . . 3185--3216
Zhou Fan and
Leying Guan Approximate $ \ell_0$-penalized
estimation of piecewise-constant signals
on graphs . . . . . . . . . . . . . . . 3217--3245
John Duchi and
Khashayar Khosravi and
Feng Ruan Multiclass classification, information,
divergence and surrogate risk . . . . . 3246--3275
Davy Paindaveine and
Germain Van Bever Halfspace depths for scatter,
concentration and shape matrices . . . . 3276--3307
Xuan Bi and
Annie Qu and
Xiaotong Shen Multilayer tensor factorization with
applications to recommender systems . . 3308--3333
Xiongtao Dai and
Hans-Georg Müller Principal component analysis for
functional data on Riemannian manifolds
and spheres . . . . . . . . . . . . . . 3334--3361
Junlong Zhao and
Guan Yu and
Yufeng Liu Assessing robustness of classification
using an angular breakdown point . . . . 3362--3389
Piotr Fryzlewicz Tail-greedy bottom-up data
decompositions and fast multiple
change-point detection . . . . . . . . . 3390--3421
Rina Foygel Barber and
Mladen Kolar ROCKET: Robust confidence intervals via
Kendall's tau for transelliptical
graphical models . . . . . . . . . . . . 3422--3450
Claudia Strauch Adaptive invariant density estimation
for ergodic diffusions over anisotropic
classes . . . . . . . . . . . . . . . . 3451--3480
Andreas Elsener and
Sara van de Geer Robust low-rank matrix estimation . . . 3481--3509
Efstathios Paparoditis Sieve bootstrap for functional time
series . . . . . . . . . . . . . . . . . 3510--3538
Ethan R. Elenberg and
Rajiv Khanna and
Alexandros G. Dimakis and
Sahand Negahban Restricted strong convexity implies weak
submodularity . . . . . . . . . . . . . 3539--3568
Katharina Proksch and
Frank Werner and
Axel Munk Multiscale scanning in inverse problems 3569--3602
Pierre C. Bellec and
Guillaume Lecué and
Alexandre B. Tsybakov Slope meets Lasso: Improved oracle
bounds and optimality . . . . . . . . . 3603--3642
Alexandre Belloni and
Victor Chernozhukov and
Denis Chetverikov and
Ying Wei Uniformly valid post-regularization
confidence regions for many functional
parameters in $z$-estimation framework 3643--3675
Cristina Butucea and
M\uad\ualin Gu\ct\ua and
Michael Nussbaum Local asymptotic equivalence of pure
states ensembles and quantum Gaussian
white noise . . . . . . . . . . . . . . 3676--3706
Yichong Zhang Extremal quantile treatment effects . . 3707--3740
Lin Wang and
Qian Xiao and
Hongquan Xu Optimal maximin $ L_1 $-distance latin
hypercube designs based on good lattice
point designs . . . . . . . . . . . . . 3741--3766
Yannick Baraud and
Lucien Birgé Rho-estimators revisited: General theory
and applications . . . . . . . . . . . . 3767--3804
Hau-Tieng Wu and
Nan Wu Think globally, fit locally under the
manifold setup: Asymptotic analysis of
locally linear embedding . . . . . . . . 3805--3837
Giacomo Aletti and
Andrea Ghiglietti and
William F. Rosenberger Nonparametric covariate-adjusted
response-adaptive design based on a
functional urn model . . . . . . . . . . 3838--3866
Marie-Hél\`ene Descary and
Victor M. Panaretos Functional data analysis by matrix
completion . . . . . . . . . . . . . . . 1--38
Anirban Bhattacharya and
Debdeep Pati and
Yun Yang Bayesian fractional posteriors . . . . . 39--66
Federico Camerlenghi and
Antonio Lijoi and
Peter Orbanz and
Igor Prünster Distribution theory for hierarchical
processes . . . . . . . . . . . . . . . 67--92
Alexandra Carpentier and
Nicolas Verzelen Adaptive estimation of the sparsity in
the Gaussian vector model . . . . . . . 93--126
Yohann De Castro and
Fabrice Gamboa and
Didier Henrion and
Roxana Hess and
Jean-Bernard Lasserre Approximate optimal designs for
multivariate polynomial regression . . . 127--155
Jia Li and
Yunxiao Liu and
Dacheng Xiu Efficient estimation of integrated
volatility functionals via multiscale
jackknife . . . . . . . . . . . . . . . 156--176
Eddie Aamari and
Clément Levrard Nonasymptotic rates for manifold,
tangent space and curvature estimation 177--204
Hsin-wen Chang and
Ian W. McKeague Nonparametric testing for multiple
survival functions with noninferiority
margins . . . . . . . . . . . . . . . . 205--232
O. V. Lepski and
T. Willer Oracle inequalities and adaptive
estimation in the convolution structure
density model . . . . . . . . . . . . . 233--287
Thomas B. Berrett and
Richard J. Samworth and
Ming Yuan Efficient multivariate entropy
estimation via $k$-nearest neighbour
distances . . . . . . . . . . . . . . . 288--318
Xuan Cao and
Kshitij Khare and
Malay Ghosh Posterior graph selection and estimation
consistency for high-dimensional
Bayesian DAG models . . . . . . . . . . 319--348
Tim Patschkowski and
Angelika Rohde Locally adaptive confidence bands . . . 349--381
Lynna Chu and
Hao Chen Asymptotic distribution-free
change-point detection for multivariate
and non-Euclidean data . . . . . . . . . 382--414
Rudrasis Chakraborty and
Baba C. Vemuri Statistics on the Stiefel manifold:
Theory and applications . . . . . . . . 415--438
Juan A. Cuesta-Albertos and
Eduardo García-Portugués and
Manuel Febrero-Bande and
Wenceslao González-Manteiga Goodness-of-fit tests for the functional
linear model based on randomly projected
empirical processes . . . . . . . . . . 439--467
Johannes Tewes and
Dimitris N. Politis and
Daniel J. Nordman Convolved subsampling estimation with
applications to block bootstrap . . . . 468--496
Sayan Dasgupta and
Yair Goldberg and
Michael R. Kosorok Feature elimination in kernel machines
in moderately high dimensions . . . . . 497--526
Jiang Hu and
Weiming Li and
Zhi Liu and
Wang Zhou High-dimensional covariance matrices in
elliptical distributions with
application to spherical test . . . . . 527--555
Karl Rohe A critical threshold for design effects
in network sampling . . . . . . . . . . 556--582
Hera Y. He and
Kinjal Basu and
Qingyuan Zhao and
Art B. Owen Permutation $p$-value approximation via
generalized Stolarsky invariance . . . . 583--611
Zhigang Bao and
Jiang Hu and
Guangming Pan and
Wang Zhou Canonical correlation coefficients of
high-dimensional Gaussian vectors:
Finite rank case . . . . . . . . . . . . 612--640
Fasheng Sun and
Yaping Wang and
Hongquan Xu Uniform projection designs . . . . . . . 641--661
Mathias Drton and
Christopher Fox and
Y. Samuel Wang Computation of maximum likelihood
estimates in cyclic structural equation
models . . . . . . . . . . . . . . . . . 663--690
Alexander Petersen and
Hans-Georg Müller Fréchet regression for random objects
with Euclidean predictors . . . . . . . 691--719
Moulinath Banerjee and
Cécile Durot and
Bodhisattva Sen Divide and conquer in nonstandard
problems and the super-efficiency
phenomenon . . . . . . . . . . . . . . . 720--757
Kenneth Hung and
William Fithian Rank verification for exponential
families . . . . . . . . . . . . . . . . 758--782
Gábor Lugosi and
Shahar Mendelson Sub-Gaussian estimators of the mean of a
random vector . . . . . . . . . . . . . 783--794
Matey Neykov and
Junwei Lu and
Han Liu Combinatorial inference for graphical
models . . . . . . . . . . . . . . . . . 795--827
Moreno Bevilacqua and
Tarik Faouzi and
Reinhard Furrer and
Emilio Porcu Estimation and prediction using
generalized Wendland covariance
functions under fixed domain asymptotics 828--856
Yihong Wu and
Pengkun Yang Chebyshev polynomials, moment matching,
and optimal estimation of the unseen . . 857--883
R. Dennis Cook and
Liliana Forzani Partial least squares prediction in
high-dimensional regression . . . . . . 884--908
Ming-Chung Chang and
Shao-Wei Cheng and
Ching-Shui Cheng Signal aliasing in Gaussian random
fields for experiments with qualitative
factors . . . . . . . . . . . . . . . . 909--935
Anru Zhang Cross: Efficient low-rank tensor
completion . . . . . . . . . . . . . . . 936--964
Qingyuan Zhao Covariate balancing propensity score by
tailored loss functions . . . . . . . . 965--993
Yuting Wei and
Martin J. Wainwright and
Adityanand Guntuboyina The geometry of hypothesis testing over
convex cones: Generalized likelihood
ratio tests and minimax radii . . . . . 994--1024
Likuan Qin and
Viktor Todorov Nonparametric implied Lévy densities . . 1025--1060
Hsiang-Ling Hsu and
Ching-Kang Ing and
Howell Tong On model selection from a finite family
of possibly misspecified time series
models . . . . . . . . . . . . . . . . . 1061--1087
Miles E. Lopes Estimating the algorithmic variance of
randomized ensembles via the bootstrap 1088--1112
François Monard and
Richard Nickl and
Gabriel P. Paternain Efficient nonparametric Bayesian
inference for X-ray transforms . . . . . 1113--1147
Susan Athey and
Julie Tibshirani and
Stefan Wager Generalized random forests . . . . . . . 1148--1178
Eric D. Schoen and
Pieter T. Eendebak and
Peter Goos A classification criterion for
definitive screening designs . . . . . . 1179--1202
Nanwei Wang and
Johannes Rauh and
Hél\`ene Massam Approximating faces of marginal
polytopes in discrete hierarchical
models . . . . . . . . . . . . . . . . . 1203--1233
T. Tony Cai and
Jing Ma and
Linjun Zhang CHIME: Clustering of high-dimensional
Gaussian mixtures with EM algorithm and
its optimality . . . . . . . . . . . . . 1234--1267
George Deligiannidis and
Alexandre Bouchard-Côté and
Arnaud Doucet Exponential ergodicity of the bouncy
particle sampler . . . . . . . . . . . . 1268--1287
Joris Bierkens and
Paul Fearnhead and
Gareth Roberts The Zig--Zag process and super-efficient
sampling for Bayesian analysis of big
data . . . . . . . . . . . . . . . . . . 1288--1320
Hai Shu and
Bin Nan Estimation of large covariance and
precision matrices from temporally
dependent observations . . . . . . . . . 1321--1350
Vladimir Spokoiny and
Niklas Willrich Bootstrap tuning in Gaussian ordered
model selection . . . . . . . . . . . . 1351--1380
Hao Chen Sequential change-point detection based
on nearest neighbors . . . . . . . . . . 1381--1407
Lukas Steinberger and
Hannes Leeb Prediction when fitting simple models to
high-dimensional data . . . . . . . . . 1408--1442
Song Xi Chen and
Jun Li and
Ping-Shou Zhong Two-sample and ANOVA tests for high
dimensional means . . . . . . . . . . . 1443--1474
François Bachoc and
Hannes Leeb and
Benedikt M. Pötscher Valid confidence intervals for
post-model-selection predictors . . . . 1475--1504
Shujie Ma and
Liping Zhu and
Zhiwei Zhang and
Chih-Ling Tsai and
Raymond J. Carroll A robust and efficient approach to
causal inference based on sparse
sufficient dimension reduction . . . . . 1505--1535
Mathias Drton and
Christopher Fox and
Andreas Käufl and
Guillaume Pouliot The maximum likelihood threshold of a
path diagram . . . . . . . . . . . . . . 1536--1553
Garvesh Raskutti and
Ming Yuan and
Han Chen Convex regularization for
high-dimensional multiresponse tensor
regression . . . . . . . . . . . . . . . 1554--1584
Takumi Saegusa Large sample theory for merged data from
multiple sources . . . . . . . . . . . . 1585--1615
Sergey G. Bobkov Khinchine's theorem and Edgeworth
approximations for weighted sums . . . . 1616--1633
Stanislav Volgushev and
Shih-Kang Chao and
Guang Cheng Distributed inference for quantile
regression processes . . . . . . . . . . 1634--1662
Yuta Koike Gaussian approximation of maxima of
Wiener functionals and its application
to high-frequency data . . . . . . . . . 1663--1687
Dominik Rothenhäusler and
Peter Bühlmann and
Nicolai Meinshausen Causal Dantzig: Fast inference in linear
structural equation models with hidden
variables under additive interventions 1688--1722
Jonathan P. Williams and
Jan Hannig Nonpenalized variable selection in
high-dimensional linear model settings
via generalized fiducial inference . . . 1723--1753
Ningyuan Chen and
Donald K. K. Lee and
Sahand N. Negahban Super-resolution estimation of cyclic
arrival rates . . . . . . . . . . . . . 1754--1775
Yanglei Song and
Georgios Fellouris Sequential multiple testing with
generalized error control: An asymptotic
optimality theory . . . . . . . . . . . 1776--1803
Quentin Berthet and
Philippe Rigollet and
Piyush Srivastava Exact recovery in the Ising blockmodel 1805--1834
Steffen Lauritzen and
Caroline Uhler and
Piotr Zwiernik Maximum likelihood estimation in
Gaussian models under total positivity 1835--1863
Xingwei Tong and
Fuqing Gao and
Kani Chen and
Dingjiao Cai and
Jianguo Sun Maximum likelihood estimation in
transformed linear regression with
nonnormal errors . . . . . . . . . . . . 1864--1892
Sivaraman Balakrishnan and
Larry Wasserman Hypothesis testing for densities and
high-dimensional multinomials: Sharp
local minimax rates . . . . . . . . . . 1893--1927
Holger Dette and
Andrey Pepelyshev and
Anatoly Zhigljavsky The BLUE in continuous-time regression
models with correlated errors . . . . . 1928--1959
Falong Tan and
Lixing Zhu Adaptive-to-model checking for
regressions with diverging number of
predictors . . . . . . . . . . . . . . . 1960--1994
Xu Han Nonparametric screening under
conditional strictly convex loss for
ultrahigh dimensional sparse data . . . 1995--2022
Lionel Truquet Local stationarity and
time-inhomogeneous Markov chains . . . . 2023--2050
Farida Enikeeva and
Zaid Harchaoui High-dimensional change-point detection
under sparse alternatives . . . . . . . 2051--2079
Debraj Das and
Karl Gregory and
S. N. Lahiri Perturbation bootstrap in adaptive Lasso 2080--2116
Pierre Alquier and
Vincent Cottet and
Guillaume Lecué Estimation bounds and sharp oracle
inequalities of regularized procedures
with Lipschitz loss functions . . . . . 2117--2144
Stefan Richter and
Rainer Dahlhaus Cross validation for locally stationary
processes . . . . . . . . . . . . . . . 2145--2173
Yen-Chi Chen Generalized cluster trees and singular
measures . . . . . . . . . . . . . . . . 2174--2203
Mathieu Gerber and
Nicolas Chopin and
Nick Whiteley Negative association, ordering and
convergence of resampling methods . . . 2236--2260
Benedikt Bauer and
Michael Kohler On deep learning as a remedy for the
curse of dimensionality in nonparametric
regression . . . . . . . . . . . . . . . 2261--2285
Qiyang Han and
Jon A. Wellner Convergence rates of least squares
regression estimators with heavy-tailed
errors . . . . . . . . . . . . . . . . . 2286--2319
Qian Qin and
James P. Hobert Convergence complexity analysis of
Albert and Chib's algorithm for Bayesian
probit regression . . . . . . . . . . . 2320--2347
Chengchun Shi and
Rui Song and
Wenbin Lu On testing conditional qualitative
treatment effects . . . . . . . . . . . 2348--2377
Marianna Pensky Dynamic network models and graphon
estimation . . . . . . . . . . . . . . . 2378--2403
Joshua Cape and
Minh Tang and
Carey E. Priebe The two-to-infinity norm and singular
subspace geometry with applications to
high-dimensional statistics . . . . . . 2405--2439
Qiyang Han and
Tengyao Wang and
Sabyasachi Chatterjee and
Richard J. Samworth Isotonic regression in general
dimensions . . . . . . . . . . . . . . . 2440--2471
Matey Neykov and
Han Liu Property testing in high-dimensional
Ising models . . . . . . . . . . . . . . 2472--2503
Rina Foygel Barber and
Emmanuel J. Cand\`es A knockoff filter for high-dimensional
selective inference . . . . . . . . . . 2504--2537
Anru Zhang and
Lawrence D. Brown and
T. Tony Cai Semi-supervised inference: General
theory and estimation of means . . . . . 2538--2566
Zhiqiang Tan and
Cun-Hui Zhang Doubly penalized estimation in additive
regression with high-dimensional data 2567--2600
Bo Zhou and
Ramon van den Akker and
Bas J. M. Werker Semiparametrically point-optimal hybrid
rank tests for unit roots . . . . . . . 2601--2638
Didier Chételat and
Martin T. Wells The middle-scale asymptotics of Wishart
matrices . . . . . . . . . . . . . . . . 2639--2670
Chengchun Shi and
Rui Song and
Zhao Chen and
Runze Li Linear hypothesis testing for high
dimensional generalized linear models 2671--2703
Robert A. Vandermeulen and
Clayton D. Scott An operator theoretic approach to
nonparametric mixture models . . . . . . 2704--2733
Wei-Kuo Chen Phase transition in the spiked random
tensor with Rademacher prior . . . . . . 2734--2756
Björn Böttcher and
Martin Keller-Ressel and
René L. Schilling Distance multivariance: New dependence
measures for random vectors . . . . . . 2757--2789
Aaditya K. Ramdas and
Rina F. Barber and
Martin J. Wainwright and
Michael I. Jordan A unified treatment of multiple testing
with prior knowledge using the
$p$-filter . . . . . . . . . . . . . . . 2790--2821
Aryeh Kontorovich and
Iosif Pinelis Exact lower bounds for the agnostic
probably-approximately-correct (PAC)
machine learning model . . . . . . . . . 2822--2854
Zhou Fan and
Iain M. Johnstone Eigenvalue distributions of variance
components estimators in
high-dimensional random effects models 2855--2886
Shurong Zheng and
Guanghui Cheng and
Jianhua Guo and
Hongtu Zhu Test for high-dimensional correlation
matrices . . . . . . . . . . . . . . . . 2887--2921
Heng Lian and
Kaifeng Zhao and
Shaogao Lv Projected spline estimation of the
nonparametric function in
high-dimensional partially linear models
for massive data . . . . . . . . . . . . 2922--2949
Charles R. Doss and
Jon A. Wellner Inference for the mode of a log-concave
density . . . . . . . . . . . . . . . . 2950--2976
Taras Bodnar and
Holger Dette and
Nestor Parolya Testing for independence of large
dimensional vectors . . . . . . . . . . 2977--3008
Jianqing Fan and
Dong Wang and
Kaizheng Wang and
Ziwei Zhu Distributed estimation of principal
eigenspaces . . . . . . . . . . . . . . 3009--3031
Veeranjaneyulu Sadhanala and
Ryan J. Tibshirani Additive models with trend filtering . . 3032--3068
Long Feng and
Cun-Hui Zhang Sorted concave penalized regression . . 3069--3098
Reinhard Heckel and
Nihar B. Shah and
Kannan Ramchandran and
Martin J. Wainwright Active ranking from pairwise comparisons
and when parametric assumptions do not
help . . . . . . . . . . . . . . . . . . 3099--3126
Xin Bing and
Marten H. Wegkamp Adaptive estimation of the rank of the
coefficient matrix in high-dimensional
multivariate response regression models 3157--3184
Ke Zhu Statistical inference for autoregressive
models under heteroscedasticity of
unknown form . . . . . . . . . . . . . . 3185--3215
Steffen Grònneberg and
Benjamin Holcblat On partial-sum processes of ARMAX
residuals . . . . . . . . . . . . . . . 3216--3243
Xi Chen and
Weidong Liu and
Yichen Zhang Quantile regression under memory
constraint . . . . . . . . . . . . . . . 3244--3273
Victor Veitch and
Daniel M. Roy Sampling and estimation for (sparse)
exchangeable graphs . . . . . . . . . . 3274--3299
Shurong Zheng and
Zhao Chen and
Hengjian Cui and
Runze Li Hypothesis testing on linear structures
of high-dimensional covariance matrix 3300--3334
Yi Lin and
Ryan Martin and
Min Yang On optimal designs for nonregular models 3335--3359
Benjamin Eltzner and
Stephan F. Huckemann A smeary central limit theorem for
manifolds with application to
high-dimensional spheres . . . . . . . . 3360--3381
Zeng Li and
Clifford Lam and
Jianfeng Yao and
Qiwei Yao On testing for high-dimensional white
noise . . . . . . . . . . . . . . . . . 3382--3412
Kyoungjae Lee and
Jaeyong Lee and
Lizhen Lin Minimax posterior convergence rates and
model selection consistency in
high-dimensional DAG models based on
sparse Cholesky factors . . . . . . . . 3413--3437
Alessandro Rinaldo and
Larry Wasserman and
Max G'Sell Bootstrapping and sample splitting for
high-dimensional, assumption-lean
inference . . . . . . . . . . . . . . . 3438--3469
Zhigang Bao Tracy--Widom limit for Kendall's tau . . 3504--3532
Zhenhua Lin and
Fang Yao Intrinsic Riemannian functional data
analysis . . . . . . . . . . . . . . . . 3533--3577
Holger Dette and
Weichi Wu Detecting relevant changes in the mean
of nonstationary processes --- a mass
excess approach . . . . . . . . . . . . 3578--3608
Eduard Belitser and
Subhashis Ghosal and
Harry van Zanten Correction note: ``Optimal two-stage
procedures for estimating location and
size of the maximum of a multivariate
regression function'' Ann. Statist. 40
(2012) 2850-2876 . . . . . . . . . . . . 612--613
Tobias Fissler and
Johanna F. Ziegel Correction note: Higher order
elicitability and Osband's principle . . 614--614