Papers to Appear in Subsequent Issues

Correction Note: Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent processes

A CLT for regularized sample covariance matrices

High Dimensional Classification Using Features Annealed Independence Rules

Adaptive Variance Function Estimation in Heteroscedastic Nonparametric Regression

Robust Nonparametric Estimation via Wavelet Median Regression

Limit Theorems for Weighted Samples with Applications to Sequential Monte Carlo Methods

Common Functional Principal Components

Moments of Minors of Wishart Matrices

On the Behrens-Fisher problem: a globally convergent algorithm and a finite-sample study of the Wald, LR and LM Tests

Analysis of Variance, Coefficient of Determination, and F-Test for Local Polynomial Regression

An Algorithmic and a Geometric Characterization of Coarsening At Random

Estimation of Distributions, Moments and Quantiles in Deconvolution Problems

Choice of Neighbour Order in Nearest-Neighbour Classification

A Data-Driven Block Thresholding Approach to Wavelet Estimation

A class on Renyi information estimators for multidimensional densities

Stein estimation for the drift of Gaussian processes using the Malliavin calculus

Trimming and likelihood: Robust location and dispersion estimation in the elliptical model

Evaluation of Formal Posterior Distributions via Markov Chain Arguments

Residual Empirical Processes for Long and Short Memory Time Series

Profile-Kernel Likelihood Inference With Diverging Number of Parameters

Multiple Local Whittle Estimation in Stationary Systems

Learning by Mirror Averaging

Gibbs posterior for variable selection in high dimensional classification and data mining

Local Antithetic Sampling with Scrambled Nets

Tilted Euler characteristic densities for Central Limit random fields, with application to `bubbles'

Monte-Carlo maximum likelihood estimation for discretely observed diffusion processes

Inference for the limiting cluster size distribution of extreme values

Functional Deconvolution in a Periodic Setting

Quantile pyramids for Bayesian nonparametrics

Proportional hazards models with continuous marks

Extending the Scope of Empirical Likelihood

Multivariate Archimedean Copulas, D-monotone Functions and L1-norm Symmetric Distributions

Robustness of multiple testing procedures against dependence

Consistencies and Rates of Convergence of Jump-Penalized Least Squares Estimators

Operator norm consistent estimation of large dimensional sparse covariance matrices

Support points of locally optimal designs for nonlinear models

Statistical Inference for Semiparametric Varying-coefficient Partially Linear Models with Generated Regressors

Consistency of support vector machines for forecasting the evolution of an unknown ergodic dynamical system from observations with unknown noise

Smoothing Splines Estimators for Functional Linear Regression

Inference for Censored Quantile Regression Models in Longitudinal studies

Minimum Distance Regression Model Checking with Berkson Measurement Errors

Efficient estimation for homothetic shifted regression models

A note on the stationary bootstrap's variance

Testing for Jumps in a Discretely Observed Process

On the false discovery rate and an asymptotically optimal rejection curve

Robust Estimation for ARMA models

Likelihood ratio tests and singularities

Asymptotic Inference for Semiparametric Association Models

Who cares if it is a white cat or a black cat? Discussion of "One-step sparse estimates in nonconcave penalized likelihood models (H. Zou and R. Li)

Gaussian model selection with an unknown variance

The pseudo-marginal approach for efficient Monte Carlo computations

Confidence Regions, Regularization and Non-Parametric Regression

A universal procedure for aggregating estimators

Improving SAMC Using Smoothing Methods: Theory and Applications

A Pseudo Empirical Likelihood Approach for Stratified Samples with Nonresponse

Estimating a concave distribution function from data corrupted with additive noise

SCAD-Penalized Regression in High-Dimensional Partially Linear Models

Spectrum estimation for large dimensional covariance matrices

Lasso-type Recovery of Sparse Representations for High-dimensional Data

Statistical eigen-inference from large Wishart matrices

The Composite Absolute Penalties Family for Grouped and Hierarchical Variable Selection

Empirical Likelihood for Estimating Equations with Missing Values

An adaptive step-down procedure with proven FDR control

The Formal Definition of Reference Priors

Propagation of Outliers in Multivariate Data

An RKHS Formulation of the Inverse Regression Dimension Reduction Problem

The maximum of the periodogram of stationary process

Differentiability Of T-Functionals Of Location And Scatter

The Chernoff lower bound for symmetric quantum hypothesis testing

Matrix representations and independencies in directed acyclic graphs

On surrogate loss functions and f-divergences

Asymptotics in response-adaptive designs generated by a two-color, randomly reinforced urn

A Nonmanipulable Test

Dimension reduction for non-elliptically distributed predictors

New Multi-sample Nonparametric Tests For Panel Count Data

Covariance Regularization by Thresholding

Asymptotics For Spherical Needlets

Change–Point Estimation Under Adaptive Sampling

Building and Using Semiparametric Tolerance Regions for Parametric Multinomial Models

Does Median Filtering Truly Preserve Edges Better Than Linear Filtering?

Multivariate Analysis and Jacobi Ensembles: Largest eigenvalue, Tracy Widom Limits and Rates of Convergence

Consistency of Bayesian Procedures for Variable Selection

Adaptative estimation for inverse problem. Propagation Approach

Consistency of restricted maximum likelihood estimators of principal components

Limit Distribution Theory for Maximum Likelihood Estimation of a Log-Concave Density

On nonparametric and semiparametric testing for multivariate time series

Nonparametric estimation of composite functions

Multiscale local change point detection with applications to Value-at-Risk

Nonlinear Sequential Designs for Logistic Item Response Theory Models with Applications to Computerized Adaptive Tests

Minimal sufficient causation and directed acyclic graphs

Case-Control Survival Analysis With a General Semiparametric Shared Frailty Model - A Pseudo Full Likelihood Approach

A new multiple testing method in the dependent case

On generalized false discovery rate

Finite Sample Convergence Results for Principal Component Analysis: A matrix perturbation approach

Flexible Covariance Estimation in Graphical Models

Simultaneous analysis of Lasso and Dantzig selector

Sparse Recovery in Convex Hulls via Entropy Penalization

On-line predictive linear regression

Fast learning rates in statistical inference through aggregation

Testing for common arrivals of jumps for discretely observed multidimensional processes

On The Adaptive Elastic-Net With A Diverging Number of Parameters

Markov Equivalence for Ancestral Graphs

Covariate-adjusted nonlinear regression

Inference of eigenvalues and eigenvectors in the spherical symmetric matrix variate normal distribution

Goodness-of-fit Tests for high-dimensional Gaussian linear models

Non Parametric empirical Bayes and compound decision apprroaches to estimation of a high dimensional vector of normal means

Asymptotics for posterior hazards

Maximum likelihood estimation for alpha-stable autoregressive processes

A Fourier transform method for nonparametric estimation of volatility

On the Computational Complexity of MCMC-based Estimators in Large Samples

Optimal discrimination designs

Local Linear Quantile Estimation for Non-stationary Time Series

Kernel Dimension Reduction in Regression

General maximum likelihood empirical Bayes estimation of normal means

Consistency of a Recursive Estimate of Mixing Distributions

Estimating the Degree of Activity of Jumps in High Frequency Financial Data

Functional Linear Regression That's Interpretable

Estimating linear functionals in nonlinear regression with responses missing at random

On Asymptotically Optimal Tests Under Loss of Identifiability In Semiparametric Models

Existence and Construction of Randomization Defining Contrast Subspaces for Regular Factorial Designs

Asymptotic Equivalence of Empirical Likelihood and Bayesian Map

High Dimensional Variable Selection

Consistent Estimates of Deformed Isotropic Gaussian Random Fields on the Plane

The spectrum of kernel random matrices

Bayesian Frequentist Hybrid Inference

Introduction to AS Special Issue on Random Matrices

Hypothesis test for normal mixture models: the EM approach

Deconvolution with unknown error distribution

Near-ideal model selection by L1 minimization

Nonparametric Estimation by Convex Programming