Papers to Appear in Subsequent Issues

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

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

Efficient estimation for homothetic shifted regression 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)

Confidence Regions, Regularization and Non-Parametric Regression

Improving SAMC Using Smoothing Methods: Theory and Applications

The Composite Absolute Penalties Family for Grouped and Hierarchical Variable Selection

The maximum of the periodogram of stationary process

Building and Using Semiparametric Tolerance Regions for Parametric Multinomial Models

Adaptative estimation for inverse problem. Propagation Approach

On nonparametric and semiparametric testing for multivariate time series

Markov Equivalence for Ancestral Graphs

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

Local Linear Quantile Estimation for Non-stationary Time Series

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

Efficient Randomized Adaptive Designs

Quarter-Fraction Factorial Designs Constructed Via Quaternary Codes

Asymptotic Theory for the Semiparametric Accelerated Failure Time Model with Missing Data

Asymptotic Normality of a Nonparametric Estimator of Sample Coverage

Some Sharp Performance Bounds for Least Squares Regression with L1 Regularization

Conditional predictive inference post model selection

Adaptive Hausdorff Estimation of Density Level Sets

A Semiparametric Model for Cluster Data

Estimating the Gumbel Scale Parameter for Local Alignment of Random Sequences by Importance Sampling with Stopping Times

High-dimensional analysis of semidefinite relaxations for sparse principal components

Properties and Refinements of the Fused Lasso

Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing

Non-asymptotic resampling-based confidence regions and multiple tests in high dimension

Some non-asymptotic results on resampling in high dimension, II: Multiple tests

A conjugate prior for discrete hierarchical loglinear models

Some Results on 2^n-m Designs of Resolution IV With (Weak) Minimum Aberration

On the path density of a gradient field

Rank-based inference for extreme-value copulas

On Random Tomography with Unobservable Projection Angles

Asymptotic normality of the Quasi Maximum Likelihood Estimator

Estimation of trend in state-space models: asymptotic mean square error and rate of c

Fixed-domain Asymptotic Properties of Tapered Maximum Likelihood Estimators

Maximum empirical likelihood estimation of the spectral measure of an extreme value distribution

Adaptive Bayesian estimation using a Gaussian random field with inverse Gamma bandwidth

Contour Projected Dimension Reduction

Goodness-of-fit problem for errors in non-parametric regression: distribution free approach

Symptotic Equivalence and Adaptive Estimation for Robust Nonparametric Regression

Adaptive density estimation for directional data using needlets

A Unified Approach to Model Selection and Sparse Recovery Using Regularized Least Squares

Wavelet regression in random design with heteroscedastic dependent errors

Estimating high-dimensional intervention effects from observational data

Estimation of Functional Derivatives

Maximum Lq-Likelihood Estimation

A Maximum Likelihood Method for the Incidental Parameter

Identifiability of latent class models with many observed variables

Construction of Nested Space-Filling Designs

High-Dimensional Ising Model Selection Using L1 Regularized Logistic Regression

High-Dimensional Additive Modeling

Asymptotic theory of semiparametric Z-estimators for stochastic processes, with applications to ergodic diffusions and time series

Corrections to LRT on Large Dimensional Covariance Matrix by RMT

Quantile Regression in Partially Linear Varying Coefficient Models

Optimal Rates of Convergence for Estimating the Null Density and Proportion of Non-Null Effects in Large-Scale Multiple Testing

Karl Pearson's Meta-Analysis Revisited

Specification testing in nonlinear and nonstationary time series regression

Using the bootstrap to quantify the authority of an empirical ranking

Data spetrocopy: eigenspace of convolution operators and clustering

Detection of Spatial Clustering with Average Likelihood Ratio Test Statistic

Inference for stochastic volatility models using time change transformations

Rates of convergence for the posterior distributions of mixtures of betas and adaptive nonparamatric estimation of the density

Testing Conditional Independence via Rosenblatt Transforms

Asymptotic equivalence of spectral density estimation and Gaussian white noise

Nonlinear Principal Components and Long-run Implications of Multivariate Diffusions

Break detection in the covariance structure of multivariate time series

A geometric characterization of c-optimal designs for heteroscedastic regression

PCA consistency in high dimension, low sample size context

Globally optimal parameter estimates for nonlinear diffusions

Subspace estimation algorithms for hidden Markov models: Algorithms and consistency

Estimation for a partial-linear single-index model

Local quasi-likelihood with a parametric guide

Bayesian Analysis in Moment Inequality Models

Spectral estimation of the fractional order of a Levy process

A Two Sample Test for High Dimensional Data with Applications to Gene-set Testing

Decomposition Tables for Multitiered Experiments

Asymptotic Inference for High dimensional data

Efficient Estimation of Copula-Based Semiparametric Markov Models

Sparsistency and Rates of Convergence in Large Covariance Matrices Estimation

Maximum smoothed likelihood estimation and sommthed likelihood estimation in the current status model

Edgeworth expansions for studentized statistics under weak dependence

Multivariate Quantiles and Multiple-Output Regression Quantiles: From L1 Optimization to Halfspace Depth

Asymptotic efficiency and finite-sample properties of the generalized profiling estimation of the parameters in ordinary differential equations

On the consistent separation of scale and variance for Gaussian random fields

Empirical risk minimization in inverse problems

Invariant P-values for Model Checking and Checking for Prior-Data Conflict

Regularization in Kernel Learning

Nearly Unbiased Variable Selection Under Minimax Concave Penalty

Vast Volatility Matrix Estimation for High-Frequency Financial Data

Estimation in Dirichlet Random Effects