Papers to Appear in Subsequent Issues

Maximum Lq-Likelihood Estimation

High-Dimensional Ising Model Selection Using L1 Regularized Logistic Regression

Inference for stochastic volatility models using time change transformations

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

Asymptotic Inference for High dimensional data

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

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

Nearly Unbiased Variable Selection Under Minimax Concave Penalty

Vast Volatility Matrix Estimation for High-Frequency Financial Data

Estimation in Dirichlet Random Effects

Optimal and fast detection of spatial clusters with scan statistics

Batch Means and Spectral Variance Estimators in Markov Chain Monte Carlo

Optimal properties of centroid-based classifiers for very high-dimensional data

On dimension folding of matrix or array valued statistical objects

Confidence Bands in Density Estimation

Discussion: Multivariate Quantiles and Multiple-output Regression Quantiles: From L-1 Optimization to Halfspace Depth

Some Perspectives on Multivariate Quantile and Depth Functions

Defining probability density for a distribution of random functions

Covariate Adjusted Functional Principal Components Analysis for Longitudinal Data

Successive Normalization of Rectangular Arrays

Richard A. Olshen and Bala Rajaratnam

On Construction of the Smallest One-sided Confidence Interval for the Difference of Two Proportions

Discussion

Sequentially Interacting Markov Chain Monte Carlo Methods

A critical reading of "Efficient likelihood estimation in state space models" by Cheng-Der Fuh

Is Brownian Motion Necessary to Model High Frequency Data?

Adjusted empirical likelihood with High-Order Precision

Adaptive estimation of stationary Gaussian fields

Optimal Rates of Convergence for Covariance Matrix Estimation

Estimation in Additive Models with Highly Correlated Covariates

Consistency of Objective Bayes Tests as the Model Dimension Increases

Optional Polya Tree and Baysian Inference

Limit theorems for moving averages of discretized processes plus noise

Quantile Estimation with Adaptive Importance Sampling

Asymptotic Distribution of Conical-Hull Estimators of Directional Edges

A New and Flexible Method for Constructing Designs for Computer Experiments

Exact Properties of Efron's Biased Coin Randomization Procedure

A Stochastic Model for Collaborative Recommendation

Trek separation for Gaussian graphical models

Corrigendum to “Efficient Likelihood Estimation in State Space Models”

Monotonic convergence of a general algorithm for computing optimal designs

Nonparametric Regression in Exponential Families

Nonparametric Tests of the Markov Hypothesis in Continuous-time Models

Innovated Higher Criticism for detecting sparse signals in correlated noise

Rejoinder: Multivariate Quantiles and Multiple-Output Regression Quantiles

Approximation of conditional densities by smooth mixtures of regressions

Asymptotics and optimal bandwidth selection for highest density region estimation

On Convergence Rates Equivalency and Sampling Strategies in a Functional Deconvolution Model

Weakly dependent functional data

Nonparametric Inference of Quantile Curves for Non-stationary Time Series

Testing conditional independence using maximal nonlinear conditional correlation

Quantile calculus and censored regression

A Reproducing Kernel Hilbert Space Approach to Functional Linear Regression

Correction: "A Class of Renyi Information Estimators For Multidimensional Densities" Ann. Statistics, 36(2008) 2153-2182

Cramer Type Moderate Deviation for the Maximum of the Periodogram with Application to Simultaneous Tests in Gene Expression Time

On Optimality of the Shiryaev-Roberts Procedure for Detecting Changes in Distributions

Support union recovery in high-dimensional multivariate regression

Inconsistency of Bootstrap: The Grenander Estimator

The benefit of group sparsity

Stochastic Kinetic Models: Dynamic Independence, Modularity and Graphs

Penalized Variable Selection Procedure for Cox Models with Semiparametric Relative Risk

Variable Selection in Nonparametric Additive Models

Order Thresholding

Möbius Deconvolution on the Hyperbolic Plane with Application to Impedance Density Estimation

Sieve Estimation of Constant and Time-Varying Coefficients in Nonlinear Ordinary Differential Equation Models by Considering Both Numerical Error and Measurement Error

Decomposition tables for experiments. II. Two-one randomizations

Empirical Dynamics for Longitudinal Data

On the de la Garza Phenomenon

Limit Theorems for Empirical Processes of Cluster Functionals

Simultaneous Nonparametric Inference of Time Series

Spades and mixture models

Fractals with point impact in functional linear regression

Bayes and Empirical-Bayes Multiplicity Adjustment in the Variable-Selection Problem

Sparse Recovery under Matrix Uncertainty

Modelling the variability of rankings

High-dimensionality effects in the Markowitz problem and other quadratic programs with linear equality constraints: risk underestimation

Sequential Monitoring of Response-Adaptive Randomized Clinical Trials

Low-Noise Density Clustering

Sure Independence Screening in Generalized Linear Models with NP- Dimensionality

Kernel Density Estimation Via Diffusion

A deconvolution approach to estimation of a common shape in a shifted curves model

On information plus noise kernel random matrices

Nonparametric estimation of genewise variance for cDNA microarray data

On universal oracle inequalities related to high dimensional linear models

Monotone Spectral Density Estimation

Gamma-based clustering via order means with application to gene-expression analysis

Adaptive estimation for Hawkes’ processes; application to genome analysis

Trajectory Averaging for Stochastic Approximation MCMC Algorithms

Backfitting and smooth backfitting for additive quantile

Bootstrap Consistency for General Semiparametric M-estimation