Maximum Lq-Likelihood Estimation |
Davide Ferrari and Yuhong Yang
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High-Dimensional Ising Model Selection Using L1 Regularized Logistic Regression |
Pradeep Ravikumar, Martin J. Wainwright, and John D. Lafferty
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Inference for stochastic volatility models using time change transformations |
Konstantinos Kalogeropoulos, Gareth O. Roberts, and Petros Dellaportas
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A Two Sample Test for High Dimensional Data with Applications to Gene-set Testing |
Song X Chen and Ying Li Qin
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Asymptotic Inference for High dimensional data |
Anand Vidyashankar and Jim Kuelbs
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Multivariate Quantiles and Multiple-Output Regression Quantiles: From L1 Optimization to Halfspace Depth |
Marc Hallin, Davy Paindaveine, and Miroslav Siman
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On the consistent separation of scale and variance for Gaussian random fields |
Ethan Berger Anderes
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Nearly Unbiased Variable Selection Under Minimax Concave Penalty |
Cun-Hui Zhang
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Vast Volatility Matrix Estimation for High-Frequency Financial Data |
Yazhen Wang and Jian Zou
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Estimation in Dirichlet Random Effects |
George Casella, Minjung Kyung, and Jeff Gill
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Optimal and fast detection of spatial clusters with scan statistics |
Guenther Walther
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Batch Means and Spectral Variance Estimators in Markov Chain Monte Carlo |
James Marshall Flegal and Galin L. Jones
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Optimal properties of centroid-based classifiers for very high-dimensional data |
Peter Gavin Hall and Tung Pham
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On dimension folding of matrix or array valued statistical objects |
Bing Li, Min Kyung Kim, and Naomi Altman
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Confidence Bands in Density Estimation |
Richard Nickl and Evarist Gine
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Discussion: Multivariate Quantiles and Multiple-output Regression Quantiles: From L-1 Optimization to Halfspace Depth |
Ying Wei
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Some Perspectives on Multivariate Quantile and Depth Functions |
Robert Serfling and Yijun Zuo
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Defining probability density for a distribution of random functions |
Aurore Delaigle and Peter Hall
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Covariate Adjusted Functional Principal Components Analysis for Longitudinal Data |
Ci-Ren Jiang and Jane-Ling Wang
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Successive Normalization of Rectangular Arrays |
Richard A. Olshen and Bala Rajaratnam
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On Construction of the Smallest One-sided Confidence Interval for the Difference of Two Proportions |
Weizhen Wang
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Discussion |
Linglong Kong and Ivan Mizera
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Sequentially Interacting Markov Chain Monte Carlo Methods |
Anthony Brockwell, Pierre Del Moral, and Arnaud Doucet
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A critical reading of "Efficient likelihood estimation in state space models" by Cheng-Der Fuh |
Jens Ledet Jensen
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Is Brownian Motion Necessary to Model High Frequency Data? |
Yacine Ait-Sahalia and Jean Jacod
|
Adjusted empirical likelihood with High-Order Precision |
Yukun Liu and Jiahua Chen
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Adaptive estimation of stationary Gaussian fields |
Nicolas Verzelen
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Optimal Rates of Convergence for Covariance Matrix Estimation |
Tony Cai, Cun-Hui Zhang, and Harrison Zhou
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Estimation in Additive Models with Highly Correlated Covariates |
Jiancheng Jiang, Yingying Fan, and Jianqing Fan
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Consistency of Objective Bayes Tests as the Model Dimension Increases |
George Casella, Elias Moreno, and Javier Giron
|
Optional Polya Tree and Baysian Inference |
Wing H Wong and Li Ma
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Limit theorems for moving averages of discretized processes plus noise |
Mark Podolskij, Jean Jacod, and Mathias Vetter
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Quantile Estimation with Adaptive Importance Sampling |
Markus Leippold and Daniel Egloff
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Asymptotic Distribution of Conical-Hull Estimators of Directional Edges |
Byeong Uk Park, Seok-Oh Jeong, and Leopold Simar
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A New and Flexible Method for Constructing Designs for Computer Experiments |
Chunfang Devon Lin, Derek Bingham, Randy R Sitter, and Boxin Tang
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Exact Properties of Efron's Biased Coin Randomization Procedure |
William Rosenberger and Tigran Markaryan
|
A Stochastic Model for Collaborative Recommendation |
Gerard Biau, Benoit Cadre, and Laurent Rouviere
|
Trek separation for Gaussian graphical models |
Seth Sullivant and Kelli Talaska
|
Corrigendum to “Efficient Likelihood Estimation in State Space Models” |
Cheng-Der Fuh
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Monotonic convergence of a general algorithm for computing optimal designs |
Yaming Yu
|
Nonparametric Regression in Exponential Families |
Tony Cai, Lawrence Brown, and Harrison Zhou
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Nonparametric Tests of the Markov Hypothesis in Continuous-time Models |
Yacine Aït-Sahalia, Jianqing Fan, and Jiancheng Jiang
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Innovated Higher Criticism for detecting sparse signals in correlated noise |
Jiashun Jin and Peter Hall
|
Rejoinder: Multivariate Quantiles and Multiple-Output Regression Quantiles |
Marc Hallin, Davy Paindaveine, and Miroslav Siman
|
Approximation of conditional densities by smooth mixtures of regressions |
Andriy Norets
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Asymptotics and optimal bandwidth selection for highest density region estimation |
Richard Samworth and Matt Wand
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On Convergence Rates Equivalency and Sampling Strategies in a Functional Deconvolution Model |
Marianna Pensky and Theofanis Sapatinas
|
Weakly dependent functional data |
Siegfried Hörmann and Piotr Kokoszka
|
Nonparametric Inference of Quantile Curves for Non-stationary Time Series |
Zhou Zhou
|
Testing conditional independence using maximal nonlinear conditional correlation |
Tzee-Ming Huang
|
Quantile calculus and censored regression |
Yijian Huang
|
A Reproducing Kernel Hilbert Space Approach to Functional Linear Regression |
Ming Yuan and Tony Cai
|
Correction: "A Class of Renyi Information Estimators For Multidimensional Densities" Ann. Statistics, 36(2008) 2153-2182 |
Nikolai Leonenko and Luc Pronzato
|
Cramer Type Moderate Deviation for the Maximum of the Periodogram with Application to Simultaneous Tests in Gene Expression Time |
Weidong Liu and Qi-Man Shao
|
On Optimality of the Shiryaev-Roberts Procedure for Detecting Changes in Distributions |
Aleksey S. Polunchenko and Alexander G. Tartakovsky
|
Support union recovery in high-dimensional multivariate regression |
Guillaume Obozinski, Martin J. Wainwright, and Michael I. Jordan
|
Inconsistency of Bootstrap: The Grenander Estimator |
Bodhisattva Sen, Moulinath Banerjee, and Michael Woodroofe
|
The benefit of group sparsity |
Tong Zhang and Junzhou Huang
|
Stochastic Kinetic Models: Dynamic Independence, Modularity and Graphs |
Clive G. Bowsher
|
Penalized Variable Selection Procedure for Cox Models with Semiparametric Relative Risk |
Pang Du, Shuangge Ma, and Hua Liang
|
Variable Selection in Nonparametric Additive Models |
Jian Huang, Joel L. Horowitz, and Fengrong Wei
|
Order Thresholding |
Michael G. Akritas and Min Hee Kim
|
Möbius Deconvolution on the Hyperbolic Plane with Application to Impedance Density Estimation |
Stephan Huckemann, Peter T Kim, Ja-Yong Koo, and Axel Munk
|
Sieve Estimation of Constant and Time-Varying Coefficients in Nonlinear Ordinary Differential Equation Models by Considering Both Numerical Error and Measurement Error |
Hulin Wu
|
Decomposition tables for experiments. II. Two-one randomizations |
Chris Brien and Rosemary Bailey
|
Empirical Dynamics for Longitudinal Data |
Hans-Georg Müller, Fang Yao
|
On the de la Garza Phenomenon |
Min Yang
|
Limit Theorems for Empirical Processes of Cluster Functionals |
Holger Drees and Holger Rootzén
|
Simultaneous Nonparametric Inference of Time Series |
Liu Weidong and Wu Weibiao
|
Spades and mixture models |
Marten Wegkamp, Florentina Bunea, and Alexandre Tsybakov
|
Fractals with point impact in functional linear regression |
Ian Wray McKeague and Bodhisattva Sen
|
Bayes and Empirical-Bayes Multiplicity Adjustment in the Variable-Selection Problem |
James G. Scott and James O. Berger
|
Sparse Recovery under Matrix Uncertainty |
Mathieu Rosenbaum and Alexandre Tsybakov
|
Modelling the variability of rankings |
Peter Hall and Hugh Miller
|
High-dimensionality effects in the Markowitz problem and other quadratic programs with linear equality constraints: risk underestimation |
Noureddine El Karoui
|
Sequential Monitoring of Response-Adaptive Randomized Clinical Trials |
Hongjian Zhu and Feifang Hu
|
Low-Noise Density Clustering |
Alessandro Rinaldo
|
Sure Independence Screening in Generalized Linear Models with NP- Dimensionality |
Jianqing Fan and Rui Song
|
Kernel Density Estimation Via Diffusion |
Zdravko Botev, Joseph Grotowski, and Dirk Kroese
|
A deconvolution approach to estimation of a common shape in a shifted curves model |
Jérémie Bigot and Sébastien Gadat
|
On information plus noise kernel random matrices |
Noureddine El Karoui
|
Nonparametric estimation of genewise variance for cDNA microarray data |
Jianqing Fan, Yang Feng, and Yue S. Niu
|
On universal oracle inequalities related to high dimensional linear models |
Yuri Golubev
|
Monotone Spectral Density Estimation |
Dragi Anevski and Philippe Soulier
|
Gamma-based clustering via order means with application to gene-expression analysis |
Michael A Newton and Lisa M Chung
|
Adaptive estimation for Hawkes’ processes; application to genome analysis |
Patricia Reynaud-Bouret and Sophie Schbath
|
Trajectory Averaging for Stochastic Approximation MCMC Algorithms |
Faming Liang
|
Backfitting and smooth backfitting for additive quantile |
Young Kyung Lee, Enno Mammen, and Byeong U Park
|
Bootstrap Consistency for General Semiparametric M-estimation |
Guang Cheng and Jianhua Huang
|