Sequentially Interacting Markov Chain Monte Carlo Methods |
Anthony Brockwell, Pierre Del Moral, and Arnaud Doucet
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Is Brownian Motion Necessary to Model High Frequency Data? |
Yacine Ait-Sahalia and Jean Jacod
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Optimal Rates of Convergence for Covariance Matrix Estimation |
Tony Cai, Cun-Hui Zhang, and Harrison Zhou
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Consistency of Objective Bayes Tests as the Model Dimension Increases |
George Casella, Elias Moreno, and Javier Giron
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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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Nonparametric Inference of Quantile Curves for Non-stationary Time Series |
Zhou Zhou
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Testing conditional independence using maximal nonlinear conditional correlation |
Tzee-Ming Huang
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A Reproducing Kernel Hilbert Space Approach to Functional Linear Regression |
Ming Yuan and Tony Cai
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Correction: "A Class of Renyi Information Estimators For Multidimensional Densities" Ann. Statistics, 36(2008) 2153-2182 |
Nikolai Leonenko and Luc Pronzato
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On Optimality of the Shiryaev-Roberts Procedure for Detecting Changes in Distributions |
Aleksey S. Polunchenko and Alexander G. Tartakovsky
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Support union recovery in high-dimensional multivariate regression |
Guillaume Obozinski, Martin J. Wainwright, and Michael I. Jordan
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Inconsistency of Bootstrap: The Grenander Estimator |
Bodhisattva Sen, Moulinath Banerjee, and Michael Woodroofe
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The benefit of group sparsity |
Tong Zhang and Junzhou Huang
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Stochastic Kinetic Models: Dynamic Independence, Modularity and Graphs |
Clive G. Bowsher
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Penalized Variable Selection Procedure for Cox Models with Semiparametric Relative Risk |
Pang Du, Shuangge Ma, and Hua Liang
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Variable Selection in Nonparametric Additive Models |
Jian Huang, Joel L. Horowitz, and Fengrong Wei
|
Order Thresholding |
Min Hee Kim and Michael G. Akritas
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Möbius Deconvolution on the Hyperbolic Plane with Application to Impedance Density Estimation |
Stephan Huckemann, Peter T Kim, Ja-Yong Koo, and Axel Munk
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Sieve Estimation of Constant and Time-Varying Coefficients in Nonlinear Ordinary Differential Equation Models by Considering Both Numerical Error and Measurement Error |
Hulin Wu
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Decomposition tables for experiments. II. Two-one randomizations |
Chris Brien and Rosemary Bailey
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Empirical Dynamics for Longitudinal Data |
Hans-Georg Müller, Fang Yao
|
On the de la Garza Phenomenon |
Min Yang
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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 |
Florentina Bunea, Alexandre Tsybakov, Marten Wegkamp and Adrian Barbu
|
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
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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
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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
|
Optimal Rank-Based Testing for Principal Components |
Marc Hallin, Davy Paindaveine, and Thomas Verdebout
|
Adaptive nonparametric Bayesian regression using location-scale mixture priors |
Rene de Jonge and Harry van Zanten
|
An Efficient Estimator for Locally Stationary Gaussian Long-Memory Processes |
Wilfredo Palma and Ricardo Olea
|
Uniform Convergence Rates for Nonparametric Regression and Principal Component Analysis in Functional/Longitudinal Data |
Yehua Li and Tailen Hsing
|
Quasi-Concave Density Estimation |
Roger Koenker and Ivan Mizera
|
A Trigonometric Approach to Quaternary Code Designs with Application to One-Eighth and One-Sixteenth Fractions |
Runchu Zhang, Frederick K. H. Phoa, Rahul Mukerjee, and Hongquan Xu
|
Deciding the Dimension of Effective Dimension Reduction Space for Functional and High-Dimensional Data |
Yehua Li and Tailen Hsing
|
On combinatorial testing problems |
Gabor Lugosi, Louigi Addario-Berry, Nicolas Broutin, and Luc Devroye
|
Correction: Residual Empirical Processes for Long and Short Memory Time Series |
Ling Shiqing
|
Identifying the Finite Dimensionality of Curve Time Series |
Neil Bathia, Qiwei Yao, and Flavio Ziegelmann
|
A Two-stage Hybrid Procedure for Estimating an Inverse Regression Function |
Runlong Tang, Moulinath Banerjee and George Michailidis
|
Convergence and Prediction of Principal Component Scores in High-Dimensional Settings |
Seunggeun Lee, Fei Zou, and Fred A. Wright
|
Effects of statistical dependence on multiple testing under a hidden Markov model |
Zhiyi Chi
|
Regression on Manifolds: Estimation of the Exterior Derivative |
Anil Aswani, Peter Bickel, and Claire Tomlin
|
ANOVA for Longitudinal Data With Missing Values |
Song X Chen and Ping-Shou Zhong
|
Sparsity in Multiple Kernel Learning |
Vladimir Koltchinskii and Ming Yuan
|
Coordinate-independent Sparse Sufficent Dimension Reduction and Variable Selection |
Xin Chen, Changliang Zou, and R. Dennis Cook
|
L1-Penalized Quantile Regression in High-Dimensional Sparse Models |
Alexandre Belloni and Victor Chernozhukov
|
Kernel estimators of asymptotic variance for adaptive Markov Chain Monte Carlo |
Yves F Atchadé
|
The Sequential Rejection Principle of Familywise Error Control |
Jelle Goeman and Aldo Solari
|
Causal Inference for Continuous Time Processes When Covariates Are Observed Only At Discrete Times |
Mingyuan Zhang, Marshall M. Joffe, and Dylan Small
|
Consistency of Markov chain quasi-Monte Carlo on continuous state spaces |
Su Chen, Josef Dick, and Art B Owen
|
Focused information criterion and model averaging for generalized additive partial linear models |
Hua Liang and Xinyu Zhang
|
Nonparametric estimate of spectral density functions of sample covariance matrices: A first step |
Bing-Yi Jing, Guangming Pan, Qi-Man Shao, and Wang Zhou
|
Consistency of the Maximum Likelihood Estimator for general hidden Markov models |
Randal Douc, Eric Moulines, Jimmy Olsson, and Ramon Van Handel
|
Estimation and Testing for Partially Linear Single-index Models |
Hua Liang, Xiang Liu, Runze Li, and Chih-Ling Tsai
|
Global Uniform Risk Bounds for Wavelet Deconvolution Estimators |
Karim Lounici and Richard Nickl
|
Nonparametric estimation of surface integrals |
Raul Jimenez and Joseph E Yukich
|
A Vanilla Rao-Blackwellisation of Metropolis-Hastings Algorithms |
Randal Douc and Christian P Robert
|
Detection of an Anomalous Cluster in a Network |
Ery Arias-Castro, Emmanuel J. Candes, and Arnaud Durand
|
Nonparametric estimation of multivariate convex-transformed densities
|
Arseni Seregin and Jon A. Wellner
|
Wishart Distributions for Decomposable Covariance Graph Models |
Bala Rajaratnam and Kshitij Khare
|
New Efficient Estimation and Variable Selection Methods for Semiparametric Varying-coefficient Partially Linear Models |
Bo Kai, Runze Li, and Hui Zou
|
Rates of Convergence in Active Learning |
Steve Hanneke
|
Power-Enhanced Multiple Decision Functions Controlling Family-Wise Error and False Discovery Rates |
Edsel Aldea Pena, Joshua Habiger, and Wensong Wu
|
Functional Single Index Models for Longitudinal Data |
Ci-Ren Jiang and Jane-Ling Wang
|
GEE Analysis of Clustered Binary Data with Diverging Number of Covariates |
Lan Wang
|
Exact calculations for false discovery proportion with application to least favorable configurations |
Etienne Roquain and Fanny Villers
|
Multiple Testing via FDR_L for Large Scale Imaging Data |
Chunming Zhang, Jianqing Fan, and Tao Yu
|
Fuzzy Hypotheses, Hermite Polynomials, and Optimal Estimation of a Nonsmooth Functional |
Mark G. Low and Tony Cai
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