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Nonlinear principal components and long-run implications of multivariate diffusions

Chen, Xiaohong ; Hansen, Lars Peter ; Scheinkman, José

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p. 4279-4312

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Sparsistency and rates of convergence in large covariance matrix estimation

Lam, Clifford ; Fan, Jianqing

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p. 4254-4278

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Efficient estimation of copula-based semiparametric Markov models

Chen, Xiaohong ; Wu, Wei Biao ; Yi, Yanping

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p. 4214-4253

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Decomposition tables for experiments I. A chain of randomizations

Brien, C. J. ; Bailey, R. A.

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p. 4184-4213

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Local quasi-likelihood with a parametric guide

Fan, Jianqing ; Wu, Yichao ; Feng, Yang

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p. 4153-4183

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Subspace estimation and prediction methods for hidden Markov models

Andersson, Sofia ; Rydén, Tobias

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p. 4131-4152

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PCA consistency in high dimension, low sample size context

Jung, Sungkyu ; Marron, J. S.

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p. 4104-4130

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A geometric characterization of c-optimal designs for heteroscedastic regression

Dette, Holger ; Holland-Letz, Tim

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p. 4088-4103

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Break detection in the covariance structure of multivariate time series models

Aue, Alexander ; Hörmann, Siegfried ; Horváth, Lajos ; Reimherr, Matthew

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p. 4046-4087

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Testing conditional independence via Rosenblatt transforms

Song, Kyungchul

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p. 4011-4045

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Detection of spatial clustering with average likelihood ratio test statistics

Chan, Hock Peng

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p. 3985-4010

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Data spectroscopy: Eigenspaces of convolution operators and clustering

Shi, Tao ; Belkin, Mikhail ; Yu, Bin

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p. 3960-3984

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Using the bootstrap to quantify the authority of an empirical ranking

Hall, Peter ; Miller, Hugh

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p. 3929-3959

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Specification testing in nonlinear and nonstationary time series autoregression

Gao, Jiti ; King, Maxwell ; Lu, Zudi ; Tjøstheim, Dag

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p. 3893-3928

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Karl Pearson’s meta-analysis revisited

Owen, Art B.

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p. 3867-3892

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Quantile regression in partially linear varying coefficient models

Wang, Huixia Judy ; Zhu, Zhongyi ; Zhou, Jianhui

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p. 3841-3866

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Corrections to LRT on large-dimensional covariance matrix by RMT

Bai, Zhidong ; Jiang, Dandan ; Yao, Jian-Feng ; Zheng, Shurong

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p. 3822-3840

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High-dimensional additive modeling

Meier, Lukas ; van de Geer, Sara ; Bühlmann, Peter

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p. 3779-3821

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Contour projected dimension reduction

Luo, Ronghua ; Wang, Hansheng ; Tsai, Chih-Ling

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p. 3743-3778

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Estimation of trend in state-space models: Asymptotic mean square error and rate of convergence

Burman, Prabir ; Shumway, Robert H.

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p. 3715-3742

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Estimating the Gumbel scale parameter for local alignment of random sequences by importance sampling with stopping times

Park, Yonil ; Sheetlin, Sergey ; Spouge, John L.

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p. 3697-3714

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A maximum likelihood method for the incidental parameter problem

Moreira, Marcelo J.

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p. 3660-3696

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Building and using semiparametric tolerance regions for parametric multinomial models

Liu, Jiawei ; Lindsay, Bruce G.

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p. 3644-3659

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Construction of nested space-filling designs

Qian, Peter Z. G. ; Ai, Mingyao ; Wu, C. F. Jeff

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p. 3616-3643

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Some results on 2n−m designs of resolution IV with (weak) minimum aberration

Chen, Hegang H. ; Cheng, Ching-Shui

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p. 3600-3615

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Existence and construction of randomization defining contrast subspaces for regular factorial designs

Ranjan, Pritam ; Bingham, Derek R. ; Dean, Angela M.

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p. 3580-3599

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

Nishiyama, Yoichi

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p. 3555-3579

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On nonparametric and semiparametric testing for multivariate linear time series

Yajima, Yoshihiro ; Matsuda, Yasumasa

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p. 3529-3554

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A unified approach to model selection and sparse recovery using regularized least squares

Lv, Jinchi ; Fan, Yingying

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p. 3498-3528

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The composite absolute penalties family for grouped and hierarchical variable selection

Zhao, Peng ; Rocha, Guilherme ; Yu, Bin

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p. 3468-3497

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A conjugate prior for discrete hierarchical log-linear models

Massam, Hélène ; Liu, Jinnan ; Dobra, Adrian

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p. 3431-3467

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Wavelet regression in random design with heteroscedastic dependent errors

Kulik, Rafał ; Raimondo, Marc

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p. 3396-3430

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Adaptive density estimation for directional data using needlets

Baldi, P. ; Kerkyacharian, G. ; Marinucci, D. ; Picard, D.

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p. 3362-3395

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Fixed-domain asymptotic properties of tapered maximum likelihood estimators

Du, Juan ; Zhang, Hao ; Mandrekar, V. S.

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p. 3330-3361

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Estimation of functional derivatives

Hall, Peter ; Müller, Hans-Georg ; Yao, Fang

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p. 3307-3329

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On random tomography with unobservable projection angles

Panaretos, Victor M.

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p. 3272-3306

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On the path density of a gradient field

Genovese, Christopher R. ; Perone-Pacifico, Marco ; Verdinelli, Isabella ; Wasserman, Larry

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p. 3236-3271

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Asymptotic equivalence and adaptive estimation for robust nonparametric regression

Cai, T. Tony ; Zhou, Harrison H.

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p. 3204-3235

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Robust nearest-neighbor methods for classifying high-dimensional data

Chan, Yao-ban ; Hall, Peter

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p. 3186-3203

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Goodness-of-fit problem for errors in nonparametric regression: Distribution free approach

Khmaladze, Estate V. ; Koul, Hira L.

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p. 3165-3185

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Estimating high-dimensional intervention effects from observational data

Maathuis, Marloes H. ; Kalisch, Markus ; Bühlmann, Peter

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p. 3133-3164

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Identifiability of parameters in latent structure models with many observed variables

Allman, Elizabeth S. ; Matias, Catherine ; Rhodes, John A.

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p. 3099-3132

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Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions

McNeil, Alexander J. ; Nešlehová, Johanna

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p. 3059-3097

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

Omelka, Marek ; Gijbels, Irène ; Veraverbeke, Noël

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p. 3023-3058

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Rank-based inference for bivariate extreme-value copulas

Genest, Christian ; Segers, Johan

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p. 2990-3022

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

Einmahl, John H. J. ; Segers, Johan

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p. 2953-2989

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Properties and refinements of the fused lasso

Rinaldo, Alessandro

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p. 2922-2952

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High-dimensional analysis of semidefinite relaxations for sparse principal components

Amini, Arash A. ; Wainwright, Martin J.

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p. 2877-2921

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Conditional predictive inference post model selection

Leeb, Hannes

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p. 2838-2876

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Markov equivalence for ancestral graphs

Ali, R. Ayesha ; Richardson, Thomas S. ; Spirtes, Peter

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p. 2808-2837

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Parameter tuning in pointwise adaptation using a propagation approach

Spokoiny, Vladimir ; Vial, Céline

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p. 2783-2807

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Adaptive Hausdorff estimation of density level sets

Singh, Aarti ; Scott, Clayton ; Nowak, Robert

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p. 2760-2782

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Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes

Bardet, Jean-Marc ; Wintenberger, Olivier

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p. 2730-2759

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Local linear quantile estimation for nonstationary time series

Zhou, Zhou ; Wu, Wei Biao

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p. 2696-2729

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On maxima of periodograms of stationary processes

Lin, Zhengyan ; Liu, Weidong

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p. 2676-2695

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

van der Vaart, A. W. ; van Zanten, J. H.

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p. 2655-2675

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Improving SAMC using smoothing methods: Theory and applications to Bayesian model selection problems

Liang, Faming

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p. 2626-2654

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Nonparametric regression, confidence regions and regularization

Davies, P. L. ; Kovac, A. ; Meise, M.

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p. 2597-2625

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Asymptotic normality of a nonparametric estimator of sample coverage

Zhang, Cun-Hui ; Zhang, Zhiyi

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p. 2582-2595

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Quarter-fraction factorial designs constructed via quaternary codes

Phoa, Frederick K. H. ; Xu, Hongquan

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p. 2561-2581

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Efficient randomized-adaptive designs

Hu, Feifang ; Zhang, Li-Xin ; He, Xuming

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p. 2543-2560

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Hypothesis test for normal mixture models: The EM approach

Chen, Jiahua ; Li, Pengfei

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p. 2523-2542

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Consistency of a recursive estimate of mixing distributions

Tokdar, Surya T. ; Martin, Ryan ; Ghosh, Jayanta K.

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p. 2502-2522

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Bayesian frequentist hybrid inference

Yuan, Ao

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p. 2458-2501

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Asymptotic equivalence of empirical likelihood and Bayesian MAP

Grendár, Marian ; Judge, George

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p. 2445-2457

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On asymptotically optimal tests under loss of identifiability in semiparametric models

Song, Rui ; Kosorok, Michael R. ; Fine, Jason P.

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p. 2409-2444

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A semiparametric model for cluster data

Zhang, Wenyang ; Fan, Jianqing ; Sun, Yan

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p. 2377-2408

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Asymptotic theory for the semiparametric accelerated failure time model with missing data

Nan, Bin ; Kalbfleisch, John D. ; Yu, Menggang

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p. 2351-2376

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Consistent estimates of deformed isotropic Gaussian random fields on the plane

Anderes, Ethan ; Chatterjee, Sourav

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p. 2324-2350

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Deconvolution with unknown error distribution

Johannes, Jan

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p. 2301-2323

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Nonparametric estimation by convex programming

Juditsky, Anatoli B. ; Nemirovski, Arkadi S.

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p. 2278-2300

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Estimating linear functionals in nonlinear regression with responses missing at random

Müller, Ursula U.

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p. 2245-2277

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Estimating the degree of activity of jumps in high frequency data

Aït-Sahalia, Yacine ; Jacod, Jean

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p. 2202-2244

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High-dimensional variable selection

Wasserman, Larry ; Roeder, Kathryn

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p. 2178-2201

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Near-ideal model selection by ℓ1 minimization

Candès, Emmanuel J. ; Plan, Yaniv

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p. 2145-2177

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Some sharp performance bounds for least squares regression with L1 regularization

Zhang, Tong

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p. 2109-2144

Project Euclid
Functional linear regression that’s interpretable

James, Gareth M. ; Wang, Jing ; Zhu, Ji

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p. 2083-2108

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Optimal discrimination designs

Dette, Holger ; Titoff, Stefanie

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p. 2056-2082

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On the computational complexity of MCMC-based estimators in large samples

Belloni, Alexandre ; Chernozhukov, Victor

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p. 2011-2055

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A Fourier transform method for nonparametric estimation of multivariate volatility

Malliavin, Paul ; Mancino, Maria Elvira

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p. 1983-2010

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Maximum likelihood estimation for α-stable autoregressive processes

Andrews, Beth ; Calder, Matthew ; Davis, Richard A.

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p. 1946-1982

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Asymptotics for posterior hazards

De Blasi, Pierpaolo ; Peccati, Giovanni ; Prünster, Igor

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p. 1906-1945

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Kernel dimension reduction in regression

Fukumizu, Kenji ; Bach, Francis R. ; Jordan, Michael I.

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p. 1871-1905

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Covariate-adjusted nonlinear regression

Cui, Xia ; Guo, Wensheng ; Lin, Lu ; Zhu, Lixing

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p. 1839-1870

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Testing for common arrivals of jumps for discretely observed multidimensional processes

Jacod, Jean ; Todorov, Viktor

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p. 1792-1838

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Change-point estimation under adaptive sampling

Lan, Yan ; Banerjee, Moulinath ; Michailidis, George

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p. 1752-1791

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On the adaptive elastic-net with a diverging number of parameters

Zou, Hui ; Zhang, Hao Helen

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p. 1733-1751

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Simultaneous analysis of Lasso and Dantzig selector

Bickel, Peter J. ; Ritov, Ya’acov ; Tsybakov, Alexandre B.

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p. 1705-1732

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Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means

Brown, Lawrence D. ; Greenshtein, Eitan

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p. 1685-1704

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General maximum likelihood empirical Bayes estimation of normal means

Jiang, Wenhua ; Zhang, Cun-Hui

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p. 1647-1684

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Fast learning rates in statistical inference through aggregation

Audibert, Jean-Yves

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p. 1591-1646

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On-line predictive linear regression

Vovk, Vladimir ; Nouretdinov, Ilia ; Gammerman, Alex

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p. 1566-1590

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On a generalized false discovery rate

Sarkar, Sanat K. ; Guo, Wenge

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p. 1545-1565

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A new multiple testing method in the dependent case

Cohen, Arthur ; Sackrowitz, Harold B. ; Xu, Minya

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p. 1518-1544

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Case-control survival analysis with a general semiparametric shared frailty model: A pseudo full likelihood approach

Gorfine, Malka ; Zucker, David M. ; Hsu, Li

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p. 1489-1517

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Nonlinear sequential designs for logistic item response theory models with applications to computerized adaptive tests

Chang, Hua-Hua ; Ying, Zhiliang

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p. 1466-1488

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Minimal sufficient causation and directed acyclic graphs

VanderWeele, Tyler J. ; Robins, James M.

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p. 1437-1465

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Multiscale local change point detection with applications to value-at-risk

Spokoiny, Vladimir

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p. 1405-1436

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Nonparametric estimation of composite functions

Juditsky, Anatoli B. ; Lepski, Oleg V. ; Tsybakov, Alexandre B.

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p. 1360-1404

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Sparse recovery in convex hulls via entropy penalization

Koltchinskii, Vladimir

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p. 1332-1359

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Limit distribution theory for maximum likelihood estimation of a log-concave density

Balabdaoui, Fadoua ; Rufibach, Kaspar ; Wellner, Jon A.

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p. 1299-1331

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Dimension reduction for nonelliptically distributed predictors

Li, Bing ; Dong, Yuexiao

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p. 1272-1298

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Consistency of restricted maximum likelihood estimators of principal components

Paul, Debashis ; Peng, Jie

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p. 1229-1271

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Consistency of Bayesian procedures for variable selection

Casella, George ; Girón, F. Javier ; Martínez, M. Lina ; Moreno, Elías

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p. 1207-1228

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Does median filtering truly preserve edges better than linear filtering?

Arias-Castro, Ery ; Donoho, David L.

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p. 1172-1206

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Asymptotics for spherical needlets

Baldi, P. ; Kerkyacharian, G. ; Marinucci, D. ; Picard, D.

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p. 1150-1171

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New multi-sample nonparametric tests for panel count data

Balakrishnan, N. ; Zhao, Xingqiu

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p. 1112-1149

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Extending the scope of empirical likelihood

Hjort, Nils Lid ; McKeague, Ian W. ; Van Keilegom, Ingrid

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p. 1079-1111

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

May, Caterina ; Flournoy, Nancy

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p. 1058-1078

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The Chernoff lower bound for symmetric quantum hypothesis testing

Nussbaum, Michael ; Szkoła, Arleta

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p. 1040-1057

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A nonmanipulable test

Olszewski, Wojciech ; Sandroni, Alvaro

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p. 1013-1039

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Likelihood ratio tests and singularities

Drton, Mathias

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p. 979-1012

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Matrix representations and independencies in directed acyclic graphs

Marchetti, Giovanni M. ; Wermuth, Nanny

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p. 961-978

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Differentiability of t-functionals of location and scatter

Dudley, R. M. ; Sidenko, Sergiy ; Wang, Zuoqin

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p. 939-960

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The formal definition of reference priors

Berger, James O. ; Bernardo, José M. ; Sun, Dongchu

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p. 905-938

Project Euclid
On surrogate loss functions and f-divergences

Nguyen, XuanLong ; Wainwright, Martin J. ; Jordan, Michael I.

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p. 876-904

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

Steinwart, Ingo ; Anghel, Marian

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p. 841-875

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Robust estimation for ARMA models

Muler, Nora ; Peña, Daniel ; Yohai, Víctor J.

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p. 816-840

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Estimating a concave distribution function from data corrupted with additive noise

Jongbloed, Geurt ; van der Meulen, Frank H.

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p. 782-815

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Inference for censored quantile regression models in longitudinal studies

Wang, Huixia Judy ; Fygenson, Mendel

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p. 756-781

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An RKHS formulation of the inverse regression dimension-reduction problem

Hsing, Tailen ; Ren, Haobo

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p. 726-755

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The pseudo-marginal approach for efficient Monte Carlo computations

Andrieu, Christophe ; Roberts, Gareth O.

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p. 697-725

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SCAD-penalized regression in high-dimensional partially linear models

Xie, Huiliang ; Huang, Jian

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p. 673-696

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Gaussian model selection with an unknown variance

Baraud, Yannick ; Giraud, Christophe ; Huet, Sylvie

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p. 630-672

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An adaptive step-down procedure with proven FDR control under independence

Gavrilov, Yulia ; Benjamini, Yoav ; Sarkar, Sanat K.

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p. 619-629

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On the false discovery rate and an asymptotically optimal rejection curve

Finner, Helmut ; Dickhaus, Thorsten ; Roters, Markus

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p. 596-618

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A data-driven block thresholding approach to wavelet estimation

Cai, T. Tony ; Zhou, Harrison H.

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p. 569-595

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A universal procedure for aggregating estimators

Goldenshluger, Alexander

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p. 542-568

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Support points of locally optimal designs for nonlinear models with two parameters

Yang, Min ; Stufken, John

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p. 518-541

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Empirical likelihood for estimating equations with missing values

Wang, Dong ; Chen, Song Xi

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p. 490-517

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Asymptotic inference for semiparametric association models

Osius, Gerhard

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p. 459-489

Project Euclid
Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates

Zhou, Yong ; Liang, Hua

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p. 427-458

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Proportional hazards models with continuous marks

Sun, Yanqing ; Gilbert, Peter B. ; McKeague, Ian W.

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p. 394-426

Project Euclid
A pseudo empirical likelihood approach for stratified samples with nonresponse

Fang, Fang ; Hong, Quan ; Shao, Jun

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p. 371-393

Project Euclid
A note on the stationary bootstrap’s variance

Nordman, Daniel J.

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p. 359-370

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Robustness of multiple testing procedures against dependence

Clarke, Sandy ; Hall, Peter

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p. 332-358

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Propagation of outliers in multivariate data

Alqallaf, Fatemah ; Van Aelst, Stefan ; Yohai, Victor J. ; Zamar, Ruben H.

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p. 311-331

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Inference for the limiting cluster size distribution of extreme values

Robert, Christian Y.

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p. 271-310

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Lasso-type recovery of sparse representations for high-dimensional data

Meinshausen, Nicolai ; Yu, Bin

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p. 246-270

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Monte Carlo maximum likelihood estimation for discretely observed diffusion processes

Beskos, Alexandros ; Papaspiliopoulos, Omiros ; Roberts, Gareth

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p. 223-245

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Testing for jumps in a discretely observed process

Aït-Sahalia, Yacine ; Jacod, Jean

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p. 184-222

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Consistencies and rates of convergence of jump-penalized least squares estimators

Boysen, Leif ; Kempe, Angela ; Liebscher, Volkmar ; Munk, Axel ; Wittich, Olaf

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p. 157-183

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Minimum distance regression model checking with Berkson measurement errors

Koul, Hira L. ; Song, Weixing

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p. 132-156

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Quantile pyramids for Bayesian nonparametrics

Hjort, Nils Lid ; Walker, Stephen G.

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p. 105-131

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Functional deconvolution in a periodic setting: Uniform case

Pensky, Marianna ; Sapatinas, Theofanis

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p. 73-104

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Smoothing splines estimators for functional linear regression

Crambes, Christophe ; Kneip, Alois ; Sarda, Pascal

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p. 35-72

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Common functional principal components

Benko, Michal ; Härdle, Wolfgang ; Kneip, Alois

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p. 1-34

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