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Regression in random design and warped wavelets

Kerkyacharian, Gérard ; Picard, Dominique

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p. 1053-1105

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Model selection for Gaussian regression with random design

Birgé, Lucien

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p. 1039-1051

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Asymptotically optimal model selection method with right censored outcomes

Keles, Sündüz ; Van Der Laan, Mark ; Dudoit, Sandrine

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p. 1011-1037

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Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations

Bickel, Peter J. ; Levina, Elizaveta

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p. 989-1010

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Persistence in high-dimensional linear predictor selection and the virtue of overparametrization

Greenshtein, Eitan ; Ritov, Ya'Acov

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p. 971-988

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A nested unsupervised approach to identifying novel molecular subtypes

Garrett, Elizabeth S. ; Parmigiani, Giovanni

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p. 951-969

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Intensity-dependent normalization in microarray analysis: a note of concern

Ting Lee, Mei-Ling ; Whitmore, George A.

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p. 943-949

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High-dimensional data: p >> n in mathematical statistics and bio-medical applications

Van De Geer, Sara A. ; Van Houwelingen, Hans C.

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p. 939-943

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Nonparametric methods of inference for finite-state, inhomogeneous Markov processes

Hall, Peter ; Bura, Efstathia

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p. 919-938

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Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes

Schick, Anton ; Wefelmeyer, Wolfgang

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p. 889-917

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Asymptotically exact minimax estimation in sup-norm for anisotropic Hölder classes

Bertin, Karine

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p. 873-888

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Dutch book against some `objective' priors

Eaton, Morris L. ; Freedman, David A.

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p. 861-872

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Weak convergence of empirical copula processes

Fermanian, Jean-David ; Radulovic, Dragan ; Wegkamp, Marten

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p. 847-860

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Large deviations for global maxima of independent superadditive processes with negative drift and an application to optimal sequence alignments

Grossmann, Steffen ; Yakir, Benjamin

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p. 829-845

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Solutions of stochastic partial differential equations considered as Dirichlet processes

Laurent, Denis

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p. 783-827

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Transportation of measure, Young diagrams and random matrices

Blower, Gordon

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p. 755-782

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The law of the iterated logarithm for the integrated squared deviation of a kernel density estimator

Giné, Evarist ; Mason, David M.

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p. 721-752

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Random scale perturbation of an AR(1) process and its properties as a nonlinear explicit filter

Genon-Catalot, Valentine ; Kessler, Mathieu

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p. 701-720

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The Matsumoto-Yor property on trees

Massam, Hélène ; Wesołowski, Jacek

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p. 685-700

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On local estimates and the Stein method

Cekanavicius, Vydas

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p. 665-683

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Extending Doob's consistency theorem to nonparametric densities

Lijoi, Antonio ; Prünster, Igor ; Walker, Stephen G.

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p. 651-663

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On the global geometry of parametric models and information recovery

Marriott, Paul ; Vos, Paul

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p. 639-649

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Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes

Francq, Christian ; Zakoïan, Jean-Michel

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p. 605-637

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Semiparametric density estimation under a two-sample density ratio model

Cheng, K.F. ; Chu, C.K.

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p. 583-604

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Nonparametric independent component analysis

Samarov, Alexander ; Tsybakov, Alexandre

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p. 565-582

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Stability of the tail Markov chain and the evaluation of improper priors for an exponential rate parameter

Hobert, James P. ; Marchev, Dobrin ; Schweinsberg, Jason

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p. 549-564

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Rate of convergence in probability to the Marchenko-Pastur law

Götze, Friedrich ; Tikhomirov, Alexander

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p. 503-548

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Saddlepoint approximations to the trimmed mean

Helmers, Roelof ; Jing, Bing-Yi ; Qin, Gengsheng ; Zhou, Wang

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p. 465-501

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Asymptotic normality of urn models for clinical trials with delayed response

Hu, Feifang ; Zhang, Li-Xin

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p. 447-463

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Likelihood functions based on parameter-dependent functions

Severini, Thomas A.

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p. 421-446

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Asymptotics for the Tukey depth process, with an application to a multivariate trimmed mean

Massé, Jean-Claude

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p. 397-419

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Laslett's line segment problem

Van Zwet, Erik W.

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p. 377-396

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On roughness indices for fractional fields

Benassi, Albert ; Cohen, Serge ; Istas, Jacques

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p. 357-373

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Stable limits of sums of bounded functions of long-memory moving averages with finite variance

Surgailis, Donatas

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p. 327-355

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Martingale-type stochastic calculus for anticipating integral processes

Tudor, Ciprian A.

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p. 313-325

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Transition density estimation for stochastic differential equations via forward-reverse representations

Milstein, Grigori N. ; Schoenmakers, John G.M. ; Spokoiny, Vladimir

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p. 281-312

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Bivariate tail estimation: dependence in asymptotic independence

Draisma, Gerrit ; Drees, Holger ; Ferreira, Ana ; De Haan, Laurens

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p. 251-280

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Berry-Esseen and central limit theorems for serial rank statistics via graphs

Turova, Tatyana S.

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p. 221-250

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On minimax density estimation on \mathbb{R}}

Juditsky, Anatoli ; Lambert-Lacroix, Sophie

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p. 187-220

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