Sommaire du Fascicule no. 1

Three papers on boosting: an introduction

Koltchinskii, Vladimir ; Yu, Bin

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Population theory for boosting ensembles

Breiman, Leo

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p. 1-11

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Process consistency for AdaBoost

Jiang, Wenxin

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p. 13-29

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On the Bayes-risk consistency of regularized boosting methods

Lugosi, Gábor ; Vayatis, Nicolas

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p. 30-55

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Statistical behavior and consistency of classification methods based on convex risk minimization

Zhang, Tong

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p. 56-85

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Discussions of boosting papers, and rejoinders

Bartlett, Peter L. ; Bickel, Peter J. ; Bühlmann, Peter ; Freund, Yoav ; Friedman, Jerome ; Hastie, Trevor ; Jiang, Wenxin ; Jordan, Michael J. ; Koltchinskii, Vladimir ; Lugosi, Gábor ; McAuliffe, Jon D. ; Ritov, Ya'acov ; Rosset, Saharan ; Schapire, Robert E. ; Tibshirani, Robert ; Vayatis, Nicolas ; Yu, Bin ; Zhang, Tong ; Zhu, Ji

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p. 85-134

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Optimal aggregation of classifiers in statistical learning

Tsybakov, Alexander B.

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p. 135-166

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On the Stahel-Donoho estimator and depth-weighted means of multivariate data

Zuo, Yijun ; Cui, Hengjian ; He, Xuming

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p. 167-188

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Influence function and maximum bias of projection depth based estimators

Zuo, Yijun ; Cui, Hengjian ; Young, Dennis

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p. 189-218

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Estimation of proportional covariances in the presene of certain linear restrictions

Jensen, Soøren Tolver ; Madsen, Jesper

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p. 219-232

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On the forward and backward algorithms of projection pursuit

Zhu, Mu

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p. 233-244

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Consistent estimation of distributions with type II bias with applications in competing risks problems

El Barmi, Hammou ; Mukerjee, Hari

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p. 245-267

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Asymptotic properties of doubly adaptive biased coin designs for multitreatment clinical trials

Hu, Feifang ; Zhang, Li-Xin

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p. 268-301

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Optimality of the CUSUM procedure in continuous time

Moustakides, George V.

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p. 302-315

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A generalized EWMA control chart and its comparison with the optimal EWMA, CUSUM and GLR schemes

Han, Dong ; Tsung, Fugee

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p. 316-339

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Multinomial-Poisson homogeneous models for contingency tables

Lang, Joseph B.

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p. 340-383

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MM algorithms for generalized Bradley-Terry models

Hunter, David R.

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p. 384-406

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Least angle regression

Efron, Bradley ; Hastie, Trevor ; Johnstone, Iain ; Tibshirani, Robert

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p. 407-499

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Multiscale likelihood analysis and complexity penalized estimation

Kolaczyk, Eric D. ; Nowak, Robert D.

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p. 500-527

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Confidence balls in Gaussian regression

Baraud, Yannick

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p. 528-551

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Minimax estimation of linear functionals over nonconvex parameter spaces

Cai, T. Tony ; Low, Mark G.

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p. 552-576

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Statistical inference for time-inhomogeneous volatility models

Mercurio, Danilo ; Spokoiny, Vladimir

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p. 577-602

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Estimating invariant laws of linear processesby U-statistics

Schick, Anton ; Wefelmeyer, Wolfgang

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p. 603-632

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The efficiency of the estimators of the parameters in GARCH processes

Berkes, István ; Horváth, Lajos

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p. 633-655

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Local Whittle estimation in nonstationary and unit root cases

Phillips, Peter C. B. ; Shimotsu, Katsumi

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p. 656-692

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Selecting optimal multistep predictors for autoregressive processes of unknown order

Ing, Ching-Kang

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p. 693-722

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Information bounds for Cox regression models with missing data

Nan, Bin ; Emond, Mary J. ; Wellner, Jon A.

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p. 723-753

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Missing at random, likelihood ignorability and model completeness

Lu, Guobing ; Copas, John B.

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p. 754-765

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Finite sample properties of multiple imputation estimators

Kim, Jae Kwang

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p. 766-783

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Sufficient burn-in for Gibbs samplers for a hierarchical random effects model

Jones, Galin L. ; Hobert, James P.

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p. 784-817

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Mean squared error of empirical predictor

Das, Kalyan ; Jiang, Jiming ; Rao, J. N. K.

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p. 818-840

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Training samples in objective Bayesian model selection

Berger, James O. ; Pericchi, Luis R.

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p. 841-869

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Optimal predictive model selection

Barbieri, Maria Maddalena ; Berger, James O.

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p. 870-897

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Consistent covariate selection and post model selection inference in semiparametric regression

Bunea, Florentina

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p. 898-927

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Nonconcave penalized likelihood with a diverging number of parameters

Fan, Jianqing ; Peng, Heng

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p. 928-961

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Higher criticism for detecting sparse heterogeneous mixtures

Donoho, David ; Jin, Jiashun

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p. 962-994

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Martingale transforms goodness-of-fit tests in regression models

Khmaladze, Estate V. ; Koul, Hira L.

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p. 995-1034

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A stochastic process approach to false discovery control

Genovese, Christopher ; Wasserman, Larry

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p. 1035-1061

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Testing predictor contributions in sufficient dimension reduction

Cook, R. Dennis

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p. 1062-1092

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Densities, spectral densities and modality

Davies, P. Laurie ; Kovac, Arne

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p. 1093-1136

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Density estimation for biased data

Efromovich, Sam

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p. 1137-1161

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Semiparametric density estimation by local L 2 -fitting

Naito, Kanta

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p. 1162-1191

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Empirical-likelihood-based confidence interval for the mean with a heavy-tailed distribution

Peng, Liang

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p. 1192-1214

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Bounds on coverage probabilities of the empirical likelihood ratio confidence regions

Tsao, Min

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p. 1215-1221

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Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields

Chan, Grace ; Wood, Andrew T. A.

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p. 1222-1260

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The empirical process on Gaussian spherical harmonics

Marinucci, Domenico ; Piccioni, Mauro

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p. 1261-1288

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Monomial ideals and the Scarf complex for coherent systems in reliability theory

Giglio, Beatrice ; Wynn, Henry P.

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p. 1289-1311

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Breakdown points for maximum likelihood estimators of location–scale mixtures

Hennig, Christian

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p. 1313-1340

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Asymptotic global robustness in bayesian decision theory

Abraham, Christophe ; Cadre, Benoît

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p. 1341-1366

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Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory

Grünwald, Peter D. ; Dawid, A. Philip

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p. 1367-1433

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Uniform asymptotics for robust location estimates when the scale is unknown

Salibian-Barrera, Matias ; Zamar, Ruben H.

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p. 1434-1447

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Robust inference for univariate proportional hazards frailty regression models

Kosorok, Michael R. ; Lee, Bee Leng ; Fine, Jason P.

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p. 1448-1491

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A Bernstein–von Mises theorem in the nonparametric right-censoring model

Kim, Yongdai ; Lee, Jaeyong

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p. 1492-1512

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Statistical estimation in the proportional hazards model with risk set sampling

Chen, Kani

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p. 1513-1532

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Estimating marginal survival function by adjusting for dependent censoring using many covariates

Zeng, Donglin

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p. 1533-1555

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Convergence rates for posterior distributions and adaptive estimation

Huang, Tzee-Ming

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p. 1556-1593

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Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences

Johnstone, Iain M. ; Silverman, Bernard W.

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p. 1594-1649

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Optimality of neighbor-balanced designs for total effects

Bailey, R. A. ; Druilhet, P.

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p. 1650-1661

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Construction of E(s2)-optimal supersaturated designs

Bulutoglu, Dursun A. ; Cheng, Ching-Shui

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p. 1662-1678

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Complexity regularization via localized random penalties

Lugosi, Gábor ; Wegkamp, Marten

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p. 1679-1697

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Generalization bounds for averaged classifiers

Freund, Yoav ; Mansour, Yishay ; Schapire, Robert E.

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p. 1698-1722

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Statistical properties of the method of regularization with periodic Gaussian reproducing kernel

Lin, Yi ; Brown, Lawrence D.

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p. 1723-1743

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Simultaneous prediction of independent Poisson observables

Komaki, Fumiyasu

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p. 1744-1769

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Maximum Fisher information in mixed state quantum systems

Luati, Alessandra

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p. 1770-1779

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Periodic boxcar deconvolution and diophantine approximation

Johnstone, Iain M. ; Raimondo, Marc

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p. 1781-1804

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An adaptation theory for nonparametric confidence intervals

Cai, T. Tony ; Low, Mark G.

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p. 1805-1840

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Robust nonparametric inference for the median

Yohai, Víctor J. ; Zamar, Ruben H.

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p. 1841-1857

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Sieve empirical likelihood ratio tests for nonparametric functions

Fan, Jianqing ; Zhang, Jian

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p. 1858-1907

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The Hough transform estimator

Goldenshluger, Alexander ; Zeevi, Assaf

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p. 1908-1932

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Wavelet-based estimation with multiple sampling rates

Hall, Peter ; Penev, Spiridon

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p. 1933-1956

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On the testability of the CAR assumption

Cator, Eric A.

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p. 1957-1980

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On optimal spatial subsample size for variance estimation

Nordman, Daniel J. ; Lahiri, Soumendra N.

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p. 1981-2027

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New approaches to Bayesian consistency

Walker, Stephen

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p. 2028-2043

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On the posterior distribution of the number of components in a finite mixture

Nobile, Agostino

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p. 2044-2073

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Equivalence theory for density estimation, Poisson processes and Gaussian white noise with drift

Brown, Lawrence D. ; Carter, Andrew V. ; Low, Mark G. ; Zhang, Cun-Hui

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p. 2074-2097

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Attributing a probability to the shape of a probability density

Hall, Peter ; Ooi, Hong

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p. 2098-2123

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Bump hunting with non-Gaussian kernels

Hall, Peter ; Minnotte, Michael C. ; Zhang, Chunming

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p. 2124-2141

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Optimal designs for a class of nonlinear regression models

Dette, Holger ; Melas, Viatcheslav B. ; Pepelyshev, Andrey

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p. 2142-2167

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Geometric isomorphism and minimum aberration for factorial designs with quantitative factors

Cheng, Shao-Wei ; Ye, Kenny Q.

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p. 2168-2185

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Estimators of diffusions with randomly spaced discrete observations: A general theory

Aït-Sahalia, Yacine ; Mykland, Per A.

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p. 2186-2222

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Nonparametric estimation of scalar diffusions based on low frequency data

Gobet, Emmanuel ; Hoffmann, Marc ; Reiß, Markus

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p. 2223-2253

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Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime

Douc, Randal ; Moulines, Éric ; Rydén, Tobias

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p. 2254-2304

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Asymptotic operating characteristics of an optimal change point detection in hidden Markov models

Fuh, Cheng-Der

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p. 2305-2339

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Smooth discrimination analysis

Mammen, Enno ; Tsybakov, Alexandre B.

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p. 2340-2341

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Normalized random measures driven by increasing additive processes

Nieto-Barajas, Luis E. ; Prünster, Igor ; Walker, Stephen G.

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p. 2343-2360

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A Bayesian χ2 test for goodness-of-fit

Johnson, Valen E.

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p. 2361-2384

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Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference

Chopin, Nicolas

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p. 2385-2411

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Nonparametric estimation of an additive model with a link function

Horowitz, Joel L. ; Mammen, Enno

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p. 2412-2443

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From finite sample to asymptotics: A geometric bridge for selection criteria in spline regression

Kou, S. C.

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p. 2444-2468

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Local linear spatial regression

Hallin, Marc ; Lu, Zudi ; Tran, Lanh T.

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p. 2469-2500

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Determining the dimension of iterative Hessian transformation

Cook, R. Dennis ; Li, Bing

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p. 2501-2531

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Hybrid shrinkage estimators using penalty bases for the ordinal one-way layout

Beran, Rudolf

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p. 2532-2558

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Estimation of nonlinear models with Berkson measurement errors

Wang, Liqun

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p. 2559-2579

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Bayesian-motivated tests of function fit and their asymptotic frequentist properties

Aerts, Marc ; Claeskens, Gerda ; Hart, Jeffrey D.

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p. 2580-2615

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Approximately unbiased tests of regions using multistep-multiscale bootstrap resampling

Shimodaira, Hidetoshi

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p. 2616-2641

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Rank-based optimal tests of the adequacy of an elliptic VARMA model

Hallin, Marc ; Paindaveine, Davy

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p. 2642-2678

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Saddlepoint approximation for Student’s t-statistic with no moment conditions

Jing, Bing-Yi ; Shao, Qi-Man ; Zhou, Wang

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p. 2679-2711

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Saddlepoint approximation for moment generating functions of truncated random variables

Butler, Ronald W. ; Wood, Andrew T. A.

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p. 2712-2730

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Tusnády’s inequality revisited

Carter, Andrew ; Pollard, David

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p. 2731-2741

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Approximating a sequence of observations by a simple process

Rosenberg, Dinah ; Solan, Eilon ; Vieille, Nicolas

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p. 2742-2775

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