Sommaire du Fascicule no. 1

High-resolution asymptotics for the angular bispectrum of spherical random fields

Marinucci, Domenico

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p. 1-41

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Extended statistical modeling under symmetry; the link toward quantum mechanics

Helland, Inge S.

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p. 42-77

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Improved minimax predictive densities under Kullback–Leibler loss

George, Edward I. ; Liang, Feng ; Xu, Xinyi

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p. 78-91

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Sequential change-point detection when unknown parameters are present in the pre-change distribution

Mei, Yajun

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p. 92-122

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Consistent estimation of the basic neighborhood of Markov random fields

Csiszár, Imre ; Talata, Zsolt

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p. 123-145

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Spatial extremes: Models for the stationary case

de Haan, Laurens ; Pereira, Teresa T.

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p. 146-168

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Penalized maximum likelihood and semiparametric second-order efficiency

Dalalyan, A. S. ; Golubev, G. K. ; Tsybakov, A. B.

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p. 169-201

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Adaptive confidence balls

Cai, T. Tony ; Low, Mark G.

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p. 202-228

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Adaptive nonparametric confidence sets

Robins, James ; van der Vaart, Aad

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p. 229-253

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Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic normality

Hallin, Marc ; Vermandele, Catherine ; Werker, Bas

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p. 254-289

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Local partial-likelihood estimation for lifetime data

Fan, Jianqing ; Lin, Huazhen ; Zhou, Yong

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p. 290-325

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Adaptive multiscale detection of filamentary structures in a background of uniform random points

Arias-Castro, Ery ; Donoho, David L. ; Huo, Xiaoming

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p. 326-349

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Optimal change-point estimation from indirect observations

Goldenshluger, A. ; Tsybakov, A. ; Zeevi, A.

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p. 350-372

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Estimating the proportion of false null hypotheses among a large number of independently tested hypotheses

Meinshausen, Nicolai ; Rice, John

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p. 373-393

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False discovery and false nondiscovery rates in single-step multiple testing procedures

Sarkar, Sanat K.

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p. 394-415

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Poisson calculus for spatial neutral to the right processes

James, Lancelot F.

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p. 416-440

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Nonsubjective priors via predictive relative entropy regret

Sweeting, Trevor J. ; Datta, Gauri S. ; Ghosh, Malay

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p. 441-468

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Asymptotic normality of extreme value estimators on C[0,1]

Einmahl, John H. J. ; Lin, Tao

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p. 469-492

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Stable limits of martingale transforms with application to the estimation of GARCH parameters

Mikosch, Thomas ; Straumann, Daniel

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p. 493-522

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Sequential importance sampling for multiway tables

Chen, Yuguo ; Dinwoodie, Ian H. ; Sullivant, Seth

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p. 523-545

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Doubling and projection: A method of constructing two-level designs of resolution IV

Chen, Hegang H. ; Cheng, Ching-Shui

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p. 546-558

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Boosting for high-dimensional linear models

Bühlmann, Peter

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p. 559-583

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Adapting to unknown sparsity by controlling the false discovery rate

Abramovich, Felix ; Benjamini, Yoav ; Donoho, David L. ; Johnstone, Iain M.

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p. 584-653

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Inference for covariate adjusted regression via varying coefficient models

Şentürk, Damla ; Müller, Hans-Georg

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p. 654-679

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Adaptive goodness-of-fit tests in a density model

Fromont, Magalie ; Laurent, Béatrice

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p. 680-720

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Tailor-made tests for goodness of fit to semiparametric hypotheses

Bickel, Peter J. ; Ritov, Ya’acov ; Stoker, Thomas M.

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p. 721-741

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The behavior of the NPMLE of a decreasing density near the boundaries of the support

Kulikov, Vladimir N. ; Lopuhaä, Hendrik P.

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p. 742-768

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Frequentist optimality of Bayesian wavelet shrinkage rules for Gaussian and non-Gaussian noise

Pensky, Marianna

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p. 769-807

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Shrinkage priors for Bayesian prediction

Komaki, Fumiyasu

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p. 808-819

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A Bayes method for a monotone hazard rate via S-paths

Ho, Man-Wai

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p. 820-836

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Misspecification in infinite-dimensional Bayesian statistics

Kleijn, B. J. K. ; van der Vaart, A. W.

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p. 837-877

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An iterative procedure for general probability measures to obtain I-projections onto intersections of convex sets

Bhattacharya, Bhaskar

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p. 878-902

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Asymptotic theory for the Cox model with missing time-dependent covariate

Dupuy, Jean-François ; Grama, Ion ; Mesbah, Mounir

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p. 903-924

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Product-limit estimators of the survival function with twice censored data

Patilea, Valentin ; Rolin, Jean-Marie

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p. 925-938

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Characterizing Markov equivalence classes for AMP chain graph models

Andersson, Steen A. ; Perlman, Michael D.

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p. 939-972

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Explicit representation of finite predictor coefficients and its applications

Inoue, Akihiko ; Kasahara, Yukio

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p. 973-993

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Fitting an error distribution in some heteroscedastic time series models

L. Koul, Hira ; Ling, Shiqing

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p. 994-1012

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Strong invariance principles for sequential Bahadur–Kiefer and Vervaat error processes of long-range dependent sequences

Csörgő, Miklós ; Szyszkowicz, Barbara ; Wang, Lihong

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p. 1013-1044

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Efficient parameter estimation for self-similar processes

Dahlhaus, Rainer

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p. 1045-1047

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Pseudo-maximum likelihood estimation of ARCH(∞) models

Robinson, Peter M. ; Zaffaroni, Paolo

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p. 1049-1074

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Statistical inference for time-varying ARCH processes

Dahlhaus, Rainer ; Subba Rao, Suhasini

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p. 1075-1114

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Estimation for almost periodic processes

Lii, Keh-Shin ; Rosenblatt, Murray

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p. 1115-1139

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On discriminating between long-range dependence and changes in mean

Berkes, István ; Horváth, Lajos ; Kokoszka, Piotr ; Shao, Qi-Man

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p. 1140-1165

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Testing the order of a model

Chambaz, Antoine

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p. 1166-1203

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Semiparametric estimation of a two-component mixture model

Bordes, Laurent ; Mottelet, Stéphane ; Vandekerkhove, Pierre

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p. 1204-1232

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Consistency of Bayes estimators of a binary regression function

Coram, Marc ; Lalley, Steven P.

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p. 1233-1269

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Bayesian analysis for reversible Markov chains

Diaconis, Persi ; Rolles, Silke W. W.

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p. 1270-1292

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Closed form expressions for Bayesian sample size

Clarke, B. ; Yuan, Ao

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p. 1293-1330

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Convergence of algorithms for reconstructing convex bodies and directional measures

Gardner, Richard J. ; Kiderlen, Markus ; Milanfar, Peyman

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p. 1331-1374

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Recovering convex boundaries from blurred and noisy observations

Goldenshluger, Alexander ; Zeevi, Assaf

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p. 1375-1394

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Estimation in semiparametric spatial regression

Gao, Jiti ; Lu, Zudi ; Tjøstheim, Dag

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p. 1395-1435

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High-dimensional graphs and variable selection with the Lasso

Meinshausen, Nicolai ; Bühlmann, Peter

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p. 1436-1462

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On the toric algebra of graphical models

Geiger, Dan ; Meek, Christopher ; Sturmfels, Bernd

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p. 1463-1492

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Properties of principal component methods for functional and longitudinal data analysis

Hall, Peter ; Müller, Hans-Georg ; Wang, Jane-Ling

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p. 1493-1517

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Assessing extrema of empirical principal component functions

Hall, Peter ; Vial, Céline

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p. 1518-1544

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Generalized score test of homogeneity for mixed effects models

Zhu, Hongtu ; Zhang, Heping

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p. 1545-1569

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Comments on “A note on optimal detection of a change in distribution,” by Benjamin Yakir

Mei, Yajun

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p. 1570-1576

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Addendum to the discussion of “Breakdown and groups”

Davies, P. Laurie ; Gather, Ursula

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p. 1577-1579

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Equi-energy sampler with applications in statistical inference and statistical mechanics

Kou, S. C. ; Zhou, Qing ; Wong, Wing Hung

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p. 1581-1619

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Discussion of “Equi-energy sampler” by Kou, Zhou and Wong

Atchadé, Yves F. ; Liu, Jun S.

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p. 1620-1628

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Discussion of “Equi-energy sampler” by Kou, Zhou and Wong

Chen, Ming-Hui ; Kim, Sungduk

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p. 1629-1635

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Discussion of “Equi-energy sampler” by Kou, Zhou and Wong

Minary, Peter ; Levitt, Michael

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p. 1636-1641

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Discussion of “Equi-energy sampler” by Kou, Zhou and Wong

Wu, Ying Nian ; Zhu, Song-Chun

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p. 1642-1645

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Rejoinder

Kou, S. C. ; Zhou, Qing ; Wong, Wing H.

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p. 1646-1652

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Risk hull method and regularization by projections of ill-posed inverse problems

Cavalier, L. ; Golubev, Yu.

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p. 1653-1677

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The Bernstein–von Mises theorem for the proportional hazard model

Kim, Yongdai

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p. 1678-1700

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Asymptotic equivalence of nonparametric autoregression and nonparametric regression

Grama, Ion G. ; Neumann, Michael H.

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p. 1701-1732

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Nonparametric estimation of mean-squared prediction error in nested-error regression models

Hall, Peter ; Maiti, Tapabrata

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p. 1733-1750

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Texture synthesis and nonparametric resampling of random fields

Levina, Elizaveta ; Bickel, Peter J.

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p. 1751-1773

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Resampling methods for spatial regression models under a class of stochastic designs

Lahiri, S. N. ; Zhu, Jun

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p. 1774-1813

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Affinely invariant matching methods with discriminant mixtures of proportional ellipsoidally symmetric distributions

Rubin, Donald B. ; Stuart, Elizabeth A.

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p. 1814-1826

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On the Benjamini–Hochberg method

Ferreira, J. A. ; Zwinderman, A. H.

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p. 1827-1849

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Stepup procedures for control of generalizations of the familywise error rate

Romano, Joseph P. ; Shaikh, Azeem M.

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p. 1850-1873

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A general asymptotic scheme for inference under order restrictions

Anevski, D. ; Hössjer, O.

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p. 1874-1930

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ANOVA for diffusions and Itô processes

Mykland, Per Aslak ; Zhang, Lan

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p. 1931-1963

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Confidence regions for high quantiles of a heavy tailed distribution

Peng, Liang ; Qi, Yongcheng

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p. 1964-1986

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Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition

Einmahl, John H. J. ; de Haan, Laurens ; Li, Deyuan

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p. 1987-2014

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Optimal designs which are efficient for lack of fit tests

Bischoff, Wolfgang ; Miller, Frank

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p. 2015-2025

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Efficient likelihood estimation in state space models

Fuh, Cheng-Der

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p. 2026-2068

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Conditional growth charts

Wei, Ying ; He, Xuming

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p. 2069-2097

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Discussion

Carroll, Raymond J. ; Ruppert, David

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p. 2098-2104

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Discussion

Pere, Anneli

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p. 2105-2112

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Discussion

Salibian-Barrera, Matias ; Zamar, Ruben H.

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p. 2113-2118

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Discussion

Thompson, Mary Lou

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p. 2119-2125

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Rejoinder

Wei, Ying ; He, Xuming

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p. 2126-2131

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Poisson inverse problems

Antoniadis, Anestis ; Bigot, Jéremie

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p. 2132-2158

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Prediction in functional linear regression

Cai, T. Tony ; Hall, Peter

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p. 2159-2179

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From ɛ-entropy to KL-entropy: Analysis of minimum information complexity density estimation

Zhang, Tong

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p. 2180-2210

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Multidimensional trimming based on projection depth

Zuo, Yijun

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p. 2211-2251

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A simple smooth backfitting method for additive models

Mammen, Enno ; U. Park, Byeong

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p. 2252-2271

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Component selection and smoothing in multivariate nonparametric regression

Lin, Yi ; Zhang, Hao Helen

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p. 2272-2297

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Optimal adaptive estimation of a quadratic functional

Cai, T. Tony ; Low, Mark G.

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p. 2298-2325

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Risk bounds for statistical learning

Massart, Pascal ; Nédélec, Élodie

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p. 2326-2366

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Best subset selection, persistence in high-dimensional statistical learning and optimization under l1 constraint

Greenshtein, Eitan

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p. 2367-2386

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A multivariate empirical Bayes statistic for replicated microarray time course data

Tai, Yu Chuan ; Speed, Terence P.

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p. 2387-2412

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Posterior consistency of Gaussian process prior for nonparametric binary regression

Ghosal, Subhashis ; Roy, Anindya

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p. 2413-2429

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The shape of incomplete preferences

Nau, Robert

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p. 2430-2448

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Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: A stochastic recurrence equations approach

Straumann, Daniel ; Mikosch, Thomas

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p. 2449-2495

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Efficient prediction for linear and nonlinear autoregressive models

Müller, Ursula U. ; Schick, Anton ; Wefelmeyer, Wolfgang

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p. 2496-2533

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Blocked regular fractional factorial designs with minimum aberration

Xu, Hongquan

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p. 2534-2553

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Can one estimate the conditional distribution of post-model-selection estimators?

Leeb, Hannes ; Pötscher, Benedikt M.

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p. 2554-2591

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Local Rademacher complexities and oracle inequalities in risk minimization

Koltchinskii, Vladimir

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p. 2593-2656

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Discussion: Local Rademacher complexities and oracle inequalities in risk minimization

Bartlett, Peter L. ; Mendelson, Shahar

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p. 2657-2663

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Discussion: Local Rademacher complexities and oracle inequalities in risk minimization

Blanchard, Gilles ; Massart, Pascal

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p. 2664-2671

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Discussion: Local Rademacher complexities and oracle inequalities in risk minimization

Clémençon, Stéphan ; Lugosi, Gábor ; Vayatis, Nicolas

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p. 2672-2676

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Discussion: Local Rademacher complexities and oracle inequalities in risk minimization

Shen, Xiaotong ; Wang, Lifeng

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p. 2677-2680

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Discussion: Local Rademacher complexities and oracle inequalities in risk minimization

Tsybakov, A. B.

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p. 2681-2687

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Discussion: Local Rademacher complexities and oracle inequalities in risk minimization

van de Geer, Sara

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p. 2688-2696

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Rejoinder: Local Rademacher complexities and oracle inequalities in risk minimization

Koltchinskii, Vladimir

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p. 2697-2706

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Semiparametrically efficient rank-based inference for shape. I. optimal rank-based tests for sphericity

Hallin, Marc ; Paindaveine, Davy

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p. 2707-2756

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Semiparametrically efficient rank-based inference for shape. II. Optimal R-estimation of shape

Hallin, Marc ; Oja, Hannu ; Paindaveine, Davy

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p. 2757-2789

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Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes

Dahlhaus, Rainer ; Polonik, Wolfgang

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p. 2790-2824

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Efficient independent component analysis

Chen, Aiyou ; Bickel, Peter J.

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p. 2825-2855

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Robust estimates in generalized partially linear models

Boente, Graciela ; He, Xuming ; Zhou, Jianhui

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p. 2856-2878

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On the limiting distributions of multivariate depth-based rank sum statistics and related tests

Zuo, Yijun ; He, Xuming

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p. 2879-2896

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Convergence rates for Bayesian density estimation of infinite-dimensional exponential families

Scricciolo, Catia

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p. 2897-2920

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Asymptotically minimax Bayes predictive densities

Aslan, Mihaela

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p. 2921-2938

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Semiparametric estimation of fractional cointegrating subspaces

Chen, Willa W. ; Hurvich, Clifford M.

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p. 2939-2979

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Asymptotic minimaxity of false discovery rate thresholding for sparse exponential data

Donoho, David ; Jin, Jiashun

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p. 2980-3018

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A frequency domain empirical likelihood for short- and long-range dependence

Nordman, Daniel J. ; Lahiri, Soumendra N.

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p. 3019-3050

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