Sommaire du Fascicule no. 1

Tree-structured regression and the differentiation of integrals

Olshen, Richard A.

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p. 1-12

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On the maximum bias functions of MM-estimates and constrained M-estimates of regression

Berrendero, José R. ; Mendes, Beatriz V. M. ; Tyler, David E.

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p. 13-40

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Asymptotics for sliced average variance estimation

Li, Yingxing ; Zhu, Li-Xing

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p. 41-69

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Methodology and convergence rates for functional linear regression

Hall, Peter ; Horowitz, Joel L.

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p. 70-91

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Quantile regression with varying coefficients

Kim, Mi-Ok

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p. 92-108

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Asymptotic data analysis on manifolds

Hendriks, Harrie ; Landsman, Zinoviy

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p. 109-131

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Outlier robust corner-preserving methods for reconstructing noisy images

Hillebrand, Martin ; Müller, Christine H.

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p. 132-165

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Asymptotic local efficiency of Cramér–von Mises tests for multivariate independence

Genest, Christian ; Quessy, Jean-François ; Rémillard, Bruno

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p. 166-191

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Convergence rates of posterior distributions for noniid observations

Ghosal, Subhashis ; van der Vaart, Aad

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p. 192-223

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Inference for mixtures of symmetric distributions

Hunter, David R. ; Wang, Shaoli ; Hettmansperger, Thomas P.

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p. 224-251

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Nonparametric estimation in a nonlinear cointegration type model

Karlsen, Hans Arnfinn ; Myklebust, Terje ; Tjøstheim, Dag

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p. 252-299

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Nonparametric estimation when data on derivatives are available

Hall, Peter ; Yatchew, Adonis

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p. 300-323

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Hazard models with varying coefficients for multivariate failure time data

Cai, Jianwen ; Fan, Jianqing ; Zhou, Haibo ; Zhou, Yong

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p. 324-354

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Volatility estimators for discretely sampled Lévy processes

Aït-Sahalia, Yacine ; Jacod, Jean

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p. 355-392

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Stable marked point processes

McElroy, Tucker ; Politis, Dimitris N.

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p. 393-419

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Convergence of adaptive mixtures of importance sampling schemes

Douc, R. ; Guillin, A. ; Marin, J.-M. ; Robert, C. P.

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p. 420-448

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Step-up simultaneous tests for identifying active effects in orthogonal saturated designs

Wu, Samuel S. ; Wang, Weizhen

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p. 449-463

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Minimax and adaptive estimation of the Wigner function in quantum homodyne tomography with noisy data

Butucea, Cristina ; Guţă, Mădălin ; Artiles, Luis

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p. 465-494

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M-estimation of linear models with dependent errors

Wu, Wei Biao

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p. 495-521

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Reducing variance in univariate smoothing

Cheng, Ming-Yen ; Peng, Liang ; Wu, Jyh-Shyang

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p. 522-542

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Confidence sets for split points in decision trees

Banerjee, Moulinath ; McKeague, Ian W.

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p. 543-574

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Fast rates for support vector machines using Gaussian kernels

Steinwart, Ingo ; Scovel, Clint

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p. 575-607

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Fast learning rates for plug-in classifiers

Audibert, Jean-Yves ; Tsybakov, Alexandre B.

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p. 608-633

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Point estimation with exponentially tilted empirical likelihood

Schennach, Susanne M.

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p. 634-672

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Cramér-type large deviations for samples from a finite population

Hu, Zhishui ; Robinson, John ; Wang, Qiying

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p. 673-696

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Posterior convergence rates of Dirichlet mixtures at smooth densities

Ghosal, Subhashis ; van der Vaart, Aad

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p. 697-723

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On the design-consistency property of hierarchical Bayes estimators in finite population sampling

Lahiri, P. ; Mukherjee, Kanchan

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p. 724-737

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On rates of convergence for posterior distributions in infinite-dimensional models

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

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p. 738-746

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Resolvable designs with large blocks

Morgan, J. P. ; Reck, Brian H.

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p. 747-771

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On the number of support points of maximin and Bayesian optimal designs

Braess, Dietrich ; Dette, Holger

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p. 772-792

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Complete enumeration of two-Level orthogonal arrays of strength d with d + 2 constraints

Stufken, John ; Tang, Boxin

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p. 793-814

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Uniformly root-n consistent density estimators for weakly dependent invertible linear processes

Schick, Anton ; Wefelmeyer, Wolfgang

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p. 815-843

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Rank-based estimation for all-pass time series models

Andrews, Beth ; Davis, Richard A. ; Breidt, F. Jay

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p. 844-869

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When do stepwise algorithms meet subset selection criteria?

Huo, Xiaoming ; Ni, Xuelei (Sherry)

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p. 870-887

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Local partial likelihood estimation in proportional hazards regression

Chen, Songnian ; Zhou, Lingzhi

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p. 888-916

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Estimating the number of classes

Mao, Chang Xuan ; Lindsay, Bruce G.

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p. 917-930

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Likelihood based inference for monotone response models

Banerjee, Moulinath

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p. 931-956

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Inference under right censoring for transformation models with a change-point based on a covariate threshold

Kosorok, Michael R. ; Song, Rui

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p. 957-989

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Monte Carlo likelihood inference for missing data models

Sung, Yun Ju ; Geyer, Charles J.

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p. 990-1011

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Piecewise linear regularized solution paths

Rosset, Saharon ; Zhu, Ji

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p. 1012-1030

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A nonparametric approach to the estimation of lengths and surface areas

Cuevas, Antonio ; Fraiman, Ricardo ; Rodríguez-Casal, Alberto

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p. 1031-1051

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Statistical inferences for functional data

Zhang, Jin-Ting ; Chen, Jianwei

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p. 1052-1079

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On the $\mathbb{L}_{p}$ -error of monotonicity constrained estimators

Durot, Cécile

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p. 1080-1104

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On local U-statistic processes and the estimation of densities of functions of several sample variables

Giné, Evarist ; Mason, David M.

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p. 1105-1145

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A complement to Le Cam’s theorem

Low, Mark G. ; Zhou, Harrison H.

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p. 1146-1165

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Asymptotic properties of covariate-adjusted response-adaptive designs

Zhang, Li-Xin ; Hu, Feifang ; Cheung, Siu Hung ; Chan, Wai Sum

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p. 1166-1182

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Statistical aspects of the fractional stochastic calculus

Tudor, Ciprian A. ; Viens, Frederi G.

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p. 1183-1212

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Testing for change points in time series models and limiting theorems for NED sequences

Ling, Shiqing

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p. 1213-1237

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Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series

Ing, Ching-Kang

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p. 1238-1277

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Wishart distributions for decomposable graphs

Letac, Gérard ; Massam, Hélène

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p. 1278-1323

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Asymptotic expansions for sums of block-variables under weak dependence

Lahiri, S. N.

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p. 1324-1350

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Object oriented data analysis: Sets of trees

Wang, Haonan ; Marron, J. S.

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p. 1849-1873

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Computer model validation with functional output

Bayarri, M. J. ; Berger, J. O. ; Cafeo, J. ; Garcia-Donato, G. ; Liu, F. ; Palomo, J. ; Parthasarathy, R. J. ; Paulo, R. ; Sacks, J. ; Walsh, D.

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p. 1874-1906

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Goodness-of-fit testing and quadratic functional estimation from indirect observations

Butucea, Cristina

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p. 1907-1930

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Estimation in spin glasses: A first step

Chatterjee, Sourav

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p. 1931-1946

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Estimation of the Hurst parameter from discrete noisy data

Gloter, Arnaud ; Hoffmann, Marc

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p. 1947-1974

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Transform martingale estimating functions

Merkouris, T.

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p. 1975-2000

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Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence

Buchmann, Boris ; Chan, Ngai Hang

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p. 2001-2017

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Goodness-of-fit tests via phi-divergences

Jager, Leah ; Wellner, Jon A.

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p. 2018-2053

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Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models

He, Heping ; Severini, Thomas A.

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p. 2054-2074

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Asymptotically optimal multistage tests of simple hypotheses

Bartroff, Jay

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p. 2075-2105

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Two likelihood-based semiparametric estimation methods for panel count data with covariates

Wellner, Jon A. ; Zhang, Ying

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p. 2106-2142

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On surrogate dimension reduction for measurement error regression: An invariance law

Li, Bing ; Yin, Xiangrong

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p. 2143-2172

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On the “degrees of freedom” of the lasso

Zou, Hui ; Hastie, Trevor ; Tibshirani, Robert

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p. 2173-2192

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Optimal third root asymptotic bounds in the statistical estimation of thresholds

Merkl, Franz ; Mohammadi, Leila

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p. 2193-2218

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Variance estimation in nonparametric regression via the difference sequence method

Brown, Lawrence D. ; Levine, M.

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p. 2219-2232

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Iterative estimating equations: Linear convergence and asymptotic properties

Jiang, Jiming ; Luan, Yihui ; Wang, You-Gan

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p. 2233-2260

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On optimality of Bayesian testimation in the normal means problem

Abramovich, Felix ; Grinshtein, Vadim ; Pensky, Marianna

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p. 2261-2286

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Spatial aggregation of local likelihood estimates with applications to classification

Belomestny, Denis ; Spokoiny, Vladimir

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p. 2287-2311

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The Dantzig selector: Statistical estimation when p is much larger than n

Candes, Emmanuel ; Tao, Terence

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p. 2313-2351

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Discussion: The Dantzig selector: Statistical estimation when p is much larger than n

Bickel, Peter J.

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p. 2352-2357

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Discussion: The Dantzig selector: Statistical estimation when p is much larger than n

Efron, Bradley ; Hastie, Trevor ; Tibshirani, Robert

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p. 2358-2364

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Discussion: The Dantzig selector: Statistical estimation when p is much larger than n

Cai, T. Tony ; Lv, Jinchi

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p. 2365-2369

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Discussion: The Dantzig selector: Statistical estimation when p is much larger than n

Ritov, Ya’acov

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p. 2370-2372

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Discussion: A tale of three cousins: Lasso, L2Boosting and Dantzig

Meinshausen, N. ; Rocha, G. ; Yu, B.

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p. 2373-2384

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Discussion: The Dantzig selector: Statistical estimation when p is much larger than n

Friedlander, Michael P. ; Saunders, Michael A.

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p. 2385-2391

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Rejoinder: The Dantzig selector: Statistical estimation when p is much larger than n

Candès, Emmanuel ; Tao, Terence

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p. 2392-2404

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Stepup procedures controlling generalized FWER and generalized FDR

Sarkar, Sanat K.

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p. 2405-2420

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Estimation and confidence sets for sparse normal mixtures

Cai, T. Tony ; Jin, Jiashun ; Low, Mark G.

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p. 2421-2449

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Consistency of cross validation for comparing regression procedures

Yang, Yuhong

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p. 2450-2473

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Spline-backfitted kernel smoothing of nonlinear additive autoregression model

Wang, Li ; Yang, Lijian

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p. 2474-2503

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Conditional density estimation in a regression setting

Efromovich, Sam

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p. 2504-2535

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Estimation of a k-monotone density: Limit distribution theory and the spline connection

Balabdaoui, Fadoua ; Wellner, Jon A.

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p. 2536-2564

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Perturbation selection and influence measures in local influence analysis

Zhu, Hongtu ; Ibrahim, Joseph G. ; Lee, Sikyum ; Zhang, Heping

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p. 2565-2588

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Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions

Horowitz, Joel L. ; Mammen, Enno

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p. 2589-2619

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Testing the suitability of polynomial models in errors-in-variables problems

Hall, Peter ; Ma, Yanyuan

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p. 2620-2638

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Accelerated convergence for nonparametric regression with coarsened predictors

Delaigle, Aurore ; Hall, Peter ; Müller, Hans-Georg

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p. 2639-2653

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A constructive approach to the estimation of dimension reduction directions

Xia, Yingcun

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p. 2654-2690

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Some theoretical results on neural spike train probability models

Chan, Hock Peng ; Loh, Wei-Liem

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p. 2691-2722

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Analysis of boosting algorithms using the smooth margin function

Rudin, Cynthia ; Schapire, Robert E. ; Daubechies, Ingrid

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p. 2723-2768

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Measuring and testing dependence by correlation of distances

Székely, Gábor J. ; Rizzo, Maria L. ; Bakirov, Nail K.

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p. 2769-2794

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Estimation of the covariance matrix of random effects in longitudinal studies

Sun, Yan ; Zhang, Wenyang ; Tong, Howell

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p. 2795-2814

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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. 2815-2817

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