Sommaire du Fascicule no. 1

Estimation for almost periodic processes

Lii, Keh-Shin ; Rosenblatt, Murray

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Random fields of multivariate test statistics, with applications to shape analysis

Taylor, J. E. ; Worsley, K. J.

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p. 1-27

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Rodeo: Sparse, greedy nonparametric regression

Lafferty, John ; Wasserman, Larry

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p. 28-63

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Approximation and learning by greedy algorithms

Barron, Andrew R. ; Cohen, Albert ; Dahmen, Wolfgang ; DeVore, Ronald A.

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p. 64-94

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Stability of the Gibbs sampler for Bayesian hierarchical models

Papaspiliopoulos, Omiros ; Roberts, Gareth

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p. 95-117

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High breakdown point robust regression with censored data

Salibian-Barrera, Matías ; Yohai, Víctor J.

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p. 118-146

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Weighted empirical likelihood in some two-sample semiparametric models with various types of censored data

Ren, Jian-Jian

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p. 147-166

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A test for model specification of diffusion processes

Chen, Song Xi ; Gao, Jiti ; Tang, Cheng Yong

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p. 167-198

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Regularized estimation of large covariance matrices

Bickel, Peter J. ; Levina, Elizaveta

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p. 199-227

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Smooth backfitting in generalized additive models

Yu, Kyusang ; Park, Byeong U. ; Mammen, Enno

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p. 228-260

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Variable selection in semiparametric regression modeling

Li, Runze ; Liang, Hua

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p. 261-286

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Mixed-rates asymptotics

Radchenko, Peter

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p. 287-309

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Nonlinear estimation for linear inverse problems with error in the operator

Hoffmann, Marc ; Reiss, Markus

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p. 310-336

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Generalizing Simes’ test and Hochberg’s stepup procedure

Sarkar, Sanat K.

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p. 337-363

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On false discovery control under dependence

Wu, Wei Biao

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p. 364-380

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Properties of higher criticism under strong dependence

Hall, Peter ; Jin, Jiashun

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p. 381-402

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Endogenous post-stratification in surveys: Classifying with a sample-fitted model

Breidt, F. Jay ; Opsomer, Jean D.

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p. 403-427

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Locally D-optimal designs based on a class of composed models resulted from blending Emax and one-compartment models

Fang, X. ; Hedayat, A. S.

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p. 428-444

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A complementary design theory for doubling

Xu, Hongquan ; Cheng, Ching-Shui

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p. 445-457

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Asymptotic inference in some heteroscedastic regression models with long memory design and errors

Guo, Hongwen ; Koul, Hira L.

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p. 458-487

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Statistical performance of support vector machines

Blanchard, Gilles ; Bousquet, Olivier ; Massart, Pascal

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p. 489-531

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A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms

Hobert, James P. ; Marchev, Dobrin

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p. 532-554

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Consistency of spectral clustering

von Luxburg, Ulrike ; Belkin, Mikhail ; Bousquet, Olivier

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p. 555-586

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Asymptotic properties of bridge estimators in sparse high-dimensional regression models

Huang, Jian ; Horowitz, Joel L. ; Ma, Shuangge

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p. 587-613

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High-dimensional generalized linear models and the lasso

van de Geer, Sara A.

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p. 614-645

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Effect of mean on variance function estimation in nonparametric regression

Wang, Lie ; Brown, Lawrence D. ; Cai, T. Tony ; Levine, Michael

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p. 646-664

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On deconvolution with repeated measurements

Delaigle, Aurore ; Hall, Peter ; Meister, Alexander

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p. 665-685

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Estimation of a semiparametric transformation model

Linton, Oliver ; Sperlich, Stefan ; Van Keilegom, Ingrid

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p. 686-718

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Estimating deformations of isotropic Gaussian random fields on the plane

Anderes, Ethan B. ; Stein, Michael L.

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p. 719-741

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Normalized least-squares estimation in time-varying ARCH models

Fryzlewicz, Piotr ; Sapatinas, Theofanis ; Subba Rao, Suhasini

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p. 742-786

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Sequential change detection revisited

Moustakides, George V.

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p. 787-807

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Semiparametric efficiency in GMM models with auxiliary data

Chen, Xiaohong ; Hong, Han ; Tarozzi, Alessandro

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p. 808-843

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Ranking and Empirical Minimization of U-statistics

Clémençon, Stéphan ; Lugosi, Gábor ; Vayatis, Nicolas

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p. 844-874

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Adaptive confidence bands

Genovese, Christopher ; Wasserman, Larry

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p. 875-905

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Closed-form likelihood expansions for multivariate diffusions

Aït-Sahalia, Yacine

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p. 906-937

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Bounds for Bayesian order identification with application to mixtures

Chambaz, Antoine ; Rousseau, Judith

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p. 938-962

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Objective priors for the bivariate normal model

Berger, James O. ; Sun, Dongchu

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p. 963-982

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Quadratic distances on probabilities: A unified foundation

Lindsay, Bruce G. ; Markatou, Marianthi ; Ray, Surajit ; Yang, Ke ; Chen, Shu-Chuan

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p. 983-1006

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Quotient correlation: A sample based alternative to Pearson’s correlation

Zhang, Zhengjun

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p. 1007-1030

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Current status data with competing risks: Consistency and rates of convergence of the MLE

Groeneboom, Piet ; Maathuis, Marloes H. ; Wellner, Jon A.

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p. 1031-1063

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Current status data with competing risks: Limiting distribution of the MLE

Groeneboom, Piet ; Maathuis, Marloes H. ; Wellner, Jon A.

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p. 1064-1089

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Optimal designs for mixed models in experiments based on ordered units

Majumdar, Dibyen ; Stufken, John

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p. 1090-1107

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Composite quantile regression and the oracle model selection theory

Zou, Hui ; Yuan, Ming

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p. 1108-1126

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Adaptive estimation of and oracle inequalities for probability densities and characteristic functions

Efromovich, Sam

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p. 1127-1155

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Admissible predictive density estimation

Brown, Lawrence D. ; George, Edward I. ; Xu, Xinyi

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p. 1156-1170

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Kernel methods in machine learning

Hofmann, Thomas ; Schölkopf, Bernhard ; Smola, Alexander J.

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p. 1171-1220

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Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models

Chatterjee, Snigdhansu ; Lahiri, Partha ; Li, Huilin

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p. 1221-1245

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Data-driven Sobolev tests of uniformity on compact Riemannian manifolds

Jupp, P. E.

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p. 1246-1260

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Optimal rank-based tests for homogeneity of scatter

Hallin, Marc ; Paindaveine, Davy

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p. 1261-1298

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Multivariate spacings based on data depth: I. Construction of nonparametric multivariate tolerance regions

Li, Jun ; Liu, Regina Y.

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p. 1299-1323

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A general trimming approach to robust cluster Analysis

García-Escudero, Luis A. ; Gordaliza, Alfonso ; Matrán, Carlos ; Mayo-Iscar, Agustin

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p. 1324-1345

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Adaptive goodness-of-fit tests based on signed ranks

Rohde, Angelika

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p. 1346-1374

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The distribution of maxima of approximately Gaussian random fields

Nardi, Yuval ; Siegmund, David O. ; Yakir, Benjamin

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p. 1375-1403

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Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles

Coeurjolly, Jean-François

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p. 1404-1434

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Rates of contraction of posterior distributions based on Gaussian process priors

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

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p. 1435-1463

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Statistical modeling of causal effects in continuous time

Lok, Judith J.

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p. 1464-1507

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One-step sparse estimates in nonconcave penalized likelihood models

Zou, Hui ; Li, Runze

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p. 1509-1533

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Discussion: One-step sparse estimates in nonconcave penalized likelihood models

Bühlmann, Peter ; Meier, Lukas

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p. 1534-1541

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Discussion: One-step sparse estimates in nonconcave penalized likelihood models: Who cares if it is a white cat or a black cat?

Meng, Xiao-Li

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p. 1542-1552

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Discussion: One-step sparse estimates in nonconcave penalized likelihood models

Zhang, Cun-Hui

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p. 1553-1560

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Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models

Zou, Hui ; Li, Runze

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p. 1561-1566

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The sparsity and bias of the Lasso selection in high-dimensional linear regression

Zhang, Cun-Hui ; Huang, Jian

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p. 1567-1594

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“Preconditioning” for feature selection and regression in high-dimensional problems

Paul, Debashis ; Bair, Eric ; Hastie, Trevor ; Tibshirani, Robert

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p. 1595-1618

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Statistics of extremes by oracle estimation

Grama, Ion ; Spokoiny, Vladimir

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p. 1619-1648

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Dimension reduction based on constrained canonical correlation and variable filtering

Zhou, Jianhui ; He, Xuming

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p. 1649-1668

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Fence methods for mixed model selection

Jiang, Jiming ; Rao, J. Sunil ; Gu, Zhonghua ; Nguyen, Thuan

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p. 1669-1692

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Semiparametric detection of significant activation for brain fMRI

Zhang, Chunming ; Yu, Tao

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p. 1693-1725

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Searching for a trail of evidence in a maze

Arias-Castro, Ery ; Candès, Emmanuel J. ; Helgason, Hannes ; Zeitouni, Ofer

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p. 1726-1757

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Multiscale inference about a density

Dümbgen, Lutz ; Walther, Günther

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p. 1758-1785

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Higher order semiparametric frequentist inference with the profile sampler

Cheng, Guang ; Kosorok, Michael R.

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p. 1786-1818

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General frequentist properties of the posterior profile distribution

Cheng, Guang ; Kosorok, Michael R.

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p. 1819-1853

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Confidence bands in nonparametric time series regression

Zhao, Zhibiao ; Wu, Wei Biao

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p. 1854-1878

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Locally adaptive estimation of evolutionary wavelet spectra

Van Bellegem, Sébastien ; von Sachs, Rainer

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p. 1879-1924

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A wavelet whittle estimator of the memory parameter of a nonstationary Gaussian time series

Moulines, E. ; Roueff, F. ; Taqqu, M. S.

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p. 1925-1956

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Asymptotic equivalence for nonparametric regression with multivariate and random design

Reiß, Markus

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p. 1957-1982

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A multivariate central limit theorem for randomized orthogonal array sampling designs in computer experiments

Loh, Wei-Liem

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p. 1983-2023

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Adaptive variance function estimation in heteroscedastic nonparametric regression

Cai, T. Tony ; Wang, Lie

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p. 2025-2054

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Robust nonparametric estimation via wavelet median regression

Brown, Lawrence D. ; Cai, T. Tony ; Zhou, Harrison H.

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p. 2055-2084

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Analysis of variance, coefficient of determination and F-test for local polynomial regression

Huang, Li-Shan ; Chen, Jianwei

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p. 2085-2109

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Estimation of distributions, moments and quantiles in deconvolution problems

Hall, Peter ; Lahiri, Soumendra N.

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p. 2110-2134

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Choice of neighbor order in nearest-neighbor classification

Hall, Peter ; Park, Byeong U. ; Samworth, Richard J.

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p. 2135-2152

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A class of Rényi information estimators for multidimensional densities

Leonenko, Nikolai ; Pronzato, Luc ; Savani, Vippal

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p. 2153-2182

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Learning by mirror averaging

Juditsky, A. ; Rigollet, P. ; Tsybakov, A. B.

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p. 2183-2206

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Gibbs posterior for variable selection in high-dimensional classification and data mining

Jiang, Wenxin ; Tanner, Martin A.

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p. 2207-2231

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Profile-kernel likelihood inference with diverging number of parameters

Lam, Clifford ; Fan, Jianqing

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p. 2232-2260

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Moments of minors of Wishart matrices

Drton, Mathias ; Massam, Hélène ; Olkin, Ingram

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p. 2261-2283

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Trimming and likelihood: Robust location and dispersion estimation in the elliptical model

Cuesta-Albertos, Juan A. ; Matrán, Carlos ; Mayo-Iscar, Agustín

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p. 2284-2318

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Local antithetic sampling with scrambled nets

Owen, Art B.

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p. 2319-2343

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Limit theorems for weighted samples with applications to sequential Monte Carlo methods

Douc, Randal ; Moulines, Eric

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p. 2344-2376

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On the Behrens–Fisher problem: A globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests

Belloni, Alexandre ; Didier, Gustavo

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p. 2377-2408

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An algorithmic and a geometric characterization of coarsening at random

Gill, Richard D. ; Grünwald, Peter D.

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p. 2409-2422

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Evaluation of formal posterior distributions via Markov chain arguments

Eaton, Morris L. ; Hobert, James P. ; Jones, Galin L. ; Lai, Wen-Lin

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p. 2423-2452

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Residual empirical processes for long and short memory time series

Chan, Ngai Hang ; Ling, Shiqing

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p. 2453-2470

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Tilted Euler characteristic densities for Central Limit random fields, with application to “bubbles”

Chamandy, N. ; Worsley, K. J. ; Taylor, J. ; Gosselin, F.

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p. 2471-2507

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Multiple local whittle estimation in stationary systems

Robinson, P. M.

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p. 2508-2530

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Stein estimation for the drift of Gaussian processes using the Malliavin calculus

Privault, Nicolas ; Réveillac, Anthony

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p. 2531-2550

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Random matrix theory: A program of the statistics and applied mathematical sciences institute (SAMSI)

Bickel, Peter

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p. 2551-2552

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A CLT for regularized sample covariance matrices

Anderson, Greg W. ; Zeitouni, Ofer

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p. 2553-2576

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Covariance regularization by thresholding

Bickel, Peter J. ; Levina, Elizaveta

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p. 2577-2604

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High-dimensional classification using features annealed independence rules

Fan, Jianqing ; Fan, Yingying

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p. 2605-2637

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Multivariate analysis and Jacobi ensembles: Largest eigenvalue, Tracy–Widom limits and rates of convergence

Johnstone, Iain M.

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p. 2638-2716

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Operator norm consistent estimation of large-dimensional sparse covariance matrices

El Karoui, Noureddine

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p. 2717-2756

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Spectrum estimation for large dimensional covariance matrices using random matrix theory

El Karoui, Noureddine

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p. 2757-2790

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Finite sample approximation results for principal component analysis: A matrix perturbation approach

Nadler, Boaz

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p. 2791-2817

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Flexible covariance estimation in graphical Gaussian models

Rajaratnam, Bala ; Massam, Hélène ; Carvalho, Carlos M.

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p. 2818-2849

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Statistical eigen-inference from large Wishart matrices

Rao, N. Raj ; Mingo, James A. ; Speicher, Roland ; Edelman, Alan

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p. 2850-2885

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Inference for eigenvalues and eigenvectors of Gaussian symmetric matrices

Schwartzman, Armin ; Mascarenhas, Walter F. ; Taylor, Jonathan E.

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p. 2886-2919

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