Sommaire du Fascicule no. 1

Correction: Residual empirical processes for long and short memory time series

Chan, Ngai Hang ; Ling, Shiqing

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On some problems in the article Efficient Likelihood Estimation in State Space Models

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The spectrum of kernel random matrices

El Karoui, Noureddine

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p. 1-50

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Some nonasymptotic results on resampling in high dimension, I: Confidence regions

Arlot, Sylvain ; Blanchard, Gilles ; Roquain, Etienne

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p. 51-82

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Some nonasymptotic results on resampling in high dimension, II: Multiple tests

Arlot, Sylvain ; Blanchard, Gilles ; Roquain, Etienne

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p. 83-99

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Optimal rates of convergence for estimating the null density and proportion of nonnull effects in large-scale multiple testing

Cai, T. Tony ; Jin, Jiashun

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p. 100-145

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Rates of convergence for the posterior distributions of mixtures of Betas and adaptive nonparametric estimation of the density

Rousseau, Judith

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p. 146-180

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Asymptotic equivalence of spectral density estimation and Gaussian white noise

Golubev, Georgi K. ; Nussbaum, Michael ; Zhou, Harrison H.

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p. 181-214

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Globally optimal parameter estimates for nonlinear diffusions

Mijatović, Aleksandar ; Schneider, Paul

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p. 215-245

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Estimation for a partial-linear single-index model

Wang, Jane-Ling ; Xue, Liugen ; Zhu, Lixing ; Chong, Yun Sam

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p. 246-274

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Bayesian analysis in moment inequality models

Liao, Yuan ; Jiang, Wenxin

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p. 275-316

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Spectral estimation of the fractional order of a Lévy process

Belomestny, Denis

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p. 317-351

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Maximum smoothed likelihood estimation and smoothed maximum likelihood estimation in the current status model

Groeneboom, Piet ; Jongbloed, Geurt ; Witte, Birgit I.

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p. 352-387

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Edgeworth expansions for studentized statistics under weak dependence

Lahiri, S. N.

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p. 388-434

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Asymptotic efficiency and finite-sample properties of the generalized profiling estimation of parameters in ordinary differential equations

Qi, Xin ; Zhao, Hongyu

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p. 435-481

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Empirical risk minimization in inverse problems

Klemelä, Jussi ; Mammen, Enno

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p. 482-511

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Invariant P-values for model checking

Evans, Michael ; Jang, Gun Ho

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p. 512-525

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Regularization in kernel learning

Mendelson, Shahar ; Neeman, Joseph

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p. 526-565

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Conditional least squares estimation in nonstationary nonlinear stochastic regression models

Jacob, Christine

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p. 566-597

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Balanced control of generalized error rates

Romano, Joseph P. ; Wolf, Michael

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p. 598-633

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Multivariate quantiles and multiple-output regression quantiles: From L1 optimization to halfspace depth

Hallin, Marc ; Paindaveine, Davy ; Šiman, Miroslav

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p. 635-669

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Discussion

Wei, Ying

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p. 670-675

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Discussion

Serfling, Robert ; Zuo, Yijun

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p. 676-684

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Discussion

Kong, Linglong ; Mizera, Ivan

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p. 685-693

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Rejoinder

Hallin, Marc ; Paindaveine, Davy ; Šiman, Miroslav

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p. 694-703

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Goodness-of-fit tests for high-dimensional Gaussian linear models

Verzelen, Nicolas ; Villers, Fanny

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p. 704-752

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Maximum Lq-likelihood estimation

Ferrari, Davide ; Yang, Yuhong

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p. 753-783

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Inference for stochastic volatility models using time change transformations

Kalogeropoulos, Konstantinos ; Roberts, Gareth O. ; Dellaportas, Petros

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p. 784-807

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A two-sample test for high-dimensional data with applications to gene-set testing

Chen, Song Xi ; Qin, Ying-Li

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p. 808-835

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Asymptotic inference for high-dimensional data

Kuelbs, Jim ; Vidyashankar, Anand N.

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p. 836-869

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On the consistent separation of scale and variance for Gaussian random fields

Anderes, Ethan

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p. 870-893

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Nearly unbiased variable selection under minimax concave penalty

Zhang, Cun-Hui

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p. 894-942

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Vast volatility matrix estimation for high-frequency financial data

Wang, Yazhen ; Zou, Jian

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p. 943-978

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Estimation in Dirichlet random effects models

Kyung, Minjung ; Gill, Jeff ; Casella, George

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p. 979-1009

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Optimal and fast detection of spatial clusters with scan statistics

Walther, Guenther

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p. 1010-1033

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Batch means and spectral variance estimators in Markov chain Monte Carlo

Flegal, James M. ; Jones, Galin L.

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p. 1034-1070

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Optimal properties of centroid-based classifiers for very high-dimensional data

Hall, Peter ; Pham, Tung

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p. 1071-1093

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On dimension folding of matrix- or array-valued statistical objects

Li, Bing ; Kim, Min Kyung ; Altman, Naomi

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p. 1094-1121

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Confidence bands in density estimation

Giné, Evarist ; Nickl, Richard

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p. 1122-1170

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Defining probability density for a distribution of random functions

Delaigle, Aurore ; Hall, Peter

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p. 1171-1193

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Covariate adjusted functional principal components analysis for longitudinal data

Jiang, Ci-Ren ; Wang, Jane-Ling

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p. 1194-1226

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On construction of the smallest one-sided confidence interval for the difference of two proportions

Wang, Weizhen

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p. 1227-1243

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Quantile estimation with adaptive importance sampling

Egloff, Daniel ; Leippold, Markus

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p. 1244-1278

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On some problems in the article Efficient Likelihood Estimation in State Space Models by Cheng-Der Fuh [Ann. Statist. 34 (2006) 2026–2068]

Jensen, Jens Ledet

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p. 1279-1281

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Reply to “On some problems in the article Efficient Likelihood Estimation in State Space Models” by Cheng-Der Fuh [Ann. Statist. 34 (2006) 2026–2068]

Fuh, Cheng-Der

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p. 1282-1285

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High-dimensional Ising model selection using ℓ1-regularized logistic regression

Ravikumar, Pradeep ; Wainwright, Martin J. ; Lafferty, John D.

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p. 1287-1319

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Asymptotic distribution of conical-hull estimators of directional edges

Park, Byeong U. ; Jeong, Seok-Oh ; Simar, Léopold

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p. 1320-1340

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Adjusted empirical likelihood with high-order precision

Liu, Yukun ; Chen, Jiahua

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p. 1341-1362

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Adaptive estimation of stationary Gaussian fields

Verzelen, Nicolas

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p. 1363-1402

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Estimation in additive models with highly or nonhighly correlated covariates

Jiang, Jiancheng ; Fan, Yingying ; Fan, Jianqing

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p. 1403-1432

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Optional Pólya tree and Bayesian inference

Wong, Wing H. ; Ma, Li

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p. 1433-1459

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A new and flexible method for constructing designs for computer experiments

Lin, C. Devon ; Bingham, Derek ; Sitter, Randy R. ; Tang, Boxin

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p. 1460-1477

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Limit theorems for moving averages of discretized processes plus noise

Jacod, Jean ; Podolskij, Mark ; Vetter, Mathias

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p. 1478-1545

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Exact properties of Efron’s biased coin randomization procedure

Markaryan, Tigran ; Rosenberger, William F.

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p. 1546-1567

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Statistical analysis of k-nearest neighbor collaborative recommendation

Biau, Gérard ; Cadre, Benoît ; Rouvière, Laurent

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p. 1568-1592

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Monotonic convergence of a general algorithm for computing optimal designs

Yu, Yaming

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p. 1593-1606

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Quantile calculus and censored regression

Huang, Yijian

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p. 1607-1637

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Successive normalization of rectangular arrays

Olshen, Richard A. ; Rajaratnam, Bala

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p. 1638-1664

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Trek separation for Gaussian graphical models

Sullivant, Seth ; Talaska, Kelli ; Draisma, Jan

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p. 1665-1685

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Innovated higher criticism for detecting sparse signals in correlated noise

Hall, Peter ; Jin, Jiashun

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p. 1686-1732

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Approximation of conditional densities by smooth mixtures of regressions

Norets, Andriy

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p. 1733-1766

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Asymptotics and optimal bandwidth selection for highest density region estimation

Samworth, R. J. ; Wand, M. P.

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p. 1767-1792

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On convergence rates equivalency and sampling strategies in functional deconvolution models

Pensky, Marianna ; Sapatinas, Theofanis

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p. 1793-1844

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Weakly dependent functional data

Hörmann, Siegfried ; Kokoszka, Piotr

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p. 1845-1884

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Efficient estimation for a subclass of shape invariant models

Vimond, Myriam

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p. 1885-1912

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Cramér-type moderate deviation for the maximum of the periodogram with application to simultaneous tests in gene expression time series

Liu, Weidong ; Shao, Qi-Man

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p. 1913-1935

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Consistency of objective Bayes factors as the model dimension grows

Moreno, Elías ; Girón, F. Javier ; Casella, George

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p. 1937-1952

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Inconsistency of bootstrap: The Grenander estimator

Sen, Bodhisattva ; Banerjee, Moulinath ; Woodroofe, Michael

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p. 1953-1977

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The benefit of group sparsity

Huang, Junzhou ; Zhang, Tong

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p. 1978-2004

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Nonparametric regression in exponential families

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

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p. 2005-2046

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Testing conditional independence using maximal nonlinear conditional correlation

Huang, Tzee-Ming

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p. 2047-2091

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Penalized variable selection procedure for Cox models with semiparametric relative risk

Du, Pang ; Ma, Shuangge ; Liang, Hua

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p. 2092-2117

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Optimal rates of convergence for covariance matrix estimation

Cai, T. Tony ; Zhang, Cun-Hui ; Zhou, Harrison H.

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p. 2118-2144

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Limit theorems for empirical processes of cluster functionals

Drees, Holger ; Rootzén, Holger

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p. 2145-2186

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Nonparametric inference of quantile curves for nonstationary time series

Zhou, Zhou

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p. 2187-2217

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Sequential monitoring of response-adaptive randomized clinical trials

Zhu, Hongjian ; Hu, Feifang

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p. 2218-2241

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Stochastic kinetic models: Dynamic independence, modularity and graphs

Bowsher, Clive G.

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p. 2242-2281

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Variable selection in nonparametric additive models

Huang, Jian ; Horowitz, Joel L. ; Wei, Fengrong

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p. 2282-2313

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Order thresholding

Kim, Min Hee ; Akritas, Michael G.

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p. 2314-2350

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Sieve estimation of constant and time-varying coefficients in nonlinear ordinary differential equation models by considering both numerical error and measurement error

Xue, Hongqi ; Miao, Hongyu ; Wu, Hulin

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p. 2351-2387

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Simultaneous nonparametric inference of time series

Liu, Weidong ; Wu, Wei Biao

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p. 2388-2421

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A deconvolution approach to estimation of a common shape in a shifted curves model

Bigot, Jérémie ; Gadat, Sébastien

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p. 2422-2464

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Möbius deconvolution on the hyperbolic plane with application to impedance density estimation

Huckemann, Stephan F. ; Kim, Peter T. ; Koo, Ja-Yong ; Munk, Axel

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p. 2465-2498

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On the de la Garza phenomenon

Yang, Min

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p. 2499-2524

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SPADES and mixture models

Bunea, Florentina ; Tsybakov, Alexandre B. ; Wegkamp, Marten H. ; Barbu, Adrian

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p. 2525-2558

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Fractals with point impact in functional linear regression

McKeague, Ian W. ; Sen, Bodhisattva

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p. 2559-2586

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Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem

Scott, James G. ; Berger, James O.

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p. 2587-2619

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Sparse recovery under matrix uncertainty

Rosenbaum, Mathieu ; Tsybakov, Alexandre B.

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p. 2620-2651

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Modeling the variability of rankings

Hall, Peter ; Miller, Hugh

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p. 2652-2677

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Generalized density clustering

Rinaldo, Alessandro ; Wasserman, Larry

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p. 2678-2722

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Nonparametric estimation of genewise variance for microarray data

Fan, Jianqing ; Feng, Yang ; Niu, Yue S.

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p. 2723-2750

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On universal oracle inequalities related to high-dimensional linear models

Golubev, Yuri

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p. 2751-2780

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Adaptive estimation for Hawkes processes; application to genome analysis

Reynaud-Bouret, Patricia ; Schbath, Sophie

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p. 2781-2822

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Trajectory averaging for stochastic approximation MCMC algorithms

Liang, Faming

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p. 2823-2856

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Backfitting and smooth backfitting for additive quantile models

Lee, Young Kyung ; Mammen, Enno ; Park, Byeong U.

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p. 2857-2883

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Bootstrap consistency for general semiparametric M-estimation

Cheng, Guang ; Huang, Jianhua Z.

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p. 2884-2915

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Kernel density estimation via diffusion

Botev, Z. I. ; Grotowski, J. F. ; Kroese, D. P.

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p. 2916-2957

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An efficient estimator for locally stationary Gaussian long-memory processes

Palma, Wilfredo ; Olea, Ricardo

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p. 2958-2997

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Quasi-concave density estimation

Koenker, Roger ; Mizera, Ivan

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p. 2998-3027

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Deciding the dimension of effective dimension reduction space for functional and high-dimensional data

Li, Yehua ; Hsing, Tailen

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p. 3028-3062

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On combinatorial testing problems

Addario-Berry, Louigi ; Broutin, Nicolas ; Devroye, Luc ; Lugosi, Gábor

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p. 3063-3092

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Is Brownian motion necessary to model high-frequency data?

Aït-Sahalia, Yacine ; Jacod, Jean

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p. 3093-3128

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Nonparametric tests of the Markov hypothesis in continuous-time models

Aït-Sahalia, Yacine ; Fan, Jianqing ; Jiang, Jiancheng

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p. 3129-3163

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Decomposition tables for experiments. II. Two–one randomizations

Brien, C. J. ; Bailey, R. A.

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p. 3164-3190

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On information plus noise kernel random matrices

El Karoui, Noureddine

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p. 3191-3216

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Gamma-based clustering via ordered means with application to gene-expression analysis

Newton, Michael A. ; Chung, Lisa M.

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p. 3217-3244

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Optimal rank-based testing for principal components

Hallin, Marc ; Paindaveine, Davy ; Verdebout, Thomas

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p. 3245-3299

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Adaptive nonparametric Bayesian inference using location-scale mixture priors

de Jonge, R. ; van Zanten, J. H.

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p. 3300-3320

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Uniform convergence rates for nonparametric regression and principal component analysis in functional/longitudinal data

Li, Yehua ; Hsing, Tailen

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p. 3321-3351

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Identifying the finite dimensionality of curve time series

Bathia, Neil ; Yao, Qiwei ; Ziegelmann, Flavio

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p. 3352-3386

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Sequentially interacting Markov chain Monte Carlo methods

Brockwell, Anthony ; Del Moral, Pierre ; Doucet, Arnaud

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p. 3387-3411

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A reproducing kernel Hilbert space approach to functional linear regression

Yuan, Ming ; Cai, T. Tony

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p. 3412-3444

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On optimality of the Shiryaev–Roberts procedure for detecting a change in distribution

Polunchenko, Aleksey S. ; Tartakovsky, Alexander G.

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p. 3445-3457

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Empirical dynamics for longitudinal data

Müller, Hans-Georg ; Yao, Fang

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p. 3458-3486

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High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: Risk underestimation

El Karoui, Noureddine

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p. 3487-3566

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Sure independence screening in generalized linear models with NP-dimensionality

Fan, Jianqing ; Song, Rui

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p. 3567-3604

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Convergence and prediction of principal component scores in high-dimensional settings

Lee, Seunggeun ; Zou, Fei ; Wright, Fred A.

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p. 3605-3629

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ANOVA for longitudinal data with missing values

Chen, Song Xi ; Zhong, Ping-Shou

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p. 3630-3659

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Sparsity in multiple kernel learning

Koltchinskii, Vladimir ; Yuan, Ming

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p. 3660-3695

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Coordinate-independent sparse sufficient dimension reduction and variable selection

Chen, Xin ; Zou, Changliang ; Cook, R. Dennis

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p. 3696-3723

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Nonparametric estimate of spectral density functions of sample covariance matrices: A first step

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

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p. 3724-3750

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Nonparametric estimation of multivariate convex-transformed densities

Seregin, Arseni ; Wellner, Jon A.

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p. 3751-3781

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The sequential rejection principle of familywise error control

Goeman, Jelle J. ; Solari, Aldo

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p. 3782-3810

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Estimation and testing for partially linear single-index models

Liang, Hua ; Liu, Xiang ; Li, Runze ; Tsai, Chih-Ling

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p. 3811-3836

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Correction: A class of Rényi information estimators for multidimensional densities

Leonenko, Nikolai ; Pronzato, Luc

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p. 3837-3838

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Letter to the Editor: Some comments on “On construction of the smallest one-sided confidence interval for the difference of two proportions”

Lloyd, Chris ; Kabaila, Paul

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p. 3840-3841

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