The Annals of Statistics

Table of Contents

Editorial Board

Estimation of trend in state-space models: Asymptotic mean square error and rate of convergence

Prabir Burman and Robert H. Shumway; 3715-3742

Contour projected dimension reduction

Ronghua Luo, Hansheng Wang and Chih-Ling Tsai; 3743-3778

High-dimensional additive modeling

Lukas Meier, Sara van de Geer and Peter Bühlmann; 3779-3821

Corrections to LRT on large-dimensional covariance matrix by RMT

Zhidong Bai, Dandan Jiang, Jian-Feng Yao and Shurong Zheng; 3822-3840

Quantile regression in partially linear varying coefficient models

Huixia Judy Wang, Zhongyi Zhu and Jianhui Zhou; 3841-3866

Karl Pearson’s meta-analysis revisited

Art B. Owen; 3867-3892

Specification testing in nonlinear and nonstationary time series autoregression

Jiti Gao, Maxwell King, Zudi Lu and Dag Tjøstheim; 3893-3928

Using the bootstrap to quantify the authority of an empirical ranking

Peter Hall and Hugh Miller; 3929-3959

Data spectroscopy: Eigenspaces of convolution operators and clustering

Tao Shi, Mikhail Belkin and Bin Yu; 3960-3984

Detection of spatial clustering with average likelihood ratio test statistics

Hock Peng Chan; 3985-4010

Testing conditional independence via Rosenblatt transforms

Kyungchul Song; 4011-4045

Break detection in the covariance structure of multivariate time series models

Alexander Aue, Siegfried Hörmann, Lajos Horváth and Matthew Reimherr; 4046-4087

A geometric characterization of c-optimal designs for heteroscedastic regression

Holger Dette and Tim Holland-Letz; 4088-4103

PCA consistency in high dimension, low sample size context

Sungkyu Jung and J. S. Marron; 4104-4130

Subspace estimation and prediction methods for hidden Markov models

Sofia Andersson and Tobias Rydén; 4131-4152

Local quasi-likelihood with a parametric guide

Jianqing Fan, Yichao Wu and Yang Feng; 4153-4183

Decomposition tables for experiments I. A chain of randomizations

C. J. Brien and R. A. Bailey; 4184-4213

Efficient estimation of copula-based semiparametric Markov models

Xiaohong Chen, Wei Biao Wu and Yanping Yi; 4214-4253

Sparsistency and rates of convergence in large covariance matrix estimation

Clifford Lam and Jianqing Fan; 4254-4278

Nonlinear principal components and long-run implications of multivariate diffusions

Xiaohong Chen, Lars Peter Hansen and José Scheinkman; 4279-4312