The Annals of Statistics

Volume 39, Number 3

June 2011

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Frontmatter

Table of Contents
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Editorial Board
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Articles

The solution path of the generalized lassoRyan J. Tibshirani and Jonathan Taylor; 1335 - 1371
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Higher order scrambled digital nets achieve the optimal rate of the root mean square error for smooth integrandsJosef Dick; 1372 - 1398
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Asymptotic properties of U-processes under long-range dependenceC. Lévy-Leduc, H. Boistard, E. Moulines, M. S. Taqqu, and V. A. Reisen; 1399 - 1426
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TFT-bootstrap: Resampling time series in the frequency domain to obtain replicates in the time domainClaudia Kirch and Dimitris N. Politis; 1427 - 1470
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Asymptotic equivalence of functional linear regression and a white noise inverse problemAlexander Meister; 1471 - 1495
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Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matricesT. Tony Cai and Tiefeng Jiang; 1496 - 1525
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Uniform moment bounds of Fisher’s information with applications to time seriesNgai Hang Chan and Ching-Kang Ing; 1526 - 1550
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Asymptotic Bayes-optimality under sparsity of some multiple testing proceduresMałgorzata Bogdan, Arijit Chakrabarti, Florian Frommlet, and Jayanta K. Ghosh; 1551 - 1579
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Change-point in stochastic design regression and the bootstrapEmilio Seijo and Bodhisattva Sen; 1580 - 1607
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Bandwidth selection in kernel density estimation: Oracle inequalities and adaptive minimax optimalityAlexander Goldenshluger and Oleg Lepski; 1608 - 1632
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Nonparametric least squares estimation of a multivariate convex regression functionEmilio Seijo and Bodhisattva Sen; 1633 - 1657
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The EFM approach for single-index modelsXia Cui, Wolfgang Karl Härdle, and Lixing Zhu; 1658 - 1688
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Testing whether jumps have finite or infinite activityYacine Aït-Sahalia and Jean Jacod; 1689 - 1719
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Single and multiple index functional regression models with nonparametric linkDong Chen, Peter Hall, and Hans-Georg Müller; 1720 - 1747
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A majorization–minimization approach to variable selection using spike and slab priorsTso-Jung Yen; 1748 - 1775
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Iterated filteringEdward L. Ionides, Anindya Bhadra, Yves Atchadé, and Aaron King; 1776 - 1802
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Estimation of extreme risk regions under multivariate regular variationJuan-Juan Cai, John H. J. Einmahl, and Laurens de Haan; 1803 - 1826
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