Table of Contents

Electronic Journal of Statistics

Electron. J. Statist.

Volume 13, Number 2

2019

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Tests for qualitative features in the random coefficients modelFabian Dunker, Konstantin Eckle, Katharina Proksch, and Johannes Schmidt-Hieber; 2257 - 2306

The Generalized Lasso Problem and UniquenessAlnur Ali and Ryan J. Tibshirani; 2307 - 2347

Median confidence regions in a nonparametric modelEdsel A. Peña and Taeho Kim; 2348 - 2390

Univariate log-concave density estimation with symmetry or modal constraintsCharles R. Doss and Jon A. Wellner; 2391 - 2461

Multiple changepoint detection with partial information on changepoint timesYingbo Li, Robert Lund, and Anuradha Hewaarachchi; 2462 - 2520

Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observationsDaisuke Kurisu; 2521 - 2565

Towards a complete picture of stationary covariance functions on spheres cross timePhilip White and Emilio Porcu; 2566 - 2594

Discrete minimax estimation with treesLuc Devroye and Tommy Reddad; 2595 - 2623

Efficient methods for the estimation of the multinomial parameter for the two-trait group testing modelGregory Haber and Yaakov Malinovsky; 2624 - 2657

Goodness-of-fit testing the error distribution in multivariate indirect regressionJustin Chown, Nicolai Bissantz, and Holger Dette; 2658 - 2685

Convergence rate for the $\lambda $-Medial-Axis estimation under regularity conditionsCatherine Aaron; 2686 - 2716

On geometric probability distributions on the torus with applications to molecular biologyAlessandro Selvitella; 2717 - 2763

Nonparametric inference for continuous-time event counting and link-based dynamic network modelsAlexander Kreiß, Enno Mammen, and Wolfgang Polonik; 2764 - 2829

Multidimensional linear functional estimation in sparse Gaussian models and robust estimation of the meanOlivier Collier and Arnak S. Dalalyan; 2830 - 2864

Bayesian learning of weakly structural Markov graph laws using sequential Monte Carlo methodsJimmy Olsson, Tatjana Pavlenko, and Felix L. Rios; 2865 - 2897

Sparse Poisson regression with penalized weighted score functionJinzhu Jia, Fang Xie, and Lihu Xu; 2898 - 2920

Maximum likelihood estimation for Gaussian processes under inequality constraintsFrançois Bachoc, Agnès Lagnoux, and Andrés F. López-Lopera; 2921 - 2969

On the asymptotic variance of the debiased LassoSara van de Geer; 2970 - 3008

Dynamic adaptive procedures that control the false discovery ratePeter W. MacDonald, Kun Liang, and Arnold Janssen; 3009 - 3024

Estimation and prediction of Gaussian processes using generalized Cauchy covariance model under fixed domain asymptoticsMoreno Bevilacqua and Tarik Faouzi; 3025 - 3048

Data-driven priors and their posterior concentration ratesRyan Martin and Stephen G. Walker; 3049 - 3081

Posterior asymptotic normality for an individual coordinate in high-dimensional linear regressionDana Yang; 3082 - 3094

Estimating transformation functionYunyi Zhang, Jiazheng Liu, Zexin Pan, and Dimitris N. Politis; 3095 - 3119

Quantile regression approach to conditional mode estimationHirofumi Ota, Kengo Kato, and Satoshi Hara; 3120 - 3160

High-dimensional generalized linear models incorporating graphical structure among predictorsShengbin Zhou, Jingke Zhou, and Bo Zhang; 3161 - 3194

Nonparametric estimation of the lifetime and disease onset distributions for a survival-sacrifice modelAntonio Eduardo Gomes, Piet Groeneboom, and Jon A. Wellner; 3195 - 3242

Distribution-free properties of isotonic regressionJake A. Soloff, Adityanand Guntuboyina, and Jim Pitman; 3243 - 3253

Multiscale change-point segmentation: beyond step functionsHousen Li, Qinghai Guo, and Axel Munk; 3254 - 3296

Aliasing effects for random fields over spheres of arbitrary dimensionClaudio Durastanti and Tim Patschkowski; 3297 - 3335

Adaptive $p$-value weighting with power optimalityGuillermo Durand; 3336 - 3385

Importance sampling and its optimality for stochastic simulation modelsYen-Chi Chen and Youngjun Choe; 3386 - 3423

Adaptive procedure for Fourier estimators: application to deconvolution and decompoundingCéline Duval and Johanna Kappus; 3424 - 3452

The tail empirical process for long memory stochastic volatility models with leverageClémonell Bilayi-Biakana, Gail Ivanoff, and Rafał Kulik; 3453 - 3484

Rates of contraction with respect to $L_{2}$-distance for Bayesian nonparametric regressionFangzheng Xie, Wei Jin, and Yanxun Xu; 3485 - 3512

Bernstein–von Mises theorems for statistical inverse problems II: compound Poisson processesRichard Nickl and Jakob Söhl; 3513 - 3571

Bootstrapping the empirical distribution of a stationary process with change-pointFarid El Ktaibi and B. Gail Ivanoff; 3572 - 3612

Density estimation with contamination: minimax rates and theory of adaptationHaoyang Liu and Chao Gao; 3613 - 3653

On detecting changes in the jumps of arbitrary size of a time-continuous stochastic processMichael Hoffmann and Holger Dette; 3654 - 3709

Predictive, finite-sample model choice for time series under stationarity and non-stationarityTobias Kley, Philip Preuß, and Piotr Fryzlewicz; 3710 - 3774

A Good-Turing estimator for feature allocation modelsFadhel Ayed, Marco Battiston, Federico Camerlenghi, and Stefano Favaro; 3775 - 3804

Higher order Langevin Monte Carlo algorithmSotirios Sabanis and Ying Zhang; 3805 - 3850

Nonparametric estimation of low rank matrix valued functionFan Zhou; 3851 - 3892

Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testingBenedikt M. Pötscher and David Preinerstorfer; 3893 - 3942

Improved density and distribution function estimationVitaliy Oryshchenko and Richard J. Smith; 3943 - 3984

Efficient estimators for expectations in nonlinear parametric regression models with responses missing at randomGuorong Dai and Ursula U. Müller; 3985 - 4014

Why scoring functions cannot assess tail propertiesJonas R. Brehmer and Kirstin Strokorb; 4015 - 4034

Maximum smoothed likelihood component density estimation in mixture models with known mixing proportionsTao Yu, Pengfei Li, and Jing Qin; 4035 - 4078

Spectral analysis of high-dimensional time seriesMark Fiecas, Chenlei Leng, Weidong Liu, and Yi Yu; 4079 - 4101

Optimal locally private estimation under $\ell_{p}$ loss for $1\le p\le 2$Min Ye and Alexander Barg; 4102 - 4120

Inference on local causality and tests of non-causality in time seriesTaoufik Bouezmarni, Félix Camirand Lemyre, and Jean-François Quessy; 4121 - 4156

Consistency of the maximum likelihood and variational estimators in a dynamic stochastic block modelLéa Longepierre and Catherine Matias; 4157 - 4223

Local inversion-free estimation of spatial Gaussian processesHossein Keshavarz, XuanLong Nguyen, and Clayton Scott; 4224 - 4279

Convergence rates for the generalized Fréchet mean via the quadruple inequalityChristof Schötz; 4280 - 4345

Matrix factorization for multivariate time series analysisPierre Alquier and Nicolas Marie; 4346 - 4366

Distributional properties and estimation in spatial image clusteringZijuan Chen and Suojin Wang; 4367 - 4390

Asymptotic Distribution and Simultaneous Confidence Bands for Ratios of Quantile FunctionsFabian Dunker, Stephan Klasen, and Tatyana Krivobokova; 4391 - 4415

On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing densityRajarshi Mukherjee and Bodhisattva Sen; 4416 - 4448

Inference under Fine-Gray competing risks model with high-dimensional covariatesJue Hou, Jelena Bradic, and Ronghui Xu; 4449 - 4507

On parameter estimation of hidden ergodic Ornstein-Uhlenbeck processYury A. Kutoyants; 4508 - 4526

Sample covariances of random-coefficient AR(1) panel modelRemigijus Leipus, Anne Philippe, Vytautė Pilipauskaitė, and Donatas Surgailis; 4527 - 4572

Asymptotic hypotheses testing for the colour blind problemLaura Dumitrescu and Estate V. Khmaladze; 4573 - 4595

Refinements of the Kiefer-Wolfowitz theorem and a test of concavityZheng Fang; 4596 - 4645

Surrogate losses in passive and active learningSteve Hanneke and Liu Yang; 4646 - 4708

Criteria for posterior consistency and convergence at a rateB. J. K. Kleijn and Y. Y. Zhao; 4709 - 4742

Semiparametric density testing in the contamination modelDenys Pommeret and Pierre Vandekerkhove; 4743 - 4793

Approximating high-dimensional infinite-order $U$-statistics: Statistical and computational guaranteesYanglei Song, Xiaohui Chen, and Kengo Kato; 4794 - 4848

Quantile-based clusteringChristian Hennig, Cinzia Viroli, and Laura Anderlucci; 4849 - 4883

Local asymptotic normality for shape and periodicity of a signal in the drift of a degenerate diffusion with internal variablesSimon Holbach; 4884 - 4915

Accurate inference for repeated measures in high dimensionsXiaoli Kong and Solomon W. Harrar; 4916 - 4944

Time series modeling on dynamic networksJonas Krampe; 4945 - 4976

Testing for high-dimensional network parameters in auto-regressive modelsLili Zheng and Garvesh Raskutti; 4977 - 5043

Estimation of a bivariate conditional copula when a variable is subject to random right censoringTaoufik Bouezmarni, Félix Camirand Lemyre, and Anouar El Ghouch; 5044 - 5087

Hybrid Wasserstein distance and fast distribution clusteringIsabella Verdinelli and Larry Wasserman; 5088 - 5119

Central limit theorems for entropy-regularized optimal transport on finite spaces and statistical applicationsJérémie Bigot, Elsa Cazelles, and Nicolas Papadakis; 5120 - 5150

Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequenciesVicky Fasen-Hartmann and Markus Scholz; 5151 - 5212

Distributed statistical estimation and rates of convergence in normal approximationStanislav Minsker; 5213 - 5252

Global and local two-sample tests via regressionIlmun Kim, Ann B. Lee, and Jing Lei; 5253 - 5305

Variable selection via adaptive false negative control in linear regressionX. Jessie Jeng and Xiongzhi Chen; 5306 - 5333

A unified view on Bayesian varying coefficient modelsMaria Franco-Villoria, Massimo Ventrucci, and Håvard Rue; 5334 - 5359

Partial linear models with general distortion measurement errorsJun Zhang; 5360 - 5414

Fully nonparametric estimation of the marginal survival function based on case-control clustered dataDavid M. Zucker and Malka Gorfine; 5415 - 5453

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