Electronic Journal of Statistics

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
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The Generalized Lasso Problem and UniquenessAlnur Ali and Ryan J. Tibshirani; 2307 - 2347
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Median confidence regions in a nonparametric modelEdsel A. Peña and Taeho Kim; 2348 - 2390
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Univariate log-concave density estimation with symmetry or modal constraintsCharles R. Doss and Jon A. Wellner; 2391 - 2461
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Multiple changepoint detection with partial information on changepoint timesYingbo Li, Robert Lund, and Anuradha Hewaarachchi; 2462 - 2520
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Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observationsDaisuke Kurisu; 2521 - 2565
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Towards a complete picture of stationary covariance functions on spheres cross timePhilip White and Emilio Porcu; 2566 - 2594
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Discrete minimax estimation with treesLuc Devroye and Tommy Reddad; 2595 - 2623
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Efficient methods for the estimation of the multinomial parameter for the two-trait group testing modelGregory Haber and Yaakov Malinovsky; 2624 - 2657
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Goodness-of-fit testing the error distribution in multivariate indirect regressionJustin Chown, Nicolai Bissantz, and Holger Dette; 2658 - 2685
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Convergence rate for the $\lambda $-Medial-Axis estimation under regularity conditionsCatherine Aaron; 2686 - 2716
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On geometric probability distributions on the torus with applications to molecular biologyAlessandro Selvitella; 2717 - 2763
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Nonparametric inference for continuous-time event counting and link-based dynamic network modelsAlexander Kreiß, Enno Mammen, and Wolfgang Polonik; 2764 - 2829
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Multidimensional linear functional estimation in sparse Gaussian models and robust estimation of the meanOlivier Collier and Arnak S. Dalalyan; 2830 - 2864
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Bayesian learning of weakly structural Markov graph laws using sequential Monte Carlo methodsJimmy Olsson, Tatjana Pavlenko, and Felix L. Rios; 2865 - 2897
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Sparse Poisson regression with penalized weighted score functionJinzhu Jia, Fang Xie, and Lihu Xu; 2898 - 2920
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Maximum likelihood estimation for Gaussian processes under inequality constraintsFrançois Bachoc, Agnès Lagnoux, and Andrés F. López-Lopera; 2921 - 2969
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On the asymptotic variance of the debiased LassoSara van de Geer; 2970 - 3008
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Dynamic adaptive procedures that control the false discovery ratePeter W. MacDonald, Kun Liang, and Arnold Janssen; 3009 - 3024
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Estimation and prediction of Gaussian processes using generalized Cauchy covariance model under fixed domain asymptoticsMoreno Bevilacqua and Tarik Faouzi; 3025 - 3048
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Data-driven priors and their posterior concentration ratesRyan Martin and Stephen G. Walker; 3049 - 3081
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Posterior asymptotic normality for an individual coordinate in high-dimensional linear regressionDana Yang; 3082 - 3094
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Estimating transformation functionYunyi Zhang, Jiazheng Liu, Zexin Pan, and Dimitris N. Politis; 3095 - 3119
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Quantile regression approach to conditional mode estimationHirofumi Ota, Kengo Kato, and Satoshi Hara; 3120 - 3160
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High-dimensional generalized linear models incorporating graphical structure among predictorsShengbin Zhou, Jingke Zhou, and Bo Zhang; 3161 - 3194
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Nonparametric estimation of the lifetime and disease onset distributions for a survival-sacrifice modelAntonio Eduardo Gomes, Piet Groeneboom, and Jon A. Wellner; 3195 - 3242
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Distribution-free properties of isotonic regressionJake A. Soloff, Adityanand Guntuboyina, and Jim Pitman; 3243 - 3253
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Multiscale change-point segmentation: beyond step functionsHousen Li, Qinghai Guo, and Axel Munk; 3254 - 3296
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Aliasing effects for random fields over spheres of arbitrary dimensionClaudio Durastanti and Tim Patschkowski; 3297 - 3335
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Adaptive $p$-value weighting with power optimalityGuillermo Durand; 3336 - 3385
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Importance sampling and its optimality for stochastic simulation modelsYen-Chi Chen and Youngjun Choe; 3386 - 3423
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Adaptive procedure for Fourier estimators: application to deconvolution and decompoundingCéline Duval and Johanna Kappus; 3424 - 3452
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The tail empirical process for long memory stochastic volatility models with leverageClémonell Bilayi-Biakana, Gail Ivanoff, and Rafał Kulik; 3453 - 3484
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Rates of contraction with respect to $L_{2}$-distance for Bayesian nonparametric regressionFangzheng Xie, Wei Jin, and Yanxun Xu; 3485 - 3512
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Bernstein–von Mises theorems for statistical inverse problems II: compound Poisson processesRichard Nickl and Jakob Söhl; 3513 - 3571
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Bootstrapping the empirical distribution of a stationary process with change-pointFarid El Ktaibi and B. Gail Ivanoff; 3572 - 3612
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Density estimation with contamination: minimax rates and theory of adaptationHaoyang Liu and Chao Gao; 3613 - 3653
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On detecting changes in the jumps of arbitrary size of a time-continuous stochastic processMichael Hoffmann and Holger Dette; 3654 - 3709
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Predictive, finite-sample model choice for time series under stationarity and non-stationarityTobias Kley, Philip Preuß, and Piotr Fryzlewicz; 3710 - 3774
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A Good-Turing estimator for feature allocation modelsFadhel Ayed, Marco Battiston, Federico Camerlenghi, and Stefano Favaro; 3775 - 3804
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Higher order Langevin Monte Carlo algorithmSotirios Sabanis and Ying Zhang; 3805 - 3850
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Nonparametric estimation of low rank matrix valued functionFan Zhou; 3851 - 3892
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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
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Improved density and distribution function estimationVitaliy Oryshchenko and Richard J. Smith; 3943 - 3984
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Efficient estimators for expectations in nonlinear parametric regression models with responses missing at randomGuorong Dai and Ursula U. Müller; 3985 - 4014
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Why scoring functions cannot assess tail propertiesJonas R. Brehmer and Kirstin Strokorb; 4015 - 4034
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Maximum smoothed likelihood component density estimation in mixture models with known mixing proportionsTao Yu, Pengfei Li, and Jing Qin; 4035 - 4078
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Spectral analysis of high-dimensional time seriesMark Fiecas, Chenlei Leng, Weidong Liu, and Yi Yu; 4079 - 4101
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Optimal locally private estimation under $\ell_{p}$ loss for $1\le p\le 2$Min Ye and Alexander Barg; 4102 - 4120
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Inference on local causality and tests of non-causality in time seriesTaoufik Bouezmarni, Félix Camirand Lemyre, and Jean-François Quessy; 4121 - 4156
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Electronic Journal of Statistics

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