VOL. 37 · NO. 6B | December 2009
Ann. Statist. 37 (6B), (December 2009) Open Access
No abstract available
Ann. Statist. 37 (6B), (December 2009) Open Access
No abstract available
Prabir Burman, Robert H. Shumway
Ann. Statist. 37 (6B), 3715-3742, (December 2009) DOI: 10.1214/08-AOS675 Open Access
KEYWORDS: state-space model, trend estimation, rate of convergence, Toeplitz, Hankel and circulant matrices, 62M10, 62F12
Ronghua Luo, Hansheng Wang, Chih-Ling Tsai
Ann. Statist. 37 (6B), 3743-3778, (December 2009) DOI: 10.1214/08-AOS679 Open Access
KEYWORDS: central subspace, central contour subspace, contour projection, directional regression, generalized contour subspace, kernel contour subspace, $\sqrt{n}$-consistency, sliced average variance estimation, sliced inverse regression, sufficient contour subspace, 62G08, 62G35, 62G20
Lukas Meier, Sara van de Geer, Peter Bühlmann
Ann. Statist. 37 (6B), 3779-3821, (December 2009) DOI: 10.1214/09-AOS692 Open Access
KEYWORDS: group lasso, Model selection, Nonparametric regression, Oracle inequality, penalized likelihood, Sparsity, 62G08, 62F12, 62J07
Zhidong Bai, Dandan Jiang, Jian-Feng Yao, Shurong Zheng
Ann. Statist. 37 (6B), 3822-3840, (December 2009) DOI: 10.1214/09-AOS694 Open Access
KEYWORDS: High-dimensional data, testing on covariance matrices, Marčenko–Pastur distributions, random F-matrices, 62H15, 62H10
Huixia Judy Wang, Zhongyi Zhu, Jianhui Zhou
Ann. Statist. 37 (6B), 3841-3866, (December 2009) DOI: 10.1214/09-AOS695 Open Access
KEYWORDS: Basis spline, longitudinal data, marginal model, rank score test, semiparametric, 62G08, 62G10
Art B. Owen
Ann. Statist. 37 (6B), 3867-3892, (December 2009) DOI: 10.1214/09-AOS697 Open Access
KEYWORDS: Admissibility, fast Fourier transform, Hypothesis testing, microarrays, 62F03, 62C15, 65T99, 52A01
Jiti Gao, Maxwell King, Zudi Lu, Dag Tjøstheim
Ann. Statist. 37 (6B), 3893-3928, (December 2009) DOI: 10.1214/09-AOS698 Open Access
KEYWORDS: cointegration, kernel test, Nonparametric regression, nonstationary time series, time series econometrics, 62M10, 62G07, 60F05
Peter Hall, Hugh Miller
Ann. Statist. 37 (6B), 3929-3959, (December 2009) DOI: 10.1214/09-AOS699 Open Access
KEYWORDS: Confidence interval, genomic data, high dimension, independent-component bootstrap, m-out-of-n bootstrap, ordering, overlap interval, prediction interval, synchronous bootstrap, 62G09, 62G30
Tao Shi, Mikhail Belkin, Bin Yu
Ann. Statist. 37 (6B), 3960-3984, (December 2009) DOI: 10.1214/09-AOS700 Open Access
KEYWORDS: Gaussian kernel, spectral clustering, kernel principal component analysis, Support vector machines, unsupervised learning, 62H30, 68T10
Hock Peng Chan
Ann. Statist. 37 (6B), 3985-4010, (December 2009) DOI: 10.1214/09-AOS701 Open Access
KEYWORDS: Average likelihood ratio, Change of measure, generalized likelihood ratio, logistic model, Moderate deviations, scan statistic, spatial clustering, 60F10, 62G10, 60G55
Kyungchul Song
Ann. Statist. 37 (6B), 4011-4045, (December 2009) DOI: 10.1214/09-AOS704 Open Access
KEYWORDS: Conditional independence, distribution-free tests, Rosenblatt transforms, wild bootstrap, 62G07, 62G09, 62G10
Alexander Aue, Siegfried Hörmann, Lajos Horváth, Matthew Reimherr
Ann. Statist. 37 (6B), 4046-4087, (December 2009) DOI: 10.1214/09-AOS707 Open Access
KEYWORDS: Change-points, Covariance, functional central limit theorem, multivariate GARCH models, multivariate time series, structural breaks, 62M10, 60K35, 91B84, 60F17
Holger Dette, Tim Holland-Letz
Ann. Statist. 37 (6B), 4088-4103, (December 2009) DOI: 10.1214/09-AOS708 Open Access
KEYWORDS: c-optimal design, heteroscedastic regression, Elfving’s theorem, pharmacokinetic models, random effects, locally optimal design, geometric characterization, 62K05
Sungkyu Jung, J. S. Marron
Ann. Statist. 37 (6B), 4104-4130, (December 2009) DOI: 10.1214/09-AOS709 Open Access
KEYWORDS: Principal Component Analysis, Sample covariance matrix, ρ-mixing, high dimension, low sample size data, Nonstandard asymptotics, consistency and strong inconsistency, Spiked population model, 62H25, 34L20, 62F12
Sofia Andersson, Tobias Rydén
Ann. Statist. 37 (6B), 4131-4152, (December 2009) DOI: 10.1214/09-AOS711 Open Access
KEYWORDS: Hidden Markov model, linear innovation representation, prediction error representation, subspace estimation, consistency, 62M09, 62M10, 62M20, 93B15, 93B30
Jianqing Fan, Yichao Wu, Yang Feng
Ann. Statist. 37 (6B), 4153-4183, (December 2009) DOI: 10.1214/09-AOS713 Open Access
KEYWORDS: generalized linear model, local polynomial smoothing, parametric guide, quasi-likelihood method, 62G08, 62G20
C. J. Brien, R. A. Bailey
Ann. Statist. 37 (6B), 4184-4213, (December 2009) DOI: 10.1214/09-AOS717 Open Access
KEYWORDS: Analysis of variance, Balance, decomposition table, Design of experiments, efficiency factor, multiphase experiments, multitiered experiments, Orthogonal decomposition, pseudofactor, structure, tier, 62J10, 62K99
Xiaohong Chen, Wei Biao Wu, Yanping Yi
Ann. Statist. 37 (6B), 4214-4253, (December 2009) DOI: 10.1214/09-AOS719 Open Access
KEYWORDS: copula, geometric ergodicity, nonlinear Markov models, Semiparametric efficiency, sieve likelihood ratio statistics, sieve MLE, tail dependence, value-at-risk, 62M05, 62F07
Clifford Lam, Jianqing Fan
Ann. Statist. 37 (6B), 4254-4278, (December 2009) DOI: 10.1214/09-AOS720 Open Access
KEYWORDS: Covariance matrix, high-dimensionality, consistency, nonconcave penalized likelihood, sparsistency, asymptotic normality, 62F12, 62J07
Xiaohong Chen, Lars Peter Hansen, José Scheinkman
Ann. Statist. 37 (6B), 4279-4312, (December 2009) DOI: 10.1214/09-AOS706 Open Access
KEYWORDS: Nonlinear principal components, multivariate diffusion, quadratic form, conditional expectations operator, low-frequency data, 62H25, 47D07, 35P05
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