VOL. 39 · NO. 4 | August 2011
 
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Frontmatter
Ann. Statist. 39 (4), (August 2011)
No abstract available
Ann. Statist. 39 (4), (August 2011)
No abstract available
Articles
Li Wang, Xiang Liu, Hua Liang, Raymond J. Carroll
Ann. Statist. 39 (4), 1827-1851, (August 2011) DOI: 10.1214/11-AOS885
KEYWORDS: backfitting, generalized additive models, generalized partially linear models, Lasso, nonconcave penalized likelihood, penalty-based variable selection, polynomial spline, quasi-likelihood, SCAD, shrinkage methods, 62G08, 62G20, 62G99
Matthieu Lerasle
Ann. Statist. 39 (4), 1852-1877, (August 2011) DOI: 10.1214/11-AOS888
KEYWORDS: Density estimation, Optimal model selection, Resampling methods, Slope heuristic, Weak dependence, 62G07, 62G09, 62M99
Karl Rohe, Sourav Chatterjee, Bin Yu
Ann. Statist. 39 (4), 1878-1915, (August 2011) DOI: 10.1214/11-AOS887
KEYWORDS: spectral clustering, Latent space model, stochastic blockmodel, clustering, convergence of eigenvectors, principal components analysis, 62H30, 62H25, 60B20
Robert L. Wolpert, Merlise A. Clyde, Chong Tu
Ann. Statist. 39 (4), 1916-1962, (August 2011) DOI: 10.1214/11-AOS889
KEYWORDS: Bayes, Besov, kernel regression, LARK, Lévy random field, Nonparametric regression, relevance vector machine, reversible jump Markov chain Monte Carlo, splines, Support Vector Machine, Wavelets, 62G08, 60E07
Axel Bücher, Holger Dette, Stanislav Volgushev
Ann. Statist. 39 (4), 1963-2006, (August 2011) DOI: 10.1214/11-AOS890
KEYWORDS: Extreme-value copula, minimum distance estimation, Pickands dependence function, weak convergence, empirical copula process, test for extreme-value dependence, 62G05, 60G32, 62G20
Peter McCullagh, Han Han
Ann. Statist. 39 (4), 2007-2020, (August 2011) DOI: 10.1214/11-AOS892
KEYWORDS: Countable measure, lack of interference, marginalization paradox, 62F15, 62C10
Jian Huang, Shuangge Ma, Hongzhe Li, Cun-Hui Zhang
Ann. Statist. 39 (4), 2021-2046, (August 2011) DOI: 10.1214/11-AOS897
KEYWORDS: Graphical structure, minimax concave penalty, penalized regression, High-dimensional data, Variable selection, oracle property, 62J05, 62J07, 62H20, 60F12
Anastasia Papavasiliou, Christophe Ladroue
Ann. Statist. 39 (4), 2047-2073, (August 2011) DOI: 10.1214/11-AOS893
KEYWORDS: Rough paths, Diffusions, fractional diffusions, generalized moment matching, Parameter estimation, 62F12, 62F12, 62M99
Wei Liu, Yuhong Yang
Ann. Statist. 39 (4), 2074-2102, (August 2011) DOI: 10.1214/11-AOS899
KEYWORDS: Model selection, parametricness index (PI), model selection diagnostics, 62J05, 62F12, 62J20
Jens-Peter Kreiss, Efstathios Paparoditis, Dimitris N. Politis
Ann. Statist. 39 (4), 2103-2130, (August 2011) DOI: 10.1214/11-AOS900
KEYWORDS: Autoregression, bootstrap, time series, 62M10, 62M15, 62G09
Ke Zhu, Shiqing Ling
Ann. Statist. 39 (4), 2131-2163, (August 2011) DOI: 10.1214/11-AOS895
KEYWORDS: ARMA–GARCH/IGARCH model, asymptotic normality, global self-weighted/local quasi-maximum exponential likelihood estimator, strong consistency, 62F12, 62M10, 62P20
Karim Lounici, Massimiliano Pontil, Sara van de Geer, Alexandre B. Tsybakov
Ann. Statist. 39 (4), 2164-2204, (August 2011) DOI: 10.1214/11-AOS896
KEYWORDS: Oracle inequalities, group lasso, minimax risk, penalized least squares, moment inequality, group sparsity, Statistical learning, 62J05, 62C20, 62F07
Denis Belomestny
Ann. Statist. 39 (4), 2205-2242, (August 2011) DOI: 10.1214/11-AOS901
KEYWORDS: Time-changed Lévy processes, Dependence, pointwise and uniform rates of convergence, composite function estimation, 62F10, 62J12, 62F25, 62H12
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