VOL. 39 · NO. 6 | December 2011
Ann. Statist. 39 (6), (December 2011) Open Access
No abstract available
Ann. Statist. 39 (6), (December 2011) Open Access
No abstract available
Michael L. Stein
Ann. Statist. 39 (6), 2795-2819, (December 2011) DOI: 10.1214/11-AOS909 Open Access
KEYWORDS: Space–time process, spectral analysis, kriging, fixed-domain asymptotics, 60G25, 62M30, 62M15
Jinyuan Chang, Song Xi Chen
Ann. Statist. 39 (6), 2820-2851, (December 2011) DOI: 10.1214/11-AOS922 Open Access
KEYWORDS: asymptotic expansion, asymptotic normality, consistency, discrete time observation, maximum likelihood estimation, 62M05, 62F12
Juan Lucas Bali, Graciela Boente, David E. Tyler, Jane-Ling Wang
Ann. Statist. 39 (6), 2852-2882, (December 2011) DOI: 10.1214/11-AOS923 Open Access
KEYWORDS: Fisher-consistency, functional data, Method of sieves, Penalization, Principal Component Analysis, Outliers, robust estimation, 62G35, 62H25, 62G20
Evarist Giné, Richard Nickl
Ann. Statist. 39 (6), 2883-2911, (December 2011) DOI: 10.1214/11-AOS924 Open Access
KEYWORDS: rate of contraction, Posterior, nonparametric hypothesis testing, 62G20, 62G07, 62G08
Alexander Aue, Thomas C. M. Lee
Ann. Statist. 39 (6), 2912-2935, (December 2011) DOI: 10.1214/11-AOS925 Open Access
KEYWORDS: Akaike information criterion (AIC), Bayesian information criterion (BIC), image modeling, minimum description length (MDL), piecewise constant function modeling, statistical consistency, 62P30, 62H35, 62G05
Vladimir Koltchinskii
Ann. Statist. 39 (6), 2936-2973, (December 2011) DOI: 10.1214/11-AOS926 Open Access
KEYWORDS: low-rank matrix estimation, von Neumann entropy, matrix regression, Empirical processes, noncommutative Bernstein inequality, quantum state tomography, Pauli basis, 62J99, 62H12, 60B20, 60G15, 81Q99
Ben Haaland, Peter Z. G. Qian
Ann. Statist. 39 (6), 2974-3002, (December 2011) DOI: 10.1214/11-AOS929 Open Access
KEYWORDS: computer experiment, emulation, interpolation, Gaussian process, large-scale problem, multi-step procedure, numerical technique, radial basis function, ‎reproducing kernel Hilbert ‎space, 41A17, 65M12, 65G50
Yuan Liao, Wenxin Jiang
Ann. Statist. 39 (6), 3003-3031, (December 2011) DOI: 10.1214/11-AOS930 Open Access
KEYWORDS: Identified region, limited information likelihood, sieve approximation, nonparametric instrumental variable, Ill-posed problem, partial identification, Bayesian inference, shrinkage prior, regularization, 62F15, 62G08, 62G20, 62P20
Ying Ding, Bin Nan
Ann. Statist. 39 (6), 3032-3061, (December 2011) DOI: 10.1214/11-AOS934 Open Access
KEYWORDS: Accelerated failure time model, B-spline, bundled parameters, efficient score function, Semiparametric efficiency, sieve maximum likelihood estimation, 62E20, 62N01, 62D05
Richard A. Davis, Li Song
Ann. Statist. 39 (6), 3062-3091, (December 2011) DOI: 10.1214/11-AOS935 Open Access
KEYWORDS: Unit roots, moving average, 62M10
Jelena Bradic, Jianqing Fan, Jiancheng Jiang
Ann. Statist. 39 (6), 3092-3120, (December 2011) DOI: 10.1214/11-AOS911 Open Access
KEYWORDS: hazard rate, Lasso, SCAD, large deviation, oracle, 62N02, 60G44, 62F12, 60F10
Xinghua Zheng, Yingying Li
Ann. Statist. 39 (6), 3121-3151, (December 2011) DOI: 10.1214/11-AOS939 Open Access
KEYWORDS: high dimension, high frequency, integrated covariance matrix, Marčenko–Pastur equation, weighted sample covariance matrix, realized covariance matrix, 62H12, 62G99, 60F15
Javier Hualde, Peter M. Robinson
Ann. Statist. 39 (6), 3152-3181, (December 2011) DOI: 10.1214/11-AOS931 Open Access
KEYWORDS: fractional processes, nonstationarity, noninvertibility, Gaussian estimation, consistency, asymptotic normality, multiple time series, 62M10, 62F12
Bing Li, Andreas Artemiou, Lexin Li
Ann. Statist. 39 (6), 3182-3210, (December 2011) DOI: 10.1214/11-AOS932 Open Access
KEYWORDS: Contour regression, invariant kernel, inverse regression, principal components, ‎reproducing kernel Hilbert ‎space, Support Vector Machine, 62-09, 62G08, 62H12
Michael Nussbaum, Arleta Szkoła
Ann. Statist. 39 (6), 3211-3233, (December 2011) DOI: 10.1214/11-AOS933 Open Access
KEYWORDS: quantum statistics, density operators, Bayesian discrimination, exponential error rate, Holevo–Helstrom tests, quantum Chernoff bound, 62P35, 62G10
Joseph S. Koopmeiners, Ziding Feng
Ann. Statist. 39 (6), 3234-3261, (December 2011) DOI: 10.1214/11-AOS937 Open Access
KEYWORDS: Group sequential methods, Empirical process theory, diagnostic testing, 62L12, 62G05
G. Fort, E. Moulines, P. Priouret
Ann. Statist. 39 (6), 3262-3289, (December 2011) DOI: 10.1214/11-AOS938 Open Access
KEYWORDS: Markov chains, Markov chain Monte Carlo, adaptive Monte Carlo, ergodic theorems, Law of Large Numbers, adaptive Metropolis, equi-energy sampler, parallel tempering, interacting tempering, 65C05, 60F05, 62L10, 65C05, 65C40, 60J05, 93E35
Armin Schwartzman, Yulia Gavrilov, Robert J. Adler
Ann. Statist. 39 (6), 3290-3319, (December 2011) DOI: 10.1214/11-AOS943 Open Access
KEYWORDS: False discovery rate, Gaussian process, kernel smoothing, matched filter, topological inference, 62H15, 62M10
Jianqing Fan, Yuan Liao, Martina Mincheva
Ann. Statist. 39 (6), 3320-3356, (December 2011) DOI: 10.1214/11-AOS944 Open Access
KEYWORDS: Sparse estimation, thresholding, cross-sectional correlation, common factors, idiosyncratic, seemingly unrelated regression, 62H25, 62F12, 62H12
John Kolassa, John Robinson
Ann. Statist. 39 (6), 3357-3368, (December 2011) DOI: 10.1214/11-AOS945 Open Access
KEYWORDS: randomization tests, nonparametric tests, large deviations, 62G20, 62G09, 60F10
Nicolai Meinshausen, Marloes H. Maathuis, Peter Bühlmann
Ann. Statist. 39 (6), 3369-3391, (December 2011) DOI: 10.1214/11-AOS946 Open Access
KEYWORDS: Multiple testing under dependence, Westfall–Young procedure, permutations, familywise error rate, asymptotic optimality, high-dimensional inference, Sparsity, rank-based nonparametric tests, 62F03, 62J15
Xiangrong Yin, Bing Li
Ann. Statist. 39 (6), 3392-3416, (December 2011) DOI: 10.1214/11-AOS950 Open Access
KEYWORDS: Central mean subspace, central subspace, characterizing family, Characteristic function, gradient estimation, projective resampling, Wavelets, 62G08, 62B05, 62H12
L. R. Haff, P. T. Kim, J.-Y. Koo, D. St. P. Richards
Ann. Statist. 39 (6), 3417-3440, (December 2011) DOI: 10.1214/11-AOS951 Open Access
KEYWORDS: Deconvolution, Harish–Chandra c-function, Helgason–Fourier transform, Laplace–Beltrami operator, optimal rate, Sobolev ellipsoid, stochastic volatility, 62G20, 65R32
Ting-Ting Li, Hu Yang, Jane-Ling Wang, Liu-Gen Xue, Li-Xing Zhu
Ann. Statist. 39 (6), 3441-3443, (December 2011) DOI: 10.1214/11-AOS953 Open Access
KEYWORDS: Asymptotic efficiency, partial-linear single-index model, 62G05, 62G20
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