VOL. 40 · NO. 2 | April 2012
Ann. Statist. 40 (2), (April 2012) Open Access
No abstract available
Ann. Statist. 40 (2), (April 2012) Open Access
No abstract available
Philippe Rigollet
Ann. Statist. 40 (2), 639-665, (April 2012) DOI: 10.1214/11-AOS961 Open Access
KEYWORDS: Aggregation, regression, ‎classification‎, Oracle inequalities, finite sample bounds, generalized linear models, logistic regression, minimax lower bounds, 62G08, 62J12, 68T05, 62F11
Bernard Bercu, Philippe Fraysse
Ann. Statist. 40 (2), 666-693, (April 2012) DOI: 10.1214/12-AOS969 Open Access
KEYWORDS: Semiparametric estimation, estimation of a shift, estimation of a regression function, asymptotic properties, 62G05, 62G20
Clifford Lam, Qiwei Yao
Ann. Statist. 40 (2), 694-726, (April 2012) DOI: 10.1214/12-AOS970 Open Access
KEYWORDS: Autocovariance matrices, blessing of dimensionality, eigenanalysis, fast convergence rates, multivariate time series, ratio-based estimator, strength of factors, White noise, 62M10, 62H30, 60G99
Qiying Wang, Peter C. B. Phillips
Ann. Statist. 40 (2), 727-758, (April 2012) DOI: 10.1214/12-AOS975 Open Access
KEYWORDS: Intersection local time, kernel regression, nonlinear nonparametric model, nonstationary time series, specification tests, weak convergence, 62M10, 62G07, 60F05
Bing-Yi Jing, Xin-Bing Kong, Zhi Liu
Ann. Statist. 40 (2), 759-784, (April 2012) DOI: 10.1214/12-AOS977 Open Access
KEYWORDS: diffusion, pure jump process, semi-martingales, high-frequency data, Hypothesis testing, 62M05, 62G20, 60J75, 60G20
Hongtu Zhu, Joseph G. Ibrahim, Hyunsoon Cho
Ann. Statist. 40 (2), 785-811, (April 2012) DOI: 10.1214/12-AOS978 Open Access
KEYWORDS: Cook’s distance, perturbation, relative influential, conditionally scaled Cook’s distance, scaled Cook’s distance, size issue, 62J20
Jun Shao, Xinwei Deng
Ann. Statist. 40 (2), 812-831, (April 2012) DOI: 10.1214/12-AOS982 Open Access
KEYWORDS: Identifiability, projection, Ridge regression, Sparsity, thresholding, Variable selection, 62J07, 62G20, 62J05
Guillaume Lecué, Shahar Mendelson
Ann. Statist. 40 (2), 832-860, (April 2012) DOI: 10.1214/11-AOS965 Open Access
KEYWORDS: Statistical learning, fast rates of convergence, Oracle inequalities, regularization, ‎classification‎, Aggregation, Model selection, High-dimensional data, 62G05, 62H30, 68T10
Gérard Letac, Hélène Massam
Ann. Statist. 40 (2), 861-890, (April 2012) DOI: 10.1214/12-AOS974 Open Access
KEYWORDS: Bayes, sparse contingency tables, conjugate priors, characteristic function of a convex set, Dirichlet distribution, 62H17, 62C10, 62J12
Yu Tang, Hongquan Xu, Dennis K. J. Lin
Ann. Statist. 40 (2), 891-907, (April 2012) DOI: 10.1214/12-AOS987 Open Access
KEYWORDS: Discrepancy, generalized minimum aberration, generalized word-length pattern, geometrical isomorphism, uniform minimum aberration design, 62K15
Jun Li, Song Xi Chen
Ann. Statist. 40 (2), 908-940, (April 2012) DOI: 10.1214/12-AOS993 Open Access
KEYWORDS: High-dimensional covariance, Large $p$ small $n$, likelihood ratio test, testing for gene-sets, 62H15, 62G10, 62G20
Christopher R. Genovese, Marco Perone-Pacifico, Isabella Verdinelli, Larry Wasserman
Ann. Statist. 40 (2), 941-963, (April 2012) DOI: 10.1214/12-AOS994 Open Access
KEYWORDS: Deconvolution, manifold learning, minimax, 62G05, 62G20, 62H12
Judith Rousseau, Nicolas Chopin, Brunero Liseo
Ann. Statist. 40 (2), 964-995, (April 2012) DOI: 10.1214/11-AOS955 Open Access
KEYWORDS: Bayesian nonparametric, consistency, FEXP priors, Gaussian long memory processes, rates of convergence, 62G20, 62M15
Stephen E. Fienberg, Alessandro Rinaldo
Ann. Statist. 40 (2), 996-1023, (April 2012) DOI: 10.1214/12-AOS986 Open Access
KEYWORDS: Extended exponential families, extended maximum likelihood estimators, Newton–Raphson algorithm, log-linear models, sampling zeros, 62H17, 62F99
Olivier Ledoit, Michael Wolf
Ann. Statist. 40 (2), 1024-1060, (April 2012) DOI: 10.1214/12-AOS989 Open Access
KEYWORDS: Large-dimensional asymptotics, nonlinear shrinkage, rotation equivariance, 62H12, 62G20, 15A52
Helene Gehrmann, Steffen L. Lauritzen
Ann. Statist. 40 (2), 1061-1073, (April 2012) DOI: 10.1214/12-AOS991 Open Access
KEYWORDS: Conditional independence, Invariance, maximum likelihood estimation, patterned mean vector, symmetry, 62H12, 62F99
John Ehrlinger, Hemant Ishwaran
Ann. Statist. 40 (2), 1074-1101, (April 2012) DOI: 10.1214/12-AOS997 Open Access
KEYWORDS: Critical direction, gradient-correlation, regularization, repressibility, solution path, 62J05, 62J99
Yunwen Yang, Xuming He
Ann. Statist. 40 (2), 1102-1131, (April 2012) DOI: 10.1214/12-AOS1005 Open Access
KEYWORDS: efficiency, empirical likelihood, high quantiles, prior, Posterior, 62J05, 62F12, 62G20
Enno Mammen, Christoph Rothe, Melanie Schienle
Ann. Statist. 40 (2), 1132-1170, (April 2012) DOI: 10.1214/12-AOS995 Open Access
KEYWORDS: Nonparametric regression, two-stage estimators, simultaneous equation models, empirical process, 62G08, 62G20
Alekh Agarwal, Sahand Negahban, Martin J. Wainwright
Ann. Statist. 40 (2), 1171-1197, (April 2012) DOI: 10.1214/12-AOS1000 Open Access
KEYWORDS: high-dimensional inference, nuclear norm, composite regularizers, 62F30, 62F30, 62H12
Ryan J. Tibshirani, Jonathan Taylor
Ann. Statist. 40 (2), 1198-1232, (April 2012) DOI: 10.1214/12-AOS1003 Open Access
KEYWORDS: Lasso, generalized lasso, Degrees of freedom, high-dimensional, 62J07, 90C46
Viktor Todorov, George Tauchen
Ann. Statist. 40 (2), 1233-1262, (April 2012) DOI: 10.1214/12-AOS1006 Open Access
KEYWORDS: Laplace transform, time-varying scale, high-frequency data, jumps, inference, 62F12, 62M05, 60H10, 60J75
Kari Lock Morgan, Donald B. Rubin
Ann. Statist. 40 (2), 1263-1282, (April 2012) DOI: 10.1214/12-AOS1008 Open Access
KEYWORDS: Randomization, treatment allocation, Experimental design, clinical trial, causal effect, Mahalanobis distance, Hotelling’s $T^{2}$, 62K99
Mathias Drton, Aldo Goia
Ann. Statist. 40 (2), 1283-1284, (April 2012) DOI: 10.1214/12-AOS988 Open Access
KEYWORDS: Compound matrix, graphical models, Multivariate analysis, random determinant, Random matrix, tetrad, 60E05, 62H10
No abstract available
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