Volume 39; Issue 4

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The Annals of Statistics
Volume 39; Issue 4

The Annals of Statistics

Volume 39; Issue 4

1

STOCHASTIC EXPANSIONS USING CONTINUOUS DICTIONARIES: LÉVY ADAPTIVE REGRESSION KERNELS

Robert L. Wolpert, Merlise A. Clyde and Chong Tu

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 3.11 MB

english, 2011

2

ORACLE INEQUALITIES AND OPTIMAL INFERENCE UNDER GROUP SPARSITY

Karim Lounici, Massimiliano Pontil, Sara van de Geer and Alexandre B. Tsybakov

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 2.24 MB

english, 2011

3

Stochastic expansions using continuous dictionaries: Lévy adaptive regression kernels

Wolpert, Robert L., Clyde, Merlise A., Tu, Chong

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 649 KB

english, 2011

4

ON THE RANGE OF VALIDITY OF THE AUTOREGRESSIVE SIEVE BOOTSTRAP

Jens-Peter Kreiss, Efstathios Paparoditis and Dimitris N. Politis

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 1.87 MB

english, 2011

5

PARAMETRIC OR NONPARAMETRIC? A PARAMETRICNESS INDEX FOR MODEL SELECTION

Wei Liu and Yuhong Yang

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 1.96 MB

english, 2011

6

SPECTRAL CLUSTERING AND THE HIGH-DIMENSIONAL STOCHASTIC BLOCKMODEL

Karl Rohe, Sourav Chatterjee and Bin Yu

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 2.39 MB

english, 2011

7

OPTIMAL MODEL SELECTION FOR DENSITY ESTIMATION OF STATIONARY DATA UNDER VARIOUS MIXING CONDITIONS

Matthieu Lerasle

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 1.45 MB

english, 2011

8

PARAMETER ESTIMATION FOR ROUGH DIFFERENTIAL EQUATIONS

Anastasia Papavasiliou and Christophe Ladroue

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 1.67 MB

english, 2011

9

NEW ESTIMATORS OF THE PICKANDS DEPENDENCE FUNCTION AND A TEST FOR EXTREME-VALUE DEPENDENCE

Axel Bücher, Holger Dette and Stanislav Volgushev

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 2.66 MB

english, 2011

10

THE SPARSE LAPLACIAN SHRINKAGE ESTIMATOR FOR HIGH-DIMENSIONAL REGRESSION

Jian Huang, Shuangge Ma, Hongzhe Li and Cun-Hui Zhang

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 1.80 MB

english, 2011

11

GLOBAL SELF-WEIGHTED AND LOCAL QUASI-MAXIMUM EXPONENTIAL LIKELIHOOD ESTIMATORS FOR ARMA—GARCH/IGARCH MODELS

Ke Zhu and Shiqing Ling

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 1.92 MB

english, 2011

12

ON BAYES' THEOREM FOR IMPROPER MIXTURES

Peter McCullagh and Han Han

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 1.07 MB

english, 2011

13

ESTIMATION AND VARIABLE SELECTION FOR GENERALIZED ADDITIVE PARTIAL LINEAR MODELS

Li Wang, Xiang Liu, Hua Liang and Raymond J. Carroll

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 1.71 MB

english, 2011

14

Spectral clustering and the high-dimensional stochastic blockmodel

Rohe, Karl, Chatterjee, Sourav, Yu, Bin

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 402 KB

english, 2011

15

The sparse Laplacian shrinkage estimator for high-dimensional regression

Huang, Jian, Ma, Shuangge, Li, Hongzhe, Zhang, Cun-Hui

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 265 KB

english, 2011

16

Statistical inference for time-changed Lévy processes via composite characteristic function estimation

Belomestny, Denis

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 371 KB

english, 2011

17

Estimation and variable selection for generalized additive partial linear models

Wang, Li, Liu, Xiang, Liang, Hua, Carroll, Raymond J.

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 345 KB

english, 2011

18

Optimal model selection for density estimation of stationary data under various mixing conditions

Lerasle, Matthieu

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 275 KB

english, 2011

19

On Bayes’s theorem for improper mixtures

McCullagh, Peter, Han, Han

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 144 KB

english, 2011

20

Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA–GARCH/IGARCH models

Zhu, Ke, Ling, Shiqing

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 390 KB

english, 2011

21

On the range of validity of the autoregressive sieve bootstrap

Kreiss, Jens-Peter, Paparoditis, Efstathios, Politis, Dimitris N.

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 279 KB

english, 2011

22

Oracle inequalities and optimal inference under group sparsity

Lounici, Karim, Pontil, Massimiliano, van de Geer, Sara, Tsybakov, Alexandre B.

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 380 KB

english, 2011

23

Parameter estimation for rough differential equations

Papavasiliou, Anastasia, Ladroue, Christophe

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 395 KB

english, 2011

24

New estimators of the Pickands dependence function and a test for extreme-value dependence

Bücher, Axel, Dette, Holger, Volgushev, Stanislav

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 538 KB

english, 2011