The semiparametric Bernstein-Von Mises theorem |
P. J. Bickel and B. J.K. Kleijn
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Gaussian Pseudo-Maximum Likelihood Estimation of Fractional Time Series Models |
Javier Hualde and Peter Michael Robinson
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On hyperplane alignment for linear and nonlinear sufficient dimension reduction |
Bing Li, Andreas Artemiou, and Lexin Li
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An asymptotic error bound for testing multiple quantum hypotheses |
Michael Nussbaum and Arleta Szkola
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Nonlinear Manifold Representations for Functional Data |
Dong Chen and Hans-Georg Müller
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Asymptotic Properties of the Sequential Empirical ROC, PPV and NPV Curves Under Case-Control Sampling |
Joseph S Koopmeiners and Ziding Feng
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Convergence of adaptive MCMC algorithms: ergodicity and law of large numbers |
Gersende Fort, Eric Moulines, and Pierre Priouret
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Learning high-dimensional DAGs with latent and selection variables |
Diego Colombo, Marloes H. Maathuis, Markus Kalisch, and Thomas S. Richardson
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Sequential Monitoring of Conditional Randomization Tests |
William Rosenberger and Victoria Plamadeala
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Likelihood based inference for current status data on a grid: A boundary phenomenon and an adaptive inference procedure |
Runlong Tang, Moulinath Banerjee, and Michael Kosorok
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Multiple Testing of local Maxima for Detection of Peaks in 1D |
Armin Schwartzman, Yulia Gavrilov, and Robert J Adler
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High Dimensional Covariance Matrix Estimation in Approximate Factor Models |
Jianqing Fan, Yuan Liao, and Martina Mincheva
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Saddlepoint Approximations for Likelihood Ratio Like Statistics with Applications to Permutation Tests |
John Kolassa and John Robinson
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Optimality of the Westfall-Young Permutation Procedure for Multiple Testing Under Dependence |
Nicolai Meinshausen, Marloes Maathuis, Peter Bühlmann
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UPS delivers optimal phase diagram in high dimensional variable selection |
Jiashun Jin and Pengsheng Ji
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Goodness of fit tests for a class of markov random field models |
Dan Nordman
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Latent Variable Graphical Model Selection via Convex Optimization |
Venkat Chandrasekaran, Pablo A. Parrilo, and Alan S. Willsky
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Sufficient dimension reduction based on an ensemble of minimum average variance estimators |
Xiangrong yin and Bing Li
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Minimax Estimation for Mixtures of Wishart Distributions |
Leonard R Haff, Peter T Kim, Ja-Yong Koo, and Donald S.P. Richards
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Nonparametric regression with homogeneous group testing data |
Aurore Delaigle and Peter Hall
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Correction on "Estimation for a partial-linear single-index model" |
Tingting Li, Hu Yang, Jane-Ling Wang, Liugen Xue, and Lixing Zhu
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Large-sample study of the kernel density estimators under multiplicative censoring |
Masoud Asgharian, Marco Carone, and Vahid Fakoor
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Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process |
Judith Rousseau, Nicolas Chopin, and Brunero Liseo
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T-optimal designs for discrimination between two polynomial models |
Holger Dette, Viatcheslav Melas, and Petr Shpilev
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Geometry of maximum likelihood estimation in Gaussian graphical models |
Caroline Uhler
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Methodology and theory for partial least squares applied to functional data |
Aurore Delaigle, Peter Hall
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Optimal rates of convergence for convex set estimation from support functions |
Adityanand Guntuboyina
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Some Asymptotic Results of Gaussian Random Fields with Varying Mean Functions and the Associated Processes |
Jingchen Liu and Gongjun Xu
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Kullback-Leibler aggregation and misspecified generalized linear models |
Philippe Rigollet
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Estimating Sufficient Reductions of the Predictors in Abundant High-Dimensional Regressions |
R. Dennis Cook, Liliana Forzani, and Adam Rothman
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Simultaneous confidence bands for Yule-Walker estimators and order selection |
Moritz Jirak
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Detection of correlations |
Ery Arias-Castro, Sebastien Bubeck, Gabor Lugosi
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General non-exact oracle inequalities for classes with a subexponential envelope |
Guillaume Lecue and Shahar Mendelson
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Statistical Analysis of Factor Models of High Dimension |
Jushan Bai and Kunpeng Li
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Covariance Matrix Estimation for Stationary Time Series |
Han Xiao and Wei Biao Wu
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Q-Learning with Censored Data |
Yair Goldberg and Michael R Kosorok
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A Robbins-Monro procedure for estimation in semiparametric regression models |
Bercu Bernard and Fraysse Philippe
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Factor Modelling for High-Dimensional Time Series: A Dimension-Reduction Approach |
Clifford Lam and Qiwei Yao
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Proper Local Scoring Rules |
Matthew Parry, A. Philip Dawid, and Steffen L. Lauritzen
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Proper Local Scoring Rules on Discrete Sample Spaces |
A. Philip Dawid, Steffen Lilholt Lauritzen, Matthew Parry
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Local Proper Scoring Rules of Order Two |
Werner Ehm and Tilmann Gneiting
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Bayes factors and the geometry of discrete hierarchical loglinear models |
Gerard Letac and Helene Menexia Massam
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Specification Testing for Nonlinear Cointegrating Regression |
Qiying Wang and Peter C. B. Phillips
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Identifying the Successive Blumenthal-Getoor Indices of a Discretely Observed Process |
Yacine Ait-Sahalia and Jean Jacod
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Modeling high frequency financial data by pure jump processes |
Xinbing Kong, Bingyi Jing, and Zhi Liu
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Degree of Perturbation and Scaled Cook's Distance |
Hongtu Zhu, Joseph G Ibrahim, Hyunsoon Cho
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