Editorial Board
  Editorial Policy
 
The Aims
The Review Process
  Contacts
  Electronic Access
  Published Papers
Future Papers
  Instructions for Authors
Preparation of Manuscripts
Submission of Manuscripts
Supplement Instructions
Copyright, Page Charges and Author Offprints
  Procedures for Handling Manuscripts
  Referees
Guidelines for Referees
Guidelines for Associate Editors
Ethical Principles
  Subscriptions
  Back Issues
  Article Reprints
 
 
   
   
 

Papers to Appear in Subsequent Issues

An asymptotic error bound for testing multiple quantum hypotheses

Michael Nussbaum and Arleta Szkola

Multiscale Methods for Shape Constraints in Deconvolution: Confidence Statements for Qualitative Features

Johannes Schmidt-Hieber, Axel Munk, and Lutz Duembgen

Fast Learning Rate of Multiple Kernel Learning: Trade-off Between Sparsity and Smoothness

Taiji Suzuki and Masashi Sugiyama

Universally consistent vertex classification for latent position graphs

Minh Tang, Daniel L. Sussman, and Carey E. Priebe

Fixed-Smoothing Asymptotics for Time Series

Xianyang Zhang and Xiaofeng Shao

The two-sample problem for Poisson processes: adaptive tests with a non-asymptotic wild bootstrap approach

Magalie Fromont, Béatrice Laurent, Patricia Reynaud-Bouret

Quarticity and other functionals of volatility: efficient estimation

Jean Jacod and Mathieu Rosenbaum

Nonparametric inference on Lévy measures and copulas

Axel Bücher and Mathias Vetter

Robust T-optimal discriminating designs

Holger Dette, Viatcheslaw Melas, and Petr Shpilev

Maximum-likelihood Estimation for Diffusion Processes via Closed-form Transition Density Expansions

Chenxu Li

Kullback-Leibler Upper Confidence Bounds for Optimal Sequential Allocation

Olivier Cappé, Aurélien Garivier, Odalric-Ambrym Maillard, Rémi Munos, and Gilles Stoltz

Learning High-Dimensional Mixtures of Graphical Models

Animashree Anandkumar, Daniel Hsu, Furong Huang, and Sham Kakade

Convergence of the Gaussian quasi-likelihood random fields for ergodic Levy driven SDE observed at high frequency

Hiroki Masuda

Regressions with Berkson errors in covariates - A nonparametric approach

Susanne M. Schennach

Uniformly Most Powerful Bayesian Tests

Valen Earl Johnson

Asymptotic Normality of Maximum Likelihood and its Variational Approximation for Stochastic Blockmodels

Peter Bickel, David Choi, Xiangyu Chang, and Hai Zhang

Reversible MCMC on Markov equivalence classes of sparse directed acyclic graphs

Yangbo He, Jinzhu Jia, and Bin Yu

Nonparametric regression with the scale depending on auxiliary variable

Sam Efromovich

Optimal detection of sparse principal components in high dimension

Quentin Berthet and Philippe Rigollet

Optimal Sparse Volatility Matrix Estimation for High Dimensional Ito Processes With Measurement Errors

Yazhen Wang, Minjing Tao, and Harrison H. Zhou

Quantile and quantile-function estimations under density ratio model

Jiahua Chen and Yukun Liu

Groups related to Gaussian graphical models

Jan Draisma, Sonja Kuhnt, and Piotr Zwiernik

Exact sampling and counting for fixed-margin matrices

Jeffrey W Miller and Matthew T Harrison

Inference in non stationary asymmetric GARCH models

Christian Francq and Jean-Michel Zakoian

Nonparametric Bernstein-von Mises Theorems

Ismael Castillo and Richard Nickl

Central Limit Theorems for Classical Likelihood Ratio Tests for High-Dimensional Normal Distributions

Tiefeng Jiang and Fan Yang

Volatility Occupation Times

Jia Li, Viktor Todorov, and George Tauchen

Tests for Covariance Matrix with Fixed or Divergent Dimension

Rongmao Zhang, Liang Peng, and Ruodu Wang

A simple bootstrap method for constructing confidence bands for functions

Peter Gavin Hall and Joel Horowitz

Pseudo-likelihood methods for community detection in large sparse networks

Arash A Amini, Aiyou Chen, Peter J Bickel, and Elizaveta Levina

Marginal Empirical Likelihood and Sure Independence Feature Screening

Jinyuan Chang, Cheng Yong Tang, and Yichao Wu

Equivalence of distance-based and RKHS-based statistics in hypothesis testing

Dino Sejdinovic, Bharath Sriperumbudur, Arthur Gretton, and Kenji Fukumizu

Nearly optimal minimax estimator for high dimensional sparse linear regression

Li Zhang

The Asymptotics of Ranking Algorithms

John C Duchi, Lester Mackey, and Michael I. Jordan
 
   
 
 

web site contact: imswebmaster@imstat.org