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Papers to Appear in Subsequent Issues

Estimating Sparse Precision Matrix: Optimal Rates of Convergence and Adaptive Estimation

Harrison Zhou, T. Tony Cai, and Weidong Liu

A significance test for the lasso

Richard Lockhart, Jonathan Taylor, Ryan Tibshirani, Robert Tibshirani

A Remark on the Rates of Convergence for Integrated Volatility

Jean Jacod and Markus Reiss

Gemini: Graph estimation with matrix variate normal instances

Shuheng Zhou

Inverse Regression for Longitudinal Data

Ci-Ren Jiang, Wei Yu, and Jane-Ling Wang

Estimation and model selection in generalized additive partial linar models for correlated data with diverging number of covariates

Li Wang, Lan Xue, Annie Qu, and Hua Liang

Convergence of linear functionals of the Grenander estimator under misspecification

Hanna Katarzyna Jankowski

Oracally Efficient Estimation of Autoregressive Error Distribution with Simultaneous Confidence Band

Jiangyan Wang, Rong Liu, Fuxia Cheng, and Lijian Yang

Strong Oracle Optimality of Folded Concave Penalized Estimation

Lingzhou Xue, Jianqing Fan, and Hui Zou

Robust Subspace Clustering

Mahdi Soltanolkotabi, Ehsan Elhamifar, and Emmanuel Jean Candes

Sharp bounds on the variance in randomized experiments

Peter M. Aronow, Donald P. Green, and Donald K.K. Lee

Discussion of "A Significance Test for the Lasso"

Peter Bühlmann, Lukas Meier, and Sara van de Geer

Comments on “A Significance Test for the Lasso”

Tony Cai and Ming Yuan

Discussion on "A Significance Test for the Lasso"

Jianqing Fan and Zheng Tracy Key

Discussion: "A Significance Test for the Lasso"

Jinchi Lv and Zemin Zheng

Assumption-Free High-Dimensional Inference: Discussion of LTTT

Larry Wasserman

Discussion of Lockhardt et al.

Andreas Buja and Larry Brown

A Semiparametric Spatial Dynamic Model

Yan Sun, Hongjia Yan, Wenyang Zhang, and Zudi Lu

Endogeneity in High Dimensions

Jianqing Fan and Yuan Liao

Dominating countably many forecasts

Mark Schervish, Joseph Kadane, and Teddy Seidenfeld

Pivotal Estimation via Square-root Lasso in Nonparametric Regression

Alexandre Belloni, Victor Chernozhukov, and Lie Wang

Generalized resolution for orthogonal arrays

Ulrike Grömping and Hongquan Xu

Markovian acyclic directed mixed graphs for discrete data

Robin Evans and Thomas Richardson

Bayesian Variable Selection with Shrinking and Diffusing Priors

Naveen Naidu Narisetty and Xuming He

Community Detection in Random Networks

Ery Arias-Castro and Nicolas Verzelen

Comparison of Asymptotic Variances of Inhomogeneous Markov Chains with Application to Markov Chain Monte Carlo Methods

Florian Maire, Randal Douc, and Jimmy Olsson

Nonparametric Maximum Likelihood Approach to Multiple Change-Point Problems

Changliang Zou, Guosheng Yin, Long Feng, and Zhaojun Wang

Reply to Discussions of “A Significance Test for the Lasso”

Rob Tibshirani, Richard Lockhart, Jonathan Taylor, and Ryan J. Tibshirani

Merging and Testing Opinions

Luciano Pomatto, Nabil Al-Najjar, and Alvaro Sandroni

Efficient estimation of integrated volatility in presence of infinite variation jumps

Viktor Todorov and Jean Jacod

Further Results on Controlling the False Discovery Proportion

Wenge Guo, Li He, and Sanat K. Sarkar

Posterior contraction in sparse Bayesian factor models for massive covariance matrices

Debdeep Pati, Anirban Bhattacharya, Natesh Pillai, and David Dunson

Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments

Valentine Genon-Catalot and Catherine Larédo

Addendum on the scoring of Gaussian directed acyclic graphical models

Jack Kuipers, Giusi Moffa, and David Heckerman

Nonparametric Ridge Estimation

Christopher Genovese, Marco Perone-Pacifico, Isabella Verdinelli, and Larry Wasserman

A second-order efficient empirical Bayes confidence interval

Masayo Yoshimori and Partha Lahiri

Local Case-Control Sampling: Efficient Subsampling in Imbalanced Data Sets

William Shannon Fithian and Trevor John Hastie

On asymptotically optimal confidence regions and tests for high-dimensional models

Sara Anna van de Geer, Peter Bühlmann, and Ya'acov Ritov

Single-Index Modulated Multiple Testing

Lilun Du and Chunming Zhang

Least Quantile of Squares Regression Via Modern Optimization

Dimitris Bertsimas and Rahul Mazumder

Estimating the quadratic covariation matrix from noisy observations: local method of moments and efficiency

Markus Reiß, Markus Bibinger, Nikolaus Hautsch, and Peter Malec

A Characterization of Strong Orthogonal Arrays of Strength Three

Yuanzhen He and Boxin Tang

The Spatial Distribution in Infinite Dimensional Spaces and Related Quantiles and Depths

Anirvan Chakraborty and Probal Chaudhuri

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