Kernel methods in machine learning |
Thomas Hofmann, Bernhard Scholkopf, and Alexander J. Smola
|
Correction Note: Strong invariance principles for sequential Bahadur-Kiefer
and Vervaat error processes of long-range dependent processes |
Miklos Csorgo, Barbara Szyszkowicz, and Lihong Wang
|
Statistical modelling of causal effects in continuous time |
Judith K. Lok
|
Pre-conditioning for feature selection and regression in high-dimensional problems |
Debashis Paul, Eric Bair, Trevor Hastie and Robert Tibshirani
|
One-step Sparse Estimates in Nonconcave Penalized Likelihood Models |
Hui Zou and Runze Li |
Rates of contraction of posterior distributions based on Gaussian process priors |
van der Vaart and van Zanten
|
Adaptive estimation of and oracle inequalities for probability densities and characteristic functions |
Sam Efromovich
|
Current status data with competing risks: consistency and rates of convergence of the MLE |
Piet Groeneboom, Marloes H. Maathuis, and Jon A. Wellner
|
Current status data with competing risks: limiting distribution of the MLE |
Piet Groeneboom, Marloes H. Maathuis, and Jon A. Wellner
|
Adaptive Goodness-of-Fit Tests based on Signed Ranks |
Angelika Rohde
|
Data-driven Sobolev tests of uniformity on compact Riemannian manifolds |
P.E. Jupp
|
Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles |
Jean-Francois Coeurjolly
|
Estimation for Almost Periodic Processes |
Murray Rosenblatt, and Keh-Shin Lii
|
A CLT for regularized sample covariance matrices |
Ofer Zeitouni, and Greg W Anderson
|
High Dimensional Classification Using Features Annealed Independence Rules |
Jianqing Fan, and Yingying Fan
|
Multivariate spacings based on data depth: I. construction of nonparametric tolerance regions |
Regina Y Liu, and Jun Li
|
Admissible Predictive Density Estimation |
Lawrence Brown, Edward I. George, and Xinyi Xu
|
Composite Quantile Regression and The Oracle Model Selection Theory |
Hui Zou, and Ming Yuan
|
Optimal Rank-based Tests for Homogeneity of Scatter |
Marc Hallin, and Davy Paindaveine
|
Adaptive Variance Function Estimation in Heteroscedastic Nonparametric Regression |
Tony Cai, and Lie Wang
|
The Distribution of Maxima of Approximately Gaussian Random Fields |
Yuval Nardi, David O. Siegmund, and B. Yakir
|
Parametric Bootstrap Approximation to the Distribution of Eblup, and Related Prediction Intervals in Linear Mixed Models |
Snigdhansu Chatterjee, Partha Lahiri, and Huilin Li
|
Robust Nonparametric Estimation via Wavelet Median Regression |
Larry Brown, Tony Cai, and Harrison H. Zhou
|
Limit Theorems for Weighted Samples with Applications to Sequential Monte Carlo Methods |
Randal Douc, and Eric Moulines
|
A General Trimming Approach to Robust Cluster Analysis |
Luis A. Garcia-Escudero, Alfonso Gordaliza, Carlos Matran, and Agustin Mayo-Iscar
|
Common Functional Principal Components |
Michael Benko, Wolfgang Hardle, and Alois Kneip
|
Fence methods for mixed model selection |
Jiming Jiang, J. Sunil Rao, Zhonghua Gu, and Thuan Nguyen
|
Optimal Designs for Mixed Models in Experiments Based On Ordered Units |
Dibyen Majumdar, and John Stufken
|
Semiparametric Detection of Significant Activation for Brain fMRI |
Chunming Zhang and Tao Yu
|
The Sparsity and Bias of the Lasso Selection in High-dimensional Linear Regression |
Cun-Hui Zhang, and Jian Huang
|
Multiscale Inference about a Density |
Guenther Walther, and Lutz Dümbgen
|
Moments of Minors of Wishart Matrices |
Mathias Drton, Helene Massam, and Ingram Olkin
|
Higher Order Semiparametric Frequentist Inference with the Profile Sampler |
Guang Cheng, and Michael R Kosorok
|
Locally Adaptive Estimation of Evolutionary Wavelet Spectra |
Sebastien Van Bellegem, and Rainer von Sachs
|
Asymptotic equivalence for nonparametric regression with multivariate and random design |
Markus Reiß
|
Searching for a Trail of Evidence in a Maze |
Ery Arias-Castro, Emmanuel J. Candes, Hannes Helgason, and Ofer Zeitouni
|
A Wavelet Whittle estimator of the memory parameter of a non-stationary Gaussian time series |
François Roueff, Eric Moulines, and Murad Taqqu
|
On the Behrens-Fisher problem: a globally convergent algorithm and a finite-sample study of the Wald, LR and LM Tests |
Alexandre Belloni, and Gustavo Didier
|
Dimension Reduction Based on Constrained Canonical Correlation and Variable Filtering |
Jianhui Zhou, and Xuming He
|
A multivariate central limit theorem for randomized orthogonal array sampling designs in computer experiments |
Wei-Liem Loh
|
Analysis of Variance, Coefficient of Determination, and F-Test for Local Polynomial Regression |
Li-Shan Huang, and Jianwei Chen
|
An Algorithmic and a Geometric Characterization of Coarsening At Random |
Richard Gill, and Peter D. Grunwald
|
Confidence Bands in Nonparametric Time Series Regression |
Zhibiao Zhao, and Wei Biao Wu
|
Estimation of Distributions, Moments and Quantiles in Deconvolution Problems |
Soumendra N Lahiri, and Peter Hall
|
Adaptive Estimation of the Excess of a Distribution Function |
Ion Grama, and Vladimir Spokoiny
|
General Frequentist Properties of the Posterior Profile Distribution |
Guang Cheng, and Michael R. Kosorok
|
Choice of Neighbour Order in Nearest-Neighbour Classification |
Peter Hall, Byeong U. Park, and Richard Samworth
|
A Data-Driven Block Thresholding Approach to Wavelet Estimation |
Tony Cai, and Harrison H. Zhou
|
A class on Renyi information estimators for multidimensional densities |
Nikolai Leonenko, Luc Pronzato, and Vippal Savani
|
Stein estimation for the drift of Gaussian processes using the Malliavin calculus |
Nicolas Privault, and Anthony Reveillac
|
Trimming and likelihood: Robust location and dispersion estimation in the elliptical model |
Juan Antonio Cuesta-Albertos, Carlos Matran, and Agustin Mayo-Iscar
|
Evaluation of Formal Posterior Distributions via Markov Chain Arguments |
Morris L. Eaton, James P. Hobert, Galin L. Jones, and Wen-Lin Lai
|
Residual Empirical Processes for Long and Short Memory Time Series |
Ngai Hang Chan, and Ling Shiqing
|
Profile-Kernel Likelihood Inference With Diverging Number of Parameters |
Clifford Lam, and Jiangqing Fan
|
Multiple Local Whittle Estimation in Stationary Systems |
Peter Michael Robinson
|
Learning by Mirror Averaging |
A. Juditsky, Philippe Rigollet, and Alexandre Tsybakov
|
Gibbs posterior for variable selection in high dimensional classification and data mining |
Wenxin Jiang, and Martin A. Tanner
|
Local Antithetic Sampling with Scrambled Nets |
Art B Owen
|
Tilted Euler characteristic densities for Central Limit random fields, with application to `bubbles' |
Nicholas Chamandy, Keith J. Worsley, Jonathan Taylor and
Frederic Gosselin
|
Monte-Carlo maximum likelihood estimation for discretely observed diffusion processes |
Alexandros Beskos, Omiros Papaspiliopoulos, and Gareth Roberts
|
Inference for the limiting cluster size distribution of extreme values |
Christian Yann Robert
|
Functional Deconvolution in a Periodic Setting |
Marianna Pensky, and Theofanis Sapatinas
|
Quantile pyramids for Bayesian nonparametrics |
Nils Lid Hjort, and Stephen G. Walker
|
Proportional hazards models with continuous marks |
Yanqing Sun, Peter B. Gilbert, and Ian W. McKeague
|
Extending the Scope of Empirical Likelihood |
Nils Lid Hjort, Ian W. McKeague, and Ingrid Van Keilegom
|
Multivariate Archimedean Copulas, D-monotone Functions and L1-norm Symmetric Distributions |
Alexander J. McNeil, and Johanna Neslehova
|
Robustness of multiple testing procedures against dependence |
Sandy Clarke, and Peter Hall
|
Consistencies and Rates of Convergence of Jump-Penalized Least Squares Estimators |
Leif Boysen, Angela Kempe, Volkmar Liebscher, Axel Munk, and Olaf Wittich
|
Operator norm consistent estimation of large dimensional sparse covariance matrices |
Noureddine El Karoui
|
Support points of locally optimal designs for nonlinear models |
Min Yang, and John Stufken
|
Statistical Inference for Semiparametric Varying-coefficient Partially Linear Models with Generated Regressors |
Yong Zhou, and Hua Liang
|
Consistency of support vector machines for forecasting the evolution of an unknown ergodic dynamical system from observations with unknown noise |
Ingo Steinwart, and Marian Anghel
|
Smoothing Splines Estimators for Functional Linear Regression |
Christophe Crambes, Alois Kneip, and Pascal Sarda
|
Inference for Censored Quantile Regression Models in Longitudinal studies |
Huixia Wang and Mendel Fygenson
|
Minimum Distance Regression Model Checking with Berkson Measurement Errors |
Hira Koul, and Weixing Song
|
Efficient estimation for homothetic shifted regression models |
Myriam Vimond
|
A note on the stationary bootstrap's variance |
Dan Nordman
|
Testing for Jumps in a Discretely Observed Process |
Yacine Ait-Sahalia, and Jean Jacod
|
On the false discovery rate and an asymptotically optimal rejection curve |
Helmut Finner, Thorsten Dickhaus, and Markus Roters
|
Robust Estimation for ARMA models |
Nora Muler, Daniel Peña, and Victor Jaime Yohai
|
Likelihood ratio tests and singularities |
Mathias Drton
|
Asymptotic Inference for Semiparametric Association Models |
Gerhard Osius
|
Discussion of "One-step sparse estimates in nonconcave penalized likelihood models (H. Zou and R. Li) |
Peter Bühlmann, and Lukas Meier
|
Who cares if it is a white cat or a black cat? Discussion of "One-step sparse estimates in nonconcave penalized likelihood models (H. Zou and R. Li) |
Xiao-Li Meng
|
Discussion of "One-step sparse estimates in nonconcave penalized likelihood models (H. Zou and R. Li) |
Cun-Hui Zhang
|
Rejoinder: "One-step sparse estimates in nonconcave penalized likelihood models" |
Hui Zou, and Runze Li
|
Gaussian model selection with an unknown variance |
Yannick Baraud, Christophe Giraud, and Sylvie Huet
|
The pseudo-marginal approach for efficient Monte Carlo computations |
Christophe Andrieu and Gareth Oliver Roberts
|
Confidence Regions, Regularization and Non-Parametric Regression |
Patrick Laurie Davies, Arne Kovac, and Monika Meise
|
A universal procedure for aggregating estimators |
Alexander Goldenshluger
|
Improving SAMC Using Smoothing Methods: Theory and Applications |
Faming Liang
|
A Pseudo Empirical Likelihood Approach for Stratified Samples with Nonresponse |
Fang Fang, Quan Hong, and Jun Shao
|
Estimating a concave distribution function from data corrupted with additive noise |
Frank van der Meulen and Geurt Jongbloed
|
SCAD-Penalized Regression in High-Dimensional Partially Linear Models |
Huiliang Xie and Jian Huang
|
Spectrum estimation for large dimensional covariance matrices |
Noureddine El Karoui
|
Lasso-type Recovery of Sparse Representations for High-dimensional Data |
Nicolai Meinshausen, and
Bin Yu
|
Statistical eigen-inference from large Wishart matrices |
N. Raj Rao, James Mingo, Roland Speicher, and Alan Edelman
|
The Composite Absolute Penalties Family for Grouped and Hierarchical Variable Selection |
Peng Zhao, Guilherme Veiga da Rocha, and Bin Yu
|
Empirical Likelihood for Estimating Equations with Missing Values |
Song X Chen and Dong Wang
|
An adaptive step-down procedure with proven FDR control |
Yulia Gavrilov, Yoav Benjamini and Sanat K Sarkar
|
The Formal Definition of Reference Priors |
James O. Berger, Jose M. Bernardo and Dongchu Sun
|
Propagation of Outliers in Multivariate Data |
Fatemah Alqallaf, Stefan Van Aelst, Victor Yohai, and Ruben Zamar
|
An RKHS Formulation of the Inverse Regression Dimension Reduction Problem |
Tailen Hsing and Haobo Ren
|
The maximum of the periodogram of stationary process |
Lin Zhengyan and Liu Weidong
|
Differentiability Of T-Functionals Of Location And Scatter |
Richard Dudley
|
The Chernoff lower bound for symmetric quantum hypothesis testing |
Michael Nussbaum and Arleta Szkola
|
Matrix representations and independencies in directed acyclic graphs |
Giovanni Maria Marchetti and Nanny Wermuth
|
On surrogate loss functions and f-divergences |
XuanLong Nguyen, Martin Wainwright, and Michael Jordan
|
Asymptotics in response-adaptive designs generated by a two-color, randomly reinforced urn |
Caterina May and Nancy Flournoy
|
A Nonmanipulable Test |
Wojciech Olszewski and Alvaro Sandroni
|
Dimension reduction for non-elliptically distributed predictors |
Bing Li and Yuexiao Dong
|
New Multi-sample Nonparametric Tests For Panel Count Data |
N. Balakrishnan and Xingqiu Zhao
|
Covariance Regularization by Thresholding |
Peter J Bickel and Elizaveta Levina
|
Asymptotics For Spherical Needlets |
P. Baldi, G. Kerkyacharian, Domenico Marinucci, and D. Picard
|
ChangePoint Estimation Under Adaptive Sampling |
George Michailidis and Moulinath Banerjee
|
Building and Using Semiparametric Tolerance Regions for Parametric Multinomial Models |
Jiawei Liu and Bruce G Lindsay
|
Does Median Filtering Truly Preserve Edges Better Than Linear Filtering? |
Ery Arias-Castro and David L. Donoho
|
Multivariate Analysis and Jacobi Ensembles: Largest eigenvalue, Tracy Widom Limits and Rates of Convergence |
Iain M. Johnstone
|
Consistency of Bayesian Procedures for Variable Selection |
George Casella, F. Javier Giron, M. L. Martinez, and Elias Moreno
|
Adaptative estimation for inverse problem. Propagation Approach |
Vladimir Spokoiny and Céline Vial
|
Consistency of restricted maximum likelihood estimators of principal components |
Debashis Paul and Jie Peng
|
Limit Distribution Theory for Maximum Likelihood Estimation of a Log-Concave Density |
Fadoua Balabdaoui, Kaspar Rufibach and Jon A. Wellner
|
On nonparametric and semiparametric testing for multivariate time series |
Yoshihiro Yajima and Yasumasa Matsuda
|
Nonparametric estimation of composite functions |
Oleg Lepski, Anatoli Juditsky, Alexandre Tsybakov
|
Multiscale local change point detection with applications to Value-at-Risk |
Vladimir Spokoiny
|
Nonlinear Sequential Designs for Logistic Item Response Theory Models with Applications to Computerized Adaptive Tests |
Hua-Hua Chang and Zhiliang Ying
|
Minimal sufficient causation and directed acyclic graphs |
Tyler J. Vanderweele and James M. Robins
|
Case-Control Survival Analysis With a General Semiparametric Shared Frailty Model - A Pseudo Full Likelihood Approach |
Malka Gorfine, Li Hsu, and David Zucker
|
A new multiple testing method in the dependent case |
Arthur Cohen, Harold Sackrowitz, and Minya Xu
|
On generalized false discovery rate |
Sanat K. Sarkar and Wenge Guo
|
Finite Sample Convergence Results for Principal Component Analysis: A matrix perturbation approach |
Boaz Nadler
|
Flexible Covariance Estimation in Graphical Models |
Bala Rajaratnam, Helene Massam, and Carlos Carvalho
|
Simultaneous analysis of Lasso and Dantzig selector |
Peter J. Bickel, Ya'acov Ritov, and Alexandre Tsybakov
|
Sparse Recovery in Convex Hulls via Entropy Penalization |
Vladimir Koltchinskii
|
On-line predictive linear regression |
Vladimir Vovk, Ilia Nouretdinov, and Alex Gammerman
|
Fast learning rates in statistical inference through aggregation |
Jean-Yves Audibert
|