Editorial Board
  Editorial Policy
 
The Aims
The Review Process
  Contacts
  Electronic Access
  Published Papers
Future Papers
  Ethical Principles for Authors, Referee, AE and Editors
  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
  Subscriptions
  Back Issues
  Article Reprints
  Subscribe to Mailing List
 
 
   
   
 

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

Markovian acyclic directed mixed graphs for discrete data

Robin Evans and Thomas Richardson

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

Florian Maire, Randal Douc, and Jimmy Olsson

Nonparametric Ridge Estimation

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

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

William Shannon Fithian and Trevor John Hastie

Least Quantile of Squares Regression Via Modern Optimization

Dimitris Bertsimas and Rahul Mazumder

Optimum Mixed Level Detecting Arrays

Ce Shi, Yu Tang, and Jianxing Yin
Gaussian approximation of suprema of empirical processes Victor Chernozhukov, Denis Chetverikov, and Kengo Kato

A central limit theorem for general orthogonal array based space-filling designs

Xu He and Peter Z. G. Qian

Variable Selection for General Index Models Via Sliced Inverse Regression

Bo Jiang and Jun S. Liu

Classification algorithms using adaptive partitioning

Albert Cohen, Peter Binev, Wofgang Dahmen, and Ronald DeVore

Anti-Concentration and Honest, Adaptive Confidence Bands

Victor Chernozhukov, Denis Chetverikov, and Kengo Kato

Nonparametric independence screening and structural identification for ultra-high dimensional longitudinal data

Ming-Yen Cheng, Toshio Honda, Jialiang Li, and Heng Peng

When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs

Axel Bücher, Johan Segers, and Stanislav Volgushev

Optimal Computational and Statistical Rates of Convergence for Sparse Nonconvex Learning Problems

Zhaoran Wang, Han Liu, and Tong Zhang

The Bernstein-von Mises theorem and non-regular models

Natalia A. Bochkina and Peter J. Green

Optimal cross-validation in density estimation with the L2-loss

Alain Celisse

E-optimal designs for second order response surface models

Holger Dette and Yuri Grigoriev

An Adaptive Composite Quantile Approach to Dimension Reduction

Efang Kong and Yingcun Xia

Covariance Assisted Screening and Estimation

Tracy Ke, Jiashun Jin, and Jianqing Fan

Semiparametric Gaussian copula models: Geometry and efficient rank-based estimation

Johan Segers, Ramon van den Akker, and Bas J.M. Werker

Wild Binary Segmentation for multiple change-point detection

Piotr Fryzlewicz

On the Bernstein-von Mises phenomenon for nonparametric Bayes procedures

Richard Nickl and Ismael Castillo

Optimal cross-over designs for full interaction models

Rosemary A. Bailey and Pierre Druilhet

Adaptive function estimation in nonparametric regression with one-sided errors

Moritz Jirak, Alexander Meister, and Markus Reiß

Phase Transition and Regularized Bootstrap in Large Scale t-tests with False Discovery Rate Control

Liu Weidong and Shao Qi-Man

Estimating time-changes in noisy Lévy models

Adam David Bull

Exact minimax estimation of the predictive density in sparse Gaussian models

Gourab Mukherjee and Iain M Johnstone

Statistical Inference For Persistent Homology

Sivaraman Balakrishnan, Brittany Terese Fasy, Fabrizio Lecci, Alessandro Rinaldo, Aarti Singh, and Larry Wasserman

On Bayesian supremum norm contraction rates

Ismael Castillo

A new perspective on least squares under convex constraint

Sourav Chatterjee

Partial Distance Correlation with Methods for Dissimilarities

Gabor J Szekely and Maria L Rizzo

Maximum smoothed likelihood estimation for the interval censoring model

Piet Groeneboom

Minimax Risk of Matrix Denoising by Singular Value Thresholding

David L. Donoho and Matan Gavish

Asymptotic Theory of Generalized Information Criterion for Geostatistical Regression Model Selection

Chih-Hao Chang, Hsin-Cheng Huang, and Ching-Kang Ing

Consistency of maximum likelihood estimation for some dynamical systems

Kevin McGoff, Sayan Mukherjee, Natesh Pillai, and Andrew Nobel

CAM: Causal additive models, high-dimensional order search and penalized regression

Peter Bühlmann, Jonas Peters, and Jan Ernest

Correction Note: Rejoinder to "A Significance Test for the Lasso"

Richard Lockhart, Jonathan Taylor, Ryan Joseph Tibshirani, and Robert Tibshirani

Asymptotic Equivalence for Regression under Fractional Noise

Johannes Schmidt-Hieber

Saturated Locally Optimal Designs Under Differentiable Optimality Criteria

Linwei Hu, Min Yang, and John Stufken

Descartes' rule of signs and the identifiability of population demographic models from genomic variation data

Anand Bhaskar and Yun S. Song

Fast network community detection by SCORE

Jiashun Jin

A New Permutation Test Statistic for Complete Block Designs

Inga Samonenko and John Robinson

ROP: Matrix Recovery via Rank-One Projections

Tony Cai and Anru Zhang

Rate-Optimal Posterior Contraction for Sparse PCA

Harrison Zhou and Chao Gao
 
   
 
 

web site contact: imswebmaster@imstat.org