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Articles table of contents

Results : 76-100/118

Simultaneous nonparametric inference of time series

Authors:

Journal: Annals of statistics

Citation: , Simultaneous nonparametric inference of time series, Annals of statistics , 38(4), 2010, pp. 2388-2421

A deconvolution approach to estimation of a common shape in a shifted curves model

Authors: Bigot, Jérémie Gadat, Sébastien

Journal: Annals of statistics

Citation: Bigot, Jérémie et Gadat, Sébastien, A deconvolution approach to estimation of a common shape in a shifted curves model, Annals of statistics , 38(4), 2010, pp. 2422-2464

Möbius deconvolution on the hyperbolic plane with application to impedance density estimation

Authors: Huckemann, Stephan F. Kim, Peter T. Koo, Ja-Yong Munk, Axel

Journal: Annals of statistics

Citation: F. Huckemann, Stephan et al., Möbius deconvolution on the hyperbolic plane with application to impedance density estimation, Annals of statistics , 38(4), 2010, pp. 2465-2498

On the de la Garza phenomenon

Authors: Yang, Min

Journal: Annals of statistics

Citation: Yang, Min, On the de la Garza phenomenon, Annals of statistics , 38(4), 2010, pp. 2499-2524

SPADES and mixture models

Authors: Bunea, Florentina Tsybakov, Alexandre B. Wegkamp, Marten H. Barbu, Adrian

Journal: Annals of statistics

Citation: Bunea, Florentina et al., SPADES and mixture models, Annals of statistics , 38(4), 2010, pp. 2525-2558

Fractals with point impact in functional linear regression

Authors: I McKeague, an W. Sen, Bodhisattva

Journal: Annals of statistics

Citation: W. I Mckeague, An et Sen, Bodhisattva, Fractals with point impact in functional linear regression, Annals of statistics , 38(4), 2010, pp. 2559-2586

Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem

Authors: Scott, James G. Berger, James O.

Journal: Annals of statistics

Citation: G. Scott, James et O. Berger, James, Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem, Annals of statistics , 38(5), 2010, pp. 2587-2619

Sparse recovery under matrix uncertainty

Authors: Rosenbaum, Mathieu Tsybakov, Alexandre B.

Journal: Annals of statistics

Citation: Rosenbaum, Mathieu et B. Tsybakov, Alexandre, Sparse recovery under matrix uncertainty, Annals of statistics , 38(5), 2010, pp. 2620-2651

Modeling the variability of rankings

Authors: Hall, Peter Miller, Hugh

Journal: Annals of statistics

Citation: Hall, Peter et Miller, Hugh, Modeling the variability of rankings, Annals of statistics , 38(5), 2010, pp. 2652-2677

Generalized density clustering

Authors: Rinaldo, Alessandro Wasserman, Larry

Journal: Annals of statistics

Citation: Rinaldo, Alessandro et Wasserman, Larry, Generalized density clustering, Annals of statistics , 38(5), 2010, pp. 2678-2722

Nonparametric estimation of genewise variance for microarray data

Authors: Fan, Jianqing Feng, Yang Niu, Yue S.

Journal: Annals of statistics

Citation: Fan, Jianqing et al., Nonparametric estimation of genewise variance for microarray data, Annals of statistics , 38(5), 2010, pp. 2723-2850

On universal oracle inequalities related to high-dimensional linear models

Authors: Golubev, Yuri

Journal: Annals of statistics

Citation: Golubev, Yuri, On universal oracle inequalities related to high-dimensional linear models, Annals of statistics , 38(5), 2010, pp. 2751-2780

Adaptive estimation for Hawkes processes; application to genome analysis

Authors: Patricia Reynaud-Bouret, Sophie Schbath

Journal: Annals of statistics

Citation: Patricia Reynaud-bouret, Sophie Schbath, Adaptive estimation for Hawkes processes; application to genome analysis, Annals of statistics , 38(5), 2010, pp. 2781-2822

Trajectory averaging for stochastic approximation MCMC algorithms

Authors: Liang, Faming

Journal: Annals of statistics

Citation: Liang, Faming, Trajectory averaging for stochastic approximation MCMC algorithms, Annals of statistics , 38(5), 2010, pp. 2823-2856

Backfitting and smooth backfitting for additive quantile models

Authors: Young Kyung Lee Enno Mammen Byeong U. Park

Journal: Annals of statistics

Citation: Young Kyung Lee et al., Backfitting and smooth backfitting for additive quantile models, Annals of statistics , 38(5), 2010, pp. 2857-2883

Bootstrap consistency for general semiparametric M-estimation

Authors: Cheng, Guang Huang, Jianhua Z.

Journal: Annals of statistics

Citation: Cheng, Guang et Z. Huang, Jianhua, Bootstrap consistency for general semiparametric M-estimation, Annals of statistics , 38(5), 2010, pp. 2884-2915

Kernel density estimation via diffusion

Authors: Botev, Z. I. Grotowski, J. F. Kroese, D. P.

Journal: Annals of statistics

Citation: I. Botev, Z. et al., Kernel density estimation via diffusion, Annals of statistics , 38(5), 2010, pp. 2916-2957

An efficient estimator for locally stationary Gaussian long-memory processes

Authors: Palma, Wilfredo Olea, Ricardo

Journal: Annals of statistics

Citation: Palma, Wilfredo et Olea, Ricardo, An efficient estimator for locally stationary Gaussian long-memory processes, Annals of statistics , 38(5), 2010, pp. 2958-2997

Quasi-concave density estimation

Authors: Koenker, Roger Mizera, Ivan

Journal: Annals of statistics

Citation: Koenker, Roger et Mizera, Ivan, Quasi-concave density estimation, Annals of statistics , 38(5), 2010, pp. 2998-3027

Deciding the dimension of effective dimension reduction space for functional and high-dimensional data

Authors: Li, Yehua Hsing, Tailen

Journal: Annals of statistics

Citation: Li, Yehua et Hsing, Tailen, Deciding the dimension of effective dimension reduction space for functional and high-dimensional data, Annals of statistics , 38(5), 2010, pp. 3028-3062

On combinatorial testing problems

Authors: Addario-Berry, Louigi Broutin, Nicolas Devroye, Luc Lugosi, Gábor

Journal: Annals of statistics

Citation: Addario-berry, Louigi et al., On combinatorial testing problems, Annals of statistics , 38(5), 2010, pp. 3063-3092

Is Brownian motion necessary to model high-frequency data?

Authors: Aït-Sahalia, Yacine Jacod, Jean

Journal: Annals of statistics

Citation: Aït-sahalia, Yacine et Jacod, Jean, Is Brownian motion necessary to model high-frequency data?, Annals of statistics , 38(5), 2010, pp. 3093-3128

Nonparametric tests of the Markov hypothesis in continuous-time models

Authors: Aït-Sahalia, Yacine Fan, Jianqing Jiang, Jiancheng

Journal: Annals of statistics

Citation: Aït-sahalia, Yacine et al., Nonparametric tests of the Markov hypothesis in continuous-time models, Annals of statistics , 38(5), 2010, pp. 3129-3163

Decomposition tables for experiments. II. Two.one randomizations

Authors:

Journal: Annals of statistics

Citation: , Decomposition tables for experiments. II. Two.one randomizations, Annals of statistics , 38(5), 2010, pp. 3164-3190

On information plus noise kernel random matrices

Authors: El Karoui, Noureddine

Journal: Annals of statistics

Citation: El Karoui, Noureddine, On information plus noise kernel random matrices, Annals of statistics , 38(5), 2010, pp. 3191-3216

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