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Articles table of contents

Results : 51-75/121

Valid confidence intervals for post-model-selection predictors

Authors: François Bachoc Hannes Leeb Benedikt M. Pötscher

Journal: Annals of statistics

Citation: François Bachoc et al., Valid confidence intervals for post-model-selection predictors, Annals of statistics , 47(3), 2019, pp. 1475-1504

A robust and efficient approach to causal inference based on sparse sufficient dimension reduction

Authors: Shujie Ma Liping Zhu Zhiwei Zhang Chih-Ling Tsai Raymond J. Carroll

Journal: Annals of statistics

Citation: Shujie Ma et al., A robust and efficient approach to causal inference based on sparse sufficient dimension reduction, Annals of statistics , 47(3), 2019, pp. 1505-1535

The maximum likelihood threshold of a path diagram

Authors: Mathias Drton Christopher Fox Andreas Käufl Guillaume Pouliot

Journal: Annals of statistics

Citation: Mathias Drton et al., The maximum likelihood threshold of a path diagram, Annals of statistics , 47(3), 2019, pp. 1536-1553

Convex regularization for high-dimensional multiresponse tensor regression

Authors: Garvesh Raskutti Ming Yuan Han Chen

Journal: Annals of statistics

Citation: Garvesh Raskutti et al., Convex regularization for high-dimensional multiresponse tensor regression, Annals of statistics , 47(3), 2019, pp. 1554-1584

Large sample theory for merged data from multiple sources

Authors: Takumi Saegusa

Journal: Annals of statistics

Citation: Takumi Saegusa, Large sample theory for merged data from multiple sources, Annals of statistics , 47(3), 2019, pp. 1585-1615

Khinchine.s theorem and Edgeworth approximations for weighted sums

Authors: Sergey G. Bobkov

Journal: Annals of statistics

Citation: Sergey G. Bobkov, Khinchine.s theorem and Edgeworth approximations for weighted sums, Annals of statistics , 47(3), 2019, pp. 1616-1633

Distributed inference for quantile regression processes

Authors: Stanislav Volgushev Shih-Kang Chao Guang Cheng

Journal: Annals of statistics

Citation: Stanislav Volgushev et al., Distributed inference for quantile regression processes, Annals of statistics , 47(3), 2019, pp. 1634-1662

Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data

Authors: Yuta Koike

Journal: Annals of statistics

Citation: Yuta Koike, Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data, Annals of statistics , 47(3), 2019, pp. 1663-1687

Causal Dantzig: Fast inference in linear structural equation models with hidden variables under additive interventions

Authors: Dominik Rothenhäusler Peter Bühlmann Nicolai Meinshausen

Journal: Annals of statistics

Citation: Dominik Rothenhäusler et al., Causal Dantzig: Fast inference in linear structural equation models with hidden variables under additive interventions, Annals of statistics , 47(3), 2019, pp. 1688-1722

Nonpenalized variable selection in high-dimensional linear model settings via generalized fiducial inference

Authors: Jonathan P. Williams Jan Hannig

Journal: Annals of statistics

Citation: Jonathan P. Williams et Jan Hannig, Nonpenalized variable selection in high-dimensional linear model settings via generalized fiducial inference, Annals of statistics , 47(3), 2019, pp. 1723-1753

Super-resolution estimation of cyclic arrival rates

Authors: Ningyuan Chen Donald K. K. Lee Sahand N. Negahban

Journal: Annals of statistics

Citation: Ningyuan Chen et al., Super-resolution estimation of cyclic arrival rates, Annals of statistics , 47(3), 2019, pp. 1754-1775

Sequential multiple testing with generalized error control: An asymptotic optimality theory

Authors: Yanglei Song Georgios Fellouris

Journal: Annals of statistics

Citation: Yanglei Song et Georgios Fellouris, Sequential multiple testing with generalized error control: An asymptotic optimality theory, Annals of statistics , 47(3), 2019, pp. 1776-1803

Exact recovery in the Ising blockmodel

Authors: Quentin Berthet Philippe Rigollet Piyush Srivastava

Journal: Annals of statistics

Citation: Quentin Berthet et al., Exact recovery in the Ising blockmodel, Annals of statistics , 47(4), 2019, pp. 1805-1834

Maximum likelihood estimation in Gaussian models under total positivity

Authors: Steffen Lauritzen Caroline Uhler Piotr Zwiernik

Journal: Annals of statistics

Citation: Steffen Lauritzen et al., Maximum likelihood estimation in Gaussian models under total positivity, Annals of statistics , 47(4), 2019, pp. 1835-1863

Maximum likelihood estimation in transformed linear regression with nonnormal errors

Authors: Xingwei Tong Fuqing Gao Kani Chen Dingjiao Cai Jianguo Sun

Journal: Annals of statistics

Citation: Xingwei Tong et al., Maximum likelihood estimation in transformed linear regression with nonnormal errors, Annals of statistics , 47(4), 2019, pp. 1864-1892

Hypothesis testing for densities and high-dimensional multinomials: Sharp local minimax rates

Authors: Sivaraman Balakrishnan Larry Wasserman

Journal: Annals of statistics

Citation: Sivaraman Balakrishnan et Larry Wasserman, Hypothesis testing for densities and high-dimensional multinomials: Sharp local minimax rates, Annals of statistics , 47(4), 2019, pp. 1893-1927

The BLUE in continuous-time regression models with correlated errors

Authors: Holger Dette Andrey Pepelyshev Anatoly Zhigljavsky

Journal: Annals of statistics

Citation: Holger Dette et al., The BLUE in continuous-time regression models with correlated errors, Annals of statistics , 47(4), 2019, pp. 1928-1959

Adaptive-to-model checking for regressions with diverging number of predictors

Authors: Falong Tan Lixing Zhu

Journal: Annals of statistics

Citation: Falong Tan et Lixing Zhu, Adaptive-to-model checking for regressions with diverging number of predictors, Annals of statistics , 47(4), 2019, pp. 1960-1994

Nonparametric screening under conditional strictly convex loss for ultrahigh dimensional sparse data

Authors: Xu Han

Journal: Annals of statistics

Citation: Xu Han, Nonparametric screening under conditional strictly convex loss for ultrahigh dimensional sparse data, Annals of statistics , 47(4), 2019, pp. 1995-2022

Local stationarity and time-inhomogeneous Markov chains

Authors: Lionel Truquet

Journal: Annals of statistics

Citation: Lionel Truquet, Local stationarity and time-inhomogeneous Markov chains, Annals of statistics , 47(4), 2019, pp. 2023-2050

High-dimensional change-point detection under sparse alternatives

Authors: Farida Enikeeva Zaid Harchaoui

Journal: Annals of statistics

Citation: Farida Enikeeva et Zaid Harchaoui, High-dimensional change-point detection under sparse alternatives, Annals of statistics , 47(4), 2019, pp. 2051-2079

Perturbation bootstrap in adaptive Lasso

Authors: Debraj Das Karl Gregory S. N. Lahiri

Journal: Annals of statistics

Citation: Debraj Das et al., Perturbation bootstrap in adaptive Lasso, Annals of statistics , 47(4), 2019, pp. 2080-2116

Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions

Authors: Pierre Alquier Vincent Cottet Guillaume Lecué

Journal: Annals of statistics

Citation: Pierre Alquier et al., Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions, Annals of statistics , 47(4), 2019, pp. 2117-2144

Cross validation for locally stationary processes

Authors: Stefan Richter Rainer Dahlhaus

Journal: Annals of statistics

Citation: Stefan Richter et Rainer Dahlhaus, Cross validation for locally stationary processes, Annals of statistics , 47(4), 2019, pp. 2145-2173

Generalized cluster trees and singular measures

Authors: Yen-Chi Chen

Journal: Annals of statistics

Citation: Yen-chi Chen, Generalized cluster trees and singular measures, Annals of statistics , 47(4), 2019, pp. 2174-2203

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