The following pages link to Electronic Journal of Statistics (Q62992):
Displaying 50 items.
- Identifiability in penalized function-on-function regression models (Q259185) (← links)
- Functional models for longitudinal data with covariate dependent smoothness (Q259188) (← links)
- The explicit form of expectation propagation for a simple statistical model (Q259191) (← links)
- Brillinger mixing of determinantal point processes and statistical applications (Q259194) (← links)
- Posterior contraction rates for deconvolution of Dirichlet-Laplace mixtures (Q259196) (← links)
- Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation (Q259199) (← links)
- Multivariate generalized linear-statistics of short range dependent data (Q259201) (← links)
- Estimation of a delta-contaminated density of a random intensity of Poisson data (Q262693) (← links)
- Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
- Estimating the density of a conditional expectation (Q262700) (← links)
- Empirical Bayes estimation for the stochastic blockmodel (Q262706) (← links)
- Sufficient dimension reduction via principal L\(q\) support vector machine (Q276219) (← links)
- Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
- Reconstruction of a high-dimensional low-rank matrix (Q276225) (← links)
- Familywise error rate control via knockoffs (Q276230) (← links)
- Conditions for posterior contraction in the sparse normal means problem (Q276234) (← links)
- Optimal-order bounds on the rate of convergence to normality in the multivariate delta method (Q276236) (← links)
- A general framework for testing homogeneity hypotheses about copulas (Q276238) (← links)
- Extensive scoring rules (Q276239) (← links)
- Unequal edge inclusion probabilities in link-tracing network sampling with implications for respondent-driven sampling (Q276242) (← links)
- Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals (Q286218) (← links)
- Statistical inference versus mean field limit for Hawkes processes (Q286219) (← links)
- Minimum distance Lasso for robust high-dimensional regression (Q286223) (← links)
- Joint estimation of precision matrices in heterogeneous populations (Q302425) (← links)
- Kernel spectral clustering of large dimensional data (Q302428) (← links)
- Generalized functional additive mixed models (Q302430) (← links)
- Matrix completion via max-norm constrained optimization (Q302432) (← links)
- Almost sure hypothesis testing and a resolution of the Jeffreys-Lindley paradox (Q302434) (← links)
- On estimation of the diagonal elements of a sparse precision matrix (Q302437) (← links)
- Generalization of the Kimeldorf-Wahba correspondence for constrained interpolation (Q302441) (← links)
- Linear scoring rules for probabilistic binary classification (Q302442) (← links)
- An improved global risk bound in concave regression (Q309525) (← links)
- Joint estimation and variable selection for mean and dispersion in proper dispersion models (Q309529) (← links)
- Bayesian estimation under informative sampling (Q309532) (← links)
- Bounding the expectation of the supremum of an empirical process over a (weak) VC-major class (Q309534) (← links)
- An \(\{\ell_{1},\ell_{2},\ell_{\infty}\}\)-regularization approach to high-dimensional errors-in-variables models (Q309537) (← links)
- Bernstein-von Mises theorems for functionals of the covariance matrix (Q309540) (← links)
- Scalable Bayesian nonparametric regression via a Plackett-Luce model for conditional ranks (Q309544) (← links)
- The benefit of group sparsity in group inference with de-biased scaled group Lasso (Q309547) (← links)
- Quantile versions of the Lorenz curve (Q309552) (← links)
- Sharp minimax tests for large covariance matrices and adaptation (Q309553) (← links)
- Bootstrap confidence intervals in functional nonparametric regression under dependence (Q309554) (← links)
- Screening-based Bregman divergence estimation with NP-dimensionality (Q309558) (← links)
- Asymptotic results for multivariate estimators of the mean density of random closed sets (Q309561) (← links)
- Long signal change-point detection (Q309564) (← links)
- Thresholding least-squares inference in high-dimensional regression models (Q309566) (← links)
- Bootstrap uniform central limit theorems for Harris recurrent Markov chains (Q309568) (← links)
- Innovation, growth and aggregate volatility from a Bayesian nonparametric perspective (Q309573) (← links)
- Hypothesis testing via affine detectors (Q309575) (← links)
- Rates of convergence for robust geometric inference (Q309578) (← links)
