The following pages link to The Annals of Statistics (Q60819):
Displaying 50 items.
- Minimax estimation for mixtures of Wishart distributions (Q450011) (← links)
- Correction: Estimation for a partial-linear single-index model (Q450012) (← links)
- Nonlinear manifold representations for functional data (Q450014) (← links)
- Sequential monitoring with conditional randomization tests (Q450017) (← links)
- Likelihood based inference for current status data on a grid: a boundary phenomenon and an adaptive inference procedure (Q450019) (← links)
- UPS delivers optimal phase diagram in high-dimensional variable selection (Q450021) (← links)
- Goodness of fit tests for a class of Markov random field models (Q450023) (← links)
- Nonparametric regression with homogeneous group testing data (Q450024) (← links)
- Large-sample study of the kernel density estimators under multiplicative censoring (Q450027) (← links)
- \(T\)-optimal designs for discrimination between two polynomial models (Q450028) (← links)
- The semiparametric Bernstein-von Mises theorem (Q450029) (← links)
- Geometry of maximum likelihood estimation in Gaussian graphical models (Q450030) (← links)
- Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes (Q450031) (← links)
- Learning high-dimensional directed acyclic graphs with latent and selection variables (Q450035) (← links)
- Methodology and theory for partial least squares applied to functional data (Q450036) (← links)
- Optimal rates of convergence for convex set estimation from support functions (Q450039) (← links)
- Detection of correlations (Q450041) (← links)
- Statistical analysis of factor models of high dimension (Q450044) (← links)
- Covariance matrix estimation for stationary time series (Q450046) (← links)
- Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047) (← links)
- Q-learning with censored data (Q450048) (← links)
- Proper local scoring rules (Q450049) (← links)
- Proper local scoring rules on discrete sample spaces (Q450050) (← links)
- Local proper scoring rules of order two (Q450053) (← links)
- A second-order efficient empirical Bayes confidence interval (Q464179) (← links)
- Single-index modulated multiple testing (Q464181) (← links)
- Estimating the quadratic covariation matrix from noisy observations: local method of moments and efficiency (Q464183) (← links)
- A characterization of strong orthogonal arrays of strength three (Q464184) (← links)
- Markov jump processes in modeling coalescent with recombination (Q464186) (← links)
- On the construction of nested space-filling designs (Q464188) (← links)
- Optimum design accounting for the global nonlinear behavior of the model (Q464189) (← links)
- Markovian acyclic directed mixed graphs for discrete data (Q464191) (← links)
- Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods (Q464192) (← links)
- Nonparametric ridge estimation (Q464193) (← links)
- Optimum mixed level detecting arrays (Q464194) (← links)
- Gaussian approximation of suprema of empirical processes (Q464197) (← links)
- When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs (Q464198) (← links)
- \(E\)-optimal designs for second-order response surface models (Q464200) (← links)
- An adaptive composite quantile approach to dimension reduction (Q464203) (← links)
- Addendum on the scoring of Gaussian directed acyclic graphical models (Q464207) (← links)
- Local case-control sampling: efficient subsampling in imbalanced data sets (Q480957) (← links)
- A central limit theorem for general orthogonal array based space-filling designs (Q480960) (← links)
- Variable selection for general index models via sliced inverse regression (Q480962) (← links)
- Anti-concentration and honest, adaptive confidence bands (Q480965) (← links)
- Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data (Q480967) (← links)
- The Bernstein-von Mises theorem and nonregular models (Q480970) (← links)
- Optimal cross-validation in density estimation with the \(L^{2}\)-loss (Q480972) (← links)
- Semiparametric Gaussian copula models: geometry and efficient rank-based estimation (Q480976) (← links)
- On the Bernstein-von Mises phenomenon for nonparametric Bayes procedures (Q480978) (← links)
- Adaptive function estimation in nonparametric regression with one-sided errors (Q480980) (← links)
