The following pages link to The Annals of Statistics (Q60819):
Displaying 50 items.
- Phase transition and regularized bootstrap in large-scale \(t\)-tests with false discovery rate control (Q480982) (← links)
- Estimating time-changes in noisy Lévy models (Q480983) (← links)
- On Bayesian supremum norm contraction rates (Q480984) (← links)
- Maximum smoothed likelihood estimators for the interval censoring model (Q480986) (← links)
- Correction: Rejoinder to ``A significance test for the lasso'' (Q480990) (← links)
- Classification algorithms using adaptive partitioning (Q482871) (← links)
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems (Q482875) (← links)
- Covariate assisted screening and estimation (Q482879) (← links)
- Wild binary segmentation for multiple change-point detection (Q482881) (← links)
- Optimal cross-over designs for full interaction models (Q482883) (← links)
- A new perspective on least squares under convex constraint (Q482891) (← links)
- Minimax risk of matrix denoising by singular value thresholding (Q482895) (← links)
- Asymptotic theory of generalized information criterion for geostatistical regression model selection (Q482898) (← links)
- Descartes' rule of signs and the identifiability of population demographic models from genomic variation data (Q482900) (← links)
- Least quantile regression via modern optimization (Q482902) (← links)
- CAM: causal additive models, high-dimensional order search and penalized regression (Q482906) (← links)
- Asymptotic equivalence for regression under fractional noise (Q482907) (← links)
- Influential features PCA for high dimensional clustering (Q510669) (← links)
- Discussion of ``Influential features PCA for high dimensional clustering'' (Q510671) (← links)
- Rejoinder: ``Influential features PCA for high dimensional clustering'' (Q510672) (← links)
- Nonparametric estimation of dynamics of monotone trajectories (Q510673) (← links)
- Causal inference with a graphical hierarchy of interventions (Q510675) (← links)
- Consistent model selection criteria for quadratically supported risks (Q510678) (← links)
- On the computational complexity of high-dimensional Bayesian variable selection (Q510680) (← links)
- Family-wise separation rates for multiple testing (Q510683) (← links)
- Minimax optimal rates of estimation in high dimensional additive models (Q510684) (← links)
- On marginal sliced inverse regression for ultrahigh dimensional model-free feature selection (Q510686) (← links)
- Faithful variable screening for high-dimensional convex regression (Q510689) (← links)
- High-dimensional generalizations of asymmetric least squares regression and their applications (Q510692) (← links)
- Sub-Gaussian mean estimators (Q510694) (← links)
- Convergence rates of parameter estimation for some weakly identifiable finite mixtures (Q510696) (← links)
- Global rates of convergence in log-concave density estimation (Q510698) (← links)
- Tensor decompositions and sparse log-linear models (Q524449) (← links)
- Statistical guarantees for the EM algorithm: from population to sample-based analysis (Q524451) (← links)
- Normal approximation and concentration of spectral projectors of sample covariance (Q524452) (← links)
- A general theory of hypothesis tests and confidence regions for sparse high dimensional models (Q524454) (← links)
- A Bayesian approach for envelope models (Q524457) (← links)
- Monge-Kantorovich depth, quantiles, ranks and signs (Q524458) (← links)
- Identifying the number of factors from singular values of a large sample auto-covariance matrix (Q524459) (← links)
- Consistency of spectral hypergraph partitioning under planted partition model (Q524460) (← links)
- Oracle inequalities for network models and sparse graphon estimation (Q524462) (← links)
- Approximate group context tree (Q524463) (← links)
- Flexible results for quadratic forms with applications to variance components estimation (Q524465) (← links)
- Extreme eigenvalues of large-dimensional spiked Fisher matrices with application (Q524466) (← links)
- Consistency of Markov chain quasi-Monte Carlo on continuous state spaces (Q548531) (← links)
- Approximation by log-concave distributions, with applications to regression (Q548533) (← links)
- Exponential screening and optimal rates of sparse estimation (Q548534) (← links)
- Asymptotic equivalence for inference on the volatility from noisy observations (Q548535) (← links)
- Estimation for Lévy processes from high frequency data within a long time interval (Q548536) (← links)
- Bayesian analysis of variable-order, reversible Markov chains (Q548538) (← links)
