The following pages link to The Annals of Statistics (Q60819):
Displaying 50 items.
- Oracle inequalities for the lasso in the Cox model (Q366963) (← links)
- A loss function approach to model specification testing and its relative efficiency (Q366964) (← links)
- Asymptotic power of sphericity tests for high-dimensional data (Q366967) (← links)
- Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap (Q366968) (← links)
- Complete classes of designs for nonlinear regression models and principal representations of moment spaces (Q366969) (← links)
- Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
- Multiscale methods for shape constraints in deconvolution: confidence statements for qualitative features (Q366973) (← links)
- Fixed-smoothing asymptotics for time series (Q366976) (← links)
- Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
- Fast learning rate of multiple kernel learning: trade-off between sparsity and smoothness (Q366980) (← links)
- Universally consistent vertex classification for latent positions graphs (Q366983) (← links)
- The two-sample problem for Poisson processes: adaptive tests with a nonasymptotic wild bootstrap approach (Q366986) (← links)
- Quarticity and other functionals of volatility: efficient estimation (Q366987) (← links)
- Nonparametric inference on Lévy measures and copulas (Q366990) (← links)
- Kullback-Leibler upper confidence bounds for optimal sequential allocation (Q366995) (← links)
- Nonparametric regression with the scale depending on auxiliary variable (Q366996) (← links)
- Exact sampling and counting for fixed-margin matrices (Q366999) (← links)
- Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001) (← links)
- Regressions with Berkson errors in covariates -- a nonparametric approach (Q367002) (← links)
- Quantile and quantile-function estimations under density ratio model (Q367004) (← links)
- Robust \(T\)-optimal discriminating designs (Q385757) (← links)
- Uniformly most powerful Bayesian tests (Q385759) (← links)
- Reversible MCMC on Markov equivalence classes of sparse directed acyclic graphs (Q385762) (← links)
- Optimal detection of sparse principal components in high dimension (Q385763) (← links)
- Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors (Q385765) (← links)
- Volatility occupation times (Q385768) (← links)
- A simple bootstrap method for constructing nonparametric confidence bands for functions (Q385770) (← links)
- Asymptotic normality of maximum likelihood and its variational approximation for stochastic blockmodels (Q385773) (← links)
- Groups acting on Gaussian graphical models (Q385776) (← links)
- Inference in nonstationary asymmetric GARCH models (Q385779) (← links)
- Nonparametric Bernstein-von Mises theorems in Gaussian white noise (Q385781) (← links)
- Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions (Q385782) (← links)
- Tests for covariance matrix with fixed or divergent dimension (Q385784) (← links)
- Marginal empirical likelihood and sure independence feature screening (Q385789) (← links)
- Nearly optimal minimax estimator for high-dimensional sparse linear regression (Q385791) (← links)
- Empirical likelihood on the full parameter space (Q385793) (← links)
- Quantum local asymptotic normality based on a new quantum likelihood ratio (Q385796) (← links)
- Optimal crossover designs for the proportional model (Q385797) (← links)
- Impacts of high dimensionality in finite samples (Q385798) (← links)
- Kullback-Leibler aggregation and misspecified generalized linear models (Q447818) (← links)
- A Robbins-Monro procedure for estimation in semiparametric regression models (Q447819) (← links)
- Factor modeling for high-dimensional time series: inference for the number of factors (Q447821) (← links)
- A specification test for nonlinear nonstationary models (Q447823) (← links)
- Modeling high-frequency financial data by pure jump processes (Q447825) (← links)
- Perturbation and scaled Cook's distance (Q447828) (← links)
- Estimation in high-dimensional linear models with deterministic design matrices (Q447831) (← links)
- General nonexact oracle inequalities for classes with a subexponential envelope (Q447832) (← links)
- Bayes factors and the geometry of discrete hierarchical loglinear models (Q447834) (← links)
- Uniform fractional factorial designs (Q447835) (← links)
- Manifold estimation and singular deconvolution under Hausdorff loss (Q447839) (← links)
