The following pages link to The Annals of Statistics (Q60819):
Displaying 50 items.
- Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process (Q447843) (← links)
- Maximum likelihood estimation in log-linear models (Q447845) (← links)
- Estimation of means in graphical Gaussian models with symmetries (Q447850) (← links)
- Characterizing \(L_{2}\)Boosting (Q447853) (← links)
- Bayesian empirical likelihood for quantile regression (Q447855) (← links)
- Nonparametric regression with nonparametrically generated covariates (Q447858) (← links)
- Noisy matrix decomposition via convex relaxation: optimal rates in high dimensions (Q447861) (← links)
- Degrees of freedom in lasso problems (Q447864) (← links)
- Realized Laplace transforms for pure-jump semimartingales (Q447866) (← links)
- Rerandomization to improve covariate balance in experiments (Q447869) (← links)
- Correction on `Moments of minors of Wishart matrices' (Q447871) (← links)
- Equi-energy sampler with applications in statistical inference and statistical mechanics (Q449937) (← links)
- Discussion of ``Equi-energy sampler'' by Kou, Zhou and Wong (Q449939) (← links)
- Risk hull method and regularization by projections of ill-posed inverse problems (Q449941) (← links)
- The Bernstein-von Mises theorem for the proportional hazard model (Q449942) (← links)
- Asymptotic equivalence of nonparametric autoregression and nonparametric regression (Q449943) (← links)
- Nonparametric estimation of mean-squared prediction error in nested-error regression models (Q449945) (← links)
- Texture synthesis and nonparametric resampling of random fields (Q449946) (← links)
- Resampling methods for spatial regression models under a class of stochastic designs (Q449947) (← links)
- Affinely invariant matching methods with discriminant mixtures of proportional ellipsoidally symmetric distributions (Q449948) (← links)
- On the Benjamini-Hochberg method (Q449951) (← links)
- Stepup procedures for control of generalizations of the familywise error rate (Q449953) (← links)
- A general asymptotic scheme for inference under order restrictions (Q449956) (← links)
- ANOVA for diffusions and Itō processes (Q449957) (← links)
- Confidence regions for high quantiles of a heavy tailed distribution (Q449958) (← links)
- Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition (Q449961) (← links)
- Optimal designs which are efficient for lack of fit tests (Q449963) (← links)
- Efficient likelihood estimation in state space models (Q449965) (← links)
- 2010 Rietz lecture: When does the screening effect hold? (Q449966) (← links)
- On the approximate maximum likelihood estimation for diffusion processes (Q449968) (← links)
- Robust functional principal components: a projection-pursuit approach (Q449971) (← links)
- Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\) (Q449972) (← links)
- On image segmentation using information theoretic criteria (Q449974) (← links)
- Von Neumann entropy penalization and low-rank matrix estimation (Q449975) (← links)
- Accurate emulators for large-scale computer experiments (Q449978) (← links)
- Posterior consistency of nonparametric conditional moment restricted models (Q449980) (← links)
- A sieve M-theorem for bundled parameters in semiparametric models, with application to the efficient estimation in a linear model for censored data (Q449981) (← links)
- Unit roots in moving averages beyond first order (Q449984) (← links)
- Regularization for Cox's proportional hazards model with NP-dimensionality (Q449987) (← links)
- On the estimation of integrated covariance matrices of high dimensional diffusion processes (Q449988) (← links)
- Gaussian pseudo-maximum likelihood estimation of fractional time series models (Q449990) (← links)
- Principal support vector machines for linear and nonlinear sufficient dimension reduction (Q449992) (← links)
- An asymptotic error bound for testing multiple quantum hypotheses (Q449994) (← links)
- Asymptotic properties of the sequential empirical ROC, PPV and NPV curves under case-control sampling (Q449996) (← links)
- Convergence of adaptive and interacting Markov chain Monte Carlo algorithms (Q449997) (← links)
- Multiple testing of local maxima for detection of peaks in 1D (Q450000) (← links)
- High-dimensional covariance matrix estimation in approximate factor models (Q450002) (← links)
- Saddlepoint approximations for likelihood ratio like statistics with applications to permutation tests (Q450004) (← links)
- Asymptotic optimality of the Westfall-Young permutation procedure for multiple testing under dependence (Q450006) (← links)
- Sufficient dimension reduction based on an ensemble of minimum average variance estimators (Q450007) (← links)
