The Annals of Statistics 2008: Vol 36 Index & Table of Contents

2008·2.8 MB·English

THE ANNALS
of
STATISTICS
AN OFFICIAL JOURNAL OF THE
INSTITUTE OF MATHEMATICAL STATISTICS
VOLUME 36
2008

CONTENTS OF VOLUME 36
Articles
AIT-SAHALIA, YACINE. Closed-form likelihood expansions for
multivariate diffusions 906-937
ANDERES, ETHAN B. AND STEIN, MICHAEL L. Estimating defor-
mations of isotropic Gaussian random fields on the plane 719-741
ANDERSON, GREG W. AND ZEITOUNI, OFER. A CLT for regular-
ized sample covariance matrices ..............eeeeeee e e ar
ARIAS-CASTRO, ERY, CANDES, EMMANUEL J., HELGASON,
HAANND ZNEITOEUNIS, OF ER. Searfocr ah triailn ofg ev i-
dence in a maze 1726-1757
BAIR, ERIC, HASTIE, TREVOR, TIBSHIRANI, ROBERT AND PAUL,
DEBASHIS. “Preconditioning” for feature selection and re-
gression in high-dimensional problems ....................-- 1595-1618
BARRON, ANDREW R., COHEN, ALBERT, DAHMEN, WOLFGANG
AND DEVORE, RONALD A. Approximation and learning by
Si ss i556 in Sag ead ieee eee
BELKIN, MIKHAIL, BOUSQUET, OLIVIER AND VON LUXBURG,
ULRIKE. Consistency of spectral clustering ................
BELLONiI, ALEXANDRE AND DIDIER, GUSTAVO. On the Behrens—
Fisher problem: A globally convergent algorithm and a finite-
sample study of the Wald, LR and LM tests 2377-2408
BERGER, JAMES O. AND SUN, DONGCHU. Objective priors for the
bivariate normal model 963-982
BICKEL, PETER. Random matrix theory: A program of the statistics
and applied mathescimencaes itnstiitucte a(SAlMSI )
BICKEL, PETER J. AND LEVINA, ELIZAVETA. Regularized estima-
tion of laree COWENIAROG WURINICES «56.0 65s 06 c ca tawincecevnads 199-227
BICKEL, PETER J. AND LEVINA, ELIZAVETA. Covariance regular-
Seis Diy II 6 io sos 0 gb we berets oweseenqeeennece 2577-2604
BLANCHARD, GILLES, BOUSQUET, OLIVIER AND MASSART, PAS-
CAL. Statistical performance of support vector machines .... 489-531
BOUSQUET, OLIVIER, MASSART, PASCAL AND BLANCHARD,
GILLES. Statistical performance of support vector machines . 489-531
BOUSQUET, OLIVIER, VON LUXBURG, ULRIKE AND BELKIN,
MIKHAIL. Consistency of spectral clustering...............
BREIDT, F. JAY AND OPSOMER, JEAN D. Endogenous post-
stratification in surveys: Classifying with a sample-fitted model 403-427
BROWN, LAWRENCE D., CAI, T. TONY, LEVINE, MICHAEL AND
WANG, LIE. Effect of mean on variafnunccteio n estimation
in nonparametric regression 646-664
iV INDEX
BROWN, LAWRENCE D., CAI, T. TONY AND ZHOU, HARRISON H.
Robust nonparametric estimation via wavelet median regression 2055-2084
BROWN, LAWRENCE D., GEORGE, EDWARD I. AND XU, XINYI.
Admissible predictive density estimation 1156-1170
BUHLMANN, PETER AND MEIER, LUKAS. 1534-1541
CAI, T. TONY, LEVINE, MICHAEL, WANG, LIE AND BROWN,
LAWRENCE D._ Effect of mean on variance function estima-
tion in nonparametric regression 646-664
Cal, T. TONY AND WANG, LIE. Adaptive variance function esti-
2025-2054
mation in heteroscedastic nonparametric regression
CAI, T. TONY, ZHOU, HARRISON H. AND BROWN, LAWRENCE D.
Robust nonparametric estimation via wavelet median regression 2055-2084
CANDES, EMMANUEL J., HELGASON, HANNES, ZEITOUNI, OFER
AND ARIAS-CASTRO, ERY. Searching for a trail of evidence
in a maze 726-1757
CARVALHO, CARLOS M., RAJARATNAM, BALA AND MASSAM,
HELENE. Flexible covariance estimation in graphical Gaus-
SERRE ES Mog RJR raw eave wien ee sone avera ser toye rose ye na so oreo ee Boe 2818-2849
CHAMANDY, N., WORSLEY, K. J., TAYLOR, J. AND GOSSELIN, F.
Tilted Euler characteristic densities for Central Limit random
fields, with application to “bubbles” 2471-2507
CHAMBAZ, ANTOINE AND ROUSSEAU, JUDITH. Bounds for
Bayesian order identification with application to mixtures ..... 938-962
CHAN, NGAI HANG AND LING, SHIQING. Residual empirical
processes for long and short memory time series.............. 2453-2470
CHATTERJEE, SNIGDHANSU, LAHIRI, PARTHA AND LI, HUILIN.
Parametric bootstrap approximation to the distribution of
EBLUP and related prediction intervals in linear mixed models 1221-1245
CHEN, JIANWEI AND HUANG, LI-SHAN. Analysis of variance,
coefficient of determination and F-test for local polynomial
regression
CHEN, SHU-CHUAN, LINDSAY, BRUCE G., MARKATOU, MARI-
ANTHI, RAY, SURAJIT AND YANG, KE. Quadratic distances
on probabilities: A unified foundation 983-1006
CHEN, SONG XI, GAO, JITI AND TANG, CHENG YONG. A test for
model specification of diffusion processes .................-- 167-198
CHEN, XIAOHONG, HONG, HAN AND TAROZZI, ALESSANDRO.
Semiparametric efficiency in GMM models with auxiliary data 808-843
CHENG, CHING-SHUI AND XU, HONGQUAN. A complementary
445-457
| a re oe Te
INDEX
CHENG, GUANG AND KOSOROK, MICHAELR. Higher order semi-
parametric frequentist inference with the profile sampler 1786-1818
CHENG, GUANG AND KOSOROK, MICHAEL R._ General frequen-
tist properties of the posterior profile distribution 1819-1853
CLEMENCON, STEPHAN, LUGOSI, GABOR AND VAYATIS, NICO-
LAS. Ranking and empirical minimizatioonf U-statistics .... 844-874
COEURJOLLY, JEAN-FRANCOIS. Hurst exponent estimation of lo-
cally self-similar Gaussian processes using sample quantiles... 1404-1434
COHEN, ALBERT, DAHMEN, WOLFGANG, DEVORE, RONALD A.
AND BARRON, ANDREW R._ Approximation and learning by
greedy algorithms
CUESTA-ALBERTOS, JUAN A., MATRAN, CARLOS AND MAYO-
ISCAR, AGUSTIN. Trimming and likelihood: Robust location
and dispersion estimation in the elliptical model 2284-2318
DAHMEN, WOLFGANG, DEVORE, RONALD A., BARRON, AN-
DREW R. AND COHEN, ALBERT. Approximation and learn-
ing by greedy algorithms 64-94
DELAIGLE, AURORE, HALL, PETER AND MEISTER, ALEXANDER.
On deconvolution with repeated measurements 665-685
DEVORE, RONALD A., BARRON, ANDREW R., COHEN, ALBERT
AND DAHMEN, WOLFGANG. Approximation and learning by
greedy algorithms
DIDIER, GUSTAVO AND BELLONI, ALEXANDRE. On the Behrens—
Fisher problem: A globally convergent algorithm and af inite-
sample study of the Wald, LR and LM tests.................. 2377-2408
Douc, RANDAL AND MOULINES, ERIC. Limit theorems for
weighted samples with applicatot sieqouenntsia l Monte Carlo
methods 2344-2376
DRTON, MATHIAS, MASSAM, HELENE AND OLKIN, INGRAM.
Moments of minors of Wishart matrices ..................--- 2261-2283
DUMBGEN, LUTZ AND WALTHER, GUNTHER. Multiscale infer-
ence about a density 1758-1785
EATON, MORRIS L., HOBERT, JAMES P., JONES, GALIN L. AND
LAI, WEN-LIN. Evaluation of formal posterior distributions
2423-2452
Vin: DERRY COON IRIE in 555s eraser dadeersweieoenns
EDELMAN, ALAN, RAO, N. RAJ, MINGO, JAMES A. AND SPE-
ICHER, ROLAND. Statistical eigen-inference from large
WUE IG oii oo kiki heise ch ig eegaen ee eweeses 2850-2885
EFROMOVICH, SAM. Adaptive estimation of and oracle inequalities
for probability densities and characteristic functions .......... 1127-1155
Vi INDEX
EL KAROUI, NOUREDDINE. Operator norm consistent estimation
2717-2756
of large-dimensional sparse covariance matrices..............
EL KAROUI, NOUREDDINE. Spectrum estimation for large dimen-
sional covariance matrices using random matrix theory 2757-2790
FAN, JIANQING AND FAN, YINGYING. High-dimensional classifi-
cation using features annealed independence rules............ 2605-2637
FAN, JIANQING AND LAM, CLIFFORD. Profile-kernel likelihood
inference with diverging number of parameters............... 2232-2260
FAN, YINGYING AND FAN, JIANQING. High-dimensional classifi-
2605-2637
cation using features annealed independence rules............
FANG, X. AND HEDAYAT, A. S._ Locally D-optimal designs based
on aclass of composed models resulted from blending Emax and
O-COOTNNNE GIDEON. 5.w 65 5s oc coo see ceciwss's seawecvewen 428-444
FRYZLEWICZ, PIOTR, SAPATINAS, THEOFANIS AND SUBBA RAO,
SUHASINI. Normalized least-squares estimation in_ time-
Fare Pe oooh cen Sues RoRReeKS excuse een 742-786
GAO, JiTIl, TANG, CHENG YONG AND CHEN, SONG XI. At est for
model specification of diffusion processes .............-..04. 167-198
GARCIA-ESCUDERO, LUIS A., GORDALIZA, ALFONSO, MATRAN,
CARLOS AND MAYO-ISCAR, AGUSTIN. A general trimming
approach to robust cluster analysis ..................2.20000- 1324-1345
GENOVESE, CHRISTOPHER AND WASSERMAN, LARRY. Adaptive
Sera Wi peste ce tenn abausteccantaees 875-905
GEORGE, EDWARD I., XU, XINYI AND BROWN, LAWRENCE D.
Admissible predictive density estimation 1156-1170
GILL, RICHARD D. AND GRUNWALD, PETER D. An algorithmic
and a geometric characterization of coarsening at random 2409-2422
GORDALIZA, ALFONSO, MATRAN, CARLOS, MAYO-ISCAR,
AGUSTIN AND GARCIA-ESCUDERO, LUIS A. A general
trimming approach to robust cluster analysis ................. 1324—1345
GOSSELIN, F., CHAMANDY, N., WORSLEY, K. J. AND TAYLOR, J.
Tilted Euler characteristic densities for Central Limit random
fields, with application to “bubbles” 2471-2507
GRAMA, ION AND SPOKOINY, VLADIMIR. Statistics of extremes
by oracle estimation 1619-1648
GROENEBOOM, PIET, MAATHUIS, MARLOES H. AND WELLNER,
JON A. Current status data with competing risks: Consistency
and rates of convergence of the MLE 1031-1063
GROENEBOOM, PIET, MAATHUIS, MARLOES H. AND WELLNER,
JON A. Current status data with competing risks: Limiting dis-
tribution of the MLE 1064—1089
INDEX
GRUNWALD, PETER D. AND GILL, RICHARD D. An algorithmic
and a geometric characterization of coarsening at random 2409-2422
GU, ZHONGHUA, NGUYEN, THUAN, JIANG, JIMING AND RAO, J.
SUNIL. Fence methods for mixed model selection 1669-1692
GUO, HONGWEN AND KOUL, HIRA L. Asymptotic inference in
some heteroscedastic regression models with long memory de-
CE NG IE iii. 9's Ga hinneaindee3s iiheiesed 458-487
HALL, PETER AND JIN, JIASHUN. Properties of higher criticism
under strong dependence 381-402
HALL, PETER AND LAHIRI, SOUMENDRAN. Estimation of distri-
butions, moments and quantiles in deconvolution problems .. . . 2110-2134
HALL, PETER, MEISTER, ALEXANDER AND DELAIGLE, AURORE.
On deconvolution with repeated measurements ...............
HALL, PETER, PARK, BYEONG U. AND SAMWORTH, RICHARD J.
Choice of neighbor order in nearest-neighbor classification ... . 2135-
HALLIN, MARC AND PAINDAVEINE, DAVY. Optimal rank-based
tests for homogeneity of scatter 1261-1298
HASTIE, TREVOR, TIBSHIRANI, ROBERT, PAUL, DEBASHIS AND
BAIR, ERIC. “Preconditioning” for feature selection and re-
gressioinn high-dimensional problems ....................-- 1595-1618
HE, XUMING AND ZHOU, JIANHUI. Dimension reduction based on
constrained canonical correlation and variable filtering........ 1649-1668
HEDAYA.A ST. ,AN D FANG, X. Locally D-optimal designs based
on a class of composed models resulted from blending Emax and
CRD COMIITIIIONE TNIEIN oc ks Wid ian cn evncedawaccenvedeas 428-444
HELGASON, HANNES, ZEITOUNI, OFER, ARIAS-CASTRO, ERY
AND CANDES, EMMANUEL J. Searching for a trail of evi-
dence in a maze 1726-1757
HOBERT, JAMES P., JONES, GALIN L., LAI, WEN-LIN AND EATON,
Morris L. Evaluation of formal posterior distributions via
REMOY CU SIR oo. once seyndi sks Mo Ree eee enales 2423-2452
HOBERT, JAMES P. AND MARCHEV, DOBRIN. A theoretical com-
parison of the data augmentation, marginal augmentation and
eRe Nb a oa.i inis cian nie Naive ene cee een aE
HOFFMANN, MARC AND REISS, MARKUS. Nonlinear estimation
for linear inverse problems with error in the operator
HOFMANN, THOMAS, SCHOLKOPF, BERNHARD AND SMOLA,
ALEXANDER J. Kernel methods in machine learning 1171-1220
HONG, HAN, TAROZZI, ALESSANDRO AND CHEN, XIAOHONG.
Semiparametric efficiency in GMM models with auxiliary data 808-843
Vill INDEX
HOROWITZ, JOEL L., MA, SHUANGGE AND HUANG, JIAN. As-
ymptotic properties of bridge estimators in sparse high-dimen-
ST SO IO nis icse ss vin is ern tee eee ates 587-613
HUANG, JIAN, HOROWITZ, JOEL L. AND MA, SHUANGGE. As-
ymptotic properties of bridge estimators in sparse high-dimen-
SH SERN IONS kis ohio 8h hen a Rewer neeein wus 587-613
HUANG, JIAN AND ZHANG, CUN-HUI. The sparsity and bias of
the Lasso selection in high-dimensional linear regression 1567-1594
HUANG, LI-SHAN AND CHEN, JIANWEI. Analysis of variance,
coefficient of determination and F-test for local polynomial
regression 2085-2109
JIANG, JIMING, RAO, J. SUNIL, GU, ZHONGHUA AND NGUYEN,
THUAN. Fence methods for mixed model selection 1669-1692
JIANG, WENXIN AND TANNER, MARTIN A. _ Gibbs posterior for
variable selection in high-dimensional classification and data
I ieee ad citys eh Gaud «buus eae evamer nak bemeaans 2207-2231
JIN, JIASHUN AND HALL, PETER. Properties of higher criticism
under strong dependence 381-402
JOHNSTONE, IAIN M. Multivariate analysis and Jacobi ensem-
bles: Largest eigg envalue, Tracy—Widom limits and rates of
convergence 2638-2716
JONES, GALIN L., LAI, WEN-LIN, EATON, Morris L. AND
HOBERT, JAMES P. Evaluation of formal posterior distribu-
tions via Markov chain arguments......................0005 2423-2452
JUDITSKY, A., RIGOLLET, P. AND TSYBAKOV, A. B. Learning by
NN iis tren cne sae cixenae eerie sess neebcreehwads 2183-2206
Jupp, P.E. Data-driven Sobolev tests of uniformity yo n compact Rie-
SUD RE ARE ARINT NSA NAS FS oo ccc 6 eosin sa S26 huss scogha bb cle Gta Gaede ee 1246-1260
KOSOROK, MICHAEL R. AND CHENG, GUANG. Higher order
semiparametric frequentist inference with the profile sampler 1786-1818
KOSOROK, MICHAEL R. AND CHENG, GUANG. General frequen-
tist properties of the posterior profile distribution 1819-1853
KOUL, HIRA L. AND GUO, HONGWEN. Asymptotic inference in
some heteroscedastic regression models with long memory de-
NIN hoki oo Fea un ne ecnne th oR eaamsaraaadaas 458-487
LAFFERTY, JOHN AND WASSERMAN, LARRY. Rodeo: Sparse,
greedy nonparametric regression 28-63
LAHIRI, PARTHA, LI, HUILIN AND CHATTERJEE, SNIGDHANSU.
Parametric bootstrap approximation to the distribution of
EBLUP and related prediction intervals in linear mixed models 1221-1245
INDEX
LAHIRI, SOUMENDRA N. AND HALL, PETER. Estimation of dis-
tributions, moments and quantiles in deconvolution problems
LAI, WEN-LIN, EATON, MORRIS L., HOBERT, JAMES P. AND
JONES, GALIN L. Evaluation of formal posterior distributions
via Markov Chaim argues... 556i cesacecasuscuvecueen 2423-2452
LAM, CLIFFORD AND FAN, JIANQING. Profile-kernel likelihood
inference with diverging number of parameters............... 2232-2260
LEONENKO, NIKOLAI, PRONZATO, LUC AND SAVANI, VIPPAL.
A class of Rényi information estimators for multidimensional
CD issiiincas oiatexedseakt tvineseaes 2153-2182
LEVINA, ELIZAVETA AND BICKEL, PETER J. Regularized estima-
tion of large covariance matrices 199-227
LEVINA, ELIZAVETA AND BICKEL, PETER J. Covariance regular-
SLO Ty SE nia 50 0M aKiwekeceeesaksteaienks 2577-2604
LEVINE, MICHAEL, WANG, LIE, BROWN, LAWRENCE D. AND
CAI, T. TONY. Effect of mean on variance function estima-
tion in nonparametric regression 646-664
Li, HUILIN, CHATTERJEE, SNIGDHANSU AND LAHIRI, PARTHA.
Parametric bootstrap approximation to the distribution of
EBLUP and related prediction intervals in linear mixed models 1221-1245
Li, JUN AND LIU, REGINA Y. Multivariate spacings based on data
depth: I. Construction of nonparametric multivariate tolerance
iii wd wake'su 3 2o pe tia eeaegaa eee 1299-1323
LI, RUNZE AND LIANG, HUA. Variable selection in semiparametric
SO I so seo sds hens van cwde tas enn bedeias wekude 261-286
Li, RUNZE AND ZOU, HUI. One-step sparse estimates in noncon-
cave penalized likelihood models ........................45- 1509-1533
Li, RUNZE AND ZOU, HUI. Rejoinder 1561-1566
LIANG, HUA AND LI, RUNZE. Variable selection in semiparametric
MII HREIOE 5 ois he kncatesssaatreo net 261-286
LINDSAY, BRUCE G., MARKATOU, MARIANTHI, RAY, SURAJIT,
YANG, KE AND CHEN, SHU-CHUAN. Quadratic distances on
probabilities: A unified foundation 983-1006
LING, SHIQING AND CHAN, NGAI HANG. Residual empirical
processes for long and short memory time series.............. 2453-2470
LINTON, OLIVER, SPERLICH, STEFAN AND VAN KEILEGOM, IN-
GRID. Estimation of a semiparametric transformation model 686-718
LIU, REGINA Y. AND LI, JUN. Multivariate spacings based on data
depth: I. Construction of nonparametric multivariate tolerance
TO ons hanks baie Senses eae eee eskase ates aeraaseeeD 1299-1323
INDEX
LOH, WEI-LIEM. A multcenitravl liamit rtheoirema fotr raendo m-
ized orthogonal array sampling designs in computer experiments 1983-2023
LOK, JUDITH J. Statistical modeling of causal effects in continuous
time 1464-1507
LUGOSI, GABOR, VAYATIS, NICOLAS AND CLEMENCON,
STEPHAN. Ranking and empirical minimization of U-statis-
Er iit in eka anwenis ss eenee ee nee Man Ree eae eae aw ees 844-874
, SHUANGGE, HUANG, JIAN AND HOROWITZ, JOEL L. As-
ymptotic properties of bridge estimatorisn sparse high-dimen-
I TIN ak 6 6 bb cs inisin se Seinen ee oder scaencus 587-613
MAATHUIS, MARLOES H., WELLNER, JON A. AND GROENE-
BOOM, PIET. Current status data with competing risks: Con-
sistency and rates of convergence of the MLE................ 1031-1063
MAATHUIS, MARLOES H., WELLNER, JON A. AND GROENE-
BOOM, PIET. Current status data with competing risks: Limit-
i IN OE NE Fv ain oon ovis ned dcacls ca cenenanns 1064—1089
MAJUMDAR, DIBYEN AND STUFKEN, JOHN. Optimal designs for
mixed models in experiments based on ordered units.......... 1090-1107
MAMMEN, ENNO, YU, KYUSANG AND PARK, BYEONG U.
Smooth backfitting in generalized additive models............ 228-260
MARCHEV, DOBRIN AND HOBERT, JAMES P._ A theoretical com-
parison of the data augmentation, marginal augmentation and
PX-DA algorithms 532-554
MARKATOU, MARIANTHI, RAY, SURAJIT, YANG, KE, CHEN, SHU-
CHUAN AND LINDSAY, BRUCE G. Quadratic distances on
probabilities: A unified foundation 983-1006
MASCARENHAS, WALTER F., TAYLOR, JONATHAN E. AND
SCHWARTZMAN, ARMIN. Inference for eigenvalues and
eigenvectors of Gaussian symmetric matrices ................ 2886-2919
MASSAM, HELENE, CARVALHO, CARLOS M. AND RAJARATNAM,
BALA. Flexible covariance estimation in graphical Gaussian
otis ax cre tean esters cane e teed eiaees 2818-2849
MASSAM, HELENE, OLKIN, INGRAM AND DRTON, MATHIAS.
Moments of minors of Wishart matrices .............0000e00- 2261-2283
MASSART, PASCAL, BLANCHARD, GILLES AND BOUSQUET,
OLIVIER. Statistical performance of support vector machines 489-531
MATRAN, CARLOS, MAYO-ISCAR, AGUSTIN AND CUESTA-
ALBERTOS, JUAN A. Trimming and likelihood: Robust lo-
cation and dispersion estimation in the elliptical model 2284-2318
MATRAN, CARLOS, MAYO-ISCAR, AGUSTIN, GARCIA-ESCUDE-
RO, LUIS A. AND GORDALIZA, ALFONSO. A general trim-
ming approach to robust cluster analysis .................006- 1324-1345