The following pages link to The Annals of Statistics (Q60819):
Displaying 50 items.
- Half-trek criterion for generic identifiability of linear structural equation models (Q116505) (← links)
- A Class of $K$-Sample Tests for Comparing the Cumulative Incidence of a Competing Risk (Q116829) (← links)
- Estimating sufficient reductions of the predictors in abundant high-dimensional regressions (Q116954) (← links)
- A unified approach to model selection and sparse recovery using regularized least squares (Q117370) (← links)
- Nearly unbiased variable selection under minimax concave penalty (Q117379) (← links)
- The Hardness of Conditional Independence Testing and the Generalised Covariance Measure (Q118262) (← links)
- Bayesian variable selection with shrinking and diffusing priors (Q118687) (← links)
- Additive logistic regression: a statistical view of boosting (With discussion and a rejoinder by the authors) (Q119636) (← links)
- The Bayesian Bootstrap (Q120150) (← links)
- The pseudo-marginal approach for efficient Monte Carlo computations (Q122160) (← links)
- Multinomial-Poisson homogeneous models for contingency tables (Q122371) (← links)
- Local partial-likelihood estimation for lifetime data (Q123405) (← links)
- Fence methods for mixed model selection (Q124080) (← links)
- Partially monotone tensor spline estimation of the joint distribution function with bivariate current status data (Q124843) (← links)
- A lava attack on the recovery of sums of dense and sparse signals (Q125382) (← links)
- Two-sample Hypothesis Testing for Inhomogeneous Random Graphs (Q126111) (← links)
- The existence and asymptotic properties of a backfitting projection algorithm under weak conditions (Q126894) (← links)
- Flexible generalized varying coefficient regression models (Q126898) (← links)
- Greedy function approximation: A gradient boosting machine. (Q127532) (← links)
- Regularized estimation in sparse high-dimensional time series models (Q127754) (← links)
- Spectral estimation of Hawkes processes from count data (Q128141) (← links)
- A simple measure of conditional dependence (Q128731) (← links)
- Multiscale Bayesian Survival Analysis (Q128917) (← links)
- A constructive approach to the estimation of dimension reduction directions (Q129272) (← links)
- Optimal rates for independence testing via $U$-statistic permutation tests (Q130903) (← links)
- Fréchet regression for random objects with Euclidean predictors (Q132099) (← links)
- Latent variable graphical model selection via convex optimization (Q132216) (← links)
- Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data (Q133315) (← links)
- Sequential multi-sensor change-point detection (Q134122) (← links)
- Optimal sequential detection in multi-stream data (Q134124) (← links)
- Nonparametric Density Estimation with a Parametric Start (Q134276) (← links)
- Minimum Distance Estimation and Goodness-of-Fit Tests in First-Order Autoregression (Q134883) (← links)
- Partial distance correlation with methods for dissimilarities (Q136776) (← links)
- A unified jackknife theory for empirical best prediction with M-estimation (Q138446) (← links)
- Bootstrap Procedures under some Non-I.I.D. Models (Q139147) (← links)
- Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm (Q139529) (← links)
- Trimmed $k$-means: an attempt to robustify quantizers (Q140643) (← links)
- Sure independence screening in generalized linear models with NP-dimensionality (Q140975) (← links)
- Two likelihood-based semiparametric estimation methods for panel count data with covariates (Q142028) (← links)
- Approximately unbiased tests of regions using multistep-multiscale bootstrap resampling (Q142180) (← links)
- Estimating the proportion of false null hypotheses among a large number of independently tested hypotheses (Q142489) (← links)
- On Singular Wishart and Singular Multivariate Beta Distributions (Q142599) (← links)
- Large Sample Properties of Partitioning-Based Series Estimators (Q143957) (← links)
- The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data (Q144289) (← links)
- Exact post-selection inference, with application to the lasso (Q144582) (← links)
- Fast community detection by SCORE (Q144808) (← links)
- A Simple General Approach to Inference About the Tail of a Distribution (Q145992) (← links)
- Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570) (← links)
- Tests for separability in nonparametric covariance operators of random surfaces (Q150625) (← links)
- Two sample tests for high-dimensional covariance matrices (Q150754) (← links)
