# zbMATH — the first resource for mathematics

## The Annals of Statistics

### An Official Journal of the Institute of Mathematical Statistics

 Short Title: Ann. Stat. Publisher: Institute of Mathematical Statistics (IMS), Beachwood, OH/Bethesda, MD ISSN: 0090-5364; 2168-8966/e Online: http://projecteuclid.org/all/euclid.aoshttp://www.jstor.org/journals/00905364.htmlhttp://www.imstat.org/aos Predecessor: Annals of Mathematical Statistics Comments: Indexed cover-to-cover
 Documents Indexed: 5,490 Publications (since 1973) References Indexed: 2,469 Publications with 78,989 References.
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#### Latest Issues

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#### Authors

 105 Hall, Peter Gavin 60 Brown, Lawrence David 50 Fan, Jianqing 47 Bickel, Peter John 46 Dette, Holger 42 Cai, Tony Tony 32 Berger, James Orvis 32 Wasserman, Larry Alan 31 Tsybakov, Alexandre B. 30 Cohen, Arthur 29 Wellner, Jon August 28 Cheng, Chingshui 28 Lai, Tze Leung 28 Sen, Pranab Kumar 27 Beran, Rudolf J. 27 Low, Mark G. 27 Mammen, Enno 27 Müller, Hans-Georg 26 Wu, Chien-Fu Jeff 25 Van der Vaart, Adrianus Willem 25 Zhang, Cun-Hui 24 Strawderman, William Edward 24 Zhou, Harrison H. 23 Johnstone, Iain M. 23 Koul, Hira Lal 22 Donoho, David Leigh 22 Lahiri, Soumendra Nath 22 Wainwright, Martin J. 21 Bühlmann, Peter 21 Hallin, Marc 21 Siegmund, David O. 20 Devroye, Luc P. J. A. 20 He, Xuming 20 Woodroofe, Michael Barrett 19 Carroll, Raymond James 19 Ghosh, Malay 19 Hedayat, Abdossamad 19 Marron, James Stephen 19 Ritov, Ya’acov 19 Yohai, Víctor Jaime 18 Efron, Bradley 18 Sackrowitz, Harold B. 18 Spokoiny, Vladimir G. 18 Van de Geer, Sara Anna 18 Wang, Jane-Ling 17 Candès, Emmanuel J. 17 Ghosal, Subhashis 17 Li, Ker-Chau 17 Li, Runze 17 Wu, Wei Biao 16 Anderson, Theodore Wilbur jun. 16 Li, Bing 16 Lugosi, Gábor 16 Robinson, Peter Michael 16 Samworth, Richard J. 16 Stone, Charles Joel 16 Tibshirani, Robert John 15 Diaconis, Persi Warren 15 Ghosh, Jayanta Kumar 15 Härdle, Wolfgang Karl 15 McKeague, Ian W. 15 Park, Byeong Uk 15 Pollak, Moshe 15 Portnoy, Stephen L. 15 Romano, Joseph P. 15 Studden, William J. 15 Ying, Zhiliang 15 Yu, Bin 15 Yuan, Ming 14 Freedman, David A. 14 Jin, Jiashun 14 Kariya, Takeaki 14 Kolchinskiĭ, Vladimir I’ich 14 Lindsay, Bruce G. 14 Paindaveine, Davy 14 Robertson, Tim 14 Taylor, Jonathan E. 14 Tyler, David E. 14 Wright, F. T. 13 Dawid, Alexander Philip 13 Doss, Hani 13 Liu, Han 13 Perlman, Michael D. 12 Casella, George 12 Chen, Song Xi 12 Davies, Patrick Laurie 12 de Haan, Laurens 12 Eaton, Morris L. 12 Einmahl, John H. J. 12 Gao, Chao 12 Gill, Richard David 12 Gordon, Louis 12 Groeneboom, Piet 12 Hwang, Jiunn Tzon 12 Jacod, Jean 12 Kallenberg, Wilbert C. M. 12 Kosorok, Michael R. 12 Lehmann, Erich Leo 12 Mason, David M. 12 Moulines, Eric ...and 3,761 more Authors
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#### Fields

 5,365 Statistics (62-XX) 1,204 Probability theory and stochastic processes (60-XX) 518 Numerical analysis (65-XX) 171 Combinatorics (05-XX) 105 Operations research, mathematical programming (90-XX) 98 Computer science (68-XX) 86 Linear and multilinear algebra; matrix theory (15-XX) 78 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 74 Approximations and expansions (41-XX) 58 Biology and other natural sciences (92-XX) 52 Information and communication theory, circuits (94-XX) 46 History and biography (01-XX) 46 Functional analysis (46-XX) 43 Systems theory; control (93-XX) 42 Harmonic analysis on Euclidean spaces (42-XX) 28 Differential geometry (53-XX) 20 Convex and discrete geometry (52-XX) 19 Calculus of variations and optimal control; optimization (49-XX) 18 Statistical mechanics, structure of matter (82-XX) 16 Special functions (33-XX) 15 Operator theory (47-XX) 14 Measure and integration (28-XX) 14 Quantum theory (81-XX) 13 Real functions (26-XX) 13 Geophysics (86-XX) 12 Global analysis, analysis on manifolds (58-XX) 9 Order, lattices, ordered algebraic structures (06-XX) 9 Difference and functional equations (39-XX) 9 Integral equations (45-XX) 7 Partial differential equations (35-XX) 6 Number theory (11-XX) 6 Ordinary differential equations (34-XX) 6 Dynamical systems and ergodic theory (37-XX) 6 Integral transforms, operational calculus (44-XX) 6 General topology (54-XX) 6 Astronomy and astrophysics (85-XX) 5 Commutative algebra (13-XX) 5 Group theory and generalizations (20-XX) 4 Nonassociative rings and algebras (17-XX) 3 General and overarching topics; collections (00-XX) 3 Manifolds and cell complexes (57-XX) 2 Mathematical logic and foundations (03-XX) 2 Functions of a complex variable (30-XX) 2 Potential theory (31-XX) 2 Abstract harmonic analysis (43-XX) 1 Algebraic geometry (14-XX) 1 Topological groups, Lie groups (22-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Sequences, series, summability (40-XX) 1 Geometry (51-XX) 1 Algebraic topology (55-XX) 1 Mechanics of deformable solids (74-XX) 1 Optics, electromagnetic theory (78-XX)

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5,072 Publications have been cited 137,570 times in 53,749 Documents Cited by Year
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Bootstrap methods: another look at the jackknife. Zbl 0406.62024
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Least angle regression. (With discussion). Zbl 1091.62054
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A Bayesian analysis of some nonparametric problems. Zbl 0255.62037
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Empirical likelihood ratio confidence regions. Zbl 0712.62040
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Empirical likelihood and general estimating equations. Zbl 0799.62049
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A simple general approach to inference about the tail of a distribution. Zbl 0323.62033
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Markov chains for exploring posterior distributions. (With discussion). Zbl 0829.62080
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Negative association of random variables, with applications. Zbl 0508.62041
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Nearly unbiased variable selection under minimax concave penalty. Zbl 1183.62120
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Cox’s regression model for counting processes: A large sample study. Zbl 0526.62026
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1982
The Dantzig selector: statistical estimation when $$p$$ is much larger than $$n$$. (With discussions and rejoinder). Zbl 1139.62019
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2007
High-dimensional graphs and variable selection with the Lasso. Zbl 1113.62082
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2006
Statistical inference using extreme order statistics. Zbl 0312.62038
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1975
Estimation of the mean of a multivariate normal distribution. Zbl 0476.62035
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1981
Simultaneous analysis of Lasso and Dantzig selector. Zbl 1173.62022
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2009
Optimal global rates of convergence for nonparametric regression. Zbl 0511.62048
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1982
On the convergence properties of the EM algorithm. Zbl 0517.62035
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Multivariate adaptive regression splines. Zbl 0765.62064
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1991
Some asymptotic theory for the bootstrap. Zbl 0449.62034
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1981
Comparing nonparametric versus parametric regression fits. Zbl 0795.62036
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1993
Consistent nonparametric regression. Discussion. Zbl 0366.62051
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1977
The jackknife and the bootstrap for general stationary observations. Zbl 0684.62035
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1989
On the distribution of the largest eigenvalue in principal components analysis. Zbl 1016.62078
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2001
The control of the false discovery rate in multiple testing under dependency. Zbl 1041.62061
Benjamini, Yoav; Yekutieli, Daniel
2001
Robust regression: Asymptotics, conjectures and Monte Carlo. Zbl 0289.62033
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1973
Additive regression and other nonparametric models. Zbl 0605.62065
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1985
On the optimal rates of convergence for nonparametric deconvolution problems. Zbl 0729.62033
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1991
On some global measures of the deviations of density function estimates. Zbl 0275.62033
Bickel, P. J.; Rosenblatt, M.
1973
Agreeing to disagree. Zbl 0379.62003
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1976
Asymptotics for Lasso-type estimators. Zbl 1105.62357
Knight, Keith; Fu, Wenjiang
2000
One-step sparse estimates in nonconcave penalized likelihood models. Zbl 1142.62027
Zou, Hui; Li, Runze
2008
Nonconcave penalized likelihood with a diverging number of parameters. Zbl 1092.62031
Fan, Jianqing; Peng, Heng
2004
Jackknife, bootstrap and other resampling methods in regression analysis. Zbl 0618.62072
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1986
Gaussian semiparametric estimation of long range dependence. Zbl 0843.62092
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1995
Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems. Zbl 0335.60034
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1974
Empirical likelihood for linear models. Zbl 0799.62048
Owen, Art
1991
Regularized estimation of large covariance matrices. Zbl 1132.62040
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2008
Covariance regularization by thresholding. Zbl 1196.62062
Bickel, Peter J.; Levina, Elizaveta
2008
Optimal smoothing in single-index models. Zbl 0770.62049
Härdle, Wolfgang; Hall, Peter; Ichimura, Hidehiko
1993
Density estimation by wavelet thresholding. Zbl 0860.62032
Donoho, David L.; Johnstone, Iain M.; Kerkyacharian, Gérard; Picard, Dominique
1996
Asymptotics for linear processes. Zbl 0759.60021
Phillips, Peter C. B.; Solo, Victor
1992
Multivariate locally weighted least squares regression. Zbl 0821.62020
Ruppert, D.; Wand, M. P.
1994
Greedy function approximation: A gradient boosting machine. Zbl 1043.62034
Friedman, Jerome H.
2001
Nonparametric inference for a family of counting processes. Zbl 0389.62025
Aalen, Odd
1978
Ferguson distributions via Polya urn schemes. Zbl 0276.62010
Blackwell, David; MacQueen, James B.
1973
Local linear regression smoothers and their minimax efficiencies. Zbl 0773.62029
Fan, Jianqing
1993
Additive logistic regression: a statistical view of boosting. (With discussion and a rejoinder by the authors). Zbl 1106.62323
Friedman, Jerome; Hastie, Trevor; Tibshirani, Robert
2000
General notions of statistical depth function. Zbl 1106.62334
Zuo, Yijun; Serfling, Robert
2000
Optimal rates of convergence for nonparametric estimators. Zbl 0451.62033
Stone, Charles J.
1980
Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series. Zbl 0606.62096
1986
Log-periodogram regression of time series with long range dependence. Zbl 0838.62085
Robinson, P. M.
1995
Multivariate Archimedean copulas, $$d$$-monotone functions and $$\ell _{1}$$-norm symmetric distributions. Zbl 1173.62044
McNeil, Alexander J.; Nešlehová, Johanna
2009
Exact mean integrated squared error. Zbl 0746.62040
Marron, J. S.; Wand, M. P.
1992
Statistical estimation in varying coefficient models. Zbl 0977.62039
Fan, Jianqing; Zhang, Wenyang
1999
A moment estimator for the index of an extreme-value distribution. Zbl 0701.62029
Dekkers, A. L. M.; Einmahl, J. H. J.; De Haan, L.
1989
On a notion of data depth based on random simplices. Zbl 0701.62063
Liu, Regina Y.
1990
General equivalence theory for optimum designs (approximate theory). Zbl 0291.62093
Kiefer, J.
1974
Generalized likelihood ratio statistics and Wilks phenomenon. Zbl 1029.62042
Fan, Jianqing; Zhang, Chunming; Zhang, Jian
2001
Projection pursuit. Zbl 0595.62059
Huber, Peter J.
1985
Convergence rates of posterior distributions. Zbl 1105.62315
Ghosal, Subhashis; Ghosh, Jayanta K.; van der Vaart, Aad W.
2000
On the validity of the formal Edgeworth expansion. Zbl 0396.62010
Bhattacharya, R. N.; Ghosh, J. K.
1978
Fitting time series models to nonstationary processes. Zbl 0871.62080
Dahlhaus, R.
1997
On a class of Bayesian nonparametric estimates: I. Density estimates. Zbl 0557.62036
Lo, Albert Y.
1984
Natural exponential families with quadratic variance functions. Zbl 0498.62015
Morris, Carl N.
1982
Estimating a distribution function with truncated data. Zbl 0574.62040
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1985
Cube root asymptotics. Zbl 0703.62063
Kim, Jeankyung; Pollard, David
1990
Bayesian inference for causal effects: The role of randomization. Zbl 0383.62021
Rubin, Donald B.
1978
Nonparametric model checks for regression. Zbl 0926.62035
Stute, Winfried
1997
A large sample study of the life table and product limit estimates under random censorship. Zbl 0283.62023
Breslow, N.; Crowley, J.
1974
Minimax estimation via wavelet shrinkage. Zbl 0935.62041
Donoho, David L.; Johnstone, Iain M.
1998
Bandwidth choice for nonparametric regression. Zbl 0554.62035
Rice, John
1984
The jackknife estimate of variance. Zbl 0481.62035
Efron, B.; Stein, C.
1981
Measuring and testing dependence by correlation of distances. Zbl 1129.62059
Székely, Gábor J.; Rizzo, Maria L.; Bakirov, Nail K.
2007
The sparsity and bias of the LASSO selection in high-dimensional linear regression. Zbl 1142.62044
Zhang, Cun-Hui; Huang, Jian
2008
Prior distributions on spaces of probability measures. Zbl 0286.62008
Ferguson, Thomas S.
1974
High breakdown-point and high efficiency robust estimates for regression. Zbl 0624.62037
Yohai, Victor J.
1987
Linear smoothers and additive models. Zbl 0689.62029
Buja, Andreas; Hastie, Trevor; Tibshirani, Robert
1989
On the asymptotic accuracy of Efron’s bootstrap. Zbl 0494.62048
Singh, Kesar
1981
Minimum Hellinger distance estimates for parametric models. Zbl 0381.62028
Beran, Rudolf
1977
Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder). Zbl 0984.62037
Liu, Regina Y.; Parelius, Jesse M.; Singh, Kesar
1999
Limiting distributions for $$L_1$$ regression estimators under general conditions. Zbl 0929.62021
Knight, Keith
1998
Methodology and convergence rates for functional linear regression. Zbl 1114.62048
Hall, Peter; Horowitz, Joel L.
2007
Heuristics of instability and stabilization in model selection. Zbl 0867.62055
Breiman, Leo
1996
Limiting distributions of least squares estimates of unstable autoregressive processes. Zbl 0666.62019
Chan, N. H.; Wei, C. Z.
1988
Asymptotic theory of nonlinear least squares estimation. Zbl 0475.62050
Wu, Chien-Fu
1981
The commutation matrix: Some properties and applications. Zbl 0414.62040
Magnus, Jan R.; Neudecker, H.
1979
Efficient parameter estimation for self-similar processes. Zbl 0703.62091
Dahlhaus, Rainer
1989
Algebraic algorithms for sampling from conditional distributions. Zbl 0952.62088
Diaconis, Persi; Sturmfels, Bernd
1998
Prediction in functional linear regression. Zbl 1106.62036
Cai, T. Tony; Hall, Peter
2006
Regression analysis with randomly right-censored data. Zbl 0477.62046
Koul, H.; Susarla, V.; van Ryzin, J.
1981
Vines – a new graphical model for dependent random variables. Zbl 1101.62339
Bedford, Tim; Cooke, Roger M.
2002
Bickel, P. J.
1982
Robust m-estimators of multivariate location and scatter. Zbl 0322.62054
Maronna, Ricardo Antonio
1976
Composite quantile regression and the oracle model selection theory. Zbl 1360.62394
Zou, Hui; Yuan, Ming
2008
Functional linear regression analysis for longitudinal data. Zbl 1084.62096
Yao, Fang; Müller, Hans-Georg; Wang, Jane-Ling
2005
Breakdown properties of location estimates based on halfspace depth and projected outlyingness. Zbl 0776.62031
1992
Convergence rates for parametric components in a partly linear model. Zbl 0637.62067
Chen, Hung
1988
Estimating tails of probability distributions. Zbl 0642.62022
Smith, Richard L.
1987
Empirical likelihood methods with weakly dependent processes. Zbl 0881.62095
Kitamura, Yuichi
1997
Adaptation in multivariate log-concave density estimation. Zbl 1465.62099
Feng, Oliver Y.; Guntuboyina, Adityanand; Kim, Arlene K. H.; Samworth, Richard J.
2021
Multiple block sizes and overlapping blocks for multivariate time series extremes. Zbl 1461.62167
Zou, Nan; Volgushev, Stanislav; Bücher, Axel
2021
Estimation of low-rank matrices via approximate message passing. Zbl 1461.62070
Montanari, Andrea; Venkataramanan, Ramji
2021
High-dimensional nonparametric density estimation via symmetry and shape constraints. Zbl 07367856
Xu, Min; Samworth, Richard J.
2021
On the optimality of sliced inverse regression in high dimensions. Zbl 1464.62337
Lin, Qian; Li, Xinran; Huang, Dongming; Liu, Jun S.
2021
Statistically optimal and computationally efficient low rank tensor completion from noisy entries. Zbl 07319857
Xia, Dong; Yuan, Ming; Zhang, Cun-Hui
2021
Optimal change point detection and localization in sparse dynamic networks. Zbl 1465.62154
Wang, Daren; Yu, Yi; Rinaldo, Alessandro
2021
Asymptotics for spherical functional autoregressions. Zbl 1461.62237
Caponera, Alessia; Marinucci, Domenico
2021
Singular vector and singular subspace distribution for the matrix denoising model. Zbl 1459.60011
Bao, Zhigang; Ding, Xiucai; Wang, Ke
2021
Robust multivariate mean estimation: the optimality of trimmed mean. Zbl 1461.62069
Lugosi, Gábor; Mendelson, Shahar
2021
Asymmetry helps: eigenvalue and eigenvector analyses of asymmetrically perturbed low-rank matrices. Zbl 1461.62085
Chen, Yuxin; Cheng, Chen; Fan, Jianqing
2021
Complex sampling designs: uniform limit theorems and applications. Zbl 07319873
Han, Qiyang; Wellner, Jon A.
2021
Correction to: “Higher order elicitability and Osband’s principle”. Zbl 1456.62015
Fissler, Tobias; Ziegel, Johanna F.
2021
Density deconvolution under general assumptions on the distribution of measurement errors. Zbl 07367855
Belomestny, Denis; Goldenshluger, Alexander
2021
Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions. Zbl 07367863
Lahiri, Soumendra N.
2021
Distributed linear regression by averaging. Zbl 07367867
Dobriban, Edgar; Sheng, Yue
2021
Coverage of credible intervals in nonparametric monotone regression. Zbl 07367871
Chakraborty, Moumita; Ghosal, Subhashis
2021
Distribution and quantile functions, ranks and signs in dimension $$d$$: a measure transportation approach. Zbl 07367876
Hallin, Marc; del Barrio, Eustasio; Cuesta-Albertos, Juan; Matrán, Carlos
2021
Sparse high-dimensional regression: exact scalable algorithms and phase transitions. Zbl 1444.62094
Bertsimas, Dimitris; van Parys, Bart
2020
Nonparametric regression using deep neural networks with ReLU activation function. Zbl 1459.62059
Schmidt-Hieber, Johannes
2020
Entrywise eigenvector analysis of random matrices with low expected rank. Zbl 1450.62066
Abbe, Emmanuel; Fan, Jianqing; Wang, Kaizheng; Zhong, Yiqiao
2020
Just interpolate: kernel “ridgeless” regression can generalize. Zbl 1453.68155
Liang, Tengyuan; Rakhlin, Alexander
2020
Robust machine learning by median-of-means: theory and practice. Zbl 07241574
Lecué, Guillaume; Lerasle, Matthieu
2020
The phase transition for the existence of the maximum likelihood estimate in high-dimensional logistic regression. Zbl 1439.62171
Candès, Emmanuel J.; Sur, Pragya
2020
Efficient estimation of linear functionals of principal components. Zbl 1440.62232
Koltchinskii, Vladimir; Löffler, Matthias; Nickl, Richard
2020
Nonasymptotic upper bounds for the reconstruction error of PCA. Zbl 1450.62070
Reiss, Markus; Wahl, Martin
2020
High-frequency analysis of parabolic stochastic PDEs. Zbl 1450.62122
Chong, Carsten
2020
Statistical inference for model parameters in stochastic gradient descent. Zbl 1440.62287
Chen, Xi; Lee, Jason D.; Tong, Xin T.; Zhang, Yichen
2020
$$\alpha$$-variational inference with statistical guarantees. Zbl 1450.62031
Yang, Yun; Pati, Debdeep; Bhattacharya, Anirban
2020
Limiting laws for divergent spiked eigenvalues and largest nonspiked eigenvalue of sample covariance matrices. Zbl 1456.62113
Cai, T. Tony; Han, Xiao; Pan, Guangming
2020
Post hoc confidence bounds on false positives using reference families. Zbl 1450.62038
Blanchard, Gilles; Neuvial, Pierre; Roquain, Etienne
2020
Robust covariance estimation under $$L_4$$-$$L_2$$ norm equivalence. Zbl 1451.62084
Mendelson, Shahar; Zhivotovskiy, Nikita
2020
Adaptive risk bounds in univariate total variation denoising and trend filtering. Zbl 1439.62100
Guntuboyina, Adityanand; Lieu, Donovan; Chatterjee, Sabyasachi; Sen, Bodhisattva
2020
On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising. Zbl 1454.62120
2020
Worst-case versus average-case design for estimation from partial pairwise comparisons. Zbl 1452.62561
Pananjady, Ashwin; Mao, Cheng; Muthukumar, Vidya; Wainwright, Martin J.; Courtade, Thomas A.
2020
Mean estimation with sub-Gaussian rates in polynomial time. Zbl 1454.62162
Hopkins, Samuel B.
2020
Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions. Zbl 1450.62041
Nickl, Richard; Ray, Kolyan
2020
Uniformly valid confidence intervals post-model-selection. Zbl 1466.62263
Bachoc, François; Preinerstorfer, David; Steinberger, Lukas
2020
Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors. Zbl 07285289
Rousseau, Judith; Szabo, Botond
2020
A general framework for Bayes structured linear models. Zbl 07285316
Gao, Chao; van der Vaart, Aad W.; Zhou, Harrison H.
2020
Functional data analysis in the Banach space of continuous functions. Zbl 1456.62085
Dette, Holger; Kokot, Kevin; Aue, Alexander
2020
Bootstrapping max statistics in high dimensions: near-parametric rates under weak variance decay and application to functional and multinomial data. Zbl 1464.62266
Lopes, Miles E.; Lin, Zhenhua; Müller, Hans-Georg
2020
Robust inference with knockoffs. Zbl 1452.62193
Barber, Rina Foygel; Candès, Emmanuel J.; Samworth, Richard J.
2020
Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery. Zbl 1452.62155
Reiss, Markus; Schmidt-Hieber, Johannes
2020
Concentration of tempered posteriors and of their variational approximations. Zbl 1454.62135
Alquier, Pierre; Ridgway, James
2020
Robust and rate-optimal Gibbs posterior inference on the boundary of a noisy image. Zbl 1454.62209
Syring, Nicholas; Martin, Ryan
2020
Local nearest neighbour classification with applications to semi-supervised learning. Zbl 1451.62071
Cannings, Timothy I.; Berrett, Thomas B.; Samworth, Richard J.
2020
An adaptable generalization of Hotelling’s $$T^2$$ test in high dimension. Zbl 1451.62083
Li, Haoran; Aue, Alexander; Paul, Debashis; Peng, Jie; Wang, Pei
2020
Empirical Bayes oracle uncertainty quantification for regression. Zbl 1461.62120
Belitser, Eduard; Ghosal, Subhashis
2020
Two-step semiparametric empirical likelihood inference. Zbl 1439.62188
Bravo, Francesco; Escanciano, Juan Carlos; van Keilegom, Ingrid
2020
Sparse SIR: optimal rates and adaptive estimation. Zbl 1451.62060
Tan, Kai; Shi, Lei; Yu, Zhou
2020
Model assisted variable clustering: minimax-optimal recovery and algorithms. Zbl 1441.62164
Bunea, Florentina; Giraud, Christophe; Luo, Xi; Royer, Martin; Verzelen, Nicolas
2020
Testing for principal component directions under weak identifiability. Zbl 1439.62075
Paindaveine, Davy; Remy, Julien; Verdebout, Thomas
2020
Concentration and consistency results for canonical and curved exponential-family models of random graphs. Zbl 1439.05206
Schweinberger, Michael; Stewart, Jonathan
2020
Averages of unlabeled networks: geometric characterization and asymptotic behavior. Zbl 1439.62068
Kolaczyk, Eric D.; Lin, Lizhen; Rosenberg, Steven; Walters, Jackson; Xu, Jie
2020
On the validity of the formal Edgeworth expansion for posterior densities. Zbl 1458.62065
Kolassa, John E.; Kuffner, Todd A.
2020
Adaptive estimation in structured factor models with applications to overlapping clustering. Zbl 1455.62116
Bing, Xin; Bunea, Florentina; Ning, Yang; Wegkamp, Marten
2020
Posterior concentration for Bayesian regression trees and forests. Zbl 1459.62057
Ročková, Veronika; van der Pas, Stéphanie
2020
Theoretical and computational guarantees of mean field variational inference for community detection. Zbl 1462.62221
Zhang, Anderson Y.; Zhou, Harrison H.
2020
Geometrizing rates of convergence under local differential privacy constraints. Zbl 1457.62396
Rohde, Angelika; Steinberger, Lukas
2020
Valid post-selection inference in model-free linear regression. Zbl 1455.62137
Kuchibhotla, Arun K.; Brown, Lawrence D.; Buja, Andreas; Cai, Junhui; George, Edward I.; Zhao, Linda H.
2020
Analytical nonlinear shrinkage of large-dimensional covariance matrices. Zbl 1456.62105
Ledoit, Olivier; Wolf, Michael
2020
On estimation of isotonic piecewise constant signals. Zbl 1450.62034
Gao, Chao; Han, Fang; Zhang, Cun-Hui
2020
Designs for estimating the treatment effect in networks with interference. Zbl 1453.62611
Jagadeesan, Ravi; Pillai, Natesh S.; Volfovsky, Alexander
2020
Learning a tree-structured Ising model in order to make predictions. Zbl 07241566
Bresler, Guy; Karzand, Mina
2020
Convergence of eigenvector empirical spectral distribution of sample covariance matrices. Zbl 1447.15033
Xi, Haokai; Yang, Fan; Yin, Jun
2020
Inference for Archimax copulas. Zbl 1450.62046
Chatelain, Simon; Fougères, Anne-Laure; Nešlehová, Johanna G.
2020
Admissible Bayes equivariant estimation of location vectors for spherically symmetric distributions with unknown scale. Zbl 1453.62284
Maruyama, Yuzo; Strawderman, William E.
2020
Bridging the gap between constant step size stochastic gradient descent and Markov chains. Zbl 1454.62242
Dieuleveut, Aymeric; Durmus, Alain; Bach, Francis
2020
The hardness of conditional independence testing and the generalised covariance measure. Zbl 1451.62081
Shah, Rajen D.; Peters, Jonas
2020
On post dimension reduction statistical inference. Zbl 1452.62284
Kim, Kyongwon; Li, Bing; Yu, Zhou; Li, Lexin
2020
Robust inference via multiplier bootstrap. Zbl 1458.62075
Chen, Xi; Zhou, Wen-Xin
2020
Large sample properties of partitioning-based series estimators. Zbl 1457.62108
Cattaneo, Matias D.; Farrell, Max H.; Feng, Yingjie
2020
Local uncertainty sampling for large-scale multiclass logistic regression. Zbl 1452.62163
Han, Lei; Tan, Kean Ming; Yang, Ting; Zhang, Tong
2020
Nonparametric drift estimation for i.i.d. paths of stochastic differential equations. Zbl 1465.62069
Comte, Fabienne; Genon-Catalot, Valentine
2020
Distance-based and RKHS-based dependence metrics in high dimension. Zbl 1462.62279
Zhu, Changbo; Zhang, Xianyang; Yao, Shun; Shao, Xiaofeng
2020
The distance standard deviation. Zbl 1462.62357
Edelmann, Dominic; Richards, Donald; Vogel, Daniel
2020
Simultaneous high-probability bounds on the false discovery proportion in structured, regression and online settings. Zbl 1460.62118
2020
Irreducibility and geometric ergodicity of Hamiltonian Monte Carlo. Zbl 1460.65005
Durmus, Alain; Moulines, Éric; Saksman, Eero
2020
Analysis of a two-layer neural network via displacement convexity. Zbl 1464.62401
Javanmard, Adel; Mondelli, Marco; Montanari, Andrea
2020
Robust sparse covariance estimation by thresholding Tyler’s M-estimator. Zbl 1439.62123
2020
Envelope-based sparse partial least squares. Zbl 1439.62174
Zhu, Guangyu; Su, Zhihua
2020
Optimal rates for community estimation in the weighted stochastic block model. Zbl 1440.62126
Xu, Min; Jog, Varun; Loh, Po-Ling
2020
Spectral and matrix factorization methods for consistent community detection in multi-layer networks. Zbl 1440.62091
2020
The multi-armed bandit problem: an efficient nonparametric solution. Zbl 1442.62180
Chan, Hock Peng
2020
Consistent selection of the number of change-points via sample-splitting. Zbl 1442.62126
Zou, Changliang; Wang, Guanghui; Li, Runze
2020
Optimal prediction in the linearly transformed spiked model. Zbl 1441.62158
Dobriban, Edgar; Leeb, William; Singer, Amit
2020
Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo. Zbl 1462.60051
Koskela, Jere; Jenkins, Paul A.; Johansen, Adam M.; Spanò, Dario
2020
Rejoinder: “Nonparametric regression using deep neural networks with ReLU activation function”. Zbl 1455.62086
Schmidt-Hieber, Johannes
2020
Nonclassical Berry-Esseen inequalities and accuracy of the bootstrap. Zbl 1458.62094
Zhilova, Mayya
2020
Minimax optimal rates for Mondrian trees and forests. Zbl 1455.62072
2020
Identifiability of nonparametric mixture models and Bayes optimal clustering. Zbl 1455.62068
Aragam, Bryon; Dan, Chen; Xing, Eric P.; Ravikumar, Pradeep
2020
Adaptive distributed methods under communication constraints. Zbl 1455.62097
Szabó, Botond; van Zanten, Harry
2020
Extending the validity of frequency domain bootstrap methods to general stationary processes. Zbl 1458.62207
Meyer, Marco; Paparoditis, Efstathios; Kreiss, Jens-Peter
2020
Testing for stationarity of functional time series in the frequency domain. Zbl 1455.62230
Aue, Alexander; van Delft, Anne
2020
Test of significance for high-dimensional longitudinal data. Zbl 1455.62051
Fang, Ethan X.; Ning, Yang; Li, Runze
2020
Additive regression with Hilbertian responses. Zbl 07285310
Jeon, Jeong Min; Park, Byeong U.
2020
Hypothesis testing for high-dimensional time series via self-normalization. Zbl 1464.62307
Wang, Runmin; Shao, Xiaofeng
2020
Asymptotic distribution and detection thresholds for two-sample tests based on geometric graphs. Zbl 07285317
Bhattacharya, Bhaswar B.
2020
Inference for spherical location under high concentration. Zbl 1460.62028
Paindaveine, Davy; Verdebout, Thomas
2020
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#### Cited by 39,585 Authors

 181 Dette, Holger 174 Hall, Peter Gavin 162 Zhu, Lixing 120 Lian, Heng 107 Horváth, Lajos 102 Nadarajah, Saralees 102 Walker, Stephen Grahm 101 Fan, Jianqing 97 Sen, Pranab Kumar 96 Zhou, Yong 92 Lee, Sangyeol 91 Balakrishnan, Narayanaswamy 87 Phillips, Peter Charles Bonest 87 Wang, Xuejun 86 Shen, Pao-Sheng 84 González-Manteiga, Wenceslao 84 Peng, Liang 84 Wang, Qihua 83 Zhang, Riquan 82 Kubokawa, Tatsuya 82 Van Keilegom, Ingrid 80 Ghosh, Malay 78 Liang, Hua 77 Härdle, Wolfgang Karl 77 Lin, Lu 77 Mukhopadhyay, Nitis 77 Vieu, Philippe 74 Hallin, Marc 73 Bai, Zhi-Dong 72 Politis, Dimitris Nicolas 72 Strawderman, William Edward 70 Robinson, Peter Michael 69 Bühlmann, Peter 69 Cai, Tony Tony 69 Gupta, Arjun Kumar 69 Koul, Hira Lal 69 Liang, Hanying 69 Marron, James Stephen 69 Sun, Jianguo 67 Linton, Oliver Bruce 67 Schick, Anton 66 Guillou, Armelle 66 Park, Byeong Uk 65 Li, Runze 65 Sun, Liuquan 64 Hu, Shuhe 64 Mammen, Enno 63 Xue, Liugen 62 Hušková, Marie 62 Müller, Hans-Georg 61 Ghosal, Subhashis 61 Girard, Stéphane 60 Dunson, David Brian 60 Gijbels, Irène 60 Takemura, Akimichi 60 Wasserman, Larry Alan 60 You, Jinhong 59 Dey, Dipak Kumar 58 Mukerjee, Rahul 57 Comte, Fabienne 57 de Uña-Álvarez, Jacobo 57 Kokoszka, Piotr S. 57 Lahiri, Soumendra Nath 57 Wellner, Jon August 56 Cui, Hengjian 56 Lai, Tze Leung 56 Liu, Min-Qian 56 Tsybakov, Alexandre B. 55 Yohai, Víctor Jaime 54 Boente, Graciela 54 He, Xuming 54 Kohler, Michael 54 Pardo, Leandro 54 Van de Geer, Sara Anna 54 Withers, Christopher Stroude 53 Koukouvinos, Christos 53 Lin, Jinguan 52 Leal de Carvalho Gomes, Maria Ivette 52 Van der Vaart, Adrianus Willem 51 Beirlant, Jan 51 Bouzebda, Salim 51 Carroll, Raymond James 51 Fraiman, Ricardo 51 Srivastava, Muni Shanker 51 Taqqu, Murad S. 51 Wefelmeyer, Wolfgang 51 Zhao, Yichuan 50 Devroye, Luc P. J. A. 50 Tang, Niansheng 50 Veraverbeke, Noël 49 Gao, Jiti 49 Zhu, Zhongyi 48 Meintanis, Simos G. 48 Mikosch, Thomas 48 Paindaveine, Davy 48 Qin, Jing 48 Zhang, Runchu 47 Chen, Jiahua 47 Davis, Richard A. 47 Munk, Axel ...and 39,485 more Authors
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#### Cited in 899 Journals

 3,432 Journal of Statistical Planning and Inference 2,730 Communications in Statistics. Theory and Methods 2,681 Statistics & Probability Letters 2,559 Computational Statistics and Data Analysis 2,423 Journal of Multivariate Analysis 2,348 The Annals of Statistics 1,851 Journal of Econometrics 1,041 Journal of Statistical Computation and Simulation 1,034 Electronic Journal of Statistics 1,023 Annals of the Institute of Statistical Mathematics 933 Journal of Nonparametric Statistics 885 Communications in Statistics. Simulation and Computation 869 Biometrics 775 Statistics 705 The Canadian Journal of Statistics 681 Bernoulli 651 Journal of the American Statistical Association 628 Metrika 616 Stochastic Processes and their Applications 574 Journal of Applied Statistics 551 Econometric Theory 514 Test 512 Statistics and Computing 511 The Annals of Applied Statistics 501 Journal of Time Series Analysis 495 Statistical Papers 488 Computational Statistics 456 Scandinavian Journal of Statistics 452 Sequential Analysis 417 Statistical Science 375 Psychometrika 317 Lifetime Data Analysis 307 Economics Letters 298 European Journal of Operational Research 281 Journal of the Korean Statistical Society 262 Probability Theory and Related Fields 252 Journal of Statistical Theory and Practice 245 Insurance Mathematics & Economics 238 Acta Mathematicae Applicatae Sinica. English Series 236 Linear Algebra and its Applications 230 Journal of Machine Learning Research (JMLR) 229 International Journal of Approximate Reasoning 228 The Annals of Applied Probability 225 Neural Computation 204 Biometrical Journal 194 Journal of the Royal Statistical Society. Series B. Statistical Methodology 192 Statistical Methodology 189 Extremes 189 Statistical Methods and Applications 183 Mathematical Methods of Statistics 176 Journal of Computational and Applied Mathematics 175 Machine Learning 173 Kybernetika 172 Pattern Recognition 168 Comptes Rendus. Mathématique. Académie des Sciences, Paris 164 Quantitative Finance 162 The Annals of Probability 159 Statistical Modelling 153 Statistical Inference for Stochastic Processes 152 Bayesian Analysis 150 Journal of Mathematical Analysis and Applications 150 Journal of Applied Probability 149 Journal of Mathematical Psychology 147 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 145 Applied and Computational Harmonic Analysis 144 Automatica 143 Science China. Mathematics 142 Econometric Reviews 139 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 139 Advances in Data Analysis and Classification. ADAC 135 Journal of Theoretical Probability 133 Methodology and Computing in Applied Probability 126 Advances in Applied Probability 126 Information Sciences 123 Sankhyā. Series A 122 Applied Mathematics and Computation 119 AStA. Advances in Statistical Analysis 118 Journal of Mathematical Sciences (New York) 112 Journal of Systems Science and Complexity 109 Annals of Operations Research 103 Journal of Economic Theory 102 Mathematical Programming. Series A. Series B 101 Journal of Economic Dynamics & Control 101 Journal of Agricultural, Biological, and Environmental Statistics 100 Acta Mathematica Sinica. English Series 99 Australian & New Zealand Journal of Statistics 99 Brazilian Journal of Probability and Statistics 98 SIAM/ASA Journal on Uncertainty Quantification 96 Statistica Neerlandica 92 Neural Networks 92 Mathematical Problems in Engineering 91 Journal of Classification 89 Journal of Probability and Statistics 86 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 85 Science in China. Series A 84 Stochastic Analysis and Applications 83 Mathematics and Computers in Simulation 82 Lithuanian Mathematical Journal 81 Games and Economic Behavior 78 Journal of Complexity ...and 799 more Journals
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#### Cited in 62 Fields

 44,926 Statistics (62-XX) 9,190 Probability theory and stochastic processes (60-XX) 7,373 Numerical analysis (65-XX) 3,447 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2,676 Computer science (68-XX) 1,942 Operations research, mathematical programming (90-XX) 1,623 Biology and other natural sciences (92-XX) 1,194 Combinatorics (05-XX) 1,040 Information and communication theory, circuits (94-XX) 807 Systems theory; control (93-XX) 763 Linear and multilinear algebra; matrix theory (15-XX) 545 Harmonic analysis on Euclidean spaces (42-XX) 409 Functional analysis (46-XX) 319 Approximations and expansions (41-XX) 297 Geophysics (86-XX) 276 Statistical mechanics, structure of matter (82-XX) 256 Calculus of variations and optimal control; optimization (49-XX) 215 Partial differential equations (35-XX) 212 Operator theory (47-XX) 201 Dynamical systems and ergodic theory (37-XX) 196 Quantum theory (81-XX) 189 Measure and integration (28-XX) 181 Differential geometry (53-XX) 179 History and biography (01-XX) 165 Special functions (33-XX) 158 Mathematical logic and foundations (03-XX) 155 Convex and discrete geometry (52-XX) 119 Real functions (26-XX) 115 Commutative algebra (13-XX) 99 Algebraic geometry (14-XX) 93 Ordinary differential equations (34-XX) 89 Number theory (11-XX) 85 Global analysis, analysis on manifolds (58-XX) 83 General and overarching topics; collections (00-XX) 79 Fluid mechanics (76-XX) 77 Astronomy and astrophysics (85-XX) 76 Integral equations (45-XX) 73 Mechanics of deformable solids (74-XX) 71 Group theory and generalizations (20-XX) 59 Integral transforms, operational calculus (44-XX) 38 Abstract harmonic analysis (43-XX) 37 Difference and functional equations (39-XX) 33 Order, lattices, ordered algebraic structures (06-XX) 31 Algebraic topology (55-XX) 30 Geometry (51-XX) 28 General topology (54-XX) 27 Nonassociative rings and algebras (17-XX) 27 Relativity and gravitational theory (83-XX) 26 Functions of a complex variable (30-XX) 26 Optics, electromagnetic theory (78-XX) 23 Manifolds and cell complexes (57-XX) 20 Classical thermodynamics, heat transfer (80-XX) 17 Mechanics of particles and systems (70-XX) 14 Topological groups, Lie groups (22-XX) 14 Potential theory (31-XX) 12 Several complex variables and analytic spaces (32-XX) 11 Mathematics education (97-XX) 7 Associative rings and algebras (16-XX) 7 Sequences, series, summability (40-XX) 5 Category theory; homological algebra (18-XX) 4 General algebraic systems (08-XX) 1 Field theory and polynomials (12-XX)