Electronic Journal of Statistics
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 EJS Home > Vol. 2 (2008) open journal systems 

The Electronic Journal of Statistics (EJS) publishes research articles and short notes in theoretical, computational and applied statistics. The journal is open access. Articles are refereed and are held to the same standard as articles in other IMS journals. Articles become publicly available shortly after they are accepted.


Electronic Journal of Statistics is sponsored by the Institute of Mathematical Statistics and by the Bernoulli Society.

 articles  
 Least squares type estimation of the transition density of a particular hidden Markov chain   Abstract | PDF
 
  Claire Lacour
 Pages: 1-39

 Estimation in a class of nonlinear heteroscedastic time series models   Abstract | PDF
 
  Joseph Ngatchou-Wandji
 Pages: 40-62

 Nonparametric Bayesian model selection and averaging   Abstract | PDF
 
  Subhashis Ghosal, Jüri Lember and Aad van der Vaart
 Pages: 63-89

 Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators   Abstract | PDF
 
  Karim Lounici
 Pages: 90-102

 Structured variable selection in support vector machines   Abstract | PDF
 
  Seongho Wu, Hui Zou and Ming Yuan
 Pages: 103-117

 One more approach to the convergence of the empirical process to the Brownian bridge   Abstract | PDF
 
  Jean-François Marckert
 Pages: 118-126

 A scale-based approach to finding effective dimensionality in manifold learning   Abstract | PDF
 
  Xiaohui Wang and J. Steve Marron
 Pages: 127-148

 Variable selection for multicategory SVM via adaptive sup-norm regularization   Abstract | PDF
 
  Hao Helen Zhang, Yufeng Liu, Yichao Wu and Ji Zhu
 Pages: 149-167

  Penalized model-based clustering with cluster-specific diagonal covariance matrices and grouped variables   Abstract | PDF
 
  Benhuai Xie, Wei Pan and Xiaotong Shen
 Pages: 168-212

 Spatial modelling for mixed-state observations   Abstract | PDF
 
  Cécile Hardouin and Jian-Feng Yao
 Pages: 213-233

 Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes   Abstract | PDF
 
  Jean-Michel Billiot, Jean-François Coeurjolly and Rémy Drouilhet
 Pages: 234-264

 Deconvolution for an atomic distribution   Abstract | PDF
 
  Bert van Es, Shota Gugushvili and Peter Spreij
 Pages: 265-297

 Kullback Leibler property of kernel mixture priors in Bayesian density estimation   Abstract | PDF
 
  Yuefeng Wu and Subhashis Ghosal
 Pages: 298-331




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Electronic Journal of Statistics. ISSN: 1935-7524


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