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

 The needlets bispectrum   Abstract | PDF
 
  Xiaohong Lan and Domenico Marinucci
 Pages: 332-367

 False discovery rate control with multivariate p-values   Abstract | PDF
 
  Zhiyi Chi
 Pages: 368-411

 On the performances of a new thresholding procedure using tree structure   Abstract | PDF
 
  Florent Autin
 Pages: 412-431

 Timescale effect estimation in time-series studies of air pollution and health: A Singular Spectrum Analysis approach   Abstract | PDF
 
  Massimo Bilancia and Girolamo Stea
 Pages: 432-453

 A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions   Abstract | PDF
 
  Luke A. Prendergast
 Pages: 454-467

 P-values for classification   Abstract | PDF
 
  Lutz Dümbgen, Bernd-Wolfgang Igl and Axel Munk
 Pages: 468-493

 Sparse permutation invariant covariance estimation   Abstract | PDF
 
  Adam J. Rothman, Peter J. Bickel, Elizaveta Levina and Ji Zhu
 Pages: 494-515

 Uniform limit laws of the logarithm for estimators of the additive regression function in the presence of right censored data   Abstract | PDF
 
  Mohammed Debbarh and Vivian Viallon
 Pages: 516-541

 Estimation of Gaussian graphs by model selection   Abstract | PDF
 
  Christophe Giraud
 Pages: 542-563

 Comparing two samples by penalized logistic regression   Abstract | PDF
 
  Konstantinos Fokianos
 Pages: 564-580

 Empirical likelihood based testing for regression   Abstract | PDF
 
  Ingrid Van Keilegom, César Sánchez Sellero and Wenceslao González Manteiga
 Pages: 581-604

 On the asymptotic properties of the group lasso estimator for linear models   Abstract | PDF
 
  Yuval Nardi and Alessandro Rinaldo
 Pages: 605-633

 Construction of weakly CUD sequences for MCMC sampling   Abstract | PDF
 
  Seth D. Tribble and Art B. Owen
 Pages: 634-660

 Adaptive complexity regularization for linear inverse problems   Abstract | PDF
 
  Jean-Michel Loubes and Carenne Ludeña
 Pages: 661-677

 Functional principal components analysis via penalized rank one approximation   Abstract | PDF
 
  Jianhua Z. Huang, Haipeng Shen and Andreas Buja
 Pages: 678-695

 Structural shrinkage of nonparametric spectral estimators for multivariate time series   Abstract | PDF
 
  Hilmar Böhm and Rainer von Sachs
 Pages: 696-721

 Nonparametric deconvolution problem for dependent sequences   Abstract | PDF
 
  Rafał Kulik
 Pages: 722-740

 Classification with minimax fast rates for classes of Bayes rules with sparse representation   Abstract | PDF
 
  Guillaume Lecué
 Pages: 741-773




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Electronic Journal of Statistics. ISSN: 1935-7524


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