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Refinado por: Nome da Publicação: The Annals Of Statistics remover
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ℓ0-PENALIZED MAXIMUM LIKELIHOOD FOR SPARSE DIRECTED ACYCLIC GRAPHS
ℓ0-PENALIZED MAXIMUM LIKELIHOOD FOR SPARSE DIRECTED ACYCLIC GRAPHS
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ℓ0-PENALIZED MAXIMUM LIKELIHOOD FOR SPARSE DIRECTED ACYCLIC GRAPHS

van de Geer, Sara ; Bühlmann, Peter

The Annals of statistics, 2013-04, Vol.41 (2), p.536-567 [Periódico revisado por pares]

Institute of Mathematical Statistics

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2
EXACT AND ASYMPTOTICALLY ROBUST PERMUTATION TESTS
EXACT AND ASYMPTOTICALLY ROBUST PERMUTATION TESTS
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EXACT AND ASYMPTOTICALLY ROBUST PERMUTATION TESTS

Chung, EunYi ; Romano, Joseph P.

The Annals of statistics, 2013-04, Vol.41 (2), p.484-507 [Periódico revisado por pares]

Hayward: Institute of Mathematical Statistics

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3
Testing for Jumps in a Discretely Observed Process
Testing for Jumps in a Discretely Observed Process
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Testing for Jumps in a Discretely Observed Process

Aït-Sahalia, Yacine ; Jacod, Jean

The Annals of statistics, 2009-02, Vol.37 (1), p.184-222 [Periódico revisado por pares]

Cleveland, OH: Institute of Mathematical Statistics

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4
GLOBAL TESTING UNDER SPARSE ALTERNATIVES: ANOVA, MULTIPLE COMPARISONS AND THE HIGHER CRITICISM
GLOBAL TESTING UNDER SPARSE ALTERNATIVES: ANOVA, MULTIPLE COMPARISONS AND THE HIGHER CRITICISM
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GLOBAL TESTING UNDER SPARSE ALTERNATIVES: ANOVA, MULTIPLE COMPARISONS AND THE HIGHER CRITICISM

Arias-Castro, Ery ; Candès, Emmanuel J. ; Plan, Yaniv

The Annals of statistics, 2011-10, Vol.39 (5), p.2533-2556 [Periódico revisado por pares]

Cleveland, OH: Institute of Mathematical Statistics

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5
ESTIMATING THE QUADRATIC COVARIATION MATRIX FROM NOISY OBSERVATIONS: LOCAL METHOD OF MOMENTS AND EFFICIENCY
ESTIMATING THE QUADRATIC COVARIATION MATRIX FROM NOISY OBSERVATIONS: LOCAL METHOD OF MOMENTS AND EFFICIENCY
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ESTIMATING THE QUADRATIC COVARIATION MATRIX FROM NOISY OBSERVATIONS: LOCAL METHOD OF MOMENTS AND EFFICIENCY

Bibinger, Markus ; Hautsch, Nikolaus ; Malec, Peter ; Reiss, Markus

The Annals of statistics, 2014-08, Vol.42 (4), p.1312-1346 [Periódico revisado por pares]

Hayward: Institute of Mathematical Statistics

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6
Analysis of Variance: Why It Is More Important than Ever
Analysis of Variance: Why It Is More Important than Ever
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Analysis of Variance: Why It Is More Important than Ever

Gelman, Andrew

The Annals of statistics, 2005-02, Vol.33 (1), p.1-31 [Periódico revisado por pares]

Hayward: Institute of Mathematical Statistics

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7
VARIABLE SELECTION FOR GENERAL INDEX MODELS VIA SLICED INVERSE REGRESSION
VARIABLE SELECTION FOR GENERAL INDEX MODELS VIA SLICED INVERSE REGRESSION
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VARIABLE SELECTION FOR GENERAL INDEX MODELS VIA SLICED INVERSE REGRESSION

Jiang, Bo ; Liu, Jun S.

The Annals of statistics, 2014-10, Vol.42 (5), p.1751-1786 [Periódico revisado por pares]

Hayward: Institute of Mathematical Statistics

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8
Hypothesis Test for Normal Mixture Models: The EM Approach
Hypothesis Test for Normal Mixture Models: The EM Approach
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Hypothesis Test for Normal Mixture Models: The EM Approach

Chen, Jiahua ; Li, Pengfei

The Annals of statistics, 2009-10, Vol.37 (5A), p.2523-2542 [Periódico revisado por pares]

Cleveland, OH: Institute of Mathematical Statistics

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9
TESTS ALTERNATIVE TO HIGHER CRITICISM FOR HIGH-DIMENSIONAL MEANS UNDER SPARSITY AND COLUMN-WISE DEPENDENCE
TESTS ALTERNATIVE TO HIGHER CRITICISM FOR HIGH-DIMENSIONAL MEANS UNDER SPARSITY AND COLUMN-WISE DEPENDENCE
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TESTS ALTERNATIVE TO HIGHER CRITICISM FOR HIGH-DIMENSIONAL MEANS UNDER SPARSITY AND COLUMN-WISE DEPENDENCE

Zhong, Ping-Shou ; Chen, Song Xi ; Xu, Minya

The Annals of statistics, 2013-12, Vol.41 (6), p.2820-2851 [Periódico revisado por pares]

Hayward: Institute of Mathematical Statistics

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10
WEIGHTED LIKELIHOOD ESTIMATION UNDER TWO-PHASE SAMPLING
WEIGHTED LIKELIHOOD ESTIMATION UNDER TWO-PHASE SAMPLING
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WEIGHTED LIKELIHOOD ESTIMATION UNDER TWO-PHASE SAMPLING

Saegusa, Takumi ; Wellner, Jon A.

The Annals of statistics, 2013-02, Vol.41 (1), p.269-295 [Periódico revisado por pares]

United States: Institute of Mathematical Statistics

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