On deep learning as a remedy for the curse of dimensionality in nonparametric regression
来源期刊:Annals of StatisticsDOI:10.1214/18-AOS1747
Spectral Method and Regularized MLE Are Both Optimal for Top-$K$ Ranking
来源期刊:Annals of statisticsDOI:10.1214/18-AOS1745
Distributed estimation of principal eigenspaces.
来源期刊:Annals of statisticsDOI:10.1214/18-aos1713
CHIME: Clustering of high-dimensional Gaussian mixtures with EM algorithm and its optimality
来源期刊:Annals of StatisticsDOI:10.1214/18-AOS1711
Efficient estimation of integrated volatility functionals via multiscale jackknife
来源期刊:Annals of StatisticsDOI:10.1214/18-AOS1684
Intrinsic Riemannian functional data analysis
来源期刊:Annals of StatisticsDOI:10.1214/18-AOS1787
On model selection from a finite family of possibly misspecified time series models
来源期刊:Annals of StatisticsDOI:10.1214/18-AOS1706
EIGENVALUE DISTRIBUTIONS OF VARIANCE COMPONENTS ESTIMATORS IN HIGH-DIMENSIONAL RANDOM EFFECTS MODELS.
来源期刊:Annals of statisticsDOI:10.1214/18-AOS1767
Nonparametric implied Lévy densities
来源期刊:Annals of StatisticsDOI:10.1214/18-AOS1703
A ROBUST AND EFFICIENT APPROACH TO CAUSAL INFERENCE BASED ON SPARSE SUFFICIENT DIMENSION REDUCTION.
来源期刊:Annals of statisticsDOI:10.1214/18-AOS1722
Estimating the algorithmic variance of randomized ensembles via the bootstrap
来源期刊:Annals of StatisticsDOI:10.1214/18-AOS1707
Statistics on the Stiefel manifold: Theory and applications
来源期刊:Annals of StatisticsDOI:10.1214/18-AOS1692
A critical threshold for design effects in network sampling
来源期刊:Annals of StatisticsDOI:10.1214/18-AOS1700
Two-sample and ANOVA tests for high dimensional means
来源期刊:Annals of StatisticsDOI:10.1214/18-AOS1720
FEATURE ELIMINATION IN KERNEL MACHINES IN MODERATELY HIGH DIMENSIONS.
来源期刊:Annals of statisticsDOI:10.1214/18-AOS1696
Detecting relevant changes in the mean of nonstationary processes—A mass excess approach
来源期刊:Annals of StatisticsDOI:10.1214/19-aos1811
Oracle inequalities and adaptive estimation in the convolution structure density model
来源期刊:Annals of StatisticsDOI:10.1214/18-AOS1687
LINEAR HYPOTHESIS TESTING FOR HIGH DIMENSIONAL GENERALIZED LINEAR MODELS.
来源期刊:Annals of statisticsDOI:10.1214/18-AOS1761
The BLUE in continuous-time regression models with correlated errors
来源期刊:Annals of StatisticsDOI:10.1214/18-AOS1734
Adaptive-to-model checking for regressions with diverging number of predictors
来源期刊:Annals of StatisticsDOI:10.1214/18-AOS1735
Prediction when fitting simple models to high-dimensional data
来源期刊:Annals of StatisticsDOI:10.1214/18-AOS1719
Doubly penalized estimation in additive regression with high-dimensional data
来源期刊:Annals of StatisticsDOI:10.1214/18-AOS1757
Joint convergence of sample autocovariance matrices when $p/n\\to 0$ with application
来源期刊:Annals of StatisticsDOI:10.1214/18-aos1785
A classification criterion for definitive screening designs
来源期刊:Annals of StatisticsDOI:10.1214/18-AOS1723
TEST FOR HIGH DIMENSIONAL CORRELATION MATRICES.
来源期刊:Annals of statisticsDOI:10.1214/18-AOS1768
HYPOTHESIS TESTING ON LINEAR STRUCTURES OF HIGH DIMENSIONAL COVARIANCE MATRIX.
来源期刊:Annals of statisticsDOI:10.1214/18-aos1779
NONPARAMETRIC TESTING FOR MULTIPLE SURVIVAL FUNCTIONS WITH NON-INFERIORITY MARGINS.
来源期刊:Annals of statisticsDOI:10.1214/18-AOS1686
Signal aliasing in Gaussian random fields for experiments with qualitative factors
来源期刊:Annals of StatisticsDOI:10.1214/18-AOS1682
ON TESTING CONDITIONAL QUALITATIVE TREATMENT EFFECTS.
来源期刊:Annals of statisticsDOI:10.1214/18-AOS1750
On Partial-Sum Processes of ARMAX Residuals
来源期刊:Annals of StatisticsDOI:10.1214/18-AOS1776
Bootstrap tuning in Gaussian ordered model selection
来源期刊:Annals of StatisticsDOI:10.1214/18-AOS1717