The Annals of Statistics

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  Publication Venue For

  • HIGH-DIMENSIONAL LATENT PANEL QUANTILE REGRESSION WITH AN APPLICATION TO ASSET PRICING.  51:96-121. 2023
  • ASYMPTOTIC ANALYSIS OF SYNCHROSQUEEZING TRANSFORM—TOWARD STATISTICAL INFERENCE WITH NONLINEAR-TYPE TIME-FREQUENCY ANALYSIS.  50:2694-2712. 2022
  • COINTEGRATION IN LARGE VARS.  50:1593-1617. 2022
  • Variable selection consistency of Gaussian process regression.  49:2491-2505. 2021
  • Bayesian analysis of the covariance matrix of a multivariate normal distribution with a new class of priors.  48:2381-2403. 2020
  • Designs for estimating the treatment effect in networks with interference.  48:679-712. 2020
  • Semi-supervised inference: General theory and estimation of means.  47. 2019
  • Cross: Efficient low-rank tensor completion.  47. 2019
  • UNIFORMLY VALID POST-REGULARIZATION CONFIDENCE REGIONS FOR MANY FUNCTIONAL PARAMETERS IN Z-ESTIMATION FRAMEWORK..  46:3643-3675. 2018
  • Convexified modularity maximization for degree-corrected stochastic block models.  46. 2018
  • Rate-optimal perturbation bounds for singular subspaces with applications to high-dimensional statistics.  46. 2018
  • Robust Gaussian stochastic process emulation.  46:3038-3066. 2018
  • Approximate group context tree.  45:355-385. 2017
  • TENSOR DECOMPOSITIONS AND SPARSE LOG-LINEAR MODELS..  45:1-38. 2017
  • Bayesian manifold regression.  44:876-905. 2016
  • Graph connection Laplacian methods can be made robust to noise.  44:346-372. 2016
  • ROP: Matrix recovery via rank-one projections.  43. 2015
  • Minimax-optimal nonparametric regression in high dimensions.  43:652-674. 2015
  • Anisotropic function estimation using multi-bandwidth Gaussian processes.  42:352-381. 2014
  • Pivotal estimation via square-root lasso in nonparametric regression.  42:757-788. 2014
  • Posterior contraction in sparse bayesian factor models for massive covariance matrices.  42:1102-1130. 2014
  • Volatility occupation times.  41:1865-1891. 2013
  • Criteria for bayesian model choice with application to variable selection.  40:1550-1577. 2012
  • Realized laplace transforms for pure-jump semimartingales.  40:1233-1262. 2012
  • On multivariate quantiles under partial orders.  39. 2011
  • Ell;1-penalized ruantile regression in high-himensional sparse models.  39:82-130. 2011
  • Stochastic expansions using continuous dictionaries: Lévy adaptive regression kernels.  39:1916-1962. 2011
  • Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem.  38:2587-2619. 2010
  • Optional Pólya tree and Bayesian inference.  38:1433-1459. 2010
  • Consistency of a recursive estimate of mixingdistributions.  37:2502-2522. 2009
  • On the computational complexity of MCMC-based estimators in large samples.  37:2011-2055. 2009
  • The formal definition of reference priors.  37:905-938. 2009
  • On the Behrens-Fisher Problem: A globally convergent algorithm and a finite-sample study of the wald, LR and LM tests.  36:2377-2408. 2008
  • Objective priors for the bivariate normal model.  36:963-982. 2008
  • Analysis of boosting algorithms using the smooth margin function.  35:2723-2768. 2007
  • Computer model validation with functional output.  35:1874-1906. 2007
  • The shape of incomplete preferences.  34:2430-2448. 2006
  • Posterior propriety and admissibility of hyperpriors in normal hierarchical models.  33:606-646. 2005
  • Optimal predictive model selection.  32:870-897. 2004
  • Training samples in objective Bayesian model selection.  32:841-869. 2004
  • Robust Bayesian analysis of selection models.  26:645-659. 1998
  • Choice of hierarchical priors: Admissibility in estimation of normal means.  24:931-951. 1996
  • A Unified Conditional Frequentist and Bayesian Test for Fixed and Sequential Simple Hypothesis Testing.  22. 1994
  • Indeterminate Probabilities on Finite Sets.  20. 1992
  • Lower Bounds on Bayes Factors for Multinomial Distributions, with Application to Chi-Squared Tests of Fit.  18. 1990
  • Discussion: An Ancillarity Paradox which Appears in Multiple Linear Regression.  18. 1990
  • Monte Carlo Evidence on Adaptive Maximum Likelihood Estimation of a Regression.  15. 1987
  • Discussion: Influence Functionals for Time Series.  14. 1986
  • Discussion: On the Consistency of Bayes Estimates.  14. 1986
  • Discussion: Construction of Improved Estimators in Multiparameter Estimation for Discrete Exponential Families.  11. 1983
  • Think globally, fit locally under the Manifold Setup: Asymptotic Analysis of Locally Linear Embedding