Electronic Journal of Statistics

Title Publication Date Language Citations
Axiomatic arguments for decomposing goodness of fit according to Shapley and Owen values2012/01/0115
Combining predictive distributions2013/01/0115
Sparse permutation invariant covariance estimation2008/01/0111
High-dimensional covariance estimation by minimizing â„“1-penalized log-determinant divergence2011/01/019
Online data processing: Comparison of Bayesian regularized particle filters2009/01/019
Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators2008/01/019
Discrete temporal models of social networks2010/01/018
Dynamics of Bayesian updating with dependent data and misspecified models2009/01/017
Exponential-family random graph models for valued networks2012/01/017
The Bernstein-Von-Mises theorem under misspecification2012/01/017
Estimating a network from multiple noisy realizations2018/01/016
Sparsity information and regularization in the horseshoe and other shrinkage priors2017/01/016
Estimating the reach of a manifold2019/01/016
Variable importance in binary regression trees and forests2007/01/016
Bernstein–von Mises theorems for statistical inverse problems II: compound Poisson processes2019/01/016
Sparsity oracle inequalities for the Lasso2007/01/016
Spectral clustering in the dynamic stochastic block model2019/01/015
Dynamic treatment regimes: Technical challenges and applications2014/01/015
Regularized k-means clustering of high-dimensional data and its asymptotic consistency2012/01/015
Partial information framework: Model-based aggregation of estimates from diverse information sources2017/01/015
The graphical lasso: New insights and alternatives2012/01/014
Stationarity and ergodicity of univariate generalized autoregressive score processes2014/01/014
A joint quantile and expected shortfall regression framework2019/01/014
Performance bounds for parameter estimates of high-dimensional linear models with correlated errors2016/01/014
On the conditions used to prove oracle results for the Lasso2009/01/014
The lasso problem and uniqueness2013/01/014
Computationally efficient confidence intervals for cross-validated area under the ROC curve estimates2015/01/014
On the asymptotic properties of the group lasso estimator for linear models2008/01/013
Estimation and detection of functions from anisotropic Sobolev classes2011/01/013
Efficient Gaussian graphical model determination under G-Wishart prior distributions2012/01/013