Residuals and goodness-of-fit tests for stationary marked Gibbs point processes

Resolvable designs with large blocks

Response surface methodology: Asymptotic normality of the optimal solution

Restricted Eigenvalue Conditions on Subgaussian Random Matrices

Restricted estimation of the cumulative incidence functions corresponding to competing risks

Retaining positive definiteness in thresholded matrices

Retrospective change-point detection and estimation in multivariate linear models

Revisiting Marginal Regression

Revisiting Révész's stochastic approximation method for the estimation of a regression function

Revisiting two strong approximation results of Dudley and Philipp

Risk and resampling under model uncertainty

Risk Bounds for Embedded Variable Selection in Classification Trees

Risk bounds for purely uniformly random forests

Risk bounds for statistical learning

Risk bounds for the non-parametric estimation of Lévy processes

Risk hull method and regularization by projections of ill-posed inverse problems

Robust Adaptive Rate-Optimal Testing for the White Noise Hypothesis

Robust approachability and regret minimization in games with partial monitoring

Robust empirical mean Estimators

Robust Estimation and Wavelet Thresholding in Partial Linear Models