The composite absolute penalties family for grouped and hierarchical variable selection

The conjugate prior for discrete hierarchical log-linear models

The converse to Curtiss' theorem for one-sided moment generating functions

The coverage probabililty of confidence intervals in regression after a preliminary F test

The Cramer-Rao Bound for Sparse Estimation

The Dagum family of isotropic correlation functions

The Dantzig selector and sparsity oracle inequalities

The Dantzig selector: Statistical estimation when $p$ is much larger than $n$

The degrees of freedom of the Lasso for general design matrix

The delta method for analytic functions of random operators with application to functional data

The Dirichlet Process with Large Concentration Parameter

The Discrepancy Principle in Density Estimation

The distribution of a linear predictor after model selection: Unconditional finite-sample distributions and asymptotic approximations

The distribution of maxima of approximately Gaussian random fields

The distribution of model averaging estimators and an impossibility result regarding its estimation

The distribution of the maximal difference between Brownian bridge and its concave majorant

The distribution of the maximum of a second order autoregressive process: the continuous case

The distribution of the square sum of Dirichlet random variables and a table with quantiles of Greenwood's statistic

The efficiency of the estimators of the parameters in GARCH processes

The Empirical Edgeworth Expansion for a Studentized Trimmed Mean