The Bezoutian and Fisher's information matrix of an ARMA process
The binomial ideal of the intersection axiom for conditional probabilities
The Brouwer Lecture 2005: Statistical estimation with model selection
The central limit theorem under random truncation
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