An Official Journal of the Institute of Mathematical Statistics.
Volume 24, Number 2
Publication Date: April 1996
Function estimation via wavelet shrinkage for long-memory data
Yazhen Wang; 466-484
Estimating nonquadratic functionals of a density using Haar wavelets
Gérard Kerkyacharian and Dominique Picard; 485-507
Density estimation by wavelet thresholding
David L. Donoho, Iain M. Johnstone, Gérard Kerkyacharian and Dominique Picard; 508-539
Efficient estimation for the proportional hazards model with interval censoring
Jian Huang; 540-568
Efficient estimation in the bivariate censoring model and repairing NPMLE
Mark J. van der Laan; 596-627
Nonparametric likelihood ratio confidence bands for quantile functions from incomplete survival data
Gang Li, Myles Hollander, Ian W. McKeague and Jie Yang; 628-640
A counterexample to a conjecture concerning the Hall-Wellner band
Kani Chen and Zhiliang Ying; 641-646
A class of estimators of the survival function from interval-censored data
Zhiming Wang and Joseph C. Gardiner; 647-658
Efficient estimation of integral functionals of a density
Béatrice Laurent; 659-681
On Bickel and Ritov's conjecture about adaptive estimation of the integral of the square of density derivative
Sam Efromovich and Mark Low; 682-686
Consistency of data-driven histogram methods for density estimation and classification
Gábor Lugosi and Andrew Nobel; 687-706
Conservative confidence regions in multivariate calibration
Thomas Mathew and Wenxing Zha; 707-725
Maximum likelihood methods for a generalized class of log-linear models
Joseph B. Lang; 726-752
Some inequalities for symmetric convex sets with applications
T. W. Anderson; 753-762
The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
M. Casalis and G. Letac; 763-786
Möbius transformation and Cauchy parameter estimation
Peter McCullagh; 787-808
Shrinkage estimators, Skorokhod's problem and stochastic integration by parts
Steven N. Evans and Philip B. Stark; 809-815
Partial least squares algorithm yields shrinkage estimators
Constantinos Goutis; 816-824
Shrinkage estimation in the two-way multivariate normal model
Li Sun; 825-840
Asymptotically uniformly most powerful tests in parametric and semiparametric models
Sungsub Choi, W. J. Hall and Anton Schick; 841-861
Efficient maximum likelihood estimation in semiparametric mixture models
Aad Van der Vaart; 862-878
Asymptotic efficiency of estimates for models with incidental nuisance parameters
Helmut Strasser; 879-901
Some counterexamples concerning sufficiency and invariance
R. H. Berk, A. G. Nogales and J. A. Oyola; 902-905
Some remarks on sufficiency, invariance and conditional independence
A. G. Nogales and J. A. Oyola; 906-909
The Annals of Statistics
