An Official Journal of the Institute of Mathematical Statistics.
Volume 32, Number 5
Publication Date: October 2004
Frontmatter
Table of Contents
Editorial Staff
Nonparametric Inference
Periodic boxcar deconvolution and diophantine approximation
Iain M. Johnstone and Marc Raimondo; 1781-1804
An adaptation theory for nonparametric confidence intervals
T. Tony Cai and Mark G. Low; 1805-1840
Robust nonparametric inference for the median
Víctor J. Yohai and Ruben H. Zamar; 1841-1857
Sieve empirical likelihood ratio tests for nonparametric functions
Jianqing Fan and Jian Zhang; 1858-1907
The Hough transform estimator
Alexander Goldenshluger and Assaf Zeevi; 1908-1932
Wavelet-based estimation with multiple sampling rates
Peter Hall and Spiridon Penev; 1933-1956
On the testability of the CAR assumption
Eric A. Cator; 1957-1980
On optimal spatial subsample size for variance estimation
Daniel J. Nordman and Soumendra N. Lahiri; 1981-2027
Bayesian Analysis
New approaches to Bayesian consistency
Stephen Walker; 2028-2043
On the posterior distribution of the number of components in a finite mixture
Agostino Nobile; 2044-2073
Density Estimation
Equivalence theory for density estimation, Poisson processes and Gaussian white noise with drift
Lawrence D. Brown, Andrew V. Carter, Mark G. Low and Cun-Hui Zhang; 2074-2097
Attributing a probability to the shape of a probability density
Peter Hall and Hong Ooi; 2098-2123
Bump hunting with non-Gaussian kernels
Peter Hall, Michael C. Minnotte and Chunming Zhang; 2124-2141
Experimental Design
Optimal designs for a class of nonlinear regression models
Holger Dette, Viatcheslav B. Melas and Andrey Pepelyshev; 2142-2167
Geometric isomorphism and minimum aberration for factorial designs with quantitative factors
Shao-Wei Cheng and Kenny Q. Ye; 2168-2185
Inference for Diffusions
Estimators of diffusions with randomly spaced discrete observations: A general theory
Yacine Aït-Sahalia and Per A. Mykland; 2186-2222
Nonparametric estimation of scalar diffusions based on low frequency data
Emmanuel Gobet, Marc Hoffmann and Markus Reiß; 2223-2253
Hidden Markov Models
Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
Randal Douc, Éric Moulines and Tobias Rydén; 2254-2304
Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
Cheng-Der Fuh; 2305-2339
Correction
Smooth discrimination analysis
Enno Mammen and Alexandre B. Tsybakov; 2340-2341
