The Annals of Statistics

An Official Journal of the Institute of Mathematical Statistics.


Volume 32, Number 6

Publication Date: December 2004

Frontmatter

Table of Contents

Editorial Staff

Bayesian Methodology

Normalized random measures driven by increasing additive processes

Luis E. Nieto-Barajas, Igor Prünster and Stephen G. Walker; 2343-2360

A Bayesian χ2 test for goodness-of-fit

Valen E. Johnson; 2361-2384

Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference

Nicolas Chopin; 2385-2411

Regression Analysis

Nonparametric estimation of an additive model with a link function

Joel L. Horowitz and Enno Mammen; 2412-2443

From finite sample to asymptotics: A geometric bridge for selection criteria in spline regression

S. C. Kou; 2444-2468

Local linear spatial regression

Marc Hallin, Zudi Lu and Lanh T. Tran; 2469-2500

Determining the dimension of iterative Hessian transformation

R. Dennis Cook and Bing Li; 2501-2531

Hybrid shrinkage estimators using penalty bases for the ordinal one-way layout

Rudolf Beran; 2532-2558

Estimation of nonlinear models with Berkson measurement errors

Liqun Wang; 2559-2579

Testing Theory

Bayesian-motivated tests of function fit and their asymptotic frequentist properties

Marc Aerts, Gerda Claeskens and Jeffrey D. Hart; 2580-2615

Approximately unbiased tests of regions using multistep-multiscale bootstrap resampling

Hidetoshi Shimodaira; 2616-2641

Rank-based optimal tests of the adequacy of an elliptic VARMA model

Marc Hallin and Davy Paindaveine; 2642-2678

Saddlepoint Approximations

Saddlepoint approximation for Student’s t-statistic with no moment conditions

Bing-Yi Jing, Qi-Man Shao and Wang Zhou; 2679-2711

Saddlepoint approximation for moment generating functions of truncated random variables

Ronald W. Butler and Andrew T. A. Wood; 2712-2730

Tusnády’s Inequality

Tusnády’s inequality revisited

Andrew Carter and David Pollard; 2731-2741

Hidden Markov Chains

Approximating a sequence of observations by a simple process

Dinah Rosenberg, Eilon Solan and Nicolas Vieille; 2742-2775

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