The Annals of Statistics

Table of Contents

Editorial Staff

Analysis of variance—why it is more important than ever

Andrew Gelman; 1-53

General empirical Bayes wavelet methods and exactly adaptive minimax estimation

Cun-Hui Zhang; 54-100

Minimax estimation with thresholding and its application to wavelet analysis

Harrison H. Zhou and J. T. Gene Hwang; 101-125

Decision theory results for one-sided multiple comparison procedures

Arthur Cohen and Harold B. Sackrowitz; 126-144

Characterization of Bayes procedures for multiple endpoint problems and inadmissibility of the step-up procedure

Arthur Cohen and Harold B. Sackrowitz; 145-158

Combining information from independent sources through confidence distributions

Kesar Singh, Minge Xie and William E. Strawderman; 159-183

Nonparametric estimation over shrinking neighborhoods: Superefficiency and adaptation

T. Tony Cai and Mark G. Low; 184-213

Testing convex hypotheses on the mean of a Gaussian vector. Application to testing qualitative hypotheses on a regression function

Yannick Baraud, Sylvie Huet and Béatrice Laurent; 214-257

Efficient estimation of a semiparametric partially linear varying coefficient model

Ibrahim Ahmad, Sittisak Leelahanon and Qi Li; 258-283

Bandwidth choice for nonparametric classification

Peter Hall and Kee-Hoon Kang; 284-306

Efficient estimation of Banach parameters in semiparametric models

Chris A. J. Klaassen and Hein Putter; 307-346

A robust method for cluster analysis

María Teresa Gallegos and Gunter Ritter; 347-380

Depth weighted scatter estimators

Yijun Zuo and Hengjian Cui; 381-413

Generalized bootstrap for estimating equations

Snigdhansu Chatterjee and Arup Bose; 414-436

Iterated smoothed bootstrap confidence intervals for population quantiles

Yvonne H. S. Ho and Stephen M. S. Lee; 437-462