An Official Journal of the Institute of Mathematical Statistics.
Volume 23, Number 3
Publication Date: June, 1995
Miscellaneous front pages, Ann. Statist., Volume 23, Number 3 (1995)
Asymptotic Theory
Exact Computation of the Asymptotic Efficiency of Maximum Likelihood Estimators of a Discontinuous Signal in a Gaussian White Noise
Herman Rubin and Kai-Sheng Song; 732-739
Bayesian Inference
Rates of Convergence for Gibbs Sampling for Variance Component Models
Jeffrey S. Rosenthal; 740-761
Exact Multivariate Bayesian Bootstrap Distributions of Moments
Mauro Gasparini; 762-768
Censored Data
A Note on a Characterization of the Exponential Distribution Based on a Type II Censored Sample
Jian-Lun Xu and Grace L. Yang; 769-773
Coarsening at Random in General Sample Spaces and Random Censoring in Continuous Time
Martin Jacobsen and Niels Keiding; 774-786
An Approach to Nonparametric Regression for Life History Data Using Local Linear Fitting
Gang Li and Hani Doss; 787-823
Curve Estimation
Bias-Variance Tradeoffs in Functional Estimation Problems
Mark G. Low; 824-835
Deficiency of the Sample Quantile Estimator with Respect to Kernel Quantile Estimators for Censored Data
Xiaojing Xiang; 836-854
Measuring Mass Concentrations and Estimating Density Contour Clusters-An Excess Mass Approach
Wolfgang Polonik; 855-881
Nonparametric Density Estimation with a Parametric Start
Nils Lid Hjort and Ingrid K. Glad; 882-904
Formulae for Mean Integrated Squared Error of Nonlinear Wavelet-Based Density Estimators
Peter Hall and Prakash Patil; 905-928
Semi-parametric Inference
On Estimating Mixing Densities in Discrete Exponential Family Models
Cun-Hui Zhang; 929-945
On a Semiparametric Variance Function Model and a Test for Heteroscedasticity
Hans-Georg Muller and Peng-Liang Zhao; 946-967
On Optimal B-Robust Influence Functions in Semiparametric Models
Larry Z. Shen; 968-989
Time Series
Density Estimation Under Long-Range Dependence
Sandor Csorgo and Jan Mielniczuk; 990-999
Nonparametric Regression Under Long-Range Dependent Normal Errors
Sandor Csorgo and Jan Mielniczuk; 1000-1014
Testing a Time Series for Difference Stationarity
B. P. M. McCabe and A. R. Tremayne; 1015-1028
Efficient Location and Regression Estimation for Long Range Dependent Regression Models
Rainer Dahlhaus; 1029-1047
Log-Periodogram Regression of Time Series with Long Range Dependence
P. M. Robinson; 1048-1072
Miscellaneous back pages, Ann. Statist., Volume 23, Number 3 (1995)
