An Official Journal of the Institute of Mathematical Statistics.
Volume 36, Number 3
Publication Date: June 2008
Frontmatter
Table of Contents
Editorial Staff
Articles
Current status data with competing risks: Consistency and rates of convergence of the MLE
Piet Groeneboom, Marloes H. Maathuis and Jon A. Wellner; 1031-1063
Current status data with competing risks: Limiting distribution of the MLE
Piet Groeneboom, Marloes H. Maathuis and Jon A. Wellner; 1064-1089
Optimal designs for mixed models in experiments based on ordered units
Dibyen Majumdar and John Stufken; 1090-1107
Composite quantile regression and the oracle model selection theory
Hui Zou and Ming Yuan; 1108-1126
Adaptive estimation of and oracle inequalities for probability densities and characteristic functions
Sam Efromovich; 1127-1155
Admissible predictive density estimation
Lawrence D. Brown, Edward I. George and Xinyi Xu; 1156-1170
Kernel methods in machine learning
Thomas Hofmann, Bernhard Schölkopf and Alexander J. Smola; 1171-1220
Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models
Snigdhansu Chatterjee, Partha Lahiri and Huilin Li; 1221-1245
Data-driven Sobolev tests of uniformity on compact Riemannian manifolds
P. E. Jupp; 1246-1260
Optimal rank-based tests for homogeneity of scatter
Marc Hallin and Davy Paindaveine; 1261-1298
Multivariate spacings based on data depth: I. Construction of nonparametric multivariate tolerance regions
Jun Li and Regina Y. Liu; 1299-1323
A general trimming approach to robust cluster Analysis
Luis A. García-Escudero, Alfonso Gordaliza, Carlos Matrán and Agustin Mayo-Iscar; 1324-1345
Adaptive goodness-of-fit tests based on signed ranks
Angelika Rohde; 1346-1374
The distribution of maxima of approximately Gaussian random fields
Yuval Nardi, David O. Siegmund and Benjamin Yakir; 1375-1403
Hurst exponent estimation of locally self-similar Gaussian processes using sample quantiles
Jean-François Coeurjolly; 1404-1434
Rates of contraction of posterior distributions based on Gaussian process priors
A. W. van der Vaart and J. H. van Zanten; 1435-1463
Statistical modeling of causal effects in continuous time
Judith J. Lok; 1464-1507
Correction
Estimation for almost periodic processes
Keh-Shin Lii and Murray Rosenblatt; 1508