An Official Journal of the Institute of Mathematical Statistics.
Volume 36, Number 5
Publication Date: October 2008
Frontmatter
Table of Contents
Editorial Staff
Articles
Adaptive variance function estimation in heteroscedastic nonparametric regression
T. Tony Cai and Lie Wang; 2025-2054
Robust nonparametric estimation via wavelet median regression
Lawrence D. Brown, T. Tony Cai and Harrison H. Zhou; 2055-2084
Analysis of variance, coefficient of determination and F-test for local polynomial regression
Li-Shan Huang and Jianwei Chen; 2085-2109
Estimation of distributions, moments and quantiles in deconvolution problems
Peter Hall and Soumendra N. Lahiri; 2110-2134
Choice of neighbor order in nearest-neighbor classification
Peter Hall, Byeong U. Park and Richard J. Samworth; 2135-2152
A class of Rényi information estimators for multidimensional densities
Nikolai Leonenko, Luc Pronzato and Vippal Savani; 2153-2182
Learning by mirror averaging
A. Juditsky, P. Rigollet and A. B. Tsybakov; 2183-2206
Gibbs posterior for variable selection in high-dimensional classification and data mining
Wenxin Jiang and Martin A. Tanner; 2207-2231
Profile-kernel likelihood inference with diverging number of parameters
Clifford Lam and Jianqing Fan; 2232-2260
Moments of minors of Wishart matrices
Mathias Drton, Hélène Massam and Ingram Olkin; 2261-2283
Trimming and likelihood: Robust location and dispersion estimation in the elliptical model
Juan A. Cuesta-Albertos, Carlos Matrán and Agustín Mayo-Iscar; 2284-2318
Local antithetic sampling with scrambled nets
Art B. Owen; 2319-2343
Limit theorems for weighted samples with applications to sequential Monte Carlo methods
Randal Douc and Eric Moulines; 2344-2376
On the Behrens–Fisher problem: A globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests
Alexandre Belloni and Gustavo Didier; 2377-2408
An algorithmic and a geometric characterization of coarsening at random
Richard D. Gill and Peter D. Grünwald; 2409-2422
Evaluation of formal posterior distributions via Markov chain arguments
Morris L. Eaton, James P. Hobert, Galin L. Jones and Wen-Lin Lai; 2423-2452
Residual empirical processes for long and short memory time series
Ngai Hang Chan and Shiqing Ling; 2453-2470
Tilted Euler characteristic densities for Central Limit random fields, with application to “bubbles”
N. Chamandy, K. J. Worsley, J. Taylor and F. Gosselin; 2471-2507
Multiple local whittle estimation in stationary systems
P. M. Robinson; 2508-2530
Stein estimation for the drift of Gaussian processes using the Malliavin calculus
Nicolas Privault and Anthony Réveillac; 2531-2550
