An Official Journal of the Institute of Mathematical Statistics.
Volume 37, Number 1
Publication Date: February 2009
Frontmatter
Table of Contents
Editorial Staff
Articles
Common functional principal components
Michal Benko, Wolfgang Härdle and Alois Kneip; 1-34
Smoothing splines estimators for functional linear regression
Christophe Crambes, Alois Kneip and Pascal Sarda; 35-72
Functional deconvolution in a periodic setting: Uniform case
Marianna Pensky and Theofanis Sapatinas; 73-104
Quantile pyramids for Bayesian nonparametrics
Nils Lid Hjort and Stephen G. Walker; 105-131
Minimum distance regression model checking with Berkson measurement errors
Hira L. Koul and Weixing Song; 132-156
Consistencies and rates of convergence of jump-penalized least squares estimators
Leif Boysen, Angela Kempe, Volkmar Liebscher, Axel Munk and Olaf Wittich; 157-183
Testing for jumps in a discretely observed process
Yacine Aït-Sahalia and Jean Jacod; 184-222
Monte Carlo maximum likelihood estimation for discretely observed diffusion processes
Alexandros Beskos, Omiros Papaspiliopoulos and Gareth Roberts; 223-245
Lasso-type recovery of sparse representations for high-dimensional data
Nicolai Meinshausen and Bin Yu; 246-270
Inference for the limiting cluster size distribution of extreme values
Christian Y. Robert; 271-310
Propagation of outliers in multivariate data
Fatemah Alqallaf, Stefan Van Aelst, Victor J. Yohai and Ruben H. Zamar; 311-331
Robustness of multiple testing procedures against dependence
Sandy Clarke and Peter Hall; 332-358
A note on the stationary bootstrap’s variance
Daniel J. Nordman; 359-370
A pseudo empirical likelihood approach for stratified samples with nonresponse
Fang Fang, Quan Hong and Jun Shao; 371-393
Proportional hazards models with continuous marks
Yanqing Sun, Peter B. Gilbert and Ian W. McKeague; 394-426
Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
Yong Zhou and Hua Liang; 427-458
Asymptotic inference for semiparametric association models
Gerhard Osius; 459-489
Empirical likelihood for estimating equations with missing values
Dong Wang and Song Xi Chen; 490-517
Support points of locally optimal designs for nonlinear models with two parameters
Min Yang and John Stufken; 518-541
A universal procedure for aggregating estimators
Alexander Goldenshluger; 542-568
