An Official Journal of the Institute of Mathematical Statistics.
Volume 27, Number 5
Publication Date: October 1999
Additive and Varying Coefficient Models
The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
E. Mammen, O. Linton and J. Nielsen; 1443-1490
Partly Linear Models
Statistical estimation in varying coefficient models
Jianqing Fan and Wenyang Zhang; 1491-1518
Estimation in a semiparametric partially linear errors-in-variables model
Hua Liang, Wolfgang Härdle and Raymond J. Carroll; 1519-1535
Efficient estimation of the partly linear additive Cox model
Jian Huang; 1536-1563
Density Estimation
Information-theoretic determination of minimax rates of convergence
Yuhong Yang and Andrew Barron; 1564-1599
Optimal convergence rates for Good's nonparametric maximum likelihood density estimator
P. P. B. Eggermont and V. N. LaRiccia; 1600-1615
Robust Estimation and Bootstrapping
Asymptotic distributions of the maximal depth estimators for regression and multivariate location
Zhi-Dong Bai and Xuming He; 1616-1637
Asymptotics of reweighted estimators of multivariate location and scatter
Hendrik P. Lopuhaä; 1638-1665
Second-order correctness of the Poisson bootstrap
G. Jogesh Babu, P. K. Pathak and C. R. Rao; 1666-1683
Deconvolution
Speed of convergence for the blind deconvolution of a linear system with discrete random input
E. Gassiat and E. Gautherat; 1684-1705
Binomial mixtures: geometric estimation of the mixing distribution
G. R. Wood; 1706-1721
Censored Observations
A general class of function-indexed nonparametric tests for survival analysis
Chin-Yu Lin and Michael R. Kosorok; 1722-1744
Transfer of tail information in censored regression models
Ingrid Van Keilegom and Michael G. Akritas; 1745-1784
