An Official Journal of the Institute of Mathematical Statistics.
Volume 25, Number 3
Publication Date: June 1997
Optimal spatial adaptation to inhomogeneous smoothness: an approach based on kernel estimates with variable bandwidth selectors
O. V. Lepski, E. Mammen and V. G. Spokoiny; 929-947
Estimation of unimodal densities without smoothness assumptions
Lucien Birgé; 970-981
Parametric rates of nonparametric estimators and predictors for continuous time processes
Denis Bosq; 982-1000
A bandwidth selector for local linear density estimators
Ming-Yen Cheng; 1001-1013
Penalized quasi-likelihood estimation in partial linear models
Enno Mammen and Sara van de Geer; 1014-1035
Asymptotic properties of the NPMLE of a distribution function based on ranked set samples
Jian Huang; 1036-1049
On the rate of uniform convergence of the product-limit estimator: strong and weak laws
Kani Chen and Shaw-Hwa Lo; 1050-1087
A generalization of the product-limit estimator with an application to censored regression
Song Yang; 1088-1108
Bayesian nonparametric estimation via Gibbs sampling for coherent systems with redundancy
Hani Doss, Fred W. Huffer and Kevin L. Lawson; 1109-1139
Nonparametric estimation for a general repair model
Crisanto Dorado, Myles Hollander and Jayaram Sethuraman; 1140-1160
Optimal discrimination designs for multifactor experiments
Holger Dette and Ingo Röder; 1161-1175
Some identities on $q\sp {n-m}$ designs with application to minimum aberration designs
Chung-Yi Suen, Hegang Chen and C. F. J. Wu; 1176-1188
Universally optimal designs with blocksize $p\times 2$ and correlated observations
Nizam Uddin and John P. Morgan; 1189-1207
All estimates with a given risk, Riccati differential equations and a new proof of a theorem of Brown
Anirban DasGupta and William E. Strawderman; 1208-1221
Data driven smooth tests for composite hypotheses
Tadeusz Inglot, Wilbert C. M. Kallenberg and Teresa Ledwina; 1222-1250
Alignment of curves by dynamic time warping
Kongming Wang and Theo Gasser; 1251-1276
Some properties of the EWMA control chart in the presence of autocorrelation
Wolfgang Schmid and Alexander Schöne; 1277-1283
Average run length to false alarm for surveillance schemes designed with partially specified pre-change distribution
Louis Gordon and Moshe Pollak; 1284-1310
On the estimation of extreme tail probabilities
Peter Hall and Ishay Weissman; 1311-1326
A characterization of monotone unidimensional latent variable models
Brian W. Junker and Jules L. Ellis; 1327-1343
A characterization of the Dirichlet distribution through global and local parameter independence
Dan Geiger and David Heckerman; 1344-1369