The Annals of Statistics

An Official Journal of the Institute of Mathematical Statistics.


Volume 25, Number 3

Publication Date: June 1997

Adaptive demixing in Poisson mixture models

Nicolas W. Hengartner; 917-928

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

On nonparametric estimation of density level sets

A. B. Tsybakov; 948-969

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

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