The Annals of Statistics

An Official Journal of the Institute of Mathematical Statistics.


Volume 12, Number 3

Publication Date: September, 1984

Miscellaneous front pages, Ann. Statist., Volume 12, Number 3 (1984)

Asymptotics of Graphical Projection Pursuit

Persi Diaconis and David Freedman; 793-815

A Geometric Approach to Nonlinear Regression Diagnostics with Applications to matched Case-Control Studies

Suresh H. Moolgavkar, Edward D. Lustbader and David J. Venzon; 816-826

On Bootstrapping Two-Stage Least-Squares Estimates in Stationary Linear Models

D. Freedman; 827-842

Infinitesimal Robustness for Autoregressive Processes

H. Kunsch; 843-863

Parametric Robustness: Small Biases can be Worthwhile

P. J. Bickel; 864-879

Adaptive Density Flattening--A Metric Distortion Principle for Combating Bias in Nearest Neighbor Methods

Ian S. Abramson; 880-886

The Data-Smoothing Aspect of Stein Estimates

Ker-Chau Li and Jiunn Tzon Hwang; 887-897

Spline Smoothing: The Equivalent Variable Kernel Method

B. W. Silverman; 898-916

Asymptotic Normality of Nearest Neighbor Regression Function Estimates

Winfried Stute; 917-926

A Sharp Necessary and Sufficient Condition for Inadmissibility of Estimators in a Control Problem

C. Srinivasan; 927-944

Optimal Fixed Size Confidence Procedures for a Restricted Parameter Space

Mehmet Zeytinoglu and Max Mintz; 945-957

Deriving Posterior Distributions for a Location Parameter: A Decision Theoretic Approach

Constantine A. Gatsonis; 958-970

Adjustment by Minimum Discriminant Information

Shelby J. Haberman; 971-988

Approximate Likelihood and Probability Calculations Based on Transforms

Rollin Brant; 989-1005

Optimality of Balanced Uniform Repeated Measurements Designs

Joachim Kunert; 1006-1017

Properties of Biased Coin Designs in Sequential Clinical Trials

Richard L. Smith; 1018-1034

Bayes Double Sample Estimation Procedures

Arthur Cohen and Harold B. Sackrowitz; 1035-1049

Symmetric Distributions for Dependent Unit Vectors

Louis-Paul Rivest; 1050-1057

A General Theory of Asymptotic Consistency for Subset Selection with Applications

Jan F. Bjornstad; 1058-1070

Empirical Bayes with a Changing Prior

M. K. Mara and J. J. Deely; 1071-1078

Short Communications

Best Attainable Rates of Convergence for Estimates of Parameters of Regular Variation

Peter Hall and A. H. Welsh; 1079-1084

On the Information Matrix for Symmetric Distributions on the Hypersphere

Louis-Paul Rivest; 1085-1089

On the Estimation of a Convex Set

Marc Moore; 1090-1099

A Characterization Theorem for Externally Bayesian Groups

Christian Genest; 1100-1105

Rectangular Regions of Maximum Probability Content

S. Kunte and R. N. Rattihalli; 1106-1108

Results on Double Sample Estimation for the Binomial Distribution

Arthur Cohen and Harold B. Sackrowitz; 1109-1116

Bounds for the Bayes Risk for Testing Sequentially the Sign of the Drift Parameter of a Wiener Process

Ashim Mallik and Yi-Ching Yao; 1117-1123

Asymptotic Normality of a Class of Nonlinear Rank Tests for Independence

Shingo Shirahata and Kazumasa Wakimoto; 1124-1129

A Note on Bootstrapping the Sample Median

Malay Ghosh, William C. Parr, Kesar Singh and G. Jogesh Babu; 1130-1135

Constrained Simultaneous Confidence Intervals for Multiple Comparisons with the Best

Jason C. Hsu; 1136-1144

Book Review

Review: , Two Books on Multivariate Analysis; Robb J. Muirhead, Aspects of Multivariate Statistical Theory; Morris L. Eaton, Multivariate Statistics. A Vector Space Approach

Robert A. Wijsman; 1145-1150

Miscellaneous back pages, Ann. Statist., Volume 12, Number 3 (1984)


2013 © Institute of Mathematical Statistics