The Annals of Statistics

An Official Journal of the Institute of Mathematical Statistics.


Volume 19, Number 3

Publication Date: September, 1991

Miscellaneous front pages, Ann. Statist., Volume 19, Number 3 (1991)

Maximum Likelihood Type Estimation for Nearly Nonstationary Autoregressive Time Series

Dennis D. Cox and Isabel Llatas; 1109-1128

Gaussian Likelihood Estimation for Nearly Nonstationary AR(1) Processes

Dennis D. Cox; 1129-1142

Estimation of the Parameters of Linear Time Series Models Subject to Nonlinear Restrictions

Neerchal K. Nagaraj and Wayne A. Fuller; 1143-1154

Convergence of Moments of Least Squares Estimators for the Coefficients of an Autoregressive Process of Unknown Order

R. J. Bhansali and F. Papangelou; 1155-1162

The Variational Form of Certain Bayes Estimators

L. R. Haff; 1163-1190

Bayes Empirical Bayes Estimation for Natural Exponential Families with Quadratic Variance Functions

G. G. Walter and G. G. Hamedani; 1191-1224

Diameter and Volume Minimizing Confidence Sets in Bayes and Classical Problems

Anirban DasGupta; 1225-1243

Robust Bayesian Experimental Designs in Normal Linear Models

A. DasGupta and W. J. Studden; 1244-1256

On the Optimal Rates of Convergence for Nonparametric Deconvolution Problems

Jianqing Fan; 1257-1272

On the Estimation of Quadratic Functionals

Jianqing Fan; 1273-1294

Edgeworth Expansion of a Function of Sample Means

Z. D. Bai and C. Radhakrishna Rao; 1295-1315

Efficient Estimation of Linear Functionals of a Probability Measure $P$ with Known Marginal Distributions

Peter J. Bickel, Ya'Acov Ritov and Jon A. Wellner; 1316-1346

Approximation of Density Functions by Sequences of Exponential Families

Andrew R. Barron and Chyong-Hwa Sheu; 1347-1369

Large Sample Theory of a Modified Buckley-James Estimator for Regression Analysis with Censored Data

Tze Leung Lai and Zhiliang Ying; 1370-1402

Weak Convergence of Time-Sequential Censored Rank Statistics with Applications to Sequential Testing in Clinical Trials

Ming Gao Gu and Tze Leung Lai; 1403-1433

Conditional Rank Tests for Randomly Censored Data

Arnold Janssen; 1434-1456

Almost Sure Asymptotic Representation for a Class of Functionals of the Kaplan-Meier Estimator

Irene Gijbels and Noel Veraverbeke; 1457-1470

The Asymptotic Behavior of Some Nonparametric Change-Point Estimators

L. Dumbgen; 1471-1495

Some Bootstrap Tests of Symmetry for Univariate Continuous Distributions

Miguel A. Arcones and Evarist Gine; 1496-1511

Spline Functions and Stochastic Filtering

Christine Thomas-Agnan; 1512-1527

Some Stabilized Bandwidth Selectors for Nonparametric Regression

Shean-Tsong Chiu; 1528-1546

On Tail Index Estimation Using Dependent Data

Tailen Hsing; 1547-1569

A Geometric Approach to Detecting Influential Cases

Paul W. Vos; 1570-1581

Trend-Free Block Designs for Varietal and Factorial Experiments

Meily Lin and A. M. Dean; 1582-1596

On the Balanced Incomplete Block Design for Rankings

M. Alvo and P. Cabilio; 1597-1613

Optimal Weights for Experimental Designs on Linearly Independent Support Points

Friedrich Pukelsheim and Ben Torsney; 1614-1625

Inference for the Crossing Point of Two Continuous CDF's

D. L. Hawkins and Subhash C. Kochar; 1626-1638

Generalizations of James-Stein Estimators Under Spherical Symmetry

Ann Cohen Brandwein and William E. Strawderman; 1639-1650

An $E$-Ancillarity Projection Property of Cox's Partial Score Function

I.-Shou Chang and Chao A. Hsiung; 1651-1660

Short Communications

The Singularities of Fitting Planes to Data

Steven P. Ellis; 1661-1666

Optimality of Some Two-Associate-Class Partially Balanced Incomplete-Block Designs

C.-S. Cheng and R. A. Bailey; 1667-1671

Monotone Gain, First-Order Autocorrelation and Zero-Crossing Rate

Benjamin Kedem and Ta-Hsin Li; 1672-1676

On the Monotonicity of a Certain Expectation

Rasul A. Khan; 1677-1680

Miscellaneous back pages, Ann. Statist., Volume 19, Number 3 (1991)


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