An Official Journal of the Institute of Mathematical Statistics.
Volume 15, Number 3
Publication Date: September, 1987
Miscellaneous front pages, Ann. Statist., Volume 15, Number 3 (1987)
Special Invited Paper
Discussion: What is an Analysis of Variance?
E. J. Hannan and C. H. Hesse; 923-924
Further Characterizations of Design Optimality and Admissibility for Partial Parameter Estimation in Linear Regression
Norbert Gaffke; 942-957
Asymptotic Optimality for $C_p, C_L$, Cross-Validation and Generalized Cross-Validation: Discrete Index Set
Ker-Chau Li; 958-975
Weak Convergence of $k$-NN Density and Regression Estimators with Varying $k$ and Applications
P. K. Bhattacharya and Y. P. Mack; 976-994
Estimating a Density under Order Restrictions: Nonasymptotic Minimax Risk
Lucien Birge; 995-1012
On the Risk of Histograms for Estimating Decreasing Densities
Lucien Birge; 1013-1022
A Large Deviation Result for Parameter Estimators and its Application to Nonlinear Regression Analysis
Arthur Sieders and Kacha Dzhaparidze; 1031-1049
Asymptotic Inference for Nearly Nonstationary AR(1) Processes
N. H. Chan and C. Z. Wei; 1050-1063
Model-Free One-Step-Ahead Prediction Intervals: Asymptotic Theory and Small Sample Simulations
Sinsup Cho and Robert B. Miller; 1064-1078
Sequential Estimation of the Mean of a First-Order Stationary Autoregressive Process
T. N. Sriram; 1079-1090
Adaptive Treatment Allocation and the Multi-Armed Bandit Problem
Tze Leung Lai; 1091-1114
Convergence Rates for the Bootstrapped Product-Limit Process
Lajos Horvath and Brian S. Yandell; 1155-1173
On Measuring Internal Dependence in a Set of Random Variables
Robert A. Koyak; 1215-1228
Complete and Symmetrically Complete Families of Distributions
Avi Mandelbaum and Ludger Ruschendorf; 1229-1244
Admissible Minimax Estimation of a Common Mean of Two Normal Populations
Tatsuya Kubokawa; 1245-1256
Bayes Procedures for Rotationally Symmetric Models on the Sphere
Albert Y. Lo and Javier Cabrera; 1257-1268
Asymptotic Behaviour of $S$-Estimates of Multivariate Location Parameters and Dispersion Matrices
P. L. Davies; 1269-1292
Qualitative Robustness for Stochastic Processes
Graciela Boente, Ricardo Fraiman and Victor J. Yohai; 1293-1312
Short Communications
A Note on the Uniform Consistency of the Kaplan-Meier Estimator
Jia-Gang Wang; 1313-1316
An Application of the Efron-Stein Inequality in Density Estimation
Luc Devroye; 1317-1320
Approximating the Distribution of the Maximum Likelihood Estimate of the Change-Point in a Sequence of Independent Random Variables
Yi-Ching Yao; 1321-1328
Miscellaneous back pages, Ann. Statist., Volume 15, Number 3 (1987)
