Mathematical statistics and applications: Festschrift for Constance van Eeden
Editor: Marc Moore
Editor: Sorana Froda
Editor: Christian Léger
Lecture Notes--Monograph Series, Volume 42
Beachwood, OH: Institute of Mathematical Statistics, 2003.
495 pp.
Subjects:
62-06 (primary)Mathmatical Reviews number (MathSciNet): MR2138280
ISBN:0-940600-57-9
Copyright © 2003, Institute of Mathematical Statistics.
Decision Theory
On minimax estimation of a normal mean vector for general quadratic loss
William E. Strawderman; 3-14
Old and new aspects of minimax estimation of a bounded parameter
Guido Bader, and Wolfgang Bischoff; 15-30
Some aspects of matching priors
N. Reid, R. Mukerjee, and D. A. S. Fraser; 31-43
Improving on the MLE of $p$ for a binomial $(n,p)$ when $p$ is around $\frac 12$
François Perron; 45-61
Nonparametric Statistics
Asymptotically most accurate confidence intervals in the semiparametric symmetric location model
Chris A. J. Klaassen; 65-84
Aligned rank test for the bivariate randomized block model
Denis Larocque, and Isabelle Bussières; 85-97
Testing symmetry of the errors of a linear model
Thomas P. Hettmansperger, Joseph W. McKean, and Simon J. Sheather; 99-112
Spearman's rho and Kendall's tau for multivariate data sets
Hamani El Maache, and Yves Lepage; 113-130
Mathematical Statistics and Probability
Accardi contra bell (cum mundi): the impossible coupling
Richard D. Gill; 133-154
Uncertainty, entropy, variance and the effect of partial information
James V. Zidek, and Constance van Eeden; 155-167
On random walks and diffusions related to Parrondo's games
Ronald Pyke; 185-216
Derivative in the mean of a density and statistical applications
J. Jurečková, and X. Milhaud; 217-230
Statistical Theory and its Applications
Asymptotics for robust sequential designs in misspecified regression models
Sanjoy Sinha, and Douglas P. Wiens; 233-247
On threshold-based classification rules
Leila Mohammadi, and Sara van de Geer; 261-280
Optimal group sequential designs for the Anscombe-Colton model
A. John Petkau; 291-315
General saddlepoint approximation methods for smooth functions of M-estimates with bootstrap applications
D. F. Andrews, and A. Feuerverger; 317-331
Log-normal durations can give long range dependence
Jan Hannig, J. S. Marron, Gennady Samorodnitsky, and F. D. Smith; 333-344
On estimating the period of a cyclic Poisson process
Roelof Helmers, and I. Wayan Mangku; 345-356
Some efficiency comparisons for estimators from quasi-likelihood and generalized estimating equations
S. Liu, and C. C. Heyde; 357-371
Dependent Data Modelling
An analysis of a bivariate time series in which the components are sampled at different instants
David R. Brillinger; 375-396
Tests for non-correlation of two multivariate time series: a nonparametric approach
Khalid El Himdi, Roch Roy, and Pierre Duchesne; 397-416
Affine invariant linear hypotheses for the multivariate general linear model with VARMA error terms
Marc Hallin, and Davy Paindaveine; 417-432
Censoring
Score tests for dependent censoring with survival data
Mériem Saïd, Nadia Ghazzali, and Louis-Paul Rivest; 435-461
On local polynomial estimation of hazard rates and their derivatives under random censoring
Jiancheng Jiang, and Kjell Doksum; 463-481
A simulation study of a minimum distance estimator for finite mixtures under censoring
René Ferland, Sorana Froda, and Jean Lavigne; 483-495
Institute of Mathematical Statistics Lecture Notes - Monograph Series
