Optimality: The Third Erich L. Lehmann Symposium

Editor(s) Javier Rojo

IMS Lecture Notes Monogr. Ser., 57: 352pp. (2009). DOI: 10.1214/09-LNMS57
TABLE OF CONTENTS
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Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, - (2009).
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, iii-iv (2009).
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, v-vi (2009).
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, vii-viii (2009).
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, ix-xiv (2009).
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, xv-xix (2009).
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, xx-xx (2009).
Javier Rojo
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, 1-7 (2009). https://doi.org/10.1214/09-LNMS5701
Stephen Stigler
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, 8-10 (2009). https://doi.org/10.1214/09-LNMS5702
Erich L. Lehmann
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, 11-17 (2009). https://doi.org/10.1214/09-LNMS5703
KEYWORDS: optimality, estimation, testing, design, maximum likelihood, Neyman-Pearson lemma
Raghu Raj Bahadur , Peter J. Bickel
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, 18-30 (2009). https://doi.org/10.1214/09-LNMS5704
Peter J. Huber
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, 31-46 (2009). https://doi.org/10.1214/09-LNMS5705
KEYWORDS: optimality, superefficiency, optimal robustness, breakdown point, optimal design, Bayesian robustness
Wei Wang , Jane-Ling Wang , Qihua Wang
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, 47-66 (2009). https://doi.org/10.1214/09-LNMS5706
KEYWORDS: partial likelihood, local partial likelihood, nonparametric smoothing, dimension reduction, 62G05, 62N02
Kjell Doksum , Akichika Ozeki
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, 67-92 (2009). https://doi.org/10.1214/09-LNMS5707
KEYWORDS: Lehmann model, proportional hazard model, profile NP likelihood, nonparametric maximum likelihood, MM algorithm, copula models, Box-Cox models, 62G05, 62G20, 62N02
Wei-Yin Loh , Wei Zheng
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, 93-116 (2009). https://doi.org/10.1214/09-LNMS5708
KEYWORDS: likelihood ratio, maximum likelihood, normal distribution, exponential distribution, resampling, size, significance level, uniformly most powerful, 62F03, 62F40, 62F05
José E. Figueroa-López
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, 117-146 (2009). https://doi.org/10.1214/09-LNMS5709
KEYWORDS: Lévy processes, nonparametric estimation, model selection, 62G05, 62G20
Javier Rojo , José Batún-Cutz
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, 147-172 (2009). https://doi.org/10.1214/09-LNMS5710
KEYWORDS: partial orders, nonparametric statistics, stochastic order, empirical process, weak convergence, 62G30, 62G20, 60F05
Hongxiao Zhu , Dennis D. Cox
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, 173-189 (2009). https://doi.org/10.1214/09-LNMS5711
KEYWORDS: functional generalized linear model, curve selection, grouped lasso, fluorescence spectroscopy, cervical cancer, 60K35, 60K37
Ping Bai , Young Truong , Xuemei Huang
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, 190-215 (2009). https://doi.org/10.1214/09-LNMS5712
KEYWORDS: fMRI, hemodynamic response function, transfer function model, point process, spectral analysis, 60K35, 60K35, 60K35
Yolanda Muñoz Maldonado
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, 216-236 (2009). https://doi.org/10.1214/09-LNMS5713
KEYWORDS: smoothing splines, p-splines, ridge regression, varying coefficient models, Bayesian prediction, Kalman fiter, adaptive selection, 62J05, 65C20
Xia Chen , Davar Khoshnevisan
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, 237-251 (2009). https://doi.org/10.1214/09-LNMS5714
KEYWORDS: polymer measures, random walk in random scenery, 60K35, 60K37
Robert M. Mnatsakanov , Artak S. Hakobyan
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, 252-265 (2009). https://doi.org/10.1214/09-LNMS5715
KEYWORDS: probabilistic moment problem, M-determinate distribution, moment-recovered distribution, uniform rate of convergence, 62G05, 62G20
Eitan Greenshtein , Ya’acov Ritov
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, 266-275 (2009). https://doi.org/10.1214/09-LNMS5716
KEYWORDS: compound decision, simple decision rules, permutation invariant rules, 62C25, 62C12, 62C07
Rolando Cavazos–Cadena , Graciela González–Farías
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, 276-303 (2009). https://doi.org/10.1214/09-LNMS5717
KEYWORDS: boundedness of maximum likelihood estimators, Kullback’s inequality, lateral Taylor series, strong law of large numbers, central limit theorem, asymptotic normality, 62F10, 62F12
Ajit C. Tamhane , Jiaxiao Shi
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, 304-325 (2009). https://doi.org/10.1214/09-LNMS5718
KEYWORDS: Beta model, bias-correction, EM method, mixture model, false discovery rate (FDR), least squares method, maximum likelihood method, normal model, p-values, 62F10, 62F12
Charles Lewis , Dorothy T. Thayer
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, 326-332 (2009). https://doi.org/10.1214/09-LNMS5719
KEYWORDS: Bayesian, decision theory, loss function, multiple comparisons, false discovery rate, 62J15, 62C10, 62F15
Farinaz Koushanfar , Davood Shamsi
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, 333-347 (2009). https://doi.org/10.1214/09-LNMS5720
KEYWORDS: Benchmark, location discovery, 94A17, 62K99, 62J15, 68M10, 68M14
Wilhelmine von Türk
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 57, 348-352 (2009). https://doi.org/10.1214/09-LNMS5721
KEYWORDS: minimum-variance portfolio, capitalization-weighted portfolio, equity return covariance structure, Law of Iterated Expectations, equity portfolio optimization, 91B28, 62H25
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