State of the art in probability and statistics: Festschrift for Willem R. van Zwet, Papers from the symposium held at the University of Leiden, Leiden, March 23--26, 1999

Editor(s) Mathisca de Gunst, Chris Klaasen, Aad van der Vaart

IMS Lecture Notes Monogr. Ser., 36: 616pp. (2001). DOI: 10.1214/lnms/1215090053

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Institute of Mathematical Statistics Lecture Notes - Monograph Series, Volume 36

616 pp.

Published: 2001

First available in Project Euclid: 3 July 2008

MathSciNet: MR1836549

Digital Object Identifier: 10.1214/lnms/1215090053

ISBN: 0940600501

Subjects:

Primary: 62-06

Secondary: 00B30

Institute of Mathematical Statistics Lecture Notes - Monograph Series

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Institute of Mathematical Statistics

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Front Cover and Title Pages

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, i-ii (2001). Open Access

Preface

Mathisca de Gunst , Chris Klaassen , Aad van der Vaart

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, iii-iv (2001). Open Access

Contents

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, v-vii (2001). Open Access

Contributors

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, viii-xi (2001). Open Access

Curriculum Vitae of Willem Rutger van Zwet

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, xii-xiii (2001). https://doi.org/10.1214/lnms/1215090058 Open Access

KEYWORDS: 01A70

Publications of Willem R. van Zwet

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, xiv-xvii (2001). https://doi.org/10.1214/lnms/1215090059 Open Access

KEYWORDS: 01A70

From A to Z: asymptotic expansions by van Zwet

W. Albers

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 2-20 (2001). https://doi.org/10.1214/lnms/1215090060 Open Access

KEYWORDS: 62E20, 60F05, 62G20

Likelihoods and pseudolikelihoods for Markov spatial processes

A. J. Baddeley

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 21-49 (2001). https://doi.org/10.1214/lnms/1215090061 Open Access

KEYWORDS: 62M30, 60D05, 60G55, 60J25

Laser cooling and stochastics

O. E. Barndorff-Nielsen , F. E. Benth

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 50-71 (2001). https://doi.org/10.1214/lnms/1215090062 Open Access

KEYWORDS: 82C31, 60E07, 60J25, 60K05, 62E20, 81V80

Extremal fits in REACT confidence sets

Rudolf Beran

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 72-90 (2001). https://doi.org/10.1214/lnms/1215090063 Open Access

KEYWORDS: 62J05, 62G07

The bootstrap in hypothesis testing

Peter J. Bickel , Jian-Jian Ren

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 91-112 (2001). https://doi.org/10.1214/lnms/1215090064 Open Access

KEYWORDS: 62G09, 62G10, 62G30

An alternative point of view on Lepski's method

Lucien Birgé

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 113-133 (2001). https://doi.org/10.1214/lnms/1215090065 Open Access

KEYWORDS: 62G07, 62G20

Localization and decay of correlations for a pinned lattice free field in dimension two

Erwin Bolthausen , David Brydges

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 134-149 (2001). https://doi.org/10.1214/lnms/1215090066 Open Access

KEYWORDS: 82B41, 60K35

Quadratic statistics in testing problems of large dimension

D. M. Chibisov

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 150-164 (2001). https://doi.org/10.1214/lnms/1215090067 Open Access

KEYWORDS: 62F03, 62F05, 62F15

Some remarks on likelihood factorization

D. R. Cox

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 165-172 (2001). https://doi.org/10.1214/lnms/1215090068 Open Access

KEYWORDS: 62F15

Trimmed sums from the domain of geometric partial attraction of semistable laws

Sándor Csörgő , Zoltán Megyesi

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 173-194 (2001). https://doi.org/10.1214/lnms/1215090069 Open Access

KEYWORDS: 60F05, 60E07

Statistical problems involving permutations with restricted positions

Persi Diaconis , Ronald Graham , Susan P. Holmes

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 195-222 (2001). https://doi.org/10.1214/lnms/1215090070 Open Access

KEYWORDS: 62G09, 05A05, 15A15, 62G10

Markov chain conditions for admissibility in estimation problems with quadratic loss

Morris L. Eaton

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 223-243 (2001). https://doi.org/10.1214/lnms/1215090071 Open Access

KEYWORDS: 62C15, 60J10

The scientific family tree of Willem R. van Zwet

Constance van Eeden

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 244-254 (2001). https://doi.org/10.1214/lnms/1215090072 Open Access

KEYWORDS: 01A70, 01A80

Asymptotics in quantum statistics

Richard D. Gill

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 255-285 (2001). https://doi.org/10.1214/lnms/1215090073 Open Access

KEYWORDS: 81S25, 62F12, 62P35

Adaptive choice of bootstrap sample sizes

Friedrich Götze , Alfredas Račkauskas

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 286-309 (2001). https://doi.org/10.1214/lnms/1215090074 Open Access

KEYWORDS: 62G09, 62D05, 62E20

Conformal invariance, droplets, and entanglement

Geoffrey Grimmett

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 310-323 (2001). https://doi.org/10.1214/lnms/1215090075 Open Access

KEYWORDS: 82B43, 60K35

Nonparametric analysis of earthquake point-process data

Edwin Choi , Peter Hall

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 324-344 (2001). https://doi.org/10.1214/lnms/1215090076 Open Access

KEYWORDS: 62G05, 60G07, 62M30

A note on estimators of gradual changes

M. Hušková

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 345-358 (2001). https://doi.org/10.1214/lnms/1215090077 Open Access

KEYWORDS: 62G20, 60F17, 62E20

Estimation of analytic functions

I. Ibragimov

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 359-383 (2001). https://doi.org/10.1214/lnms/1215090078 Open Access

KEYWORDS: 62G05, 62G07, 62G08, 62G20

The deterministic evolution of general branching populations

Peter Jagers

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 384-398 (2001). https://doi.org/10.1214/lnms/1215090079 Open Access

KEYWORDS: 60J80, 60F25, 92D25

Chi-square oracle inequalities

Iain M. Johnstone

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 399-418 (2001). https://doi.org/10.1214/lnms/1215090080 Open Access

KEYWORDS: 62E17, 62F10

A statistical approach to the Cauchy problem for the Laplace equation

G. Golubev , R. Khasminskii

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 419-433 (2001). https://doi.org/10.1214/lnms/1215090081 Open Access

KEYWORDS: 62G05, 35J25, 35R60, 62G20

The two-sample problem in $\Bbb R\sp m$ and measure-valued martingales

J. H. J. Einmahl , E. V. Khmaladze

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 434-463 (2001). https://doi.org/10.1214/lnms/1215090082 Open Access

KEYWORDS: 62G10, 60G48

On central limit theory for random additive functions under weak dependence restrictions

M. R. Leadbetter , H. Rootzén , H. Choi

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 464-476 (2001). https://doi.org/10.1214/lnms/1215090083 Open Access

KEYWORDS: 60G57, 60E07, 62E20

An exponential inequality for a weighted approximation to the uniform empirical process with applications

David M. Mason

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 477-498 (2001). https://doi.org/10.1214/lnms/1215090084 Open Access

KEYWORDS: 60F17, 60F15

A nonparametric asymptotic version of the Cramér-Rao bound

J. Pfanzagl

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 499-517 (2001). https://doi.org/10.1214/lnms/1215090085 Open Access

KEYWORDS: 62G05, 62G20

The reassembling of shattered Brownian sheet

Ronald Pyke

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 518-532 (2001). https://doi.org/10.1214/lnms/1215090086 Open Access

KEYWORDS: 60G60, 60G15, 60G17

Inverting noisy integral equations using wavelet expansions: a class of irregular convolutions

Peter Hall , Frits Ruymgaart , Onno van Gaans , Arnoud van Rooij

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 533-546 (2001). https://doi.org/10.1214/lnms/1215090087 Open Access

KEYWORDS: 42C40, 45A05, 46N30, 62G07

Note on a stochastic recursion

David Siegmund

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 547-554 (2001). https://doi.org/10.1214/lnms/1215090088 Open Access

KEYWORDS: 60H25, 62L10

Ancillary history

Stephen M. Stigler

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 555-567 (2001). https://doi.org/10.1214/lnms/1215090089 Open Access

KEYWORDS: 62-03, 01A99

On order statistics close to the maximum

Jef L. Teugels

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 568-581 (2001). https://doi.org/10.1214/lnms/1215090090 Open Access

KEYWORDS: 62G30, 60F99

Adaptive tuning, 4-D Var and representers in RKHS

G. Wahba

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 582-592 (2001). https://doi.org/10.1214/lnms/1215090091 Open Access

KEYWORDS: 62G05, 62H12, 86A10

Some converse limit theorems for exchangeable bootstraps

Jon A. Wellner

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 593-606 (2001). https://doi.org/10.1214/lnms/1215090092 Open Access

KEYWORDS: 62G09, 60F17, 62G20, 62G30

Perfect stochastic EM

Erik van Zwet

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 36, 607-616 (2001). https://doi.org/10.1214/lnms/1215090093 Open Access

KEYWORDS: 62M05, 60J10, 62F10, 62F40

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