VOL. 18 · NO. 4 | December, 1990
Ann. Statist. 18 (4), (December, 1990) DOI: 10.1214/aos/1176347863 Open Access
No abstract available
Front Matter
Ann. Statist. 18 (4), (December, 1990) Open Access
No abstract available
Richard D. Gill, Soren Johansen
Ann. Statist. 18 (4), 1501-1555, (December, 1990) DOI: 10.1214/aos/1176347865 Open Access
KEYWORDS: Multiplicative integral, Volterra integral equation, Kolmogorov forward and backward equations, Duhamel equation, Doleans-Dade exponential semimartingale, compact (Hadamard) differentiability, Markov process, intensity measure, branching processes, product-limit (Kaplan-Meier) estimator, 60J27, 62G05, 60H20, 45D05
Sherrie E. Emoto, Peter C. Matthews
Ann. Statist. 18 (4), 1556-1577, (December, 1990) DOI: 10.1214/aos/1176347866 Open Access
KEYWORDS: Bivariate exponential distribution, dependent censoring, maximum likelihood estimation, Survival analysis, Weibull distribution, 62F10, 62P10, 62N05
Lawrence D. Brown, Leslaw Gajek
Ann. Statist. 18 (4), 1578-1594, (December, 1990) DOI: 10.1214/aos/1176347867 Open Access
KEYWORDS: Information inequality (Cramer-Rao inequality), Bayes risk, exponential family, 62F10, 62F15, 62C99, 60E15
Ted Chang, David Eaves
Ann. Statist. 18 (4), 1595-1614, (December, 1990) DOI: 10.1214/aos/1176347868 Open Access
KEYWORDS: noninformative priors, Bayesian inference in group models, maximal invariant, 62A05, 62F15, 62H20, 62H25
Sharon L. Lohr
Ann. Statist. 18 (4), 1615-1633, (December, 1990) DOI: 10.1214/aos/1176347869 Open Access
KEYWORDS: Three-stage estimation, Confidence sets, multivariate normal distribution, sequential methods, 62H12, 62F25, 62L12
Wherly P. Hoffman, Sue E. Leurgans
Ann. Statist. 18 (4), 1634-1650, (December, 1990) DOI: 10.1214/aos/1176347870 Open Access
KEYWORDS: Bootstrap test, drug interaction, independent joint action, likelihood ratio test, 62E20, 62G10
Laurie Davies
Ann. Statist. 18 (4), 1651-1675, (December, 1990) DOI: 10.1214/aos/1176347871 Open Access
KEYWORDS: $S$-estimators, Linear regression, least median of squares, consistency, weak convergence, asymptotic normality, 62J05, 62F12, 62F35
Dennis D. Cox, Finbarr O'Sullivan
Ann. Statist. 18 (4), 1676-1695, (December, 1990) DOI: 10.1214/aos/1176347872 Open Access
KEYWORDS: Linearization, spectral analysis, rates of convergence, 62G05, 62J05, 41A35, 41A25, 47A53, 45L10, 45M05
Shean-Tsong Chiu
Ann. Statist. 18 (4), 1696-1711, (December, 1990) DOI: 10.1214/aos/1176347873 Open Access
KEYWORDS: Nonparametric regression, kernel estimate, Bandwidth selection, Fourier transform, periodogram, 62G99, 62M10, 62F12
Peter Hall, M. C. Jones
Ann. Statist. 18 (4), 1712-1728, (December, 1990) DOI: 10.1214/aos/1176347874 Open Access
KEYWORDS: cross-validation, Huber's $\psi$-function, Kernel estimation, robust smoothing, 62G05, 62F35
Dawei Huang, Lei Guo
Ann. Statist. 18 (4), 1729-1756, (December, 1990) DOI: 10.1214/aos/1176347875 Open Access
KEYWORDS: ARMAX models, nonstationary, least squares, order estimation, Martingales, Feedback, positive real, 62M10, 93E12, 60F15
C. Z. Wei, J. Winnicki
Ann. Statist. 18 (4), 1757-1773, (December, 1990) DOI: 10.1214/aos/1176347876 Open Access
KEYWORDS: branching process with immigration, conditional least squares, weighted conditional least squares, inconsistency, Limiting distribution, 62M99, 62M05
Qiansheng Cheng
Ann. Statist. 18 (4), 1774-1783, (December, 1990) DOI: 10.1214/aos/1176347877 Open Access
KEYWORDS: Non-Gaussian linear processes, maximum standardized cumulant deconvolution, 62M10, 60G10, 62M15
H. Dette
Ann. Statist. 18 (4), 1784-1804, (December, 1990) DOI: 10.1214/aos/1176347878 Open Access
KEYWORDS: $D$-optimal design, $D_s$-optimal design, polynomial regression, model robust design, Lauter type design, product designs, canonical moments, 62K05, 62J05
A. Hedayat, W. Zhao
Ann. Statist. 18 (4), 1805-1816, (December, 1990) DOI: 10.1214/aos/1176347879 Open Access
KEYWORDS: Crossover designs, changeover designs, clinical trial, residual effect, universal optimality, $A$-optimality, Correlated errors, standard, control, $MV$-optimality, 62K05, 62K10
Zhiliang Ying
Ann. Statist. 18 (4), 1817-1828, (December, 1990) DOI: 10.1214/aos/1176347880 Open Access
KEYWORDS: stochastic approximation, Robbins-Monro procedure, sequential design, $L_p$ loss, information bound, 62L20, 62L05, 60F17
Y. Ritov
Ann. Statist. 18 (4), 1829-1839, (December, 1990) DOI: 10.1214/aos/1176347881 Open Access
KEYWORDS: Asymptotic efficiency, limit of experiments, regular estimator, 62G05, 62G20
H. W. Block, D. Chhetry, Z. Fang, A. R. Sampson
Ann. Statist. 18 (4), 1840-1850, (December, 1990) DOI: 10.1214/aos/1176347882 Open Access
KEYWORDS: permutation, partial ordering, more concordant, more column or row regression dependent, more associated, $L$-superadditive, ranks, Empirical distribution function, Positive dependence, more concordance, more column or row regression dependent, more associated, $L$-superadditive, ranks, Empirical distribution function, Positive dependence, concordance, inversion, 62H05, 20B99
Soren Asmussen
Ann. Statist. 18 (4), 1851-1867, (December, 1990) DOI: 10.1214/aos/1176347883 Open Access
KEYWORDS: Monte Carlo method, variance reduction, importance sampling, control variates, regression, heavy traffic, waiting time, Random walk, 65C05, 62J05, 62M05
J. Pfanzagl
Ann. Statist. 18 (4), 1868-1877, (December, 1990) DOI: 10.1214/aos/1176347884 Open Access
KEYWORDS: maximum likelihood estimators, consistency, nonparametric models, mixtures, 62F10, 62F12
Short Communications
Bernd Streitberg
Ann. Statist. 18 (4), 1878-1885, (December, 1990) DOI: 10.1214/aos/1176347885 Open Access
KEYWORDS: Additive interactions, Bahadur expansions, Cumulants, Moebius function, partition lattice, Contingency tables, 62E10, 62E30
K. S. Chan
Ann. Statist. 18 (4), 1886-1894, (December, 1990) DOI: 10.1214/aos/1176347886 Open Access
KEYWORDS: asymptotics, autoregressive model, Brownian bridge, contiguity, ergodicity, Gaussian process, least squares, nuisance parameter present only under the alternative hypothesis, $\rho$-mixing, stationarity, threshold autoregressive model, 62M10, 62J05
Walter Bohm, Peter Hackl
Ann. Statist. 18 (4), 1895-1899, (December, 1990) DOI: 10.1214/aos/1176347887 Open Access
KEYWORDS: quality control, nonnormal control variable, weighted sums, average run length, 62N10, 60G40, 60G50
Back Matter
Ann. Statist. 18 (4), (December, 1990) Open Access
No abstract available
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