VOL. 21 · NO. 2 | June, 1993
Front Matter
Ann. Statist. 21 (2), (June, 1993) Open Access
No abstract available
Asymptotic Theory
Mark G. Low
Ann. Statist. 21 (2), 577-589, (June, 1993) DOI: 10.1214/aos/1176349137 Open Access
KEYWORDS: Nonparametric functional estimation, renormalization, White noise model, 62G07, 62C20
Ja-Yong Koo
Ann. Statist. 21 (2), 590-599, (June, 1993) DOI: 10.1214/aos/1176349138 Open Access
KEYWORDS: regression, Inverse problems, method of presmoothing, Optimal rate of convergence, 62G20, 62G05
Jianqing Fan
Ann. Statist. 21 (2), 600-610, (June, 1993) DOI: 10.1214/aos/1176349139 Open Access
KEYWORDS: Cubical lower bound, one-dimensional subproblems, global rates of convergence, minimax integrated risks, Deconvolution, 62G07, 62C20, 62G20
M. G. Gu, C.-H. Zhang
Ann. Statist. 21 (2), 611-624, (June, 1993) DOI: 10.1214/aos/1176349140 Open Access
KEYWORDS: survival distribution, Censored data, self-consistency, consistency, asymptotic normality, weak convergence, 62G05, 62G30, 62E20, 62G20
Change-Point Problems
Dean P. Foster, Edward I. George
Ann. Statist. 21 (2), 625-644, (June, 1993) DOI: 10.1214/aos/1176349141 Open Access
KEYWORDS: Change-point problems, Equivariance, Hunt-Stein theorem, minimax procedures, risk, pooling data, 62F10, 62C20, 62L12
M. S. Srivastava, Yanhong Wu
Ann. Statist. 21 (2), 645-670, (June, 1993) DOI: 10.1214/aos/1176349142 Open Access
KEYWORDS: average run length, Brownian motion, Ornstein-Uhlenbeck process, Renewal process, stationary average delay time, 62L10, 62N10
Lajos Horvath
Ann. Statist. 21 (2), 671-680, (June, 1993) DOI: 10.1214/aos/1176349143 Open Access
KEYWORDS: Darling-Erdos-type limit theorems, maximum likelihood, strong approximation, 62F03, 62F05
Curve Estimation
Hari Mukerjee
Ann. Statist. 21 (2), 681-693, (June, 1993) DOI: 10.1214/aos/1176349144 Open Access
KEYWORDS: Nearest neighbor regression, heavy-tailed distributions, strong consistency, Convergence rates, Stable distributions, confidence intervals, 60F15, 62G05, 62G15
Peter Hall
Ann. Statist. 21 (2), 694-710, (June, 1993) DOI: 10.1214/aos/1176349145 Open Access
KEYWORDS: adaptive estimation, bandwidth, density estimator, Kernel estimator, local smoothing, nonparametric density estimator, plug-in rule, smoothing, variable bandwidth, 62G07, 62G20
Bin Yu
Ann. Statist. 21 (2), 711-735, (June, 1993) DOI: 10.1214/aos/1176349146 Open Access
KEYWORDS: Density estimation, Gibbs sampler, ‎kernel‎, Markov chain, Mixing, optimal rate, Uniform convergence, 62G07, 62F12, 62M05
Decision Theory
Mostafa Mashayekhi
Ann. Statist. 21 (2), 736-745, (June, 1993) DOI: 10.1214/aos/1176349147 Open Access
KEYWORDS: Equivariance, compound decision, equivariant envelope, simple envelope, Asymptotically optimal, delete bootstraps rules, consistent mixtures, minimum distance, 62C25, 62A05
Arthur Cohen, H. B. Sackrowitz
Ann. Statist. 21 (2), 746-752, (June, 1993) DOI: 10.1214/aos/1176349148 Open Access
KEYWORDS: inadmissibility, order restricted alternatives, complete class, Dunnett's test, 62F03, 62C15
Experimental Design
Holger Dette
Ann. Statist. 21 (2), 753-766, (June, 1993) DOI: 10.1214/aos/1176349149 Open Access
KEYWORDS: Elfving's theorem, $c$-optimal designs, $A$-optimal designs, model robust designs, geometric characterizations of optimal designs, 62K05, 62J05
Holger Dette
Ann. Statist. 21 (2), 767-771, (June, 1993) DOI: 10.1214/aos/1176349150 Open Access
KEYWORDS: Weighted polynomial regression $E$-optimal designs, Chebyshev polynomials, 62K05
Goodness of Fit Tests
Gang Li, Hani Doss
Ann. Statist. 21 (2), 772-797, (June, 1993) DOI: 10.1214/aos/1176349151 Open Access
KEYWORDS: Goodness-of-fit test, Pearson-Fisher chi-square test, chi-squared statistic, left truncation, right censoring, Aalen model, 62F05, 62F03, 62E20
E. V. Khmaladze
Ann. Statist. 21 (2), 798-829, (June, 1993) DOI: 10.1214/aos/1176349152 Open Access
KEYWORDS: Empirical processes, parametric empirical process, goodness of fit tests, asymptotically distribution-free processes, contiguous alternatives, innovation process, increasing family of projectors, Multiparameter martingales, function-parametric martingales, 62G10, 62F03
T. W. Anderson
Ann. Statist. 21 (2), 830-847, (June, 1993) DOI: 10.1214/aos/1176349153 Open Access
KEYWORDS: goodness of fit tests, spectral distributions, Cramer-von Mises test, Kolmogorov-Smirnov test, Fredholm determinant, 62M10, 62M15
Colin R. Goodall, Kanti V. Mardia
Ann. Statist. 21 (2), 848-866, (June, 1993) DOI: 10.1214/aos/1176349154 Open Access
KEYWORDS: shape, size-and-shape, zonal polynomial, Gaussian model, configuration, singular values, distribution theory, polar coordinates, small variations, QR decomposition, 62H10, 62H11, 62E15, 62E17
Peter Hall, Ker-Chau Li
Ann. Statist. 21 (2), 867-889, (June, 1993) DOI: 10.1214/aos/1176349155 Open Access
KEYWORDS: projections, Projection pursuit, data visualization, Dimension reduction, sliced inverse regression, regression analysis, link violation, 60F99, 62H99
Nonparametricc Inference
Steinar Bjerve, Kjell Doksum
Ann. Statist. 21 (2), 890-902, (June, 1993) DOI: 10.1214/aos/1176349156 Open Access
KEYWORDS: Nonparametric regression, nonlinearity, Heteroscedasticity, Kernel estimation, local correlation, 62J02, 62G99
Nonparametric Inference
Dennis D. Cox
Ann. Statist. 21 (2), 903-923, (June, 1993) DOI: 10.1214/aos/1176349157 Open Access
KEYWORDS: Bayesian inference, Nonparametric regression, Confidence regions, signal extraction, smoothing splines, 62A15, 62G15, 62J99, 62E20, 62M99, 60G35
Hari Mukerjee
Ann. Statist. 21 (2), 924-942, (June, 1993) DOI: 10.1214/aos/1176349158 Open Access
KEYWORDS: Monotone conditional quantiles, Bahadur representation, 62G05, 62G30
H. Kunsch, J. Beran, F. Hampel
Ann. Statist. 21 (2), 943-964, (June, 1993) DOI: 10.1214/aos/1176349159 Open Access
KEYWORDS: long-range dependence, contrasts, ordinary and generalized least squares, regression with correlated errors, robustness of validity, robustness of efficiency, Randomization, blocking, 62M10, 62F35, 62J10, 62M99
Ricardo A. Maronna, Victor J. Yohai
Ann. Statist. 21 (2), 965-990, (June, 1993) DOI: 10.1214/aos/1176349160 Open Access
KEYWORDS: Minimax bias, regression, Robust estimates, 62F35, 62J05
R. D. Martin, Ruben H. Zamar
Ann. Statist. 21 (2), 991-1017, (June, 1993) DOI: 10.1214/aos/1176349161 Open Access
KEYWORDS: Bias robustness, $M$-estimates, scale, location, Madm, shorth, 62F35, 62G35
Statistical Models
O. E. Barndorff-Nielsen, P. Blaesild
Ann. Statist. 21 (2), 1018-1039, (June, 1993) DOI: 10.1214/aos/1176349162 Open Access
KEYWORDS: Affine connections, $\alpha$-connections, expected information, exponential models, exponential transformation models, flat submanifolds, geodesic submanifolds, higher-order asymptotic independence, location-scale models, parrallel submanifolds, pivot, proper dispersion models, statistical-differential geometry, Student distribution, $\tau$-parallel models, $\theta$-parallel models, 62E15, 62F99
Time Series
Lanh Tat Tran
Ann. Statist. 21 (2), 1040-1057, (June, 1993) DOI: 10.1214/aos/1176349163 Open Access
KEYWORDS: nonparametric estimation, Strong mixing, local mean, 62G07, 62G05, 62G20
Karim M. Abadir
Ann. Statist. 21 (2), 1058-1070, (June, 1993) DOI: 10.1214/aos/1176349164 Open Access
KEYWORDS: Autocorrelation coefficient, unit root, probability distributions, parabolic cylinder functions, 62M10, 62E20, 62F03, 60J15, 33A30
Weighted Regression
Jiahua Chen, Jun Shao
Ann. Statist. 21 (2), 1071-1092, (June, 1993) DOI: 10.1214/aos/1176349165 Open Access
KEYWORDS: asymptotic normality, combining groups, Adaptive estimator, efficiency, 62J05, 60F05
Alan T. James, William N. Venables
Ann. Statist. 21 (2), 1093-1114, (June, 1993) DOI: 10.1214/aos/1176349166 Open Access
KEYWORDS: Matrix weighting, random effects model, small sample random effects model, estimated generalized least squares, unbalanced data, simulation, residual maximum likelihood, moment estimator, conditional bias, range anomaly, cutoff function, efficiency, 62H12, 62J10
Yuzo Hosoya, Masanobu Taniguchi
Ann. Statist. 21 (2), 1115-1117, (June, 1993) DOI: 10.1214/aos/1176349167 Open Access
No abstract available
Back Matter
Ann. Statist. 21 (2), (June, 1993) Open Access
No abstract available
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