VOL. 23 · NO. 3 | June, 1995
Front Matter
Ann. Statist. 23 (3), (June, 1995)
No abstract available
Asymptotic Theory
Per Aslak Mykland
Ann. Statist. 23 (3), 707-731, (June, 1995) DOI: 10.1214/aos/1176324617
KEYWORDS: Bootstrapping, Edgeworth expansions, likelihood inference, Markov processes, Martingales, Cox regression, time series, 60F99, 60G42, 60G44, 60G55, 60J05, 62E20, 62F12, 62M09, 62M10
Herman Rubin, Kai-Sheng Song
Ann. Statist. 23 (3), 732-739, (June, 1995) DOI: 10.1214/aos/1176324618
KEYWORDS: Brownian motion, Change-point, efficiency, Pitman estimator, 62F12, 60J65
Bayesian Inference
Jeffrey S. Rosenthal
Ann. Statist. 23 (3), 740-761, (June, 1995) DOI: 10.1214/aos/1176324619
KEYWORDS: Gibbs sampler, Markov chain Monte Carlo, rate of convergence, variance component model, Harris recurrence, 62M05, 60J05
Mauro Gasparini
Ann. Statist. 23 (3), 762-768, (June, 1995) DOI: 10.1214/aos/1176324620
KEYWORDS: Dirichlet priors, multivariate B-splines, Bayesian bootstrap, 62G05, 62P99
Censored Data
Jian-Lun Xu, Grace L. Yang
Ann. Statist. 23 (3), 769-773, (June, 1995) DOI: 10.1214/aos/1176324621
KEYWORDS: characterization, exponential distribution, type II right-censored data, 62E10, 62E15
Martin Jacobsen, Niels Keiding
Ann. Statist. 23 (3), 774-786, (June, 1995) DOI: 10.1214/aos/1176324622
KEYWORDS: missing data, profile likelihood, Survival analysis, 62A10, 62F10
Gang Li, Hani Doss
Ann. Statist. 23 (3), 787-823, (June, 1995) DOI: 10.1214/aos/1176324623
KEYWORDS: Aalen model, Censoring, counting process, hazard function, intensity, ‎kernel‎, martingale, nearest neighbor, 62G05, 62G07, 62E20, 60F05
Curve Estimation
Mark G. Low
Ann. Statist. 23 (3), 824-835, (June, 1995) DOI: 10.1214/aos/1176324624
KEYWORDS: Bias-variance tradeoff, Cramer-Rao inequality, minimax risk, White noise model, modulus of continuity, 62C05, 62E20, 62J02, 62G05, 62M99
Xiaojing Xiang
Ann. Statist. 23 (3), 836-854, (June, 1995) DOI: 10.1214/aos/1176324625
KEYWORDS: deficiency, Kernel estimator, Sample quantile, covering probability, 62F12, 62G05, 62G20, 62G30
Wolfgang Polonik
Ann. Statist. 23 (3), 855-881, (June, 1995) DOI: 10.1214/aos/1176324626
KEYWORDS: excess mass, density contour cluster, level set estimation, multimodality, Empirical process theory, support estimation, Convex hull, 62G99, 62H99
Nils Lid Hjort, Ingrid K. Glad
Ann. Statist. 23 (3), 882-904, (June, 1995) DOI: 10.1214/aos/1176324627
KEYWORDS: Bandwidth selection, correction factor, kernel methods, lowering the bias, semiparametric density estimation, test cases, 62G07, 62G20
Peter Hall, Prakash Patil
Ann. Statist. 23 (3), 905-928, (June, 1995) DOI: 10.1214/aos/1176324628
KEYWORDS: bandwidth, Density estimation, ‎kernel‎, mean integrated squared error, multiresolution, robustness, ‎wavelet, 62G07, 62G20
Semi-parametric Inference
Cun-Hui Zhang
Ann. Statist. 23 (3), 929-945, (June, 1995) DOI: 10.1214/aos/1176324629
KEYWORDS: mixture, mixing distribution, Kernel estimator, rate of convergence, Fourier transformation, 62G05, 62G20
Hans-Georg Muller, Peng-Liang Zhao
Ann. Statist. 23 (3), 946-967, (June, 1995) DOI: 10.1214/aos/1176324630
KEYWORDS: Constant coefficient of variation model, exponential variance model, generalized linear model, Nonparametric regression, polynomial variance model, power of the mean model, rate of convergence, Smoothing transformation, 62G07, 62G10, 62J12
Larry Z. Shen
Ann. Statist. 23 (3), 968-989, (June, 1995) DOI: 10.1214/aos/1176324631
KEYWORDS: B-robust, optimal bounded influence function, Hampel's problem, most robust estimate, semiparametric models, 62F35, 62G35
Time Series
Sandor Csorgo, Jan Mielniczuk
Ann. Statist. 23 (3), 990-999, (June, 1995) DOI: 10.1214/aos/1176324632
KEYWORDS: long-range dependence, Gaussian subordination, kernel density estimators, weak convergence in supremum norm, degenerate limiting processes, Hermite polynomials, 62G07, 62M99, 60F17
Sandor Csorgo, Jan Mielniczuk
Ann. Statist. 23 (3), 1000-1014, (June, 1995) DOI: 10.1214/aos/1176324633
KEYWORDS: long-range dependence, kernel regression estimators, Fixed design, maximal deviations, finite-dimensional distributions, 62G07, 62M99, 60F17
B. P. M. McCabe, A. R. Tremayne
Ann. Statist. 23 (3), 1015-1028, (June, 1995) DOI: 10.1214/aos/1176324634
KEYWORDS: Autoregression, Brownian motion, difference stationarity, Locally best invariant, random coefficient, weak convergence, 62M10, 62F03, 62F05
Rainer Dahlhaus
Ann. Statist. 23 (3), 1029-1047, (June, 1995) DOI: 10.1214/aos/1176324635
KEYWORDS: Long range dependence, weighted least squares estimates, $M$-estimates, efficiency, 62F12, 60F99, 62M10
P. M. Robinson
Ann. Statist. 23 (3), 1048-1072, (June, 1995) DOI: 10.1214/aos/1176324636
KEYWORDS: Long range dependence, $\log$-periodogram regression, least squares, generalized least squares, limiting distribution theory, 62M10, 60G18, 62G05
Back Matter
Ann. Statist. 23 (3), (June, 1995)
No abstract available
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