VOL. 31 · NO. 2 | April 2003
Ann. Statist. 31 (2), (April 2003) Open Access
No abstract available
Ann. Statist. 31 (2), (April 2003) Open Access
No abstract available
Ann. Statist. 31 (2), (April 2003) Open Access
No abstract available
Memorial articles
David Siegmund
Ann. Statist. 31 (2), 349-365, (April 2003) DOI: 10.1214/aos/1051027870 Open Access
KEYWORDS: sequential analysis, Optimal stopping, dynamic programming, 62L10
Bradley Efron
Ann. Statist. 31 (2), 366-378, (April 2003) DOI: 10.1214/aos/1051027871 Open Access
KEYWORDS: False discovery rate, missing species, $q$-value, Stein estimation, simultaneous inference, 62F10
Cun-Hui Zhang
Ann. Statist. 31 (2), 379-390, (April 2003) DOI: 10.1214/aos/1051027872 Open Access
KEYWORDS: Empirical Bayes, Compound decision theory, nonparametric inference, prediction, 62C12, 62C25, 62G08, 62G05
No abstract available
Tze Leung Lai
Ann. Statist. 31 (2), 391-406, (April 2003) DOI: 10.1214/aos/1051027873 Open Access
KEYWORDS: Robbins-Monro and Kiefer-Wolfowitz schemes, stochastic Liapounov functions, Adaptive stochastic approximation, recursive stochastic algorithms, adaptive control, 62L20, 60F15, 93E23, 93E24
Ann. Statist. 31 (2), 407-413, (April 2003) DOI: 10.1214/aos/1051027874 Open Access
No abstract available
Nonparametric variance components
Peter Hall, Qiwei Yao
Ann. Statist. 31 (2), 414-441, (April 2003) DOI: 10.1214/aos/1051027875 Open Access
KEYWORDS: Analysis of variance, Characteristic function, components of variability, Curve estimation, Deconvolution, hierarchical models, Nonparametric curve estimation, random effects, standardization trials, 62J10, 62E17, 62G05
Hazard models in survival analysis and censored data
Odile Pons
Ann. Statist. 31 (2), 442-463, (April 2003) DOI: 10.1214/aos/1051027876 Open Access
KEYWORDS: asymptotic distribution, Change-point, Cox regression model, hazard function, right censoring, 62F12, 62G05, 60M09
Oliver B. Linton, Jens Perch Nielsen, Sara Van de Geer
Ann. Statist. 31 (2), 464-492, (April 2003) DOI: 10.1214/aos/1051027877 Open Access
KEYWORDS: Additive model, Censoring, ‎kernel‎, proportional hazards, Survival analysis, 62G05, 62M09
Yongdai Kim, Jaeyong Lee
Ann. Statist. 31 (2), 493-511, (April 2003) DOI: 10.1214/aos/1051027878 Open Access
KEYWORDS: Bayesian analysis, proportional hazard model, left truncation, Censoring, neutral to the right process, propriety of posterior, 62C10, 60G55
Mark J. Van der Laan, Nicholas P. Jewell
Ann. Statist. 31 (2), 512-535, (April 2003) DOI: 10.1214/aos/1051027879 Open Access
KEYWORDS: asymptotically linear estimator, asymptotically efficient estimator, Current status data, Right-censored data, isotonic regression, 62G07, 62F12
Adaptive Bayes estimation and distribution theory
Eduard Belitser, Subhashis Ghosal
Ann. Statist. 31 (2), 536-559, (April 2003) DOI: 10.1214/aos/1051027880 Open Access
KEYWORDS: Adaptive Bayes procedure, convergence rate, minimax risk, posterior distribution, Model selection, 62G20, 62C10, 62G05
Eugenio Regazzini, Antonio Lijoi, Igor Prünster
Ann. Statist. 31 (2), 560-585, (April 2003) DOI: 10.1214/aos/1051027881 Open Access
KEYWORDS: Dirichlet process, distribution of means of random probability measures, increasing addititive processes, Lévy measure, (normalized) random measure with independent increments, 62F15, 60G57
Time series
Offer Lieberman, Judith Rousseau, David M. Zucker
Ann. Statist. 31 (2), 586-612, (April 2003) DOI: 10.1214/aos/1051027882 Open Access
KEYWORDS: Edgeworth expansions, long memory processes, ARFIMA models, 62E17, 62M10
S. N. Lahiri
Ann. Statist. 31 (2), 613-641, (April 2003) DOI: 10.1214/aos/1051027883 Open Access
KEYWORDS: Asymptotic independence, discrete Fourier transform, long-range dependence, stationarity, 62M10, 62M15, 62E20
Shiqing Ling, Michael McAleer
Ann. Statist. 31 (2), 642-674, (April 2003) DOI: 10.1214/aos/1051027884 Open Access
KEYWORDS: adaptive estimation, efficient estimation, nonstationary ARMA-GARCH models, kernel estimators, Limiting distribution, locally asymptotic quadratic, log-likelihood ratio, 62M10, 62E20, 60F17
Abdelhadi Akharif, Marc Hallin
Ann. Statist. 31 (2), 675-704, (April 2003) DOI: 10.1214/aos/1051027885 Open Access
KEYWORDS: Random coefficient autoregressive models, local asymptotic normality, one-sided multiparameter tests, one-sided multiparameter alternatives, 62G10, 62M10
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