VOL. 31 · NO. 5 | October 2003
 
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Frontmatter
Ann. Statist. 31 (5), (October 2003)
No abstract available
Ann. Statist. 31 (5), (October 2003)
No abstract available
Stochastic discrimination
Dechang Chen, Peng Huang, Xiuzhen Cheng
Ann. Statist. 31 (5), 1393-1413, (October 2003) DOI: 10.1214/aos/1065705112
KEYWORDS: Discriminant function, Accuracy, training set, test set, 68T10, 68T05
Financial options
Per Aslak Mykland
Ann. Statist. 31 (5), 1413-1438, (October 2003) DOI: 10.1214/aos/1065705113
KEYWORDS: analytic sets, coherent measures of risk, conservative delta hedging, Incompleteness, prediction, statistical uncertainty, value at risk, 62F25, 62G15, 62P05, 60G44, 62M99
Multivariate analysis
Gleb A. Koshevoy, Jyrki Möttönen, Hannu Oja
Ann. Statist. 31 (5), 1439-1459, (October 2003) DOI: 10.1214/aos/1065705114
KEYWORDS: Interdirection, parallelotope, multivariate mean deviation, multivariate median, multivariate signs, sign covariance matrix, scatter matrix, zonoid, zonoid covariance matrix, zonotope, 62H12
Yijun Zuo
Ann. Statist. 31 (5), 1460-1490, (October 2003) DOI: 10.1214/aos/1065705115
KEYWORDS: depth function, depth contour, multivariate median, consistency, asymptotic distribution, Breakdown point, relative efficiency, robustness, projection pursuit method, 62H05, 62F35, 62G05, 62H12
Guido Consonni, Piero Veronese
Ann. Statist. 31 (5), 1491-1516, (October 2003) DOI: 10.1214/aos/1065705116
KEYWORDS: Bayesian inference, conditional reducibility, exponential family, Jordan algebra, noninformative prior, Peirce decomposition, 62E15, 62F15, 60E05
Shoichi Sasabushi, Koji Tanaka, Takeshi Tsukamoto
Ann. Statist. 31 (5), 1517-1536, (October 2003) DOI: 10.1214/aos/1065705117
KEYWORDS: Common but unknown covariance matrices, Multivariate isotonic regression, multivariate normal distribution, order restriction, testing homogeneity of mean vectors, upper tail probability, 62F30, 62F03, 62H12
M.S. Srivastava
Ann. Statist. 31 (5), 1537-1560, (October 2003) DOI: 10.1214/aos/1065705118
KEYWORDS: Jacobian of transformations, normal distribution, pseudo Wishart, singular noncentral Wishart, Stiefel manifold, 62H10, 62E15
Nonparametric regression
Emmanuel J. Candès
Ann. Statist. 31 (5), 1561-1599, (October 2003) DOI: 10.1214/aos/1065705119
KEYWORDS: Nonparametric regression, ridgelets, ridge functions, Projection pursuit regression, minimax decision theory, Radon transform, spatial inhomogeneities, edges, thresholding of ridgelet coefficients, 62G07, 62C20, 41A30
Jianhua Z. Huang
Ann. Statist. 31 (5), 1600-1635, (October 2003) DOI: 10.1214/aos/1065705120
KEYWORDS: asymptotic normality, least squares, Nonparametric regression, polynomial regression, regression spline, 62G07, 62G20
Bing Li, R. Dennis Cook, Francesca Chiaromonte
Ann. Statist. 31 (5), 1636-1668, (October 2003) DOI: 10.1214/aos/1065705121
KEYWORDS: Analysis of covariance, central subspace, graphics, OLS, SIR, pHd, SAVE, 62G08, 62G09, 62H05
Holger Dette, Viatcheslav B. Melas
Ann. Statist. 31 (5), 1669-1692, (October 2003) DOI: 10.1214/aos/1065705122
KEYWORDS: trigonometric regression, $c$-optimality, optimal design for estimating individual coefficients, Chebyshev approximation problem, implicit function theorem, 62K05
Correction
Keh-Shin Lii, Murray Rosenblatt
Ann. Statist. 31 (5), 1693, (October 2003) DOI: 10.1214/aos/1065705123
KEYWORDS: spectral density function, harmonizable functions, estimation, bias, Covariance, Aliasing, cyclostationary, consistency, Doppler, multipath, 62M15, 62G07, G0G12, 62F12
No abstract available
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