VOL. 32 · NO. 2 | April 2004
 
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Frontmatter
Ann. Statist. 32 (2), (April 2004)
No abstract available
Ann. Statist. 32 (2), (April 2004)
No abstract available
Least Angle Regression
Bradley Efron, Trevor Hastie, Iain Johnstone, Robert Tibshirani
Ann. Statist. 32 (2), 407-499, (April 2004) DOI: 10.1214/009053604000000067
KEYWORDS: Lasso, boosting, Linear regression, coefficient paths, Variable selection, 62J07
Nonparametric Estimation
Eric D. Kolaczyk, Robert D. Nowak
Ann. Statist. 32 (2), 500-527, (April 2004) DOI: 10.1214/009053604000000076
KEYWORDS: factorization, Haar bases, Hellinger distance, Kullback–Leibler divergence, minimax, Model selection, multiresolution, recursive partitioning, thresholding estimators, Wavelets, 62C20, 62G05, 60E05
Yannick Baraud
Ann. Statist. 32 (2), 528-551, (April 2004) DOI: 10.1214/009053604000000085
KEYWORDS: Confidence ball, Nonparametric regression, Hypothesis testing, estimation, 62G15, 62G05, 62G10
T. Tony Cai, Mark G. Low
Ann. Statist. 32 (2), 552-576, (April 2004) DOI: 10.1214/009053604000000094
KEYWORDS: Constrained risk inequality, linear functionals, minimax estimation, modulus of continuity, Nonparametric functional estimation, White noise model, 62G99, 62F12, 62C20, 62M99
Time Series
Danilo Mercurio, Vladimir Spokoiny
Ann. Statist. 32 (2), 577-602, (April 2004) DOI: 10.1214/009053604000000102
KEYWORDS: stochastic volatility model, adaptive estimation, local homogeneity, 62M10, 62P20
Anton Schick, Wolfgang Wefelmeyer
Ann. Statist. 32 (2), 603-632, (April 2004) DOI: 10.1214/009053604000000111
KEYWORDS: Plug-in estimator, Efficient estimator, least dispersed estimator, Semiparametric model, constrained model, time series, 62M09, 62M10, 62G05, 62G20
István Berkes, Lajos Horváth
Ann. Statist. 32 (2), 633-655, (April 2004) DOI: 10.1214/009053604000000120
KEYWORDS: GARCH(p, q) sequence, quasi-maximum likelihood, asymptotic normality, asymptotic covariance matrix, Fisher information number, 62F12, 62M10
Peter C. B. Phillips, Katsumi Shimotsu
Ann. Statist. 32 (2), 656-692, (April 2004) DOI: 10.1214/009053604000000139
KEYWORDS: discrete Fourier transform, fractional integration, long memory, nonstationarity, Semiparametric estimation, trend, Whittle likelihood, unit root, 62M10
Ching-Kang Ing
Ann. Statist. 32 (2), 693-722, (April 2004) DOI: 10.1214/009053604000000148
KEYWORDS: Accumulated prediction error, autoregressive process, Model selection, optimal multistep predictor, 62M20, 62M10, 60F15
Missing Data
Bin Nan, Mary J. Emond, Jon A. Wellner
Ann. Statist. 32 (2), 723-753, (April 2004) DOI: 10.1214/009053604000000157
KEYWORDS: Case-cohort design, Cox model, efficient score, efficient influence function, information bound, integral equation, least favorable direction, martingale operators, mean residual life operators, missing at random, regression models, scores, stratification, Survival analysis, tangent set, tangent space, 62E17, 65D20
Guobing Lu, John B. Copas
Ann. Statist. 32 (2), 754-765, (April 2004) DOI: 10.1214/009053604000000166
KEYWORDS: incomplete data, missing at random, coarsening at random, ignorability, complete distribution family, 62B99, 62F10, 62N01
Jae Kwang Kim
Ann. Statist. 32 (2), 766-783, (April 2004) DOI: 10.1214/009053604000000175
KEYWORDS: missing data, nonresponse, variance estimation, 62D05, 62J99
Mixed and Random Effects Models
Galin L. Jones, James P. Hobert
Ann. Statist. 32 (2), 784-817, (April 2004) DOI: 10.1214/009053604000000184
KEYWORDS: Block Gibbs sampler, Burn-in, convergence rate, drift condition, geometric ergodicity, Markov chain, minorization condition, Monte Carlo, total variation distance, 60J10, 62F15
Kalyan Das, Jiming Jiang, J. N. K. Rao
Ann. Statist. 32 (2), 818-840, (April 2004) DOI: 10.1214/009053604000000201
KEYWORDS: ANOVA model, EBLUP, longitudinal model, mixed linear model, variance components, 62F12, 62J99
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