VOL. 33 · NO. 5 | October 2005
Ann. Statist. 33 (5), (October 2005) Open Access
No abstract available
Ann. Statist. 33 (5), (October 2005) Open Access
No abstract available
Monte Carlo in State Space Models
Hans R. Künsch
Ann. Statist. 33 (5), 1983-2021, (October 2005) DOI: 10.1214/009053605000000426 Open Access
KEYWORDS: state space models, Hidden Markov models, filtering and smoothing, Particle filters, auxiliary variables, sampling importance resampling, central limit theorem, 62M09, 60G35, 60J22, 65C05
Efficient Estimation for Sums
Cun-Hui Zhang
Ann. Statist. 33 (5), 2022-2041, (October 2005) DOI: 10.1214/009053605000000390 Open Access
KEYWORDS: Empirical Bayes, sum of variables, Utility, efficient estimation, information bound, influence function, species problem, networks, node degree, data confidentiality, Disclosure risk, 62F10, 62F12, 62G05, 62G20, 62F15
Mixture Models
Surajit Ray, Bruce G. Lindsay
Ann. Statist. 33 (5), 2042-2065, (October 2005) DOI: 10.1214/009053605000000417 Open Access
KEYWORDS: mixture, modal cluster, multivariate mode, clustering, Dimension reduction, topography, Manifold, 62E10, 62H05, 62H30
François Roueff, Tobias Rydén
Ann. Statist. 33 (5), 2066-2108, (October 2005) DOI: 10.1214/009053605000000381 Open Access
KEYWORDS: Mixtures of discrete distributions, minimax efficiency, projection estimator, universal estimator, Poisson mixtures, 62G07, 62G20
Survival Analysis
Masoud Asgharian, David B. Wolfson
Ann. Statist. 33 (5), 2109-2131, (October 2005) DOI: 10.1214/009053605000000372 Open Access
KEYWORDS: prevalent cohort, Censored data, length-biased sampling, informative censoring, survival function, NPMLE, consistency, weak convergence and asymptotic efficiency, 62G20, 62N02
Donglin Zeng, Jianwen Cai
Ann. Statist. 33 (5), 2132-2163, (October 2005) DOI: 10.1214/009053605000000480 Open Access
KEYWORDS: maximum likelihood estimation, profile likelihood, asymptotic distribution, longitudinal data, survival time, 62G07, 62F12
Nonparametric Estimation
R. Averkamp, C. Houdré
Ann. Statist. 33 (5), 2164-2193, (October 2005) DOI: 10.1214/009053605000000471 Open Access
KEYWORDS: Wavelets, thresholding, minimax, 62G07, 62C20, 60G70, 41A25
Sam Efromovich
Ann. Statist. 33 (5), 2194-2227, (October 2005) DOI: 10.1214/009053605000000435 Open Access
KEYWORDS: asymptotic, error depending on predictor, heteroscedastic regression, infinite and finite supports, oracle, software, wastewater treatment, 62G07, 62G20
Vladimir N. Kulikov, Hendrik P. Lopuhaä
Ann. Statist. 33 (5), 2228-2255, (October 2005) DOI: 10.1214/009053605000000462 Open Access
KEYWORDS: Brownian motion with quadratic drift, central limit theorem, concave majorant, isotonic estimation, L_k norm, monotone density, 62E20, 62G07, 62G20
Shuangge Ma, Michael R. Kosorok
Ann. Statist. 33 (5), 2256-2290, (October 2005) DOI: 10.1214/009053605000000444 Open Access
KEYWORDS: Current status data, Empirical processes, Nonparametric regression, Semiparametric efficiency, splines, Transformation models, 62G08, 60F05, 62G20, 62B10
Denis Heng-Yan Leung
Ann. Statist. 33 (5), 2291-2310, (October 2005) DOI: 10.1214/009053605000000499 Open Access
KEYWORDS: bandwidth, cross-validation, ‎kernel‎, Nonparametric regression, robust, smoothing, 62G08, 62F35, 62F40
T. Tony Cai, Mark G. Low
Ann. Statist. 33 (5), 2311-2343, (October 2005) DOI: 10.1214/009053605000000633 Open Access
KEYWORDS: adaptive estimation, between-class modulus of continuity, cost of adaptation, linear functional, ordered modulus of continuity, White noise model, 62G99, 62F12, 62F35, 62M99
Estimation in Gaussian Random Fields
Wei-Liem Loh
Ann. Statist. 33 (5), 2344-2394, (October 2005) DOI: 10.1214/009053605000000516 Open Access
KEYWORDS: computer experiment, consistency, fixed-domain asymptotics, Gaussian random field, Matérn-type covariance function, sieve maximum likelihood estimation, 62D05, 62E20, 62G15
Analysis of Time Series
Reg Kulperger, Hao Yu
Ann. Statist. 33 (5), 2395-2422, (October 2005) DOI: 10.1214/009053605000000534 Open Access
KEYWORDS: GARCH, residuals, high moment partial sum process, weak convergence, CUSUM, omnibus, skewness, kurtosis, sqrt{n} consistency, 60F17, 62M99, 62M10
Ching-Kang Ing, Ching-Zong Wei
Ann. Statist. 33 (5), 2423-2474, (October 2005) DOI: 10.1214/009053605000000525 Open Access
KEYWORDS: Akaike’s information criterion, Asymptotic efficiency, autoregressive process, same-realization prediction, order selection, 60M20, 62M10
Jackknife-after-Bootstrap Estimation
S. N. Lahiri
Ann. Statist. 33 (5), 2475-2506, (October 2005) DOI: 10.1214/009053605000000507 Open Access
KEYWORDS: jackknife, block bootstrap, consistency, Weak dependence, 62G05, 62G25
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