VOL. 33 · NO. 6 | December 2005
Ann. Statist. 33 (6), (December 2005) Open Access
No abstract available
Ann. Statist. 33 (6), (December 2005) Open Access
No abstract available
Testing and Estimation with Stochastic Process Data
Arnak Dalalyan
Ann. Statist. 33 (6), 2507-2528, (December 2005) DOI: 10.1214/009053605000000615 Open Access
KEYWORDS: Ergodic diffusion, invariant density, minimax drift estimation, Pinsker’s constant, sharp adaptivity, 62M05, 62G07, 62G20
Shiqing Ling, Howell Tong
Ann. Statist. 33 (6), 2529-2552, (December 2005) DOI: 10.1214/009053605000000598 Open Access
KEYWORDS: invertibility, likelihood ratio test, MA model, Marked empirical process, threshold MA model, 62F05, 62M10, 60G10
Y. Boissy, B. B. Bhattacharyya, X. Li, G. D. Richardson
Ann. Statist. 33 (6), 2553-2567, (December 2005) DOI: 10.1214/009053605000000589 Open Access
KEYWORDS: Parameter estimation, autoregressive spatial process, spectral density function, long memory, 62F12, 62M30
Miguel A. Delgado, Javier Hidalgo, Carlos Velasco
Ann. Statist. 33 (6), 2568-2609, (December 2005) DOI: 10.1214/009053605000000606 Open Access
KEYWORDS: Nonparametric model checking, Spectral distribution, linear processes, martingale decomposition, local alternatives, omnibus, smooth and directional tests, long-range alternatives, 62G10, 62M10, 62F17, 62M15
Eric Moulines, Pierre Priouret, François Roueff
Ann. Statist. 33 (6), 2610-2654, (December 2005) DOI: 10.1214/009053605000000624 Open Access
KEYWORDS: Locally stationary processes, nonparametric estimation, recursive estimation, time-varying autoregressive model, 62M10, 62G08, 60J27, 62G20
F. Maaouia, A. Touati
Ann. Statist. 33 (6), 2655-2694, (December 2005) DOI: 10.1214/009053605000000561 Open Access
KEYWORDS: multitype branching process, maximum likelihood estimator, multidimensional Lotka–Nagaev estimator, least squares estimator, central limit theorem, quadratic strong law of large numbers, Law of the iterated logarithm, 60F05, 60F15, 60J80
Asymptotic Inference in Non-Gaussian Linear Models
Jiming Jiang
Ann. Statist. 33 (6), 2695-2731, (December 2005) DOI: 10.1214/009053605000000543 Open Access
KEYWORDS: asymptotic covariance matrix, dispersion tests, estimated information, nonnormal mixed linear model, observed information, POQUIM, quasi-likelihood, REML, 62J99, 62B99
Savas Papadopoulos, Yasuo Amemiya
Ann. Statist. 33 (6), 2732-2757, (December 2005) DOI: 10.1214/009053605000000570 Open Access
KEYWORDS: Structural equation modeling (SEM), asymptotic robustness, Multivariate analysis, panel or longitudinal data, repeated measures, nonlinear parameters, capital, credit and market risks, risk weighted assets, 62F35, 62E20, 62H99, 62H25
Topics in Design
Holger Dette, Viatcheslav B. Melas, Andrey Pepelyshev
Ann. Statist. 33 (6), 2758-2788, (December 2005) DOI: 10.1214/009053605000000552 Open Access
KEYWORDS: shape analysis, spherical harmonic descriptors, Optimal designs, quadrature formulas, Principal Component Analysis, 3D image data, 62K05, 65D32
Susana Rubin-Bleuer, Ioana Schiopu Kratina
Ann. Statist. 33 (6), 2789-2810, (December 2005) DOI: 10.1214/009053605000000651 Open Access
KEYWORDS: Joint design and model-based inference, 62F12, 62D05
Hongquan Xu, C. F. J. Wu
Ann. Statist. 33 (6), 2811-2836, (December 2005) DOI: 10.1214/009053605000000688 Open Access
KEYWORDS: Addelman–Kempthorne construction, additive character, Galois field, generalized minimum aberration, orthogonal array, supersaturated design, 62K15, 62K05, 05B15
Aijun Zhang, Kai-Tai Fang, Runze Li, Agus Sudjianto
Ann. Statist. 33 (6), 2837-2853, (December 2005) DOI: 10.1214/009053605000000679 Open Access
KEYWORDS: admissible, Discrepancy, Fractional factorial design, majorization, minimum aberration, separable convex, supersaturated design, uniform design, 62K15
Kirti R. Shah, Mausumi Bose, Damaraju Raghavarao
Ann. Statist. 33 (6), 2854-2872, (December 2005) DOI: 10.1214/009053605000000723 Open Access
KEYWORDS: Direct treatment effects, residual treatment effects, repeated measurement designs, optimal joint estimation of effects, 62K05, 62K10
Nonparametric Estimation Methods
Fang Yao, Hans-Georg Müller, Jane-Ling Wang
Ann. Statist. 33 (6), 2873-2903, (December 2005) DOI: 10.1214/009053605000000660 Open Access
KEYWORDS: asymptotics, coefficient of determination, Confidence band, Eigenfunctions, Functional data analysis, prediction, repeated measurements, smoothing, stochastic process, 62M20, 60G15, 62G05
Peter Hall, Joel L. Horowitz
Ann. Statist. 33 (6), 2904-2929, (December 2005) DOI: 10.1214/009053605000000714 Open Access
KEYWORDS: bandwidth, convergence rate, eigenvalue, endogenous variable, exogenous variable, kernel method, linear operator, Nonparametric regression, smoothing, optimality, 62G08, 62G20
T. Tony Cai, Mark G. Low
Ann. Statist. 33 (6), 2930-2956, (December 2005) DOI: 10.1214/009053605000000147 Open Access
KEYWORDS: Besov balls, Gaussian sequence model, information bound, minimax estimation, quadratic functional, quadratic estimators, 62G99, 62F12, 62F35, 62M99
Goodness of Fit Tests
P. E. Jupp
Ann. Statist. 33 (6), 2957-2966, (December 2005) DOI: 10.1214/009053605000000697 Open Access
KEYWORDS: consistency, Invariance, Riemannian manifolds, uniformity, weighted empirical distribution, 62F03, 62F05, 62H11
Bayesian Function Estimation
Jean-François Angers, Peter T. Kim
Ann. Statist. 33 (6), 2967-2999, (December 2005) DOI: 10.1214/009053605000000705 Open Access
KEYWORDS: Bayes factor, comets, cross-validation, Eigenfunctions, Eigenvalues, Posterior, Sobolev Spaces, zeta function, 62C10, 62G08, 41A15, 58J90
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