VOL. 20 · NO. 4 | November 2005
 
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Frontmatter
Statist. Sci. 20 (4), (November 2005)
No abstract available
Statist. Sci. 20 (4), (November 2005)
No abstract available
Articles
Jianqing Fan
Statist. Sci. 20 (4), 317-337, (November 2005) DOI: 10.1214/088342305000000412
KEYWORDS: Asset pricing, diffusion, drift, GLR tests, simulations, state price density, time-inhomogeneous model, Transition density, Volatility
Peter C. B. Phillips, Jun Yu
Statist. Sci. 20 (4), 338-343, (November 2005) DOI: 10.1214/088342305000000430
KEYWORDS: nonparametric method, continuous time models, financial time series, jackknife, realized volatility
Michael Sørensen
Statist. Sci. 20 (4), 344-346, (November 2005) DOI: 10.1214/088342305000000449
No abstract available
Per A. Mykland, Lan Zhang
Statist. Sci. 20 (4), 347-350, (November 2005) DOI: 10.1214/088342305000000458
No abstract available
Jianqing Fan
Statist. Sci. 20 (4), 351-357, (November 2005) DOI: 10.1214/088342305000000421
No abstract available
Charles J. Geyer, Glen D. Meeden
Statist. Sci. 20 (4), 358-366, (November 2005) DOI: 10.1214/088342305000000340
KEYWORDS: Confidence interval, p-value, hypothesis test, uniformly most powerful unbiased (UMP and UMPU), fuzzy set theory, randomized test
Alan Agresti, Anna Gottard
Statist. Sci. 20 (4), 367-371, (November 2005) DOI: 10.1214/088342305000000403
No abstract available
Roger L. Berger, George Casella
Statist. Sci. 20 (4), 372-374, (November 2005) DOI: 10.1214/088342305000000377
No abstract available
Lawrence D. Brown, T. Tony Cai, Anirban DasGupta
Statist. Sci. 20 (4), 375-379, (November 2005) DOI: 10.1214/088342305000000395
No abstract available
Andrew Gelman
Statist. Sci. 20 (4), 380-381, (November 2005) DOI: 10.1214/088342305000000368
No abstract available
Elizabeth A. Thompson
Statist. Sci. 20 (4), 382-383, (November 2005) DOI: 10.1214/088342305000000386
No abstract available
Charles J. Geyer, Glen D. Meeden
Statist. Sci. 20 (4), 384-387, (November 2005) DOI: 10.1214/088342305000000359
No abstract available
Beatrix Jones, Carlos Carvalho, Adrian Dobra, Chris Hans, Chris Carter, Mike West
Statist. Sci. 20 (4), 388-400, (November 2005) DOI: 10.1214/088342305000000304
KEYWORDS: decomposable models, nondecomposable models, Markov chain Monte Carlo, shotgun stochastic search, parallel implementation
John Aldrich
Statist. Sci. 20 (4), 401-417, (November 2005) DOI: 10.1214/088342305000000331
KEYWORDS: R. A. Fisher, karl Pearson, M. S. Bartlett, regression, theory of errors, Correlation, ancillary statistic, History of statistics
Daniel Barry
Statist. Sci. 20 (4), 418-430, (November 2005) DOI: 10.1214/088342304000000242
Miscellaneous Items
Statist. Sci. 20 (4), 431-432, (November 2005)
No abstract available
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