Sommaire du Fascicule no. 1

Nonexistence of Informative Unbiased Estimators in Singular Problems

Liu, Richard C. ; Brown, Lawrence D.

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p. 1-13

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Hellinger-Consistency of Certain Nonparametric Maximum Likelihood Estimators

van de Geer, Sara

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p. 14-44

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Asymptotically Optimal Tests for Conditional Distributions

Falk, M. ; Marohn, F.

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p. 45-60

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Differentiability of Statistical Functionals and Consistency of the Jackknife

Shao, Jun

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p. 61-75

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A Large Sample Study of Rank Estimation for Censored Regression Data

Ying, Zhiliang

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p. 76-99

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A Bayesian Bootstrap for Censored Data

Lo, Albert Y.

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p. 100-123

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Nonparametric Estimation in the Cox Model

O'Sullivan, Finbarr

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p. 124-145

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Almost Sure Representations of the Product-Limit Estimator for Truncated Data

Stute, Winfried

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p. 146-156

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Optimal Smoothing in Single-Index Models

Hardle, Wolfgang ; Hall, Peter ; Ichimura, Hidehiko

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p. 157-178

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A New Class of Kernels for Nonparametric Curve Estimation

Messer, Karen ; Goldstein, Larry

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p. 179-195

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Local Linear Regression Smoothers and Their Minimax Efficiencies

Fan, Jianqing

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p. 196-216

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Smoothing Spline Density Estimation: Theory

Gu, Chong ; Qiu, Chunfu

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p. 217-234

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Testing for Additivity of a Regression Function

Barry, Daniel

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p. 235-254

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Bootstrap and Wild Bootstrap for High Dimensional Linear Models

Mammen, Enno

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p. 255-285

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Balanced Importance Resampling for the Bootstrap

Booth, James G. ; Hall, Peter ; Wood, Andrew T. A.

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p. 286-298

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Model Selection Via Multifold Cross Validation

Zhang, Ping

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p. 299-313

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Lower Bounds for Contamination Bias: Globally Minimax Versus Locally Linear Estimation

He, Xuming ; Simpson, Douglas G.

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p. 314-337

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Efficiency-Constrained Bias-Robust Estimation of Location

Martin, R. Douglas ; Zamar, Ruben H.

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p. 338-354

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Invariants of Some Probability Models Used in Phylogenetic Inference

Evans, Steven N. ; Speed, T. P.

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p. 355-377

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Admissibility Results in Loss Estimation

Lele, Chitra

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p. 378-390

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On Reaching a Consensus Using Degroot's Iterative Pooling

Gilardoni, Gustavo L. ; Clayton, Murray K.

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p. 391-401

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E-Optimal Designs for Polynomial Regression

Pukelsheim, Friedrich ; Studden, William J.

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p. 402-415

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Geometry of E-Optimality

Dette, Holger ; Studden, William J.

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p. 416-433

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Minimax Regression Designs Under Uniform Departure Models

Tang, Dei-In

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p. 434-446

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Using Prior Information in Designing Intervention Detection Experiments

Schumacher, Peter ; Zidek, James V.

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p. 447-463

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A Sequential Clinical Trial for Comparing Three Treatments

Siegmund, D.

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p. 464-483

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Sequential Estimation Results for a Two-Parameter Exponential Family of Distributions

Bose, Arup ; Boukai, Benzion

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p. 484-502

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Asymptotic Expansions for the Moments of a Randomly Stopped Average

Aras, Girish ; Woodroofe, Michael

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p. 503-519

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Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model

Chan, K. S.

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p. 520-533

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R-Estimation of the Parameters of Autoregressive [Ar (p)] Models

Koul, Hira L. ; Saleh, A. K. Md. E.

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p. 534-551

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The Effect of Serial Correlation on Tests for Parameter Change at Unknown Time

Tang, S. M. ; MacNeill, I. B.

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p. 552-575

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Renormalizing Upper and Lower Bounds for Integrated Risk in the White Noise Model:

Low, Mark G.

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p. 577-589

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Optimal Rates of Convergence for Nonparametric Statistical Inverse Problems

Koo, Ja-Yong

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p. 590-599

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Adaptively Local One-Dimensional Subproblems with Application to a Deconvolution Problem

Fan, Jianqing

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p. 600-610

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Asymptotic Properties of Self-Consistent Estimators Based on Doubly Censored Data

Gu, M. G. ; Zhang, C.-H.

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p. 611-624

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Estimation up to a Change-Point

Foster, Dean P. ; George, Edward I.

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p. 625-644

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Comparison of EWMA, CUSUM and Shiryayev-Roberts Procedures for Detecting a Shift in the Mean

Srivastava, M. S. ; Wu, Yanhong

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p. 645-670

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The Maximum Likelihood Method for Testing Changes in the Parameters of Normal Observations

Horvath, Lajos

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p. 671-680

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Nearest Neighbor Regression with Heavy-Tailed Errors

Mukerjee, Hari

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p. 681-693

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On Plug-in Rules for Local Smoothing of Density Estimators

Hall, Peter

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p. 694-710

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Density Estimation in the $L^\infty$ Norm for Dependent Data with Applications to the Gibbs Sampler

Yu, Bin

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p. 711-735

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On Equivariance and the Compound Decision Problem

Mashayekhi, Mostafa

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p. 736-745

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Inadmissibility of Studentized Tests for Normal Order Restricted Models

Cohen, Arthur ; Sackrowitz, H. B.

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p. 746-752

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Elfving's Theorem for $D$-Optimality

Dette, Holger

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p. 753-766

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A Note on $E$-Optimal Designs for Weighted Polynomial Regression

Dette, Holger

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p. 767-771

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Generalized Pearson-Fisher Chi-Square Goodness-of-Fit Tests, with Applications to Models with Life History Data

Li, Gang ; Doss, Hani

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p. 772-797

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Goodness of Fit Problem and Scanning Innovation Martingales

Khmaladze, E. V.

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p. 798-829

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Goodness of Fit Tests for Spectral Distributions

Anderson, T. W.

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p. 830-847

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Multivariate Aspects of Shape Theory

Goodall, Colin R. ; Mardia, Kanti V.

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p. 848-866

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On almost Linearity of Low Dimensional Projections from High Dimensional Data

Hall, Peter ; Li, Ker-Chau

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p. 867-889

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Correlation Curves: Measures of Association as Functions of Covariate Values

Bjerve, Steinar ; Doksum, Kjell

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p. 890-902

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An Analysis of Bayesian Inference for Nonparametric Regression

Cox, Dennis D.

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p. 903-923

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An Improved Monotone Conditional Quantile Estimator

Mukerjee, Hari

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p. 924-942

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Contrasts under Long-Range Correlations

Kunsch, H. ; Beran, J. ; Hampel, F.

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p. 943-964

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Bias-Robust Estimates of Regression Based on Projections

Maronna, Ricardo A. ; Yohai, Victor J.

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p. 965-990

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Bias Robust Estimation of Scale

Martin, R. D. ; Zamar, Ruben H.

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p. 991-1017

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Orthogeodesic Models

Barndorff-Nielsen, O. E. ; Blaesild, P.

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p. 1018-1039

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Nonparametric Function Estimation for Time Series by Local Average Estimators

Tran, Lanh Tat

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p. 1040-1057

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The Limiting Distribution of the Autocorrelation Coefficient under a Unit Root

Abadir, Karim M.

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p. 1058-1070

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Iterative Weighted Least Squares Estimators

Chen, Jiahua ; Shao, Jun

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p. 1071-1092

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Matrix Weighting of Several Regression Coefficient Vectors

James, Alan T. ; Venables, William N.

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p. 1093-1114

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Correction: A Central Limit Theorem for Stationary Processes and the Parameter Estimation of Linear Processes

Hosoya, Yuzo ; Taniguchi, Masanobu

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p. 1115-1117

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Fiducial Prediction and Semi-Bayesian Inference

Dawid, A. Philip ; Wang, Jinglong

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p. 1119-1138

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Dilation for Sets of Probabilities

Seidenfeld, Teddy ; Wasserman, Larry

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p. 1139-1154

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Detecting a Change of a Normal Mean by Dynamic Sampling with a Probability Bound on a False Alarm

Assaf, David ; Pollak, Moshe ; Ritov, Ya'acov ; Yakir, Benjamin

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p. 1155-1165

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Smoothed Empirical Likelihood Confidence Intervals for Quantiles

Chen, Song Xi ; Hall, Peter

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p. 1166-1181

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Empirical Likelihood in Biased Sample Problems

Qin, Jing

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p. 1182-1196

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Preferred Point Geometry and Statistical Manifolds

Critchley, Frank ; Marriott, Paul ; Salmon, Mark

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p. 1197-1224

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The Riemannian Structure of Euclidean Shape Spaces: A Novel Environment for Statistics

Le, Huiling ; Kendall, David G.

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p. 1225-1271

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Hyper Markov Laws in the Statistical Analysis of Decomposable Graphical Models

Dawid, A. P. ; Lauritzen, S. L.

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p. 1272-1317

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Lattice Models for Conditional Independence in a Multivariate Normal Distribution

Andersson, Steen Arne ; Perlman, Michael D.

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p. 1318-1358

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Conditional Association, Essential Independence and Monotone Unidimensional Item Response Models

Junker, Brian W.

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p. 1359-1378

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One-Sided Test for the Equality of Two Covariance Matrices

Kuriki, Satoshi

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p. 1379-1384

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Asymptotics for the Minimum Covariance Determinant Estimator

Butler, R. W. ; Davies, P. L. ; Jhun, M.

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p. 1385-1400

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Generalized Permutation Polytopes and Exploratory Graphical Methods for Ranked Data

Thompson, G. L.

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p. 1401-1430

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Nonparametric Estimation in Renewal Theory I: The Empirical Renewal Function

Grubel, Rudolf ; Pitts, Susan M.

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p. 1431-1451

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Estimators of the Finite Population Distribution Function using Nonparametric Regression

Dorfman, Alan H. ; Hall, Peter

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p. 1452-1475

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An Improvement of the Jackknife Distribution Function Estimator

Booth, James G. ; Hall, Peter

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p. 1476-1485

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On Efficient Estimation in Regression Models

Schick, Anton

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p. 1486-1521

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Spline Smoothing with an Estimated Order Parameter

Stein, Michael L.

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p. 1522-1544

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Kernel-Type Estimators of Jump Points and Values of a Regression Function

Wu, J. S. ; Chu, C. K.

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p. 1545-1566

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Maximum Likelihood Estimation of Parameters under a Spatial Sampling Scheme

Ying, Zhiliang

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p. 1567-1590

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The Strong Law under Random Censorship

Stute, W. ; Wang, J.-L.

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p. 1591-1607

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Large Deviations for Censored Data

Dinwoodie, I. H.

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p. 1608-1620

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Chi-Square Goodness-of-Fit Tests for Randomly Censored Data

Kim, Joo Han

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p. 1621-1639

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On a Characterization of the Exponential Distribution Based on a Type 2 Right Censored Sample

Leslie, Julian ; van Eeden, Constance

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p. 1640-1647

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Semiparametric Estimation of Association in a Bivariate Survival Function

Maguluri, Gangaji

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p. 1648-1662

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Incidental Versus Random Nuisance Parameters

Pfanzagl, J.

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p. 1663-1691

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The Rate of Convergence for Multivariate Sampling Statistics

Bolthausen, Erwin ; Gotze, Friedrich

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p. 1692-1710

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On a Simple Estimation Procedure for Censored Regression Models with Known Error Distributions

Breiman, Leo ; Tsur, Yacov ; Zemel, Amos

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p. 1711-1720

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Some New Estimators for Cox Regression

Sasieni, Peter

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p. 1721-1759

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Conditional Rank Tests for the Two-Sample Problem Under Random Censorship

Neuhaus, Georg

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p. 1760-1779

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Bootstrap Confidence Regions for Functional Relationships in Errors-in- Variables Models

Booth, James G. ; Hall, Peter

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p. 1780-1791

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On the Least Squares Cross-Validation Bandwidth in Hazard Rate Estimation

Patil, P. N.

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p. 1792-1810

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Consistency of the Generalized Bootstrap for Degenerate $U$-Statistics

Huskova, Marie ; Janssen, Paul

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p. 1811-1823

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A Minimax-Bias Property of the Least $\alpha$-Quantile Estimates

Yohai, Victor J. ; Zamar, Ruben H.

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p. 1824-1842

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Aspects of Robust Linear Regression

Davies, P. L.

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p. 1843-1899

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Nonparametric Regression with Errors in Variables

Fan, Jianqing ; Truong, Young K.

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p. 1900-1925

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Comparing Nonparametric Versus Parametric Regression Fits

Hardle, W. ; Mammen, E.

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p. 1926-1947

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The Expected Number of Local Maxima of a Random Field and the Volume of Tubes

Siegmund, David ; Zhang, Heping

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p. 1948-1966

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Probability-Centered Prediction Regions

Beran, Rudolf

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p. 1967-1981

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Random Discriminants

Lu, I-Li ; Richards, Donald

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p. 1982-2000

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Logical and Algorithmic Properties of Conditional Independence and Graphical Models

Geiger, Dan ; Pearl, Judea

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p. 2001-2021

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Adaptive Estimation in Noncausal Stationary AR Processes

Gassiat, E.

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p. 2022-2042

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Extremal Index Estimation for a Weakly Dependent Stationary Sequence

Hsing, Tailen

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p. 2043-2071

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Trend-Free Run Orders of Mixed-Level Fractional Factorial Designs

Coster, Daniel C.

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p. 2072-2086

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On the Yeh-Bradley Conjecture on Linear Trend-Free Block Designs

Chai, Feng-Shun ; Majumdar, Dibyen

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p. 2087-2097

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Asymptotic Inference with Response-Adaptive Treatment Allocation Designs

Rosenberger, William F.

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p. 2098-2107

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Nonparametric Binary Regression: A Bayesian Approach

Diaconis, P. ; Freedman, D. A.

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p. 2108-2137

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A Bayesian Method for Weighted Sampling

Lo, Albert Y.

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p. 2138-2148

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Minimal Sufficiency and Completeness for Dichotomous Quantal Response Models

Messig, Michael A. ; Strawderman, William E.

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p. 2149-2157

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Some Incomplete But Boundedly Complete Location Families

Mattner, L.

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p. 2158-2162

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A Note on Bahadur's Transitivity

Greenshtein, Eitan

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p. 2163-2167

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Correction: Proper Action in Steps, with Application to Density Ratios of Maximal Invariants

Wijsman, Robert A.

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p. 2168-2169

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