Sommaire du Fascicule no. 6

Correction: The Relationship Between Sufficiency and Invariance with Applications in Sequential Analysis

Hall, W. J. ; Wijsman, R. A. ; Ghosh, J. K.

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Correction: Anomalies of the likelihood ratio test for testing restricted hypotheses

Menéndez, J. A. ; Salvador, B.

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Correction: Hyper Markov Laws in the Statistical Analysis of Decomposable Graphical Models

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

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Improved Variable Window Kernel Estimates of Probability Densities

Hall, Peter ; Hu, Tien Chung ; Marron, J. S.

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p. 1-10

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Estimation of Integral Functionals of a Density

Birge, Lucien ; Massart, Pascal

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p. 11-29

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Minimax Designs in Linear Regression Models

Dette, H. ; Heiligers, B. ; Studden, W. J.

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p. 30-40

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Complete Class Results for the Moment Matrices of Designs Over Permutation-Invariant Sets

Cheng, Ching-Shui

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p. 41-54

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Uniformly More Powerful, One-Sided Tests for Hypotheses About Linear Inequalities

Liu, Huimei ; Berger, Roger L.

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p. 55-72

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Penalized Discriminant Analysis

Hastie, Trevor ; Buja, Andreas ; Tibshirani, Robert

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p. 73-102

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Principal Points and Self-Consistent Points of Elliptical Distributions

Tarpey, Thaddeus ; Li, Luning ; Flury, Bernard D.

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p. 103-112

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On the Distance Between Smoothed Empirical and Quantile Processes

Csorgo, Miklos ; Horvath, Lajos

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p. 113-131

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Efficiency of Empirical Estimators for Markov Chains

Greenwood, P. E. ; Wefelmeyer, W.

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p. 132-143

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Cumulant Generating Function and Tail Probability Approximations for Kendall's Score with Tied Rankings

Valz, Paul D. ; McLeod, A. Ian ; Thompson, Mary E.

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p. 144-160

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Dimension Reduction in a Semiparametric Regression Model with Errors in Covariates

Carroll, R. J. ; Knickerbocker, R. K. ; Wang, C. Y.

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p. 161-181

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Asymptotic Theory for the Frailty Model

Murphy, S. A.

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p. 182-198

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Maximum Smoothed Likelihood Density Estimation for Inverse Problems

Eggermont, P. P. B. ; LaRiccia, V. N.

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p. 199-220

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Optimal Rate of Convergence for Finite Mixture Models

Chen, Jiahua

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p. 221-233

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Central Limit Theorems for Doubly Adaptive Biased Coin Designs

Eisele, Jeffrey R. ; Woodroofe, Michael B.

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p. 234-254

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Using the Generalized Likelihood Ratio Statistic for Sequential Detection of a Change-Point

Siegmund, D. ; Venkatraman, E. S.

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p. 255-271

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A Note on the Run Length to False Alarm of a Change-Point Detection Policy

Yakir, Benjamin

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p. 272-281

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Testing for a Change in the Parameter Values and Order of an Autoregressive Model

Davis, Richard A. ; Huang, Dawei ; Yao, Yi-Ching

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p. 282-304

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Parameter Estimation for ARMA Models with Infinite Variance Innovations

Mikosch, Thomas ; Gadrich, Tamar ; Kluppelberg, Claudia ; Adler, Robert J.

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p. 305-326

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Stationary Exponential Families

Dinwoodie, I. H.

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p. 327-337

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Probability Inequalities for Likelihood Ratios and Convergence Rates of Sieve MLES

Wong, Wing Hung ; Shen, Xiaotong

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p. 339-362

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Uniform Coverage Bounds for Confidence Intervals and Berry-Esseen Theorems for Edgeworth Expansion

Hall, Peter ; Jing, Bing-Yi

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p. 363-375

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Estimating the Real Parameter in a Two-Sample Proportional Odds Model

Wu, Colin O.

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p. 376-395

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Dual Likelihood

Mykland, Per Aslak

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p. 396-421

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The Central Limit Theorem Under Random Censorship

Stute, Winfried

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p. 422-439

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On Strong Uniform Consistency of the Lynden-Bell Estimator for Truncated Data

Chen, Kani ; Chao, Min-Te ; Lo, Shaw-Hwa

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p. 440-449

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An Omnibus Test for Independence of a Survival Time from a Covariate

McKeague, Ian W. ; Nikabadze, A. M. ; Sun, Yanqing

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p. 450-475

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Efficient Estimation of Monotone Boundaries

Korostelev, A. P. ; Simar, L. ; Tsybakov, A. B.

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p. 476-489

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Dimension of the Singular Sets of Plane-Fitters

Ellis, Steven P.

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p. 490-501

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Asymptotical Minimax Recovery of Sets with Smooth Boundaries

Mammen, E. ; Tsybakov, A. B.

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p. 502-524

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Finite-Sample Confidence Envelopes for Shape-Restricted Densities

Hengartner, Nicolas W. ; Stark, Philip B.

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p. 525-550

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Model Estimation in Nonlinear Regression Under Shape Invariance

Kneip, Alois ; Engel, Joachim

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p. 551-570

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Estimation of a Loss Function for Spherically Symmetric Distributions in the General Linear Model

Fourdrinier, Dominique ; Wells, Martin T.

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p. 571-592

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A Note on Admissibility When Precision is Unbounded

Anderson, Charles ; Pal, Nabendu

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p. 593-597

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Admissibility and Minimaxity of the UMVU Estimator of $P\{X < Y\}$

Yu, Qiqing ; Govindarajulu, Z.

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p. 598-607

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Testing for a Signal with Unknown Location and Scale in a Stationary Gaussian Random Field

Siegmund, David O. ; Worsley, Keith J.

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p. 608-639

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Estimating the Number of Peaks in a Random Field Using the Hadwiger Characteristic of Excursion Sets, with Applications to Medical Images

Worsley, K. J.

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p. 640-669

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Autoregression Quantiles and Related Rank-Scores Processes

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

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p. 670-689

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Blind Deconvolution of Linear Systems with Multilevel Nonstationary Inputs

Li, Ta-Hsin

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p. 690-704

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Martingale Expansions and Second Order Inference

Mykland, Per Aslak

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p. 707-731

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Exact Computation of the Asymptotic Efficiency of Maximum Likelihood Estimators of a Discontinuous Signal in a Gaussian White Noise

Rubin, Herman ; Song, Kai-Sheng

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p. 732-739

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Rates of Convergence for Gibbs Sampling for Variance Component Models

Rosenthal, Jeffrey S.

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p. 740-761

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Exact Multivariate Bayesian Bootstrap Distributions of Moments

Gasparini, Mauro

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p. 762-768

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A Note on a Characterization of the Exponential Distribution Based on a Type II Censored Sample

Xu, Jian-Lun ; Yang, Grace L.

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p. 769-773

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Coarsening at Random in General Sample Spaces and Random Censoring in Continuous Time

Jacobsen, Martin ; Keiding, Niels

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p. 774-786

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An Approach to Nonparametric Regression for Life History Data Using Local Linear Fitting

Li, Gang ; Doss, Hani

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p. 787-823

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Bias-Variance Tradeoffs in Functional Estimation Problems

Low, Mark G.

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p. 824-835

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Deficiency of the Sample Quantile Estimator with Respect to Kernel Quantile Estimators for Censored Data

Xiang, Xiaojing

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p. 836-854

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Measuring Mass Concentrations and Estimating Density Contour Clusters-An Excess Mass Approach

Polonik, Wolfgang

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p. 855-881

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Nonparametric Density Estimation with a Parametric Start

Hjort, Nils Lid ; Glad, Ingrid K.

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p. 882-904

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Formulae for Mean Integrated Squared Error of Nonlinear Wavelet-Based Density Estimators

Hall, Peter ; Patil, Prakash

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p. 905-928

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On Estimating Mixing Densities in Discrete Exponential Family Models

Zhang, Cun-Hui

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p. 929-945

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On a Semiparametric Variance Function Model and a Test for Heteroscedasticity

Muller, Hans-Georg ; Zhao, Peng-Liang

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p. 946-967

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On Optimal B-Robust Influence Functions in Semiparametric Models

Shen, Larry Z.

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p. 968-989

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Density Estimation Under Long-Range Dependence

Csorgo, Sandor ; Mielniczuk, Jan

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p. 990-999

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Nonparametric Regression Under Long-Range Dependent Normal Errors

Csorgo, Sandor ; Mielniczuk, Jan

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p. 1000-1014

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Testing a Time Series for Difference Stationarity

McCabe, B. P. M. ; Tremayne, A. R.

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p. 1015-1028

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Efficient Location and Regression Estimation for Long Range Dependent Regression Models

Dahlhaus, Rainer

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p. 1029-1047

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Log-Periodogram Regression of Time Series with Long Range Dependence

Robinson, P. M.

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p. 1048-1072

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Explicit Limit Results for Minimal Sufficient Statistics and Maximum Likelihood Estimators in Some Markov Processes: Exponential Families Approach

Stefanov, Valeri T.

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p. 1073-1101

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Asymptotically Efficient Estimation in Semiparametric Generalized Linear Models

Chen, Hung

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p. 1102-1129

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Prediction Functions for Categorical Panel Data

Gilula, Zvi ; Haberman, Shelby J.

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p. 1130-1142

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A Geometric Combination Estimator for $d$-Dimensional Ordinal Sparse Contingency Tables

Dong, Jianping ; Simonoff, Jeffrey S.

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p. 1143-1159

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Convergence of the Iterative Proportional Fitting Procedure

Ruschendorf, Ludger

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p. 1160-1174

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Splines as Local Smoothers

Nychka, Douglas

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p. 1175-1197

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Asymptotics for the Transformation Kernel Density Estimator

Hossjer, Ola ; Ruppert, David

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p. 1198-1222

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Some Projection Properties of Orthogonal Arrays

Cheng, Ching-Shui

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p. 1223-1233

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An Optimum Design for Estimating the First Derivative

Erickson, Roy V. ; Fabian, Vaclav ; Marik, Jan

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p. 1234-1247

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Optimal Designs for Identifying the Degree of a Polynomial Regression

Dette, Holger

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p. 1248-1266

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A Study of Least Squares and Maximum Likelihood for Image Reconstruction in Positron Emission Tomography

O'Sullivan, Finbarr

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p. 1267-1300

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Asymptotic Iterated Bootstrap Confidence Intervals

Lee, Stephen M. S. ; Young, G. Alastair

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p. 1301-1330

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On the Asymptotic Behaviour of the Moving Block Bootstrap for Normalized Sums of Heavy-Tail Random Variables

Lahiri, S. N.

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p. 1331-1349

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A Robust Surveillance Scheme for Stochastically Ordered Alternatives

Gordon, Louis ; Pollak, Moshe

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p. 1350-1375

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Sequential Nonparametric Estimation with Assigned Risk

Efromovich, Sam

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p. 1376-1392

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A General Classification Rule for Probability Measures

Kulkarni, Sanjeev R. ; Zeitouni, Ofer

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p. 1393-1407

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A New General Method for Constructing Confidence Sets in Arbitrary Dimensions: With Applications

DasGupta, A. ; Ghosh, J. K. ; Zen, M. M.

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p. 1408-1432

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Robustness of Standard Confidence Intervals for Location Parameters Under Departure from Normality

Basu, Sanjib ; DasGupta, Anirban

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p. 1433-1442

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Nonparametric Estimation of Global Functionals and a Measure of the Explanatory Power of Covariates in Regression

Doksum, Kjell ; Samarov, Alexander

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p. 1443-1473

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Adaptive Root $n$ Estimates of Integrated Squared Density Derivatives

Wu, Tiee-Jian

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p. 1474-1495

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Variational Solution of Penalized Likelihood Problems and Smooth Curve Estimation

Machler, Martin B.

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p. 1496-1517

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Isotonic Estimation and Rates of Convergence in Wicksell's Problem

Groeneboom, Piet ; Jongbloed, Geurt

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p. 1518-1542

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An Infinite-Dimensional Geometric Structure on the Space of all the Probability Measures Equivalent to a Given One

Pistone, Giovanni ; Sempi, Carlo

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p. 1543-1561

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Intrinsic Analysis of Statistical Estimation

Oller, J. M. ; Corcuera, J. M.

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p. 1562-1581

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Exact Asymptotics for some Probability Distributions on Compact Manifolds

Richards, Donald St. P.

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p. 1582-1586

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Tests Following Transformations

Chen, Hanfeng

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p. 1587-1593

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Consistency and Monte Carlo Simulation of a Data Driven Version of Smooth Goodness-of-Fit Tests

Kallenberg, Wilbert C. M. ; Ledwina, Teresa

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p. 1594-1608

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Admissibility of the Likelihood Ratio Test When a Nuisance Parameter is Present Only Under the Alternative

Andrews, Donald W. K. ; Ploberger, Werner

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p. 1609-1629

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Gaussian Semiparametric Estimation of Long Range Dependence

Robinson, P. M.

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p. 1630-1661

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Inference for Unstable Long-Memory Processes with Applications to Fractional Unit Root Autoregressions

Chan, Ngai Hang ; Terrin, Norma

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p. 1662-1683

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Periodogram-Based Estimators of Fractal Properties

Chan, Grace ; Hall, Peter ; Poskitt, D. S.

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p. 1684-1711

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Semiparametric Analysis of General Additive-Multiplicative Hazard Models for Counting Processes

Lin, D. Y. ; Ying, Zhiliang

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p. 1712-1734

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Kernel Estimation in a Nonparametric Marker Dependent Hazard Model

Nielsen, Jens P. ; Linton, Oliver B.

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p. 1735-1748

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Methods for the Analysis of Sampled Cohort Data in the Cox Proportional Hazards Model

Borgan, O. ; Goldstein, L. ; Langholz, B.

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p. 1749-1778

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Exponential Inequalities for Martingales, with Application to Maximum Likelihood Estimation for Counting Processes

van de Geer, Sara

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p. 1779-1801

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The Asymptotic Accuracy of the Bootstrap of $U$-Quantiles

Arcones, Miguel A.

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p. 1802-1822

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$M$-Estimates of Rigid Body Motion on the Sphere and in Euclidean Space

Chang, Ted ; Ko, Daijin

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p. 1823-1847

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Nonparametric Tests for Nonstandard Change-Point Problems

Ferger, D.

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p. 1848-1861

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Correction and Addendum: On Efficient Estimation in Regression Models

Schick, Anton

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p. 1862-1863

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Smoothing spline ANOVA for exponential families, with application to the Wisconsin Epidemiological Study of Diabetic Retinopathy : the 1994 Neyman Memorial Lecture

Wahba, Grace ; Wang, Yuedong ; Gu, Chong ; Klein, Ronald ; Klein, Barbara

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p. 1865-1895

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Testing for additivity in nonparametric regression

Eubank, R. L. ; Hart, J. D. ; Simpson, D. G. ; Stefanski, L. A.

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p. 1896-1920

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On bandwidth choice in nonparametric regression with both short- and long-range dependent errors

Hall, Peter ; Lahiri, Soumendra Nath ; Polzehl, Jörg

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p. 1921-1936

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Automatic bandwidth choice and confidence intervals in nonparametric regression

Neumann, Michael H.

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p. 1937-1959

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Shape changes in the plane for landmark data

Prentice, Michael J. ; Mardia, Kanti V.

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p. 1960-1974

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Predicting integrals of random fields using observations on a lattice

Stein, Michael L.

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p. 1975-1990

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Locally lattice sampling designs for isotropic random fields

Stein, Michael L.

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p. 1991-2012

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On testing the extreme value index via the pot-method

Falk, Michael

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p. 2013-2035

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Asymptotically efficient estimation of the index of regular variation

Wei, Xiaoying

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p. 2036-2058

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Refined Pickands estimators of the extreme value index

Drees, Holger

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p. 2059-2080

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On G-efficiency calculation for polynomial models

Dette, Holger ; Wong, Weng Kee

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p. 2081-2101

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On the existence of saturated and nearly saturated asymmetrical orthogonal arrays

Mukerjee, Rahul ; Wu, C. F. Jeff

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p. 2102-2115

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Posterior convergence given the mean

Clarke, B. ; Ghosh, J. K.

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p. 2116-2144

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On convergence of posterior distributions

Ghosal, Subhashis ; Ghosh, Jayanta K. ; Samanta, Tapas

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p. 2145-2152

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Local sensitivity diagnostics for Bayesian inference

Gustafson, Paul ; Wasserman, Larry

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p. 2153-2167

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A representation of partially ordered preferences

Seidenfeld, Teddy ; Schervish, Mark J. ; Kadane, Joseph B.

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p. 2168-2217

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Sequential confidence bands for densities

Xu, Yi ; Martinsek, Adam T.

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p. 2218-2240

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On bandwidth choice for density estimation with dependent data

Hall, Peter ; Lahiri, Soumendra Nath ; Truong, Young K.

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p. 2241-2263

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On the minimisation of $L\sp p$ error in mode estimation

Grund, Birgit ; Hall, Peter

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p. 2264-2284

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Uniform consistency of generalized kernel estimators of quantile density

Cheng, C.

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p. 2285-2291

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