Sommaire du Fascicule no. 6

Smoothed functional principal components analysis by choice of norm

Silverman, Bernard W.

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p. 1-24

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Nonparametric and semiparametric estimation of the receiver operating characteristic curve

Hsieh, Fushing ; Turnbull, Bruce W.

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p. 25-40

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On the asymptotic properties of a flexible hazard estimator

Strawderman, Robert L. ; Tsiatis, Anastasios A.

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p. 41-63

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On uniform generation of two-way tables with fixed margins and the conditional volume test of Diaconis and Efron

Holmes, R. B. ; Jones, L. K.

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p. 64-68

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On the convergence of the Markov chain simulation method

Athreya, Krishna B. ; Doss, Hani ; Sethuraman, Jayaram

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p. 69-100

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Rates of convergence of the Hastings and Metropolis algorithms

Mengersen, K. L. ; Tweedie, R. L.

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p. 101-121

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Convergence properties of the Gibbs sampler for perturbations of Gaussians

Amit, Yali

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p. 122-140

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On the invariance of noninformative priors

Datta, Gauri Sankar ; Ghosh, Malay

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p. 141-159

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Locally uniform prior distributions

Hartigan, J. A.

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p. 160-173

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Local sensitivity of posterior expectations

Gustafson, Paul

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p. 174-195

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Asymptotically optimal and admissible decision rules in compound compact Gaussian shift experiments

Majumdar, Suman

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p. 196-211

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Optimal rates of convergence of empirical Bayes tests for the continuous one-parameter exponential family

Karunamuni, Rohana J.

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p. 212-231

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An empirical Bayes approach to directional data and efficient computation on the sphere

Healy, Dennis M. ; Kim, Peter T.

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p. 232-254

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REML estimation: asymptotic behavior and related topics

Jiang, Jiming

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p. 255-286

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Direct use of regression quantiles to construct confidence sets in linear models

Zhou, Kenneth Q. ; Portnoy, Stephen L.

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p. 287-306

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Empirical process of residuals for high-dimensional linear models

Mammen, Enno

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p. 307-335

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A robust adjustment of the profile likelihood

Stafford, James E.

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p. 336-352

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Higher-order approximations to conditional distribution functions

Kolassa, John E.

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p. 353-364

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Exponential empirical likelihood is not Bartlett correctable

Jing, Bing-Yi ; Wood, Andrew T. A.

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p. 365-369

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Nonparametric inference for ergodic, stationary time series

Morvai, Gusztáv ; Yakowitz, Sidney ; Györfi, László

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p. 370-379

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Asymptotics of some estimators and sequential residual empiricals in nonlinear time series

Koul, Hira L.

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p. 380-404

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Quasi-likelihood models and optimal inference

Wefelmeyer, Wolfgang

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p. 405-422

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Asymptotic properties of estimators for autoregressive models with errors in variables

Chanda, Kamal C.

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p. 423-430

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A lower bound on the ARL to detection of a change with a probability constraint on false alarm

Yakir, Benjamin

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p. 431-435

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Comparison of sequential experiments

Greenshtein, Eitan

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p. 436-448

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Likelihood and linkage: from Fisher to the future

Thompson, E. A.

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p. 449-465

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Function estimation via wavelet shrinkage for long-memory data

Wang, Yazhen

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p. 466-484

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Estimating nonquadratic functionals of a density using Haar wavelets

Kerkyacharian, Gérard ; Picard, Dominique

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p. 485-507

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Density estimation by wavelet thresholding

Donoho, David L. ; Johnstone, Iain M. ; Kerkyacharian, Gérard ; Picard, Dominique

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p. 508-539

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Efficient estimation for the proportional hazards model with interval censoring

Huang, Jian

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p. 540-568

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On bootstrap accuracy with censored data

Chen, Kani ; Lo, Shaw-Hwa

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p. 569-595

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Efficient estimation in the bivariate censoring model and repairing NPMLE

van der Laan, Mark J.

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p. 596-627

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Nonparametric likelihood ratio confidence bands for quantile functions from incomplete survival data

Li, Gang ; Hollander, Myles ; McKeague, Ian W. ; Yang, Jie

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p. 628-640

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A counterexample to a conjecture concerning the Hall-Wellner band

Chen, Kani ; Ying, Zhiliang

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p. 641-646

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A class of estimators of the survival function from interval-censored data

Wang, Zhiming ; Gardiner, Joseph C.

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p. 647-658

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Efficient estimation of integral functionals of a density

Laurent, Béatrice

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p. 659-681

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On Bickel and Ritov's conjecture about adaptive estimation of the integral of the square of density derivative

Efromovich, Sam ; Low, Mark

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p. 682-686

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Consistency of data-driven histogram methods for density estimation and classification

Lugosi, Gábor ; Nobel, Andrew

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p. 687-706

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Conservative confidence regions in multivariate calibration

Mathew, Thomas ; Zha, Wenxing

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p. 707-725

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Maximum likelihood methods for a generalized class of log-linear models

Lang, Joseph B.

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p. 726-752

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Some inequalities for symmetric convex sets with applications

Anderson, T. W.

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p. 753-762

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The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones

Casalis, M. ; Letac, G.

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p. 763-786

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Möbius transformation and Cauchy parameter estimation

McCullagh, Peter

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p. 787-808

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Shrinkage estimators, Skorokhod's problem and stochastic integration by parts

Evans, Steven N. ; Stark, Philip B.

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p. 809-815

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Partial least squares algorithm yields shrinkage estimators

Goutis, Constantinos

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p. 816-824

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Shrinkage estimation in the two-way multivariate normal model

Sun, Li

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p. 825-840

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Asymptotically uniformly most powerful tests in parametric and semiparametric models

Choi, Sungsub ; Hall, W. J. ; Schick, Anton

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p. 841-861

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Efficient maximum likelihood estimation in semiparametric mixture models

Van der Vaart, Aad

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p. 862-878

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Asymptotic efficiency of estimates for models with incidental nuisance parameters

Strasser, Helmut

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p. 879-901

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Some counterexamples concerning sufficiency and invariance

Berk, R. H. ; Nogales, A. G. ; Oyola, J. A.

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p. 902-905

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Some remarks on sufficiency, invariance and conditional independence

Nogales, A. G. ; Oyola, J. A.

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p. 906-909

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Nonparametric hierarchical Bayes via sequential imputations

Liu, Jun S.

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p. 911-930

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Choice of hierarchical priors: admissibility in estimation of normal means

Berger, James O. ; Strawderman, William E.

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p. 931-951

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Asymptotically optimal estimation in misspecified time series models

Dahlhaus, R. ; Wefelmeyer, W.

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p. 952-974

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Fixed-design regression for linear time series

Tran, Lanh ; Roussas, George ; Yakowitz, Sidney ; Truong Van, B.

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p. 975-991

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On the asymptotic expansion of the empirical process of long-memory moving averages

Ho, Hwai-Chung ; Hsing, Tailen

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p. 992-1024

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Adaptive estimation in a random coefficient autoregressive model

Koul, Hira L. ; Schick, Anton

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p. 1025-1052

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Asymptotics for kernel estimate of sliced inverse regression

Zhu, Li-Xing ; Fang, Kai-Tai

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p. 1053-1068

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Reducing multidimensional two-sample data to one-dimensional interpoint comparisons

Maa, Jen-Fue ; Pearl, Dennis K. ; Bartoszyński, Robert

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p. 1069-1074

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A minimaxity criterion in nonparametric regression based on large-deviations probabilities

Korostelev, Alexander

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p. 1075-1083

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Histogram regression estimation using data-dependent partitions

Nobel, Andrew

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p. 1084-1105

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On optimal adaptive estimation of a quadratic functional

Efromovich, Sam ; Low, Mark

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p. 1106-1125

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On nonparametric regression for IID observations in a general setting

Efromovich, Sam

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p. 1126-1144

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Robust inference for variance components models for single trees of cell lineage data

Huggins, R. M.

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p. 1145-1160

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Asymptotic likelihood estimation from birth and death on a flow

Phelan, Michael J.

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p. 1161-1184

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Optimal blocked main effects plans with nested rows and columns and related designs

Morgan, J. P. ; Uddin, Nizam

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p. 1185-1208

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A combinatorial central limit theorem for randomized orthogonal array sampling designs

Loh, Wei-Liem

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p. 1209-1224

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A note on Bayesian c- and D-optimal designs in nonlinear regression models

Dette, Holger

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p. 1225-1234

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On the existence of inferences which are consistent with a given model

Berti, Patrizia ; Rigo, Pietro

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p. 1235-1249

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Symmetric, coherent, Choquet capacities

Kadane, Joseph B. ; Wasserman, Larry

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p. 1250-1264

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Complete order statistics in parametric models

Mattner, L.

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p. 1265-1282

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A minimax approach to consistency and efficiency for estimating equations

Li, Bing

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p. 1283-1297

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Epi-convergence of sequences of normal integrands and strong consistency of the maximum likelihood estimator

Hess, Christian

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p. 1298-1315

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Asymptotics of least-squares estimators for constrained nonlinear regression

Wang, Jinde

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p. 1316-1326

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Robustness properties of S-estimators of multivariate location and shape in high dimension

Rocke, David M.

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p. 1327-1345

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Constrained M-estimation for multivariate location and scatter

Kent, John T. ; Tyler, David E.

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p. 1346-1370

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Linear rank statistics, finite sampling, permutation tests and Winsorizing

Shorack, Galen R.

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p. 1371-1385

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On the asymptotic distribution of a general measure of monotone dependence

Cifarelli, Donato Michele ; Conti, Pier Luigi ; Regazzini, Eugenio

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p. 1386-1399

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The Bahadur-Kiefer representation for U-quantiles

Arcones, Miguel A.

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p. 1400-1422

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Robust estimation of the location of a vertical tangent in distribution

Erickson, R. V.

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p. 1423-1431

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Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields

Greenwood, Priscilla E. ; McKeague, Ian W. ; Wefelmeyer, Wolfgang

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p. 1433-1456

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Orthogonalization of multivariate location estimators: the orthomedian

Grübel, Rudolf

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p. 1457-1473

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A nonparametric calibration analysis

Gruet, Marie-Anne

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p. 1474-1492

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Robust estimation of parameters in a mixed unbalanced model

Bednarski, Tadeusz ; Zontek, Stefan

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p. 1493-1510

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Extremal properties of principal curves in the plane

Duchamp, Tom ; Stuetzle, Werner

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p. 1511-1520

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On the dimension of the boundary of clumps in a multi-type Boolean model

Hall, Peter ; Polzehl, Jörg

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p. 1521-1535

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Asymptotically honest confidence sets for structural errors-in-variables models

Huwang, Longcheen

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p. 1536-1546

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Least upper bound for the covariance matrix of a generalized least squares estimator in regression with applications to a seemingly unrelated regression model and a heteroscedastic model

Kurata, Hiroshi ; Kariya, Takeaki

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p. 1547-1559

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Identifiability and rates of estimation for scale parameters in location mixture models

Ishwaran, Hemant

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p. 1560-1571

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Uniform rates of estimation in the semiparametric Weibull mixture model

Ishwaran, Hemant

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p. 1572-1585

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Regression rank scores estimation in ANOCOVA

Sen, Pranab Kumar

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p. 1586-1601

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Local likelihood density estimation

Loader, Clive R.

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p. 1602-1618

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Locally parametric nonparametric density estimation

Hjort, N. L. ; Jones, M. C.

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p. 1619-1647

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On the asymptotic performance of median smoothers in image analysis and nonparametric regression

Koch, Inge

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p. 1648-1666

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Change point estimation using nonparametric regression

Loader, Clive R.

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p. 1667-1678

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Asymptotic theory for nonparametric estimation of survival curves under order restrictions

Præstgaard, Jens Thomas ; Huang, Jian

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p. 1679-1716

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Mean residual life processes

Csörgő, Miklós ; Zitikis, Ričardas

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p. 1717-1739

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Algorithms for computing self-consistent and maximum likelihood estimators with doubly censored data

Mykland, Per A. ; Ren, Jian-Jian

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p. 1740-1764

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An O'Brien-Fleming sequential trial for comparing three treatments

Betensky, Rebecca A.

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p. 1765-1791

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Estimation with prescribed proportional accuracy for a two-parameter exponential family of distributions

Bose, Arup ; Boukai, Benzion

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p. 1792-1803

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A note on Ritov's Bayes approach to the minimax property of the cusum procedure

Beibel, M.

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p. 1804-1812

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On the determinant of the second derivative of a Laplace transform

Kokonendji, Célestin C. ; Seshadri, V.

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p. 1813-1827

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The $2d+4$ simple quadratic natural exponential families on ${\bf R}\sp d$

Casalis, M.

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p. 1828-1854

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The integrated periodogram for stable processes

Klüppelberg, Claudia ; Mikosch, Thomas

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p. 1855-1879

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Parameter estimation for infinite variance fractional ARIMA

Kokoszka, Piotr S. ; Taqqu, Murad S.

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p. 1880-1913

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Second-order correctness of the blockwise bootstrap for stationary observations

Götze, F. ; Künsch, H. R.

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p. 1914-1933

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A frequency domain bootstrap for ratio statistics in time series analysis

Dahlhaus, R. ; Janas, D.

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p. 1934-1963

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Blind deconvolution of discrete linear systems

Gamboa, F. ; Gassiat, E.

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p. 1964-1981

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Asymptotic optimality of data-driven Neyman's tests for uniformity

Inglot, Tadeusz ; Ledwina, Teresa

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p. 1982-2019

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Transformations of the empirical measure and Kolmogorov-Smirnov tests

Cabaña, Alejandra

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p. 2020-2035

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Cone order association and stochastic cone ordering with applications to order-restricted testing

Cohen, Arthur ; Sackrowitz, H. B.

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p. 2036-2048

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Maximum likelihood estimation under a spatial sampling scheme

van der Vaart, Aad

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p. 2049-2057

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On Latin hypercube sampling

Loh, Wei-Liem

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p. 2058-2080

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Asymptotic optimality of regular sequence designs

Ritter, Klaus

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p. 2081-2096

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On admissibility and optimality of treatment-control designs

Majumdar, Dibyen

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p. 2097-2107

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Optimal Bayesian designs for models with partially specified heteroscedastic structure

Dette, Holger ; Wong, Weng Kee

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p. 2108-2127

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Optimal designs for rational models

He, Zhuoqiong ; Studden, William J. ; Sun, Dongchu

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p. 2128-2147

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Markov properties of nonrecursive causal models

Koster, J. T. A.

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p. 2148-2177

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Bayesian models for sparse probability tables

Smith, Jim Q. ; Queen, Catriona M.

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p. 2178-2198

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Dynamic sampling policy for detecting a change in distribution, with a probability bound on false alarm

Yakir, Benjamin

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p. 2199-2214

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Optimal stopping of sequential size-dependent search

Fakhre-Zakeri, Issa ; Slud, Eric

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p. 2215-2232

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Sequential estimation for the autocorrelations of linear processes

Lee, Sangyeol

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p. 2233-2249

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Asymptotics for the maximum of half-normal plots

Goldstein, Larry ; Gordon, Louis

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p. 2250-2265

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Limit theorem for maximum of standardized U-statistics with an application

Horváth, Lajos ; Shao, Qi-Man

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p. 2266-2279

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A large deviation theorem for the q-sample likelihood ratio statistic

Rublík, František

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p. 2280-2287

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An information inequality for the Bayes risk

Sato, Michikazu ; Akahira, Masafumi

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p. 2288-2295

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Resampling: consistency of substitution estimators

Putter, Hein ; van Zwet, Willem R.

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p. 2297-2318

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An overtraining-resistant stochastic modeling method for pattern recognition

Kleinberg, E. M.

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p. 2319-2349

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Heuristics of instability and stabilization in model selection

Breiman, Leo

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p. 2350-2383

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Asymptotic equivalence of nonparametric regression and white noise

Brown, Lawrence D. ; Low, Mark G.

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p. 2384-2398

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Asymptotic equivalence of density estimation and Gaussian white noise

Nussbaum, Michael

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p. 2399-2430

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Using specially designed exponential families for density estimation

Efron, Bradley ; Tibshirani, Robert

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p. 2431-2461

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Performance of wavelet methods for functions with many discontinuities

Hall, Peter ; McKay, Ian ; Turlach, Berwin A.

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p. 2462-2476

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Adaptive hypothesis testing using wavelets

Spokoiny, V. G.

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p. 2477-2498

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A universally acceptable smoothing factor for kernel density estimates

Devroye, Luc ; Lugosi, Gábor

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p. 2499-2512

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Consistency for the least squares estimator in nonparametric regression

van de Geer, Sara ; Wegkamp, Marten

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p. 2513-2523

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A constrained risk inequality with applications to nonparametric functional estimation

Brown, Lawrence D. ; Low, Mark G.

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p. 2524-2535

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$2\sp {n-l}$ designs with weak minimum aberration

Chen, Hegang ; Hedayat, A. S.

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p. 2536-2548

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Characterization of minimum aberration $2\sp {n-k}$ designs in terms of their complementary designs

Tang, Boxin ; Wu, C. F. J.

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p. 2549-2559

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Searching probabilities for nonzero effects in search designs for the noisy case

Shirakura, Teruhiro ; Takahashi, Tadashi ; Srivastava, Jagdish N.

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p. 2560-2568

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On nonparametric estimation of intercept and slope distributions in random coefficient regression

Beran, Rudolf ; Feuerverger, Andrey ; Hall, Peter

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p. 2569-2592

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Robust estimation in structured linear regression

Mili, Lamine ; Coakley, Clint W.

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p. 2593-2607

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A general Bahadur representation of M-estimators and its application to linear regression with nonstochastic designs

He, Xuming ; Shao, Qi-Man

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p. 2608-2630

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Incomplete generalized L-statistics

Hössjer, Ola

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p. 2631-2654

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On distribution-free inference for record-value data with trend

Feuerverger, Andrey ; Hall, Peter

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p. 2655-2678

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The jackknife estimate of variance of a Kaplan-Meier integral

Stute, Winfried

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p. 2679-2704

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Empirical process approach in a two-sample location-scale model with censored data

Hsieh, Fushing

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p. 2705-2719

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Linear regression with doubly censored data

Zhang, Cun-Hui ; Li, Xin

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p. 2720-2743

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Universal Gaussian approximations under random censorship

Csörgő, Sándor

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p. 2744-2778

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