Sommaire du Fascicule no. 6

Fitting time series models to nonstationary processes

Dahlhaus, R.

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p. 1-37

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Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra

Neumann, Michael H. ; von Sachs, Rainer

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p. 38-76

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Time series regression with long-range dependence

Robinson, P. M. ; Hidalgo, F. J.

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p. 77-104

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A limit theory for long-range dependence and statistical inference on related models

Hosoya, Yuzo

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p. 105-137

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Markov chains for Monte Carlo tests of genetic equilibrium in multidimensional contingency tables

Lazzeroni, Laura C. ; Lange, Kenneth

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p. 138-168

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Information and the clone mapping of chromosomes

Yu, Bin ; Speed, T. P.

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p. 169-185

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Fitting a bivariate additive model by local polynomial regression

Opsomer, Jean D. ; Ruppert, David

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p. 186-211

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Semiparametric single index versus fixed link function modelling

Härdle, W. ; Spokoiny, V. ; Sperlich, S.

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p. 212-243

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Semiparametric inference in a partial linear model

Bhattacharya, P. K. ; Zhao, Peng-Liang

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p. 244-262

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Kaplan-Meier estimators of distance distributions for spatial point processes

Baddeley, Adrian ; Gill, Richard D.

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p. 263-292

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Consistent estimation of joint distributions for sufficiently mixing random fields

Steif, Jeffrey E.

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p. 293-304

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Bayesian inference for causal effects in randomized experiments with noncompliance

Imbens, Guido W. ; Rubin, Donald B.

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p. 305-327

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Bayesian methods and maximum entropy for ill-posed inverse problems

Gamboa, F. ; Gassiat, E.

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p. 328-350

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Consistency of maximum likelihood estimators in general random effects models for binary data

Butler, Steven M. ; Louis, Thomas A.

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p. 351-377

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Moment-based oscillation properties of mixture models

Lindsay, Bruce ; Roeder, Kathryn

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p. 378-386

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Locally adaptive regression splines

Mammen, Enno ; van de Geer, Sara

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p. 387-413

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Local asymptotics for quantile smoothing splines

Portnoy, Stephen

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p. 414-434

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M-estimation, convexity and quantiles

Koltchinskii, V. I.

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p. 435-477

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Multidimensional medians arising from geodesics on graphs

Small, Christopher G.

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p. 478-494

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Convergence of depth contours for multivariate datasets

He, Xuming ; Wang, Gang

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p. 495-504

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A characterization of Markov equivalence classes for acyclic digraphs

Andersson, Steen A. ; Madigan, David ; Perlman, Michael D.

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p. 505-541

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On the efficiency of multivariate spatial sign and rank tests

Möttönen, Jyrki ; Oja, Hannu ; Tienari, Juha

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p. 542-552

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Trimmed $k$-means: an attempt to robustify quantizers

Cuesta-Albertos, J. A. ; Gordaliza, A. ; Matrán, C.

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p. 553-576

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Nonlinear confounding in high-dimensional regression

Li, Ker-Chau

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p. 577-612

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Nonparametric model checks for regression

Stute, Winfried

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p. 613-641

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Estimating disease attack rates in heterogeneous interacting populations, with applications to HIV vaccine trials

Wick, David ; Self, Steven G.

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p. 642-661

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Towards a general asymptotic theory for Cox model with staggered entry

Bilias, Yannis ; Gu, Minggao ; Ying, Zhiliang

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p. 662-682

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Generalized martingale-residual processes for goodness-of-fit inference in Cox's type regression models

Marzec, Leszek ; Marzec, Paweł

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p. 683-714

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On average derivative quantile regression

Chaudhuri, Probal ; Doksum, Kjell ; Samarov, Alexander

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p. 715-744

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Minimax linear estimation in a white noise problem

Zhao, Linda H.

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p. 745-755

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Curve estimation when the design density is low

Hall, Peter ; Marron, J. S. ; Neumann, M. H. ; Titterington, D. M.

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p. 756-770

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Periodic moving averages of random variables with regularly varying tails

Anderson, Paul L. ; Meerschaert, Mark M.

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p. 771-785

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Adaptive estimation in time-series models

Drost, Feike C. ; Klaassen, Chris A. J. ; Werker, Bas J. M.

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p. 786-817

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Asymptotic expansion of M-estimators with long-memory errors

Koul, Hira L. ; Surgailis, Donatas

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p. 818-850

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An Edgeworth expansion for symmetric statistics

Bentkus, V. ; Götze, F. ; van Zwet, W. R.

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p. 851-896

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Generalization of likelihood ratio tests under nonstandard conditions

Vu, H. T. V. ; Zhou, S.

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p. 897-916

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Adaptive demixing in Poisson mixture models

Hengartner, Nicolas W.

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p. 917-928

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Optimal spatial adaptation to inhomogeneous smoothness: an approach based on kernel estimates with variable bandwidth selectors

Lepski, O. V. ; Mammen, E. ; Spokoiny, V. G.

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p. 929-947

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On nonparametric estimation of density level sets

Tsybakov, A. B.

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p. 948-969

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Estimation of unimodal densities without smoothness assumptions

Birgé, Lucien

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p. 970-981

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Parametric rates of nonparametric estimators and predictors for continuous time processes

Bosq, Denis

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p. 982-1000

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A bandwidth selector for local linear density estimators

Cheng, Ming-Yen

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p. 1001-1013

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Penalized quasi-likelihood estimation in partial linear models

Mammen, Enno ; van de Geer, Sara

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p. 1014-1035

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Asymptotic properties of the NPMLE of a distribution function based on ranked set samples

Huang, Jian

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p. 1036-1049

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On the rate of uniform convergence of the product-limit estimator: strong and weak laws

Chen, Kani ; Lo, Shaw-Hwa

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p. 1050-1087

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A generalization of the product-limit estimator with an application to censored regression

Yang, Song

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p. 1088-1108

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Bayesian nonparametric estimation via Gibbs sampling for coherent systems with redundancy

Doss, Hani ; Huffer, Fred W. ; Lawson, Kevin L.

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p. 1109-1139

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Nonparametric estimation for a general repair model

Dorado, Crisanto ; Hollander, Myles ; Sethuraman, Jayaram

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p. 1140-1160

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Optimal discrimination designs for multifactor experiments

Dette, Holger ; Röder, Ingo

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p. 1161-1175

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Some identities on $q\sp {n-m}$ designs with application to minimum aberration designs

Suen, Chung-Yi ; Chen, Hegang ; Wu, C. F. J.

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p. 1176-1188

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Universally optimal designs with blocksize $p\times 2$ and correlated observations

Uddin, Nizam ; Morgan, John P.

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p. 1189-1207

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All estimates with a given risk, Riccati differential equations and a new proof of a theorem of Brown

DasGupta, Anirban ; Strawderman, William E.

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p. 1208-1221

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Data driven smooth tests for composite hypotheses

Inglot, Tadeusz ; Kallenberg, Wilbert C. M. ; Ledwina, Teresa

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p. 1222-1250

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Alignment of curves by dynamic time warping

Wang, Kongming ; Gasser, Theo

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p. 1251-1276

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Some properties of the EWMA control chart in the presence of autocorrelation

Schmid, Wolfgang ; Schöne, Alexander

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p. 1277-1283

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Average run length to false alarm for surveillance schemes designed with partially specified pre-change distribution

Gordon, Louis ; Pollak, Moshe

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p. 1284-1310

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On the estimation of extreme tail probabilities

Hall, Peter ; Weissman, Ishay

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p. 1311-1326

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A characterization of monotone unidimensional latent variable models

Junker, Brian W. ; Ellis, Jules L.

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p. 1327-1343

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A characterization of the Dirichlet distribution through global and local parameter independence

Geiger, Dan ; Heckerman, David

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p. 1344-1369

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Polynomial splines and their tensor products in extended linear modeling: 1994 Wald memorial lecture

Stone, Charles J. ; Hansen, Mark H. ; Kooperberg, Charles ; Truong, Young K.

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p. 1371-1470

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Semiparametric likelihood ratio inference

Murphy, S. A. ; van der Vaart, A. W.

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p. 1471-1509

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Smoothed Cox regression

Dabrowska, Dorota M.

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p. 1510-1540

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Scrambled net variance for integrals of smooth functions

Owen, Art B.

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p. 1541-1562

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On Monte Carlo methods for estimating ratios of normalizing constants

Chen, Ming-Hui ; Shao, Qi-Man

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p. 1563-1594

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A study of a class of weighted bootstraps for censored data

James, Lancelot F.

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p. 1595-1621

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A characterization of marginal distributions of (possibly dependent) lifetime variables which right censor each other

Bedford, Tim ; Meilijson, Isaac

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p. 1622-1645

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Nonparametric testing of the existence of modes

Minnotte, Michael C.

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p. 1646-1660

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Local likelihood and local partial likelihood in hazard regression

Fan, Jianqing ; Gijbels, Irène ; King, Martin

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p. 1661-1690

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On automatic boundary corrections

Cheng, Ming-Yen ; Fan, Jianqing ; Marron, J. S.

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p. 1691-1708

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Asymptotic inference for near unit roots in spatial autoregression

Bhattacharyya, B. B. ; Richardson, G. D. ; Franklin, L. A.

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p. 1709-1724

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Note on convergence rates of semiparametric estimators of dependence index

Hall, Peter ; Koul, Hira L. ; Turlach, Berwin A.

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p. 1725-1739

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Conditionally externally Bayesian pooling operators in chain graphs

Faria, Álvaro E. ; Smith, Jim Q.

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p. 1740-1761

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Beta-Stacy processes and a generalization of the Pólya-urn scheme

Walker, Stephen ; Muliere, Pietro

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p. 1762-1780

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Wald consistency and the method of sieves in REML estimation

Jiang, Jiming

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p. 1781-1803

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Heavy tail modeling and teletraffic data: special invited paper

Resnick, Sidney I.

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p. 1805-1869

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CART and best-ortho-basis: a connection

Donoho, David L.

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p. 1870-1911

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Interpolation methods for nonlinear wavelet regression with irregularly spaced design

Hall, Peter ; Turlach, Berwin A.

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p. 1912-1925

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Monte Carlo sampling in dual space for approximating the empirical halfspace distance

Walther, Guenther

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p. 1926-1953

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Abstract tubes, improved inclusion-exclusion identities and inequalities and importance sampling

Naiman, Daniel Q. ; Wynn, Henry P.

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p. 1954-1983

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Skewness for multivariate distributions: two approaches

Avérous, Jean ; Meste, Michel

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p. 1984-1997

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Zonoid trimming for multivariate distributions

Koshevoy, Gleb ; Mosler, Karl

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p. 1998-2017

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Proof of the conjectures of H. Uhlig on the singular multivariate beta and the Jacobian of a certain matrix transformation

Díaz-García, José A. ; Gutiérrez Jáimez, Ramón

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p. 2018-2023

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A note on Tyler's modification of the MAD for the Stahel-Donoho estimator

Gather, Ursula ; Hilker, Torsten

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p. 2024-2026

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Optimal exact designs on a circle or a circular arc

Wu, Huaiqing

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p. 2027-2043

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On the construction and existence of orthogonal arrays with three levels and indexes 1 and 2

Hedayat, S. ; Stufken, John ; Su, Guoqin

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p. 2044-2053

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Large-sample inference for nonparametric regression with dependent errors

Robinson, P. M.

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p. 2054-2083

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Empirical likelihood methods with weakly dependent processes

Kitamura, Yuichi

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p. 2084-2102

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Bandit problems with infinitely many arms

Berry, Donald A. ; Chen, Robert W. ; Zame, Alan ; Heath, David C. ; Shepp, Larry A.

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p. 2103-2116

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A note on optimal detection of a change in distribution

Yakir, Benjamin

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p. 2117-2126

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On guaranteed estimation of the mean of an autoregressive process

Konev, V. ; Pergamenshchikov, S.

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p. 2127-2163

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Improving the fully sequential sampling scheme of Anscombe-Chow-Robbins

Liu, Wei

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p. 2164-2171

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On second-order optimality of the observed Fisher information

Lindsay, Bruce G. ; Li, Bing

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p. 2172-2199

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On the relationship between two asymptotic expansions for the distribution of sample mean and its applications

Routledge, Rick ; Tsao, Min

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p. 2200-2209

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Error bound in a central limit theorem of double-indexed permutation statistics

Zhao, Lincheng ; Bai, Zhidong ; Chao, Chern-Ching ; Liang, Wen-Qi

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p. 2210-2227

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Good exact confidence sets for a multivariate normal mean

Tseng, Yu-Ling ; Brown, Lawrence D.

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p. 2228-2258

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Simultaneous estimation of location parameters for sign-invariant distributions

Xu, Jian-Lun

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p. 2259-2272

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Granulometric smoothing

Walther, Guenther

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p. 2273-2299

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A plug-in approach to support estimation

Cuevas, Antonio ; Fraiman, Ricardo

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p. 2300-2312

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Lattice-based D-optimum design for Fourier regression

Riccomagno, Eva ; Schwabe, Rainer ; Wynn, Henry P.

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p. 2313-2327

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Optimal repeated measurements designs: the linear optimality equations

Kushner, H. B.

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p. 2328-2344

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An unbiased test for the bioequivalence problem

Brown, Lawrence D. ; Hwang, J. T. Gene ; Munk, Axel

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p. 2345-2367

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Weights of $overline{\chi}{}\sp 2$ distribution for smooth or piecewise smooth cone alternatives

Takemura, Akimichi ; Kuriki, Satoshi

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p. 2368-2387

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Transformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions

Cabaña, A. ; Cabaña, E. M.

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p. 2388-2409

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The properties of the cross-match estimate and split sampling

Kong, Augustine ; Liu, Jun S. ; Wong, Wing Hung

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p. 2410-2432

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Multiple-comparison procedures for steady-state simulations

Nakayama, Marvin K.

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p. 2433-2450

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Mutual information, metric entropy and cumulative relative entropy risk

Haussler, David ; Opper, Manfred

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p. 2451-2492

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Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression

Nicoleris, Theodoros ; Yatracos, Yannis G.

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p. 2493-2511

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Optimal pointwise adaptive methods in nonparametric estimation

Lepski, O. V. ; Spokoiny, V. G.

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p. 2512-2546

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On nonparametric confidence intervals

Low, Mark G.

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p. 2547-2554

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On methods of sieves and penalization

Shen, Xiaotong

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p. 2555-2591

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Piecewise convex function estimation: pilot estimators

Riedel, Kurt S.

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p. 2592-2606

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Superefficiency in nonparametric function estimation

Brown, Lawrence D. ; Low, Mark G. ; Zhao, Linda H.

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p. 2607-2625

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Nonasymptotic universal smoothing factors, kernel complexity and Yatracos classes

Devroye, Luc ; Lugosi, Gábor

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p. 2626-2637

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Regression M-estimators with doubly censored data

Ren, Jian-Jian ; Gu, Minggao

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p. 2638-2664

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Estimations in homoscedastic linear regression models with censored data: an empirical process approach

Hsieh, Fushing

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p. 2665-2681

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Nonparametric $n\sp {-1/2}$-consistent estimation for the general transformation models

Ye, Jianming ; Duan, Naihua

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p. 2682-2717

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