Sommaire du Fascicule no. 4

Correction: Locally lattice sampling designs for isotropic random fields

Stein, Michael L.

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Correction: Multivariate tests based on left-spherically distributed linear scores

Lauter, J. ; Glimm, E. ; Kropf, S.

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Dimension reduction for censored regression data

Li, Ker-Chau ; Wang, Jane-Ling ; Chen, Chun-Houh

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p. 1-23

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The limiting behavior of a modified maximal symmetric $2s$-spacing with applications

Swanepoel, Jan W. H.

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p. 24-35

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Nonparametric quasi-likelihood

Chiou, Jeng-Min ; Müller, Hans-Georg

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p. 36-64

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Coherent dispersion criteria for optimal experimental design

Dawid, A. Philip ; Sebastiani, Paola

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p. 65-81

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On the optimality of orthogonal array plus one run plans

Mukerjee, Rahul

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p. 82-93

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Convergence of a stochastic approximation version of the EM algorithm

Delyon, Bernard ; Lavielle, Marc ; Moulines, Eric

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p. 94-128

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Convergence and accuracy of Gibbs sampling for conditional distributions in generalized linear models

Kolassa, John E.

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p. 129-142

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Posterior consistency of Dirichlet mixtures in density estimation

Ghosal, S. ; Ghosh, J. K. ; Ramamoorthi, R. V.

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p. 143-158

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Information in semiparametric mixtures of exponential families

Ishwaran, Hemant

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p. 159-177

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Whittle estimator for finite-variance non-Gaussian time series with long memory

Giraitis, Liudas ; Taqqu, Murad S.

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p. 178-203

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Nonparametric model checks for time series

Koul, Hira L. ; Stute, Winfried

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p. 204-236

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On residual empirical processes of stochastic regression models with applications to time series

Lee, Sangyeol ; Wei, Ching-Zong

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p. 237-261

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Limits to classification and regression estimation from ergodic processes

Nobel, Andrew B.

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p. 262-273

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Stepwise multiple test procedures and control of directional errors

Finner, H.

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p. 274-289

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On the multivariate runs test

Henze, Norbert ; Penrose, Mathew D.

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p. 290-298

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Discontinuous versus smooth regression

Müller, Hans-Georg ; Stadtmüller, Ulrich

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p. 299-337

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Testing uniformity versus a monotone density

Woodroofe, Michael ; Sun, Jiayang

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p. 338-360

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Eaton's Markov chain, its conjugate partner and $\mathscr{P}$-admissibility

Hobert, James P. ; Robert, C. P.

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p. 361-373

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Generalized variance and exponential families

Hassairi, Abdelhamid

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p. 374-385

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Theoretical comparisons of block bootstrap methods

Lahiri, S. N.

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p. 386-404

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Exploring interactions in high-dimensional tables: a bootstrap alternative to log-linear models

Streitberg, Bernd

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p. 405-413

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Bandwidth selection: classical or plug-in?

Loader, Clive R.

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p. 415-438

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Synchronizing sample curves nonparametrically

Wang, Kongming ; Gasser, Theo

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p. 439-460

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Beneath the noise, chaos

Lalley, Steven P.

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p. 461-479

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Variable length Markov chains

Bühlmann, Peter ; Wyner, Abraham J.

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p. 480-513

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Asymptotic normality of the maximum likelihood estimator in state space models

Jensen, Jens Ledet ; Petersen, Niels Væver

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p. 514-535

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The consistency of posterior distributions in nonparametric problems

Barron, Andrew ; Schervish, Mark J. ; Wasserman, Larry

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p. 536-561

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Nonparametric Bayesian estimators for counting processes

Kim, Yongdai

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p. 562-588

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A characterization of a neutral to the right prior via an extension of Johnson’s sufficientness postulate

Walker, Stephen ; Muliere, Pietro

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p. 589-599

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Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution

Kubokawa, T. ; Srivastava, M. S.

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p. 600-609

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Brown's paradox in the estimated confidence approach

Wang, Hsiuying

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p. 610-626

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Asymptotically optimal estimation of smooth functionals for interval censoring, case $2$

Geskus, Ronald ; Groeneboom, Piet

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p. 627-674

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A maximal inequality for continuous martingales and $M$-estimation in a Gaussian white noise model

Nishiyama, Yoichi

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p. 675-696

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Nearest neighbor inverse regression

Hsing, Tailen

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p. 697-731

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Estimating the probability of a rare event

de Haan, Laurens ; Sinha, Ashoke Kumar

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p. 732-759

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Estimating a tail exponent by modelling departure from a Pareto distribution

Feuerverger, Andrey ; Hall, Peter

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p. 760-781

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Multivariate analysis by data depth: descriptive statistics, graphics and inference, (with discussion and a rejoinder by Liu and Singh)

Liu, Regina Y. ; Parelius, Jesse M. ; Singh, Kesar

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p. 783-858

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Wedgelets: nearly minimax estimation of edges

Donoho, David L.

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p. 859-897

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Adaptive wavelet estimation: a block thresholding and oracle inequality approach

Cai, T. Tony

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p. 898-924

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The detection of local shape changes via the geometry of Hotelling's $T^2$ fields

Cao, Jin ; Worsley, Keith J.

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p. 925-942

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A score test for linkage using identity by descent data from sibships

Dudoit, Sandrine ; Speed, Terence P.

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p. 943-986

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Hierarchical mixtures-of-experts for exponential family regression models: approximation and maximum likelihood estimation

Jiang, Wenxin ; Tanner, Martin A.

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p. 987-1011

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A consistent test for the functional form of a regression based on a difference of variance estimators

Dette, Holger

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p. 1012-1040

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Asymptotics when the number of parameters tends to infinity in the Bradley-Terry model for paired comparisons

Simons, Gordon ; Yao, Yi-Ching

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p. 1041-1060

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A central limit theorem for multivariate generalized trimmed $k$-means

Garc{\'\i}a-Escudero, Luis A. ; Gordaliza, Alfonso ; Matrán, Carlos

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p. 1061-1079

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Target estimation for bias and mean square error reduction

Cabrera, Javier ; Fernholz, Luisa Turrin

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p. 1080-1104

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Bartlett identities and large deviations in likelihood theory

Mykland, Per Aslak

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p. 1105-1117

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Wald Lecture: On the Bernstein-von Mises theorem with infinite-dimensional parameters

Freedman, David

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p. 1119-1141

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Asymptotic distribution of the reduced rank regression estimator under general conditions

Anderson, T. W.

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p. 1141-1154

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Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs

Chen, Kani ; Hu, Inchi ; Ying, Zhiliang

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p. 1155-1163

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Breakdown points and variation exponents of robust $M$-estimators in linear models

Mizera, Ivan ; Müller, Christine H.

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p. 1164-1177

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Testing the order of a model using locally conic parametrization: population mixtures and stationary ARMA processes

Dacunha-Castelle, D. ; Gassiat, E.

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p. 1178-1209

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Concentration and goodness-of-fit in higher dimensions: (asymptotically) distribution-free methods

Polonik, Wolfgang

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p. 1210-1229

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Tests of goodness of fit based on the $L_2$-Wasserstein distance

del Barrio, Eustasio ; Cuesta-Albertos, Juan A. ; Matrán, Carlos ; Rodríguez-Rodríguez, Jes{\'u}s M.

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p. 1230-1239

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Some theoretical results for fractional factorial split-plot designs

Bingham, D. R. ; Sitter, R. R.

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p. 1240-1255

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Blocking in regular fractional factorials: a projective geometric approach

Mukerjee, Rahul ; Wu, C. F. J.

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p. 1256-1271

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Optimal designs for rational models and weighted polynomial regression

Dette, Holger ; Haines, Linda M. ; Imhof, Lorens

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p. 1272-1293

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Mode testing in difficult cases

Cheng, Ming-Yen ; Hall, Peter

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p. 1294-1315

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Asymptotic normality of the $L_1$ error of the Grenander estimator

Groeneboom, Piet ; Hooghiemstra, Gerard ; Lopuhaä, Hendrik P.

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p. 1316-1347

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Confidence tubes for multiple quantile plots via empirical likelihood

Einmahl, John H. J. ; McKeague, Ian W.

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p. 1348-1367

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Empirical likelihood ratio based confidence intervals for mixture proportions

Qin, Jing

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p. 1368-1384

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Optimal tests for autoregressive models based on autoregression rank scores

Hallin, Marc ; Jure{\v{c}}ková, Jana

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p. 1385-1414

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Broadband log-periodogram regression of time series with long-range dependence

Moulines, Eric ; Soulier, Philippe

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p. 1415-1439

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The existence and asymptotic properties of a backfitting projection algorithm under weak conditions

Mammen, E. ; Linton, O. ; Nielsen, J.

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p. 1443-1490

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Statistical estimation in varying coefficient models

Fan, Jianqing ; Zhang, Wenyang

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p. 1491-1518

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Estimation in a semiparametric partially linear errors-in-variables model

Liang, Hua ; Härdle, Wolfgang ; Carroll, Raymond J.

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p. 1519-1535

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Efficient estimation of the partly linear additive Cox model

Huang, Jian

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p. 1536-1563

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Information-theoretic determination of minimax rates of convergence

Yang, Yuhong ; Barron, Andrew

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p. 1564-1599

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Optimal convergence rates for Good's nonparametric maximum likelihood density estimator

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

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p. 1600-1615

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Asymptotic distributions of the maximal depth estimators for regression and multivariate location

Bai, Zhi-Dong ; He, Xuming

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p. 1616-1637

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Asymptotics of reweighted estimators of multivariate location and scatter

Lopuhaä, Hendrik P.

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p. 1638-1665

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Second-order correctness of the Poisson bootstrap

Babu, G. Jogesh ; Pathak, P. K. ; Rao, C. R.

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p. 1666-1683

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Speed of convergence for the blind deconvolution of a linear system with discrete random input

Gassiat, E. ; Gautherat, E.

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p. 1684-1705

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Binomial mixtures: geometric estimation of the mixing distribution

Wood, G. R.

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p. 1706-1721

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A general class of function-indexed nonparametric tests for survival analysis

Lin, Chin-Yu ; Kosorok, Michael R.

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p. 1722-1744

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Transfer of tail information in censored regression models

Van Keilegom, Ingrid ; Akritas, Michael G.

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p. 1745-1784

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Large sample Bayesian analysis for ${\rm Geo}/G/1$ discrete-time queueing models

Conti, Pier Luigi

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p. 1785-1807

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Smooth discrimination analysis

Mammen, Enno ; Tsybakov, Alexandre B.

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p. 1808-1829

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Adaptive model selection using empirical complexities

Lugosi, Gábor ; Nobel, Andrew B.

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p. 1830-1864

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On prediction of individual sequences

Cesa-Bianchi, Nicolò ; Lugosi, Gábor

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p. 1865-1895

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Detecting a change in regression: first-order optimality

Yakir, Benjamin ; Krieger, Abba M. ; Pollak, Moshe

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p. 1896-1913

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Minimum $G_2$-aberration for nonregular fractional factorial designs

Tang, Boxin ; Deng, Lih-Yuan

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p. 1914-1926

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Balance and orthogonality in designs for mixed classification models

Vanleeuwen, Dawn M. ; Birkes, David S. ; Seely, Justus F.

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p. 1927-1947

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Theory of optimal blocking of $2^{n-m}$ designs

Chen, Hegang ; Cheng, Ching-Shui

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p. 1948-1973

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Conditional inference about generalized linear mixed models

Jiang, Jiming

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p. 1974-2007

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Improved nonnegative estimation of multivariate components of variance

Srivastava, M. S. ; Kubokawa, T.

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p. 2008-2032

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Adaptive wavelet estimator for nonparametric density deconvolution

Pensky, Marianna ; Vidakovic, Brani

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p. 2033-2053

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Local asymptotic normality for regression models with long-memory disturbance

Hallin, Marc ; Taniguchi, Masanobu ; Serroukh, Abdeslam ; Choy, Kokyo

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p. 2054-2080

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