Sommaire du Fascicule no. 3

Correction Note: Vanishing shortcoming and asymptotic relative efficiency (Annals of Statistics 28 (2000), 215–238)

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

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Assessing linearity in high dimensions

Owen, Art B.

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p. 1-19

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Testing for monotonicity of a regression mean by calibrating for linear functions

Hall, Peter ; Heckman, Nancy E.

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p. 20-39

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Bayesian analysis of mixture models with an unknown number of components—an alternative to reversible jump methods

Stephens, Matthew

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p. 40-74

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Mixing strategies for density estimation

Yang, Yuhong

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p. 75-87

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Nonparametric estimation in renewal theory. II: Solutions of renewal-type equations

Politis, Konstadinos ; Pitts, Susan M.

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p. 88-115

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On the asymptotic distribution theory of a class of consistent estimators of a distribution satisfying a uniform stochastic ordering constraint

Arcones, Miguel A. ; Samaniego, Francisco J.

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p. 116-150

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Large sample theory of maximum likelihood estimates in semiparametric biased sampling models

Gilbert, Peter B.

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p. 151-194

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Size and power of pretest procedures

Albers, Willem ; Boon, Pieta C. ; Kallenberg, Wilbert C. M.

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p. 195-214

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Vanishing shortcoming and asymptotic relative efficiency

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

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p. 215-238

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Global power functions of goodness of fit tests

Janssen, Arnold

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p. 239-253

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How to make a Hill plot

Drees, Holger ; de Haan, Laurens ; Resnick, Sidney

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p. 254-274

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The density of multivariate $M$-estimates

Almudevar, Anthony ; Field, Chris ; Robinson, John

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p. 275-297

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Adaptive confidence interval for pointwise curve estimation

Picard, Dominique ; Tribouley, Karine

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p. 298-335

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Additive logistic regression: a statistical view of boosting (With discussion and a rejoinder by the authors)

Friedman, Jerome ; Hastie, Trevor ; Tibshirani, Robert

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p. 337-407

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Scale space view of curve estimation

Chaudhuri, Probal ; Marron, J. S.

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p. 408-428

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Confidence bands in generalized linear models

Sun, Jiayang ; Loader, Catherine ; McCormick, William P.

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p. 429-460

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General notions of statistical depth function

Zuo, Yijun ; Serfling, Robert

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p. 461-482

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Structural properties and convergence results for contours of sample statistical depth functions

Zuo, Yijun ; Serfling, Robert

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p. 483-499

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Convergence rates of posterior distributions

Ghosal, Subhashis ; Ghosh, Jayanta K. ; van der Vaart, Aad W.

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p. 500-531

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Bayesian aspects of some nonparametric problems

Zhao, Linda H.

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p. 532-552

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Optimal design with many blocking factors

Morgan, J. P. ; Bailey, R. A.

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p. 553-577

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Kiefer ordering of simplex designs for second-degree mixture models with four or more ingredients

Draper, Norman R. ; Heiligers, Berthold ; Pukelsheim, Friedrich

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p. 578-590

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Empirical geometry of multivariate data: a deconvolution approach

Koltchinskii, V. I.

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p. 591-629

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Efficient estimation of a density in a problem of tomography

Cavalier, Laurent

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p. 630-647

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On an empirical Bayes test for a normal mean

Liang, TaChen

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p. 648-655

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Approximate $p$-values for local sequence alignments

Siegmund, David ; Yakir, Benjamin

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p. 657-680

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Functional aggregation for nonparametric regression

Juditsky, Anatoli ; Nemirovski, Arkadii

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p. 681-712

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Tracking a smooth fault line in a response surface

Hall, Peter ; Rau, Christian

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p. 713-733

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Tensor product space ANOVA models

Lin, Yi

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p. 734-755

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Finite sample nonparametric inference and large sample efficiency

Romano, Joseph P. ; Wolf, Michael

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p. 756-778

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Two estimators of the mean of a counting process with panel count data

Wellner, Jon A. ; Zhang, Ying

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p. 779-814

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Adaptive drift estimation for nonparametric diffusion model

Spokoiny, Vladimir G.

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p. 815-836

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Sequential testing problems for Poisson processes

Peskir, G. ; Shiryaev, A. N.

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p. 837-859

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Recursive estimation of a drifted autoregressive parameter

Belitser, Eduard

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p. 860-870

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Strong consistency in nonlinear stochastic regression models

Skouras, K.

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p. 871-879

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Estimating structured correlation matrices in smooth Gaussian random field models

Loh, Wei-Liem ; Lam, Tao-Kai

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p. 880-904

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Estimation of a monotone mean residual life

Kochar, Subhash C. ; Mukerjee, Hari ; Samaniego, Francisco J.

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p. 905-921

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Maximum likelihood estimation of smooth monotone and unimodal densities

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

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p. 922-947

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On the asymptotics of constrained local $M$-estimators

Shapiro, Alexander

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p. 948-960

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Functional ANOVA modeling for proportional hazards regression

Huang, Jianhua Z. ; Kooperberg, Charles ; Stone, Charles J. ; Truong, Young K.

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p. 961-999

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A nonparametric dynamic additive regression model for longitudinal data

Martinussen, Torben ; Scheike, Thomas H.

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p. 1000-1025

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Local polynomial regresssion estimators in survey sampling

Breidt, F. Jay ; Opsomer, Jean D.

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p. 1026-1053

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Testing monotonicity of regression

Ghosal, Subhashis ; Sen, Arusharka ; van der Vaart, Aad W.

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p. 1054-1082

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On the degrees of freedom in shape-restricted regression

Meyer, Mary ; Woodroofe, Michael

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p. 1083-1104

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Rates of convergence for the Gaussian mixture sieve

Genovese, Christopher R. ; Wasserman, Larry

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p. 1105-1127

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Antithetic coupling of two Gibbs sampler chains

Frigessi, Arnoldo ; Gåsemyr, Jørund ; Rue, Håvard

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p. 1128-1149

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Invariant normal models with recursive graphical Markov structure

Madsen, Jesper

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p. 1150-1178

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Geometry, moments and conditional independence trees with hidden variables

Settimi, Raffaella ; Smith, Jim Q.

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p. 1179-1205

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A likelihood ratio test for $MTP_2$ within binary variables

Bartolucci, Francesco ; Forcina, Antonio

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p. 1206-1218

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On the uniqueness of S-functionals and M-functionals under nonelliptical distributions

Tatsuoka, Kay S. ; Tyler, David E.

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p. 1219-1243

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Multiple regression approach to mapping of quantitative trait loci (QTL) based on sib-pair data: a theoretical analysis

Xiong, Momiao ; Guo, Sunwei

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p. 1245-1278

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Parametric deconvolution of positive spike trains

Li, Lei ; Speed, Terence P.

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p. 1279-1301

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Adaptive estimation of a quadratic functional by model selection

Laurent, B. ; Massart, P.

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p. 1302-1338

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Data sharpening methods for bias reduction in nonparametric regression

Choi, Edwin ; Hall, Peter ; Rousson, Valentin

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p. 1339-1355

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Asymptotics for lasso-type estimators

Knight, Keith ; Fu, Wenjiang

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p. 1356-1378

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Local greedy approximation for nonlinear regression and neural network training

Jones, L. K.

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p. 1379-1389

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Some new results for Dirichlet priors

Cifarelli, Donato Michele ; Melilli, Eugenio

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p. 1390-1413

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Bayesian prediction with approximate frequentist validity

Datta, Gauri Sankar ; Mukerjee, Rahul ; Ghosh, Malay ; Sweeting, Trevor J.

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p. 1414-1426

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Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process

Mikosch, Thomas ; St{\u{a}}ric{\u{a}}, C{\u{a}}t{\u{a}}lin

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p. 1427-1451

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Optimal sequential designs of case-control studies

Chen, Kani

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p. 1452-1471

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Sequential confidence regions for maximum likelihood estimates

Dmitrienko, A. ; Govindarajulu, Z.

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p. 1472-1501

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Estimating the $K$ function of a point process with an application to cosmology

Stein, Michael L. ; Quashnock, Jean M. ; Loh, Ji Meng

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p. 1503-1532

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Statistical estimation for multiplicative cascades

Ossiander, Mina ; Waymire, Edward C.

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p. 1533-1560

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The problem of low counts in a signal plus noise model

Woodroofe, Michael ; Wang, Hsiuying

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p. 1561-1569

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Smoothing spline ANOVA models for large data sets with Bernoulli observations and the randomized GACV

Lin, Xiwu ; Wahba, Grace ; Xiang, Dong ; Gao, Fangyu ; Klein, Ronald ; Klein, Barbara

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p. 1570-1600

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The consistency of the BIC Markov order estimator

Csiszár, Imre ; Shields, Paul C.

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p. 1601-1619

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Asymptotically minimax regret procedures in regression model selection and the magnitude of the dimension penalty

Goldenshluger, Alexander ; Greenshtein, Eitan

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p. 1620-1637

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Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families

Chan, Hock Peng ; Lai, Tze Leung

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p. 1638-1669

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Asymptotically efficient strategies for a stochastic scheduling problem with order constraints

Fuh, Cheng-Der ; Hu, Inchi

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p. 1670-1695

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A note on sequential detection with exponential penalty for the delay

Beibel, M.

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p. 1696-1701

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Constrained $D$- and $D_1$-optimal designs for polynomial regression

Dette, Holger ; Franke, Tobias

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On the determination of optimal designs for an interference model

Kunert, J. ; Martin, R. J.

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p. 1728-1742

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Adaptive optimization and $D$-optimum experimental design

Pronzato, Luc

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p. 1743-1761

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A likelihood approximation for locally stationary processes

Dahlhaus, Rainer

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p. 1762-1794

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