Sommaire du Fascicule no. 2

Local Extremes, Runs, Strings and Multiresolution

Davies, P. L. ; Kovac, A.

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p. 1-65

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Semi-Parametric Estimation in the Nonlinear Structural Errors-in-Variables Model

Taupin, Marie-Luce

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p. 66-93

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Convex Models, MLS and Misspecification

Patilea, Valentin

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p. 94-123

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Multiscale Testing of Qualitative Hypotheses

Dümbgen, Lutz ; Spokoiny, Vladimir G.

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p. 124-152

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Generalized Likelihood Ratio Statistics and Wilks Phenomenon

Fan, Jianqing ; Zhang, Chunming ; Zhang, Jian

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p. 153-193

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Optimal Robust M-Estimates of Location

Fraiman, Ricardo ; Yohai, Víctor J. ; Zamar, Ruben H.

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p. 194-223

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Maximum Bias Curves for Robust Regression with Non-elliptical Regressors

Berrendero, José ; Zamar, Ruben H.

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p. 224-251

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Regularity and Uniqueness for Constrained M-Estimates and Redescending M-Estimates

Kent, John T. ; Tyler, David E.

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p. 252-265

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Minimax Risk Bounds in Extreme Value Theory

Drees, Holger

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p. 266-294

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On the distribution of the largest eigenvalue in principal components analysis

Johnstone, Iain M.

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p. 295-327

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Tail probabilities of the maxima of multilinear forms and their applications

Kuriki, Satoshi ; Takemura, Akimichi

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p. 328-371

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Nonparametric estimation in null recurrent time series

Karlsen, Hans Arnfinn ; Tjøstheim, Dag

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p. 372-416

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Nonasymptotic bounds for autoregressive time series modeling

Goldenshluger, Alexander ; Zeevi, Assaf

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p. 417-444

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Empirical process of the squared residuals of an arch sequence

Horváth, Lajos ; Teyssière, Gilles

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p. 445-469

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Selection criteria for scatterplot smoothers

Efron, Bradley

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p. 470-505

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Stratified exponential families: Graphical models and model selection

Geiger, Dan ; Heckerman, David ; King, Henry ; Meek, Christopher

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p. 505-529

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Blocked regular fractional factorial designs with maximum estimation capacity

Cheng, Ching-Shui ; Mukerjee, Rahul

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p. 530-548

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Generalized minimum aberration for asymmetrical fractional factorial designs

Xu, Hongquan ; Wu, C.F.J.

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p. 549-560

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Maximin designs for exponential growth models and heteroscedastic polynomial models

Imhof, Lorens A.

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p. 561-576

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Optimality of partial geometric designs

Bagchi, Bhaskar ; Bagchi, Sunanda

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p. 577-594

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Direct estimation of the index coefficient in a single-index model

Hristache, Marian ; Juditsky, Anatoli ; Spokoiny, Vladimir

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p. 593-623

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Nonparametric kernel regression subject to monotonicity constraints

Hall, Peter ; Huang, Li-Shan

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p. 624-647

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Least squares estimators of the mode of a unimodal regression function

Shoung, Jyh-Ming ; Zhang, Cun-Hui

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p. 648-665

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On posterior consistency of survival models

Kim, Yongdai ; Lee, Jaeyong

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p. 666-686

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Rates of convergence of posterior distributions

Shen, Xiaotong ; Wasserman, Larry

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p. 687-714

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Prior induction in log-linear models for general contingency table analysis.

King, R. ; Brooks, S.P.

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p. 715-747

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Weak convergence of the empirical process of residuals in linear models with many parameters

Chen, Gemai and ; Lockhart, Richard A.

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p. 748-762

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E-optimal designs for rational models

Imhof, Lorens ; Studden, William J.

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p. 763-783

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M-estimation for location and regression parameters in group models: A case study using Stiefel manifolds

Chang, Ted ; Rivest, Louis-Paul

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p. 784-814

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Uniform convergence of sample second moments of families of time series arrays

Findley, David F. ; Pötscher, Benedikt M. ; Wei, Ching-Zong

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p. 815-838

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Adaptive estimation in autoregression or -mixing regression via model selection

Baraud, Y ; Comte, F. ; Viennet, G.

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p. 839-875

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Manifest characterization and testing for certain latent properties

Yuan, A. ; Clarke, B.

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p. 876-898

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Orthogonal decomposition of finite population statistics and its applications to distributional asymptotics

Bloznelis, M. ; Götze, F.

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p. 899-917

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Least absolute deviation estimation for all-pass time series models

Breidt, F. Jay ; Davis, Richard A. ; Trindade, A. Alexandre

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p. 919-946

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Narrow-band analysis of nonstationary processes

Robinson, P. M. ; Marinucci, D.

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p. 947-986

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Gaussian estimation of parametric spectral density with unknown pole

Giraitis, L. ; Hidalgo, J. ; Robinson, P. M.

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p. 987-1023

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Robust designs for polynomial regression by maximizing a minimum of D- and D1-efficiencies

Dette, Holger ; Franke, Tobias

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p. 1024-1049

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Locally asymptotically optimal designs for testing in logistic regression

Spruill, M. C. ; Tu, Renjin

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p. 1050-1057

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Control of error rates in adaptive analysis of orthogonal saturated designs

Wang, Weizhen ; Voss, Daniel T.

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p. 1058-1065

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Generalized minimum aberration for asymmetrical fractional factorial designs

Xu, Hongquan ; Wu, C. F. J.

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p. 1066-1077

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Improving on the MLE of a bounded normal mean

Marchand, Éric ; Perron, François

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p. 1078-1093

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An algorithm for calculating Γ-minimax decision rules under generalized moment conditions

Noubiap, Roger Fandom ; Seidel, Wilfried

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p. 1094-1116

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Robust fitting of the binomial model

Ruckstuhl, A. F. ; Welsh, A. H.

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p. 1117-1136

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Goodness-of-fit tests for mixed model diagnostics

Jiang, Jiming

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p. 1137-1164

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The control of the false discovery rate in multiple testing under dependency

Benjamini, Yoav ; Yekutieli, Daniel

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p. 1165-1188

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Greedy function approximation: A gradient boosting machine.

Friedman, Jerome H.

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p. 1189-1232

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Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities

Ghosal, Subhashis ; van der Vaart, Aad W.

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p. 1233-1263

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Convergence rates for density estimation with Bernstein polynomials

Ghosal, Subhashis

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p. 1264-1280

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Consistent estimation of mixture complexity

James, Lancelot F. ; Priebe, Carey E. ; Marchette, David J.

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p. 1281-1296

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Multiscale maximum likelihood analysis of a semiparametric model, with applications

Walther, Guenther

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p. 1297-1319

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Smallest nonparametric tolerance regions

Di Bucchianico, Alessandro ; Einmahl, John H. ; Mushkudiani, Nino A.

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p. 1320-1343

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A generalized additive regression model for survival times

Scheike, Thomas H.

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p. 1344-1360

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Nonparametric analysis of covariance

Dette, Holger ; Neumeyer, Natalie

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p. 1361-1400

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Nonparametric estimation of the spectral measure of an extreme value distribution

Einmahl, John H.J. ; de Haan, Laurens ; Piterbarg, Vladimir I.

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p. 1401-1423

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Nearest neighbor classification with dependent training sequences

Holst, M. ; Irle, A.

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p. 1424-1442

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Bootstrapping nonparametric density estimators with empirically chosen bandwidths

Hall, Peter ; Kang, Kee-Hoon

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p. 1443-1468

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Significance testing in nonparametric regression based on the bootstrap

Delgado, Miguel A. ; Manteiga, Wenceslao González

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p. 1469-1507

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On sequential estimation of parameters in semimartingale regression models with continuous time parameter

Galtchouk, L. ; Konev, V.

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p. 1508-1536

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Structure Adaptive Approach for Dimension Reduction

Hristache, Marian ; Juditsky, Anatoli ; Polzehl, Jörg ; Spokoiny, Vladimir

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p. 1537-1566

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Sharp Adaptive Estimation of Linear Functionals

Klemelä, Jussi ; Tsybakov, Alexandre B.

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p. 1567-1600

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Adaptive Prediction and Estimation in Linear Regression with Infinitely Many Parameters

Goldenshluger, A. ; Tsybakov, A.

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p. 1601-1619

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A Canonical Process for Estimation of Convex Functions: The "Invelope" of Integrated Brownian Motion $+t^4$

Groeneboom, Piet ; Jongbloed, Geurt ; Wellner, Jon A.

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p. 1620-1652

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Estimation of a Convex Function: Characterizations and Asymptotic Theory

Groeneboom, Piet ; Jongbloed, Geurt ; Wellner, Jon A.

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p. 1653-1698

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Likelihood Ratio Tests for Monotone Functions

Banerjee, Moulinath ; Wellner, Jon A.

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p. 1699-1731

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Marginal Densities of the Least Concave Majorant of Brownian Motion

Carolan, Chris ; Dykstra, Richard

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p. 1732-1750

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Separation and Completeness Properties for Amp Chain Graph Markov Models

Levitz, Michael ; Perlman, Michael D. ; Madigan, David

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p. 1751-1784

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Causal Inference for Complex Longitudinal Data: The Continuous Case

Gill, Richard D. ; Robins, James M.

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p. 1785-1811

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