Sommaire du Fascicule no. 1

Correction: Separation and completeness properties for AMP chain graph Markov models

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

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Correction: Spectral analysis for harmonizable processes

Lii, Keh-Shin ; Rosenblatt, Murray

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Large sample theory of intrinsic and extrinsic sample means on manifolds

Bhattacharya, Rabi ; Patrangenaru, Vic

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p. 1-29

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Image denoising: pointwise adaptive approach

Polzehl, Jörg ; Spokoiny, Vladimir

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p. 30-57

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Thresholding estimators for linear inverse problems and deconvolutions

Kalifa, Jérôme ; Mallat, Stéphane

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p. 58-109

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Wavelet thresholding for non-necessarily Gaussian noise: idealism

Averkamp, R. ; Houdré, C.

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p. 110-151

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Wavelet threshold estimation for additive regression models

Zhang, Shuanglin ; Wong, Man-Yu

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p. 152-173

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Nonparametric estimation of convex models via mixtures

Hoff, Peter D.

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p. 174-200

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Nonparametric estimation of component distributions in a multivariate mixture

Hall, Peter ; Zhou, Xiao-Hua

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p. 201-224

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Adaptive tests of linear hypotheses by model selection

Baraud, Y. ; Huet, S. ; Laurent, B.

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p. 225-251

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Model selection in nonparametric regression

Wegkamp, Marten

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p. 252-273

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Multivariate saddlepoint tail probability approximations

Kolassa, John E.

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p. 274-286

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The complex Wishart distribution and the symmetric group

Graczyk, Piotr ; Letac, Gérard ; Massam, Hélène

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p. 287-309

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Asymptotics for generalized estimating equations with large cluster sizes

Xie, Minge ; Yang, Yaning

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p. 310-347

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Herbert Robbins and sequential analysis: invited paper

Siegmund, David

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p. 349-365

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Robbins, empirical Bayes and microarrays

Efron, Bradley

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p. 366-378

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Compound decision theory and empirical Bayes methods: invited paper

Zhang, Cun-Hui

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p. 379-390

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Stochastic approximation: invited paper

Lai, Tze Leung

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p. 391-406

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The publications and writings of Herbert Robbins

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p. 407-413

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Inference in components of variance models with low replication

Hall, Peter ; Yao, Qiwei

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p. 414-441

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Estimation in a Cox regression model with a change-point according to a threshold in a covariate

Pons, Odile

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p. 442-463

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Estimating multiplicative and additive hazard functions by kernel methods

Linton, Oliver B. ; Nielsen, Jens Perch ; Van de Geer, Sara

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p. 464-492

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Bayesian analysis of proportional hazard models

Kim, Yongdai ; Lee, Jaeyong

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p. 493-511

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Current status and right-censored data structures when observing a marker at the censoring time

Van der Laan, Mark J. ; Jewell, Nicholas P.

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p. 512-535

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Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution

Belitser, Eduard ; Ghosal, Subhashis

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p. 536-559

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Distributional results for means of normalized random measures with independent increments

Regazzini, Eugenio ; Lijoi, Antonio ; Prünster, Igor

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p. 560-585

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Valid asymptotic expansions for the maximum likelihood estimator of the parameter of a stationary, Gaussian, strongly dependent process

Lieberman, Offer ; Rousseau, Judith ; Zucker, David M.

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p. 586-612

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A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence

Lahiri, S. N.

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p. 613-641

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On adaptive estimation in nonstationary ARMA Models with GARCH errors

Ling, Shiqing ; McAleer, Michael

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p. 642-674

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Efficient detection of random coefficients in autoregressive models

Akharif, Abdelhadi ; Hallin, Marc

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p. 675-704

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Slice sampling

Neal, Radford M.

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p. 705-767

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How do bootstrap and permutation tests work?

Janssen, Arnold ; Pauls, Thorsten

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p. 768-806

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Asymptotics for likelihood ratio tests under loss of identifiability

Liu, Xin ; Shao, Yongzhao

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p. 807-832

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Likelihood ratio of unidentifiable models and multilayer neural networks

Fukumizu, Kenji

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p. 833-851

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Moderate deviations of minimum contrast estimators under contamination

Inglot, Tadeusz ; Kallenberg, Wilbert C. M.

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p. 852-879

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Nonparametric comparison of regression curves: an empirical process approach

Neumeyer, Natalie ; Dette, Holger

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p. 880-920

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Sequential methods for design-adaptive estimation of discontinuities in regression curves and surfaces

Hall, Peter ; Molchanov, Ilya

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p. 921-941

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SPRT and CUSUM in hidden Markov models

Fuh, Cheng-Der

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p. 942-977

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Universal optimality of balanced uniform crossover designs

Hedayat, A. S. ; Yang, Min

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p. 978-983

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Indicator function and its application in two-level factorial designs

Ye, Kenny Q.

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p. 984-994

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Structure function for aliasing patterns in $\boldsymbol{2^{l-n}}$ design with multiple groups of factors

Zhu, Yu

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p. 995-1011

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Hidden projection properties of some nonregular fractional factorial designs and their applications

Bulutoglu, Dursun A. ; Cheng, Ching-Shui

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p. 1012-1026

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Correction: Approximate $p$-values for local sequence alignments

Siegmund, David ; Yakir, Benjamin

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p. 1027-1031

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Nonparametric estimators which can be "plugged-in"

Bickel, Peter J. ; Ritov, Ya'acov

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p. 1033-1053

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Decompounding: an estimation problem for Poisson random sums

Buchmann, Boris ; Grübel, Rudolf

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p. 1054-1074

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Asymptotic estimation theory of multipoint linkage analysis under perfect marker information

Hössjer, Ola

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p. 1075-1109

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Large sample theory for semiparametric regression models with two-phase, outcome dependent sampling

Breslow, Norman ; McNeney, Brad ; Wellner, Jon A.

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p. 1110-1139

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A note on nonparametric estimation of linear functionals

Cai, T. Tony ; Low, Mark G.

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p. 1140-1153

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Saddlepoint approximations and tests based on multivariate M-estimates

Robinson, J. ; Ronchetti, E. ; Young, G.A.

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p. 1154-1169

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On M-estimators and normal quantiles

Kozek, Andrzej S.

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p. 1170-1185

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Regression M-estimators with non-i.i.d. doubly censored data

Ren, Jian-Jian

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p. 1186-1219

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Convergence of the Monte Carlo expectation maximization for curved exponential families

Fort, Gersende ; Moulines, Eric

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p. 1220-1259

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Accelerated randomized stochastic optimization

Dippon, Jürgen

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p. 1260-1281

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On the asymptotic distribution of scrambled net quadrature

Loh, Wei-Liem

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p. 1282-1324

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Edgeworth expansions for semiparametric Whittle estimation of long memory

Giraitis, L. ; Robinson, P.M.

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p. 1325-1375

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Edgeworth expansion for U-statistics under minimal conditions

Jing, Bing-Yi ; Wang, Qiying

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p. 1376-1391

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A concrete statistical realization of Kleinberg's stochastic discrimination for pattern recognition. Part I. Two-class classification

Chen, Dechang ; Huang, Peng ; Cheng, Xiuzhen

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p. 1393-1413

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Financial options and statistical prediction intervals

Mykland, Per Aslak

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p. 1413-1438

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A scatter matrix estimate based on the zonotope

Koshevoy, Gleb A. ; Möttönen, Jyrki ; Oja, Hannu

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p. 1439-1459

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Projection-based depth functions and associated medians

Zuo, Yijun

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p. 1460-1490

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Enriched conjugate and reference priors for the Wishart family on symmetric cones

Consonni, Guido ; Veronese, Piero

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p. 1491-1516

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Testing homogeneity of multivariate normal mean vectors under an order restriction when the covariance matrices are common but unknown

Sasabushi, Shoichi ; Tanaka, Koji ; Tsukamoto, Takeshi

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p. 1517-1536

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Singular Wishart and multivariate beta distributions

Srivastava, M.S.

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p. 1537-1560

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Ridgelets: estimating with ridge functions

Candès, Emmanuel J.

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p. 1561-1599

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Local asymptotics for polynomial spline regression

Huang, Jianhua Z.

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p. 1600-1635

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Dimension reduction for the conditional mean in regressions with categorical predictors

Li, Bing ; Cook, R. Dennis ; Chiaromonte, Francesca

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p. 1636-1668

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Optimal designs for estimating individual coefficients in Fourier regression models

Dette, Holger ; Melas, Viatcheslav B.

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p. 1669-1692

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Asymptotics and the theory of inference

Reid, N.

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p. 1695-2095

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Rotation space random fields with an application to fMRI data

Shafie, K. ; Sigal, B. ; Siegmund, D. ; Worsley, K.J.

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p. 1732-1771

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Estimating deformations of stationary processes

Clerc, Maureen ; Mallat, Stéphane

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p. 1772-1821

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Maximal meaningful events and applications to image analysis

Desolneux, Agnès ; Moisan, Lionel ; Morel, Jean-Michel

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p. 1822-1851

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Bootstrap confidence bands for regression curves and their derivatives

Claeskens, Gerda ; Keilegom, Ingrid van

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p. 1852-1884

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Asymptotic results in jackknifing nonsmooth functions of the sample mean vector

Marcheselli, Marzia

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p. 1885-1904

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Bayesian bootstrap for proportional hazards models

Kim, Yongdai ; Lee, Jaeyong

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p. 1905-1922

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Autoregressive-aided periodogram bootstrap for timeseries

Kreiss, Jens-Peter ; Paparoditis, Efstathios

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p. 1923-1955

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Kernel-type estimators for the extreme value index

Groeneboom, P. ; Lopuhaä, H.P. ; Wolf, P.P. de

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p. 1956-1995

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Weak consistency of extreme value estimators in C[0,1]

Haan, Laurens de ; Lin, Tao

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p. 1996-2012

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The positive false discovery rate: a Bayesian interpretation and the q-value

Storey, John D.

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p. 2013-2035

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Efficient and adaptive nonparametric test for the two-sample problem

Ducharme, Gilles R. ; Ledwina, Teresa

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p. 2036-2058

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Testing conditional moment restrictions

Tripathi, Gautam ; Kitamura, Yuichi

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p. 2059-2095

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