Annals of statistics

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  Año 2004, Vol. 32, Número 5

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    Periodic boxcar deconvolution and Diophantine approximation

    I. M. Johnstone

    págs. 1781-1804

    
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    An adaptation theory for nonparametric confidence intervals

    T. T. Cai, M. G. Low

    págs. 1805-1840

    
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    Robust nonparametic inference for the median

    V. J. Yohai, R. H. Zamar

    págs. 1841-1857

    
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    Sieve empirical likelihood ratio tests for nonparametric functions

    J. Zhang, J. Fan

    págs. 1858-1907

    
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    The Hough transform estimator

    A. Goldenshluger

    págs. 1908-1932

    
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    Wavelet-based estimation with multiple sampling rates

    S. Penev, P. Hall

    págs. 1933-1956

    
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    On the testability of the CAR assumption

    E. A. Cator

    págs. 1957-1980

    
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    On optimal spatial subsample size for variance estimation

    D. J. Nordman, S.N. Lahiri

    págs. 1981-2027

    
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    New approaches to Bayesian consistency

    S. Walker

    págs. 2028-2043

    
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    On the posterior distribution of the number of components in a finite mixture

    A. Nobile

    págs. 2044-2073

    
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    Equivalence theory for density estimation, Poisson processes and Gaussian white noise with drift

    L. D. Brown, A. V. Carter

    págs. 2074-2097

    
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    Attributing a probability to the shape of a probability density

    H. Ooi, P. Hall

    págs. 2098-2123

    
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    Bump hunting with non-Gaussian kernels

    M. C. Minnotte, P. Hall

    págs. 2124-2141

    
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    Optimal designs for a class of nonlinear regression models

    Holger Dette, V. B. Melas, A. Pepelyshev

    págs. 2142-2167

    
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    Geometric isomorphism and minimum aberration for factorial designs with quantitative factors

    S.-W. Cheng

    págs. 2168-2185

    
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    Estimators of diffusions with randomly spaced discrete observations: A general theory

    P. A. Mykland, Y. Ait-Sahalia

    págs. 2186-2222

    
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    Nonparametric estimation of scalar diffusions based on low frequency data

    M. Hoffmann, E. Gobet

    págs. 2223-2253

    
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    Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime

    E. Moulines, R. Douc

    págs. 2254-2304

    
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    Asymptotic operating characteristics of an optimal change point detection in hidden Markov models

    C.-D. Fuh

    págs. 2305-2339