págs. 1-41
págs. 42-77
págs. 78-91
Sequential change-point detection when unknown parameters are present in the pre-change distribution
Y. Mei
págs. 92-122
Consistent estimation of the basic neighborhood of Markov random fields
Z. Talata, I. Csiszar
págs. 123-145
Spatial extremes: Models for the stationary case
L. de Haan, T. T. Pereira
págs. 146-168
Penalized maximum likelihood and semiparametric second-order efficiency
G. K. Golubev, A. S. Dalalyan, A. B. Tsybakov
págs. 169-201
M. G. Low, T. T. Cai
págs. 202-228
Adaptive nonparametric confidence sets
J. Robins, A. van der Vaart
págs. 229-253
Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic normality
C. Vermandele, M. Hallin
págs. 254-289
Local partial-likelihood estimation for lifetime data
J. Fan, Y. Zhou, H. Lin
págs. 290-325
Adaptive multiscale detection of filamentary structures in a background of uniform random points
E. Arias-Castro
págs. 326-349
Optimal change-point estimation from indirect observations
A. Goldenshluger
págs. 350-372
N. Meinshausen
págs. 373-393
págs. 394-415
págs. 416-440
págs. 441-468
Asymptotic normality of extreme value estimators on C[0, 1]
J. H. J. Einmahl
págs. 469-492
Stable limits of martingale transforms with application to the estimation of GARCH parameters
T. Mikosch, D. Straumann
págs. 493-522
Sequential importance sampling for multiway tables
Y. Chen, I. H. Dinwoodie
págs. 523-545
Doubling and projection: A method of constructing two-level designs of resolution IV
C.-S. Cheng, H. H. Chen
págs. 546-558
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