Annals of statistics

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  Año 1993, Vol. 21, Número 2

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    Renormalizing upper and lower bounds for integrated risk in the white noise model

    pág. 577

    
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    Optimal rates of convergence for nonparametric statistical inverse problems

    pág. 590

    
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    Adaptively local one-dimensional subproblems with application to a deconvolution problem

    pág. 600

    
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    Asymptotic properties of self-consistent estimators based on doubly censored data

    pág. 611

    
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    Estimation up to a change-point

    pág. 625

    
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    Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean

    pág. 645

    
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    The maximum likelihood method for testing changes in the parameters of normal observations

    pág. 671

    
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    Nearest neighbor regression with heavy-tailed errors

    pág. 681

    
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    On plug-in rules for local smoothing of density estimators

    pág. 694

    
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    Density estimation in the L^ì norm for dependent data with applications to the Gibbs sampler

    pág. 711

    
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    On equivariance and the compound decision problem

    pág. 736

    
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    Inadmissibility of Studentized tests for normal order restricted models

    pág. 746

    
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    Elfving's theorem for D-optimality

    pág. 753

    
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    A note on E-optimal designs for weighted polynomial regression

    pág. 767

    
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    Generalized Pearson-Fisher chi-square goodness-of-fit tests, with applications to models with life history data

    pág. 772

    
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    Goodness of fit problem and scanning innovation martingales

    pág. 798

    
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    Goodness of fit tests for spectral distributions

    pág. 830

    
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    Multivariate aspects of shape theory

    pág. 848

    
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    On almost linearity of low dimensional projections from high dimensional data

    pág. 867

    
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    Correlation curves: Measures of association as functions of covariate values

    pág. 890

    
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    An analysis of Bayesian inference for nonparametric regression

    pág. 903

    
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    An improved monotone conditional quantile estimator

    pág. 924

    
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    Contrasts under long-range correlations

    pág. 943

    
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    Bias-robust estimates of regression based on projections

    pág. 965

    
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    Bias robust estimation of scale

    pág. 991

    
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    Orthogeodesic models

    pág. 1018

    
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    Nonparametric function estimation for time series by local average estimators

    pág. 1040

    
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    The limiting distribution of the autocorrelation coefficient under a unit root

    pág. 1058

    
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    Iterative weighted least squares estimators

    pág. 1071

    
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    Matrix weighting of several regression coefficient vectors

    pág. 1093