Annals of statistics

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  Año 1994, Vol. 22, Número 2

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    Approximation of the basic martingale

    pág. 565

    
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    Convergence rate of sieve estimates

    pág. 580

    
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    Recursive testing of multiple hypotheses: Consistency and efficiency of the Bayes rule

    pág. 616

    
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    Asymptotic Bayes criteria for nonparametric response surface design

    pág. 634

    
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    Bayesian robustness with mixture classes of priors

    pág. 652

    
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    Some diagnostics of maximum likelihood and posterior nonnormality

    pág. 668

    
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    Bayesian variable sampling plans for the exponential distribution with type I censoring

    pág. 696

    
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    Consistency in a proportional hazards model incorporating a random effect

    pág. 712

    
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    Monotone estimating equations for censored data

    pág. 732

    
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    On using stratification in the analysis of linear regression models with right censoring

    pág. 747

    
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    An efficient sequential nonparametric scheme for detecting a change of distribution

    pág. 763

    
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    Dynamic sampling plan in Shiryayev-Roberts procedure for detecting a change in the drift of Brownian motion

    pág. 805

    
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    Linear estimators in change point problems

    pág. 824

    
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    Ordered linear smoothers

    pág. 835

    
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    On curve estimation by minimizing mean absolute deviation and its implications

    pág. 867

    
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    On good deterministic smoothing sequences for kernel density estimates

    pág. 886

    
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    Discrimination designs for polynomial regression on compact intervals

    pág. 890

    
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    On the construction of trend resistant mixed level factorial run orders

    pág. 904

    
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    E-optimal designs in weighted polynomial regression

    pág. 917

    
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    Lattice sampling revisited: Monte Carlo variance of means over randomized orthogonal arrays

    pág. 930

    
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    L-statistics in complex survey problems

    pág. 946

    
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    On the Berry-Esseen bound for L-statistics in the non-i.d. case with applications to the estimation of location parameters

    pág. 968

    
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    Validity of blockwise bootstrap for empirical processes with stationary observations

    pág. 980

    
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    Blockwise bootstrapped empirical process for stationary sequences

    pág. 995

    
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    Invalidity of bootstrap for critical branching processes with immigration

    pág. 1013

    
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    Finite sample breakdown points of projection based multivariate location and scatter statistics

    pág. 1024

    
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    Robust recursive estimation in the presence of heavy-tailed observation noise

    pág. 1045

    
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    Efficiency versus robustness: The case for minimum Hellinger distance and related methods

    pág. 1081