Annals of statistics

• 

  Año 1994, Vol. 22, Número 4

  • Seleccionado

    Analysis of additive dependencies and concurvities using smallest additive principal components

    pág. 1635

    
  • Seleccionado

    Analysis of additive dependencies and concurvities using smallest additive principal components: Discussion

    pág. 1668

    
  • Seleccionado

    Analysis of additive dependencies and concurvities using smallest additive principal components: Rejoinder

    pág. 1671

    
  • Seleccionado

    Adapting for the missing link

    pág. 1674

    
  • Seleccionado

    Markov chains for exploring posterior distributions

    pág. 1701

    
  • Seleccionado

    Markov chains for exploring posterior distributions: Discussion

    pág. 1728

    
  • Seleccionado

    Markov chains for exploring posterior distributions: Discussion

    pág. 1734

    
  • Seleccionado

    Markov chains for exploring posterior distributions: Discussion

    pág. 1742

    
  • Seleccionado

    Markov chains for exploring posterior distributions: Discussion

    pág. 1747

    
  • Seleccionado

    Markov chains for exploring posterior distributions: Rejoinder

    pág. 1758

    
  • Seleccionado

    Bayesian nonparametric estimation for incomplete data via successive substitution sampling

    pág. 1763

    
  • Seleccionado

    A unified conditional frequentist and Bayesian test for fixed and sequential simple hypothesis testing

    pág. 1787

    
  • Seleccionado

    Integrable expansions for posterior distributions for a two parameter exponential family

    pág. 1808

    
  • Seleccionado

    Lower bounds for the asymptotic Bayes risk in the scale model (with an application to the second order minimax estimation)

    pág. 1831

    
  • Seleccionado

    Finite-dimensional distributions and tail behavior in stationary interval-valued probability models

    pág. 1840

    
  • Seleccionado

    Asymptotic consistency of the maximum likelihood estimate in position emission tomography and applications

    pág. 1871

    
  • Seleccionado

    Consistent and asymptotically normal parameter estimates for hidden Markov models

    pág. 1884

    
  • Seleccionado

    Maximum likelihood estimation with partially censored data

    pág. 1896

    
  • Seleccionado

    Asymptotic properties of nonlinear least squares estimates in stochastic regression models

    pág. 1917

    
  • Seleccionado

    Unbiased testing in exponential family regression

    pág. 1931

    
  • Seleccionado

    The risk inflation criterion for multiple regression

    pág. 1947

    
  • Seleccionado

    Minimum distance estimation in random coefficient regression models

    pág. 1976

    
  • Seleccionado

    On the asymptotics of constrained M-estimation

    pág. 1993

    
  • Seleccionado

    On general resampling algorithms and their performance in distribution estimation

    pág. 2011

    
  • Seleccionado

    Large sample confidence regions based on subsamples under minimal assumptions

    pág. 2031

    
  • Seleccionado

    Weak convergence of the sequential empirical processes of residuals in ARMA models

    pág. 2051

    
  • Seleccionado

    Asymptotic distribution of statistics in time series

    pág. 2062

    
  • Seleccionado

    On the behaviour of a Capon-type spectral density estimator

    pág. 2089

    
  • Seleccionado

    On the nonparameteric estimation of covariance functions

    pág. 2115