Annals of statistics

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  Año 1995, Vol. 23, Número 1

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    Improved variable window kernel estimates of probability densities

    pág. 1

    
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    Estimation of integral functionals of a density

    pág. 11

    
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    Minimax designs in linear regression models

    pág. 30

    
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    Complete class results for the moment matrices of designs over permutation-invariant sets

    pág. 41

    
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    Uniformly more powerful, one-sided tests for hypotheses about linear inequalities

    pág. 55

    
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    Penalized discriminant analysis

    pág. 73

    
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    Principal points and self-consistent points of elliptical distributions

    pág. 103

    
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    On the distance between smoothed empirical and quantile processes

    pág. 113

    
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    Efficiency of empirical estimators for Markov chains

    pág. 132

    
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    Cumulant generating function and tail probability approximations for Kendall's score with tied rankings

    pág. 144

    
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    Dimension reduction in a semiparametric regression model with errors in covariates

    pág. 161

    
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    Asymptotic theory for the frailty model

    pág. 182

    
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    Maximum smoothed likelihood density estimation for inverse problems

    pág. 199

    
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    Optimal rate of convergence for finite mixture models

    pág. 221

    
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    Central limit theorems for doubly adaptive biased coin designs

    pág. 234

    
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    Using the generalized likelihood ratio statistic for sequential detection of a change-point

    pág. 255

    
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    A note on the run length to false alarm of a change-point detection policy

    pág. 272

    
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    Testing for a change in the parameter values and order of an autoregressive model

    pág. 282

    
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    Parameter estimation for ARMA models with infinite variance innovations

    pág. 305

    
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    Stationary exponential families

    pág. 327