Annals of statistics

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  Año 1995, Vol. 23, Número 5

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    Nonparametric estimation of global functionals and a measure of the explanatory power of covariates in regression

    págs. 1443-1473

    
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    Adaptive root n estimates of integrated squared density derivatives

    págs. 1474-1495

    
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    Variational solution of penalized likelihood problems and smooth curve estimation

    págs. 1496-1517

    
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    Isotonic estimation and rates of convergence in Wicksell's problem

    págs. 1518-1542

    
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    An infinite-dimensional geometric structure on the space of all the probability measures equivalent to a given one

    págs. 1543-1561

    
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    Intrinsic analysis of statistical estimation

    págs. 1562-1581

    
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    Exact asymptotics for some probability distributions on compact manifolds

    págs. 1582-1586

    
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    Tests following transformations

    págs. 1587-1593

    
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    Consistency and Monte Carlo simulation of a data driven version of smooth goodness-of-fit tests

    págs. 1594-1608

    
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    Admissibility of the likelihood ratio test when a nuisance parameter is present only under the alternative

    págs. 1609-1629

    
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    Gaussian semiparametric estimation of long range dependence

    págs. 1630-1661

    
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    Inference for unstable long-memory processes with applications to fractional unit root autoregressions

    págs. 1662-1683

    
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    Periodogram-based estimators of fractal properties

    págs. 1684-1711

    
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    Semiparametric analysis of general additive-multiplicative hazard models for counting processes

    págs. 1712-1734

    
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    Kernel estimation in a nonparametric marker dependent hazard model

    págs. 1735-1748

    
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    Methods for the analysis of sampled cohort data in the Cox proportional hazards model

    págs. 1749-1778

    
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    Exponential inequalities for martingales, with application to maximum likelihood estimation for counting processes

    págs. 1779-1801

    
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    The asymptotic accuracy of the bootstrap of U-quantiles

    págs. 1802-1822

    
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    M-estimates of rigid body motion on the sphere and in Euclidean space

    págs. 1823-1847

    
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    Nonparametric tests for nonstandard change-point problems

    págs. 1848-1861

    
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    On efficient estimation in regression models

    págs. 1862-1863

    
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    Hyper Markov laws in the statistical analysis of decomposable graphical models

    pág. 1864