Annals of statistics

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  Año 1996, Vol. 24, Número 1

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    Smoothed functional principal components analysis by choice of norm

    págs. 1-24

    
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    Nonparametric and semiparametric estimation of the receiver operating characteristic curve

    págs. 25-40

    
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    On the asymptotic properties of a flexible hazard estimator

    págs. 41-63

    
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    On uniform generation of two-way tables with fixed margins and the conditional volume test of Diaconis and Efron

    págs. 64-68

    
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    On the convergence of the Markov chain simulation method

    págs. 69-100

    
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    Rates of convergence of the Hastings and Metropolis algorithms

    págs. 101-121

    
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    Convergence properties of the Gibbs sampler for perturbations of Gaussians

    págs. 122-140

    
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    On the invariance of noninformative priors

    págs. 141-159

    
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    Locally uniform prior distributions

    págs. 160-173

    
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    Local sensitivity of posterior expectations

    págs. 174-195

    
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    Asymptotically optimal and admissible decision rules in compound compact Gaussian shift experiments

    págs. 196-211

    
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    Optimal rates of convergence of empirical Bayes tests for the continuous one-parameter exponential family

    págs. 212-231

    
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    An empirical Bayes approach to directional data and efficient computation on the sphere

    págs. 232-254

    
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    REML estimation: Asymptotic behavior and related topics

    págs. 255-286

    
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    Direct use of regression quantiles to construct confidence sets in linear models

    págs. 287-306

    
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    Empirical process of residuals for high-dimensional linear models

    págs. 307-335

    
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    A robust adjustment of the profile likelihood

    págs. 336-352

    
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    Higher-order approximations to conditional distribution functions

    págs. 353-364

    
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    Exponential empirical likelihood is not Bartlett correctable

    págs. 365-369

    
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    Nonparametric inference for ergodic, stationary time series

    págs. 370-379

    
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    Asymptotics of some estimators and sequential residual empiricals in nonlinear time series

    págs. 380-404

    
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    Quasi-likelihood models and optimal inference

    págs. 405-422

    
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    Asymptotic properties of estimators for autoregressive models with errors in variables

    págs. 423-430

    
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    A lower bound on the ARL to detection of a change with a probability constraint on false alarm

    págs. 431-435

    
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    Comparison of sequential experiments

    págs. 436-448