Annals of statistics

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  Año 2000, Vol. 28, Número 1

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    Assessing linearity in high dimensions

    Art B. Owen

    págs. 1-19

    
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    Testing for monotonicity of a regression mean by calibrating for linear functions

    P. Hall, N. E. Heckman

    págs. 20-39

    
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    Bayesian analysis of mixture models with an unknown number of components- an alternative to reversible jump methods

    M. Stephens

    págs. 40-74

    
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    Mixing strategies for density estimation

    Y. Yang

    págs. 75-87

    
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    Nonparametric estimation in renewal theory II: Solutions of renewal-type equations

    K. Politis, S. M. Pitts

    págs. 88-115

    
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    On the asymptotic distribution theory of a class of consistent estimators of a distribution satisfying a uniform stochastic ordering constraint

    Francisco J. Samaniego, M. A. Arcones

    págs. 116-150

    
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    Large sample theory of maximum likelihood estimates in semiparametric biased sampling models

    P. B. Gilbert

    págs. 151-194

    
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    Size and power of pretest procedures

    P. C. Boon, W. C. M. Kallenberg, W. Albers

    págs. 195-214

    
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    Vanishing shortcoming and asymptotic relative efficiency

    W. C. M. Kallenberg, T. Inglot

    págs. 215-238

    
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    Global power functions of goodness of fit tests

    A. Janssen

    págs. 239-253

    
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    How to make a Hill plot

    S. Resnick, H. Drees, L. de Haan

    págs. 254-274

    
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    The density of multivariate M-estimates

    A. Almudevar

    págs. 275-297

    
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    Adaptive confidence interval for pointwise curve estimation

    K. Tribouley, D. Picard

    págs. 298-338