Annals of statistics

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  Año 2001, Vol. 29, Número 2

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    On the distribution of the largest eigenvalue in principal components analysis

    I. M. Johnstone

    págs. 295-327

    
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    Tail probabilities of the maxima of multilinear forms and their applications

    A. Takemura, S.N. Lahiri

    págs. 328-371

    
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    Nonparametric estimation in null recurrent time series

    D. Tjostheim, H. A. Karlsen

    págs. 372-416

    
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    Nonasymptotic bounds for autoregressive time series modeling

    A. Goldenshluger

    págs. 417-444

    
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    Empirical process of the squared residuals of an ARCH sequence

    G. Teyssiere, L. Horvath, P. Kokoszka

    págs. 445-469

    
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    Selection criteria for scatterplot smoothers

    B. Efron

    págs. 470-504

    
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    Stratified exponential families: Graphical models and model selection

    D. Geiger, D. Heckerman

    págs. 505-529

    
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    Blocked regular fractional factorial designs with maximum estimation capacity

    C.-S. Cheng, R. Mukerjee

    págs. 530-548

    
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    Generalized minimum aberration for asymmetrical fractional factorial designs

    H. Xu, C. F. J. Wu

    págs. 549-560

    
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    Maximin designs for exponential growth models and heteroscedastic polynomial models

    L. A. Imhof

    págs. 561-576

    
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    Optimality of partial geometric designs

    B. Bagchi, S. Bagchi

    págs. 577-594