VOL. 22 · NO. 4 | December, 1994
Ann. Statist. 22 (4), (December, 1994) DOI: 10.1214/aos/1176325744
No abstract available
Front Matter
Ann. Statist. 22 (4), (December, 1994)
No abstract available
Additive and Generalized Linear Models
Deborah J. Donnell, Andreas Buja, Werner Stuetzle
Ann. Statist. 22 (4), 1635-1668, (December, 1994) DOI: 10.1214/aos/1176325746
KEYWORDS: Additive models, nonlinear multivariate analysis, multiple correspondence analysis, scaling, nonlinear transformations, horseshoe effect, 62H25, 62G07
Bernard D. Flury
Ann. Statist. 22 (4), 1668-1670, (December, 1994) DOI: 10.1214/aos/1176325747
No abstract available
Deborah J. Donnell, Andreas Buja, Werner Stuetzle
Ann. Statist. 22 (4), 1671-1673, (December, 1994) DOI: 10.1214/aos/1176325748
No abstract available
Bayesian Computation
S. Weisberg, A. H. Welsh
Ann. Statist. 22 (4), 1674-1700, (December, 1994) DOI: 10.1214/aos/1176325749
KEYWORDS: generalized linear model, kernel smoothing, link function, Nonparametric regression, single index models, 62J12, 62G07
Luke Tierney
Ann. Statist. 22 (4), 1701-1728, (December, 1994) DOI: 10.1214/aos/1176325750
KEYWORDS: 62-04, Monte Carlo, Metropolis-Hastings algorithm, Gibbs sampler, variance reduction, 60J05, 65C05
Hani Doss
Ann. Statist. 22 (4), 1728-1734, (December, 1994) DOI: 10.1214/aos/1176325751
No abstract available
Julian Besag
Ann. Statist. 22 (4), 1734-1741, (December, 1994) DOI: 10.1214/aos/1176325752
No abstract available
Christian P. Robert
Ann. Statist. 22 (4), 1742-1747, (December, 1994) DOI: 10.1214/aos/1176325753
No abstract available
Kung Sik Chan, Charles J. Geyer
Ann. Statist. 22 (4), 1747-1758, (December, 1994) DOI: 10.1214/aos/1176325754
No abstract available
Luke Tierney
Ann. Statist. 22 (4), 1758-1762, (December, 1994) DOI: 10.1214/aos/1176325755
No abstract available
Hani Doss
Ann. Statist. 22 (4), 1763-1786, (December, 1994) DOI: 10.1214/aos/1176325756
KEYWORDS: Dirichlet prior, successive substitution sampling, incomplete data, calculation of posterior distribution, Markov chain, 62G05, 65U05, 60J05
Bayesian and Frequentist Inference
James O. Berger, Lawrence D. Brown, Robert L. Wolpert
Ann. Statist. 22 (4), 1787-1807, (December, 1994) DOI: 10.1214/aos/1176325757
KEYWORDS: likelihood principle, conditional frequentist, Bayes factor, likelihood ratio, significance, Type I error, Bayesian statistics, stopping rule principle, 62A20, 62A15
Dongchu Sun
Ann. Statist. 22 (4), 1808-1830, (December, 1994) DOI: 10.1214/aos/1176325758
KEYWORDS: posterior distributions, Stein's identity, martingale convergence theorem, stopping time, Jeffreys' prior, reference prior, repeated likelihood ratio tests, 62L12
L. Gajek, M. Kaluszka
Ann. Statist. 22 (4), 1831-1839, (December, 1994) DOI: 10.1214/aos/1176325759
KEYWORDS: Second-order minimax estimation, information inequalities, Bayes risk, 62F10, 62C20
Amir Sadrolhefazi, Terrence L. Fine
Ann. Statist. 22 (4), 1840-1870, (December, 1994) DOI: 10.1214/aos/1176325760
KEYWORDS: interval-valued probability, Upper and lower probability, time series models, 62M10, 60G05
Incomplete Data
I-Shou Chang, Chao A. Hsiung
Ann. Statist. 22 (4), 1871-1883, (December, 1994) DOI: 10.1214/aos/1176325761
KEYWORDS: asymptotics, Density estimation, Method of sieves, nonparametric maximum likelihood estimation, positron emission tomography, 62G05, 62G20, 62M99
Tobias Ryden
Ann. Statist. 22 (4), 1884-1895, (December, 1994) DOI: 10.1214/aos/1176325762
KEYWORDS: Hidden Markov model, consistency, asymptotic normality, Identifiability, Regenerative process, 62M09, 62F12, 62E25
Aad van der Vaart
Ann. Statist. 22 (4), 1896-1916, (December, 1994) DOI: 10.1214/aos/1176325763
KEYWORDS: mixture model, maximum likelihood, efficiency, Deconvolution, Censoring, 62G20, 62F12
Regression, Least Squares and $M$-Estimation
Tze Leung Lai
Ann. Statist. 22 (4), 1917-1930, (December, 1994) DOI: 10.1214/aos/1176325764
KEYWORDS: Stochastic regressors, nonlinear autoregressive models, control systems, optimal experimental design, strong consistency, asymptotic normality, martingales in Hilbert spaces, 62J02, 62M10, 62F12, 60F15
Arthur Cohen, J. H. B. Kemperman, H. B. Sackrowitz
Ann. Statist. 22 (4), 1931-1946, (December, 1994) DOI: 10.1214/aos/1176325765
KEYWORDS: Conditionally increasing in sequence, weak conditionally increasing in sequence, association, Polya frequency of order 2, goodness of fit, lack of fit, logistic regression, Poisson regression, complete class, ordered alternatives, change point problems, 62H20, 62F03
Dean P. Foster, Edward I. George
Ann. Statist. 22 (4), 1947-1975, (December, 1994) DOI: 10.1214/aos/1176325766
KEYWORDS: decision theory, minimax, Model selection, multiple regression, risk, Variable selection, 62C99, 62J05, 62C20
R. Beran, P. W. Millar
Ann. Statist. 22 (4), 1976-1992, (December, 1994) DOI: 10.1214/aos/1176325767
KEYWORDS: Radon transform, prediction interval, distribution estimate, weak convergence metric, Characteristic function, nonparametric, semiparametric, 62G05, 62J05
Charles J. Geyer
Ann. Statist. 22 (4), 1993-2010, (December, 1994) DOI: 10.1214/aos/1176325768
KEYWORDS: central limit theorem, maximum likelihood, $M$-estimation, constraint, tangent cone, Chernoff regularity, Clarke regularity, 62F12, 49J55, 60F05
Peter Hall, Enno Mammen
Ann. Statist. 22 (4), 2011-2030, (December, 1994) DOI: 10.1214/aos/1176325769
KEYWORDS: bootstrap, Cornish-Fisher expansions, cumulant, Distribution estimation, Edgeworth expansion, jackknife, ‎mean‎, Moment, resample, wild bootstrap, 62G05, 62G15
Dimitris N. Politis, Joseph P. Romano
Ann. Statist. 22 (4), 2031-2050, (December, 1994) DOI: 10.1214/aos/1176325770
KEYWORDS: Approximate confidence limit, bootstrap, homogeneous random field, Jackknife histogram, stationary, time series, 60F99, 62G99
Time Series
Jushan Bai
Ann. Statist. 22 (4), 2051-2061, (December, 1994) DOI: 10.1214/aos/1176325771
KEYWORDS: time series models, residual analysis, sequential empirical process, weak convergence, Kiefer process, Change-point problem, 62G30, 60F17, 62M10, 62F05
F. Gotze, C. Hipp
Ann. Statist. 22 (4), 2062-2088, (December, 1994) DOI: 10.1214/aos/1176325772
KEYWORDS: Edgeworth expansions, statistics in time series models, 62E20, 60F05
Evangelos E. Ioannidis
Ann. Statist. 22 (4), 2089-2114, (December, 1994) DOI: 10.1214/aos/1176325773
KEYWORDS: time series analysis, spectral estimator, high resolution estimator, leakage effect, Capon estimator, maximum likelihood method (MLM), covariance matrix estimation, 62M15, 62M10, 62E20, 62G05
Peter Hall, Nicholas I. Fisher, Branka Hoffmann
Ann. Statist. 22 (4), 2115-2134, (December, 1994) DOI: 10.1214/aos/1176325774
KEYWORDS: convergence rate, Correlation, Covariance, positive semidefinite, stochastic process, ‎kernel‎, variance, variogram, 62G05, 62G10
Back Matter
Ann. Statist. 22 (4), (December, 1994)
No abstract available
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