VOL. 24 · NO. 5 | October 1996
Claudia Klüppelberg, Thomas Mikosch
Ann. Statist. 24 (5), 1855-1879, (October 1996) DOI: 10.1214/aos/1069362301 Open Access
KEYWORDS: linear process, Moving average process, Stable process, Frequency domain, integrated periodogram, Functional limit theorem, quadratic form, Goodness-of-fit test, 62M15, 62G07, 60F17, 62M10
Piotr S. Kokoszka, Murad S. Taqqu
Ann. Statist. 24 (5), 1880-1913, (October 1996) DOI: 10.1214/aos/1069362302 Open Access
KEYWORDS: estimation, fractional ARIMA, long memory, Stable distributions, heavy tails, 60E07, 62F12
F. Götze, H. R. Künsch
Ann. Statist. 24 (5), 1914-1933, (October 1996) DOI: 10.1214/aos/1069362303 Open Access
KEYWORDS: Resampling, Edgeworth expansion, studentization, $BC_a$ confidence interval, time series, dependent data, Strong mixing, 62M10, 62G15, 62E20
R. Dahlhaus, D. Janas
Ann. Statist. 24 (5), 1934-1963, (October 1996) DOI: 10.1214/aos/1069362304 Open Access
KEYWORDS: Autocorrelations, bootstrap, periodogram ordinates, ratio statistics, spectral mean, time series, Whittle estimators, 62M10, 62E20
F. Gamboa, E. Gassiat
Ann. Statist. 24 (5), 1964-1981, (October 1996) DOI: 10.1214/aos/1069362305 Open Access
KEYWORDS: Deconvolution, contrast function, $T$-system, discrete linear systems, 62G05, 62M09, 62M10
Tadeusz Inglot, Teresa Ledwina
Ann. Statist. 24 (5), 1982-2019, (October 1996) DOI: 10.1214/aos/1069362306 Open Access
KEYWORDS: goodness of fit, smooth test, Schwarz's criterion, exponential family, efficiency, Log-density estimation, minimum relative entropy estimation, large deviations, 62G10, 62G20, 62G05, 62A10
Alejandra Cabaña
Ann. Statist. 24 (5), 2020-2035, (October 1996) DOI: 10.1214/aos/1069362307 Open Access
KEYWORDS: Goodness-of-fit, power improvement, empirical process transformations, 62G10, 62G20, 60G15
Arthur Cohen, H. B. Sackrowitz
Ann. Statist. 24 (5), 2036-2048, (October 1996) DOI: 10.1214/aos/1069362308 Open Access
KEYWORDS: Cone order monotonicity, dual cone, multinomial distribution, pairwise contrast cone, matrix order alternative, preservation theorem, 62H99, 62F03
Aad van der Vaart
Ann. Statist. 24 (5), 2049-2057, (October 1996) DOI: 10.1214/aos/1069362309 Open Access
KEYWORDS: Asymptotic efficiency, maximum likelihood, local asymptotic normality, 62F12, 60G60, 62M30
Wei-Liem Loh
Ann. Statist. 24 (5), 2058-2080, (October 1996) DOI: 10.1214/aos/1069362310 Open Access
KEYWORDS: Berry-Esseen bound, Confidence regions, Latin hypercube sampling, multivariate central limit theorem, Stein's method, Strong law of large numbers, 62D05, 62E20, 62G15
Klaus Ritter
Ann. Statist. 24 (5), 2081-2096, (October 1996) DOI: 10.1214/aos/1069362311 Open Access
KEYWORDS: Integral estimation, asymptotically optimal designs, regular sequence designs, Sacks-Ylvisaker conditions, 62K05, 41A55, 60G12, 62M99, 65D30
Dibyen Majumdar
Ann. Statist. 24 (5), 2097-2107, (October 1996) DOI: 10.1214/aos/1069362312 Open Access
KEYWORDS: BTIB designs, BIB designs, $A$-optimality, confidence intervals, estimation, Bayes optimal designs, 62K05, 62K10
Holger Dette, Weng Kee Wong
Ann. Statist. 24 (5), 2108-2127, (October 1996) DOI: 10.1214/aos/1069362313 Open Access
KEYWORDS: Approximate designs, design efficiency, efficiency functions, Laplace transform, Bayesian design, 62K05, 65D30
Zhuoqiong He, William J. Studden, Dongchu Sun
Ann. Statist. 24 (5), 2128-2147, (October 1996) DOI: 10.1214/aos/1069362314 Open Access
KEYWORDS: Nonlinear regression, rational model, Bayesian $D$-optimal design, Bayesian optimal design, 62K05, 62L99, 62F15
J. T. A. Koster
Ann. Statist. 24 (5), 2148-2177, (October 1996) DOI: 10.1214/aos/1069362315 Open Access
KEYWORDS: Nonrecursive causal model, simultaneous equations system, LISREL model, Graphical model, undirected graph, chain graph, reciprocal graph, Conditional independence, global Markov property, Gibbs factorization, finite distributive lattice, lattice conditional independence model, 62H99, 62J99
Jim Q. Smith, Catriona M. Queen
Ann. Statist. 24 (5), 2178-2198, (October 1996) DOI: 10.1214/aos/1069362316 Open Access
KEYWORDS: Bayesian probability estimation, constraint graph, Contingency tables, decomposable graph, generalized Dirichlet distributions, separation of likelihood, 62F15, 62H17
Benjamin Yakir
Ann. Statist. 24 (5), 2199-2214, (October 1996) DOI: 10.1214/aos/1069362317 Open Access
KEYWORDS: quality control, control charts, change point detection, dynamic sampling, 62L10, 62N10
Issa Fakhre-Zakeri, Eric Slud
Ann. Statist. 24 (5), 2215-2232, (October 1996) DOI: 10.1214/aos/1069362318 Open Access
KEYWORDS: Asympotically optimal stopping rule, exponential order statistic model, imperfect debugging, loss function, mixture model, sequential search, size-dependent successive sampling, 62L15, 60G40
Sangyeol Lee
Ann. Statist. 24 (5), 2233-2249, (October 1996) DOI: 10.1214/aos/1069362319 Open Access
KEYWORDS: sequential estimation, linear processes, sample autocorrelations, Asymptotic risk efficiency, uniform integrability, random central limit theorem, 62L12, 60G40, 62M10
Larry Goldstein, Louis Gordon
Ann. Statist. 24 (5), 2250-2265, (October 1996) DOI: 10.1214/aos/1069362320 Open Access
KEYWORDS: Half-normal plot, Extremes, Fisher's test, 60G70, 62K15
Lajos Horváth, Qi-Man Shao
Ann. Statist. 24 (5), 2266-2279, (October 1996) DOI: 10.1214/aos/1069362321 Open Access
KEYWORDS: Degenerate $U$-statistic, limit distribution, standardized statistics, change-point analysis, 62G20, 62G10, 60F05
František Rublík
Ann. Statist. 24 (5), 2280-2287, (October 1996) DOI: 10.1214/aos/1069362322 Open Access
KEYWORDS: large deviations, exponential distributions with unknown lower bound, Hodges-Lehmann optimality, 60F10, 62F05, 62E15, 62F12
Michikazu Sato, Masafumi Akahira
Ann. Statist. 24 (5), 2288-2295, (October 1996) DOI: 10.1214/aos/1069362323 Open Access
KEYWORDS: Information inequality, Cramér-Rao inequality, Bayes risk, 62F10, 62F15
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