VOL. 32 · NO. 6 | December 2004
Ann. Statist. 32 (6), (December 2004)
No abstract available
Ann. Statist. 32 (6), (December 2004)
No abstract available
Bayesian Methodology
Luis E. Nieto-Barajas, Igor Prünster, Stephen G. Walker
Ann. Statist. 32 (6), 2343-2360, (December 2004) DOI: 10.1214/009053604000000625
KEYWORDS: Bayesian nonparametric inference, distribution of means of random probability measures, increasing additive process, Lévy measure, mixtures of Dirichlet process, 62F15, 60G57
Valen E. Johnson
Ann. Statist. 32 (6), 2361-2384, (December 2004) DOI: 10.1214/009053604000000616
KEYWORDS: Bayesian model assessment, Pearson’s chi-squared statistic, posterior-predictive diagnostics, p-value, Bayes factor, intrinsic Bayes factor, discrepancy functions, 62C10, 62E20
Nicolas Chopin
Ann. Statist. 32 (6), 2385-2411, (December 2004) DOI: 10.1214/009053604000000698
KEYWORDS: Markov chain Monte Carlo, particle filter, recursive Monte Carlo filter, resample-move algorithms, residual resampling, state-space model, 65C05, 62F15, 60F05, 82C80, 62L10
Regression Analysis
Joel L. Horowitz, Enno Mammen
Ann. Statist. 32 (6), 2412-2443, (December 2004) DOI: 10.1214/009053604000000814
KEYWORDS: Additive models, multivariate curve estimation, Nonparametric regression, Kernel estimates, orthogonal series estimator, 62G08, 62G20
S. C. Kou
Ann. Statist. 32 (6), 2444-2468, (December 2004) DOI: 10.1214/009053604000000841
KEYWORDS: C_p, generalized maximum likelihood, extended exponential criterion, geometry, bias, variability, curvature, 62G08, 62G20
Marc Hallin, Zudi Lu, Lanh T. Tran
Ann. Statist. 32 (6), 2469-2500, (December 2004) DOI: 10.1214/009053604000000850
KEYWORDS: Mixing random field, local linear kernel estimate, spatial regression, asymptotic normality, 62G05, 60J25, 62J02
R. Dennis Cook, Bing Li
Ann. Statist. 32 (6), 2501-2531, (December 2004) DOI: 10.1214/009053604000000661
KEYWORDS: Dimension reduction, conditional mean, asymptotic test, order determination, Eigenvalues, 62G08, 62G09, 62H05
Rudolf Beran
Ann. Statist. 32 (6), 2532-2558, (December 2004) DOI: 10.1214/009053604000000652
KEYWORDS: One-way layout, ordinal factor, Adaptation, estimated risk, penalized least squares, monotone shrinkage, soft-thresholding, local annihilator, 62J07
Liqun Wang
Ann. Statist. 32 (6), 2559-2579, (December 2004) DOI: 10.1214/009053604000000670
KEYWORDS: Nonlinear regression, Semiparametric model, errors-in-variables, method of moments, weighted least squares, minimum distance estimator, simulation-based estimator, consistency, asymptotic normality, 62J02, 62F12, 65C60, 65C05
Testing Theory
Marc Aerts, Gerda Claeskens, Jeffrey D. Hart
Ann. Statist. 32 (6), 2580-2615, (December 2004) DOI: 10.1214/009053604000000805
KEYWORDS: asymptotic distribution, BIC, local alternatives, nonparametric lack of-fit-test, orthogonal series, stable distribution, 62G10, 62C10, 62G20
Hidetoshi Shimodaira
Ann. Statist. 32 (6), 2616-2641, (December 2004) DOI: 10.1214/009053604000000823
KEYWORDS: Problem of regions, approximately unbiased tests, third-order accuracy, bootstrap probability, curvature, bias correction, 62G10, 62G09
Marc Hallin, Davy Paindaveine
Ann. Statist. 32 (6), 2642-2678, (December 2004) DOI: 10.1214/009053604000000724
KEYWORDS: VARMA models, Elliptical symmetry, multivariate ranks, local asymptotic normality, 62G10, 62M10
Saddlepoint Approximations
Bing-Yi Jing, Qi-Man Shao, Wang Zhou
Ann. Statist. 32 (6), 2679-2711, (December 2004) DOI: 10.1214/009053604000000742
KEYWORDS: saddlepoint approximation, large deviation, asymptotic normality, Edgeworth expansion, self-normalized sum, Student’s t-statistic, absolute error, relative error, 62E20, 60G50
Ronald W. Butler, Andrew T. A. Wood
Ann. Statist. 32 (6), 2712-2730, (December 2004) DOI: 10.1214/009053604000000689
KEYWORDS: Exponentially convoluted, saddlepoint approximation, tilted distribution, truncated distribution, 62E15, 62E17
Tusnády’s Inequality
Andrew Carter, David Pollard
Ann. Statist. 32 (6), 2731-2741, (December 2004) DOI: 10.1214/009053604000000733
KEYWORDS: Quantile coupling, KMT/Hungarian construction, Tusnády’s inequality, beta integral representation of Binomial tails, ratios of normal tails, equivalent normal deviate, 62E17, 62B15
Hidden Markov Chains
Dinah Rosenberg, Eilon Solan, Nicolas Vieille
Ann. Statist. 32 (6), 2742-2775, (December 2004) DOI: 10.1214/009053604000000643
KEYWORDS: Markov chains, data approximation, nonhomogenous Markov chains, hidden Markov chains, 60J99, 62M09, 93E03
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