The Annals of Statistics 2002: Vol 30 Table of Contents

13 Pages·2002·3.3 MB·English

THE ANNALS
of
STATISTICS
AN OFFICIAL JOURNAL OF THE
INSTITUTE OF MATHEMATICAL STATISTICS
Articles appearing in The Annals of Statistics (volumes 1-17) are indexed in the
Cumulative Index to IMS Scientific Journals, available from the Institute of
Mathematical Statistics.
VOLUME 30
2002
THE ANNALS
of
STATISTICS
AN OFFICIAL JOURNAL OF THE
INSTITUTE OF MATHEMATICAL STATISTICS
Articles appearing in The Annals of Statistics (volumes 1-17) are indexed in the
Cumulative Index to IMS Scientific Journals, available from the Institute of
Mathematical Statistics.
VOLUME 30
2002

CONTENTS OF VOLUME 30
Memorial Articles
BENJAMINI, YOAV AND BRAUN, HENRY. John W. Tukey’s contri-
butions to multiple comparisons 1576-1594
BRAUN, HENRY AND BENJAMINI, YOAV. John W. Tukey’s contri-
butions to multiple comparisons 1576-1594
BRILLINGER, DAVID R. John W. Tukey: His life and professional
RE sialic dy ss Nhs peeKe be Mamaia hs han KERR AOA 1535-1575
BRILLINGER, DAVID R. John W. Tukey’s work on time series and
see ange ine we eae aen disk SMES Rw a 1595-1618
DEMPSTER, A. P. John W. Tukey as “Philosopher” 1619-1628
FRIEDMAN, JEROME H. AND STUETZLE, WERNER.
John W. Tukey’s work on interactive graphics 1629-1639
HUBER, PETER J. John W. Tukey’s contributions to robust statistics 1640-1648
SPEED, T. P. John W. Tukey’s contributions to analysis of variance 1649-1665
STUETZLE, WERNER AND FRIEDMAN, JEROME H.
John W. Tukey’s work on interactive graphics 1629-1639
VAN DER VAART, AAD. The statistical work of Lucien Le Cam... 631-682
YANG, GRACE L. Lucien Le Cam 1924-2000 617-630
The publications and writings of John W. Tukey 1666—1680
The publications and writings of Lucien Le Cam 683-687
Articles
ADROVER, JORGE AND YOHAI, VICTOR. Projection estimates of
multivariate location 1760-1781
ANDERSON, T. W. Canonical correlation analysis and reduced rank
regression in autoregressive models ..................00ee00s 1134-1154
ANGO NZE, PATRICK, BUHLMANN, PETER AND DOUKHAN, PAUL.
Weak dependence beyond mixing and asymptotics for nonpara-
metric regression 397-430
Z. D., HU, FEIFANG AND ROSENBERGER, WILLIAM F.
Asymptotic properties of adaptive designs for clinical trials with
delayed response 122-139
BAR-LEV, SHAUL K., BSHOUTY, DAOUD AND LETAC, GERARD.
Normal, gamma and inverse-Gaussian are the only NEFs where
the bilateral UMPU and GLR tests coincide 1524-1534
BEDFORD, TIM AND COOKE, ROGER M. _Vines—a new graphical
model for dependent random variables....................05. 1031-1068
BERGSMA, WICHER P. AND RUDAS, TAMAS. Marginal models for
categorical data 140-159
iv INDEX
BESAG, JULIAN. Comment on “What is a statistical model?” by
Peter McCullagh 1267-1277
BICKEL, PETER J. Comment on “What is a statistical model?”
Peter McCullagh 1277-1278
BIRGE, LUCIEN. Discussion of “Random rates in anisotropic
regression,” by M. Hoffmann and O. Lepski 359-363
BRONS, HANS. Comment on “What is a statistical model?”
7
Peter McCullagh 1279-1283
BROWN, LAWRENCE D., CAI, T. TONY AND DASGUPTA,
ANIRBAN. Confidence intervals for a binomial proportion and
SPIE CN a ni 0 ES le Se 160-201
BROWN, LAWRENCE D., CAI, T. TONY, LOW, MARK G. AND
ZHANG, CUN-HUI. Asymptotic equivalence theory for non-
parametric regression with random design 688-707
BROWN, LAWRENCE D. AND LIN, YI. Discussion of “Random
rates in anisotropic regression,’ by M. Hoffmann and
O. Lepski 363-370
BSHOUTY, DAOUD, LETAC, GERARD AND BAR-LEV, SHAUL K.
Normal, gamma and inverse-Gaussian are the only NEFs where
the bilateral UMPU and GLR tests coincide 1524-1534
BUHLMANN, PETER, DOUKHAN, PAUL AND ANGO NZE, PATRICK.
Weak dependence beyond mixing and asymptotics for nonpara-
metric regression 397-430
BUHLMANN, PETER AND YU, BIN. Analyzing bagging ......... 927-961
BUTLER, RONALD W. AND WOOD, ANDREW T. A. Laplace ap-
proximations for hypergeometric functions with matrix
argument 1155-1177
CAI, T. TONY, DASGUPTA, ANIRBAN AND BROWN, LAWRENCE D.
Confidence intervals for a binomial proportion and asymptotic
CII iii 6 sd pak ada indeed ewe 160-201
CAI, T. TONY, Low, MARK G., ZHANG, CUN-HUI AND BROWN,
LAWRENCE D. Asymptotic equivalence theory for nonpara-
metric regression with random design 688-707
CANDES, EMMANUEL J. AND DONOHO, DAVID L. Recovering
edges in ill-posed inverse problems: Optimality of curvelet
784-842
Os inds i ode Kin S de aenine seh nee eRe eae Re
CARTER, ANDREW V._ Deficiency distance between multinomial
and multivariate normal experiments ................00000005 708-730
CAVALIER, L., GOLUBEV, G. K., PICARD, D. AND
TSYBAKOV, A. B. Oracle inequalities for inverse problems . 843-874
INDEX
CHEN, ZHIQIANG AND TYLER, DAVID E. The influence function
and maximum bias of Tukey’s median 1737-1759
CHIAROMONTE, FRANCESCA, COOK, R. DENNIS AND LI, BING.
Sufficient dimension reduction in regressions with categorical
ND i RS a 5s aes oT a Meneecdd in iakanage agate 475-497
CLAESKENS, GERDA AND HALL, PETER. Effect of dependence on
431-454
stochastic measures of accuracy of density estimators.........
COHEN, ARTHUR, KEMPERMAN, J. H. B. AND SACKROWITZ,
HAROLD. On the bias in estimating genetic length and other
quantities in simplex constrained models .................... 202-219
CooK, R. DENNIS AND LI, BING. Dimension reduction for condi-
tional mean in regression 455-474
Cook, R. DENNIS, LI, BING AND CHIAROMONTE, FRANCESCA.
Sufficient dimension reduction in regressions with categorical
EE OTe ee TO Ee Tee OTe e oe nT ee ere TT re 475-497
COOKE, ROGER M. AND BEDFORD, TIM. Vines—a new graphical
model for dependent random variables....................... 1031-1068
DASGUPTA, ANIRBAN, BROWN, LAWRENCE D. AND CAI,
T. TONY. Confidence intervals for a binomial proportion and
Ee eee TE oe ee ree 160-201
DEY, ALOKE AND SUEN, CHUNG-YI. Optimal fractional factorial
plans for main effects and specified two-factor interactions:
A projective geometric approach
Di NUNNO, GIULIA, REGAZZINI, EUGENIO AND GUGLIELMI,
ALESSANDRA._ Theory and numerical analysis for exact dis-
tributions of functionals of a Dirichlet process 1376-1411
DONOHO, DAVID L. AND CANDES, EMMANUEL J. Recovering
edges in ill-posed inverse problems: Optimality of curvelet
REPRE ee ene See a oat Sane a ee ree eee rT ee ee 784-842
DOUKHAN, PAUL, ANGO NZE, PATRICK AND BUHLMANN, PETER.
Weak dependence beyond mixing and asymptotics for nonpara-
metric regression 397-430
DUDLEY, R. M. AND HAUGHTON,D . Asymptotic normality with
small relative errors of posterior probabilities of half-spaces ... 1311-1344
EFROMOVICH, SAM. __ Discussion of “Random rates in anisotropic
regression,”b y M. Hoffmann and O. Lepski 370-374
FAN, JIANQING AND LI, RUNZE. Variable selection for Cox’s
prophoazarrds tmodiel oand nfraialty lmo del 74-99
FINNER, H. AND ROTERS, M. Multiple hypotheses testing and
a : 220-238
Vi INDEX
FINNER, H. AND STRASSBURGER, K._ The partitioning principle:
A powerful tool in multiple decision theory 1194-1213
FRASER, D. A. S. AND REID, N. Comment on “What is a statisti-
cal model?”b y Peter McCullagh 1283-1286
GEIGER, DAN AND HECKERMAN, DAVID. Parameter priors for
directed acyclic graphical models and the characterization of
several probability GistriWUtions:..... «6.6. viccccs ces caedescceesls 1412-1440
GENON-CATALOT, VALENTINE, LAREDO, CATHERINE AND
NUSSBAUM, MICHAEL. Asymptotic equivalence of estimat-
ing a Poisson intensity and a positive diffusion drift
GERVINI, DANIEL AND YOHAI, VICTOR J. A class of robust and
fully efficient regression estimators....................e0eee
GOLUBEV, G. K., PICARD, D., TSYBAKOv, A. B. AND
CAVALIER, L. Oracle inequalfiotr iinevesrs e problems
GUGLIELMI, ALESSANDRA, DI NUNNO, GIULIA AND REGAZZINI,
EUGENIO. Theory and numerical analysis for exact distribu-
tions of functionals of a Dirichlet process 1376-1411
HALL, PETER AND CLAESKENS, GERDA. Effect of dependence on
stochastic measures of accuracy of density estimators......... 431-454
HALL, PETER AND PARK, BYEONG U. New methods for bias
correction at endpoints and boundaries 1460-1479
HALL, PETER, PENG, LIANG AND TAJVIDI, NADER. Effect of ex-
trapolationo n coverage accuracy of prediction intervals com-
puted from Pareto-type data 875-895
HALLIN, MARC AND PAINDAVEINE, DAVY. Optimal tests for mul-
tivariate location based on interdirections and pseudo-Mahalano-
RN OR sg a i swt x becdnunwe bn padnw nates ceeees 1103-1133
HAUGHTON, D. AND DUDLEY, R. M. Asymptotic normality with
small relative errors of posterior probabilities of half-spaces ... 1311-1344
HECKERMAN, DAVID AND GEIGER, DAN. Parameter priors for
directed acyclic graphical models and the characterization of
several probability distributions .................c0eceec eee e 1412-1440
HELLAND, INGE S. Comment on “What is a statistical model?” by
Peter McCullagh 1286-1289
HOBERT, JAMES P. AND SCHWEINSBERG, JASON. Conditions
for recurrence and transience of a Markov chain on Z™ and
estimation of a geometric success probability 1214-1223
HOFFMANN, M. AND LEPSKI, O. Random rates in anisotropic
regression 325-358
HOFFMANN, M. AND LEPSKI, O. Rejoinder 390-396
INDEX
Hu, FEIFANG, ROSENBERGER, WILLIAM F. AND BAI, Z. D.
Asymptotic properties of adaptive designs for clinical trials with
delayed response 122-139
HUBER, PETER J. Comment on “What is a statistical model?” by
Peter McCullagh 1289-1292
JIANG, JIMING, LAHIRI, P. AND WAN, SHU-MEI. A unified
jackknife theory for empirical best prediction with M-estimation 1782-1810
JIANG, WENXIN. On weak base hypotheses and their implications
for boosting regression and classification 51-73
JONES, M. C., PARK, B. U. AND KIM, W. C. On local likelihood
density estimation 1480-1495
JUDITSKY, ANATOLI AND NEMIROVSKI, ARKADI. On nonpara-
metric tests of positivity/monotonicity/convexity 498-527
KALMAN, RUDOLF. Comment on “What is a statistical model?” by
Peter McCullagh 1292-1294
KEMPERMAN, J. H. B., SACKROWITZ, HAROLD AND COHEN,
ARTHUR. On the bias in estimating genetic length and other
quantities in simplex constraimnoededls ..................-. 202-219
KIM, W. C., JONES, M. C. AND PARK, B. U. On local likelihood
density estimation 1480-1495
KOLTCHVI. ANNDS PKANCIHENIKO,, D. Empirical margin dis-
tributions and boundintgh e generalization erorf ocomrbin ed
NG Ad sn txinch satan ps0 ese sania s deeeeeheamasids 1-50
LAHIRI, P., WAN, SHU-MEI AND JIANG, JIMING. A unified
jackknife theory for empirical best prediction with M -estimation 1782-1810
LAREDO, CATHERINE, NUSSBAUM, MICHAEL AND GENON-
CATALOT, VALENTINE. Asymptotic equivalence of estimat-
ing a Poisson intensity and a positive diffusion drift 731-753
LEDOIT, OLIVIER AND WOLF, MICHAEL. Some hypothesis tests
for the covariance matrix when the dimension is large compared
to the sample size 1081-1102
LEPSKI, O. AND HOFFMANN, M. Random rates in anisotropic
regression 325-358
LEPSKI, O. AND HOFFMANN, M._Rejoinder 390-396
LETAC, GERARD, BAR-LEV, SHAUL K. AND BSHOUTY, DAOUD.
Normal, gamma and inverse-Gaussian are the only NEFs where
the bilateral UMPU and GLR tests coincide
Li, BING, CHIAROMONTE, FRANCESCA AND COOK, R. DENNIS.
Sufficient dimension reduction in regressions with categorical
RAR Te: 5e ne ca lnn nv MENT Kalo SME RS OAS AOE 475-497
Vill INDEX
Li, BING AND COOK, R. DENNIS. Dimension reduction for condi-
tional mean in regression 455-474
Li, HENG. Modeling through group invariance: An interesting
example with potential applications ....................00005 1069-1080
Li, RUNZE AND FAN, JIANQING. Variable selection for Cox’s
proportional hazards model and frailty model 74-99
Lil, KEH-SHIN AND ROSENBLATT, MURRAY. Spectral analysis for
RAE IIE 0) 5 snk cate eh cases 258-297
LIN, YI AND BROWN, LAWRENCE D. _ Discussion of “Random
rates in anisotropic regression,’ by M. Hoffmann and
O. Lepski 363-370
Low, MARK G., ZHANG, CUN-HUI, BROWN, LAWRENCE D. AND
CAI, T. TONY. Asymptotic equivalence theory for nonpara-
metric regression with random design 688-707
MCCULLAGH, PETER. What isa statistical model?.............. 1225-1267
MCCULLAGH, PETER. Rejoinder 1300-1310
MENG, XIAO-LI AND ZASLAVSKY, ALAN M. _ Single observation
IIE oss ds di isin ean sine dade tieonenne 1345-1375
MIELNICZUK, JAN AND WU, WEI BIAO. Kernel density estima-
tion for linear processes...... 1441-1459
MIZERA, IVAN. On depth and deep points: A calculus 1681-1736
NEMIROVSKI, ARKADI AND JUDITSKY, ANATOLI. On nonpara-
metric tests of positivity/monotonicity/convexity 498-527
NUSSBAUM, MICHAEL, GENON-CATALOT, VALENTINE AND
LAREDO, CATHERINE. Asymptotic equivalence of estimating
a Poisson intensity and a positive diffusion drift
PAINDAVEINE, DAVY AND HALLIN, MARC. Optimal tests for
multivariate location based on interdirections and pseudo-
OR eT ae ROE Tree a ten 1103-1133
PANCHENKO, D. AND KOLTCHINSKII, V. Empirical margin dis-
tributions and bounding the generalization error of combined
a iss Sires donk ws kon Neuen eek bees diss enaes ae 1-50
PARK, B. U., KIM, W. C. AND JONES, M. C. On local likelihood
density estimation 1480-1495
PARK, BYEONG U. AND HALL, PETER. New methods for bias
correction at endpoints and boundaries 1460-1479
PENG, LIANG, TAJVIDI, NADER AND HALL, PETER. Effect of
extrapolation on coverage accuracy of prediction intervals
computed from Pareto-type data 875-895
PICARD, D., TSYBAKOV, A. B., CAVALIER, L. AND GOLUBEV,
843-874
G.K. Oracle inequalities for inverse problems
INDEX
PICARD, DOMINIQUE AND TRIBOULEY, KARINE. _ Discussion of
“Random rates in anisotropic regression,” by M. Hoffmann and
374-378
PINCUS, STEVE. Comment on “What is a statistical model?” by
Peter McCullagh 1294-1296
RAO, J. N. K. AND WANG, QIHUA. Empirical likelihood-based
inference under imputation for missing response data 896-924
REGAZZINI, EUGENIO, GUGLIELMI, ALESSANDRA AND
Di NUNNO, GIULIA. Theory and numerical analysis for ex-
act distributions of functionals of a Dirichlet process 1376-1411
REID, N. AND FRASER, D. A. S. Comment on “What is a statisti-
cal model?” by Peter McCullagh 1283-1286
RICHARDSON, THOMAS AND SPIRTES, PETER. Ancestral graph
EEE TOE CL COL LETTER COUTURE RTT TCE 962-1030
ROSENBERG, DINAH, SOLAN, EILON AND VIEILLE, NICOLAS.
Blackwell optimality in Markov decision processes with partial
observation 1178-1193
ROSENBERGER, WILLIAM F., BAI, Z. D. AND HU, FEIFANG.
Asymptotic properties of adaptive designs for clinical trials with
delayed response
ROSENBLATT, MURRAY AND LII, KEH-SHIN. Spectral analysis
ee PARE Oe PPOROROES oo os co isn keds eretswesevedse sos u
ROTERS, M. AND FINNER, H. Multiple hypotheses testing and
CHOCO MEL OF THE TD CRTONS 6 65 oe i ccc ee cdewiecss 220-238
RUDAS, TAMAS AND BERGSMA, WICHER P. Marginal models for
categorical data 140-159
SACKROWITZ, HAROLD, COHEN, ARTHUR AND KEMPERMAN,
J. H. B. On the bias in estimating genetic length and other
quantities in simplex constrained models .................... 202-219
SALIBIAN-BARRERA, MATIAS AND ZAMAR, RUBEN _ H.
Bootstrapping robust estimates of regression
SARKAR, SANAT K. Some results on false discovery rate in
stepwise multiple testing procedures ....................005-
SCHWEINSBERG, JASON AND HOBERT, JAMES P. Conditions for
recurrence and transience of a Markov chain on Zt and
estimation of a geometric success probability
SOLAN, EILON, VIEILLE, NICOLAS AND ROSENBERG, DINAH.
Blackwell optimality in Markov decision processes with partial
observation 1178-1193
SPIRTES, PETER AND RICHARDSON, THOMAS. Ancestral graph
IR cris gales pSews 1h os cae RES Lae eR ee 962-1030