The Annals of Statistics 2004: Vol 32 Table of Contents

2004·2.3 MB·English

CONTENTS OF VOLUME 32
The 2002 Wald Memorial Lectures
BREIMAN, LEO. Population theory for boosting ensembles .......
Articles
ABRAHAM, CHRISTOPHE AND CADRE, BENOIT. Asymptotic glo-
bal robustness in Bayesian decision theory 1341-1366
AERTS, MARC, CLAESKENS, GERDA AND HART, JEFFREY D.
Bayesian-motivated tests of function fit and their asymptotic
SUDRIIES NII soins 0h sake Rae ewaaaies een 2580-2615
AIiT-SAHALIA, YACINE AND MYKLAND, PER A. Estimators of
diffusions with randomly spaced discrete observations: A gen-
eral theory 2186-2222
BAILEY, R. A. AND DRUILHET, P. Optimality of neighbor-
balanced destgns for total COCtS ..... ... 26s ceccsvveseceeesces 1650-1661
BARAUD, YANNICK. Confidence balls in Gaussian regression .... 528-551
BARBIERI, MARIA MADDALENA AND BERGER, JAMES O._ Opti-
mal predictive model selection 870-897
BARMI, HAMMOU EL AND MUKERJEE, HARI. Consistent estima-
tion of distributions with type II bias with applications in com-
PRUNE TREE CIN osc ss escasenicieescnenvgieedkuen ee 245-267
BARTLETT, PETER L., JORDAN, MICHAEL I. AND MCAULIFFE,
JON D. Discussion of boosting papers 85-9|
BERAN, RUDOLF. Hybrid shrinkage estimators using penalty bases
for the ordinal one-way layout 2532-2558
BERGER, JAMES O. AND BARBIERI, MARIA MADDALENA.__ Opti-
mal predictive model selection 870-897
BERGER, JAMES O. AND PERICCHI, LUIS R. Training samples in
objective Bayesian model selection 841-869
BERKES, ISTVAN AND HORVATH, LAJOS. The efficiency of the
estimators of the parameters in GARCH processes 633-655
BICKEL, PETER J. AND RITOV, YA’ACOV. Discussion of boosting
MR i 63 ais anaenginiees <kmeaoaaaes ee ed as gona ances taeen 91-96
BROWN, LAWRENCE D., CARTER, AND®EW V., LOW, MARK G.
AND ZHANG, CUN-HUI. Equivaience theory for density esti-
mation, Poisson processes and Gaussian white noise with drift 2074-2097
BROWN, LAWRENCE D. AND LIN, Yi. Statistical properties of the
method of regularization with periodic Gaussian reproducing
1723-1743
BUHLMANN, PETER AND YU, BIN. Discussion of boosting papers 96-101
BULUTCGLU, DURSUN A. AND CHENG, CHING-SHUI. Construc-
tion of E(.~)-optimal suversaturated designs 1662-1678
lll
IV INDEX
BUNEA, FLORENTINA. Consistent covariate selection and post
model selection inference in semiparametric regression 898-927
BUTLER, RONALD W. AND WooD, ANDREW T. A. _ Saddlepoint
approximation for moment generating functions of truncated
IRIE Ee ee OT Te eT TE re ee 2712-2730
CADRE, BENOIT AND ABRAHAM, CHRISTOPHE. Asymptotic glo-
bal robustness in Bayesian decision theory 1341-1366
Cal, T. TONY AND Low, MARK G._ Minimax estimation of linear
functionals over nonconvex parameter spaces ................
CAI, T. TONY AND LOW, MARK G. An adaptation theory for
nonparametric confidence intervals... .........0cccseescccces 1805-1840
CARTER, ANDREW V., LOW, MARK G., ZHANG, CUN-HUI AND
BROWN, LAWRENCE D._ Equivalence theory for density esti-
mation, Poisson processes and Gaussian white noise with drift 2074-2097
CARTER, ANDREW AND POLLARD, DAVID. Tusnady’s inequality
revisited 2731-2741
CATOR, ERIC A. On the testability of the CAR assumption 1957-1980
CHAN, GRACE AND WOOD, ANDREW T. A. _ Estimation of fractal
dimension for a class of non-Gaussian stationary processes and
SE icon nucle ean p meee nkeean atid eee eRe eme 1222-1260
CHEN, KANI. Statistical estimation in the proportional hazards
Tee er err eer re eee cee 1513-1532
CHENG, CHING-SHUI AND BULUTOGLU, DURSUN A. _ Construc-
tion of E(s*)-optimal supersaturated designs 1662-1678
CHENG, SHAO-WEI AND YE, KENNY Q. Geometric isomorphism
and minimum aberration for factorial designs with quantitative
SD Lee TCE, PEE OR EE ITT See oe 2168-2185
CHOPIN, NICOLAS. Central limit theorem for sequential Monte
Carlo methods and its application to Bayesian inference 2385-2411
CLAESKENS, GERDA, HART, JEFFREY D. AND AERTS, MARC.
Bayesian-motivated tests of function fit and their asymptotic
I 5 iG coe craewnds where peewee nk male ame 2580-2615
CooK, R. DENNIS. Testing predictor contributions in sufficient
dimension reduction 1062-1092
CooK, R. DENNIS AND LI, BING. Determining the dimension of
iterative Hessian transformation 2501-2531
Copas, JOHN B. AND LU, GUOBING. Missing at random, likeli-
hood ignorability and model completeness................... 754-765
Cul, HENGJIAN, HE, XUMING AND ZUO, YIJUN. On the Stahel-
Donoho estimator and depth-weighted means of multivariate
167-188
INDEX
CUI, HENGJIAN, YOUNG, DENNIS AND ZUO, YUJUN. Influence
function and maximum bias of projection depth based estimators 189-218
DAS, KALYAN, JIANG, JIMING AND RAO, J. N. K. Mean squared
erorf eompirric al predictor 818-840
DAVIES, P. LAURIE AND KOVAC, ARNE. _ Densities, spectral densi-
ties and modality 1093-1136
DAWID, A. PHILIP AND GRUNWALD, PETER D. Game theory,
maximum entropy, minimum discrepancy and robust Bayesian
decision theory 1367-1433
DETTE, HOLGER, MELAS, VIATCHESLAV B. AND PEPELYSHEV,
ANDREY. Optimal designs for a class of nonlinear regression
models 2142-2167
DONOHO, DAVID AND JIN, JIASHUN. Higher criticism for detect-
ing sparse heterogeneous mixtures ..................0000e0e e 962-994
Douc, RANDAL, MOULINES, ERIC AND RYDEN, TOBIAS. As-
ymptotic properties of the maximum likelihood estimator in au-
toregressive models with Markov regime 2254-2304
DRUILHET,P . AND BAILEY, R. A. Optimality of neighbor-
baldesaignns focr toetal deffe cts. ....0c. sn.ee.ccc.vcc.es.wen e 1650-1661
EFROMOVICH, SAM. Density estimfoar btiaiseod dnat a 1137-1161
EFRON, BRADLEY, HASTIE, TREVOR, JOHNSTONE, IAIN
TIBSHIRANI, ROBERT. Least angle regression 407-451
EFRON, BRADLEY, HASTIE, TREVOR, JOHNSTONE, IAIN AND
TIBSHIRANI, ROBERT. Rejoinder 494-499
EMOND, MARY, WELLNER, JON A. AND NAN, BIN. _ Information
bounds for Cox regression models with missing data 723-753
FAN, JIANQING AND PENG, HENG. Nonconcave penalized likeli-
hood with a diverging number of parameters ................. 928-961
FAN, JIANQING AND ZHANG, JIAN. Sieve empirical likelihood
ratio tests for nonparametric functions.................00000e 1858-1907
FINE, JASON P., KOSOROK, MICHAEL R. AND LEE, BEE LENG.
Robust inference for univariate proportional hazards frailty
regression models 1448-1491
FREUND, YOAV, MANSOUR, YISHAY AND SCHAPIRE, ROBERT E.
eneralization bounds for averaged classifiers 1698-1722
FREUND, YOAV AND SCHAPIRE, ROBERT E. Discussion of boost-
Io oktas ish icnitReieGxisakiaeseae 113-117
FRIEDMAN, JEROME, HASTIE, TREVOR, ROSSET, SAHARON, TIB-
SHIRANI, ROBERT AND ZHU, JI. Discussion of boosting
BIE Saco 5 jolt stk essere acts te ala aca anee ke me oa ioe a 102-107
Vi INDEX
FUH, CHENG-DER. Asymptotic operating characteristics of an
optimal change point detection in hidden Markov models
GENOVESE, CHRISTOPHER AND WASSERMAN, LARRY. A sto-
chastic process approach to false discovery control 1035-1061
GIGLIO, BEATRICE AND WYNN, HENRY P. Monomial ideals and
the Scarf complex for cohsyesterms ien rneliatbili ty theory.... 1289-1311
GOBET, EMMANUEL, HOFFMANN, MARC AND REI, MARKUS.
Nonparametric estimaotfi scoanla r diffusions based on low
frequency data 2223-2253
GOLDENSHLUGER, ALEXANDER AND ZEEVI, ASSAF. The Hough
transform estimator 1908-1932
GRUNWALD, PETER D. AND DAWID, A. PHILIP. Game theory,
maximum entropy, minimum discrepancy and robust Bayesian
decision theory 1367-1433
HALL, PETER, MINNOTTE, MICHAEL C. AND ZHANG, CHUN-
MING. Bump hunting with non-Gaussian kernels 2124-2141
HALL, PETER AND OOI, HONG. Attributing a probability to the
shape Of & pOObEDERy Gensily . ..... - 05 cece ds ee vekavsseces 2098-2123
HALL, PETER AND PENEV, SPIRIDON. Wavelet-based estimation
Pe ee IN CIES. os hs Sis eke een ee 1933-1956
HALLIN, MARC, LU, ZUDI AND TRAN, LANH T._ Local linear
spatial regression 2469-2500
HALLIN, MARC AND PAINDAVEINE, DAVY. Rank-based optimal
tests of the adequacy of an elliptic VARMA model............ 2642-2678
HAN, DONG AND TSUNG, FUGEE. A generalized EWMA control
chart and its comparison with the optimal EWMA, CUSUM and
ee NN 5 55g hi 5s's BAS awd 3G ONS *k ane n See sae Gwen bme: 316-339
HART, JEFFREY D., AERTS, MARC AND CLAESKENS, GERDA.
Bayesian-motivatteesdt s of function fit and their asymptotic
I oi 5 5 se ais x5: Rika tke Behn kee eR een 2580-2615
HASTIE, TREVOR, JOHNSTONE, IAIN, TIBSHIRANI, ROBERT AND
EFRON, BRADLEY. Least angle regression 407-451
HASTIE, TREVOR, JOHNSTONE, IAIN, TIBSHIRANI, ROBERT AND
494-499
EFRON, BRADLEY. Rejoinder
HASTIE, TREVOR, ROSSET, SAHARON, TIBSHIRANI, ROBERT,
ZHU, JI AND FRIEDMAN, JEROME. Discussion of boosting
BN Gos stsis achsarwn dnc ant 102-107
HE, XUMING, ZUO, YIJUN AND CUI,
Donoho estanid dmeptha-wetighoted rmea ns of multivariate
167-188
INDEX
HENNIG, CHRISTIAN. Breakdown points for maximum likelihood
estimators of location—scale mixtures................000000ee 1313-1340
HOBERT, JAMES P. AND JONES, GALIN L. Sufficient burn-in for
Gibbs samplers for a hierarchical random effects model 784-817
HOFFMANN, MARC, REI®b, MARKUS AND GOBET, EMMANUEL.
Nonparametric estimation of scalar diffusions based on low
2223-2253
frequency data
HOROWITZ, JOEL L. AND MAMMEN, ENNO. Nonparametric esti-
mation of an additive model with a link function.............. 2412-2443
HORVATH, LAJOS AND BERKES, ISTVAN. The efficiency of the
estimators of the parameters in GARCH processes 633-655
HU, FEIFANG AND ZHANG, LI-XIN. Asymptotic properties of
doubly adaptive biased coin designs for multitreatment clinical
NN sais ins hasan nice ee habs eee ake eee oe eee 268-301
HUANG, TZEE-MING. Convergence rates for posterior distributions
and adaptive estimation 1556-1593
HUNTER, DAVID R. MM algorithms for generalized Bradley—Terry
384406
ING, CHING-KANG. Selecting optimal multistep predictors for
autoregressive processes of unknown order .................. 693-722
ISHWARAN, HEMANT. _ Discussion 452-458
JENSEN, S@REN TOLVER AND MADSEN, JESPER. Estimation
of proportional covariances in the presence of certain linear
219-232
restrictions ..
JIANG, JIMING, RAO, J. N. K. AND DAS, KALYAN. Mean squared
error of empirical predictor 818-840
JIANG, WENXIN. Process consistency for AdaBoost 13-29
JIANG, WENXIN. Rejoinder 117-124
JIN, JIASHUN AND DONOHO, DAviD. Higher criticism for detect-
ing sparse heterogeneous migtures ith geaaiae wane keen 962-994
JING, BING-YI, SHAO, QI-MaN AND ZHOU, WANG. Saddle-
point approximation for Sisdent’s t-statistic with no moment
COMPNIONE 6.0 cess teres: : 2679-2711
JOHNSON, VALENE. A Bayes gn x~ test for goodness-of-fit 2361-2384
JOHNSTONE, IAIN M. AND RAIGIONDO, MARC. Periodic boxcar
deconvolution and Diophan*4ne approximation 1781-1804
JOHNSTONE, IAIN M. AND SIL¥ERMAN, BERNARD W. Needles
and straw in haystacks: Emirical Bayes estimates of possibly
sparse sequences .......... E 2 tdin Seach dial tee a eee cars 1594-1649
JOHNSTONE, IAIN, TIBSHIRANI{ ROBERT, EFRON, BRADLEY AND
HASTIE, TREVOR. Least angle regression 407-451
S
Vili INDEX
JOHNSTONE, IAIN, TIBSHIRANI, ROBERT, EFRON, BRADLEY AND
494-499
HASTIE, TREVOR. Rejoinder
JONES, GALIN L. AND HOBERT, JAMES P. Sufficient burn-in for
Gibbs samplers for a hierarchical random effects model 784-817
JORDAN, MICHAEL I., MCAULIFFE, JON D. AND BARTLETT,
PETER L. Discussion of boosting papers 85-9]
KHMALADZE, ESTATE V. AND KOUL, HIRA L. Martingale trans-
forms goodness-of-fit tests in regression models .............. 995-1034
KIM, JAE KWANG. Finite sample properties of multiple imputation
I oo oeag, vis cuoyrats'vo-elols Wie oa’ We eb le.O ie eis a qerten, oa aie, Ooer erecee e AF 766-783
KIM, YONGDAI AND LEE, JAEYONG. A Bernstein—von Mises
theorem in the nonparametric right-censoring model 1492-1512
KNIGHT, KEITH. Discussion 458-460
KOLACZYK, ERIC D. AND NOWAK, ROBERT D. Multiscale likeli-
hood analysis and complexity penalized estimation 500-527
KOLTCHINSKII, VLADIMIR. Discussion of boosting papers....... 107-113
KOLTCHINSKII, VLADIMIR AND YU, BIN. Three papers on boost-
ing: An introduction 12
KOMAKI, FUMIYASU. Simultaneous prediction of independent
1744-1769
ERIS ONEPECIEISED VRIES S570 or5 us iin cyof asiagehie ¥ Orsi wleiere eave osetia ween
KOSOROK, MICHAEL R., LEE, BEE LENG AND FINE, JASON P.
Robust inference for univariate proportional hazards frailty
regression models 1448-1491
Kou, S.C. From finite sample to asymptotics: A geometric bridge
for selection criteria in spline regression 2444-2468
KOUL, HIRA L. AND KHMALADZE, ESTATE V. Martingale trans-
forms goodness-of-fit tests in regression models .............. 995-1034
KOVAC, ARNE AND DAVIES, P. LAURIE. Densities, spectral densi-
ties and modality 1093-1136
LAHIRI, SOUMENDRA N. AND NORDMAN, DANIEL J. On optimal
spatial subsample size for variance estimation 1981-2027
LANG, JOSEPH B. Multinomial—Poisson homogeneous models for
I 5 ok 5 ok is dic ceive eg ca Sew ends sao eI 340-383
LEE, BEE LENG, FINE, JASON P. AND KOSOROK, MICHAEL R.
Robust inference for univariate proportional hazards frailty
regression models 1448-1491
LEE, JAEYONG AND KIM, YONGDAI. A Bernstein—von Mises
theorem in the nonparametric right-censoring model 1492-1512
Li, BING AND COOK, R. DENNIS. Determining the dimension of
iterative Hessian transformation 2501-2531
INDEX
LIN, YI AND BROWN, LAWRENCE D. Statistical properties of the
method of regularization with periodic Gaussian reproducing
kernel 1723-1743
LOUBES, JEAN-MICHEL AND MASSART, PASCAL. _ Discussion... 460-465
Low, MARK G. AND CAI, T. TONY. Minimax estimation of linear
functionals over nonconvex parameter spaces ................ 52-576
Low, MARK G. AND CAI, T. TONY. An adaptation theory for
nonparametric confidence intervals....................00000: 1805-1840
Low, MARK G., ZHANG, CUN-HUI, BROWN, LAWRENCE D.
AND CARTER, ANDREW V._ Equivalence theory for density
estimation, Poisson processes and Gaussian white noise with
2074-2097
LU, GUOBING AND CoPAS, JOHN B. Missing at random, likeli-
hood ignorability and model completeness ................... 754-765
Lu, ZUDI, TRAN, LANH T. AND HALLIN, MARC. Local linear
spatial regression 2469-2500
LUATI, ALESSANDRA. Maximum Fisher information in mixed state
CR CIN i555 5 ha chi dhs A RS Ge Re 1770-1779
LUGOSI, GABOR AND VAYATIS, NICOLAS. On the Bayes-risk
consistency of regularized boosting methods ................. 30-55
LUGOSI, GABOR AND VAYATIS, NICOLAS. Rejoinder 124-128
LuGOSI, GABOR AND WEGKAMP, MARTEN. Complexity regular-
ization via localized random penalties ..................00005 1679-1697
MADIGAN, DAVID AND RIDGEWAY, GREG. Discussion 465-469
MADSEN, JESPER AND JENSEN, S@REN TOLVER. Estimation
of proportional covariances in the presence of certain linear
restrictions 219-232
MAMMEN, ENNO AND HOROWITZ, JOEL L. Nonparametric esti-
mation of an additive model with a link function.............. 2412-2443
MANSOUR, YISHAY, SCHAPIRE, ROBERT E. AND FREUND, YOAV.
Generalization bounds for averaged classifiers 1698-1722
MARINUCCI, DOMENICO AND PICCIONI, MAURO. The empirical
process on Gaussian spherical harmonics 1261-1288
MASSART, PASCAL AND LOUBES, JEAN-MICHEL. Discussion... 460-465
MCAULIFFE, JON D., BARTLETT, PETER L. AND JORDAN,
MICHAEL I. Discussion of boosting papers ................ 85-9]
MELAS, VIATCHESLAV B., PEPELYSHEV, ANDREY AND DETTE,
HOLGER. Optimal designs for a class of nonlinear regression
models 2142-2167
MERCURIO, DANILO AND SPOKOINY, VLADIMIR. _ Statistical in-
ference for time-inhomogeneous volatility models 577-602
INDEX
MINNOTTE, MICHAEL C., ZHANG, CHUNMING AND HALL, PE-
TER. Bump hunting with non-Gaussian kernels 2124-2141
MOULINES, ERIC, RYDEN, TOBIAS AND Douc, RANDAL. As-
ymptotic properties of the maximum likelihood estimator in au-
toregressive models with Markov regime 2254-2304
MOUSTAKIDES, GEORGE V. Optimality of the CUSUM procedure
in continuous time 302-315
MUKERJEE, HARI AND BARMI, HAMMOU EL. Consistent estima-
tion of distributions with type II bias with applications in com-
a NN IIR, 5c yy pes ewe bes 6 RAN SERENE es 245-267
MYKLAND, PER A. AND AIT-SAHALIA, YACINE. Estimators of
diffusions with randomly spaced discrete observations: A gen-
2186-2222
eral theory
NAITO, KANTA. Semiparametric density estimation by local
| Ee eee ne ee eee er ery eee ry: Feet 1162-1191
NAN, BIN, EMOND, MARY AND WELLNER, JON A. __ Information
723-753
bounds for Cox regression models with missing data
NIETO-BARAJAS, LUIS E., PRUNSTER, IGOR AND WALKER,
STEPHEN G. Normalized random measures driven by increas-
ing additive processes 2343-2360
NOBILE, AGOSTINO. On the posterior distribution of the number of
components in a finite mixture 2044—2073
NORDMAN, DANIEL J. AND LAHIRI, SOUMENDRA N._ On optimal
spatial subsample size for variance estimation 1981-2027
NOWAK, ROBERT D. AND KOLACZYK, ERIC D. Multiscale likeli-
hood analysis and complexity penalized estimation 500-527
Oo!l, HONG AND HALL, PETER. Attributing a probability to the
shape of a probability density 2098-2123
PAINDAVEINE, DAVY AND HALLIN, MARC. _ Rank-based optimal
tests of the adequacy of an elliptic VARMA model............ 2642-2678
PENEV, SPIRIDON AND HALL, PETER. Wavelet-based estimation
a ee 1933-1956
PENG, HENG AND FAN, JIANQING. Nonconcave penalized likeli-
hood with a diverging number of parameters ................. 928-961
PENG, LIANG. Enmpirical-likelihood-based confidence interval for
the mean with a heavy-tailed distribution 1192-1214
PEPELYSHEV, ANDREY, DETTE, HOLGER AND MELAS, VIATCH-
ESLAV B. Optimal designs for a class of nonlinear regression
models 2142-2167
PERICCHI, LUIS R. AND BERGER, JAMES O._ Training samples in
objective Bayesian model selection 841-869
INDEX
PHILLIPS, PETER C. B. AND SHIMOTSU, KATSUMI. Local Whittle
estimation in nonstationary and unit root cases 656-692
PICCIONI, MAURO AND MARINUCCI, DOMENICO. The empirical
process on Gaussian spherical harmonics 1261-1288
POLLARD, DAVID AND CARTER, ANDREW. Tusnady’s inequality
revisited 2731-2741
PRUNSTER, IGOR, WALKER, STEPHEN G. AND NIETO-BARAJAS,
Luis E. Normalized random measures driven by increasing
additive processes 2343-2360
RAIMONDO, MARC AND JOHNSTONE, IAIN M._ Periodic boxcar
deconvolution and Diophantine approximation 1781-1804
RAO, J. N. K., DAS, KALYAN AND JIANG, JIMING. Mean squared
erorf eompirric al predictor 818-840
REIB, MARKUS, GOBET, EMMANUEL AND HOFFMANN, MARC.
Nonparametric estimation of scalar diffusions based on low
frequency data 2223-2253
RIDGEWAY, GREG AND MADIGAN, DAVID. 465-469
RITOV, YA’ACOV AND BICKEL, PETER J. Discussion of boosting
POLS ose. ci5 5.5 cle oako h ane ois ware Gis I AIS Stele, ena ores 91-96
ROSENBERG, DINAH, SOLAN, EILON AND VIEILLE, NICOLAS.
Approximating a sequence of observations by a simple process 2742-2775
ROSSET, SAHARON, TIBSHIRANI, ROBERT, ZHU, JI, FRIEDMAN,
JEROME AND HASTIE, TREVOR. Discussion of boosting
pM a oles na Sade ace aore al evel ohg ea lSa aly aew d GES hd Seal vera OD 102-107
ROSSET, SAHARON AND ZHU, JI. Discussion 469-475
RYDEN, TOBIAS, Douc, RANDAL AND MOULINES, ERIC. As-
ymptotic properties of the maximum likelihood estimator in au-
toregressive models with Markov regime 2254-2304
SALIBIAN-BARRERA, MATIAS AND ZAMAR, RUBEN H. Uniform
asymptotics for robust location estimates when the scale is
unknown 1434-1447
SCHAPIRE, ROBERT E. AND FREUND, YOAV. Discussion of boost-
I ss 5.5 ccs wis 1 aes Ga een eA eas Ke 113-117
SCHAPIRE, ROBERT E., FREUND, YOAV AND MANSOUR, YISHAY.
Generalization bounds for averaged classifiers 1698-1722
SCHICK, ANTON AND WEFELMEYER, WOLFGANG. Estimating
invlaaws rof liineaar pnroctess es by U- statistics 603-632
SHAO, QI-MAN, ZHOU, WANG AND JING, BING-YI. Saddle-
point approximation for Student’s f-statistic with no moment
COMIN a5 5 oa ao Sich Ree AR eee 2679-2711
Xii INDEX
SHIMODAIRA, HIDETOSHI. Approximately unbiased tests of re-
gions using multistep-multiscale bootstrap resampling 2616-2641
SHIMOTSU, KATSUMI AND PHILLIPS, PETER C. B. Local Whittle
estimation in nonstationary and unit root cases 656-692
SILVERMAN, BERNARD W. AND JOHNSTONE, IAIN M. Needles
and straw in haystacks: Empirical Bayes estimates of possibly
1594-1649
sparse sequences aw eA Waka gigicks BaeT ew we bk Ol WY Ee: aOR RDET OE ARR wa rece
SOLAN, EILON, VIEILLE, NICOLAS AND ROSENBERG, DINAH.
2742-2775
Approximating a sequence of observations by a simple process
SPOKOINY, VLADIMIR AND MERCURIO, DANILO. _ Statistical in-
ference for time-inhomogeneous volatility models 577-602
STINE, ROBERT A. Discussion 475-48|
TIBSHIRANI, ROBERT, EFRON, BRADLEY, HASTIE, TREVOR AND
JOHNSTONE, IAIN. Least angle regression 407-451
TIBSHIRANI, ROBERT, EFRON, BRADLEY, HASTIE, TREVOR AND
JOHNSTONE, IAIN. Rejoinder 494-499
TIBSHIRANI, ROBERT, ZHU, JI, FRIEDMAN, JEROME, HASTIE,
TREVOR AND ROSSET, SAHARON. Discussion of boosting
DRRREP eete ere ime iG crtietot talcsek oats Gleie a preys ve.a leis miwiein pela ciampinne ae wo ae 102-107
TRAN, LANH T., HALLIN, MARC AND LU, ZUDI. Local linear
spatial regression 2469-2500
TSAO, MIN. Bounds on coverage probabilities of the empirical
likelihood ratio ComAdeNCe TEBIONS .. ... one cc cevesecenceces 1215-1221
TSUNG, FUGEE AND HAN, DONG. A generalized EWMA control
chart and its comparison with the optimal EWMA, CUSUM and
SEI tts cdi dau dew angels CeeN Lawes bea eS 316-339
TSYBAKOV, ALEXANDRE B. Optimal aggregation of classifiers in
er Te ee ee ee eee eee 135-166
TURLACH, BERWIN A. Discussion 481-490
VAYATIS, NICOLAS AND LUGOSI, GABOR. On the Bayes-risk
consistency of regularized boosting methods ................. 30-55
VAYATIS, NICOLAS AND LUGOSI, GABOR. Rejoinder 124-128
VIEILLE, NICOLAS, ROSENBERG, DINAH AND SOLAN, EILON.
2742-2775
Approximating a sequence of observations by a simple process
WALKER, STEPHEN. New approaches to Bayesian consistency ... 2028-2043
WALKER, STEPHEN G., NIETO-BARAJAS, LUIS E. AND PRUN-
STER, IGOR. Normalized random measures driven by increas-
ing additive processes 2343-2360
WANG, LIQUN. Estimation of nonlinear models with Berkson
ID sa. ace nad 0os sk cess inraes eee eves tana 2559-2579