Last update:
Wed Jan 15 05:46:48 MST 2025
Yu. K. Belyaev Kernel estimates of the hazard function
based on incomplete data . . . . . . . . 3--27
Abram Kagan Linearity of posterior mean for location
parameter families when sample size
equals one . . . . . . . . . . . . . . . 28--38
V. V. Kalashnikov Statistical estimates of transient
periods for regenerative models by the
coupling method . . . . . . . . . . . . 39--48
V. B. Nevzorov A characterization of exponential
distributions by correlations between
records . . . . . . . . . . . . . . . . 49--54
D. M. Chibisov Asymptotic optimality of the chi-square
test with large number of degrees of
freedom within the class of symmetric
tests . . . . . . . . . . . . . . . . . 55--82
V. G. Spokoiny Optimal design of regression experiments
with ARMA-errors . . . . . . . . . . . . 1--17
A. V. Goldenshluger and
B. T. Polyak Estimation of regression parameters with
arbitrary noise . . . . . . . . . . . . 18--29
V. I. Piterbarg and
M. Ya. Penskaya On asymptotic distribution of integrated
squared error of an estimate of a
component of a convolution . . . . . . . 30--41
H. Luschgy and
A. L. Rukhin Asymptotic properties of tests for a
class of diffusion processes: optimality
and adaptation . . . . . . . . . . . . . 42--51
A. Levine and
J. Liukkonen Asymptotic theory for $k$-permutations
of spacings . . . . . . . . . . . . . . 52--71
G. I. Ivchenko and
V. V. Lëvin Processes in discrete schemes (a
survey). I . . . . . . . . . . . . . . . 72--84
Yu. I. Ingster Asymptotically minimax hypothesis
testing for nonparametric alternatives.
I . . . . . . . . . . . . . . . . . . . 85--114
G. I. Ivchenko and
V. V. Lëvin Processes in discrete schemes (a
survey). II . . . . . . . . . . . . . . 115--129
Frits H. Ruymgaart A unified approach to inversion problems
in statistics . . . . . . . . . . . . . 130--146
V. I. Piterbarg and
Yu. N. Tyurin Testing for homogeneity of two
multivariate samples: a Gaussian field
on a sphere . . . . . . . . . . . . . . 147--164
N. K. Bakirov An extremal property of the binomial
distribution . . . . . . . . . . . . . . 165--170
Yu. I. Ingster Asymptotically minimax hypothesis
testing for nonparametric alternatives.
II . . . . . . . . . . . . . . . . . . . 171--189
Rolf Larsson The asymptotic distribution of a test
for the mean number of offspring in the
branching process with immigration . . . 190--205
V. K. Malinovski\u\i Asymptotic expansions in sequential
estimation of an autoregressive
parameter . . . . . . . . . . . . . . . 206--227
C. R. Rao and
L. C. Zhao Asymptotic normality of LAD estimator in
censored regression models . . . . . . . 228--239
\`E. V. Khmaladze and
Z. P. Tsigroshvili On polynomial distributions with a large
number of rare events . . . . . . . . . 240--247
G. I. Ivchenko and
V. V. Lëvin Errata: ``Processes in discrete schemes
(a survey). II'' . . . . . . . . . . . . 248--248
Yu. I. Ingster Asymptotically minimax hypothesis
testing for nonparametric alternatives.
III . . . . . . . . . . . . . . . . . . 249--268
Yu. I. Ingster Errata: ``Asymptotically minimax
hypothesis testing for nonparametric
alternatives. II'' [Math. Methods
Statist. \bf 2 (1993), no. 3, 171--189;
MR1257983 (95g:62101)] . . . . . . . . . 268--268
Yu. I. Ingster Errata: ``Asymptotically minimax
hypothesis testing for nonparametric
alternatives. I'' [Math. Methods
Statist. \bf 2 (1993), no. 2, 85--114;
MR1257978 (95g:62100)] . . . . . . . . . 268--268
Yu. D. Grigor'ev and
A. V. Ivanov Asymptotic expansions for quadratic
functionals of the least squares
estimator of a nonlinear regression
parameter . . . . . . . . . . . . . . . 269--294
Alain Le Breton About the averaging approach in Gaussian
schemes for stochastic approximation . . 295--315
T. Inglot and
W. C. M. Kallenberg and
T. Ledwina Asymptotic behavior of some bilinear
functionals of the empirical process . . 316--336
Lothar Heinrich Normal approximation for some mean-value
estimates of absolutely regular
tessellations . . . . . . . . . . . . . 1--24
L. Györfi and
I. Vajda and
E. van der Meulen Minimum Hellinger distance point
estimates consistent under weak family
regularity . . . . . . . . . . . . . . . 25--45
C. Radhakrishna Rao and
Rahul Mukerjee Tests based on score statistics: power
properties and related results . . . . . 46--61
Xiaodong Zheng Third-order correct bootstrap calibrated
confidence bounds for nonparametric mean 62--75
Richard D. Gill Glivenko--Cantelli for Kaplan--Meier . . 76--87
V. K. Malinovski\u\i Erratum: ``Asymptotic expansions in
sequential estimation of an
autoregressive parameter'' . . . . . . . 88--88
F. Coquet and
J. Mémin and
L. Vostrikova Rate of convergence in the functional
limit theorem for likelihood ratio
processes . . . . . . . . . . . . . . . 89--113
M. V. Boldin On median estimates and tests in
autoregressive models . . . . . . . . . 114--129
Soumendra Nath Lahiri On second order correctness of Efron's
bootstrap without Cramér-type conditions
in linear regression models . . . . . . 130--148
Shan Sun and
Martien C. A. van Zuijlen Limiting behavior of the perturbed
empirical distribution functions
evaluated at a random point under
dependence . . . . . . . . . . . . . . . 149--162
A. K. Gupta and
T. Varga Characterization of matrix variate
normality through conditional
distributions . . . . . . . . . . . . . 163--170
A. Schick On efficient estimation in regression
models with unknown scale functions . . 171--212
M. J. van der Laan Modified EM-estimator of the bivariate
survival function . . . . . . . . . . . 213--243
A. Le Breton and
A. A. Novikov Averaging for estimating covariances in
stochastic approximation . . . . . . . . 244--266
N. K. Bakirov Testing of nonparametric hypotheses for
multivariate data . . . . . . . . . . . 267--278
M. V. Boldin and
Yu. N. Tyurin On nonparametric sign procedures for
autoregression models . . . . . . . . . 279--305
P. Barbe Limiting distribution of the minimal
spacing . . . . . . . . . . . . . . . . 306--325
M. Sherman Asymptotic normality for a general
statistic from a random field . . . . . 326--345
G. I. Ivchenko and
S. A. Khonov Maximum likelihood estimation for a
stratified finite population . . . . . . 346--361
D. Ferger Asymptotic distribution theory of
change-point estimators and confidence
intervals based on bootstrap
approximation . . . . . . . . . . . . . 362--378
J. Beirlant and
D. M. Mason On the asymptotic normality of $ L_p
$-norms of empirical functionals . . . . 1--19
S. van de Geer The method of sieves and minimum
contrast estimators . . . . . . . . . . 20--38
Z. Shi On the uniform Bahadur--Kiefer
representation . . . . . . . . . . . . . 39--55
C. O. Wu Minimax kernel density estimators with
length biased data . . . . . . . . . . . 56--80
C. R. Rao and
L. C. Zhao Convergence theorems for empirical
cumulative quantile regression functions 81--91
D. Bshouty On a characterization of variance
functions of natural exponential
families . . . . . . . . . . . . . . . . 92--98
L. Mattner Mean unbiased medians, median unbiased
means, and symmetric random walks . . . 99--105
T. Cacoullos and
V. Papathanasiou A generalization of covariance identity
and related characterizations . . . . . 106--113
J. Pfanzagl On local and global asymptotic normality 115--136
M. H. Neumann and
V. G. Spokoiny On the efficiency of wavelet estimators
under arbitrary error distributions . . 137--166
V. E. Bening A formula for deficiency: one sample
$L$- and $R$-tests. I . . . . . . . . . 167--188
M. Aerts and
N. Veraverbeke Bootstrapping a nonparametric polytomous
regression model . . . . . . . . . . . . 189--200
S. S. Ralescu Strong approximation theorems for
integrated kernel quantiles . . . . . . 201--215
E. Liebscher Strong convergence of sums of $ \phi
$-mixing random variables . . . . . . . 216--229
N. Papadatos and
V. Papathanasiou Distance in variation and a Fisher-type
information . . . . . . . . . . . . . . 230--237
O. V. Lepski\u\i and
V. G. Spokoiny Local adaptation to inhomogeneous
smoothness: resolution level . . . . . . 239--258
E. N. Belitser and
B. Y. Levit On minimax filtering over ellipsoids . . 259--273
V. E. Bening A formula for deficiency: one-sample
$L$- and $R$-tests. II . . . . . . . . . 274--293
G. I. Ivchenko and
Sh. A. Mirakhmedov Large deviations and intermediate
efficiency of decomposable statistics in
a multinomial scheme . . . . . . . . . . 294--311
A. V. Nagaev Asymptotics of the Bayes risk in
discrimination between normal and
uniform location-scale families . . . . 312--333
M. Mashayekhi On symmetrization of product measures 334--343
J.-P. Dion and
N. M. Yanev Central limit theorem for martingales in
BGWR branching processes with some
statistical applications . . . . . . . . 344--358
C. R. Rao and
L. C. Zhao Correction: ``Convergence theorems for
empirical cumulative quantile regression
functions'' . . . . . . . . . . . . . . 359--359
Subhashis Ghosal and
Tapas Samanta Asymptotic behaviour of Bayes estimates
and posterior distributions in
multiparameter nonregular cases . . . . 361--388
A. Tartakovsky Asymptotic properties of CUSUM and
Shiryaev's procedures for detecting a
change in a nonhomogeneous Gaussian
process . . . . . . . . . . . . . . . . 389--404
Ph. E. Cheng and
Zhidong Bai Optimal strong convergence rates in
nonparametric regression . . . . . . . . 405--420
V. D. Konakov and
V. I. Piterbarg High level excursions of Gaussian fields
and the weakly optimal choice of the
smoothing parameter. I . . . . . . . . . 421--434
M. V. Boldin On nonparametric sign tests in
multiparameter autoregression . . . . . 435--448
K. M. Abadir The joint density of two functionals of
Brownian motion . . . . . . . . . . . . 449--462
M. Jan\vzura and
P. Lachout A central limit theorem for stationary
random fields . . . . . . . . . . . . . 463--471
R. J. Karunamuni and
B. Schmuland A robust generalized Bayes estimator of
a multivariate normal mean . . . . . . . 472--482
G. K. Golubev and
B. Y. Levit On the second order minimax estimation
of distribution functions . . . . . . . 1--31
J. Dippon and
J. Renz Weighted means of processes in
stochastic approximation . . . . . . . . 32--60
R. Z. Khasminskii and
B. V. Lazareva Parameter estimation of a signal from
linear indirect observations . . . . . . 61--76
L. Takács On a test for uniformity of a circular
distribution . . . . . . . . . . . . . . 77--98
K. Mukherjee Robust estimation in nonlinear
regression via minimum distance method 99--112
A. Cohen and
H. B. Sackrowitz Lower confidence regions for restricted
parameter spaces . . . . . . . . . . . . 113--123
K. M. Abadir Correction: ``The joint density of two
functionals of Brownian motion'' . . . . 124--124
V. V. Konev and
S. M. Pergamenshchikov On asymptotic minimaxity of fixed
accuracy estimators for autoregression
parameters. I. Stable process . . . . . 125--153
M. V. Boldin On nonparametric sign estimators in
multiparameter autoregression . . . . . 154--172
K. Borovkov and
H. Dehling and
D. Pfeifer On asymptotic behavior of weighted
sample quantiles . . . . . . . . . . . . 173--186
R. L. Fountain and
J. P. Keating and
H. B. Maynard The simultaneous comparison of
estimators . . . . . . . . . . . . . . . 187--198
M. Hallin and
K. Rifi Asymptotic behavior of the
characteristic function of simple serial
rank statistics . . . . . . . . . . . . 199--213
Ya. Yu. Nikitin On Baringhaus--Henze test for symmetry:
Bahadur efficiency and local optimality
for shift alternatives . . . . . . . . . 214--226
J. Poix Stochastic approximation for
semimartingale error . . . . . . . . . . 227--236
Hidehiko Kamiya Borel isomorphism between the sample
space and a product space . . . . . . . 237--243
B. L. Raktoe and
H. Pesotan The critical problem of saturated $ s^{k
- p}_R $ fractional factorial designs 244--252
M. Schipper Optimal rates and constants in $ L_2
$-minimax estimation of probability
density functions . . . . . . . . . . . 253--274
Colin O. Wu Kernel smoothing of the nonparametric
maximum likelihood estimates for biased
sampling models . . . . . . . . . . . . 275--298
P. E. Greenwood and
W. Wefelmeyer Empirical estimators for semi-Markov
processes . . . . . . . . . . . . . . . 299--315
Marianna Pensky Empirical Bayes estimation of a scale
parameter . . . . . . . . . . . . . . . 316--331
L. Györfi and
H. Walk On the strong universal consistency of a
series type regression estimate . . . . 332--342
A. G. Kukush Asymptotic normality of the estimator of
an infinite-dimensional parameter in the
model with a smooth regression function 343--356
G. K. Golubev and
B. Y. Levit Asymptotically efficient estimation for
analytic distributions . . . . . . . . . 357--368
A. Clemmens and
Z. Govindarajulu Locally most powerful rank tests for
random effects in two-way experiments.
II . . . . . . . . . . . . . . . . . . . 369--382
G. K. Golubev and
B. Y. Levit Distribution function estimation:
adaptive smoothing . . . . . . . . . . . 383--403
P. Ango Nze and
P. Doukhan Functional estimation for time series.
I. Quadratic convergence properties . . 404--423
Andrew L. Rukhin Change-point estimation: linear
statistics and asymptotic Bayes risk . . 424--442
Wolfgang Bischoff On distribution whose conditional
distributions are normal. A vector space
approach . . . . . . . . . . . . . . . . 443--463
K. Kubilius and
A. Ra\vckauskas On the asymptotic accuracy of
least-squares estimators in nearly
unstable $ {\rm AR}(1) $ processes . . . 464--476
A. A. Dmitrienko and
A. A. Vexler Renewal theory results for
autoregressive processes . . . . . . . . 477--490
T. K. Keyes and
M. S. Levy On consistency of some predicting
densities for the multivariate linear
model . . . . . . . . . . . . . . . . . 491--504
K. M. Abadir Correction: ``The joint density of two
functionals of a Brownian motion''
[Math. Methods Statist. \bf 4 (1995),
no. 4, 449--462; MR1372016 (97c:60200a)] 505
A. Juditsky Wavelet estimators: adapting to unknown
smoothness . . . . . . . . . . . . . . . 1--25
G. Gayraud Estimation of functionals of density
support . . . . . . . . . . . . . . . . 26--46
Yu. I. Ingster Some problems of hypothesis testing
leading to infinitely divisible
distributions . . . . . . . . . . . . . 47--69
M. V. Boldin On rank estimates and the empirical
distribution function of residuals in
autoregression with a possibly infinite
variance . . . . . . . . . . . . . . . . 70--91
Z. Govindarajulu A class of asymptotically
distribution-free tests for equality of
marginals in multivariate populations 92--111
V. D. Konakov and
V. I. Piterbarg High level excursions of Gaussian fields
and the weakly optimal choice of the
smoothing parameter. II . . . . . . . . 112--124
R. Höpfner Two comments on parameter estimation in
stable processes . . . . . . . . . . . . 125--134
A. Goldenshluger and
A. Nemirovski On spatially adaptive estimation of
nonparametric regression . . . . . . . . 135--170
Frédérique Leblanc Density estimation for a class of
continuous time processes . . . . . . . 171--199
L. Piterbarg and
B. Rozovskii On asymptotic problems of parameter
estimation in stochastic PDE's: discrete
time sampling . . . . . . . . . . . . . 200--223
Gang Li Optimal rate local smoothing in a
multiplicative intensity counting
process model . . . . . . . . . . . . . 224--244
Stephen M. S. Lee Local asymptotic minimax estimation of
functionals of asymptotically normal
sampling distributions . . . . . . . . . 245--257
John E. Angus A modified Bochner kernel lemma for
density estimators . . . . . . . . . . . 258--262
A. Kagan and
R. C. Laha and
V. Rohatgi Independence of the sum and absolute
difference of independent random
variables does not imply their normality 263--265
Yu. I. Ingster Correction: ``Some problems of
hypothesis testing leading to infinitely
divisible distributions'' . . . . . . . 266--266
Miguel A. Arcones and
David M. Mason A general approach to Bahadur--Kiefer
representations for $M$-estimators . . . 267--292
P. Scheffel and
H. v. Weizsäcker On risk rates and large deviations in
finite Markov chain experiments . . . . 293--312
Alain Le Breton Averaging with feedback in Gaussian
schemes for stochastic approximation . . 313--331
Subhashis Ghosal Normal approximation to the posterior
distribution for generalized linear
models with many covariates . . . . . . 332--348
Michael Kohler On the universal consistency of a least
squares spline regression estimator . . 349--364
Alexander Korostelev Minimax large deviations risk in
change-point problems . . . . . . . . . 365--374
László Viharos Estimators of the exponent of regular
variation with universally normal
asymptotic distributions . . . . . . . . 375--384
D. S. Tracy and
S. S. Osahan On the efficiency of determinant
sampling . . . . . . . . . . . . . . . . 385--394
M. Huebner A characterization of asymptotic
behaviour of maximum likelihood
estimators for stochastic PDE's . . . . 395--415 (1998)
W. Albers and
W. C. M. Kallenberg and
G. D. Otten Robust test limits . . . . . . . . . . . 416--439 (1998)
V. Konakov and
E. Mammen The shape of kernel density estimates in
higher dimensions . . . . . . . . . . . 440--464 (1998)
J. Pfanzagl An asymptotic bound for the average
length of confidence intervals . . . . . 465--475 (1998)
Sergei L. Leonov On the solution of an optimal recovery
problem and its applications in
nonparametric regression . . . . . . . . 476--490 (1998)
A. G. Tartakovsky Minimax invariant regret solution to the
$N$-sample slippage problem . . . . . . 491--508 (1998)
Zhihui Liu Convergence rates of symmetrized product
measures . . . . . . . . . . . . . . . . 509--516 (1998)
L. Mattner Acknowledgement of priority. Addendum
to: ``Mean unbiased medians, median
unbiased means, and symmetric random
walks'' [Math. Methods Statist. \bf 4
(1995), no. 1, 99--105; MR1324693
(96c:62029)] . . . . . . . . . . . . . . 517 (1998)
H. Strasser Perturbation invariant estimates and
incidental nuisance parameters . . . . . 1--26
V. V. Konev and
S. M. Pergamenshchikov On asymptotic minimaxity of fixed
accuracy estimators for autoregression
parameters. II. Purely explosive process 27--59
N. O. Maglaperidze and
Z. P. Tsigroshvili and
M. van Pul Goodness-of-fit tests for parametric
hypotheses on the distribution of point
processes . . . . . . . . . . . . . . . 60--77
J. Poix Stochastic approximation for local
martingale error and random gain process 78--97
Ph. Barbe and
M. Broniatowski Large deviation principle for sequential
rank processes . . . . . . . . . . . . . 98--110
I. N. Volodin and
An. A. Novikov Asymptotics of the necessary sample size
in testing parametric hypotheses:
$d$-posterior approach . . . . . . . . . 111--121
G. J. Szekely and
A. K. Gupta On a paper of V. B. Nevzorov: ``A
characterization of exponential
distributions by correlations between
records'' [Math. Methods Statist. \bf 1
(1992), 49--54; MR1202799 (93m:62036)] 122--122
O. V. Lepski and
B. Y. Levit Adaptive minimax estimation of
infinitely differentiable functions . . 123--156
Ch. Suquet and
M.-C. Viano Change point detection in dependent
sequences: invariance principles for
some quadratic statistics . . . . . . . 157--191
G. Golubev and
R. Khasminskii Asymptotically optimal filtering for a
hidden Markov model . . . . . . . . . . 192--209
E. Janaszewska and
A. V. Nagaev On the joint distribution of the shorth
height and length . . . . . . . . . . . 210--229
N. Papadatos and
V. Papathanasiou Total variation distance and generalized
covariance kernels . . . . . . . . . . . 230--244
V. G. Spokoiny Adaptive and spatially adaptive testing
of a nonparametric hypothesis . . . . . 245--273
A. V. Bernstein Statistical analysis of random
polynomials . . . . . . . . . . . . . . 274--295
R. Chitashvili and
N. Kordzakhia Robust estimation of the parameter in a
contaminated Markov model . . . . . . . 296--318
S. Fiorin Strongly consistent functional
estimation for a Cox regression model
for counting processes . . . . . . . . . 319--338
A. Jankunas and
R. Z. Khasminskii Estimation of parameters of linear
stochastic difference equations . . . . 339--352
J. Pusz On some characterizations of the
generalized inverse Gaussian
distribution by regression with respect
to residuals . . . . . . . . . . . . . . 353--360
G. M. Koshkin and
V. A. Vasil'iev Nonparametric estimation of derivatives
of a multivariate density from dependent
observations . . . . . . . . . . . . . . 361--400 (1999)
Yu. I. Ingster Minimax detection of a signal for $ l^n
$-balls . . . . . . . . . . . . . . . . 401--428 (1999)
P. L. Conti and
M. Scanu Testing for independence in lattice
distributions . . . . . . . . . . . . . 429--444 (1999)
L. Cavalier Asymptotically efficient estimation in a
problem related to tomography . . . . . 445--456 (1999)
Yu. A. Kutoyants Semiparametric estimation for dynamical
systems with small noise . . . . . . . . 457--465 (1999)
A. K. Basu and
D. Bhattacharya On fixed width confidence intervals
associated with maximum likelihood
estimation of parameter under dependent
setup . . . . . . . . . . . . . . . . . 466--478 (1999)
R. G. Laha An extension of the Darmois--Skitovich
theorem . . . . . . . . . . . . . . . . 479--483 (1999)
L. Menneteau Functional law of the iterated logarithm
for Kiefer processes . . . . . . . . . . 1--21
D. Bosq and
Yu. Davydov Local time and density estimation in
continuous time . . . . . . . . . . . . 22--45
C. G. M. Oudshoorn Adaptive estimation of functions with
jumps . . . . . . . . . . . . . . . . . 46--68
J. Pfanzagl On the optimality of limit distributions 69--83
Yu. Kharin Robustness of multivariate statistical
classification under nonparametric
distortions of hypothetical
distributions . . . . . . . . . . . . . 84--98
J. Hille and
D. Plachky and
J. Roters Versions of conditional expectations
depending continuously on parameters . . 99--108
L. Mattner On Burdick's symmetry problem . . . . . 109--118
A. K. Gupta and
G. J. Székely and
G. Zsigri An inconsistent location MLE . . . . . . 119--120
Friedrich Götze and
Hartmut Milbrodt The work of Johann Pfanzagl . . . . . . 121--141
V. E. Bening and
D. M. Chibisov Higher order asymptotic optimality in
testing problems with nuisance
parameters. I . . . . . . . . . . . . . 142--165
Rudolf Beran Superefficient estimation of
multivariate trend . . . . . . . . . . . 166--180
P. E. Greenwood and
I. A. Ibragimov Bahadur's asymptotic efficiency and the
LAN expansion. I. Lower bounds.
Independent observations . . . . . . . . 181--208
Lucien Le Cam About tangents . . . . . . . . . . . . . 209--219
H. Strasser and
Ch. Weber The asymptotic theory of permutation
statistics . . . . . . . . . . . . . . . 220--250
M. J. van der Laan and
R. D. Gill Efficiency of NPMLE in nonparametric
missing data models . . . . . . . . . . 251--276
E. W. van Zwet and
W. R. van Zwet A remark on consistent estimation . . . 277--284
Lucien Birgé Interval censoring: a nonasymptotic
point of view . . . . . . . . . . . . . 285--298
F. Götze and
B. A. Zalesky Restoration of binary images for
Bernoullian noise models . . . . . . . . 299--319
A. Janssen Nonparametric symmetry tests for
statistical functionals . . . . . . . . 320--343
O. V. Lepski and
B. Y. Levit Adaptive nonparametric estimation of
smooth multivariate functions . . . . . 344--370
F. Liese and
K. J. Miescke Selection of the best population in
models with nuisance parameters . . . . 371--396
L. Mattner Sufficiency, exponential families, and
algebraically independent numbers . . . 397--406
S. A. Murphy and
A. W. van der Vaart and
J. A. Wellner Current status regression . . . . . . . 407--425
A. Schick and
W. Wefelmeyer Efficient estimation of invariant
distributions of some semiparametric
Markov chain models . . . . . . . . . . 426--440
O. V. Lepski How to improve the accuracy of
estimation . . . . . . . . . . . . . . . 441--486 (2000)
T. Inglot Generalized intermediate efficiency of
goodness-of-fit tests . . . . . . . . . 487--509 (2000)
V. R. Fatalov The Laplace method for computing exact
asymptotics of distributions of integral
statistics . . . . . . . . . . . . . . . 510--535 (2000)
Christophe Pouet On testing nonparametric hypotheses for
analytic regression functions in
Gaussian noise . . . . . . . . . . . . . 536--549 (2000)
J. Pfanzagl Erratum: ``On the optimality of limit
distributions'' [Math. Methods Statist.
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A. L. Rukhin Characterization of probability
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Jae-Chun Kim and
A. Korostelev Estimation of smooth functionals in
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G. Golubev and
W. Härdle Second order minimax estimation in
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K. Pötzelberger The general quantization problem for
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K. Pötzelberger Consistency of the empirical
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P. Hadjicostas Rate of convergence of the probability
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K. Pötzelberger and
W. Schachermayer and
H. Strasser The convolution theorem for
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W. Bischoff and
M. Fichter Optimal lower and upper bounds for the $
L_p $-mean deviation of functions of a
random variable . . . . . . . . . . . . 237--269
D. Blanke and
F. Merlev\`ede Estimation of the asymptotic variance of
kernel density estimators for continuous
time processes . . . . . . . . . . . . . 270--296
Yu. Davydov and
V. Egorov Functional limit theorems for induced
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J. H. J. Einmahl and
M. Geilen A strong approximation of the shortt
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S. J. M. Clémençon Adaptive estimation of the transition
density of a regular Markov chain . . . 323--357
Ch. Camlong-Viot and
P. Sarda and
Ph. Vieu Additive time series: the kernel
integration method . . . . . . . . . . . 358--375
Odile Pons Nonparametric estimation in a
varying-coefficient Cox model . . . . . 376--398
John H. J. Einmahl and
Frits H. Ruymgaart Some results for empirical processes of
locally dependent arrays . . . . . . . . 399--414
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M. Ekström Asymptotic properties of high order
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B. Levit On adaptive estimation for the sup-norm
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Aimé Lachal Study of some new integrated statistics:
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value problems . . . . . . . . . . . . . 73--104
S. M. Iacus and
Yu. A. Kutoyants Semiparametric hypotheses testing for
dynamical systems with small noise . . . 105--120
F. Comte and
M.-L. Taupin Semiparametric estimation in the
(auto)-regressive $ \beta $-mixing model
with errors-in-variables . . . . . . . . 121--160
J. Worms Moderate deviations of some dependent
variables. II. Some kernel estimators 161--193
Eckhard Liebscher Central limit theorems for $ \alpha
$-mixing triangular arrays with
applications to nonparametric statistics 194--214
M. Lemdani and
E. Ould-Said Relative deficiency of the Kaplan--Meier
estimator with respect to a smoothed
estimator . . . . . . . . . . . . . . . 215--231
N. Henze and
B. Klar Testing exponentiality against the $
{\cal L} $-class of life distributions 232--246
L. Cavalier and
A. B. Tsybakov Penalized blockwise Stein's method,
monotone oracles and sharp adaptive
estimation . . . . . . . . . . . . . . . 247--282
S. Delattre and
M. Hoffmann The Pinsker bound in mixed Gaussian
white noise . . . . . . . . . . . . . . 283--315
L. Galtchouk and
S. Pergamenshchikov Sequential nonparametric adaptive
estimation of the drift coefficient in
diffusion processes . . . . . . . . . . 316--330
Ph. Soulier Adaptive estimation of the spectral
density of a weakly or strongly
dependent Gaussian process . . . . . . . 331--354
Sara van de Geer Least squares estimation with complexity
penalties . . . . . . . . . . . . . . . 355--374
G. Gayraud and
Ch. Pouet Minimax testing composite null
hypotheses in the discrete regression
scheme . . . . . . . . . . . . . . . . . 375--394 (2002)
Yu. I. Ingster Adaptive detection of a signal of
growing dimension. I . . . . . . . . . . 395--421 (2002)
A. Juditsky and
O. Lepski Evaluation of the accuracy of
nonparametric estimators . . . . . . . . 422--445 (2002)
M. B. Malyutov and
I. I. Tsitovich Second order optimal sequential
discrimination between Markov chains . . 446--464 (2002)
V. Spokoiny Data-driven testing the fit of linear
models . . . . . . . . . . . . . . . . . 465--497 (2002)
I. Grama and
M. Nussbaum Asymptotic equivalence for nonparametric
regression . . . . . . . . . . . . . . . 1--36
Yu. I. Ingster Adaptive detection of a signal of
growing dimension. II . . . . . . . . . 37--68
J. Pfanzagl Asymptotic optimality of estimator
sequences: ``pointwise'' versus
``locally uniform'' . . . . . . . . . . 69--97
G. Golubev and
W. Härdle On adaptive smoothing in partial linear
models . . . . . . . . . . . . . . . . . 98--117
Arne Bathke ANOVA for a large number of treatments 118--132
A. S. Holevo Erratum: ``Noncommutative analogues of
the Cramér--Rao inequality in the quantum
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D. Dehay and
H. L. Hurd Spectral estimation for strongly
periodically correlated random fields
defined on $ \mathbb {R}^2 $ . . . . . . 135--151
Yunling Du and
M. G. Akritas Uniform strong representation of the
conditional Kaplan--Meier process . . . 152--182
N. Henze and
Ya. Yu. Nikitin Watson-type goodness-of-fit tests based
on the integrated empirical process . . 183--202
B. Morel and
Ch. Suquet Hilbertian invariance principles for the
empirical process under association . . 203--220
U. U. Müller and
W. Wefelmeyer Estimators for models with constraints
involving unknown parameters . . . . . . 221--235
K. Pötzelberger Admissible unbiased quantizations:
distributions without linear components 236--255
S. Y. Novak Self-normalized sums. Supplement . . . . 256--258
H. Dette and
V. B. Melas $E$-optimal designs in Fourier
regression models on a partial circle 259--296 (2003)
A. Janssen and
J. Rahnenführer A hazard-based approach to dependence
tests for bivariate censored models . . 297--322 (2003)
W. C. M. Kallenberg The penalty in data driven Neyman's
tests . . . . . . . . . . . . . . . . . 323--340 (2003)
A. Ra\vckauskas and
Ch. Suquet Hölder convergence of multivariate
empirical characteristic functions . . . 341--357 (2003)
A. Schick and
W. Wefelmeyer Efficient estimation in invertible
linear processes . . . . . . . . . . . . 358--379 (2003)
D. Bosq Estimation of the autocorrelation
operator and prediction for
infinite-dimensional autoregressive
processes . . . . . . . . . . . . . . . 381--401 (2003)
A. S. Dalalyan and
Yu. A. Kutoyants Asymptotically efficient trend
coefficient estimation for ergodic
diffusion . . . . . . . . . . . . . . . 402--427 (2003)
H. Dette and
Yu. Grigoriev A unified asymptotic expansion for
distributions of quadratic functionals
in nonlinear regression models . . . . . 428--452 (2003)
M. V. Boldin On sequential residual empirical
processes in heteroscedastic time series 453--464 (2003)
L. Dümbgen and
V. R. Fatalov Asymptotics of the rate of convergence
for nonparametric density estimators: a
new approach based on the Laplace method 465--476 (2003)
J. Pfanzagl On distinguished LAN-representations . . 477--488 (2003)
N. Balakrishnan and
S. V. Malov Characterizations of proportional
Archimedean copulas . . . . . . . . . . 489--495 (2003)
A. Guillou and
F. Merlev\`ede Second-order properties of the blocks of
blocks bootstrap for density estimators
for continuous time processes . . . . . 1--30
A. A. Gushchin and
Uwe Küchler On parametric statistical models for
stationary solutions of affine
stochastic delay differential equations 31--61
L. M. Artiles Mart\'ìnez and
B. Y. Levit Adaptive estimation of analytic
functions on an interval . . . . . . . . 62--94
G. Golubev and
B. Levit Sequential recovery of analytic periodic
edges in binary image models . . . . . . 95--115
Jiahua Chen and
A. K. Gupta Information-theoretic approach for
detecting change in the parameters of a
normal model . . . . . . . . . . . . . . 116--130
E. Belitser and
B. Levit On the empirical Bayes approach to
adaptive filtering . . . . . . . . . . . 131--154
M. I. Fraga Alves and
L. de Haan and
Tao Lin Estimation of the parameter controlling
the speed of convergence in extreme
value theory . . . . . . . . . . . . . . 155--176
D. Louani Large deviations results for orthogonal
series density estimators and some
applications . . . . . . . . . . . . . . 177--196
N. A. Stepanova Multivariate rank tests for independence
and their asymptotic efficiency . . . . 197--217
P. L. Chow and
R. Z. Khasminskii and
A. I. Ovseevich Optimal input and asymptotically
efficient estimation in some wave
equations . . . . . . . . . . . . . . . 218--230
A. E. Vyazilov Empirical processes and robust
estimation of parameters of the GARCH
model . . . . . . . . . . . . . . . . . 231--245
Yu. Ingster and
O. Lepski Multichannel nonparametric signal
detection . . . . . . . . . . . . . . . 247--275
R. A. Maller and
Xian Zhou Testing for individual heterogeneity in
parametric models for event-history data 276--304
T. McElroy and
D. N. Politis Limit theorems for heavy-tailed random
fields with subsampling applications . . 305--328
M. Ould Haye and
A. Philippe A noncentral limit theorem for the
empirical process of linear sequences
with seasonal long memory . . . . . . . 329--357
S. Biedermann and
H. Dette A note on maximin and Bayesian
$D$-optimal designs in weighted
polynomial regression . . . . . . . . . 358--370
G. Biau Spatial kernel density estimation . . . 371--390 (2004)
M. Broniatowski Estimation of the Kullback--Leibler
divergence . . . . . . . . . . . . . . . 391--409 (2004)
A. Juditsky and
S. Lambert-Lacroix Nonparametric confidence set estimation 410--428 (2004)
Jussi Klemelä Optimal recovery and statistical
estimation in $ L_p $ Sobolev classes 429--453 (2004)
F. Liese and
I. Vajda A general asymptotic theory of
$M$-estimators. I . . . . . . . . . . . 454--477 (2004)
R. Mnatsakanov and
F. H. Ruymgaart Some properties of moment-empirical
CDF's with application to some inverse
estimation problems . . . . . . . . . . 478--495 (2004)
A. A. Borovkov and
Yu. Yu. Linke Asymptotically optimal estimates in the
smooth change-point problem . . . . . . 1--24
L. Galtchouk and
S. Pergamenshchikov Nonparametric sequential estimation of
the drift in diffusion processes via
model selection . . . . . . . . . . . . 25--49
E. Norberg On filtered experiments and the
information contained in likelihood
ratios . . . . . . . . . . . . . . . . . 50--68
L. Dümbgen and
S. Freitag and
G. Jongbloed Consistency of concave regression with
an application to current-status data 69--81
F. Liese and
I. Vajda A general asymptotic theory of
$M$-estimators. II . . . . . . . . . . . 82--95
J.-R. Pycke Bahadur local asymptotic optimality for
generalizations of the Cramér-von Mises
and Anderson--Darling statistics . . . . 96--107
I. N. Volodin and
S. V. Simushkin $D$-posterior concept of $p$-value . . . 108--121
D. Blanke Sample paths adaptive density estimation 123--152
A. V. Ivanov and
N. N. Leonenko Asymptotic theory of nonlinear
regression with long-range dependence 153--178
C. Joutard Large deviations for $M$-estimators . . 179--200
A. F. Yode Asymptotically minimax test of
independence . . . . . . . . . . . . . . 201--234
Yu. Kharin and
A. Kostevich Discriminant analysis of stationary
finite Markov chains . . . . . . . . . . 235--252
B. Levit and
N. Stepanova Efficient estimation of multivariate
analytic functions in cube-like domains 253--281
C. Matias and
M.-L. Taupin Minimax estimation of linear functionals
in the convolution model . . . . . . . . 282--328
A. A. Sorokin Minimum distance estimates in the ARCH
model . . . . . . . . . . . . . . . . . 329--355
S. K. Bar-Lev and
D. Bshouty and
F. A. Van der Duyn Schouten Zero regression characterizations of
natural exponential families generated
by Lévy stable laws --- a complementary
subclass . . . . . . . . . . . . . . . . 356--367
N. Gaffke Nonparametric one-sided testing for the
mean and related extremum problems . . . 369--391 (2005)
Y. Golubev and
B. Levit An oracle approach to adaptive
estimation of linear functionals in a
Gaussian model . . . . . . . . . . . . . 392--408 (2005)
Yu. I. Ingster and
I. A. Suslina Nonparametric hypothesis testing for
small type I errors. I . . . . . . . . . 409--459 (2005)
M. Kohler Estimation of smooth regression
functions from stationary and ergodic
observations via least squares . . . . . 460--471 (2005)
T. Schreiber Large deviation principle for
generalized quantile functions . . . . . 472--483 (2005)
S. Ga\"\iffas Convergence rates for pointwise curve
estimation with a degenerate design . . 1--27
Yu. I. Ingster and
I. A. Suslina Nonparametric hypothesis testing for
small type I errors. II . . . . . . . . 28--52
A. Kukush and
H. Schneeweiss Comparing different estimators in a
nonlinear measurement error model. I . . 53--79
N. Neumeyer and
H. Dette A note on one-sided nonparametric
analysis of covariance by ranking
residuals . . . . . . . . . . . . . . . 80--104
P. Ruckdeschel Optimally one-sided bounded influence
curves . . . . . . . . . . . . . . . . . 105--131
W. Albers and
W. C. M. Kallenberg Tail behavior of the empirical
distribution function of convolutions 133--162
M. A. Arcones Bahadur efficiency of the likelihood
ratio test . . . . . . . . . . . . . . . 163--179
Werner Ehm On the risk of kernel estimators in a
density reconstruction problem . . . . . 180--202
A. Kukush and
H. Schneeweiss Comparing different estimators in a
nonlinear measurement error model. II 203--223
M. Matsui Fisher information matrix of general
stable distributions close to the normal
distribution . . . . . . . . . . . . . . 224--251
F. Abramovich and
R. Heller Local functional hypothesis testing . . 253--266
K. Bertin Sharp adaptive estimation in sup-norm
for $d$-dimensional Hölder classes . . . 267--298
Yu. Ingster and
I. Suslina On estimation and detection of smooth
functions of many variables . . . . . . 299--331
M. Lemdani and
E. Ould-Sa\"\id and
N. Poulin Strong representation of the quantile
function for left truncated and
dependent data . . . . . . . . . . . . . 332--345
V. Rivoirard Bayesian modeling of sparse sequences
and maxisets for Bayes rules . . . . . . 346--376
J. Pfanzagl Erratum: ``On distinguished
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P. Berthet and
C. El-Nouty Almost sure asymptotic behaviour of the
shorth estimators . . . . . . . . . . . 379--403 (2006)
A. A. Borovkov and
Yu. Yu. Linke Change-point problem for large samples
and incomplete information on
distributions . . . . . . . . . . . . . 404--430 (2006)
Y. Cao and
Y. Golubev On oracle inequalities related to a
polynomial fitting . . . . . . . . . . . 431--450 (2006)
N. Gaffke Three test statistics for a
nonparametric one-sided hypothesis on
the mean of a nonnegative variable . . . 451--467 (2006)
S. Meintanis Omnibus tests for strictly positive
stable laws based on the empirical
Laplace transform . . . . . . . . . . . 468--478 (2006)
A. Meister Non-estimability in spite of
identifiability in density deconvolution 479--487 (2006)
Zhuo Yu and
M. van der Laan A note on the construction of
counterfactuals and $G$-computation
formula . . . . . . . . . . . . . . . . 488--499 (2006)
D. Busarova and
Y. Tyurin and
J. Möttönen and
H. Oja Multivariate Theil estimator with the
corresponding test . . . . . . . . . . . 1--19
L. Dümbgen and
V. I. Piterbarg and
D. Zholud On the limit distribution of multiscale
test statistics for nonparametric curve
estimation . . . . . . . . . . . . . . . 20--25
C. Durot and
Y. Rozenholc An adaptive test for zero mean . . . . . 26--60
N. V. Gribkova and
R. Helmers The empirical Edgeworth expansion for a
Studentized trimmed mean . . . . . . . . 61--87
A. Korostelev and
G. Yin Estimation of jump points in
high-dimensional diffusion modulated by
a hidden Markov chain . . . . . . . . . 88--102
Ya. Nikitin and
E. Ponikarov On large deviations of non-degenerate
two-sample $U$- and $V$-statistics with
applications to Bahadur efficiency . . . 103--122
F. Autin Maxiset for density estimation on $
\mathbb {R} $ . . . . . . . . . . . . . 123--145
I. Castillo and
C. Lévy-Leduc and
C. Matias Exact adaptive estimation of the shape
of a periodic function with unknown
period corrupted by white noise . . . . 146--175
J. Dedecker and
F. Merlev\`ede Inequalities for partial sums of
Hilbert-valued dependent sequences and
applications . . . . . . . . . . . . . . 176--206
D. Hamadouche and
Ch. Suquet Optimal Hölderian functional central
limit theorems for uniform empirical and
quantile processes . . . . . . . . . . . 207--223
E. Khmaladze and
R. Mnatsakanov and
N. Toronjadze The change-set problem for
Vapnik--\vCervonenkis classes . . . . . 224--231
E. Brunel and
F. Comte Adaptive nonparametric regression
estimation in presence of right
censoring . . . . . . . . . . . . . . . 233--255
B. Cadre and
I. Larramendy-Valverde Prediction based on an $ L_1 $-method in
the nonlinear autoregressive model . . . 256--268
A. K. Gupta and
T. Nguyen and
L. Pardo Inference procedures for polytomous
logistic regression models based on $
\phi $-divergence measures . . . . . . . 269--288
E. Khmaladze and
R. Mnatsakanov and
N. Toronjadze The change set problem and local
covering numbers . . . . . . . . . . . . 289--308
A. L. Rukhin Association characteristics in spatial
statistics . . . . . . . . . . . . . . . 309--326
A. A. Sorokin On parameter estimation and testing for
dimension in $ {\rm ARCH}(p) $ model . . 327--348
F. Autin and
D. Picard and
V. Rivoirard Large variance Gaussian priors in
Bayesian nonparametric estimation: a
maxiset approach . . . . . . . . . . . . 349--373 (2007)
M. H. Neumann and
T. L. Thorarinsdottir Asymptotic minimax estimation in
nonparametric autoregression . . . . . . 374--397 (2007)
Y. Cao and
Y. Golubev On oracle inequalities related to
smoothing splines . . . . . . . . . . . 398--414 (2007)
C. Marteau Regularization of inverse problems with
unknown operator . . . . . . . . . . . . 415--443 (2007)
S. G. Meintanis Efficient moment-type estimation in
exponentiated laws . . . . . . . . . . . 444--455 (2007)
M. Guta and
L. Artiles Minimax estimation of the Wigner
function in quantum homodyne tomography
with ideal detectors . . . . . . . . . . 1--15
Ya. Yu. Nikitin and
A. V. Tchirina Lilliefors test for exponentiality:
Large deviations, asymptotic efficiency,
and conditions of local optimality . . . 16--24
C. Prieur Change point estimation by local linear
smoothing under a weak dependence
condition . . . . . . . . . . . . . . . 25--41
A. S. Dalalyan Stein shrinkage and second-order
efficiency for semiparametric estimation
of the shift . . . . . . . . . . . . . . 42--62
A. Meister Deconvolving compactly supported
densities . . . . . . . . . . . . . . . 63--76
Anonymous Help & Contacts . . . . . . . . . . . . . ??
F. Balabdaoui Consistent estimation of a convex
density at the origin . . . . . . . . . 77--95
S. K. Bar-Lev Methods of constructing
characterizations by constancy of
regression on the sample mean and
related problems for NEF's . . . . . . . 96--109
M. Birke and
H. Dette Testing strict monotonicity in
nonparametric regression . . . . . . . . 110--123
Kh. Djeddour and
A. Mokkadem and
M. Pelletier Test for uniformity by empirical Fourier
expansion . . . . . . . . . . . . . . . 124--141
N. V. Gribkova and
R. Helmers On the Edgeworth expansion and the $M$
out of $N$ bootstrap accuracy for a
Studentized trimmed mean . . . . . . . . 142--176
Anonymous Help & Contacts . . . . . . . . . . . . . ??
M. A. Arcones Two tests for multivariate normality
based on the characteristic function . . 177--201
A. Guilloux Nonparametric estimation for censored
lifetimes suffering from unknown
selection bias . . . . . . . . . . . . . 202--216
Yu. I. Ingster and
Yu. A. Kutoyants Nonparametric hypothesis testing for
intensity of the Poisson process . . . . 217--245
K. Lounici Generalized mirror averaging and
$D$-convex aggregation . . . . . . . . . 246--259
Ph. Rigollet and
A. B. Tsybakov Linear and convex aggregation of density
estimators . . . . . . . . . . . . . . . 260--280
Anonymous Help & Contacts . . . . . . . . . . . . . ??
L. T. Butler and
B. Levit A Bayesian approach to the estimation of
maps between Riemannian manifolds . . . 281--297
S. Dabo-Niang and
A.-F. Yao Kernel regression estimation for
continuous spatial processes . . . . . . 298--317
Yu. Ingster and
I. Suslina Estimation and detection of
high-variable functions from
Sloan--Wo\'zniakowski space . . . . . . 318--353
K. Méziani Nonparametric estimation of the purity
of a quantum state in quantum homodyne
tomography with noisy data . . . . . . . 354--368
E.-E. Aly Nonparametric tests for a change in the
coefficient of variation . . . . . . . . 369--375
Anonymous Help & Contacts . . . . . . . . . . . . . ??
E. Belitser and
F. Enikeeva Empirical Bayesian test of the
smoothness . . . . . . . . . . . . . . . 1--18
J. Cho and
B. Levit Cardinal splines in nonparametric
regression . . . . . . . . . . . . . . . 19--34
R. Mnatsakanov and
L. L. Ruymgaart and
F. H. Ruymgaart Nonparametric estimation of ruin
probabilities given a random sample of
claims . . . . . . . . . . . . . . . . . 35--43
J. Dippon Edgeworth expansions for stochastic
approximation theory . . . . . . . . . . 44--65
Ph. Bernardoff and
C. Kokonendji and
B. Puig Generalized variance estimators in the
multivariate gamma models . . . . . . . 66--73
E. M. Sukhanova A test for independence of two
multivariate samples . . . . . . . . . . 74--86
Anonymous Help & Contacts . . . . . . . . . . . . . ??
F. Comte and
J. Dedecker and
M. L. Taupin Adaptive density deconvolution with
dependent inputs . . . . . . . . . . . . 87--112
E. Giné and
R. Nickl Adaptation on the space of finite signed
measures . . . . . . . . . . . . . . . . 113--122
S. Bouzebda and
A. Keziou A test of independence in some copula
models . . . . . . . . . . . . . . . . . 123--137
J. Dippon Asymptotic expansions of the
Robbins--Monro process . . . . . . . . . 138--145
A. Mokkadem and
M. Pelletier and
B. Thiam Large and moderate deviations principles
for kernel estimators of the
multivariate regression . . . . . . . . 146--172
T. Nahtman and
D. von Rosen Shift permutation invariance in linear
random factor models . . . . . . . . . . 173--185
Anonymous Help & Contacts . . . . . . . . . . . . . ??
A. Korostelev and
O. Lepski On a multi-channel change-point problem 187--197
V. Holdai and
A. Korostelev Image reconstruction in multi-channel
model under Gaussian noise . . . . . . . 198--208
Ya. Shimizu Statistical specification of jumps under
semiparametric semimartingale models . . 209--227
Y. Xie and
J. Yu and
B. Ranneby A general autoregressive model with
Markov switching: Estimation and
consistency . . . . . . . . . . . . . . 228--240
S. Kiwitt and
E.-R. Nagel and
N. Neumeyer Empirical likelihood estimators for the
error distribution in nonparametric
regression models . . . . . . . . . . . 241--260
R. M. Mnatsakanov and
N. Misra and
Sh. Li and
E. J. Harner $ K_n $-nearest neighbor estimators of
entropy . . . . . . . . . . . . . . . . 261--277
Anonymous Help & Contacts . . . . . . . . . . . . . ??
P. Alquier PAC--Bayesian bounds for randomized
empirical risk minimizers . . . . . . . 279--304
A. Bibi and
A. Aknouche On periodic GARCH processes:
Stationarity, existence of moments and
geometric ergodicity . . . . . . . . . . 305--316
Ch. Chesneau and
M. Hebiri Some theoretical results on the Grouped
Variables Lasso . . . . . . . . . . . . 317--326
C. Durot Monotone nonparametric regression with
random design . . . . . . . . . . . . . 327--341
M. C. M. de Gunst and
O. Shcherbakova Asymptotic behavior of Bayes estimators
for hidden Markov models with
application to ion channels . . . . . . 342--356
M. S. Srivastava and
T. von Rosen and
D. von Rosen Models with a Kronecker product
covariance structure: Estimation and
testing . . . . . . . . . . . . . . . . 357--370
Anonymous Help & Contacts . . . . . . . . . . . . . ??
M. V. Boldin and
I. G. Erlikh Testing hypotheses on the ``drift'' of
parameters in ARMA and ARCH models . . . 1--20
I. Castillo and
J.-M. Loubes Estimation of the distribution of random
shifts deformation . . . . . . . . . . . 21--42
D. Fourdrinier and
V. Konev and
S. Pergamenshchikov Truncated sequential estimation of the
parameter of a first order
autoregressive process with dependent
noises . . . . . . . . . . . . . . . . . 43--58
M. Lerasle Adaptive density estimation of
stationary $ \beta $-mixing and $ \tau
$-mixing processes . . . . . . . . . . . 59--83
M. Weba A quantitative weak law of large numbers
and its application to the delta method 84--95
Anonymous Help & Contacts . . . . . . . . . . . . . ??
H. Dette and
B. Hetzler Khmaladze transformation of integrated
variance processes with applications to
goodness-of-fit testing . . . . . . . . 97--116
A. Diop and
G. S. Lô Ratio of Generalized Hill's estimator
and its asymptotic normality theory . . 117--133
A. Jordan and
B. G. Ivanoff One-dimensional $p$--$p$ plots and
precedence tests for point processes on
$ R^d$ . . . . . . . . . . . . . . . . . 134--158
B. Maillot and
V. Viallon Uniform limit laws of the logarithm for
nonparametric estimators of the
regression function in presence of
censored data . . . . . . . . . . . . . 159--184
A. Plakhov and
P. Cruz A stochastic approximation algorithm
with multiplicative step size
modification . . . . . . . . . . . . . . 185--200
Anonymous Help & Contacts . . . . . . . . . . . . . ??
S. K. Bar-Lev and
A. M. Kagan Regression of polynomial statistics on
the sample mean and natural exponential
families . . . . . . . . . . . . . . . . 201--206
L. T. Butler and
B. Levit A Bayesian approach to the estimation of
maps between Riemannian manifolds. II:
Examples . . . . . . . . . . . . . . . . 207--230
F. Chebana Parametric estimation with a class of
$M$-estimators . . . . . . . . . . . . . 231--240
Yu. I. Ingster and
T. Sapatinas Minimax goodness-of-fit testing in
multivariate nonparametric regression 241--269
S. M. Tse On the cumulative quantile regression
process . . . . . . . . . . . . . . . . 270--279
Anonymous Help & Contacts . . . . . . . . . . . . . ??
B. Buchmann Weighted empirical processes in the
nonparametric inference for Lévy
processes . . . . . . . . . . . . . . . 281--309
Yu. I. Ingster and
N. Stepanova Estimation and detection of functions
from weighted tensor product spaces . . 310--340
S. Plancade Estimation of the density of regression
errors by pointwise model selection . . 341--374
A. L. Rukhin Conservative confidence ellipsoids for
linear model parameters . . . . . . . . 375--396
Anonymous Help & Contacts . . . . . . . . . . . . . ??
S. A. Ould Abdi and
S. Dabo-Niang and
A. Diop and
A. Ould Abdi Consistency of a nonparametric
conditional quantile estimator for
random fields . . . . . . . . . . . . . 1--21
L. Bordes and
P. Vandekerkhove Semiparametric two-component mixture
model with a known component: An
asymptotically normal estimator . . . . 22--41
F. Comte and
J. Johannes Adaptive estimation in circular
functional linear models . . . . . . . . 42--63
S. G. Meintanis Testing skew normality via the moment
generating function . . . . . . . . . . 64--72
M. L. Menéndez and
L. Pardo and
K. Zografos Preliminary test estimators in
intraclass correlation model under
unequal family sizes . . . . . . . . . . 73--87
C. H. Lee and
P. Dutilleul and
A. Roy Comment on ``Models with a Kronecker
Product Covariance Structure: Estimation
and Testing'' by M. S. Srivastava, T.
von Rosen, and D. von Rosen,
Mathematical Methods of Statistics, \bf
17 (2008), pp. 357--370 . . . . . . . . 88--90
M. S. Srivastava and
T. von Rosen and
D. von Rosen Response to comment by C. H. Lee, P.
Dutilleul and A. Roy on ``Models with a
Kronecker Product Covariance Structure:
Estimation and Testing'' . . . . . . . . 91--91
Anonymous Help & Contacts . . . . . . . . . . . . . ??
R. M. Balan and
L. Dumitrescu and
I. Schiopu-Kratina Asymptotically optimal estimating
equation with strongly consistent
solutions for longitudinal data . . . . 93--120
M. D. Burke Approximations for a multivariate hybrid
process with applications to
change-point detection . . . . . . . . . 121--135
T. Laloë $ L_1 $-Quantization and clustering in
Banach spaces . . . . . . . . . . . . . 136--150
E. Di Nardo A new approach to Sheppard's corrections 151--162
T. Sharia Efficient on-line estimation of
autoregressive parameters . . . . . . . 163--186
M. L. Menéndez and
L. Pardo and
K. Zografos Correction to: ``Preliminary test
estimators in intraclass correlation
model under unequal family sizes'' . . . 187--187
Anonymous Help & Contacts . . . . . . . . . . . . . ??
N. Akakpo and
C. Durot Histogram selection for possibly
censored data . . . . . . . . . . . . . 189--218
A. Babenko and
E. Belitser Oracle convergence rate of posterior
under projection prior and Bayesian
model selection . . . . . . . . . . . . 219--245
D. Ferger Minimum distance estimation in normed
linear spaces with Donsker-classes . . . 246--266
B. D. Kaehler and
R. A. Maller A generalized skewness statistic for
stationary ergodic martingale
differences . . . . . . . . . . . . . . 267--282
B. Levit Minimax revisited. I . . . . . . . . . . 283--297
Anonymous Help & Contacts . . . . . . . . . . . . . ??
B. Levit Minimax revisited. II . . . . . . . . . 299--326
R. Nickl and
B. M. Pötscher Efficient simulation-based minimum
distance estimation and indirect
inference . . . . . . . . . . . . . . . 327--364
V. Holdai and
A. Korostelev Detection of slightly expressed changes
in random environment . . . . . . . . . 365--373
S. Dutta and
A. Goswami Mode estimation for discrete
distributions . . . . . . . . . . . . . 374--384
Anonymous Help & Contacts . . . . . . . . . . . . . ??
M. V. Boldin Local robustness of sign tests in AR (1)
against outliers . . . . . . . . . . . . 1--13
S. Bouzebda and
A. Keziou and
T. Zari $K$-sample problem using strong
approximations of empirical copula
processes . . . . . . . . . . . . . . . 14--29
A. Guillou and
N. Klutchnikoff Minimax pointwise estimation of an
anisotropic regression function with
unknown density of the design . . . . . 30--57
R. Höpfner and
Yu. Kutoyants Estimating a periodicity parameter in
the drift of a time inhomogeneous
diffusion . . . . . . . . . . . . . . . 58--74
P. A. Kashitsyn Multivariate model with a Kronecker
product covariance structure: S. N. Roy
method of estimation . . . . . . . . . . 75--78
Anonymous Help & Contacts . . . . . . . . . . . . . ??
P. Bertail and
S. Clémençon A renewal approach to Markovian
$U$-statistics . . . . . . . . . . . . . 79--105
F.-X. Lejeune Piecewise linear density estimation for
sampled data . . . . . . . . . . . . . . 106--124
Y. Shimizu Estimation of the expected discounted
penalty function for Lévy insurance risks 125--149
R. U. Khan and
D. Kumar Expectation identities of lower
generalized order statistics from
generalized exponential distribution and
a characterization . . . . . . . . . . . 150--157
K. Tahata and
H. Yamamoto and
S. Tomizawa Linear ordinal quasi-symmetry model and
decomposition of symmetry for multi-way
tables . . . . . . . . . . . . . . . . . 158--164
L. Wang $ L_1 $-estimation for the location
parameters in stochastic volatility
models . . . . . . . . . . . . . . . . . 165--170
Anonymous Help & Contacts . . . . . . . . . . . . . ??
S. G. Bobkov and
G. P. Chistyakov and
F. Götze Non-uniform bounds in local limit
theorems in case of fractional moments.
I . . . . . . . . . . . . . . . . . . . 171--191
S. Bouzebda Some new multivariate tests of
independence . . . . . . . . . . . . . . 192--205
T. Espinasse and
F. Gamboa and
J.-M. Loubes Estimation error for blind Gaussian time
series prediction . . . . . . . . . . . 206--223
Y. Hirose Asymptotic linear expansion of profile
likelihood in the Cox mode . . . . . . . 224--231
G. Gaines and
K. Kaphle and
F. Ruymgaart Application of a delta-method for random
operators to testing equality of two
covariance operators . . . . . . . . . . 232--245
A. F. Yodé Adaptive minimax test of independence 246--268
Anonymous Help & Contacts . . . . . . . . . . . . . ??
S. G. Bobkov and
G. P. Chistyakov and
F. Götze Non-uniform bounds in local limit
theorems in case of fractional moments.
II . . . . . . . . . . . . . . . . . . . 269--287
F. Gach and
B. M. Pötscher Nonparametric maximum likelihood density
estimation and simulation-based minimum
distance estimators . . . . . . . . . . 288--326
S. Grònneberg and
N. L. Hjort On the errors committed by sequences of
estimator functionals . . . . . . . . . 327--346
Yu. I. Ingster and
T. Sapatinas and
I. A. Suslina Minimax nonparametric testing in a
problem related to the Radon transform 347--364
H. M. Barakat and
A. R. Omar On limit distributions for intermediate
order statistics under power
normalization . . . . . . . . . . . . . 365--377
Anonymous Help & Contacts . . . . . . . . . . . . . ??
N. Akakpo Adaptation to anisotropy and
inhomogeneity via dyadic piecewise
polynomial selection . . . . . . . . . . 1--28
F. Enikeeva On two estimates related to the
change-point problem . . . . . . . . . . 29--42
Yu. S. Kharin and
V. A. Voloshko On asymptotic properties of the plug-in
cepstrum estimator for Gaussian time
series . . . . . . . . . . . . . . . . . 43--60
N. G. Ushakov A note on superkernel density estimators 61--68
Anonymous Help & Contacts . . . . . . . . . . . . . ??
A. Carabarin-Aguirre and
B. G. Ivanoff Path-dependent estimation of a
distribution under generalized censoring 69--92
F. Autin and
C. Pouet Adaptive test on components of densities
mixture . . . . . . . . . . . . . . . . 93--108
J. Wagener and
H. Dette Bridge estimators and the adaptive lasso
under heteroscedasticity . . . . . . . . 109--126
J. Wagener and
S. Volgushev and
H. Dette The quantile process under random
censoring . . . . . . . . . . . . . . . 127--141
P. Chigansky and
Yu. A. Kutoyants On nonlinear TAR processes and threshold
estimation . . . . . . . . . . . . . . . 142--152
Anonymous Help & Contacts . . . . . . . . . . . . . ??
S. Bouzebda On the strong approximation of
bootstrapped empirical copula processes
with applications . . . . . . . . . . . 153--188
J. Johannes and
R. Schenk Adaptive estimation of linear
functionals in functional linear models 189--214
M. A. Niang and
G. M. Nkiet and
A. Diop Wavelets-based estimation of nonlinear
canonical analysis . . . . . . . . . . . 215--237
S. M. Tse The cumulative quantile regression
function with censored and truncated
covariate . . . . . . . . . . . . . . . 238--249
Anonymous Help & Contacts . . . . . . . . . . . . . ??
R. W. Barnard and
P. Hadjicostas Banks' criterion and symmetric stable
laws with index of stability between
one-half and one . . . . . . . . . . . . 251--282
R. Biscay and
H. Lescornel and
J.-M. Loubes Adaptive covariance estimation with
model selection . . . . . . . . . . . . 283--297
D. Louani and
S. M. Ould Maouloud Large deviation results for the
nonparametric regression function
estimator on functional data . . . . . . 298--313
Anonymous Help & Contacts . . . . . . . . . . . . . ??
O. Lepski Upper functions for positive random
functionals. I. General setting and
Gaussian random functions . . . . . . . 1--27
C. Duval Nonparametric estimation of a renewal
reward process from discrete data . . . 28--56
C. Agostinelli and
M. Romanazzi Asymptotics of stationary points of
local simplicial depth in the univariate
case . . . . . . . . . . . . . . . . . . 57--69
S. Nkurunziza The bias and risk functions of some
Stein-rules in elliptically contoured
distributions . . . . . . . . . . . . . 70--82
Anonymous Help & Contacts . . . . . . . . . . . . . ??
O. Lepski Upper functions for positive random
functionals. II. Application to the
empirical processes theory, Part 1 . . . 83--99
V. Spokoiny and
M. Zhilova Sharp deviation bounds for quadratic
forms . . . . . . . . . . . . . . . . . 100--113
N. Stepanova On estimation of analytic density
functions in $ L_p $ . . . . . . . . . . 114--136
J. Wagener and
H. Dette The adaptive lasso in high-dimensional
sparse heteroscedastic models . . . . . 137--154
C. Joutard A strong large deviation theorem . . . . 155--164
Anonymous Help & Contacts . . . . . . . . . . . . . ??
B. Levit Some new perspectives in best
approximation and interpolation of
random data . . . . . . . . . . . . . . 165--192
O. Lepski Upper functions for positive random
functionals. II. Application to the
empirical processes theory, Part 2 . . . 193--212
B. Cadre Supervised classification of diffusion
paths . . . . . . . . . . . . . . . . . 213--225
S. Bouzebda and
T. Zari Asymptotic behavior of weighted
multivariate Cramér--von Mises-type
statistics under contiguous alternatives 226--252
Anonymous Help & Contacts . . . . . . . . . . . . . ??
G. Chagny Warped bases for conditional density
estimation . . . . . . . . . . . . . . . 253--282
V. Fasen Statistical inference of spectral
estimation for continuous-time MA
processes with finite second moments . . 283--309
O. Lepski and
N. Serdyukova Adaptive estimation in the single-index
model via oracle approach . . . . . . . 310--332
D. M. Esaulov Residual empirical processes and their
application to GM-testing for the
autoregression order . . . . . . . . . . 333--349
Anonymous Help & Contacts . . . . . . . . . . . . . ??
M. Falconnet and
D. Loukianova and
C. Matias Asymptotic normality and efficiency of
the maximum likelihood estimator for the
parameter of a ballistic random walk in
a random environment . . . . . . . . . . 1--19
Yu. Golubev and
D. Ostrovski Concentration inequalities for the
exponential weighting method . . . . . . 20--37
S. Bouzebda Asymptotic properties of pseudo maximum
likelihood estimators and test in
semi-parametric copula models with
multiple change points . . . . . . . . . 38--65
Y. M. Tripathi and
S. Kumar and
C. Petropoulos Estimation of the parameters of an
exponential distribution under
constrained location . . . . . . . . . . 66--79
Anonymous Help & Contacts . . . . . . . . . . . . . ??
A. Aknouche Estimation and strict stationarity
testing of ARCH processes based on
weighted least squares . . . . . . . . . 81--102
A. Brouste and
C. Cai and
M. Kleptsyna Asymptotic properties of the MLE for the
autoregressive process coefficients
under stationary Gaussian noise . . . . 103--115
E. Chernousova and
Yu. Golubev Spectral cut-off regularizations for
ill-posed linear models . . . . . . . . 116--131
N. Klutchnikoff Pointwise adaptive estimation of a
multivariate function . . . . . . . . . 132--150
S. M. Tze Concentration curve for truncated and
censored data . . . . . . . . . . . . . 151--157
Anonymous Help & Contacts . . . . . . . . . . . . . ??
M. Falconnet and
A. Gloter and
D. Loukianova Maximum likelihood estimation in the
context of a sub-ballistic random walk
in a parametric random environment . . . 159--175
C. Marteau and
P. Mathé General regularization schemes for
signal detection in inverse problems . . 176--200
U. Müller and
W. Wefelmeyer Estimating a density under pointwise
constraints on the derivatives . . . . . 201--209
S. Bouzebda and
T. Zari Strong approximation of multidimensional
$P$--$P$ plots processes by Gaussian
processes with applications to
statistical tests . . . . . . . . . . . 210--238
Anonymous Help & Contacts . . . . . . . . . . . . . ??
D. Blanke and
D. Bosq Exponential bounds for intensity of
jumps . . . . . . . . . . . . . . . . . 239--255
M. Csörg\Ho and
Yu. V. Martsynyuk and
M. M. Nasari Another look at bootstrapping the
Student $t$-statistic . . . . . . . . . 256--278
Yu. Ingster and
B. Laurent and
C. Marteau Signal detection for inverse problems in
a multidimensional framework . . . . . . 279--305
Y. Slaoui The stochastic approximation method for
estimation of a distribution function 306--325
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Yu. Golubev and
T. Zimolo Estimation in ill-posed linear models
with nuisance design . . . . . . . . . . 1--15
C. Hao and
D. von Rosen and
T. von Rosen Explicit influence analysis in
two-treatment balanced crossover models 16--36
B. Levit Variance-optimal data approximation
using the Abel--Jacobi functions . . . . 37--54
V. Vancak and
Y. Goldberg and
S. K. Bar-Lev and
B. Boukai Continuous statistical models: With or
without truncation parameters? . . . . . 55--73
I. Pinelis Monotone tail and moment ratio
properties of Student's family of
distributions . . . . . . . . . . . . . 74--79
Anonymous Help & Contacts . . . . . . . . . . . . . ??
G. Mabon Adaptive estimation of marginal
random-effects densities in linear
mixed-effects models . . . . . . . . . . 81--109
A. Gushchin A characterization of maximin tests for
two composite hypotheses . . . . . . . . 110--121
N. Jana and
S. Kumar Estimation of ordered scale parameters
of two exponential distributions with a
common guarantee time . . . . . . . . . 122--134
M. Meyer and
T. McMurry and
D. Politis Baxter's inequality for triangular
arrays . . . . . . . . . . . . . . . . . 135--146
S. M. Tse The cumulative quantile regression
function with censored and truncated
response . . . . . . . . . . . . . . . . 147--155
J. Wang A comprehensive result on stochastic
comparison for parallel systems in terms
of hazard rate order . . . . . . . . . . 156--161
S. Bouzebda and
S. Didi and
L. El Hajj Multivariate wavelet density and
regression estimators for stationary and
ergodic continuous time processes:
Asymptotic results . . . . . . . . . . . 163--199
T. Rebafka and
F. Roueff Nonparametric estimation of the mixing
density using polynomials . . . . . . . 200--224
D. Kumar Explicit expressions and statistical
inference of generalized Rayleigh
distribution based on lower record
values . . . . . . . . . . . . . . . . . 225--241
E. Belitser and
P. Serra Recursive tracking algorithm for a
predictable time-varying parameter of a
time series . . . . . . . . . . . . . . 243--265
B. Brahimi and
D. Meraghni and
A. Necir Gaussian approximation to the extreme
value index estimator of a heavy-tailed
distribution under random censoring . . 266--279
J. Nzabanita and
D. von Rosen and
M. Singull Extended GMANOVA model with a linearly
structured covariance matrix . . . . . . 280--291
A. Rukhin Higher order accurate procedures to
compare two normal populations . . . . . 292--308
P. Yaskov Variance inequalities for quadratic
forms with applications . . . . . . . . 309--319
Yu. Golubev and
Th. Zimolo Tikhonov--Phillips regularizations in
linear models with blurred design . . . 1--25
G. Rebelles Structural adaptive deconvolution under
$ {\mathbb {L}_p} $-losses . . . . . . . 26--53
Ya. Yu. Nikitin and
K. Yu. Volkova Efficiency of exponentiality tests based
on a special property of exponential
distribution . . . . . . . . . . . . . . 54--66
M. P. Savelov Extremal problems for hypotheses testing
with set-valued decisions . . . . . . . 67--77
S. K. Bar-Lev and
D. Bshouty and
F. A. van der Duyn Schouten Operator-based intensity functions for
the nonhomogeneous Poisson process . . . 79--98
Yu. A. Kutoyants On score-functions and goodness-of-fit
tests for stochastic processes . . . . . 99--120
M. R. Ahmad On testing sphericity and identity of a
covariance matrix with large dimensions 121--132
H. Groenitz Risk-optimal estimators for survey
procedures with certain indirect
questions . . . . . . . . . . . . . . . 133--144
J. Wang and
P. Zhao On likelihood ratio ordering of parallel
systems with exponential components . . 145--150
A. Mokkadem and
M. Pelletier The multivariate Révész's online estimator
of a regression function and its
averaging . . . . . . . . . . . . . . . 151--167
S. Bouzebda and
M. Chaouch and
N. La\"\ib Limiting law results for a class of
conditional mode estimates for
functional stationary ergodic data . . . 168--195
Y. C. Hung and
R. W. Chen and
N. Balakrishnan On the correlation structure of
exponential order statistics and some
extensions . . . . . . . . . . . . . . . 196--206
M. L. Kleptsyna and
A. Yu. Veretennikov On robustness of discrete time optimal
filters . . . . . . . . . . . . . . . . 207--218
Yu. V. Martsynyuk Testing for change in the mean via
convergence in distribution of
sup-functionals of weighted tied-down
partial sums processes . . . . . . . . . 219--232
J. Haywood A brief comment on exponentiality and
reign lengths of emperors . . . . . . . 233--234
B. Levit Optimal methods of interpolation in
Nonparametric Regression . . . . . . . . 235--261
T. Sharia and
L. Zhong Rate of convergence of truncated
stochastic approximation procedures with
moving bounds . . . . . . . . . . . . . 262--280
S. Bouzebda Some applications of the strong
approximation of the integrated
empirical copula processes . . . . . . . 281--303
A. A. Gushchin The minimum increment of $f$-divergences
given total variation distances . . . . 304--312
N. Gribkova Cramér type moderate deviations for
trimmed $L$-statistics . . . . . . . . . 313--322
S. B. Gasparyan and
Y. A. Kutoyants On the lower bound in second order
estimation for Poisson processes:
Asymptotic efficiency . . . . . . . . . 1--19
R. Gatto Saddlepoint approximations to the
distribution of the total distance of
the multivariate isotropic and von
Mises--Fisher random walks . . . . . . . 20--36
T. Sharia and
L. Zhong Asymptotic behavior of truncated
stochastic approximation procedures . . 37--54
P. Alquier and
B. Guedj An oracle inequality for quasi-Bayesian
nonnegative matrix factorization . . . . 55--67
A. M. Fall and
G. S. Lo and
A. Adekpedjou and
C. H. Ndiaye A supermartingale argument for
characterizing the functional Hill
process weak law for small parameters 68--80
H. Masuda and
Y. Shimizu Moment convergence in regularized
estimation under multiple and
mixed-rates asymptotics . . . . . . . . 81--110
J. Dedecker and
G. Sauli\`ere The Mann--Whitney $U$-statistic for $
\alpha $-dependent sequences . . . . . . 111--133
T. Kubokawa and
É. Marchand and
W. E. Strawderman A unified approach to estimation of
noncentrality parameters, the multiple
correlation coefficient, and mixture
models . . . . . . . . . . . . . . . . . 134--148
T. F. Móri and
G.-J. Székely Representations by uncorrelated random
variables . . . . . . . . . . . . . . . 149--153
A. A. Zinger On unlinking of continuous statistics of
normal sample . . . . . . . . . . . . . 154--158
S. K. Bar-Lev and
C. C. Kokonendji On the mean value parametrization of
natural exponential families --- a
revisited review . . . . . . . . . . . . 159--175
A. Schick and
Y. Zhu Efficient estimation of the error
distribution in a varying coefficient
regression model . . . . . . . . . . . . 176--195
G. M. Nkiet Asymptotic theory of multiple-set linear
canonical analysis . . . . . . . . . . . 196--211
L. Al-Labadi and
M. Zarepour Two-sample Kolmogorov--Smirnov test
using a Bayesian nonparametric approach 212--225
L. K. Patra and
S. Kumar Classes of improved estimators for
parameters of a Pareto distribution . . 226--235
F. Comte and
G. Mabon Laguerre deconvolution with unknown
matrix operator . . . . . . . . . . . . 237--266
N. Gribkova and
R. Zitikis Statistical foundations for assessing
the difference between the classical and
weighted-Gini betas . . . . . . . . . . 267--281
C. Marteau and
Th. Sapatinas Minimax signal detection under weak
noise assumptions . . . . . . . . . . . 282--298
T. von Rosen and
D. von Rosen On estimation in some reduced rank
extended growth curve models . . . . . . 299--310
N. Balakrishnan and
G. Barmalzan and
S. Kosari On joint weak reversed hazard rate order
under symmetric copulas . . . . . . . . 311--318
O.-A. Maillard Boundary Crossing Probabilities for
General Exponential Families . . . . . . 1--31
T. Nagler Asymptotic Analysis of the Jittering
Kernel Density Estimator . . . . . . . . 32--46
H. M. Barakat and
M. A. Abd Elgawad and
H. Qin and
T. Yan Limit Theory of Bivariate Generalized
Order Statistics with Random Sample Size 47--59
S. Molchanov and
Z. Zhang and
L. Zheng Entropic Moments and Domains of
Attraction on Countable Alphabets . . . 60--70
Ming-Tien Tsai On the Maximum Likelihood Estimation of
a Covariance Matrix . . . . . . . . . . 71--82
L. Chen and
Y. Davydov and
N. Gribkova and
R. Zitikis Estimating the Index of Increase via
Balancing Deterministic and Random Data 83--102
Yu. S. Kharin and
V. A. Voloshko and
E. A. Medved Statistical Estimation of Parameters for
Binary Conditionally Nonlinear
Autoregressive Time Series . . . . . . . 103--118
F. Pro\"\ia and
M. Soltane A Test of Correlation in the Random
Coefficients of an Autoregressive
Process . . . . . . . . . . . . . . . . 119--144
T. Wiklund The Deficiency Introduced by Resampling 145--161
E. Belitser and
N. Nurushev Local Inference by Penalization Method
for Biclustering Model . . . . . . . . . 163--183
A. Bibi Asymptotic Properties of QML Estimation
of Multivariate Periodic CCC--GARCH
Models . . . . . . . . . . . . . . . . . 184--204
Yu. Golubev A Minimax Approach to
Errors-in-Variables Linear Models . . . 205--225
D. N. Politis and
V. A. Vasiliev and
S. E. Vorobeychikov Truncated Estimation of Ratio Statistics
with Application to Heavy Tail
Distributions . . . . . . . . . . . . . 226--243
B. Levit On Optimal Cardinal Interpolation . . . 245--267
E. Caron and
S. Dede Asymptotic Distribution of Least Squares
Estimators for Linear Models with
Dependent Errors: Regular Designs . . . 268--293
M. V. Boldin and
M. N. Petriev On the Empirical Distribution Function
of Residuals in Autoregression with
Outliers and Pearson's Chi-Square Type
Tests . . . . . . . . . . . . . . . . . 294--311
B. Berckmoes and
G. Molenberghs On the Asymptotic Behavior of the
Contaminated Sample Mean . . . . . . . . 312--323
Y. Hamura and
T. Kubokawa Bayesian Predictive Distribution for a
Negative Binomial Model . . . . . . . . 1--17
A. Havet and
M. Lerasle and
É. Moulines Density Estimation for RWRE . . . . . . 18--38
S. Khardani A Semi-Parametric Mode Regression with
Censored Data . . . . . . . . . . . . . 39--56
M. V. Boldin On the Power of Pearson's Test under
Local Alternatives in Autoregression
with Outliers . . . . . . . . . . . . . 57--65
C. Joutard A Large Deviation Approximation for
Multivariate Density Functions . . . . . 66--73
L. Klebanov and
I. Volchenkova Outliers and the Ostensibly Heavy Tails 74--81
R. M. Balan and
D. Jankovic Asymptotic Theory for Longitudinal Data
with Missing Responses Adjusted by
Inverse Probability Weights . . . . . . 83--103
T. Kutta and
N. Bissantz and
J. Chown and
H. Dette The Empirical Process of Residuals from
an Inverse Regression . . . . . . . . . 104--126
A. L'Moudden and
\`E. Marchand On Predictive Density Estimation under $
\alpha $-Divergence Loss . . . . . . . . 127--143
M. V. Boldin On the Asymptotic Power of Tests of Fit
under Local Alternatives in
Autoregression . . . . . . . . . . . . . 144--154
G. Golubev and
M. Safarian A Multiple Hypothesis Testing Approach
to Detection Changes in Distribution . . 155--167
S. Bouzebda and
B. Nemouchi Central Limit Theorems for Conditional
Empirical and Conditional $U$-Processes
of Stationary Mixing Sequences . . . . . 169--207
R. Rimal and
M. Pensky Density Deconvolution with Small Berkson
Errors . . . . . . . . . . . . . . . . . 208--227
F. Autin and
M. Clausel and
J.-M. Freyermuth and
C. Marteau Maxiset Point of View for Signal
Detection in Inverse Problems . . . . . 228--242
Ming-Tien Tsai Admissibility of Invariant Tests for
Means with Covariates . . . . . . . . . 243--261
A. Eberl and
B. Klar On the Skewness Order of van Zwet and
Oja . . . . . . . . . . . . . . . . . . 262--278
M. Overgaard State Occupation Probabilities in
Non--Markov Models . . . . . . . . . . . 279--290
S. Khardani Relative Error Prediction for Twice
Censored Data . . . . . . . . . . . . . 291--306
I. Pinelis An Asymptotically Optimal Transform of
Pearson's Correlation Statistic . . . . 307--318
F. Comte and
C. Duval and
O. Sacko Optimal Adaptive Estimation on $ \mathbb
{R} $ or $ \mathbb {R}^+ $ of the
Derivatives of a Density . . . . . . . . 1--31
H. Halconruy and
N. Marie Kernel Selection in Nonparametric
Regression . . . . . . . . . . . . . . . 32--56
Yu. Golubev and
C. Pouet Multi-level Bayes and MAP Monotonicity
Testing . . . . . . . . . . . . . . . . 57--75
N. Schreuder Bounding the Expectation of the Supremum
of Empirical Processes Indexed by Hölder
Classes . . . . . . . . . . . . . . . . 76--86
Evgenii Chzhen Optimal Rates for Nonparametric
$F$-Score Binary Classification via
Post-Processing . . . . . . . . . . . . 87--105
Sandra Schluttenhofer and
Jan Johannes Adaptive Minimax Testing for Circular
Convolution . . . . . . . . . . . . . . 106--133
Zahra Mansourvar and
Majid Asadi On a Time Dependent Divergence Measure
between Two Residual Lifetime
Distributions . . . . . . . . . . . . . 135--148
Mahdi Tavangar and
Ismihan Bayramoglu On Some Models of Ordered Random
Variables and Characterizations of
Distributions . . . . . . . . . . . . . 149--158
A. K. Melnikov Applying the Solution for the First
Multiplicity of Types Equation to
Calculate Exact Approximations of the
Probability Distributions of Statistical
Values . . . . . . . . . . . . . . . . . 160--171
Jean-François Dupuy Censored Gamma Regression with Uncertain
Censoring Status . . . . . . . . . . . . 172--196
A. L. Rukhin Selecting an Augmented Random Effects
Model . . . . . . . . . . . . . . . . . 197--212
Youri Davydov and
Francesca Greselin Inferential Results for a New Inequality
Curve . . . . . . . . . . . . . . . . . 1--15
Odalric-Ambrym Maillard Local Dvoretzky--Kiefer--Wolfowitz
Confidence Bands . . . . . . . . . . . . 16--46
Tomasz Rychlik Bounds on the Expectations of
$L$-statistics from Iid Symmetric
Populations in Various Scale Units . . . 48--63
Luai Al-Labadi and
Forough Fazeli Asl and
Zahra Saberi A Necessary Bayesian Nonparametric Test
for Assessing Multivariate Normality . . 64--81
Maliheh Heidari and
Md Abu Manju and
Edwin R. van den Heuvel D-Optimal Designs for the Mitscherlich
Non-Linear Regression Function . . . . . 1--17
Francisco J. Caro-Lopera and
Graciela González Farías and
N. Balakrishnan Matrix Variate Distribution Theory under
Elliptical Models --- V: The Non-Central
Wishart and Inverted Wishart
Distributions . . . . . . . . . . . . . 18--42
Tomasz Rychlik Bounds on the Expectations of
$L$-statistics from Iid Symmetric
Populations in Various Scale Units . . . 48--63
Luai Al-Labadi and
Forough Fazeli Asl and
Zahra Saberi A Necessary Bayesian Nonparametric Test
for Assessing Multivariate Normality . . 64--81
Francesco Buono and
Maria Longobardi and
Franco Pellerey Varentropy of Past Lifetimes . . . . . . 57--73
Pierpaolo Angelini and
Fabrizio Maturo Jensen's Inequality Connected with a
Double Random Good . . . . . . . . . . . 74--90
Essoham Ali and
Mamadou Lamine Diop and
Aliou Diop Statistical Inference in a Zero-Inflated
Bell Regression Model . . . . . . . . . 91--104
AbdelKader El Moumen and
Salim Benslimane and
Samir Rahmani Robbins--Monro Algorithm with \boldmath
$ \psi $-Mixing Random Errors . . . . . 105--119
Zohreh Zamani and
Omid Kharazmi and
Narayanaswamy Balakrishnan Information Generating Function of
Record Values . . . . . . . . . . . . . 120--133
Tchami\`e Tchazino and
Sophie Dabo-Niang and
Aliou Diop Tail and Quantile Estimation for
Real-Valued $ \beta $-Mixing Spatial
Data . . . . . . . . . . . . . . . . . . 135--164
Iosif Pinelis What Intraclass Covariance Structures
Can Symmetric Bernoulli Random Variables
Have? . . . . . . . . . . . . . . . . . 165--169
Ning Sun and
Chen Yang and
Ricardas Zitikis Tail Maximal Dependence in Bivariate
Models: Estimation and Applications . . 170--196
Nazar Buzun Gaussian Approximation for Penalized
Wasserstein Barycenters . . . . . . . . 1--26
Salim Bouzebda and
Nourelhouda Taachouche Rates of the Strong Uniform Consistency
for the Kernel-Type Regression Function
Estimators with General Kernels on
Manifolds . . . . . . . . . . . . . . . 27--80
Megraoui Fatima Zohra and
Belaloui Soheir Reliability Bounds of Dependent Circular
Consecutive $k$-out-of-$ n \colon G$
Systems . . . . . . . . . . . . . . . . 81--87
E. I. Abdul Sathar and
Veena L. Vijayan Quantile Based Geometric Vitality
Function of Order Statistics . . . . . . 88--101
Yann Dijoux Distributions Derived from the
Continuous Iteration of the Hyperbolic
Sine Function . . . . . . . . . . . . . 103--121
Nickos Papadatos A Discrete Analogue of Terrell's
Characterization of Rectangular
Distributions . . . . . . . . . . . . . 122--132
Mamadou Aliou Barry and
El Hadji Deme and
Aba Diop and
Solym M. Manou-Abi Improved Estimators of Tail Index and
Extreme Quantiles under Dependence
Serials . . . . . . . . . . . . . . . . 133--153
Xiangyu Han and
Chuancun Yin Multivariate Doubly Truncated Moments
for a Class of Multivariate
Location-Scale Mixture of Elliptical
Distributions . . . . . . . . . . . . . 155--175
Manoj Chacko and
Annie Grace Information Generating Function of
\boldmath $k$-Record Values and Its
Applications . . . . . . . . . . . . . . 176--196
F. Hosseini Shekarabi and
M. Khodabin Numerical Solution of Stochastic Mixed
Volterra--Fredholm Integral Equations
Driven by Space--Time Brownian Motion
via Two--Dimensional Triangular
Functions . . . . . . . . . . . . . . . 197--208
Sam Efromovich Sharp Lower Bound for Regression with
Measurement Errors and Its Implication
for Ill-Posedness of Functional
Regression . . . . . . . . . . . . . . . 209--221
Maryam Ahangari and
Mousa Golalizadeh and
Zahra Rezaei Ghahroodi Validation Data-Located Modification for
the Multilevel Analysis of
Miscategorized Nominal Response with
Covariates Subject to Measurement Error 223--240
Kouakou Mathias Amani and
Ouagnina Hili and
Konan Jean Geoffroy Kouakou Statistical Inference in Marginalized
Zero-inflated Poisson Regression Models
with Missing Data in Covariates . . . . 241--259
Narayanaswamy Balakrishnan and
Jan Rychtár and
Dewey Taylor Estimating Sample Skewness from Sample
Data Summaries and Associated Evaluation
of Normality . . . . . . . . . . . . . . 260--273
Huong T. T. Pham and
Hoa Pham Controlling Separation in Generating
Samples for Logistic Regression Models 1--11
Anis M. Haddouche and
Dominique Fourdrinier Truncated Estimators for a Precision
Matrix . . . . . . . . . . . . . . . . . 12--25
Nour-Eddine Berrahou and
Salim Bouzebda and
Lahcen Douge Functional Uniform-in-Bandwidth Moderate
Deviation Principle for the Local
Empirical Processes Involving Functional
Data . . . . . . . . . . . . . . . . . . 26--69
Stefan Bedbur and
Anton Imm and
Udo Kamps Characterizing Existence and Location of
the ML Estimate in the
Conway--Maxwell--Poisson Model . . . . . 70--78
Aleksandr Chen and
Nadezhda Gribkova and
Ricardas Zitikis Assessing Monotonicity: An Approach
Based on Transformed Order Statistics 79--94
Salim Bouzebda and
Nourelhouda Taachouche Rates of the Strong Uniform Consistency
with Rates for Conditional
$U$-Statistics Estimators with General
Kernels on Manifolds . . . . . . . . . . 95--153
Sam Efromovich On Aggregation of Uncensored and
Censored Observations . . . . . . . . . 154--181
B. S. Trivedi and
D. R. Barot and
M. N. Patel Estimation of Parameters of
Misclassified Size Biased Uniform
Poisson Distribution and Its Application 182--197
Narayanaswamy Balakrishnan and
Alexei Stepanov Asymptotic Properties of Extrema of
Moving Sums of Independent
Non-identically Distributed Variables 198--210
Suheir Kareem Ramani and
Habib Jafari and
Ghobad Saadat Kia Stochastic Comparisons of the Smallest
Claim Amounts from Two Heterogeneous
Portfolios Following Exponentiated
Weibull Distribution . . . . . . . . . . 211--225
C. Satheesh Kumar and
S. Harisankar Doubly Generalized Yule Distribution of
Order $k$ and Its Applications . . . . . 227--238
Yevgeniy Kovchegov and
Alex Negrón and
Clarice Pertel and
Christopher Wang Extensions of True Skewness for Unimodal
Distributions . . . . . . . . . . . . . 239--258
S. Pourmohammad Azizi and
Abdolsadeh Neisy Inverse Problems to Estimate Market
Price of Risk in Catastrophe Bonds . . . 259--268
Meryem Besma Bouchenaki and
Malika Korso Feciane Estimation of Multiple Delays in a
Stochastic Dynamical System . . . . . . 269--296
Indranil Ghosh and
S. M. Sunoj Copula-Based Mutual Information Measures
and Mutual Entropy: a Brief Survey . . . 297--309
Stéphane Bouka and
Kowir Pambo Bello and
Guy Martial Nkiet On Estimation and Prediction in a
Spatial Semi-Functional Linear
Regression Model with Derivatives . . . 310--326
Ali Akbar Hosseinzadeh Orderings Properties of Parallel Systems
with Components Having Additive Hazard
Rates and Starting Devices . . . . . . . 327--337
Tahani Coolen-Maturi and
Ali M. Mahnashi and
Frank P. A. Coolen Nonparametric Predictive Inference for
Two Future Observations with
Right-Censored Data . . . . . . . . . . 338--372
Francisco J. Caro-Lopera and
José A. Díaz-García Polynomial Eulerian Shape Distributions 373--391
Bouanani Oussama and
Mohammedi Mustapha The $k$-Nearest Neighbour Local Linear
Estimation of the Conditional Hazard
Function in High-Dimensional Statistics 392--408
Raju Bhakta and
Suchandan Kayal Stochastic Comparisons for Series and
Parallel Systems with Heterogeneous
Power Lomax Component Lifetimes . . . . 409--419
Ashkamini and
Reema Sharma and
Satyanshu K. Upadhyay Metropolis Algorithm Based Bayesian
Analysis of a Competing Risk Data Using
Copula--Frailty Model . . . . . . . . . 420--431