Front Matter
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Multivariate Adaptive Regression Splines
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Discussion: Multivariate Adaptive Regression Splines
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Discussion: Multivariate Adaptive Regression Splines
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Discussion: Multivariate Adaptive Regression Splines
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Discussion: Multivariate Adaptive Regression Splines
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Discussion: Multivariate Adaptive Regression Splines
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Discussion: Multivariate Adaptive Regression Splines
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Discussion: Multivariate Adaptive Regression Splines
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Discussion: Multivariate Adaptive Regression Splines
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Discussion: Multivariate Adaptive Regression Splines
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Rejoinder: Multivariate Adaptive Regression Splines
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Estimation of a Projection-Pursuit Type Regression Model
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Asymptotic Properties of the LSE in a Regression Model with Long-Memory Stationary Errors
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On Differentiable Functionals
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Minimum Distance Estimation in an Additive Effects Outliers Model
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Breakdown Points of Affine Equivariant Estimators of Multivariate Location and Covariance Matrices
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Deconvolution-Based Score Tests in Measurement Error Models
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On Wielandt's Inequality and Its Application to the Asymptotic Distribution of the Eigenvalues of a Random Symmetric Matrix
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The Asymptotic Distribution of a Noniterative Estimator in Exploratory Factor Analysis
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Estimating Covariance Matrices
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Estimating the Common Mean of Two Multivariate Normal Distributions
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Simultaneous Estimation in Discrete Multivariate Exponential Families
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Information Inequality Bounds on the Minimax Risk (with an Application to Nonparametric Regression)
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On the Consistency of Posterior Mixtures and Its Applications
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Asymptotic Optimality of Bayes Compound Estimators in Compact Exponential Families
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Coherent Statistical Inference and Bayes Theorem
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Chaining Via Annealing
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Sequential Detection of a Change in a Normal Mean when the Initial Value is Unknown
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Estimating a Distribution Function with Truncated and Censored Data
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On Negative Mass Assigned by the Bivariate Kaplan-Meier Estimator
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Quantile Estimation with a Complex Survey Design
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On the Edgeworth Expansion and the Bootstrap Approximation for a Studentized U-Statistic
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Coverage Probabilities of Bootstrap-Confidence Intervals for Quantiles
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Some Asymptotic Results for Jackknifing the Sample Quantile
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Back Matter
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