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LIST OF ATTENDANTS
Dr. Rashid Ahmad Department of Mathematics Livingstone Tower 26 Richmond St. University of Strathclyde Glasgow G 1 1XH, Scotland UNITED KINGDOM
Professor Michael Akritas 20 G. Karaiskaki Street 19009 Rafina, Attica GREECE
Professor Emin Anarim Bogazi~i University Department of Electrical
and Electronic Engineering 80815 Bebek - Istanbul TURKEY
Professor Barry C. Arnold Department of Statistics University of California Riverside, CA 92521
Mr. Bjq,m H. Auestad Department of Mathematics University of Bergen 5007 Bergen NORWAY
Professor Adelchi Azzalini Department of Statistical Sciences University of Padua Via S Francsco 33, 1-35121, Padua ITALY
Dr. Nihat Badem Dokuz Eyliil University Faculty of Engineering
& Architecture Applied Mathematics Division Bomova - IZMIR TURKEY
693
Professor Andrew R. Barron Department of Statistics University of Illinois 725 S. Wright Street Champaign,IL 61820
Ms. Giilay Basarir Hacettepe University Faculty of Science Department of Statistics 06532 Beytepe - Ankara TURKEY
Professor Rudolf Beran Department of Statistics 367 Evans Hall University of California Berkeley, CA 94720
Professor Dr. Alain Bedinet Universite de Montpellier Unite de Biometrie ENSAM-INRA-USTL 9, place Pierre VIAIA F-34060 Montpellier Cedex FRANCE
Professor P.K Bhattacharya Division of Statistics 469 Kerr Hall University of Califonria Davis, CA 95616
Professor Denis Bosq Laboratoire de Statistique Universite Paris VI 74 Rue Dunois Paris, 75013 FRANCE
Ms. Maria Mori Brooks Department of Statistics, CB#3260 Phillips Hall University of North Carolina Chapel Hill, NC 27599-3260
694
Professor Prabir Burman Division of Statistics 469 Kerr Hall University of California Davis, CA 95616
Dr. Karen Chan Department of Statistics University of Glasgow Mathematics Bldg., Rm 113 Glasgow, G 12 800 UNITED KINGDOM
Professor Mikl6s Csorg& Department of Mathematics
& Statistics Carleton University Ottawa, Ontario CANADA K1S 5B6
Professor Antonio Cuevas Departamento de Mathematicas Facultad de Ciencias Universidad Autonoma Canto Blanco, 28049-Madrid SPAIN
Professor Paul Deheuvels 7 Avenue du Chateau 92340 Bourg-la-Reine FRANCE
Professor Miguel A Delgado-Gonzalez C/Linneo 32, 4a Madrid 28005 SPAIN
Professor Luc Devroye School of Computer Science McGill University Montreal PO CANADA H3A 2K6
Ms. Handan Dingiloglu Department of Statistics Middle East Technical University Ankara 06531 TURKEY
Dr. Joachim Engel Sonderforschungsbereich 123 UniversUit Heidelberg 1m Neuenheimer Feld 294 6900 Heidelberg FEDERAL REPUBLIC OF GERMANY
Professor Ricardo Fraiman Centro de Matematica Eduardo Acevedo 1139 (11200) Montevideo URUGUAY
Mr. Mauro Gasparini Department of Mathematics University of Bologna Bologna ITALY
Professor Theodor Gasser Zentralinst flir Seelische Gesundheit Abt Biostatistik Postfach 5970 0-6800 Mannheim 1 FEDERAL REPUBLIC OF GERMANY
Professor Alexander Georgiev Department of Biometry Medical University of South Carolina 171 Ashley Avenue Charleston, SC 29425-2503
Professor Wenceslao Gonzalez-Manteiga Universidad de Santiago de Compostela Departamento de Estadistica E.I.O. Facultad de Mathematicas Santiago de Compostela (La Coruna) SPAIN
Dr. Pedro L. Gozalo Instituto Universitario Ortega Y gasset Madrid SPAIN
Dr. Gerard Gregoire Laboratory of Modelling &
Computation, B.P. 53X, 38041 Grenoble Cedex FRANCE
Dr. Uszl6 Gyorfi Technical University of Budapest Stoczek u.2, Budapest XI 1521 HUNGARY
Professor Wolfgang HardIe Universite Catholique de Louvain 34 Voie du Romas Pays B-1348 Louvain-La-Neuve BELGIUM
Professor N aney Heckman Department of Statistics 2021 West Mall University of British Columbia Vancouver, B.c. CANADA V6T 1W5
Dr. Dimitrios Ioannides Department of Mathematics University of Patras 26110 Patras GREECE
Professor S. Rao Jammalamadaka Department of Statistics and
Applied Probability University of California Santa Barbara, CA 93106
695
Dr. Michael Chris Jones Faculty of Mathematics The Open University Walton Hall, Milton Keynes MK7 6AA UNITED KINGDOM
Professor Abram Kagan Department of Mathematics University of Maryland College Park, MD 20742
Professor Dimitri Kazakos Dept. of Electrical Engineering Thorton Hall University of Virginia Charlottesville, VA 22901
Dr. c.P. Kitsos 23 Bithinias Street Kalogreza (N. Ionia) 14234 Athens GREECE
Professor Vassilios Klonias Department of Mathematics University of Crete P.O.Box 1470 Iraklion, Crete GREECE
Professor George Kokolakis Department of Mathematics National Technical University
of Athens Zografou Campus 15773 Athens GREECE
Professor Adam KrzyZak Department of Computer Science Concordia University 1455 De Maisonneuve Blvd. West Montreal, Quebec CANADA H3G 1M8
696
Dr. Boris Levit Department of Mathematics & Informatics University of Leiden P.O. Box 9512 2300 RA Leiden THE NETHERlANDS
Mr. Panagiotis Lorentziadis 25 Lelas Karagianni Street Ptateia Americis Athens 112 52 GREECE
Professor Y.P. Mack Division of Statistics 469 Kerr Hall University of California Davis, CA 95616
Dr. Enno Mammen Institut fUr Angewandte Mathematik UniversiHit Heidelberg 1m Neuenheimer Feld 294 6900 Heidelberg 1 FEDERAL REPUBUC OF GERMANY
Professor James Stephen Marron Department of Statistics University of North Carolina Chapel Hill, NC 27514
Professor Pascal Massart U.A-CNRS 743 Statistique Appliquee Universite Paris Sud Batiment 425, Orsay 91405 FRANCE
Professor Hans-Georg MUller Division of Statistics 469 Kerr Hall University of California Davis, CA 95616
Mr. Andrew Neath Division of Statistics 469 Kerr Hall University of California Davis, CA 95616
Mr. David J. Olive Department of Statistics 101 lllini Hall 725 South Wright Street University of lllinois Champaign, IL 61820
Professor Takis Papaioannou Department of Mathematics,
Statistics Unit University of Ioannina 45110 Ioannina GREECE
Professor Vassilios Papakonstantinou Department of Mathematics University of Patras 26110 Patras GREECE
Professor Miroslaw Pawlak Dept. of Electrical Engineering The University of Manitoba Winnipeg, Manitoba CANADA R3T 2N2
Professor D.T.A Pham C.N.R.S. Laboratoire TIM3 Laboratoire TIM3, BP 53X 38041 Grenoble Cedex FRANCE
Dr. Dimitris Politis 17 Ergotimou Street 11634 Athens GREECE
Ms. Kathy Prewitt Division of Statistics 469 Kerr Hall University of California Davis, CA 95616
Professor M.B. Rao Department of Statistics North Dakota State University 300 Minard Fargo, ND 58105
Mr. David M. Reboussin Department of Statistics 1210 West Dayton Street University of Wisconsin Madison, WI 53706
Professor Dr. R.-D. Reiss Universitat-GH-Siegen Mathematics Departme~t Fachbereich 6 - Mathematik Holderlinstr. 3, 5900 Siegen FEDERAL REPUBUC OF GERMANY
Professor John L Rice Department of Mathematics, C-012 University of California, San Diego La Jolla, CA 92093
Professor Murray Rosenblatt Department of Mathematics C-012 University of California, San Diego La Jolla, CA 92093
Professor George G. Roussas Division of Statistics 469 Kerr Hall University of California Davis, CA 95616
Professor Frits H. Ruymgaart Faculteit Wiskunde en Informatica Katholieke Universiteit Toernooiveld, 6525 ED Nijmegen THE NETHERLANDS
Professor Alexander Samarov Massachusetts Institute
of Technology 1 Amherst Street Building E40-148 Cambridge, MA 02139
Mr. Antonis Sagris 7587 Champagnneor St. #3 Montreal, Quebec H3N 2K1 CANADA
Professor Pascal Sarda Laboratoire de Statistque
697
Institut de Mathematiques - U.S.T.L. Place Eugene Bataillon 34095 Montpellier Cedex, FRANCE
Professor William R. Schucany Department of Statistics Southern Methodist University Dallas, TX 75275
Dr. Getulio Borges da Silveira Department of Economics London School of Economics Houghton St Aldwych London WC2A 2AE UNITED KINGDOM
Professor Ulrich Stadtmiiller Department of Mathematics University of UIm Oberer Eselsberg D-7900 Ulm FEDERAL REPUBUC OF GERMANY
Professor Winfried Stute Mathematisches Institut University of Giessen Arndtstrasse 2, D-6300 Giessen FEDERAL REPUBUC OF GERMANY
698
Dr. Hiiseyin Tatlidil Department of Statistics Faculty of Science Hacettepe University 06532 Beytepe - Ankara TURKEY
Professor Lanh Tat Tran Department of Mathematics Indiana University Bloomington, IN 47405
Professor K. Truong Department of Biostatistics University of North Carolina
at Chapel Hill CB#7400, Rosenau Hall Chapel Hill, NC 27599-7400
Dr. AB. Tsybakov Institute for Problems of
Information Transmission Academy of Sciences of the U.S.S.R. Ermolovoy 19 U.S.S.R.
Ms. UIkii Uzunogullari 6. Sokak 21/9 Bahcelievler / Ankara TURKEY
Professor Edward van der Meulen Department of Mathematics Katholieke Universiteit Leuven Celestijnenlaan 200 B B-3030 Heverlee BELGIUM
Professor Bert van Es Department of Mathematics &
Computer Science University of Amsterdam Plantage Muidergracht 24 1018 TV Amsterdam THE NETHERLANDS
Professor Philippe Vieu Laboratoire de Statistique
et Probabilities University Paul Sabatier 118 Route de Narbonne 31062 Toulouse, Cedex FRANCE
Mr. Bruce E. Wahlen Department of Mathematics, C-OI2 University of California, San Diego La Jolla, CA 92093
Dr. Matthew Wand Universitat Heidelberg Sonderforschungsbereich 123 Stochastische mathematische Modelle 1m Neuenheimer Feld 294 0-6900 Heidelberg 1 FEDERAL REPUBUC OF GERMANY
Professor Jane-ling Wang Division of Statistics 469 Kerr Hall University of California Davis, CA 95616
Professor Sidney J. Yakowitz Department of Systems Engineering University of Arizona Tucson, AZ 85721
Professor Yannis Yatracos Department of Mathematics
& Statistics University of Montreal CP 6128, Suc. A Montreal, Quebec H3C 3J7 CANADA
Contributed Papers
ANTONIADIS, A AND GREGORIE,· G.: Nonparametric estimation in change-point hazard rate models for censored data.
ARNOlD, B.C.: Nonparametric estimation of Lorenz curves. BIRGE, L AND MASSART,· P.: Lower bounds for rates of convergence of M.L and
related estimators. BROOKS, M.M.: Bandwidth selection for intensity estimates. DINGIWGLU,· H. AND SUNGUR, E.: The use of copulas in extreme theory. ENGEL, J.: Semiparametric model estimation in nonlinear regression. FALl<, M. AND REISS,· R-D.: Estimating conditional curves: Nearest neighbor
approach. GOZAW, P.L.: A consistent model specification test for kernel estimation of regression
on functions models. KAGAN, A: Quasi likelihood and the projection method for solving the maximum
likelihood equation. KAZAKOS, D.: Asymptotically tight error bounds for multi-hypothesis testing through large
deviation theory. KITSOS, C.P.: Nonparametric features on optimal experimental design. KOKOLAKIS, G.B.: Nonparametric Bayesian prediction in multivariate binary discriminant
analysis. POLITIS, D.: Bootstrapping time series via autoregressive approximations. RICE, J.: Bayesian restoration of single-channel patch champ recordings. STADTMOLLER, U.: Estimation in a multiplicative regression model. UZUNOGULLARI,· U. AND WANG, ** J.-L: Estimation of the hazard function and its
derivatives under random truncation models. WAND, M.P.: Exact mean integrated squared error for dependent data. Y AKOWITZ, S.: Nonparametric regression for Markov sequences without mixing
assumptions.
* Presenter of paper * * Also, a participant
699
INDEX
Abelian groups Abramson absolute error
680 141
566,569 accuracy of the bootstrap confidence
intervals 114 actual average squared errors for
estimation adaptive additive models Ahmad almost i.i.d. errors almost stationary processes almost sure convergence AMISE a-mixing approximation error AR(l) process AR(2) model asymptotic covariance asymptotic distribution asymptotic efficiency asymptotic error exponent asymptotic linearity asymptotic normality asymptotically efficient asymptotically normal autocorrelation autocorrelation operator autocovariance function automatic estimate automatic kernel estimates automatic selection autoregressive function(s) autoregressive model autoregressive processes average curve average derivative estimates average derivative estimator average squared error Azuma inequality
203 145,146,159
499 477 115 389 509 254
273,275,444,446 561,567
378 383 321
321,648 167 634 288
152,443,444,450,456 321 443 378 409 553
16 15
201,548 271,278
607 272 99
167 169 274 352
bandwidth(s) bandwidth choice bandwidth factorization
20,67,148,251,589,590 141 255
bandwidth selection Bayes estimates
241,274 339
Bayes optimal probability of error Bayes risk consistencies
567 347
701
Bell 477 Bell-Pitman function 487 Beran 318 Bernstein('s) inequality 570,572,575 Bernstein-type inequality( -ies) 272,573 Bhattacharya and Mack 144 bias 379 biased cross-validation 256 Bickel 226 Bickel and Wichura 145 Bieren's estimate 16 Billingsley 145,225 bispectra 406 Blaschke's selection theorem 228 b1ock-circulant 202 blur matrices 205 Boneva, Kendall and Stepanov 226 Bonferroni method 121 Boos 226,236 bootstrap 111,114,440,501,577,585,586 bootstrap confidence intervals 122 boundary effects 114 bounded influence function 297 bounded influence regression 297 bounded lipschitz distance 232 bounds of the statistical risk 561 Bowman 238 Bradley 421 Bretagnolle-Hubert kernel 3 Brownian bridge process 410 Brownian bridges 215 Buckley and James 316 bumphunting 126 bump-hunting problem 226 bumps 226
cascade and parallel connections Cauchy density censored data censoring variable chaotic systems Chebyshev's inequality Chernoff Chernofrs bound Chernofrs bounding method Choi circle classes of images
541 236,618
315 432 531
37 147,570,574
31,34 33
477 680
669,670
702
class-fit detectors 478 classification 671,673 classification error 671 classified image 673 clean U-statistic 117 codelength 563,569 compact 682 complexity(-ies) 561,563,566,567,568,570,571 complexity penalty(-ies) 561,562,568 complexity regularization 561-63,565-70,572-73 complexity regularization estimator 573 complexity regularized 569 composite alternative 631 conditonal density estimates 463 conditional distribution 616,617 conditional heteroskedasticity 297 conditional mean 614 conditional median estimator 616 conditional median function 613,614,616 conditional quanti1es 617,621,625 conditional variance 618 conditionally independent 321 confidence band 215 confidence bands for the quantile
function 215 confidence intervals 114,619 conservative confidence bands 45 consistency 129,130,555 consistent test 631 continuity of a Brownian Bridge process 221 continuous time process 509 continuous time stochastic process 553 control variables 531 convergence rates 249 converges at rate 570 converges to zero at rate 569 convex minorant 193,195 convolution 682,683 corrected v-fold cross-validation 606 correlated residuals 75 covariance operator 509 covariate 587,588,595,597 coverage probability(-ies) 577,578,579,583 Crist6bal, Faraldo and GOIlZlilez-Manteiga 320 cross-validated 23,262 cross-validationl1 ,67,241,261,274-77 ,279 ,366,603 cross-validation functional 322 Csorg5-Revesz-Stute ([CRS]) conditions 19 Cuevas 236 cumulative hazard rate function 316
curve estimation 141
Dabrowska 318 DasGupta and Studden 339 data-based 249 data compression 561 data-driven bandwidth 20 data-driven estimator 26 deconvoluted kernel 615,616,623,624 deconvoluted kernel density estimators 614,615 deconvoluted kernel estimates 623,624 deconvoluted kernel estimator(s) 617,618,621 deconvoluted kernel function(s) 622,625 deconvoluted kernel median function
estimators 616 deconvoluted kernel method 614 deconvoluted kernel regression function
estimator(s) 616,619 deconvolution 203,614,618,625 degraded images 201 degrees of censorship 321 Deheuvels' estimate 16,40 DeMontricher 125,131 Demm1er and Reinsch 344 Demmler-Reinsch basis 344 density 173 density estimates 19 density estimation 125,280,561 density estimation-free confidence bands 217 density estimation on Stiefel manifolds 683 density function 218 dependent competing risks 431 derivative(s) 69,145,160 design-adaptive 619,620,625 design-adaptive method 614 design-adaptive quantile estimators 626 design choice 675 deviation 148 Devroye 227 Devroye and Gyorfi 419 Dharmadhikari and Joag-dev 235 diagnostic capabilities 129 diagonal expansion 543 diagonal series expansion 543 differential entropy 81 diffusion process 553 dimensionality problem 280 discrete observations 553 distance between 119 distance measure 632
distortion function( s) distribution-free bounds distribution function distribution of functionals divided differences Doeblin's hypothesis Doob martingale
566,567,568,569,570 358 215 112 339
double exponential dynamic systems
Eddy edge estimation edge estimator efficient Efron-Stein inequality eigenvectors elliptically contoured empirical distribution function empirical measure empirical probability measure empirical processes empirical quantile function energy transfer entropy estimators equispaced grid error distribution errors-in-variables errors in variables model on
the sphere estimated mean squared error estimating derivatives estimation cross-validation estimation of the derivatives exponential bounds exponential inequalities extraneous statistical noise
FFfs finite order kernels fixed design fixed design model t/>-mixing condition Fourier integrals Fourier matrix Fourier representation frame-grabbing functional
443,444 32,41
618 531
148 669,672,675 673,675,677
145,146,159,164 40
509 173
19,35,261-62,264 91,633
38 19
213 406
81 670,671,675,676
618 614,625,679,680
680,681,689 367 241 201 277 347
31 488
202 4
315 112
273,445 407 202 406 205 243
functional laws of the iterated logarithm 19
Gaussian mixture Gaussian process( -es) GCV
703
477
generalization of the MPLE generalized additive models (GAM) generalized kth divided difference generalized Lehmann alternative
142,148,272 203 128 280 345
model(s) generalized maximum likelihood
estimates geometric ergodicity geometrically ergodic global rates of convergence Good and Gaskins goodness-of-fit goodness-of-fit detectors Gorodettski Gram-Charlier kernels Grenander Gyorfi Gyorfi, HardIe, Sarda and Vieu
Hall halving approach Hausdorff metric Hart and Vieu Hasminskii hazard rate estimation
448,647
434 444 443 358
125,131,226 122 478 420
10 147 419 419
231,234,238 121 228 419
672,677 280
h-block cross-validation Heckman and Woodroofe Hellinger distance heteroskedastic regression heteroskedasticity Hettmansperger
603,604,608,609,610 341
Hettmansperger and Klimko high dimensional linear models higher order kernel( s) Hilbert space Hilbertian autoregressive process histogram histogram estimate Hoeffding Hoeffding's inequality homoskedastic Huber Huber's .J--function hypothesis testing
lbragimov
567,570,573,574 287 297 226 226 123
241,255 679,687
509 632
36,42 31,570
31,33,571,572 321 232 298 631
Gamma 618 identification problem 420,672,677
494
704
I-divergence 89 ill-posed problems 202,679 image analysis 669,676 image and edge estimation 669,674 image and edge estimators 674 image estimation 669,670,672 image estimator 673,675 image restoration 201 ~SL 129 ~SL-subroutines 238 increments 19 index of resolvability 561,563-65,567-69,571-74 indices of approximation 568 inflation rate 362 inflection points 226 influence function 126,127,129 integrable nonparametric models 657 integral equation 543 integrated mean squared errors (IMSE) 144 integrated squared error (ISE) 274 interaction 377 inverse estimation 191 inverse problem 191,195 inverse triangular density 622 inversion 195 IF-method 227 isotropic 4(J7
Izenman and Tran 420
Johnson family of curves 379
Kaplan-Meier 316 Karlin 342 k-dimensionallinear parametric model 120 kernel(s) 147,320,389,591 kernel classification rule 347 kernel density estimate(s) 94,463 kernel density estimation 141,241,419 kernel estimate(s) 20,42,126-27,331,443,588-89 kernel estimator(s) 67,112,146,261-62,264,616 kernel function 146,378 kernel nonparametric techniques 531 kernel of order k 146 kernel of order (m,p) 7 kernel-quantile-density estimator 216 kernel regression 361 kernel spectral estimates 122 kernel-type estimator 173 Klonias 126,130,131,251 k nearest neighbour 320
kn-NN estimate Kolmogorov Kolmogorov entropy Kolmogorov-Smimov distance Kolmogorov-Smimov statistics Korostelev Koul, Susarla and Van Ryzin Krieger and Pickands k-th nearest neighbor Kullback-Leibler loss
Laguerre kernels laws of the iterated logarithm Lay Leamer least squares cross-validation least squares estimate least squares method Lebesgue measure of symmetric
difference Legendre kernels Legostaeva and Shiryayev life time distributions LIL linear estimate linear estimators linear regression model linear smoothing linewise procedure linewise processing Lipschitz condition local bandwidth local bandwidth choice local means local medians local polynomials locally mixing (LM) log-likelihood based distortions log-odds ratio logistic distortion logistic distortion function logistic regression logistic transformation LOOve Ll-consistent density estimator Ll-discrepancy Ll-distance Ll-error Ll norm Ll strong consistency
331 480 138
42,647 35,481
677 317,318
141 22,39
234
10 19
228 339 256 136 316
673 lO
339 431
21 676 676 315 676 676 676 253 141 367 46 46
625 419 569 567 566 566 566 621
130,131 81
620 89,632
673,674 35,252
463
Lp-error L2-approximation error U-approximation to the empirical
674 563
distribution function L2-discrepancy L2-distance Lui
Mack and Miiller Mallow's CL Mann-Whitney Statistic Marcinkiewicz Markov chain(s) Markov process(-es) Marron martingale martingale difference martingale difference sequences martingale-like Masry Massart's bound maximal invariants maximal statistical noise maximum penalized likelihood McDiarmid mean absolute difference mean integrated Ll and L2 errors mean integrated square error
6 619 117 477
143 204
647,649,652,653 130 606
272,443,444,445 231
32 635 32
604,606 419 35
487 478 125
32,34 206 218
(MISE) 21,241,252,274 mean squared error (MSE) 144 mean squared errors for estimation 203 measurement errors 614,616,617,620 measures of deviation 413 median(s) 671 M-estimators 297 Miller 316 minimal sufficient statistic 478 minimax Bayes estimate 339 minimax lower bounds 674 minimum complexity density estimation 561,575 minimum complexity estimator 574 minimum description-length criteria 561 minimum description-length paradigm 561 minimum description-length principle 562,567 minimum variance 655 mixing condition(s) 272,509 mixing processes 389 mixture 649 mode estimation 146 mode estimator(s) 159,160
model selection mollifier Monte Carlo MPLE MR -estimates multidimensional mean squared error multipararneter Gaussian process multiple kernel estimation procedure
for the density multiple minima multivariate density estimates multivariate kernel estimate multivariate nonparametric regression Miiller Miiller and Prewitt Miiller and Stadtmiiller Miiller and Wang
Nadaraya Nadaraya-Watson Nadaraya-Watson estimate Nadaraya-Watson estimator Nadaraya-Watson weighting Nash Navier-Stokes equation
705
561,562,565 3
405 126,127,128
287 322 164
11 209
12 247 163
144,161 163,164 142,162 161,162
143,322 69
378 143 322 130 405
nearest neighbor density estimator nearest neighbors
20 300
16 672,677
576 561,564 ,565 ,575 ,576
nearest neighbour estimate Nemirovskii neural net( s) neural network(s) noise estimate nonlinear autoregressive time series nonlinear functions nonlinear model nonlinear time series nonparametric nonparametric deconvolution feasible nonparametric density nonparametric density estimate nonparametric density estimation nonparametric estimate nonparametric estimation nonparal11etric FPE criterion nonparametric maximum likelihood nonparametric pilot estimator nonparametric prediction nonparametric regression
209 122
564,565 531
493,541 553 626 133 82 35
443,444 31,431
495 192,193
226 389
111,133,329,357,377 ,542,587-88, 590,595,597,672,676
706
nonparametric regression analysis normal not identically distributed errors numerical optimization Nussbaum
observational studies
613 618 119 130
340,672,677
587 optimal choice of It" for mean integrated
L1 and L2 errors 220 686 162
optimal convergence rates optimal local bandwidth optimal rates of convergence optimisation ordered data ordinary cross-validation ordinary kernel functions ordinary kernel regression function ordinary smooth
669,674 202 553
603-06,608,610 623,624
619 617,618
226 543
11
Orear and Cassel orthogonal functions orthogonal polynomials orthogonal polynomials with weights orthogonal series
10 389 544 114 207
orthogonal series estimate oversmooth bandwidth oversmoothed
pair-matching pairwise resampling Papantoni-Kazakos and Kazakos parametric regression model Pareto renewal process Park partition partitioning estimate Parzen Parzen-Rosenblatt kernel estimate peaks penalized likelihood penalty functional Pham and Tran Phillips Curve
587,588,595,597 116 419 119 478 477 632 333
142,147,420 3
141 340 125
piecewise concave/convex functions
419,420 363 134
226,229 134
162,254 26
256 67
277
piecewise convex-concave piecewise monotone functions pilot estimator( s) plug-in estimator plug-in method plug-in rule plug-in techniques
pointwise confidence intervals Polasek polynomial regression polynomials Pratt prediction prediction band(s) prediction ellipsoid prediction error prediction interval(s) prediction region(s) predictor Priestley and Chao probablity centered probability centering probability density function probability of error project pursuit regression (PPR) projection pseudo-likelihood ratio test
quadratic splines quantile(s) quantile density function quantile function(s) quantile matching quantile process
121 339 561
563,564,565,614 677 203
577,579,581,582 581 604
577,578 578,581,586
509 142
581,582 577
81 567 280 499 379
607 443,444,446
218
quantitative measures of smoothness
213,620 652 214 133
random delta sequence random design random right censorship randomized procedures rate(s) of convergence
14 673 315 489
251,569,572,577,579,585,617 rate of improvement 657 recursive kernel density estimates 39 regression 67,339 regression estimation 329 regression function 142,316,613,617,625 regression model 298 regression spline 133 regular and irregular nonparametric
problems regularization regularized deconvolution regularized deconvolution on the circle regularized inverse relative entropy relative entropy distance
657 201,562
680 685 681 574
567,574
relative stability repeated measurements reproducing kernel
37,39 377
5 reproducing kernel Hilbert-subspace residual resampling
5 113
571,573 340
444,445,446,455 419 297
144,147,157,158
resolvability restricted minimax estimates p-mixing Robinson robust regression Romano root-density Rosenblatt Roussas running mean
126 142,420
273,419,420 671
Sacks and Ylvisaker 339,340 Sager 147 sample distribution function 657 sample of curves 99 Scheffe's theorem 225 score function 218 Scott, Tapia and Thompson 126,131 seasonal fluctuations 389 second order admissibiilty 657 second order optimality theory 657 second order spectra 413 selection bias 563 selection of lags 497 semiparametric 553 semiparametric estimation 647 semiparametric weighted least squares 299 semiparametric weighted M-estimator 300 Sethuraman 226 shape parameters 112,133 shift functions 99 shift operator 103 signal detection 477 Silverman 126,131,158,161,225-27,233-34,236 simple hypothesis 631 simulations 257 simultaneous coverage probability 121 simultaneous error bars 121 Slepian lemma 47 smoothed bootstrap 118 smoothed bootstrap estimate 255 smoothed cross-validation 255 smoothed quantile process 220 smoother 671 smoothing 671,676
smoothing factor smoothing matrix smoothing
707
35 202
parameter(s) 20,144,201,261,267,378,548 smoothing parameter selection 241,268 smoothing techniques 272 smoothness assumptions 133 smoothness classes 136 smoothness conditions 92 Sobolev space(s) 125,564,687 Speckman 340 spline(s) 563,564,604,605,607 squared deviance between the parametric
fit and the non parametric fit squared error
121 566,569 566,567
569 480 610
squared error distortion squared error distortion function stable processes stationary Gaussian process stationary process Steele's inequality Stiefel manifold Stone Strassen strictly positive Hermitian strong consistency strong mixing condition
607 41
680,683 231,234,670,672,677
19 681,687 329,443
419 strong uniform consistency of random
kernel-type density estimates structural average structural functional structural points Stute and GonzaIez-Manteiga sup-norm super smooth supremum distance survival function Sweeting symmetric stable laws system modeling
tail condition tailor-designed methods Tapia and Thompson test statistic testing statistical hypotheses tightness time series analysis total variation Tran
12 104 102 99
320 19
617,618,625 236 431
226,229,236 486 533
93 227
125,131 632 477
145,153,156 541 631 420
708
transformations transformed kernel estimate transition distribution function treatment-covariate interaction treatment main effect trend curves trigonometric series Tsybakov turbogenerator set two-dimensional problem two-sample detectors
unbiasedness undersmoothed unemployment rate
605 16
443,444 587-89,595-96
588,589 3n
563,564 669,672,676,6n
533 74
478
554 207 362
uniform deconvolution problem uniform empirical quantile function uniform mixing samples
191,192 213 463 214 478 329
uniform quantile process uniform renewal processes universal consistency U-statistic 117,591
Vapnik-Chervonenkis bound 38 Vapnik-Chervonenkis dimension 38 variable kernel density estimates 242 variable kernel estimates 39 variance 410 v-fold cross-validation 603,604,605,609
Wahba 344 Watson Watson-Nadaraya approach Watson-Nadaraya estimate Watson-Nadaraya kernel estimate Watson-Nadaraya method
143,322 2n 273 273 272 406 wave number vector
weak consistency weak convergence weakly stationary process Weerahandi and Zidek Wegman
329 144,148,153,156,164
553 339 419
weighted averaging of rounded points (WRPing)
weighted linear regression weighted M-estimates weighted R-estimators Wiener process wild bootstrap wild bootstrapping
113 620 289 287
149,411,488,554 111,119
119
Wolf sunspot numbers wreath product group
Yakowitz Yoshihara
zero-one distortion zero-one distortion function
502 487
419 419
569 566