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Asymptotics, nonparametrics, and time series. A tribute to Madan Lal Puri. (English) Zbl 1037.00506

Statistics: Textbooks and Monographs 158. New York, NY: Marcel Dekker (ISBN 0-8247-0051-1). xviii, 833 p. (1999).

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Publisher’s description: A distinguished group of world-class scholars offer this collection of insightful papers as a tribute to the great statistician Madan Lal Puri, on the occasion of his 70th birthday. This exemplary reference contains over 2500 equations and exhaustively covers not only nonparametrics but also parametric, semiparametric, frequentist, Bayesian, bootstrap, adaptive, univariate, and entist, Bayesian, bootstrap, adaptive, univariate, and multivariate statistical methods, as well as practical uses of Markov chain models.
Contents: Subir Ghosh and George G. Roussas, Madan Lal Puri: life and contributions of a mathematical statistician (xv–xviii); David R. Brillinger, Some examples of empirical Fourier analysis in scientific problems (1–36); Robert B. Lund and Ishwar V. Basawa, Modeling and inference for periodically correlated time series (37–62); Richard A. Davis, Ying Wang and William T. M. Dunsmuir, Modeling time series of count data (63–113); Josu Arteche and Peter M. Robinson, Seasonal and cyclical long memory (115–148); Dag Tjøstheim, Nonparametric specification procedures for time series (149–199); R. J. Bhansali, Parameter estimation and model selection for multistep prediction of a time series: a review (201–225); Robert H. Shumway, Sung-Eun Kim and Robert R. Blandford, Nonlinear estimation for time series observed on arrays (227–258); T. Subba Rao and W. K. Wong, Some contributions to multivariate nonlinear time series and to bilinear models (259–294); Marc Hallin and Bas J. M. Werker, Optimal testing for semi-parametric AR models—from Gaussian Lagrange multipliers to autoregression rank scores and adaptive tests (295–350); Masanobu Taniguchi, Statistical analysis based on functionals of nonparametric spectral density estimators (351–394); Anton Schick, Efficient estimation in a semiparametric additive regression model with ARMA errors (395–425); Wolfgang Wefelmeyer, Efficient estimation in Markov chain models: an introduction (427–459); B. L. S. Prakasa Rao, Nonparametric functional estimation: an overview (461–509); Ömer Öztürk, Thomas P. Hettmansperger and Jürg Hüsler, Minimum distance and nonparametric dispersion functions (511–531); J. Antoch and M. Hušková, Estimators of changes (533–577); Arnoud C. M. van Rooij and Frits H. Ruymgaart, On inverse estimation (579–613); Alan E. Gelfand, Approaches for semiparametric Bayesian regression (615–638); S. Ghosal [Subhashis Ghosal], J. K. Ghosh and R. V. Ramamoorthi, Consistency issues in Bayesian nonparametrics (639–667); Gutti Jogesh Babu, Breakdown theory for estimators based on bootstrap and other resampling schemes (669–681); S. N. Lahiri, On second-order properties of the stationary bootstrap method for Studentized statistics (683–711); Rabi Bhattacharya and Mukul Majumdar, Convergence to equilibrium of random dynamical systems generated by i.i.d. monotone maps, with applications to economics (713–741); Kamal C. Chanda, Chi-squared tests of goodness-of-fit for dependent observations (743–756); George G. Roussas, Positive and negative dependence with some statistical applications (757–788); Bruce G. Lindsay and Richard Waterman, Second-order information loss due to nuisance parameters: a simple measure (789–810); Appendix: the publications of Madan L. Puri (811–828).
The articles of this volume will not be indexed individually.

MSC:

00B30 Festschriften
62-06 Proceedings, conferences, collections, etc. pertaining to statistics

Biographic References:

Puri, Madan Lal
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