Issue Information

Issue Information March 2018 Australian & New Zealand Journal of Statistics Volume 60 No. 1 Australian & New Zealand Journal of Statistics Volume 60 No. 1 March 2018 SPECIAL ISSUE IN HONOUR OF PETER GAVIN HALL Preface 1 A survey of high dimension low sample size asymptotics Makoto Aoshima, Dan Shen, Haipeng Shen, Kazuyoshi Yata, Yi-Hui Zhou and J. S. Marron 4 Greedy forward regression for variable screening Ming-Yen Cheng , Sanying Feng, Gaorong Li and Heng Lian 20 An L analysis of a kernel-based hazard rate estimator Hairui Hua , Dimitrios Bagkavos and Prakash N. Patil 43 Tail sums of Wishart and Gaussian eigenvalues beyond the bulk edge Iain M. Johnstone 65 On expectation propagation for generalised, linear and mixed models Andy S. I. Kim and Matt P. Wand 75 Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences Todd A. Kuffner, Stephen M. S. Lee and G. A. Young 103 Kernel excess mass test for multimodality Seonmi Lee, Woncheol Jang and Byeong U. Park 115 A new permutation test statistic for K -sample multivariate designs I. Samonenko and J. Robinson 132 A general approach to generate random variates for multivariate http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Australian & New Zealand Journal of Statistics Wiley

Issue Information

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Publisher
Wiley Subscription Services, Inc., A Wiley Company
Copyright
Copyright © 2018 Australian Statistical Publishing Association Inc.
ISSN
1369-1473
eISSN
1467-842X
D.O.I.
10.1111/anzs.12202
Publisher site
See Article on Publisher Site

Abstract

March 2018 Australian & New Zealand Journal of Statistics Volume 60 No. 1 Australian & New Zealand Journal of Statistics Volume 60 No. 1 March 2018 SPECIAL ISSUE IN HONOUR OF PETER GAVIN HALL Preface 1 A survey of high dimension low sample size asymptotics Makoto Aoshima, Dan Shen, Haipeng Shen, Kazuyoshi Yata, Yi-Hui Zhou and J. S. Marron 4 Greedy forward regression for variable screening Ming-Yen Cheng , Sanying Feng, Gaorong Li and Heng Lian 20 An L analysis of a kernel-based hazard rate estimator Hairui Hua , Dimitrios Bagkavos and Prakash N. Patil 43 Tail sums of Wishart and Gaussian eigenvalues beyond the bulk edge Iain M. Johnstone 65 On expectation propagation for generalised, linear and mixed models Andy S. I. Kim and Matt P. Wand 75 Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences Todd A. Kuffner, Stephen M. S. Lee and G. A. Young 103 Kernel excess mass test for multimodality Seonmi Lee, Woncheol Jang and Byeong U. Park 115 A new permutation test statistic for K -sample multivariate designs I. Samonenko and J. Robinson 132 A general approach to generate random variates for multivariate

Journal

Australian & New Zealand Journal of StatisticsWiley

Published: Jan 1, 2018

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