Recent Advances and Trends in Nonparametric Statistics

Content: 
Preface, Pages v-vi, Michael G. Akritas, Dimitris N. Politis
An Introduction to Support Vector Machines, Pages 3-17, Bernhard Schölkopf
Bagging, Subagging and Bragging for Improving some Prediction Algorithms, Pages 19-34, Peter Bühlmann
Data Compression by Geometric Quantization, Pages 35-46, Nkem-Amin Khumbah, Edward J. Wegman
Functional data analysis in evolutionary biology, Pages 49-60, Nancy E. Heckman
Functional nonparametric statistics: A double infinite dimensional framework, Pages 61-76, F. Ferraty, Ph. Vieu
Nonparametric Models for ANOVA and ANCOVA: A Review, Pages 79-91, Michael G. Akritas, Edgar Brunner
Isotonic Additive Interaction Models, Pages 93-107, Ilya Gluhovsky
A nonparametric alternative to analysis of covariance, Pages 109-120, Arne Bathke, Edgar Brunner
Assessing structural relationships between distributions — a quantile process approach based on Mallows distance, Pages 123-137, G. Freitag, A. Munk, M. Vogt
Almost sure representations in survival analysis under censoring and truncation. Applications to goodness-of-fit tests, Pages 139-151, R. Cao, W. González Manteiga, C. Iglesias Pérez
Data Depth: Center-Outward Ordering of Multivariate Data and Nonparametric Multivariate Statistics, Pages 155-167, Regina Y. Liu
Visual exploration of data through their graph representations, Pages 169-180, George Michailidis
Inference for nonsmooth regression curves and surfaces using kernel-based methods, Pages 183-201, I. Gijbels
Nonparametric smoothing methods for a class of non-standard curve estimation problems, Pages 203-215, O. Linton, E. Mammen
Weighted Local Linear Approach to Censored Nonparametric Regression, Pages 217-231, Zongwu Cai
Adaptive quantile regression, Pages 235-250, S.A. van de Geer
Set estimation: An overview and some recent developments, Pages 251-264, Antonio Cuevas, Alberto Rodríguez-Casal
Nonparametric methods for heavy tailed vector data: A survey with applications from finance and hydrology, Pages 265-279, Mark M. Meerschaert, Hans-Peter Scheffler
Nonparametric Methods in Continuous-Time Finance: A Selective Review, Pages 283-302, Zongwu Cai, Yongmiao Hong
Nonparametric Estimation in a Stochastic Volatility Model, Pages 303-313, Jürgen Franke, Wolfgang Härdle, Jens-Peter Kreiss
Dynamic nonparametric filtering with application to volatility estimation, Pages 315-333, Ming-Yen Cheng, Jianqing Fan, Vladimir Spokoiny
A normalizing and variance-stabilizing transformation for financial time series, Pages 335-347, Dimitris N. Politis
Biostochastics and nonparametrics: Oranges and Apples?, Pages 351-365, Pranab Kumar Sen
Some Issues Concerning Length-biased Sampling in Survival Analysis, Pages 367-375, M. Asgharian, David B. Wolfson
Covariate Centering and Scaling in Varying-Coefficient Regression with Application to Longitudinal Growth Studies, Pages 377-391, Colin O. Wu, Kai F. Yu, Vivian W.S. Yuan
Directed Peeling and Covering of Patient Rules, Pages 393-407, Michael LeBlanc, James Moon, John Crowley
Statistical Analysis of Survival Models with Bayesian Bootstrap, Pages 411-420, Jaeyong Lee, Yongdai Kim
On optimal variance estimation under different spatial subsampling schemes, Pages 421-436, Daniel J. Nordman, Soumendra N. Lahiri
Locally Stationary Processes and the Local Block Bootstrap, Pages 437-444, Arif Dowla, Efstathios Paparoditis, Dimitris N. Politis
Spectral Analysis and a Class of Nonstationary Processes, Pages 447-450, Murray Rosenblatt
Curve estimation for locally stationary time series models, Pages 451-466, Rainer Dahlhaus
Assessing Spatial Isotropy, Pages 467-475, Michael Sherman, Yongtao Guan, James A. Calvin
Automatic landmark registration of 1D curves, Pages 479-495, Jérémie Bigot
Stochastic Multiresolution Models for Turbulence, Pages 497-509, B. Whitcher, J.B. Weiss, D.W. Nychka, T.J. Hoar
Author Index, Pages 511-512