Multivariate Adaptive Regression SplinesAuthor(s): Jerome H. FriedmanSource: The Annals of Statistics, Vol. 19, No. 1 (Mar., 1991), pp. 1-67Published by: Institute of Mathematical StatisticsStable URL: http://www.jstor.org/stable/2241837Accessed: 18/02/2009 11:58

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Issue Table of ContentsThe Annals of Statistics, Vol. 19, No. 1 (Mar., 1991), pp. 1-503Front MatterInvited PaperMultivariate Adaptive Regression Splines [pp.1-67]Discussion: Multivariate Adaptive Regression Splines [pp.67-82]Discussion: Multivariate Adaptive Regression Splines [pp.82-91]Discussion: Multivariate Adaptive Regression Splines [pp.91-92]Discussion: Multivariate Adaptive Regression Splines [pp.93-99]Discussion: Multivariate Adaptive Regression Splines [pp.99-102]Discussion: Multivariate Adaptive Regression Splines [pp.102-112]Discussion: Multivariate Adaptive Regression Splines [pp.112-113]Discussion: Multivariate Adaptive Regression Splines [pp.113-115]Discussion: Multivariate Adaptive Regression Splines [pp.115-123]Rejoinder: Multivariate Adaptive Regression Splines [pp.123-141]

Estimation of a Projection-Pursuit Type Regression Model [pp.142-157]Asymptotic Properties of the LSE in a Regression Model with Long-Memory Stationary Errors [pp.158-177]On Differentiable Functionals [pp.178-204]Minimum Distance Estimation in an Additive Effects Outliers Model [pp.205-228]Breakdown Points of Affine Equivariant Estimators of Multivariate Location and Covariance Matrices [pp.229-248]Deconvolution-Based Score Tests in Measurement Error Models [pp.249-259]On Wielandt's Inequality and Its Application to the Asymptotic Distribution of the Eigenvalues of a Random Symmetric Matrix [pp.260-271]The Asymptotic Distribution of a Noniterative Estimator in Exploratory Factor Analysis [pp.272-282]Estimating Covariance Matrices [pp.283-296]Estimating the Common Mean of Two Multivariate Normal Distributions [pp.297-313]Simultaneous Estimation in Discrete Multivariate Exponential Families [pp.314-328]Information Inequality Bounds on the Minimax Risk (with an Application to Nonparametric Regression) [pp.329-337]On the Consistency of Posterior Mixtures and Its Applications [pp.338-353]Asymptotic Optimality of Bayes Compound Estimators in Compact Exponential Families [pp.354-365]Coherent Statistical Inference and Bayes Theorem [pp.366-381]Chaining Via Annealing [pp.382-393]Sequential Detection of a Change in a Normal Mean when the Initial Value is Unknown [pp.394-416]Estimating a Distribution Function with Truncated and Censored Data [pp.417-442]On Negative Mass Assigned by the Bivariate Kaplan-Meier Estimator [pp.443-453]Quantile Estimation with a Complex Survey Design [pp.454-469]On the Edgeworth Expansion and the Bootstrap Approximation for a Studentized U-Statistic [pp.470-484]Coverage Probabilities of Bootstrap-Confidence Intervals for Quantiles [pp.485-495]Some Asymptotic Results for Jackknifing the Sample Quantile [pp.496-503]Back Matter