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VOLUME: 73, SERIES: A, PART: 1, YEAR: 2011



 
  Analysis of nondegenerate Wiener-Poisson functionalsand its applications to It^o's SDE with jumps [1--45].  
  Author: Hiroshi Kunita.
 
  Discussion of Hiroshi Kunita's Article: Analysis of nondegenerate Wiener-Poisson functionals and its applications to It^o's SDE with jumps [46--49].  
  Author: David Nualart.
 
  Discussion of Hiroshi Kunita's Article: Analysis of nondegenerate Wiener-Poisson functionalsand its applications to It^o's SDE with jumps [50--51].  
  Author: S. R. S. Varadhan.
 
  Rejoinder to Discussion of Hiroshi Kunita's Article: Analysis of nondegenerate Wiener-Poisson functionals and its applications to It^o's SDE with jumps [52--54].  
  Author: Hiroshi Kunita.
 
  Strong Consistency of Lasso Estimators [55--78].  
  Author: A. Chatterjee and S. N. Lahiri.
 
  Properties of a Block Bootstrap under Long-range Dependence [79--109].  
  Author: Young Min Kim and Daniel J. Nordman.
 
  Simultaneous Estimation of Restricted Means via the Gauss Divergence Theorem [110--124].  
  Author: Hisayuki Tsukuma.
 
  Asymptotic Results for an L1-norm Kernel Estimator of the Conditional Quantile for Functional Dependent Data with Application to Climatology [125--141].  
  Author: Ali Laksaci, Mohamed Lemdani and Elias Ould Saïd.
 
  On the Use of Antithetic Variables to Improve Over theRanked Set Sampling Estimator of the Population Mean [142--161].  
  Author: Mohammad Jafari Jozani and Francois Perron.
 
  Asymptotic Expansion of the Risk Diff erence of the Bayesian Spectral Density in the Autoregressive Moving Average Model [162--184].  
  Author: Fuyuhiko Tanaka and Fumiyasu Komaki.