Table of contents for issues of Annals of Mathematical Statistics

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Volume 12, Number 2, June, 1941
Volume 29, Number 2, June, 1958
Volume 30, Number 4, December, 1959
Volume 31, Number 3, September, 1960
Volume 33, Number 3, September, 1962
Volume 35, Number 2, June, 1964
Volume 40, Number 3, June, 1969
Volume 41, Number 5, October, 1970
Volume 41, Number 6, December, 1970
Volume 42, Number 2, April, 1971
Volume 43, Number 1, February, 1972
Volume 1, Number 1, January, 1973
Volume 1, Number 2, March, 1973
Volume 1, Number 3, May, 1973
Volume 1, Number 4, July, 1973
Volume 1, Number 5, September, 1973
Volume 1, Number 6, November, 1973
Volume 2, Number 1, January, 1974
Volume 2, Number 2, March, 1974
Volume 2, Number 3, May, 1974
Volume 2, Number 4, July, 1974
Volume 2, Number 5, September, 1974
Volume 2, Number 6, November, 1974
Volume 3, Number 1, January, 1975
Volume 3, Number 2, March, 1975
Volume 3, Number 3, May, 1975
Volume 3, Number 4, July, 1975
Volume 3, Number 5, September, 1975
Volume 3, Number 6, November, 1975
Volume 4, Number 1, January, 1976
Volume 4, Number 2, March, 1976
Volume 4, Number 3, May, 1976
Volume 4, Number 4, July, 1976
Volume 4, Number 5, September, 1976
Volume 4, Number 6, November, 1976
Volume 5, Number 1, January, 1977
Volume 5, Number 2, March, 1977
Volume 5, Number 3, May, 1977
Volume 5, Number 4, July, 1977
Volume 5, Number 5, September, 1977
Volume 5, Number 6, November, 1977
Volume 6, Number 1, January, 1978
Volume 6, Number 2, March, 1978
Volume 6, Number 3, May, 1978
Volume 6, Number 4, July, 1978
Volume 6, Number 5, September, 1978
Volume 6, Number 6, November, 1978
Volume 7, Number 1, January, 1979
Volume 7, Number 2, March, 1979
Volume 7, Number 3, May, 1979
Volume 7, Number 4, July, 1979
Volume 7, Number 5, September, 1979
Volume 7, Number 6, November, 1979
Volume 8, Number 3, May, 1980
Volume 8, Number 5, September, 1980
Volume 8, Number 6, November, 1980
Volume 9, Number 1, January, 1981
Volume 9, Number 5, September, 1981
Volume 10, Number 1, March, 1982
Volume 10, Number 2, June, 1982
Volume 10, Number 4, December, 1982
Volume 11, Number 1, March, 1983
Volume 13, Number 3, September, 1985
Volume 11, Number 1, 1949
Volume 43, Number 3--4, December, 1956
Volume 61, Number 1, April, 1974


Annals of Mathematical Statistics
Volume 12, Number 2, June, 1941

                  Leo A. Aroian   Continued Fractions for the Incomplete
                                  Beta Function  . . . . . . . . . . . . . 218--223


Annals of Mathematical Statistics
Volume 29, Number 2, June, 1958

                  John W. Tukey   Bias and confidence in not-quite large
                                  samples (abstract) . . . . . . . . . . . 614--614


Annals of Mathematical Statistics
Volume 30, Number 4, December, 1959

                  Leo A. Aroian   Correction Notes: Corrections to
                                  ``Continued Fractions for the Incomplete
                                  Beta Function''  . . . . . . . . . . . . 1265--1265


Annals of Mathematical Statistics
Volume 31, Number 3, September, 1960

              Robert A. Wijsman   A Monotonicity Property of the
                                  Sequential Probability Ratio Test  . . . 677--684


Annals of Mathematical Statistics
Volume 33, Number 3, September, 1962

                   C. G. Khatri   Conditions for Wishartness and
                                  Independence of Second Degree
                                  Polynomials in a Normal Vector . . . . . 1002--1007


Annals of Mathematical Statistics
Volume 35, Number 2, June, 1964

                 Leo A. Goodman   Simultaneous Confidence Intervals for
                                  Contrasts Among Multinomial Populations  716--725


Annals of Mathematical Statistics
Volume 40, Number 3, June, 1969

                  W. L. Steiger   A Best Possible Kolmogoroff-Type
                                  Inequality for Martingales and a
                                  Characteristic Property  . . . . . . . . 764--769


Annals of Mathematical Statistics
Volume 41, Number 5, October, 1970

                     E. G. Enns   The Decision Process for Maximizing the
                                  Probability of Obtaining the Random
                                  Variable Nearest to an Arbitrary Real
                                  Number . . . . . . . . . . . . . . . . . 1466--1471

Annals of Mathematical Statistics
Volume 41, Number 6, December, 1970

                    A. K. Nigam   Block Designs for Mixture Experiments    1861--1869


Annals of Mathematical Statistics
Volume 42, Number 2, April, 1971

               Joseph B. Kadane   A Moment Problem for Order Statistics    745--751


Annals of Mathematical Statistics
Volume 43, Number 1, February, 1972

         Timothy J. Killeen and   
   Thomas P. Hettmansperger and   
              Gerald L. Sievers   An Elementary Theorem on the Probability
                                  of Large Deviations  . . . . . . . . . . 181--192
                 Robert H. Berk   Consistency and Asymptotic Normality of
                                  MLE's for Exponential Models . . . . . . 193--204


Annals of Statistics
Volume 1, Number 1, January, 1973

                  Henry Scheffe   A Statistical Theory of Calibration  . . 1--37
                       L. LeCam   Convergence of Estimates Under
                                  Dimensionality Restrictions  . . . . . . 38--53
              Wassily Hoeffding   On the Centering of a Simple Linear Rank
                                  Statistic  . . . . . . . . . . . . . . . 54--66
                M. Raghavachari   Limiting Distributions of
                                  Kolmogorov--Smirnov Type Statistics
                                  Under the Alternative  . . . . . . . . . 67--73
       Federico J. O'Reilly and   
              C. P. Quesenberry   The Conditional Probability Integral
                                  Transformation and Applications to
                                  Obtain Composite Chi-Square
                                  Goodness-of-Fit Tests  . . . . . . . . . 74--83
                Paul W. Holland   Covariance Stabilizing Transformations   84--92
                  Serge L. Wind   An Empirical Bayes Approach to Multiple
                                  Linear Regression  . . . . . . . . . . . 93--103
               Anthony G. Mucci   Differential Equations and Optimal
                                  Choice Problems  . . . . . . . . . . . . 104--113
                   F. S. Gordon   Characterizations of Populations Using
                                  Regression Properties  . . . . . . . . . 114--126
                Tamer Basar and   
                      Max Mintz   On a Minimax Estimate for the Mean of a
                                  Normal Random Vector Under a Generalized
                                  Quadratic Loss Function  . . . . . . . . 127--134
                 T. W. Anderson   Asymptotically Efficient Estimation of
                                  Covariance Matrices with Linear
                                  Structure  . . . . . . . . . . . . . . . 135--141
                 Pi-Erh Lin and   
                 Hui-Liang Tsai   Generalized Bayes Minimax Estimators of
                                  the Multivariate Normal Mean with
                                  Unknown Covariance Matrix  . . . . . . . 142--145
               Galen R. Shorack   Convergence of Reduced Empirical and
                                  Quantile Processes with Application to
                                  Functions of Order Statistics in the
                                  Non-I.I.D. Case  . . . . . . . . . . . . 146--152
           William F. Grams and   
                 R. J. Serfling   Convergence Rates for $U$-Statistics and
                                  Related Statistics . . . . . . . . . . . 153--160
                T. W. F. Stroud   Noncentral Convergence of Wald's
                                  Large-Sample Test Statistic in
                                  Exponential Families . . . . . . . . . . 161--165
                      J. Krauth   An Asymptotic UMP Sign Test in the
                                  Presence of Ties . . . . . . . . . . . . 166--169
              Vincent A. Uthoff   The Most Powerful Scale and Location
                                  Invariant Test of the Normal Versus the
                                  Double Exponential . . . . . . . . . . . 170--174
                Yung Liang Tong   An Asymptotically Optimal Sequential
                                  Procedure for the Estimation of the
                                  Largest Mean . . . . . . . . . . . . . . 175--179
                   Moshe Pollak   On Equal Distributions . . . . . . . . . 180--182
                J. Pfanzagl and   
                       J. Weber   Nonlinear Operators and Sufficiency  . . 183--187
                     J. A. John   Factorial Experiments in Cyclic Designs  188--194
                Sanpei Kageyama   On $ \mu $-Resolvable and Affine $ \mu
                                  $-Resolvable Balanced Incomplete Block
                                  Designs  . . . . . . . . . . . . . . . . 195--203
                Sanpei Kageyama   On the Inequality for BIBDs with Special
                                  Parameters . . . . . . . . . . . . . . . 204--207

Annals of Statistics
Volume 1, Number 2, March, 1973

             Thomas S. Ferguson   A Bayesian Analysis of Some
                                  Nonparametric Problems . . . . . . . . . 209--230
                   P. J. Bickel   On the Asymptotic Shape of Bayesian
                                  Sequential Tests of $ \theta \leqq 0 $
                                  Versus $ \theta > 0 $ for Exponential
                                  Families . . . . . . . . . . . . . . . . 231--240
               Donald A. Pierce   On Some Difficulties in a Frequency
                                  Theory of Inference  . . . . . . . . . . 241--250
             Peter J. Huber and   
                Volker Strassen   Minimax Tests and the Neyman--Pearson
                                  Lemma for Capacities . . . . . . . . . . 251--263
                 James V. Zidek   Estimating the Scale Parameter of the
                                  Exponential Distribution with Unknown
                                  Location . . . . . . . . . . . . . . . . 264--278
                      J. Durbin   Weak Convergence of the Sample
                                  Distribution Function when Parameters
                                  are Estimated  . . . . . . . . . . . . . 279--290
                    J. Robinson   The Large-Sample Power of Permutation
                                  Tests for Randomization Models . . . . . 291--296
                  P. K. Sen and   
        B. B. Bhattacharyya and   
                      M. W. Suh   Limiting Behavior of the Extremum of
                                  Certain Sample Functions . . . . . . . . 297--311
                A. J. Baranchik   Inadmissibility of Maximum Likelihood
                                  Estimators in Some Multiple Regression
                                  Problems with Three or More Independent
                                  Variables  . . . . . . . . . . . . . . . 312--321
            Leon Jay Gleser and   
                Marcello Pagano   Approximating Circulant Quadratic Forms
                                  in Jointly Stationary Gaussian Time
                                  Series . . . . . . . . . . . . . . . . . 322--333
             Bennett L. Fox and   
                  John E. Rolph   Adaptive Policies for Markov Renewal
                                  Programs . . . . . . . . . . . . . . . . 334--341
               Corwin L. Atwood   Sequences Converging to $D$-Optimal
                                  Designs of Experiments . . . . . . . . . 342--352
            David Blackwell and   
              James B. MacQueen   Ferguson Distributions Via Pólya Urn
                                  Schemes  . . . . . . . . . . . . . . . . 353--355
                David Blackwell   Discreteness of Ferguson Selections  . . 356--358
                   T. J. Wagner   Deleted Estimates of the Bayes Risk  . . 359--362
               Arthur Cohen and   
         William E. Strawderman   Admissibility Implications for Different
                                  Criteria in Confidence Estimation  . . . 363--366
                  D. F. Andrews   A General Method for the Approximation
                                  of Tail Areas  . . . . . . . . . . . . . 367--372
                   Jerome Klotz   Statistical Inference in Bernoulli
                                  Trials with Dependence . . . . . . . . . 373--379
                  T. de Wet and   
                   J. H. Venter   Asymptotic Distributions for Quadratic
                                  Forms with Applications to Tests of Fit  380--387
             Yasunori Fujikoshi   Monotonicity of the Power Functions of
                                  Some Tests in General Manova Models  . . 388--391
              Kosaburo Hirakawa   Moments of Order Statistics  . . . . . . 392--394
                     C. J. Park   The Power Series Distribution with
                                  Unknown Truncation Parameter . . . . . . 395--399
                     E. G. Enns   Correction Notes: Correction to ``The
                                  Optimum Strategy for Maximising the
                                  Probability of Obtaining the Random
                                  Variable Nearest to an Arbitrary Real
                                  Number'' . . . . . . . . . . . . . . . . 400--400
                  W. L. Steiger   Correction Notes: Correction to ``A Best
                                  Possible Kolmogoroff-Type Inequality for
                                  Martingales and a Characteristic
                                  Property'' . . . . . . . . . . . . . . . 400--400

Annals of Statistics
Volume 1, Number 3, May, 1973

               D. L. Hanson and   
             Gordon Pledger and   
                   F. T. Wright   On Consistency in Monotonic Regression   401--421
              Tim Robertson and   
                   F. T. Wright   Multiple Isotonic Median Regression  . . 422--432
                 Milton C. Chew   On Pairing Observations from a
                                  Distribution with Monotone Likelihood
                                  Ratio  . . . . . . . . . . . . . . . . . 433--445
               D. L. Duttweiler   The Mean-Square Error of Bahadur's
                                  Order-Statistic Approximation  . . . . . 446--453
            A. N. Philippou and   
                  G. G. Roussas   Asymptotic Distribution of the
                                  Likelihood Function in the Independent
                                  not Identically Distributed Case . . . . 454--471
             Stephen M. Stigler   The Asymptotic Distribution of the
                                  Trimmed Mean . . . . . . . . . . . . . . 472--477
                A. P. Dawid and   
                       M. Stone   Expectation Consistency and Generalized
                                  Bayes Inference  . . . . . . . . . . . . 478--485
                  Vaclav Fabian   Asymptotically Efficient Stochastic
                                  Approximation; The RM Case . . . . . . . 486--495
           Stratton C. Jaquette   Markov Decision Processes with a New
                                  Optimality Criterion: Discrete Time  . . 496--505
                   R. J. Brooks   The Choice of Variables for Prediction
                                  in Curvilinear Multiple Regression . . . 506--516
                 Khursheed Alam   A Family of Admissible Minimax
                                  Estimators of the Mean of a Multivariate
                                  Normal Distribution  . . . . . . . . . . 517--525
               Pranab Kumar Sen   On Fixed Size Confidence Bands for the
                                  Bundle Strength of Filaments . . . . . . 526--537
                  R. A. Wijsman   On the Attainment of the Cramér--Rao
                                  Lower Bound  . . . . . . . . . . . . . . 538--542
                 D. Landers and   
                       L. Rogge   On Sufficiency and Invariance  . . . . . 543--544
               Arthur Cohen and   
         William E. Strawderman   Admissible Confidence Interval and Point
                                  Estimation for Translation or Scale
                                  Parameters . . . . . . . . . . . . . . . 545--550
               Richard Schwartz   Two Examples of Invariant Bayes
                                  Procedures . . . . . . . . . . . . . . . 551--552
                 M. L. Puri and   
                      P. K. Sen   A Note on Asymptotically Distribution
                                  Free Tests for Subhypotheses in Multiple
                                  Linear Regression  . . . . . . . . . . . 553--556
                  Vaclav Fabian   Estimation of the Derivative of the
                                  Logarithm of a Density . . . . . . . . . 557--561
               Gunnar Kulldorff   A Note on the Optimum Spacing of Sample
                                  Quantiles from the Six Extreme Value
                                  Distributions  . . . . . . . . . . . . . 562--567
           Pranab Kumar Sen and   
                    Malay Ghosh   A Law of Iterated Logarithm for
                                  One-Sample Rank Order Statistics and an
                                  Application  . . . . . . . . . . . . . . 568--576
             M. K. Ramakrishnan   An Alternative Proof of the
                                  Admissibility of the Horvitz--Thompson
                                  Estimator  . . . . . . . . . . . . . . . 577--579
                    John G. Saw   Expectation of Elementary Symmetric
                                  Functions of a Wishart Matrix  . . . . . 580--582
                      J. Fabius   Two Characterizations of the Dirichlet
                                  Distribution . . . . . . . . . . . . . . 583--587
           Henrick J. Malik and   
                  Bovas Abraham   Multivariate Logistic Distributions  . . 588--590
            Damaraju Raghavarao   Method of Differences in the
                                  Construction of $ L_2 (s) $ Designs  . . 591--592
                 Robert H. Berk   Notes: Acknowledgement of Priority and
                                  Correction to ``Consistency and
                                  Asymptotic Normality of MLE's for
                                  Exponential Models'' . . . . . . . . . . 593--593
                    L. D. Brown   Notes: Correction to Admissible
                                  Estimators, Recurrent Diffusions, and
                                  Insoluble Boundary Value Problems  . . . 594--596

Annals of Statistics
Volume 1, Number 4, July, 1973

                   P. J. Bickel   On Some Analogues to Linear Combinations
                                  of Order Statistics in the Linear Model  597--616
             Shelby J. Haberman   Log-Linear Models for Frequency Data:
                                  Sufficient Statistics and Likelihood
                                  Equations  . . . . . . . . . . . . . . . 617--632
                    Gary Lorden   Open-Ended Tests for Koopman--Darmois
                                  Families . . . . . . . . . . . . . . . . 633--643
                     Lars Holst   Some Limit Theorems with Applications in
                                  Sampling Theory  . . . . . . . . . . . . 644--658
                  Tze Leung Lai   Optimal Stopping and Sequential Tests
                                  which Minimize the Maximum Expected
                                  Sample Size  . . . . . . . . . . . . . . 659--673
              R. L. Dykstra and   
             John E. Hewett and   
                 W. A. Thompson   Events which are Almost Independent  . . 674--681
               Steven F. Arnold   Application of the Theory of Products of
                                  Problems to Certain Patterned Covariance
                                  Matrices . . . . . . . . . . . . . . . . 682--699
                    Hisao Nagao   On Some Test Criteria for Covariance
                                  Matrix . . . . . . . . . . . . . . . . . 700--709
            Morris L. Eaton and   
             Michael D. Perlman   The Non-Singularity of Generalized
                                  Sample Covariance Matrices . . . . . . . 710--717
                Nariaki Sugiura   Asymptotic Non-Null Distributions of the
                                  Likelihood Ratio Criteria for Covariance
                                  Matrix Under Local Alternatives  . . . . 718--728
         Robert J. McEliece and   
               Edward C. Posner   Hiding and Covering in a Compact Metric
                                  Space  . . . . . . . . . . . . . . . . . 729--739
                 Dominik Szynal   An Extension of the Hajek--Rényi
                                  Inequality for One Maximum of Partial
                                  Sums . . . . . . . . . . . . . . . . . . 740--744
                    James C. Fu   On a Theorem of Bahadur on the Rate of
                                  Convergence of Point Estimators  . . . . 745--749
                 Khursheed Alam   On a Multiple Decision Rule  . . . . . . 750--755
                  Rasul A. Khan   On Some Properties of Hammersley's
                                  Estimator of an Integer Mean . . . . . . 756--762
                Masashi Okamoto   Distinctness of the Eigenvalues of a
                                  Quadratic form in a Multivariate Sample  763--765
                  Robert Bohrer   An Optimality Property of Scheffe Bounds 766--772
                    Malay Ghosh   Nonparametric Selection Procedures for
                                  Symmetric Location Parameter Populations 773--779
                       Roch Roy   Estimation of the Covariance Function of
                                  a Homogeneous Process on the Sphere  . . 780--785
                    F. K. Hwang   Constructions for Some Classes of
                                  Neighbor Designs . . . . . . . . . . . . 786--790
                   Shmuel Zamir   On the Notion of Value for Games with
                                  Infinitely Many Stages . . . . . . . . . 791--796
               Joseph B. Kadane   Correction Note: Correction to ``A
                                  Moment Problem for Order Statistics''    797--797

Annals of Statistics
Volume 1, Number 5, September, 1973

                 Peter J. Huber   Robust Regression: Asymptotics,
                                  Conjectures and Monte Carlo  . . . . . . 799--821
                Victor J. Yohai   Asymptotically Optimal Bayes Sequential
                                  Design of Experiments for Estimation . . 822--837
                  Rasul A. Khan   On Sequential Distinguishability . . . . 838--850
              H. J. Kushner and   
                       T. Gavin   Extensions of Kesten's Adaptive
                                  Stochastic Approximation Method  . . . . 851--861
                Thomas M. Cover   On Determining the Irrationality of the
                                  Mean of a Random Variable  . . . . . . . 862--871
               Gary G. Makowski   Laws of the Iterated Logarithm for
                                  Permuted Random Variables and Regression
                                  Applications . . . . . . . . . . . . . . 872--887
              Rolf-Dieter Reiss   On the Measurability and Consistency of
                                  Maximum Likelihood Estimates for
                                  Unimodal Densities . . . . . . . . . . . 888--901
                L. D. Brown and   
                      R. Purves   Measurable Selections of Extrema . . . . 902--912
                D. S. Tracy and   
                    B. C. Gupta   Multiple Products of Polykays Using
                                  Ordered Partitions . . . . . . . . . . . 913--923
               B. L. Raktoe and   
                  W. T. Federer   Balanced Optimal Saturated Main Effect
                                  Plans of the $ 2^n $ Factorial and Their
                                  Relation to $ (v, k, \lambda) $
                                  Configurations . . . . . . . . . . . . . 924--932
                     I. J. Good   The Joint Probability Generating
                                  Function for Run-Lengths in Regenerative
                                  Binary Markov Chains, with Applications  933--939
                 C. E. Land and   
              B. R. Johnson and   
                    V. M. Joshi   A Note on Two-Sided Confidence Intervals
                                  for Linear Functions of the Normal Mean
                                  and Variance . . . . . . . . . . . . . . 940--943
                   L. Weiss and   
                   J. Wolfowitz   Maximum Likelihood Estimation of a
                                  Translation Parameter of a Truncated
                                  Distribution . . . . . . . . . . . . . . 944--947
           William H. DuMouchel   On the Asymptotic Normality of the
                                  Maximum-Likelihood Estimate when
                                  Sampling from a Stable Distribution  . . 948--957
             Z. W. Birnbaum and   
                      I. Vincze   Limiting Distributions of Statistics
                                  Similar to Student's $t$ . . . . . . . . 958--963
                 T. W. Anderson   An Asymptotic Expansion of the
                                  Distribution of the Studentized
                                  Classification Statistic $ W^1 $ . . . . 964--972
                 Divakar Sharma   Asymptotic Equivalence of Two Estimators
                                  for an Exponential Family  . . . . . . . 973--980
             Chandrakant M. Deo   Some Limit Theorems for Maxima of
                                  Nonstationary Gaussian Processes . . . . 981--984
                 G. M. Saha and   
         A. C. Kulshreshtha and   
                         A. Dey   On a New Type of $m$-Class Cyclic
                                  Association Scheme and Designs Based on
                                  the Scheme . . . . . . . . . . . . . . . 985--990
                   C. G. Khatri   Note: Corrections to ``Conditions for
                                  Wishartness and Independence of Second
                                  Degree Polynomials in Normal Vector''    991--991
                   C. G. Khatri   Note: Corrections to ``Further
                                  Contributions to Wishartness and
                                  Independence of Second Degree
                                  Polynomials in Normal Vectors''  . . . . 991--991

Annals of Statistics
Volume 1, Number 6, November, 1973

                    J. Pfanzagl   Asymptotic Expansions Related to Minimum
                                  Contrast Estimators  . . . . . . . . . . 993--1026
               Willem Schaafsma   Paired Comparisons with Order-Effects    1027--1045
                 Jana Jureckova   Central Limit Theorem for Wilcoxon Rank
                                  Statistics Process . . . . . . . . . . . 1046--1060
             Peter V. Tryon and   
       Thomas P. Hettmansperger   A Class of Non-Parametric Tests for
                                  Homogeneity Against Ordered Alternatives 1061--1070
               P. J. Bickel and   
                  M. Rosenblatt   On Some Global Measures of the
                                  Deviations of Density Function Estimates 1071--1095
             E. F. Schuster and   
                 J. A. Narvarte   A New Nonparametric Estimator of the
                                  Center of a Symmetric Distribution . . . 1096--1104
                  W. J. Conover   Rank Tests for One Sample, Two Samples,
                                  and $k$ samples Without the Assumption
                                  of a Continuous Distribution Function    1105--1125
                 Robert H. Berk   Some Asymptotic Aspects of Sequential
                                  Analysis . . . . . . . . . . . . . . . . 1126--1138
                     Sture Holm   The Asymptotic Minimax Character of
                                  Sequential Binomial and Sign Tests . . . 1139--1148
                   E. G. Phadia   Minimax Estimation of a Cumulative
                                  Distribution Function  . . . . . . . . . 1149--1157
         Sami Naguib Abdelhamid   Transformation of Observations in
                                  Stochastic Approximation . . . . . . . . 1158--1174
                      Dan Anbar   On Optimal Estimation Methods Using
                                  Stochastic Approximation Procedures  . . 1175--1184
                    Urs R. Maag   The Asymptotic Expansion of the
                                  Distribution of the Goodness of Fit
                                  Statistic $ V_{NN} $ . . . . . . . . . . 1185--1188
         William E. Strawderman   Proper Bayes Minimax Estimators of the
                                  Multivariate Normal Mean Vector for the
                                  Case of Common Unknown Variances . . . . 1189--1194
               David L. Burdick   A Best Sequential Test for Symmetry When
                                  the Probability of Termination is Not
                                  One  . . . . . . . . . . . . . . . . . . 1195--1199
           M. S. Srivastava and   
                      A. K. Sen   On Sequential Confidence Intervals Based
                                  on Wilcoxon Type Estimates . . . . . . . 1200--1202
         P. K. Bhattacharya and   
                   Ashim Mallik   Asymptotic Normality of the Stopping
                                  Times of Some Sequential Procedures  . . 1203--1211
              V. P. Godambe and   
                 M. E. Thompson   Estimation in Sampling Theory with
                                  Exchangeable Prior Distributions . . . . 1212--1221
               S. Das Gupta and   
                        N. Giri   Properties of Tests Concerning
                                  Covariance Matrices of Normal
                                  Distributions  . . . . . . . . . . . . . 1222--1224


Annals of Statistics
Volume 2, Number 1, January, 1974

                   P. J. Bickel   Edgeworth Expansions in Nonparametric
                                  Statistics . . . . . . . . . . . . . . . 1--20
             J. F. Brewster and   
                    J. V. Zidek   Improving on Equivariant Estimators  . . 21--38
                 R. J. Serfling   Probability Inequalities for the Sum in
                                  Sampling without Replacement . . . . . . 39--48
               Pranab Kumar Sen   The Invariance Principle for One-Sample
                                  Rank-Order Statistics  . . . . . . . . . 49--62
                   Rudolf Beran   Asymptotically Efficient Adaptive Rank
                                  Estimates in Location Models . . . . . . 63--74
                 Jaroslav Hajek   Asymptotic Sufficiency of the Vector of
                                  Ranks in the Bahadur Sense . . . . . . . 75--83
             James D. Esary and   
             Albert W. Marshall   Multivariate Distributions with
                                  Exponential Minimums . . . . . . . . . . 84--98
                Marcello Pagano   Estimation of Models of Autoregressive
                                  Signal Plus White Noise  . . . . . . . . 99--108
               C. G. Khatri and   
               M. S. Srivastava   Asymptotic Expansions of the Non-Null
                                  Distributions of Likelihood Ratio
                                  Criteria for Covariance Matrices . . . . 109--117
                     V. Susarla   Rate of Convergence in the
                                  Sequence-Compound Squared-Distance Loss
                                  Estimation Problem for a Family of
                                  $m$-Variate Normal Distributions . . . . 118--133
                  Tze Leung Lai   Control Charts Based on Weighted Sums    134--147
                 A. Hedayat and   
                  P. W. M. John   Resistant and Susceptible BIB Designs    148--158
              Mark R. Lembersky   On Maximal Rewards and $ \varepsilon
                                  $-Optimal Policies in Continuous Time
                                  Markov Decision Chains . . . . . . . . . 159--169
                  Vaclav Fabian   Note on Anderson's Sequential Procedures
                                  with Triangular Boundary . . . . . . . . 170--176
            Myles Hollander and   
             Gordon Pledger and   
                     Pi-Erh Lin   Robustness of the Wilcoxon Test to a
                                  Certain Dependency Between Samples . . . 177--181
               Andre G. Laurent   The Intersection of Random Spheres and
                                  the Noncentral Radial Error Distribution
                                  for Spherical Models . . . . . . . . . . 182--189
         William E. Strawderman   Minimax Estimation of Powers of the
                                  Variance of a Normal Population Under
                                  Squared Error Loss . . . . . . . . . . . 190--198
                    J. B. Copas   On Symmetric Compound Decision Rules for
                                  Dichotomies  . . . . . . . . . . . . . . 199--204
                  Jan Lanke and   
             M. K. Ramakrishnan   Hyperadmissibility in Survey Sampling    205--215
                      A. Pazman   A Convergence Theorem in the Theory of
                                  $D$-Optimum Experimental Designs . . . . 216--218
                  Michael Orkin   On Stationary Policies --- the General
                                  Case . . . . . . . . . . . . . . . . . . 219--222
             Peter J. Huber and   
                Volker Strassen   Note: Correction to Minimax Tests and
                                  the Neyman--Pearson Lemma for Capacities 223--224

Annals of Statistics
Volume 2, Number 2, March, 1974

             Sidney C. Port and   
               Charles J. Stone   Fisher Information and the Pitman
                                  Estimator of a Location Parameter  . . . 225--247
          Lawrence D. Brown and   
                     Martin Fox   Admissibility of Procedures in
                                  Two-Dimensional Location Parameter
                                  Problems . . . . . . . . . . . . . . . . 248--266
                   Kjell Doksum   Empirical Probability Plots and
                                  Statistical Inference for Nonlinear
                                  Models in the Two-Sample Case  . . . . . 267--277
              B. R. Johnson and   
                    D. R. Truax   Asymptotic Behavior of Bayes Tests and
                                  Bayes Risk . . . . . . . . . . . . . . . 278--294
            Richard F. Potthoff   A Non-Parametric Test of Whether Two
                                  Simple Regression Lines are Parallel . . 295--310
                   D. R. Jensen   On the Joint Distribution of Friedman's
                                  $ \chi_r^2 $ Statistics  . . . . . . . . 311--322
                    S. Yakowitz   Multiple Hypothesis Testing by Finite
                                  Memory Algorithms  . . . . . . . . . . . 323--336
         Elizabeth Chase MacRae   Matrix Derivatives with an Application
                                  to an Adaptive Linear Decision Problem   337--346
                  Ulf Grenander   Large Sample Discrimination Between Two
                                  Gaussian Processes with Different
                                  Spectra  . . . . . . . . . . . . . . . . 347--352
             Benjamin Kimelfeld   Estimating the Kernels of Nonlinear
                                  Orthogonal Polynomial Functionals  . . . 353--358
                     Carl Maltz   Estimation of the $k$ th Derivative of a
                                  Distribution Function  . . . . . . . . . 359--361
                       M. Stone   Large Deviations of Empirical
                                  Probability Measures . . . . . . . . . . 362--366
          Ole Havard Hansen and   
              Erik N. Torgersen   Comparison of Linear Normal Experiments  367--373
                Walter R. Pirie   Comparing Rank Tests for Ordered
                                  Alternatives in Randomized Blocks  . . . 374--382
              Irwin Guttman and   
                      W. Y. Tan   Inconsistencies in the Villegas Method
                                  of Determining a Prior Distribution  . . 383--386
               Pranab Kumar Sen   Almost Sure Behaviour of $U$-Statistics
                                  and von Mises' Differentiable
                                  Statistical Functions  . . . . . . . . . 387--395
                  J. N. Adichie   Rank Score Comparison of Several
                                  Regression Parameters  . . . . . . . . . 396--402
                 Peter Enis and   
                Seymour Geisser   Optimal Predictive Linear Discriminants  403--410
                    James Flynn   Averaging vs. Discounting in Dynamic
                                  Programming: a Counterexample  . . . . . 411--413

Annals of Statistics
Volume 2, Number 3, May, 1974

                 H. Robbins and   
                    D. Siegmund   The Expected Sample Size of Some Tests
                                  of Power One . . . . . . . . . . . . . . 415--436
                 N. Breslow and   
                     J. Crowley   A Large Sample Study of the Life Table
                                  and Product Limit Estimates Under Random
                                  Censorship . . . . . . . . . . . . . . . 437--453
              Bradford R. Crain   Estimation of Distributions Using
                                  Orthogonal Expansions  . . . . . . . . . 454--463
                 Colin R. Blyth   Necessary and Sufficient Conditions for
                                  Inequalities of Cramér--Rao Type  . . . . 464--473
              Michael Woodroofe   Maximum Likelihood Estimation of
                                  Translation Parameter of Truncated
                                  Distribution II  . . . . . . . . . . . . 474--488
                Kenneth N. Berk   Consistent Autoregressive Spectral
                                  Estimates  . . . . . . . . . . . . . . . 489--502
                Felipe Ruiz and   
                  Esther Seiden   On Construction of Some Families of
                                  Generalized Youden Designs . . . . . . . 503--519
             Jaroslav Hajek and   
               George Kimeldorf   Regression Designs in Autoregressive
                                  Stochastic Processes . . . . . . . . . . 520--527
              Tim Robertson and   
                   F. T. Wright   On the Maximum Likelihood Estimation of
                                  Stochastically Ordered Random Variates   528--534
                S. K. Perng and   
                Yung Liang Tong   A Sequential Solution to the Inverse
                                  Linear Regression Problem  . . . . . . . 535--539
           Pranab Kumar Sen and   
                    Malay Ghosh   Sequential Rank Tests for Location . . . 540--552
                 J. F. Brewster   Alternative Estimators for the Scale
                                  Parameter of the Exponential
                                  Distribution with Unknown Location . . . 553--557
               Ivor Francis and   
             Samprit Chatterjee   Classification and Estimation of Several
                                  Multiple Regressions . . . . . . . . . . 558--561
                Victor J. Yohai   Robust Estimation in the Linear Model    562--567
              V. P. Godambe and   
                 M. E. Thompson   Estimating Equations in the Presence of
                                  a Nuisance Parameter . . . . . . . . . . 568--571
                   Louis Gordon   Completely Separating Groups in
                                  Subsampling  . . . . . . . . . . . . . . 572--578
          Reginald Worthley and   
                 K. S. Banerjee   A General Approach to Confounding Plans
                                  in Mixed Factorial Experiments when the
                                  Number of Levels of a Factor is any
                                  Positive Integer . . . . . . . . . . . . 579--585
            Thomas R. Fears and   
                    K. L. Mehra   Weak Convergence of a Two-Sample
                                  Empirical Process and a Chernoff--Savage
                                  Theorem for $ \phi $-Mixing Sequences    586--596
   Thomas P. Hettmansperger and   
             Lawrence A. Klimko   A Note on the Strong Convergence of
                                  Distributions  . . . . . . . . . . . . . 597--598
         Nagesh S. Revankar and   
         Michael J. Hartley and   
                Marcello Pagano   A Characterization of the Pareto
                                  Distribution . . . . . . . . . . . . . . 599--601
            Donald A. Berry and   
             David C. Heath and   
            William D. Sudderth   Red-and-Black with Unknown Win
                                  Probability  . . . . . . . . . . . . . . 602--608
                Morris L. Eaton   A Probability Inequality for Linear
                                  Combinations of Bounded Random Variables 609--614
                   L. Lecam and   
                  E. L. Lehmann   J. Neyman: On the Occasion of His 80th
                                  Birthday . . . . . . . . . . . . . . . . ??

Annals of Statistics
Volume 2, Number 4, July, 1974

             Thomas S. Ferguson   Prior Distributions on Spaces of
                                  Probability Measures . . . . . . . . . . 615--629
                  Lucien Le Cam   On the Information Contained in
                                  Additional Observations  . . . . . . . . 630--649
                 A. Hedayat and   
               B. L. Raktoe and   
                  W. T. Federer   On a Measure of Aliasing Due to Fitting
                                  an Incomplete Model  . . . . . . . . . . 650--660
               Galen R. Shorack   Random Means . . . . . . . . . . . . . . 661--675
             Stephen M. Stigler   Linear Functions of Order Statistics
                                  with Smooth Weight Functions . . . . . . 676--693
                Saul Blumenthal   Admissibility of Translation Invariant
                                  Tolerance Intervals in the Location
                                  Parameter Case . . . . . . . . . . . . . 694--702
               Elkan F. Halpern   Posterior Consistency for Coefficient
                                  Estimation and Model Selection in the
                                  General Linear Hypothesis  . . . . . . . 703--712
              Harold J. Kushner   Stochastic Approximation Algorithms for
                                  Constrained Optimization Problems  . . . 713--723
                  Elon Kohlberg   Repeated Games with Absorbing States . . 724--738
                   Louis Gordon   Efficiency in Subsampling  . . . . . . . 739--750
               Somesh Das Gupta   Probability Inequalities and Errors in
                                  Classification . . . . . . . . . . . . . 751--762
                  C. P. Shapiro   Bayesian Classification: Asymptotic
                                  Results  . . . . . . . . . . . . . . . . 763--774
                 Earl Nordbrock   A Rational Decision Criterion, the
                                  Iterated Minimax Regret Criterion  . . . 775--786
          Howard L. Weinert and   
                 Thomas Kailath   Stochastic Interpretations and Recursive
                                  Algorithms for Spline Functions  . . . . 787--794
                   Lionel Weiss   The Asymptotic Sufficiency of a
                                  Relatively Small Number of Order
                                  Statistics in Tests of Fit . . . . . . . 795--802
                   E. J. Hannan   The Uniform Convergence of
                                  Autocovariances  . . . . . . . . . . . . 803--806
          Lawrence D. Brown and   
                     Martin Fox   Admissibility in Statistical Problems
                                  Involving a Location or Scale Parameter  807--814
                Laurens De Haan   On Sample Quantiles from a Regularly
                                  Varying Distribution Function  . . . . . 815--818
                Olav Kallenberg   A Note on the Asymptotic Equivalence of
                                  Sampling with and Without Replacement    819--821
              H. Sackrowitz and   
                 W. Strawderman   On the Admissibility of the M.L.E. for
                                  Ordered Binomial Parameters  . . . . . . 822--828
                  Gary Makowski   A Rate of Convergence of a Distribution
                                  Connected with Integral Regression
                                  Function Estimation  . . . . . . . . . . 829--832
                 B. K. Shah and   
                   C. G. Khatri   Proof of Conjectures About the Expected
                                  Values of the Elementary Symmetric
                                  Functions of a Noncentral Wishart Matrix 833--836
                D. S. Tracy and   
                    B. C. Gupta   Generalized $h$-Statistics and Other
                                  Symmetric Functions  . . . . . . . . . . 837--844
                    R. B. Darst   Remarks on Measurable Selections . . . . 845--847
               George Marsaglia   Acknowledgement of priority to: ``Random
                                  variables with independent binary
                                  digits'' (Ann. Math. Statist. \bf 42
                                  (1971), 1922--1929)  . . . . . . . . . . 848--848
               George Marsaglia   Note: Acknowledgment of Priority to
                                  ``Random Variables with Independent
                                  Binary Digits''  . . . . . . . . . . . . 848--848

Annals of Statistics
Volume 2, Number 5, September, 1974

                      J. Kiefer   General Equivalence Theory for Optimum
                                  Designs (Approximate Theory) . . . . . . 849--879
               Rupert G. Miller   An Unbalanced Jackknife  . . . . . . . . 880--891
                F. H. Ruymgaart   Asymptotic Normality of Nonparametric
                                  Tests for Independence . . . . . . . . . 892--910
             Shelby J. Haberman   Log-Linear Models for Frequency Tables
                                  Derived by Indirect Observation: Maximum
                                  Likelihood Equations . . . . . . . . . . 911--924
                    Grace Wahba   Regression Design for Some Equivalence
                                  Classes of Kernels . . . . . . . . . . . 925--934
              Otto Neall Strand   Coefficient Errors Caused by Using the
                                  Wrong Covariance Matrix in the General
                                  Linear Model . . . . . . . . . . . . . . 935--949
                Ian B. MacNeill   Tests for Change of Parameter at Unknown
                                  Times and Distributions of Some Related
                                  Functionals on Brownian Motion . . . . . 950--962
                L. D. Brown and   
                   Arthur Cohen   Point and Confidence Estimation of a
                                  Common Mean and Recovery of Interblock
                                  Information  . . . . . . . . . . . . . . 963--976
               Milton Sobel and   
              V. R. R. Uppuluri   Sparse and Crowded Cells and Dirichlet
                                  Distributions  . . . . . . . . . . . . . 977--987
                      Kang Ling   On Two-Move Prediction Games . . . . . . 988--999
                 U. B. Paik and   
                  W. T. Federer   Analysis of Nonorthogonal $n$-Way
                                  Classifications  . . . . . . . . . . . . 1000--1021
            Morris L. Eaton and   
             Michael D. Perlman   A Monotonicity Property of the Power
                                  Functions of Some Invariant Tests for
                                  MANOVA . . . . . . . . . . . . . . . . . 1022--1028
                 Peter J. Huber   Fisher Information and Spline
                                  Interpolation  . . . . . . . . . . . . . 1029--1033
             P. K. Bhattacharya   Convergence of Sample Paths of
                                  Normalized Sums of Induced Order
                                  Statistics . . . . . . . . . . . . . . . 1034--1039
              Elon Kohlberg and   
                   Shmuel Zamir   Repeated Games of Incomplete
                                  Information: The Symmetric Case  . . . . 1040--1041
                 Katsuji Uosaki   Some Generalizations of Dynamic
                                  Stochastic Approximation Processes . . . 1042--1048
            Minoru Hasegawa and   
             Michael D. Perlman   On the Existence of a Minimal Sufficient
                                  Subfield . . . . . . . . . . . . . . . . 1049--1055
               Thomas A. Kelley   A Note on the Bernoulli Two-Armed Bandit
                                  Problem  . . . . . . . . . . . . . . . . 1056--1062
                  Vaclav Fabian   Note: Acknowledgment of Priority to
                                  ``Note on Anderson's Sequential
                                  Procedures with Triangular Boundary''    1063--1063

Annals of Statistics
Volume 2, Number 6, November, 1974

                  Samuel Karlin   Inequalities for Symmetric Sampling
                                  Plans I  . . . . . . . . . . . . . . . . 1065--1094
              Rolf K. Adenstedt   On Large-Sample Estimation for the Mean
                                  of a Stationary Random Sequence  . . . . 1095--1107
             Robert Cogburn and   
               Herbert T. Davis   Periodic Splines and Spectral Estimation 1108--1126
               Charles J. Stone   Asymptotic Properties of Estimators of a
                                  Location Parameter . . . . . . . . . . . 1127--1137
             Richard A. Johnson   Asymptotic Results for Inference
                                  Procedures Based on the $r$ Smallest
                                  Observations . . . . . . . . . . . . . . 1138--1151
            Charles E. Antoniak   Mixtures of Dirichlet Processes with
                                  Applications to Bayesian Nonparametric
                                  Problems . . . . . . . . . . . . . . . . 1152--1174
                    Rose M. Ray   Maxmin $ C(\alpha) $ Tests Against
                                  Two-Sided Alternatives . . . . . . . . . 1175--1188
         Albert W. Marshall and   
                   Ingram Olkin   Majorization in Multivariate
                                  Distributions  . . . . . . . . . . . . . 1189--1200
            Christopher Bingham   An Antipodally Symmetric Distribution on
                                  the Sphere . . . . . . . . . . . . . . . 1201--1225
                     Marc Moore   Bayesian Reconstructions of $ m,
                                  n$-Patterns  . . . . . . . . . . . . . . 1226--1237
            J. A. Eccleston and   
                     A. Hedayat   On the Theory of Connected Designs:
                                  Characterization and Optimality  . . . . 1238--1255
               J. A. Rafter and   
                      E. Seiden   Contributions to the Theory and
                                  Construction of Balanced Arrays  . . . . 1256--1273
               Arthur Cohen and   
           Harold B. Sackrowitz   On Estimating the Common Mean of Two
                                  Normal Distributions . . . . . . . . . . 1274--1282
                 Christian Hipp   Sufficient Statistics and Exponential
                                  Families . . . . . . . . . . . . . . . . 1283--1292
               Richard F. Green   A Note on Outlier-Prone Families of
                                  Distributions  . . . . . . . . . . . . . 1293--1295
                 Fred L. Ramsey   Characterization of the Partial
                                  Autocorrelation Function . . . . . . . . 1296--1301
              Tim Robertson and   
                   F. T. Wright   A Norm Reducing Property for Isotonized
                                  Cauchy Mean Value Functions  . . . . . . 1302--1307
                  Andre Antille   A Linearized Version of the
                                  Hodges--Lehmann Estimator  . . . . . . . 1308--1313
           Harrison D. Weed and   
           Ralph A. Bradley and   
               Z. Govindarajulu   Stopping Times of Some One-Sample
                                  Sequential Rank Tests  . . . . . . . . . 1314--1322
       Friedrich-Wilhelm Scholz   A Comparison of Efficient Location
                                  Estimators . . . . . . . . . . . . . . . 1323--1326
                 Detlef Rhenius   Incomplete Information in Markovian
                                  Decision Models  . . . . . . . . . . . . 1327--1334
                     D. Landers   Minimal Sufficient Statistics for
                                  Families of Product Measures . . . . . . 1335--1339
            M. Haseeb Rizvi and   
               K. M. Lal Saxena   On Interval Estimation and Simultaneous
                                  Selection of Ordered Location or Scale
                                  Parameters . . . . . . . . . . . . . . . 1340--1345
                Sanpei Kageyama   On the Reduction of Associate Classes
                                  for the PBIB Design of a Certain
                                  Generalized Type . . . . . . . . . . . . 1346--1350
                  Noboru Hamada   On a Geometrical Method of Construction
                                  of Group Divisible Incomplete Block
                                  Designs  . . . . . . . . . . . . . . . . 1351--1356
         Timothy J. Killeen and   
   Thomas P. Hettmansperger and   
                 Gerald Sievers   Notes: Correction to ``An Elementary
                                  Theorem on the Probability of Large
                                  Deviations'' . . . . . . . . . . . . . . 1357--1357
                    J. Pfanzagl   Notes: Corrections to ``Asymptotic
                                  Expansions Related to Minimum Contrast
                                  Estimators'' . . . . . . . . . . . . . . 1357--1358
               Pranab Kumar Sen   Notes: Correction to ``The Invariance
                                  Principle for One-Sample Rank-Order
                                  Statistics'' . . . . . . . . . . . . . . 1358--1358


Annals of Statistics
Volume 3, Number 1, January, 1975

                  M. Rosenblatt   A Quadratic Measure of Deviation of
                                  Two-Dimensional Density Estimates and A
                                  Test of Independence . . . . . . . . . . 1--14
                    Grace Wahba   Optimal Convergence Properties of
                                  Variable Knot, Kernel, and Orthogonal
                                  Series Methods for Density Estimation    15--29
                    Grace Wahba   Interpolating Spline Methods for Density
                                  Estimation I. Equi-Spaced Knots  . . . . 30--48
                  Paul I. Feder   On Asymptotic Distribution Theory in
                                  Segmented Regression Problems--
                                  Identified Case  . . . . . . . . . . . . 49--83
                  Paul I. Feder   The Log Likelihood Ratio in Segmented
                                  Regression . . . . . . . . . . . . . . . 84--97
                 Ashish Sen and   
             Muni S. Srivastava   On Tests for Detecting Change in Mean    98--108
                      J. Kiefer   Balanced Block Designs and Generalized
                                  Youden Designs, I. Construction
                                  (Patchwork)  . . . . . . . . . . . . . . 109--118
             James Pickands III   Statistical Inference Using Extreme
                                  Order Statistics . . . . . . . . . . . . 119--131
                Steen Andersson   Invariant Normal Models  . . . . . . . . 132--154
                     Pi-Erh Lin   Rates of Convergence in Empirical Bayes
                                  Estimation Problems: Continuous Case . . 155--164
                    Carl Morris   Central Limit Theorems for Multinomial
                                  Sums . . . . . . . . . . . . . . . . . . 165--188
                    V. M. Joshi   A Conjecture of Berry Regarding A
                                  Bernoulli Two-Armed Bandit . . . . . . . 189--202
               Arie Hordijk and   
                     Henk Tijms   A Modified Form of the Iterative Method
                                  of Dynamic Programming . . . . . . . . . 203--208
                     M. E. Bock   Minimax Estimators of the Mean of a
                                  Multivariate Normal Distribution . . . . 209--218
           Federico J. O'Reilly   On a Criterion for Extrapolation in
                                  Normal Regression  . . . . . . . . . . . 219--222
          Bradford R. Crain and   
               Ronnie L. Morgan   Asymptotic Normality of the Posterior
                                  Distribution for Exponential Models  . . 223--227
           R. Z. Hasminskii and   
                I. A. Ibragimov   On a Lower Bound for Moments of Point
                                  Estimators . . . . . . . . . . . . . . . 228--233
                    James C. Fu   The Rate of Convergence of Consistent
                                  Point Estimators . . . . . . . . . . . . 234--240
               Shingo Shirahata   Locally Most Powerful Rank Tests for
                                  Independence with Censored Data  . . . . 241--245
                     I. J. Good   The Bayes Factor Against Equiprobability
                                  of a Multinomial Population Assuming a
                                  Symmetric Dirichlet Prior  . . . . . . . 246--250
            S. R. Paranjape and   
                   Herman Rubin   Special Case of the Distribution of the
                                  Median . . . . . . . . . . . . . . . . . 251--256
                     Ib Thomsen   Testing Hypotheses in Unbalanced
                                  Variance Components Models for Two-Way
                                  Layouts  . . . . . . . . . . . . . . . . 257--265

Annals of Statistics
Volume 3, Number 2, March, 1975

               Charles J. Stone   Adaptive Maximum Likelihood Estimators
                                  of a Location Parameter  . . . . . . . . 267--284
                   Jerome Sacks   An Asymptotically Efficient Sequence of
                                  Estimators of a Location Parameter . . . 285--298
                  J. S. Rao and   
                  J. Sethuraman   Weak Convergence of Empirical
                                  Distribution Functions of Random
                                  Variables Subject to Perturbations and
                                  Scale Factors  . . . . . . . . . . . . . 299--313
             Shelby J. Haberman   Direct Products and Linear Models for
                                  Complete Factorial Tables  . . . . . . . 314--333
              Thomas J. Santner   A Restricted Subset Selection Approach
                                  to Ranking and Selection Problems  . . . 334--349
              Tim Robertson and   
                   F. T. Wright   Consistency in Generalized Isotonic
                                  Regression . . . . . . . . . . . . . . . 350--362
                  Niels Keiding   Maximum Likelihood Estimation in the
                                  Birth-and-Death Process  . . . . . . . . 363--372
                 Robert H. Berk   Locally Most Powerful Sequential Tests   373--381
             Marion R. Reynolds   A Sequential Signed-Rank Test for
                                  Symmetry . . . . . . . . . . . . . . . . 382--400
                   Rudolf Beran   Local Asymptotic Power of Quadratic Rank
                                  Tests for Trend  . . . . . . . . . . . . 401--412
                 M. J. Lawrence   Inequalities of $s$-Ordered
                                  Distributions  . . . . . . . . . . . . . 413--428
               D. R. Jensen and   
                    L. S. Mayer   Normal-Theory Approximations to Tests
                                  for Linear Hypotheses  . . . . . . . . . 429--444
                 A. Hedayat and   
                  W. T. Federer   On the Nonexistence of Knut Vik Designs
                                  for all Even Orders  . . . . . . . . . . 445--447
             Stephen L. Portnoy   Admissibility of the Best Invariant
                                  Estimator of One Co-Ordinate of a
                                  Location Vector  . . . . . . . . . . . . 448--450
             Benjamin Zehnwirth   Minimax Interval Estimators of Location
                                  Parameters . . . . . . . . . . . . . . . 451--456
                  Farhad Mehran   Relationships Between the UMVU
                                  Estimators of the Mean and Median of a
                                  Function of a Normal Distribution  . . . 457--460
                 Lyman McDonald   Tests for the General Linear Hypothesis
                                  Under the Multiple Design Multivariate
                                  Linear Model . . . . . . . . . . . . . . 461--466
        Marietta J. Tretter and   
             G. William Walster   Central and Noncentral Distributions of
                                  Wilks' Statistic in Manova as Mixtures
                                  of Incomplete Beta Functions . . . . . . 467--472
                      B. Causey   Upper Confidence and Fiducial Limits to
                                  the Range of Several Means . . . . . . . 473--477
                        C. Hipp   Note on the Paper ``Transformation
                                  Groups and Sufficient Statistics'' by J.
                                  Pfanzagl . . . . . . . . . . . . . . . . 478--482
                    V. M. Joshi   Strong Admissibility of a Set of
                                  Confidence Intervals for the Mean of a
                                  Finite Population  . . . . . . . . . . . 483--488
                    A. J. Scott   On Admissibility and Uniform
                                  Admissibility in Finite Population
                                  Sampling . . . . . . . . . . . . . . . . 489--491
              Rm. Sekkappan and   
                 M. E. Thompson   On a Class of Uniformly Admissible
                                  Estimators for Finite Populations  . . . 492--499
                 E. Benton Cobb   A Note on Sampling with Replacement  . . 500--503
                  Robert Kleyle   Upper and Lower Posterior Probabilities
                                  for Discrete Distributions . . . . . . . 504--511
                   M. Goldstein   Approximate Bayes Solutions to Some
                                  Nonparametric Problems . . . . . . . . . 512--517
                Anders Oden and   
                     Hans Wedel   Arguments for Fisher's Permutation Test  518--520
                  J. N. Adichie   On the Use of Ranks for Testing the
                                  Coincidence of Several Regression Lines  521--527
                  Georg Neuhaus   Convergence of the Reduced Empirical
                                  Process for Non-I.I.D. Random Vectors    528--531
                    Paul Shaman   An Approximate Inverse for the
                                  Covariance Matrix of Moving Average and
                                  Autoregressive Processes . . . . . . . . 532--538
                   P. E. Caines   A Note on the Consistency of Maximum
                                  Likelihood Estimates for Finite Families
                                  of Stochastic Processes  . . . . . . . . 539--546
           Stratton C. Jaquette   Markov Decision Processes with a New
                                  Optimality Criterion: Continuous Time    547--553
             Sailes K. Sengupta   Lower Semicontinuous Stochastic Games
                                  with Imperfect Information . . . . . . . 554--558

Annals of Statistics
Volume 3, Number 3, May, 1975

            D. A. S. Fraser and   
                    Jock MacKay   Parameter Factorization and Inference
                                  Based on Significance, Likelihood, and
                                  Objective Posterior  . . . . . . . . . . 559--572
                 J. A. Hartigan   Necessary and Sufficient Conditions for
                                  Asymptotic Joint Normality of a
                                  Statistic and Its Subsample Values . . . 573--580
                  Tze Leung Lai   Termination, Moments and Exponential
                                  Boundedness of the Stopping Rule for
                                  Certain Invariant Sequential Probability
                                  Ratio Tests  . . . . . . . . . . . . . . 581--598
             David S. Moore and   
                  M. C. Spruill   Unified Large-Sample Theory of General
                                  Chi-Squared Statistics for Tests of Fit  599--616
            K. C. S. Pillai and   
                        Sudjana   Exact Robustness Studies of Tests of Two
                                  Multivariate Hypotheses Based on Four
                                  Criteria and Their Distribution Problems
                                  Under Violations . . . . . . . . . . . . 617--636
              Lennart Bondesson   Uniformly Minimum Variance Estimation in
                                  Location Parameter Families  . . . . . . 637--660
              L. F. Guseman and   
          B. Charles Peters and   
                Homer F. Walker   On Minimizing the Probability of
                                  Misclassification for Linear Feature
                                  Selection  . . . . . . . . . . . . . . . 661--668
             M. K. Ramakrishnan   Choice of an Optimum Sampling Strategy-1 669--679
                    V. M. Joshi   On the Minimax Estimation of a Random
                                  Probability with Known First $N$ Moments 680--687
                 P. M. Robinson   Continuous Time Regressions with
                                  Discrete Data  . . . . . . . . . . . . . 688--697
                Thomas W. Sager   Consistency in Nonparametric Estimation
                                  of the Mode  . . . . . . . . . . . . . . 698--706
             K. Afsarinejad and   
                     A. Hedayat   Some Contributions to the Theory of
                                  Multistage Youden Design . . . . . . . . 707--711
                 A. Hedayat and   
              D. Raghavarao and   
                      E. Seiden   Further Contributions to the Theory of
                                  $F$-Squares Design . . . . . . . . . . . 712--716
                   Willi Maurer   On Most Effective Tournament Plans With
                                  Fewer Games than Competitors . . . . . . 717--727
               Peter W. M. John   Isomorphic $ L_2 (7) $ Designs . . . . . 728--729
              D. Raghavarao and   
                  W. T. Federer   On Connectedness in Two-Way Elimination
                                  of Heterogeneity Designs . . . . . . . . 730--735
                   M. Goldstein   A Note on Some Bayesian Nonparametric
                                  Estimates  . . . . . . . . . . . . . . . 736--740
                 H. L. Gray and   
              W. A. Coberly and   
                    T. O. Lewis   On Edgeworth Expansions with Unknown
                                  Cumulants  . . . . . . . . . . . . . . . 741--746
               Allan R. Sampson   Characterizing Exponential Family
                                  Distributions by Moment Generating
                                  Functions  . . . . . . . . . . . . . . . 747--753
            Barry C. Arnold and   
                    Glen Meeden   Characterization of Distributions by
                                  Sets of Moments of Order Statistics  . . 754--758
                   B. B. Winter   Rate of Strong Consistency of Two
                                  Nonparametric Density Estimators . . . . 759--766
                  Susan D. Horn   On the Optimality Criterion in Compound
                                  Decision Problems  . . . . . . . . . . . 767--772
                K. C. S. Pillai   The Distribution of the Characteristic
                                  Roots of $ S_1 S_2^{-1} $ Under
                                  Violations . . . . . . . . . . . . . . . 773--779
                 Albert T. Hoke   The Characteristic Polynomial of the
                                  Information Matrix for Second-Order
                                  Models . . . . . . . . . . . . . . . . . 780--786
               R. Rechtschaffen   Weak Convergence of the Empiric Process
                                  for Independent Random Variables . . . . 787--792
                Sheldon M. Ross   A Note on Optimal Stopping For Success
                                  Runs . . . . . . . . . . . . . . . . . . 793--795
                Walter R. Pirie   Notes: Correction to ``Comparing Rank
                                  Tests for Ordered Alternatives in
                                  Randomized Blocks''  . . . . . . . . . . 796--796
              Robert A. Wijsman   Notes: Correction to ``A Monotonicity
                                  Property of the Sequential Probability
                                  Ratio Test'' . . . . . . . . . . . . . . 796--796

Annals of Statistics
Volume 3, Number 4, July, 1975

                Ronald Mead and   
             T. A. Bancroft and   
                  Chien-Pai Han   Power of Analysis of Variance Test
                                  Procedures for Incompletely Specified
                                  Fixed Models . . . . . . . . . . . . . . 797--808
        Joseph L. Gastwirth and   
                   Herman Rubin   The Asymptotic Distribution Theory of
                                  the Empiric CDF for Mixing Stochastic
                                  Processes  . . . . . . . . . . . . . . . 809--824
                  Tze Leung Lai   On Chernoff--Savage Statistics and
                                  Sequential Rank Tests  . . . . . . . . . 825--845
             John A. Flueck and   
                 James F. Korsh   A Generalized Approach to Maximum
                                  Likelihood Paired Comparison Ranking . . 846--861
                  P. V. Rao and   
         Eugene F. Schuster and   
               Ramon C. Littell   Estimation of Shift and Center of
                                  Symmetry Based on Kolmogorov--Smirnov
                                  Statistics . . . . . . . . . . . . . . . 862--873
                K. L. Mehra and   
               M. Sudhakara Rao   On Functions of Order Statistics for
                                  Mixing Processes . . . . . . . . . . . . 874--883
              Peter C. Fishburn   Unbounded Expected Utility . . . . . . . 884--896
              Gerald L. Sievers   Multivariate Probabilities of Large
                                  Deviations . . . . . . . . . . . . . . . 897--905
            Furman H. Smith and   
               George Kimeldorf   Discrete Sequential Search for One of
                                  Many Objects . . . . . . . . . . . . . . 906--915
      Kocherlakota Subrahmaniam   On the Asymptotic Distributions of Some
                                  Statistics Used for Testing $ \Sigma_1 =
                                  \Sigma_2 $ . . . . . . . . . . . . . . . 916--925
              Noboru Hamada and   
                Fumikazu Tamari   Duals of Balanced Incomplete Block
                                  Designs Derived from an Affine Geometry  926--938
          Patrick Hirschler and   
                Thomas M. Cover   A Finite Memory Test of the
                                  Irrationality of the Parameter of a Coin 939--946
                T. Y. Hwang and   
                    J. H. Klotz   Bahadur Efficiency of Linear Rank
                                  Statistics for Scale Alternatives  . . . 947--954
             Bruce McK. Johnson   Bounds on the Variance of the
                                  $U$-Statistic for Symmetric
                                  Distributions with Shift Alternatives    955--958
               Arthur Cohen and   
               H. B. Sackrowitz   Unbiasedness of the Chi-Square,
                                  Likelihood Ratio, and Other Goodness of
                                  Fit Tests for the Equal Cell Case  . . . 959--964
                F. H. Ruymgaart   A Note on Chi-Square Statistics with
                                  Random Cell Boundaries . . . . . . . . . 965--968
                   Rudolf Beran   Tail Probabilities of Noncentral
                                  Quadratic Forms  . . . . . . . . . . . . 969--974
                   E. J. Hannan   The Estimation of ARMA Models  . . . . . 975--981
             Shelby J. Haberman   How Much Do Gauss--Markov and Least
                                  Square Estimates Differ? A
                                  Coordinate-Free Approach . . . . . . . . 982--990
                 Robert H. Berk   Comparing Sequential and Non-Sequential
                                  Tests  . . . . . . . . . . . . . . . . . 991--998
                  Tze Leung Lai   A Note on First Exit Times with
                                  Applications to Sequential Analysis  . . 999--1005
                  R. A. Wijsman   Exponentially Bounded Stopping Time of
                                  the Sequential $t$-Test  . . . . . . . . 1006--1010
             R. J. Muirhead and   
                     Y. Chikuse   Asymptotic Expansions for the Joint and
                                  Marginal Distributions of the Latent
                                  Roots of the Covariance Matrix . . . . . 1011--1017
               Kei Takeuchi and   
               Masafumi Akahira   Characterizations of Prediction
                                  Sufficiency (Adequacy) in Terms of Risk
                                  Functions  . . . . . . . . . . . . . . . 1018--1024
          Kathryn Bullock Davis   Mean Square Error Properties of Density
                                  Estimates  . . . . . . . . . . . . . . . 1025--1030

Annals of Statistics
Volume 3, Number 5, September, 1975

                   Vaclav Dupac   Jaroslav Hajek, 1926--1974 . . . . . . . 1031--1037
               P. J. Bickel and   
                  E. L. Lehmann   Descriptive Statistics for Nonparametric
                                  Models I. Introduction . . . . . . . . . 1038--1044
               P. J. Bickel and   
                  E. L. Lehmann   Descriptive Statistics for Nonparametric
                                  Models II. Location  . . . . . . . . . . 1045--1069
        Joseph L. Gastwirth and   
                   Herman Rubin   The Behavior of Robust Estimators on
                                  Dependent Data . . . . . . . . . . . . . 1070--1100
                  C. S. Withers   Convergence of Empirical Processes of
                                  Mixing rv's on $ [0, 1] $  . . . . . . . 1101--1108
              Rolf K. Adenstedt   Asymptotically Efficient Estimators for
                                  a Constant Regression with Vector-Valued
                                  Stationary Residuals . . . . . . . . . . 1109--1121
           James N. Arvesen and   
           Maxwell W. J. Layard   Asymptotically Robust Tests in
                                  Unbalanced Variance Component Models . . 1122--1134
       Richard L. Schwaller and   
              Kenneth J. Tiahrt   A Method of Constrained Randomization
                                  for $ p_1^{n_1}p_2^{n_2} \cdots
                                  p_k^{n_k} $ Factorials . . . . . . . . . 1135--1148
                Bernard M. Most   Resistance of Balanced Incomplete Block
                                  Designs  . . . . . . . . . . . . . . . . 1149--1162
                  Bruce M. Hill   A Simple General Approach to Inference
                                  About the Tail of a Distribution . . . . 1163--1174
         Michael D. Perlman and   
             Michael J. Wichura   A Note on Substitution in Conditional
                                  Distribution . . . . . . . . . . . . . . 1175--1179
                       L. Brown   On a Theorem of Morimoto Concerning
                                  Sufficiency for Discrete Distributions   1180--1182
               Jean-Pierre Dion   Estimation of the Variance of a
                                  Branching Process  . . . . . . . . . . . 1183--1187
                      B. Causey   Note: Correction to ``Upper Confidence
                                  and Fiducial Limits to the Range of
                                  Several Means''  . . . . . . . . . . . . 1188--1188

Annals of Statistics
Volume 3, Number 6, November, 1975

                  Bradley Efron   Defining the Curvature of a Statistical
                                  Problem (with Applications to Second
                                  Order Efficiency)  . . . . . . . . . . . 1189--1242
                Evarist Gine M.   Invariant Tests for Uniformity on
                                  Compact Riemannian Manifolds Based on
                                  Sobolev Norms  . . . . . . . . . . . . . 1243--1266
                  M. Pollak and   
                    D. Siegmund   Approximations to the Expected Sample
                                  Size of Certain Sequential Tests . . . . 1267--1282
                 T. W. Anderson   Maximum Likelihood Estimation of
                                  Parameters of Autoregressive Processes
                                  with Moving Average Residuals and Other
                                  Covariance Matrices with Linear
                                  Structure  . . . . . . . . . . . . . . . 1283--1304
                     Do Sun Bai   Efficient Estimation of Transition
                                  Probabilities in a Markov Chain  . . . . 1305--1317
                   James Berger   Minimax Estimation of Location Vectors
                                  for a Wide Class of Densities  . . . . . 1318--1328
        G. F. de Montricher and   
                R. A. Tapia and   
                 J. R. Thompson   Nonparametric Maximum Likelihood
                                  Estimation of Probability Densities by
                                  Penalty Function Methods . . . . . . . . 1329--1348
                  K. Behnen and   
                     G. Neuhaus   A Central Limit Theorem under Contiguous
                                  Alternatives . . . . . . . . . . . . . . 1349--1353
                David A. Pierce   Noninvertible Transfer Functions and
                                  their Forecasts  . . . . . . . . . . . . 1354--1360
                    M. H. Hoyle   Estimating Generating Functions  . . . . 1361--1363
                   Prem K. Goel   On Re-Pairing Observations in a Broken
                                  Random Sample  . . . . . . . . . . . . . 1364--1369
               P. J. Bickel and   
                  M. Rosenblatt   Notes: Corrections to ``On Some Global
                                  Measures of the Deviations of Density
                                  Function Estimates'' . . . . . . . . . . 1370--1370
            Minoru Hasegawa and   
             Michael D. Perlman   Notes: Correction to ``On the Existence
                                  of a Minimal Sufficient Subfield'' . . . 1371--1372


Annals of Statistics
Volume 4, Number 1, January, 1976

                  D. V. Lindley   A Class of Utility Functions . . . . . . 1--10
              Bradley Efron and   
                    Carl Morris   Families of Minimax Estimators of the
                                  Mean of a Multivariate Normal
                                  Distribution . . . . . . . . . . . . . . 11--21
              Bradley Efron and   
                    Carl Morris   Multivariate Empirical Bayes and
                                  Estimation of Covariance Matrices  . . . 22--32
                James O. Berger   Tail Minimaxity in Location Vector
                                  Problems and Its Applications  . . . . . 33--50
        Ricardo Antonio Maronna   Robust $M$-Estimators of Multivariate
                                  Location and Scatter . . . . . . . . . . 51--67
                John R. Collins   Robust Estimation of a Location
                                  Parameter in the Presence of Asymmetry   68--85
               David Birkes and   
              Yadolah Dodge and   
                   Justus Seely   Spanning Sets for Estimable Contrasts in
                                  Classification Models  . . . . . . . . . 86--107
                  W. Albers and   
               P. J. Bickel and   
                 W. R. van Zwet   Asymptotic Expansions for the Power of
                                  Distribution-Free Tests in the
                                  One-Sample Problem . . . . . . . . . . . 108--156
                  Konrad Behnen   Asymptotic Comparison of Rank Tests for
                                  the Regression Problem When Ties are
                                  Present  . . . . . . . . . . . . . . . . 157--174
                  Andre Antille   Asymptotic Linearity of Wilcoxon
                                  Signed-Rank Statistics . . . . . . . . . 175--186
               Morris Skibinsky   Sharp Upper Bounds for Probability on an
                                  Interval When the First Three Moments
                                  are Known  . . . . . . . . . . . . . . . 187--213
                Miloslav Jirina   On the Asymptotic Normality of Kendall's
                                  Rank Correlation Statistic . . . . . . . 214--215
              Shu-Gwei Tyan and   
                Haluk Derin and   
                 John B. Thomas   Two Necessary Conditions on the
                                  Representation of Bivariate
                                  Distributions by Polynomials . . . . . . 216--222
                James O. Berger   Admissible Minimax Estimation of a
                                  Multivariate Normal Mean with Arbitrary
                                  Quadratic Loss . . . . . . . . . . . . . 223--226
               Steven F. Arnold   Applications of Products to the
                                  Generalized Compound Symmetry Problem    227--233
                 Gordon Pledger   Consistency in Integral Regression
                                  Estimation with a Triangular Array of
                                  Observation Points . . . . . . . . . . . 234--236

Annals of Statistics
Volume 4, Number 2, March, 1976

          Bennett Eisenberg and   
                B. K. Ghosh and   
                  Gordon Simons   Properties of Generalized Sequential
                                  Probability Ratio Tests  . . . . . . . . 237--251
             Thomas S. Ferguson   Stopping a Sum During a Success Run  . . 252--264
                  Tze Leung Lai   On Confidence Sequences  . . . . . . . . 265--280
                    Gary Lorden   $2$-SPRT'S and The Modified
                                  Kiefer--Weiss Problem of Minimizing an
                                  Expected Sample Size . . . . . . . . . . 281--291
                    Paul Shaman   Approximations for Stationary Covariance
                                  Matrices and Their Inverses with
                                  Application to ARMA Models . . . . . . . 292--301
                James O. Berger   Inadmissibility Results for Generalized
                                  Bayes Estimators of Coordinates of a
                                  Location Vector  . . . . . . . . . . . . 302--333
                James O. Berger   Admissibility Results for Generalized
                                  Bayes Estimators of Coordinates of a
                                  Location Vector  . . . . . . . . . . . . 334--356
                 M. A. Stephens   Asymptotic Results for Goodness-of-Fit
                                  Statistics with Unknown Parameters . . . 357--369
                David Blackwell   The Stochastic Processes of Borel
                                  Gambling and Dynamic Programming . . . . 370--374
                  M. C. Spruill   Cell Selection in the Chernoff--Lehmann
                                  Chi-Square Statistic . . . . . . . . . . 375--383
                 David Harville   Extension of the Gauss--Markov Theorem
                                  to Include the Estimation of Random
                                  Effects  . . . . . . . . . . . . . . . . 384--395
                   E. J. Hannan   The Asymptotic Distribution of Serial
                                  Covariances  . . . . . . . . . . . . . . 396--399
               Shingo Shirahata   On the Asymptotic Normality of Rank
                                  Statistics for The Two-Sample Problem    400--405
            M. C. A. van Zuylen   Some Properties of the Empirical
                                  Distribution Function in the non-I.I.D.
                                  Case . . . . . . . . . . . . . . . . . . 406--408
                  M. C. Spruill   A Comparison of Chi-Square
                                  Goodness-of-Fit Tests Based on
                                  Approximate Bahadur Slope  . . . . . . . 409--412
                    V. M. Joshi   Confidence Intervals for Linear
                                  Functions of the Normal Parameters . . . 413--418
                 K. R. Shah and   
              D. Raghavarao and   
                   C. G. Khatri   Optimality of Two and Three Factor
                                  Designs  . . . . . . . . . . . . . . . . 419--422
           J. N. Srivastava and   
               B. L. Raktoe and   
                     H. Pesotan   On Invariance and Randomization in
                                  Fractional Replication . . . . . . . . . 423--430
                    R. S. Singh   Empirical Bayes Estimation with
                                  Convergence Rates in Noncontinuous
                                  Lebesgue Exponential Families  . . . . . 431--439
                      Anonymous   Correction Note: Correction to
                                  ``Contents of Volume 2'' . . . . . . . . 440--440

Annals of Statistics
Volume 4, Number 3, May, 1976

              Leonard J. Savage   On Rereading R. A. Fisher  . . . . . . . 441--500
                  John W. Pratt   F. Y. Edgeworth and R. A. Fisher on the
                                  Efficiency of Maximum Likelihood
                                  Estimation . . . . . . . . . . . . . . . 501--514
             Teruhiro Shirakura   Optimal Balanced Fractional $ 2^m $
                                  Factorial Designs of Resolution VII, $ 6
                                  \leqq m \leqq 8 $  . . . . . . . . . . . 515--531
           Robert J. Casady and   
              Jonathan D. Cryer   Monotone Percentile Regression . . . . . 532--541
               Shingo Shirahata   Tests for Independence in Infinite
                                  Contingency Tables . . . . . . . . . . . 542--553
                 Henry I. Braun   Weak Convergence of Sequential Linear
                                  Rank Statistics  . . . . . . . . . . . . 554--575
                J. J. Deely and   
                   W. J. Zimmer   Asymptotic Optimality of the Empirical
                                  Bayes Procedure  . . . . . . . . . . . . 576--580
           Ramesh M. Korwar and   
                Myles Hollander   Empirical Bayes Estimation of a
                                  Distribution Function  . . . . . . . . . 581--588
             K. G. Mehrotra and   
             Richard A. Johnson   Asymptotic Sufficiency and
                                  Asymptotically Most Powerful Tests for
                                  the Two Sample Censored Situation  . . . 589--596
        Zuzana Praskova-Vizkova   Asymptotic Expansion and a Local Limit
                                  Theorem for a Function of the Kendall
                                  Rank Correlation Coefficient . . . . . . 597--606
        S. W. Dharmadhikari and   
                   Kumar Jogdeo   Multivariate Unimodality . . . . . . . . 607--613
             Khursheed Alam and   
            M. Haseeb Rizvi and   
                Herbert Solomon   Selection of Largest Multiple
                                  Correlation Coefficients: Exact Sample
                                  Size Case  . . . . . . . . . . . . . . . 614--620
             P. K. Bhattacharya   An Invariance Principle in Regression
                                  Analysis . . . . . . . . . . . . . . . . 621--624
           Federico J. O'Reilly   On a Criterion for Simultaneous
                                  Extrapolation in Nonfull Rank Normal
                                  Regression . . . . . . . . . . . . . . . 625--628
             R. W. Shorrock and   
                    J. V. Zidek   An Improved Estimator of the Generalized
                                  Variance . . . . . . . . . . . . . . . . 629--638
            J. K. Baksalary and   
                        R. Kala   Extensions of Milliken's Estimability
                                  Criterion  . . . . . . . . . . . . . . . 639--641
            James O. Berger and   
                     M. E. Bock   Combining Independent Normal Mean
                                  Estimation Problems with Unknown
                                  Variances  . . . . . . . . . . . . . . . 642--648
                    Glen Meeden   A Special Property of Linear Estimates
                                  of the Normal Mean . . . . . . . . . . . 649--650
                   Jagbir Singh   A Note on Paired Comparison Rankings . . 651--654
                Sanpei Kageyama   Resolvability of Block Designs . . . . . 655--661
                   Yoshio Fujii   An Upper Bound of Resolution in
                                  Symmetrical Fractional Factorial Designs 662--667
              Lennart Bondesson   When are the Mean and the Studentized
                                  Differences Independent? . . . . . . . . 668--672

Annals of Statistics
Volume 4, Number 4, July, 1976

                    D. Siegmund   Importance Sampling in the Monte Carlo
                                  Study of Sequential Tests  . . . . . . . 673--684
            Leon Jay Gleser and   
                 Sudhakar Kunte   On Asymptotically Optimal Sequential
                                  Bayes Interval Estimation Procedures . . 685--711
                L. D. Brown and   
               Arthur Cohen and   
              W. E. Strawderman   A Complete Class Theorem for Strict
                                  Monotone Likelihood Ratio With
                                  Applications . . . . . . . . . . . . . . 712--722
             Teruhiro Shirakura   Balanced Fractional $ 2^m $ Factorial
                                  Designs of Even Resolution Obtained from
                                  Balanced Arrays of Strength $ 2 l $ with
                                  Index $ \mu_l = 0 $  . . . . . . . . . . 723--735
            William Clinger and   
               John W. Van Ness   On Unequally Spaced Time Points in Time
                                  Series . . . . . . . . . . . . . . . . . 736--745
                    K. G. Brown   Asymptotic Behavior of Minque-Type
                                  Estimators of Variance Components  . . . 746--754
                  P. K. Sen and   
                    B. K. Ghosh   Comparison of Some Bounds in Estimation
                                  Theory . . . . . . . . . . . . . . . . . 755--765
              Gerald L. Sievers   Probabilities of Large Deviations for
                                  Empirical Measures . . . . . . . . . . . 766--770
             R. V. Erickson and   
                     H. L. Koul   $ L_1 $ Rates of Convergence for Linear
                                  Rank Statistics  . . . . . . . . . . . . 771--774
                  Arthur Albert   When is a Sum of Squares an Analysis of
                                  Variance?  . . . . . . . . . . . . . . . 775--778
                  Hilmar Drygas   Gauss--Markov Estimation for
                                  Multivariate Linear Models with Missing
                                  Observations . . . . . . . . . . . . . . 779--787
             T. W. Anderson and   
                 John B. Taylor   Strong Consistency of Least Squares
                                  Estimates in Normal Linear Regression    788--790
             Ludger Ruschendorf   Hypotheses Generating Groups for Testing
                                  Multivariate Symmetry  . . . . . . . . . 791--795
        A. K. Chattopadhyay and   
            K. C. S. Pillai and   
                     Hung C. Li   Maximization of an Integral of a Matrix
                                  Function and Asymptotic Expansions of
                                  Distributions of Latent Roots of Two
                                  Matrices . . . . . . . . . . . . . . . . 796--806
              Gaineford J. Hall   Sequential Search with Random Overlook
                                  Probabilities  . . . . . . . . . . . . . 807--816
             Shelby J. Haberman   Review: Y. M. M. Bishop, S. E. Fienberg,
                                  P. W. Holland, \booktitleDiscrete
                                  Multivariate Analysis: Theory and
                                  Practice . . . . . . . . . . . . . . . . 817--820
                 Leo A. Goodman   Notes: Correction to ``Simultaneous
                                  Confidence Intervals for Contrasts Among
                                  Multinomial Populations''  . . . . . . . 821--821
           Pranab Kumar Sen and   
                    Malay Ghosh   Notes: Correction to ``Sequential Rank
                                  Tests for Location'' . . . . . . . . . . 821--821

Annals of Statistics
Volume 4, Number 5, September, 1976

            C. Radhakrishna Rao   Characterization of Prior Distributions
                                  and Solution to a Compound Decision
                                  Problem  . . . . . . . . . . . . . . . . 823--835
                      J. Kiefer   Admissibility of Conditional Confidence
                                  Procedures . . . . . . . . . . . . . . . 836--865
                James V. Bondar   Borel Cross-Sections and Maximal
                                  Invariants . . . . . . . . . . . . . . . 866--877
              Anthony Olsen and   
               Justus Seely and   
                   David Birkes   Invariant Quadratic Unbiased Estimation
                                  for Two Variance Components  . . . . . . 878--890
                 Robert H. Berk   Asymptotic Efficiencies of Sequential
                                  Tests  . . . . . . . . . . . . . . . . . 891--911
             Ludger Ruschendorf   Asymptotic Distributions of Multivariate
                                  Rank Order Statistics  . . . . . . . . . 912--923
              Hira Lal Koul and   
                  R. G. Staudte   Power Bounds for a Smirnov Statistic in
                                  Testing the Hypothesis of Symmetry . . . 924--935
                    James Flynn   Conditions for the Equivalence of
                                  Optimality Criteria in Dynamic
                                  Programming  . . . . . . . . . . . . . . 936--953
              H. L. Agrawal and   
                     B. S. Boob   A Note on Method of Construction of
                                  Affine Resolvable Balanced Incomplete
                                  Block Designs  . . . . . . . . . . . . . 954--955
               Peter W. M. John   Inequalities for Semiregular Group
                                  Divisible Designs  . . . . . . . . . . . 956--959
               Peter W. M. John   Robustness of Balanced Incomplete Block
                                  Designs  . . . . . . . . . . . . . . . . 960--962
                 G. K. Robinson   Properties of Student's $t$ and of the
                                  Behrens--Fisher Solution to the Two
                                  Means Problem  . . . . . . . . . . . . . 963--971
                    C. Hipp and   
                      R. Michel   On the Bernstein--von Mises
                                  Approximation of Posterior Distributions 972--980
          J. C. van Houwelingen   Monotone Empirical Bayes Tests for the
                                  Continuous One-Parameter Exponential
                                  Family . . . . . . . . . . . . . . . . . 981--989
                  Jay L. Devore   A Note on the Estimation of Parameters
                                  in a Bernoulli Model with Dependence . . 990--992
         Carl Erik Särndal   On Uniformly Minimum Variance Estimation
                                  in Finite Populations  . . . . . . . . . 993--997
                    V. M. Joshi   On the Attainment of the Cramér--Rao
                                  Lower Bound  . . . . . . . . . . . . . . 998--1002
                Harry S. Wieand   A Condition Under Which the Pitman and
                                  Bahadur Approaches to Efficiency
                                  Coincide . . . . . . . . . . . . . . . . 1003--1011
                   P. K. Pathak   Unbiased Estimation in Fixed Cost
                                  Sequential Sampling Schemes  . . . . . . 1012--1017
                      Dan Anbar   An Application of a Theorem of Robbins
                                  and Siegmund . . . . . . . . . . . . . . 1018--1021

Annals of Statistics
Volume 4, Number 6, November, 1976

            C. Radhakrishna Rao   Estimation of Parameters in a Linear
                                  Model  . . . . . . . . . . . . . . . . . 1023--1037
               D. L. Hanson and   
                 Gordon Pledger   Consistency in Concave Regression  . . . 1038--1050
              Robert J. Buehler   Coherent Preferences . . . . . . . . . . 1051--1064
                James O. Berger   Inadmissibility Results for the Best
                                  Invariant Estimator of Two Coordinates
                                  of a Location Vector . . . . . . . . . . 1065--1076
                Saul Blumenthal   Sequential Estimation of the Largest
                                  Normal Mean when the Variance is Known   1077--1087
               Alan Paul Fenech   Asymptotically Efficient Estimation of
                                  Location for a Symmetric Stable Law  . . 1088--1100
        Dennis C. Gilliland and   
               James Hannan and   
                    J. S. Huang   Asymptotic Solutions to the Two State
                                  Component Compound Decision Problem,
                                  Bayes Versus Diffuse Priors on
                                  Proportions  . . . . . . . . . . . . . . 1101--1112
                  J. Kiefer and   
                  W. J. Studden   Optimal Designs for Large Degree
                                  Polynomial Regression  . . . . . . . . . 1113--1123
               Corwin L. Atwood   Convergent Design Sequences, for
                                  Sufficiently Regular Optimality Criteria 1124--1138
               P. J. Bickel and   
                  E. L. Lehmann   Descriptive Statistics for Nonparametric
                                  Models. III. Dispersion  . . . . . . . . 1139--1158
                     I. J. Good   On the Application of Symmetric
                                  Dirichlet Distributions and their
                                  Mixtures to Contingency Tables . . . . . 1159--1189
               Willi Maurer and   
              Barry H. Margolin   The Multivariate Inclusion-Exclusion
                                  Formula and Order Statistics from
                                  Dependent Variates . . . . . . . . . . . 1190--1199
                  Leopold Simar   Maximum Likelihood Estimation of a
                                  Compound Poisson Process . . . . . . . . 1200--1209
               K. M. Lal Saxena   Distribution-Free Tolerance Intervals
                                  for Stochastically Ordered Distributions 1210--1218
                Bharat T. Doshi   Continuous Time Control of Markov
                                  Processes on an Arbitrary State Space:
                                  Discounted Rewards . . . . . . . . . . . 1219--1235
               Robert J. Aumann   Agreeing to Disagree . . . . . . . . . . 1236--1239
                  Gordon Simons   An Improved Statement of Optimality for
                                  Sequential Probability Ratio Tests . . . 1240--1243
                      H. Hecker   A Characterization of the Asymptotic
                                  Normality of Linear Combinations of
                                  Order Statistics from the Uniform
                                  Distribution . . . . . . . . . . . . . . 1244--1246
               Pranab Kumar Sen   Weak Convergence of Progressively
                                  Censored Likelihood Ratio Statistics and
                                  its Role in Asymptotic Theory of Life
                                  Testing  . . . . . . . . . . . . . . . . 1247--1257
                   E. J. Hannan   The Convergence of Some Recursions . . . 1258--1270
         William J. Studden and   
                 Jia-Yeong Tsay   Remez's Procedure for Finding Optimal
                                  Designs  . . . . . . . . . . . . . . . . 1271--1279
                     Ward Whitt   Bivariate Distributions with Given
                                  Marginals  . . . . . . . . . . . . . . . 1280--1289
              Thomas E. O'Bryan   Some Empirical Bayes Results in the Case
                                  of Component Problems with Varying
                                  Sample Sizes for Discrete Exponential
                                  Families . . . . . . . . . . . . . . . . 1290--1293
               Arthur Cohen and   
           Harold B. Sackrowitz   Notes: Correction to ``On Estimating the
                                  Common Mean of Two Normal
                                  Distributions''  . . . . . . . . . . . . 1294--1294
                    A. K. Nigam   Notes: Correction to ``Block Designs for
                                  Mixture Experiments''  . . . . . . . . . 1294--1295


Annals of Statistics
Volume 5, Number 1, January, 1977

                    Gary Lorden   Nearly-Optimal Sequential Tests for
                                  Finitely Many Parameter Values . . . . . 1--21
             Stephen L. Portnoy   Robust Estimation in Dependent
                                  Situations . . . . . . . . . . . . . . . 22--43
              Erik N. Torgersen   Mixtures and Products of Dominated
                                  Experiments  . . . . . . . . . . . . . . 44--64
                 Terry G. Meyer   On Fixed or Scaled Radii Confidence
                                  Sets: The Fixed Sample Size Case . . . . 65--78
                Bruce Levin and   
                    James Reeds   Compound Multinomial Likelihood
                                  Functions are Unimodal: Proof of a
                                  Conjecture of I. J. Good . . . . . . . . 79--87
         Andrey Feuerverger and   
               Roman A. Mureika   The Empirical Characteristic Function
                                  and Its Applications . . . . . . . . . . 88--97
                    S.-S. Perng   Some Extensions of a Theorem of Stein on
                                  Cumulative Sums  . . . . . . . . . . . . 98--109
               Gavin G. Gregory   Large Sample Theory for $U$-Statistics
                                  and Tests of Fit . . . . . . . . . . . . 110--123
              Gaineford J. Hall   Strongly Optimal Policies in Sequential
                                  Search with Random Overlook
                                  Probabilities  . . . . . . . . . . . . . 124--135
                 Terry G. Meyer   Bounds for Estimation of Density
                                  Functions and Their Derivatives  . . . . 136--142
             David S. Moore and   
                James W. Yackel   Consistency Properties of Nearest
                                  Neighbor Density Function Estimators . . 143--154
              Erik N. Torgersen   Prediction Sufficiency When the Loss
                                  Function Does Not Depend on The Unknown
                                  Parameter  . . . . . . . . . . . . . . . 155--163
                   Tom Snijders   Complete Class Theorems for the Simplest
                                  Empirical Bayes Decision Problems  . . . 164--171
               J. Van Ryzin and   
                     V. Susarla   On the Empirical Bayes Approach to
                                  Multiple Decision Problems . . . . . . . 172--181
                 D. R. Barr and   
                 F. R. Richards   Induced Priors in Decision Problems  . . 182--184
                  C. P. Shapiro   Classification by Maximum Posterior
                                  Probability  . . . . . . . . . . . . . . 185--190
                S. K. Perng and   
                     Y. L. Tong   Optimal Allocation of Observations in
                                  Inverse Linear Regression  . . . . . . . 191--196
              Vaclav Fabian and   
                   James Hannan   On the Cramér--Rao Inequality . . . . . . 197--205
             Takeaki Kariya and   
                Morris L. Eaton   Robust Tests for Spherical Symmetry  . . 206--215
                H. A. David and   
            M. J. O'Connell and   
                     S. S. Yang   Distribution and Expected Value of the
                                  Rank of a Concomitant of an Order
                                  Statistic  . . . . . . . . . . . . . . . 216--223
                     I. J. Good   A New Formula for $k$-Statistics . . . . 224--228
                      Dan Anbar   A Modified Robbins--Monro Procedure
                                  Approximating the Zero of a Regression
                                  Function from Below  . . . . . . . . . . 229--234
            Donald A. Berry and   
                    D. H. Young   A Note on Inverse Sampling Procedures
                                  for Selecting the Best Binomial
                                  Population . . . . . . . . . . . . . . . 235--236

Annals of Statistics
Volume 5, Number 2, March, 1977

           Joseph B. Kadane and   
               Herbert A. Simon   Optimal Strategies for a Class of
                                  Constrained Sequential Problems  . . . . 237--255
                F. Proschan and   
                  J. Sethuraman   Schur Functions in Statistics I. The
                                  Preservation Theorem . . . . . . . . . . 256--262
               S. E. Nevius and   
                F. Proschan and   
                  J. Sethuraman   Schur Functions in Statistics II.
                                  Stochastic Majorization  . . . . . . . . 263--273
                     Y. L. Tong   An Ordering Theorem for Conditionally
                                  Independent and Identically Distributed
                                  Random Variables . . . . . . . . . . . . 274--277
              Wassily Hoeffding   Some Incomplete and Boundedly Complete
                                  Families of Distributions  . . . . . . . 278--291
                  R. A. Wijsman   A General Theorem With Applications on
                                  Exponentially Bounded Stopping Time,
                                  Without Moment Conditions  . . . . . . . 292--315
               Pranab Kumar Sen   Some Invariance Principles Relating to
                                  Jackknifing and Their Role in Sequential
                                  Analysis . . . . . . . . . . . . . . . . 316--329
                 W. J. Hall and   
                   R. M. Loynes   Weak Convergence of Processes Related to
                                  Likelihood Ratios  . . . . . . . . . . . 330--341
                   Paul Cabilio   Sequential Estimation in Bernoulli
                                  Trials . . . . . . . . . . . . . . . . . 342--356
                 Steinar Bjerve   Error Bounds for Linear Combinations of
                                  Order Statistics . . . . . . . . . . . . 357--369
                 W. F. Eddy and   
                 J. A. Hartigan   Uniform Convergence of the Empirical
                                  Distribution Function Over Convex Sets   370--374
                     Sture Holm   On a Conjecture About the Limiting
                                  Minimal Efficiency of Sequential Tests   375--378
               Thomas A. Kelley   Sequential Bayes Estimation of the
                                  Difference Between Means . . . . . . . . 379--384
                     G. Tusnady   On Asymptotically Optimal Tests  . . . . 385--393
                    R. S. Singh   Improvement on Some Known Nonparametric
                                  Uniformly Consistent Estimators of
                                  Derivatives of a Density . . . . . . . . 394--399
                   Rudolf Beran   Estimating a Distribution Function . . . 400--404
                  N. Bonner and   
                H.-P. Kirschner   Note on Conditions for Weak Convergence
                                  of von Mises' Differentiable Statistical
                                  Functions  . . . . . . . . . . . . . . . 405--407
              Walter S. Liggett   A Test for Serial Correlation in
                                  Multivariate Data  . . . . . . . . . . . 408--413
                     H. P. Wynn   Convex Sets of Finite Population Plans   414--418
                    J. Sedransk   Review: H. S. Konijn,
                                  \booktitleStatistical Theory of Sample
                                  Survey Design and Analysis . . . . . . . 419--428
                  S. G. Mohanty   Note: Acknowledgement of Priority to ``A
                                  Short Proof of Steck's Result on
                                  Two-Sample Smirnov Statistics''  . . . . 429--429

Annals of Statistics
Volume 5, Number 3, May, 1977

                   Rudolf Beran   Robust Location Estimates  . . . . . . . 431--444
                   Rudolf Beran   Minimum Hellinger Distance Estimates for
                                  Parametric Models  . . . . . . . . . . . 445--463
                 Jana Jureckova   Asymptotic Relations of $M$-Estimates
                                  and $R$-Estimates in Linear Regression
                                  Model  . . . . . . . . . . . . . . . . . 464--472
                 Jon A. Wellner   A Glivenko--Cantelli Theorem and Strong
                                  Laws of Large Numbers for Functions of
                                  Order Statistics . . . . . . . . . . . . 473--480
                 Jon A. Wellner   A Law of the Iterated Logarithm for
                                  Functions of Order Statistics  . . . . . 481--494
                   Kumar Jogdeo   Association and Probability Inequalities 495--504
                   Moshe Shaked   A Concept of Positive Dependence for
                                  Exchangeable Random Variables  . . . . . 505--515
        Dennis C. Gilliland and   
                   James Hannan   Improved Rates in the Empirical Bayes
                                  Monotone Multiple Decision Problem $
                                  {\rm MLR} $ Family . . . . . . . . . . . 516--521
                Stephen Portnoy   Asymptotic Efficiency of Minimum
                                  Variance Unbiased Estimators . . . . . . 522--529
          Kathryn Bullock Davis   Mean Integrated Square Error Properties
                                  of Density Estimates . . . . . . . . . . 530--535
             Luc P. Devroye and   
                   T. J. Wagner   The Strong Uniform Consistency of
                                  Nearest Neighbor Density Estimates . . . 536--540
                  A. C. Butcher   An Estimator for the Spectral Density of
                                  a Stationary Time Sequence . . . . . . . 541--543
       Sherali Mavjibhai Makani   A Paradox in Admissibility . . . . . . . 544--546
        G. K. Bhattacharyya and   
         Richard A. Johnson and   
                 K. G. Mehrotra   On the Completeness of Minimal
                                  Sufficient Statistics with Censored
                                  Observations . . . . . . . . . . . . . . 547--553
            Victor J. Yohai and   
             Ricardo A. Maronna   Asymptotic Behavior of Least-Squares
                                  Estimates for Autoregressive Processes
                                  with Infinite Variances  . . . . . . . . 554--560
              Walter T. Federer   On the Existence and Construction of a
                                  Complete Set of Orthogonal $ F(4 t; 2 t,
                                  2 t) $-Squares Design  . . . . . . . . . 561--564
            Dennis C. Gilliland   A Note on Orthogonal Partitions and Some
                                  Well-Known Structures in Design of
                                  Experiments  . . . . . . . . . . . . . . 565--570
             Holger Rootzen and   
                  Gordon Simons   On the Exponential Boundedness of
                                  Stopping Times of Invariant SPRT's . . . 571--575
              Douglas R. Miller   A Note on Independence of Multivariate
                                  Lifetimes in Competing Risks Models  . . 576--579
                  M. Ahsanullah   A Characteristic Property of the
                                  Exponential Distribution . . . . . . . . 580--582
                P. Diaconis and   
                   I. Olkin and   
                   S. G. Ghurye   Review: A. M. Kagan, Yu. V. Linnik, C.
                                  Radhakrishna Rao, B. Ramachandran,
                                  \booktitleCharacterization Problems in
                                  Mathematical Statistics  . . . . . . . . 583--592
                  P. K. Sen and   
                    B. K. Ghosh   Note: Correction to ``Comparison of Some
                                  Bounds in Estimation Theory''  . . . . . 593--593

Annals of Statistics
Volume 5, Number 4, July, 1977

               Charles J. Stone   Consistent Nonparametric Regression  . . 595--620
            Peter J. Bickel and   
               Frank Hampel and   
          Richard A. Olshen and   
             Emanuel Parzen and   
              M. Rosenblatt and   
               Jerome Sacks and   
                Grace Wahba and   
                Leo Breiman and   
        David R. Brillinger and   
                H. D. Brunk and   
           Donald A. Pierce and   
            Herman Chernoff and   
            Thomas M. Cover and   
                  D. R. Cox and   
                William F. Eddy   Discussion: Consistent Nonparametric
                                  Regression . . . . . . . . . . . . . . . 620--640
                      Anonymous   Reply to Discussion: Consistent
                                  Nonparametric Regression . . . . . . . . 640--645
                John R. Collins   Upper Bounds on Asymptotic Variances of
                                  $M$-Estimators of Location . . . . . . . 646--657
                  Marie Huskova   The Rate of Convergence of Simple Linear
                                  Rank Statistics Under Hypothesis and
                                  Alternatives . . . . . . . . . . . . . . 658--670
      Harald Bergström and   
                  Madan L. Puri   Convergence and Remainder Terms in
                                  Linear Rank Statistics . . . . . . . . . 671--680
                   Hira L. Koul   Behavior of Robust Estimators in the
                                  Regression Model with Dependent Errors   681--699
               William W. Davis   Robust Interval Estimation of the
                                  Innovation Variance of an ARMA Model . . 700--708
             Lawrence Peele and   
               George Kimeldorf   Prediction Functions and Mean-Estimation
                                  Functions for a Time Series  . . . . . . 709--721
            Myles Hollander and   
             Frank Proschan and   
             Jayaram Sethuraman   Functions Decreasing in Transposition
                                  and Their Applications in Ranking
                                  Problems . . . . . . . . . . . . . . . . 722--733
                 Stuart Klugman   Discounted and Rapid Subfair
                                  Red-and-Black  . . . . . . . . . . . . . 734--745
                 John J. Miller   Asymptotic Properties of Maximum
                                  Likelihood Estimates in the Mixed Model
                                  of the Analysis of Variance  . . . . . . 746--762
                  J. Berger and   
                 M. E. Bock and   
                L. D. Brown and   
                 G. Casella and   
                      L. Gleser   Minimax Estimation of a Normal Mean
                                  Vector for Arbitrary Quadratic Loss and
                                  Unknown Covariance Matrix  . . . . . . . 763--771
                Malay Ghosh and   
                    Glen Meeden   Admissibility of Linear Estimators in
                                  the One Parameter Exponential Family . . 772--778
               J. S. Maritz and   
                Margaret Wu and   
                  R. G. Stuadte   A Location Estimator Based on a
                                  $U$-Statistic  . . . . . . . . . . . . . 779--786
               Lynn Roy LaMotte   A Canonical Form for the General Linear
                                  Model  . . . . . . . . . . . . . . . . . 787--789
                 Jia-Yeong Tsay   A Convergence Theorem in $L$-Optimal
                                  Design Theory  . . . . . . . . . . . . . 790--794
                 E. Manoussakis   Repeated Sampling with Partial
                                  Replacement of Units . . . . . . . . . . 795--802
           Austin F. S. Lee and   
                   John Gurland   One-Sample $t$-Test When Sampling from a
                                  Mixture of Normal Distributions  . . . . 803--807
                 Henry W. Block   A Characterization of a Bivariate
                                  Exponential Distribution . . . . . . . . 808--812
               Louis Gordon and   
                 Malcolm Hudson   A Characterization of the von Mises
                                  Distribution . . . . . . . . . . . . . . 813--814

Annals of Statistics
Volume 5, Number 5, September, 1977

             Shelby J. Haberman   Maximum Likelihood Estimates in
                                  Exponential Response Models  . . . . . . 815--841
                 T. W. Anderson   Estimation for Autoregressive Moving
                                  Average Models in the Time and Frequency
                                  Domains  . . . . . . . . . . . . . . . . 842--865
                  Tze Leung Lai   Power-One Tests Based on Sample Sums . . 866--880
                James V. Bondar   A Conditional Confidence Principle . . . 881--891
                D. A. S. Fraser   Confidence, Posterior Probability, and
                                  the Buehler Example  . . . . . . . . . . 892--898
                Glen Meeden and   
                  Dean Isaacson   Approximate Behavior of the Posterior
                                  Distribution for a Large Observation . . 899--908
                  Helmut Rieder   Least Favorable Pairs for Special
                                  Capacities . . . . . . . . . . . . . . . 909--921
               D. R. Jensen and   
                    L. S. Mayer   Some Variational Results and Their
                                  Applications in Multiple Inference . . . 922--931
                   W. Foody and   
                     A. Hedayat   On Theory and Applications of BIB
                                  Designs with Repeated Blocks . . . . . . 932--945
                  T. L. Lai and   
                    D. Siegmund   A Nonlinear Renewal Theory with
                                  Applications to Sequential Analysis I    946--954
                     Mayer Alvo   Bayesian Sequential Estimation . . . . . 955--968
               Prem K. Goel and   
                   Herman Rubin   On Selecting a Subset Containing the
                                  Best Population --- a Bayesian Approach  969--983
              Michael Woodroofe   Second Order Approximations for
                                  Sequential Point and Interval Estimation 984--995
                     S. S. Yang   General Distribution Theory of the
                                  Concomitants of Order Statistics . . . . 996--1002
                 Jon A. Wellner   Distributions Related to Linear Bounds
                                  for the Empirical Distribution Function  1003--1016
            David A. Schoenfeld   Asymptotic Properties of Tests Based on
                                  Linear Combinations of the Orthogonal
                                  Components of the Cramér--von Mises
                                  Statistic  . . . . . . . . . . . . . . . 1017--1026
           Ibrahim A. Ahmad and   
                     Pi-Erh Lin   Nonparametric Estimation of a
                                  Vector-Valued Bivariate Failure Rate . . 1027--1038
             Raymond J. Carroll   On the Uniformity of Sequential
                                  Procedures . . . . . . . . . . . . . . . 1039--1046
          Thomas E. Norwood and   
               Klaus Hinkelmann   Estimating the Common Mean of Several
                                  Normal Populations . . . . . . . . . . . 1047--1050
                    V. M. Joshi   A Note on Estimators in Finite
                                  Populations  . . . . . . . . . . . . . . 1051--1053

Annals of Statistics
Volume 5, Number 6, November, 1977

             Stephen M. Stigler   Do Robust Estimators Work with Real
                                  Data?  . . . . . . . . . . . . . . . . . 1055--1098
            James A. Koziol and   
                     Nancy Reid   On the Asymptotic Equivalence of Two
                                  Ranking Methods for $K$-Sample Linear
                                  Rank Statistics  . . . . . . . . . . . . 1099--1106
               Pranab Kumar Sen   Tied-Down Wiener Process Approximations
                                  for Aligned Rank Order Processes and
                                  Some Applications  . . . . . . . . . . . 1107--1123
             Shelby J. Haberman   Product Models for Frequency Tables
                                  Involving Indirect Observation . . . . . 1124--1147
             Shelby J. Haberman   Log-Linear Models and Frequency Tables
                                  with Small Expected Cell Counts  . . . . 1148--1169
               Steven F. Arnold   Generalized Group Testing Procedures . . 1170--1182
            Robert V. Foutz and   
               R. C. Srivastava   The Performance of the Likelihood Ratio
                                  Test When the Model is Incorrect . . . . 1183--1194
               Arthur Cohen and   
               H. B. Sackrowitz   Hypotheses Testing for the Common Mean
                                  and For Balanced Incomplete Blocks
                                  Designs  . . . . . . . . . . . . . . . . 1195--1211
                 Takeaki Kariya   A Robustness Property of the Tests for
                                  Serial Correlation . . . . . . . . . . . 1212--1220
               T. Kowalczyk and   
                E. Pleszczynska   Monotonic Dependence Functions of
                                  Bivariate Distributions  . . . . . . . . 1221--1227
               Yosef Rinott and   
              Thomas J. Santner   An Inequality for Multivariate Normal
                                  Probabilities with Application to a
                                  Design Problem . . . . . . . . . . . . . 1228--1234
              Michael Goldstein   On Contractions of Bayes Estimators for
                                  Exponential Family Distributions . . . . 1235--1239
                    Tamer Basar   Optimum Fisherian Information for
                                  Multivariate Distributions . . . . . . . 1240--1244
        Patrick L. Brockett and   
                  Arnold Levine   On a Characterization of Ridits  . . . . 1245--1248
                    A. P. Dawid   Further Comments on Some Comments on a
                                  Paper by Bradley Efron . . . . . . . . . 1249--1249
               Raul Pedro Mentz   Estimation in the First Order Moving
                                  Average Model Based on Sample
                                  Autocorrelations . . . . . . . . . . . . 1250--1257
              Gilbert G. Walter   Properties of Hermite Series Estimation
                                  of Probability Density . . . . . . . . . 1258--1264


Annals of Statistics
Volume 6, Number 1, January, 1978

                 Cecil C. Craig   Harry C. Carver, 1890--1977  . . . . . . 1--4
               Robb J. Muirhead   Latent Roots and Matrix Variates: A
                                  Review of Some Asymptotic Results  . . . 5--33
                Donald B. Rubin   Bayesian Inference for Causal Effects:
                                  The Role of Randomization  . . . . . . . 34--58
              Lawrence D. Brown   A Contribution to Kiefer's Theory of
                                  Conditional Confidence Procedures  . . . 59--71
              Michael Woodroofe   Large Deviations of Likelihood Ratio
                                  Statistics with Applications to
                                  Sequential Testing . . . . . . . . . . . 72--84
                    S.-S. Perng   Exponentially Bounded Stopping Times of
                                  Invariant SPRT's in General Linear
                                  Models: Finite $ {\rm mgf} $ Case  . . . 85--91
                      L. J. Wei   The Adaptive Biased Coin Design for
                                  Sequential Experiments . . . . . . . . . 92--100
                H. A. Guess and   
                    K. S. Crump   Maximum Likelihood Estimation of
                                  Dose-Response Functions Subject to
                                  Absolutely Monotonic Constraints . . . . 101--111
                  Grace L. Yang   Estimation of a Biometric Function . . . 112--116
                 J. A. Hartigan   Asymptotic Distributions for Clustering
                                  Criteria . . . . . . . . . . . . . . . . 117--131
                    K. Isii and   
                        Y. Taga   Bound on the Classification Error for
                                  Discriminating Between Multivariate
                                  Populations with Specified Means and
                                  Covariance Matrices  . . . . . . . . . . 132--141
           Gregory Campbell and   
                Myles Hollander   Rank Order Estimation with the Dirichlet
                                  Prior  . . . . . . . . . . . . . . . . . 142--153
    A. K. Md. Ehsanes Saleh and   
               Pranab Kumar Sen   Nonparametric Estimation of Location
                                  Parameter After a Preliminary Test on
                                  Regression . . . . . . . . . . . . . . . 154--168
                 M. J. Prentice   On Invariant Tests of Uniformity for
                                  Directions and Orientations  . . . . . . 169--176
           Bernard W. Silverman   Weak and Strong Uniform Consistency of
                                  the Kernel Estimate of a Density and its
                                  Derivatives  . . . . . . . . . . . . . . 177--184
                      M. M. Rao   Asymptotic Distribution of an Estimator
                                  of the Boundary Parameter of an Unstable
                                  Process  . . . . . . . . . . . . . . . . 185--190
                Chung-Siung Kao   On the Time and the Excess of Linear
                                  Boundary Crossings of Sample Sums  . . . 191--199
                 Takeaki Kariya   The General MANOVA Problem . . . . . . . 200--214
                 P. M. Robinson   On Consistency in Time Series Analysis   215--223
                 R. J. Bhansali   Linear Prediction by Autoregressive
                                  Model Fitting in the Time Domain . . . . 224--231
                   Kumar Jogdeo   On a Probability Bound of Marshall and
                                  Olkin  . . . . . . . . . . . . . . . . . 232--234
         Richard L. Dykstra and   
                 John E. Hewett   Positive Dependence of the Roots of a
                                  Wishart Matrix . . . . . . . . . . . . . 235--238

Annals of Statistics
Volume 6, Number 2, March, 1978

             Stephen M. Stigler   Mathematical Statistics in the Early
                                  States . . . . . . . . . . . . . . . . . 239--265
                   P. J. Bickel   Using Residuals Robustly I: Tests for
                                  Heteroscedasticity, Nonlinearity . . . . 266--291
                   Rudolf Beran   An Efficient and Robust Adaptive
                                  Estimator of Location  . . . . . . . . . 292--313
             Raymond J. Carroll   On Almost Sure Expansions for
                                  $M$-Estimates  . . . . . . . . . . . . . 314--318
          Bennett Eisenberg and   
                  Gordon Simons   On Weak Admissibility of Tests . . . . . 319--332
                David Heath and   
               William Sudderth   On Finitely Additive Priors, Coherence,
                                  and Extended Admissibility . . . . . . . 333--345
              B. R. Johnson and   
                    D. R. Traux   Asymptotic Behavior of Bayes Procedures
                                  for Testing Simple Hypotheses in
                                  Multiparameter Exponential Families  . . 346--361
                  Bradley Efron   The Geometry of Exponential Families . . 362--376
     Ann R. Cohen Brandwein and   
         William E. Strawderman   Minimax Estimation of Location
                                  Parameters for Spherically Symmetric
                                  Unimodal Distributions Under Quadratic
                                  Loss . . . . . . . . . . . . . . . . . . 377--416
            Herman Callaert and   
                   Paul Janssen   The Berry--Esseen Theorem for
                                  $U$-Statistics . . . . . . . . . . . . . 417--421
                Ian B. MacNeill   Properties of Sequences of Partial Sums
                                  of Polynomial Regression Residuals with
                                  Applications to Tests for Change of
                                  Regression at Unknown Times  . . . . . . 422--433
         R. N. Bhattacharya and   
                    J. K. Ghosh   On the Validity of the Formal Edgeworth
                                  Expansion  . . . . . . . . . . . . . . . 434--451
              Esther Seiden and   
                  Ching-Jung Wu   A Geometric Construction of Generalized
                                  Youden Designs for $ \nu $ a Power of a
                                  Prime  . . . . . . . . . . . . . . . . . 452--460
                 Gideon Schwarz   Estimating the Dimension of a Model  . . 461--464
                  Andrej Pazman   Computation of the Optimum Designs Under
                                  Singular Information Matrices  . . . . . 465--467
                     S. M. Shah   On $ \alpha $-Resolvability and Affine $
                                  \alpha $-Resolvability of Incomplete
                                  Block Designs  . . . . . . . . . . . . . 468--471
                  Niels Keiding   Note: Correction to ``Maximum Likelihood
                                  Estimation in the Birth-and-Death
                                  Process''  . . . . . . . . . . . . . . . 472--472

Annals of Statistics
Volume 6, Number 3, May, 1978

                   H. M. Hudson   A Natural Identity for Exponential
                                  Families with Applications in
                                  Multiparameter Estimation  . . . . . . . 473--484
              Tim Robertson and   
               Edward J. Wegman   Likelihood Ratio Tests for Order
                                  Restrictions in Exponential Families . . 485--505
               W. H. Rogers and   
                   T. J. Wagner   A Finite Sample Distribution-Free
                                  Performance Bound for Local
                                  Discrimination Rules . . . . . . . . . . 506--514
               Louis Gordon and   
              Richard A. Olshen   Asymptotically Efficient Solutions to
                                  the Classification Problem . . . . . . . 515--533
                      Odd Aalen   Nonparametric Estimation of Partial
                                  Transition Probabilities in Multiple
                                  Decrement Models . . . . . . . . . . . . 534--545
                James A. Koziol   Exact Slopes of Certain Multivariate
                                  Tests of Hypotheses  . . . . . . . . . . 546--558
           Douglas H. Jones and   
                  J. Sethuraman   Bahadur Efficiencies of the Student's
                                  $t$-Tests  . . . . . . . . . . . . . . . 559--566
             Robert H. Berk and   
                    L. D. Brown   Sequential Bahadur Efficiency  . . . . . 567--581
            James D. Thomas and   
            Robert A. Hultquist   Interval Estimation for the Unbalanced
                                  Case of the One-Way Random Effects Model 582--587
            F. H. Ruymgaart and   
           M. C. A. van Zuijlen   Asymptotic Normality of Multivariate
                                  Linear Rank Statistics in the Non-I.I.D.
                                  Case . . . . . . . . . . . . . . . . . . 588--602
       Friedrich-Wilhelm Scholz   Weighted Median Regression Estimates . . 603--609
              Gerald L. Sievers   Estimates of Location: A Large Deviation
                                  Comparison . . . . . . . . . . . . . . . 610--618
                 A. Hedayat and   
                 K. Afsarinejad   Repeated Measurements Designs, II  . . . 619--628
         Lawrence A. Klimko and   
                 Paul I. Nelson   On Conditional Least Squares Estimation
                                  for Stochastic Processes . . . . . . . . 629--642
                    M. Morf and   
                  A. Vieira and   
                     T. Kailath   Covariance Characterization by Partial
                                  Autocorrelation Matrices . . . . . . . . 643--648
                       M. Breth   Bayesian Confidence Bands for a
                                  Distribution Function  . . . . . . . . . 649--657
                     Y. L. Tong   An Adaptive Solution to Ranking and
                                  Selection Problems . . . . . . . . . . . 658--672
            Stephen B. Vardeman   Admissible Solutions of Finite State
                                  Sequence Compound Decision Problems  . . 673--679
                  Lennart Ljung   Strong Convergence of a Stochastic
                                  Approximation Algorithm  . . . . . . . . 680--696
               Peter W. M. John   A Note on a Finite Population Plan . . . 697--699

Annals of Statistics
Volume 6, Number 4, July, 1978

                      Odd Aalen   Nonparametric Inference for a Family of
                                  Counting Processes . . . . . . . . . . . 701--726
                 James A. Reeds   Jackknifing Maximum Likelihood Estimates 727--739
                 V. Susarla and   
                   J. Van Ryzin   Empirical Bayes Estimation of a
                                  Distribution (Survival) Function from
                                  Right Censored Observations  . . . . . . 740--754
                 V. Susarla and   
                   J. Van Ryzin   Large Sample Theory for a Bayesian
                                  Nonparametric Survival Curve Estimator
                                  Based on Censored Samples  . . . . . . . 755--768
                      Jim Zidek   Deriving Unbiased Risk Estimators of
                                  Multinormal Mean and Regression
                                  Coefficient Estimators Using Zonal
                                  Polynomials  . . . . . . . . . . . . . . 769--782
            James O. Berger and   
                  C. Srinivasan   Generalized Bayes Estimators in
                                  Multivariate Problems  . . . . . . . . . 783--801
                Thomas W. Sager   Estimation of a Multivariate Mode  . . . 802--812
                 Robert H. Berk   Asymptotic Efficiencies of Sequential
                                  Tests II . . . . . . . . . . . . . . . . 813--819
                Morris L. Eaton   Complete Class Theorems Derived from
                                  Conditional Complete Class Theorems  . . 820--827
                B. M. Brown and   
                   D. G. Kildea   Reduced $U$-Statistics and the
                                  Hodges--Lehmann Estimator  . . . . . . . 828--835
                      W. Albers   One-Sample Rank Tests Under
                                  Autoregressive Dependence  . . . . . . . 836--845
                 Richard J. Fox   Solutions to Empirical Bayes Squared
                                  Error Loss Estimation Problems . . . . . 846--853
                  Vaclav Fabian   On Asymptotically Efficient Recursive
                                  Estimation . . . . . . . . . . . . . . . 854--866
                    H. Strasser   Admissible Representation of
                                  Asymptotically Optimal Estimates . . . . 867--881
Miklós Csörg\Ho and   
                     Pal Revesz   Strong Approximations of the Quantile
                                  Process  . . . . . . . . . . . . . . . . 882--894
           George Kimeldorf and   
               Allan R. Sampson   Monotone Dependence  . . . . . . . . . . 895--903
                Jerome H. Klotz   Testing a Linear Constraint for
                                  Multinomial Cell Frequencies and Disease
                                  Screening  . . . . . . . . . . . . . . . 904--909
                   Moshe Pollak   Optimality and Almost Optimality of
                                  Mixture Stopping Rules . . . . . . . . . 910--916
                Terry Moore and   
               Richard J. Brook   Risk Estimate Optimality of James--Stein
                                  Estimators . . . . . . . . . . . . . . . 917--919
                      R. Michel   On the Asymptotic Efficiency of Strongly
                                  Asymptotically Median Unbiased
                                  Estimators . . . . . . . . . . . . . . . 920--922
                      W. Albers   A Note on the Edgeworth Expansion for
                                  the Kendall Rank Correlation Coefficient 923--925
                Daniel R. Wells   A Monotone Unimodal Distribution which
                                  is Not Central Convex Unimodal . . . . . 926--931
              David W. Boyd and   
              J. Michael Steele   Lower Bounds for Nonparametric Density
                                  Estimation Rates . . . . . . . . . . . . 932--934
              L. P. Devroye and   
                   T. J. Wagner   Note: Addendum to ``The Strong Uniform
                                  Consistency of Nearest Neighbor Density
                                  Estimates''  . . . . . . . . . . . . . . 935--935

Annals of Statistics
Volume 6, Number 5, September, 1978

               P. J. Bickel and   
                 W. R. van Zwet   Asymptotic Expansions for the Power of
                                  Distribution-free Tests in the
                                  Two-Sample Problem . . . . . . . . . . . 937--1004
                    J. Robinson   An Asymptotic Expansion for Samples from
                                  a Finite Population  . . . . . . . . . . 1005--1011
                  J. N. Adichie   Rank Tests of Sub-Hypotheses in the
                                  General Linear Regression  . . . . . . . 1012--1026
                  Tze Leung Lai   Pitman Efficiencies of Sequential Tests
                                  and Uniform Limit Theorems in
                                  Nonparametric Statistics . . . . . . . . 1027--1047
                    S.-S. Perng   Rate of Convergence of Estimators Based
                                  on Sample Mean . . . . . . . . . . . . . 1048--1056
              Thomas R. Fleming   Nonparametric Estimation for
                                  Nonhomogeneous Markov Processes in the
                                  Problem of Competing Risks . . . . . . . 1057--1070
              Thomas R. Fleming   Asymptotic Distribution Results in
                                  Competing Risks Estimation . . . . . . . 1071--1079
                  Helmut Rieder   A Robust Asymptotic Testing Model  . . . 1080--1094
           Joseph B. Kadane and   
                David T. Chuang   Stable Decision Problems . . . . . . . . 1095--1110
                R. L. Obenchain   Good and Optimal Ridge Estimators  . . . 1111--1121
               Jerome Sacks and   
               Donald Ylvisaker   Linear Estimation for Approximately
                                  Linear Models  . . . . . . . . . . . . . 1122--1137
                   Keh-Shin Lii   A Global Measure of a Spline Density
                                  Estimate . . . . . . . . . . . . . . . . 1138--1148
            Wayne A. Fuller and   
                   J. N. K. Rao   Estimation for a Linear Regression Model
                                  with Unknown Diagonal Covariance Matrix  1149--1158
              Bradley Efron and   
              Richard A. Olshen   How Broad is the Class of Normal Scale
                                  Mixtures?  . . . . . . . . . . . . . . . 1159--1164
                Peter Findeisen   A Simple Proof of a Classical Theorem
                                  which Characterizes the Gamma
                                  Distribution . . . . . . . . . . . . . . 1165--1167
                 M. E. Thompson   Stratified Sampling with Exchangeable
                                  Prior Distributions  . . . . . . . . . . 1168--1169
                  W. Albers and   
               P. J. Bickel and   
                 W. R. van Zwet   Note: Correction to ``Asymptotic
                                  Expansions for the Power of
                                  Distribution-free Tests in the
                                  One-Sample Problem'' . . . . . . . . . . 1170--1171

Annals of Statistics
Volume 6, Number 6, November, 1978

                Walter L. Smith   Harold Hotelling 1895--1973  . . . . . . 1173--1183
                 A. Hedayat and   
                   W. D. Wallis   Hadamard Matrices and Their Applications 1184--1238
               Ching-Shui Cheng   Optimality of Certain Asymmetrical
                                  Experimental Designs . . . . . . . . . . 1239--1261
               Ching-Shui Cheng   Optimal Designs for the Elimination of
                                  Multi-Way Heterogeneity  . . . . . . . . 1262--1272
                Chien-Fu Wu and   
                  Henry P. Wynn   The Convergence of General Step-Length
                                  Algorithms for Regular Optimum Design
                                  Criteria . . . . . . . . . . . . . . . . 1273--1285
                    Chien-Fu Wu   Some Algorithmic Aspects of the Theory
                                  of Optimal Designs . . . . . . . . . . . 1286--1301
             Michael A. Jacroux   On the Properties of Proper $ (M, S) $
                                  Optimal Block Designs  . . . . . . . . . 1302--1309
                Marcello Pagano   On Periodic and Multiple Autoregressions 1310--1317
              David A. Lane and   
            William D. Sudderth   Diffuse Models for Sampling and
                                  Predictive Inference . . . . . . . . . . 1318--1336
                      W. Albers   Testing the Mean of a Normal Population
                                  Under Dependence . . . . . . . . . . . . 1337--1344
                   A. L. Rukhin   Universal Bayes Estimators . . . . . . . 1345--1351
              Alan J. Gross and   
                David W. Hosmer   Approximating Tail Areas of Probability
                                  Distributions  . . . . . . . . . . . . . 1352--1359
            M. Abdel-Hameed and   
               Allan R. Sampson   Positive Dependence of the Bivariate and
                                  Trivariate Absolute Normal, $ t, \chi^2
                                  $, and $F$ Distributions . . . . . . . . 1360--1368
                 Tuan Pham-Dinh   Estimation of Parameters in the ARMA
                                  Model When the Characteristic Polynomial
                                  of the MA Operator Has a Unit Zero . . . 1369--1389
            J. K. Baksalary and   
                        R. Kala   A Bound for the Euclidean Norm of the
                                  Difference Between the Least Squares and
                                  the Best Linear Unbiased Estimators  . . 1390--1393
                 Jon A. Wellner   Correction to: A Glivenko--Cantelli
                                  Theorem and Strong Laws of Large Numbers
                                  for Functions of Order Statistics  . . . 1394--1394


Annals of Statistics
Volume 7, Number 1, January, 1979

                       B. Efron   The 1977 Rietz Lecture: Bootstrap
                                  Methods: Another Look At The Jackknife   1--26
              E. L. Lehmann and   
          Juliet Popper Shaffer   Optimum Significance Levels for
                                  Multistage Comparison Procedures . . . . 27--45
                  Tze Leung Lai   Sequential Tests for Hypergeometric
                                  Distributions and Finite Populations . . 46--59
                  T. L. Lai and   
                    D. Siegmund   A Nonlinear Renewal Theory with
                                  Applications to Sequential Analysis II   60--76
               P. J. Bickel and   
              Agnes M. Herzberg   Robustness of Design Against
                                  Autocorrelation in Time I: Asymptotic
                                  Theory, Optimality for Location and
                                  Linear Regression  . . . . . . . . . . . 77--95
              Hideaki Sakai and   
              Takashi Soeda and   
             Hidekatsu Tokumaru   On the Relation Between Fitting
                                  Autoregression and Periodogram with
                                  Applications . . . . . . . . . . . . . . 96--107
                    D. Jaeschke   The Asymptotic Distribution of the
                                  Supremum of the Standardized Empirical
                                  Distribution Function on Subintervals    108--115
                      F. Eicker   The Asymptotic Distribution of the
                                  Suprema of the Standardized Empirical
                                  Processes  . . . . . . . . . . . . . . . 116--138
                E. Schuster and   
                    S. Yakowitz   Contributions to the Theory of
                                  Nonparametric Regression, with
                                  Application to System Identification . . 139--149
                   Rudolf Beran   Testing for Ellipsoidal Symmetry of a
                                  Multivariate Density . . . . . . . . . . 150--162
         Thomas S. Ferguson and   
                Eswar G. Phadia   Bayesian Nonparametric Estimation Based
                                  on Censored Data . . . . . . . . . . . . 163--186
                    J. Pfanzagl   On Optimal Median Unbiased Estimators in
                                  the Presence of Nuisance Parameters  . . 187--193
              I. S. Alalouf and   
                 G. P. H. Styan   Characterizations of Estimability in the
                                  General Linear Model . . . . . . . . . . 194--200
            Clifford Spiegelman   On Estimating the Slope of a Straight
                                  Line when Both Variables are Subject to
                                  Error  . . . . . . . . . . . . . . . . . 201--206
               Klaus J. Miescke   Identification and Selection Procedures
                                  Based on Tests . . . . . . . . . . . . . 207--219
            Barry C. Arnold and   
          Richard A. Groeneveld   Bounds on Expectations of Linear
                                  Systematic Statistics Based on Dependent
                                  Samples  . . . . . . . . . . . . . . . . 220--223
             Stephen L. Portnoy   Further Remarks on Robust Estimation in
                                  Dependent Situations . . . . . . . . . . 224--231
         Richard A. Johnson and   
                 J. Ladalla and   
                      S. T. Liu   Differential Relations, in the Original
                                  Parameters, which Determine the First
                                  Two Moments of the Multiparameter
                                  Exponential Family . . . . . . . . . . . 232--235

Annals of Statistics
Volume 7, Number 2, March, 1979

               Stuart Bevan and   
           Richard Kullberg and   
                      John Rice   An Analysis of Cell Membrane Noise . . . 237--257
            Victor J. Yohai and   
             Ricardo A. Maronna   Asymptotic Behavior of $M$-Estimators
                                  for the Linear Model . . . . . . . . . . 258--268
             Persi Diaconis and   
               Donald Ylvisaker   Conjugate Priors for Exponential
                                  Families . . . . . . . . . . . . . . . . 269--281
                 Khursheed Alam   Estimation of Multinomial Probabilities  282--283
               Ingram Olkin and   
                   Milton Sobel   Admissible and Minimax Estimation for
                                  the Multinomial Distribution and for $K$
                                  Independent Binomial Distributions . . . 284--290
                      L. J. Wei   The Generalized Pólya's Urn Design for
                                  Sequential Medical Trials  . . . . . . . 291--296
                J. Rissanen and   
                   P. E. Caines   The Strong Consistency of Maximum
                                  Likelihood Estimators for ARMA Processes 297--315
           Edward J. Wegman and   
                   H. I. Davies   Remarks on Some Recursive Estimators of
                                  a Probability Density  . . . . . . . . . 316--327
                  G. Walter and   
                        J. Blum   Probability Density Estimation Using
                                  Delta Sequences  . . . . . . . . . . . . 328--340
                 Hung T. Nguyen   Density Estimation in a Continuous-Time
                                  Stationary Markov Process  . . . . . . . 341--348
                Robert B. Latta   Composition Rules for Probabilities from
                                  Paired Comparisons . . . . . . . . . . . 349--371
               Pranab Kumar Sen   Invariance Principles for the Coupon
                                  Collector's Problem: A Martingale
                                  Approach . . . . . . . . . . . . . . . . 372--380
              Jan R. Magnus and   
                Heinz Neudecker   The Commutation Matrix: Some Properties
                                  and Applications . . . . . . . . . . . . 381--394
                     H. Stenger   A Minimax Approach to Randomization and
                                  Estimation in Survey Sampling  . . . . . 395--399
                 Sandra A. West   Upper and Lower Probability Inferences
                                  for the Logistic Function  . . . . . . . 400--413
               Pranab Kumar Sen   Weak Convergence of Some Quantile
                                  Processes Arising in Progressively
                                  Censored Tests . . . . . . . . . . . . . 414--431
                  Manfred Schal   On Dynamic Programming and Statistical
                                  Decision Theory  . . . . . . . . . . . . 432--445
                W. J. R. Eplett   The Small Sample Distribution of a
                                  Mann--Whitney Type Statistic for
                                  Circular Data  . . . . . . . . . . . . . 446--453
                 Van L. Parsons   A Note on the Exact Distribution of a
                                  Nonparametric Test Statistic for Ordered
                                  Alternatives . . . . . . . . . . . . . . 454--458
             Richard L. Dykstra   On Dependent Tests of Significance in
                                  the Multivariate Analysis of Variance    459--461
        Marietta J. Tretter and   
             G. William Walster   Continued Fractions for the Incomplete
                                  Beta Function: Additions and Corrections 462--465
             Stephen M. Stigler   Note: Correction to Linear Functions of
                                  Order Statistics with Smooth Weight
                                  Functions  . . . . . . . . . . . . . . . 466--466

Annals of Statistics
Volume 7, Number 3, May, 1979

             T. W. Anderson and   
                K. L. Chung and   
                  E. L. Lehmann   Pao-Lu Hsu 1909--1970  . . . . . . . . . 467--470
                  E. L. Lehmann   Hsu's Work on Inference  . . . . . . . . 471--473
                 T. W. Anderson   Hsu's Work in Multivariate Analysis  . . 474--478
                    K. L. Chung   Hsu's Work in Probability  . . . . . . . 479--483
             T. W. Anderson and   
                 John B. Taylor   Strong Consistency of Least Squares
                                  Estimates in Dynamic Models  . . . . . . 484--489
                    W. Dunsmuir   A Central Limit Theorem for Parameter
                                  Estimation in Stationary Vector Time
                                  Series and its Application to Models for
                                  a Signal Observed with Noise . . . . . . 490--506
                 P. M. Robinson   Distributed Lag Approximation to Linear
                                  Time-Invariant Systems . . . . . . . . . 507--515
                    Yuzo Hosoya   High-Order Efficiency in the Estimation
                                  of Linear Processes  . . . . . . . . . . 516--530
                    V. M. Joshi   The Best Strategy for Estimating the
                                  Mean of a Finite Population  . . . . . . 531--536
                      S. Schach   An Alternative to the Friedman Test with
                                  Certain Optimality Properties  . . . . . 537--550
                     Lars Holst   Two Conditional Limit Theorems with
                                  Applications . . . . . . . . . . . . . . 551--557
            Donald A. Berry and   
             Ronald Christensen   Empirical Bayes Estimation of a Binomial
                                  Parameter Via Mixtures of Dirichlet
                                  Processes  . . . . . . . . . . . . . . . 558--568
                L. D. Brown and   
               Arthur Cohen and   
              W. E. Strawderman   On the Admissibility or Inadmissibility
                                  of Fixed Sample Size Tests in a
                                  Sequential Setting . . . . . . . . . . . 569--578
                  Robert Fortus   Approximations to Bayesian Sequential
                                  Tests of Composite Hypotheses  . . . . . 579--591
                    H. K. Hsieh   On Asymptotic Optimality of Likelihood
                                  Ratio Tests for Multivariate Normal
                                  Distributions  . . . . . . . . . . . . . 592--598
                 P. E. Jupp and   
                   K. V. Mardia   Maximum Likelihood Estimators for the
                                  Matrix von Mises--Fisher and Bingham
                                  Distributions  . . . . . . . . . . . . . 599--606
               T. Kowalczyk and   
                A. Kowalski and   
             A. Matuszewski and   
                E. Pleszczynska   Screening and Monotonic Dependence
                                  Functions in the Multivariate Case . . . 607--614
          Jeffrey H. Hooper and   
              Thomas J. Santner   Design of Experiments for Selection from
                                  Ordered Families of Distributions  . . . 615--643
                   Norman Starr   Linear Estimation of the Probability of
                                  Discovering a New Species  . . . . . . . 644--652
              Richard A. Vitale   Regression with Given Marginals  . . . . 653--658
                    P. Blaesild   Conditioning with Conic Sections in the
                                  Two-Dimensional Normal Distribution  . . 659--670
                Sidney Yakowitz   Nonparametric Estimation of Markov
                                  Transition Functions . . . . . . . . . . 671--679
                 J. P. Dion and   
                     W. W. Esty   Estimation Problems in Branching
                                  Processes with Random Environments . . . 680--685
               Jose M. Bernardo   Expected Information as Expected Utility 686--690
                 Mark Brown and   
                Herbert Solomon   On Combining Pseudorandom Number
                                  Generators . . . . . . . . . . . . . . . 691--695
            C. Radhakrishna Rao   Correction to ``Estimation of Parameters
                                  in a Linear Model''  . . . . . . . . . . 696--696

Annals of Statistics
Volume 7, Number 4, July, 1979

         Jerome H. Friedman and   
             Lawrence C. Rafsky   Multivariate Generalizations of the
                                  Wald--Wolfowitz and Smirnov Two-Sample
                                  Tests  . . . . . . . . . . . . . . . . . 697--717
                  David Hinkley   Predictive Likelihood  . . . . . . . . . 718--728
                   Moshe Shaked   Estimation of Starshaped Sequences of
                                  Poisson and Normal Means . . . . . . . . 729--741
                 G. K. Robinson   Conditional Properties of Statistical
                                  Procedures . . . . . . . . . . . . . . . 742--755
                 G. K. Robinson   Conditional Properties of Statistical
                                  Procedures for Location and Scale
                                  Parameters . . . . . . . . . . . . . . . 756--771
                  Sandor Csorgo   Erd\Hos--Rényi Laws . . . . . . . . . . . 772--787
              C. P. Shapiro and   
                Lawrence Hubert   Asymptotic Normality of Permutation
                                  Statistics Derived from Weighted Sums of
                                  Bivariate Functions  . . . . . . . . . . 788--794
             N. Christopeit and   
                      K. Helmes   A Convergence Theorem for Random Linear
                                  Combinations of Independent Normal
                                  Random Variables . . . . . . . . . . . . 795--800
             Lawrence Peele and   
               George Kimeldorf   Time Series Prediction Functions Based
                                  on Imprecise Observations  . . . . . . . 801--811
               Steven F. Arnold   A Coordinate-Free Approach to Finding
                                  Optimal Procedures for Repeated Measures
                                  Designs  . . . . . . . . . . . . . . . . 812--822
              Ted H. Szatrowski   Asymptotic Nonnull Distributions for
                                  Likelihood Ratio Statistics in the
                                  Multivariate Normal Patterned Mean and
                                  Covariance Matrix Testing Problem  . . . 823--837
                Leon Jay Gleser   Minimax Estimation of a Normal Mean
                                  Vector When the Covariance Matrix is
                                  Unknown  . . . . . . . . . . . . . . . . 838--846
                      L. Le Cam   A Reduction Theorem for Certain
                                  Sequential Experiments. II . . . . . . . 847--859
               Francis C. Hsuan   A Stepwise Bayesian Procedure  . . . . . 860--868
                   Ian R. James   Characterization of a Family of
                                  Distributions by the Independence of
                                  Size and Shape Variables . . . . . . . . 869--881
                 J. T. Kent and   
               K. V. Mardia and   
                      J. S. Rao   A Characterization of the Uniform
                                  Distribution on the Circle . . . . . . . 882--889
                    R. S. Singh   Empirical Bayes Estimation in
                                  Lebesgue-Exponential Families with Rates
                                  Near the best Possible Rate  . . . . . . 890--902
                    D. R. Divgi   Calculation of Univariate and Bivariate
                                  Normal Probability Functions . . . . . . 903--910
             Henry W. Block and   
               Thomas H. Savits   Systems with Exponential Life and IFRA
                                  Component Lives  . . . . . . . . . . . . 911--916
                 Gwenda J. Cane   Note on a Result of Seeger in
                                  Partitioning Normal Populations  . . . . 917--919
          Mary Jo Gillespie and   
                   Lloyd Fisher   Confidence Bands for the Kaplan--Meier
                                  Survival Curve Estimate  . . . . . . . . 920--924
                   W. Foody and   
                     A. Hedayat   Note: Correction to ``On Theory and
                                  Application of BIB Designs with Repeated
                                  Blocks'' . . . . . . . . . . . . . . . . 925--925
                 M. J. Prentice   Note: Correction to ``On Invariant Tests
                                  of Uniformity for Directions and
                                  Orientations'' . . . . . . . . . . . . . 926--926
               Louis Gordon and   
                 Malcolm Hudson   Acknowledgment of Priority to ``A
                                  Characterization of the von Mises
                                  Distribution'' . . . . . . . . . . . . . 927--927

Annals of Statistics
Volume 7, Number 5, September, 1979

                 Jon A. Wellner   Permutation Tests for Directional Data   929--943
                      W. Albers   Asymptotic Deficiencies of One-Sample
                                  Rank Tests Under Restricted Adaptation   944--954
                 Dennis D. Boos   A Differential for $L$-Statistics  . . . 955--959
              Lawrence D. Brown   A Heuristic Method for Determining
                                  Admissibility of Estimators--With
                                  Applications . . . . . . . . . . . . . . 960--994
                    V. M. Joshi   Joint Admissibility of the Sample Means
                                  as Estimators of the Means of Finite
                                  Populations  . . . . . . . . . . . . . . 995--1002
              Robert A. Wijsman   Constructing All Smallest Simultaneous
                                  Confidence Sets in a Given Class with
                                  Applications to MANOVA . . . . . . . . . 1003--1018
               Pranab Kumar Sen   Asymptotic Properties of Maximum
                                  Likelihood Estimators Based on
                                  Conditional Specification  . . . . . . . 1019--1033
                       Y. Vardi   Asymptotic Optimality of Certain
                                  Sequential Estimators  . . . . . . . . . 1034--1039
                       Y. Vardi   Asymptotic Optimal Sequential
                                  Estimation: The Poisson Case . . . . . . 1040--1051
         S. Rincon-Gallardo and   
          C. P. Quesenberry and   
           Federico J. O'Reilly   Conditional Probability Integral
                                  Transformations and Goodness-of-Fit
                                  Tests for Multivariate Normal
                                  Distributions  . . . . . . . . . . . . . 1052--1057
              Guido E. del Pino   On the Asymptotic Distribution of
                                  $k$-Spacings with Applications to
                                  Goodness-of-Fit Tests  . . . . . . . . . 1058--1065
               Prem K. Goel and   
              Morris H. DeGroot   Comparison of Experiments and
                                  Information Measures . . . . . . . . . . 1066--1077
                 Der-shin Chang   Design of Optimal Control for a
                                  Regression Problem . . . . . . . . . . . 1078--1085
            Donald A. Berry and   
                  Bert Fristedt   Bernoulli One-Armed Bandits ---
                                  Arbitrary Discount Sequences . . . . . . 1086--1105
             David P. Hasza and   
                Wayne A. Fuller   Estimation for Autoregressive Processes
                                  with Unit Roots  . . . . . . . . . . . . 1106--1120
                    Gerald Shea   Monotone Regression and Covariance
                                  Structure  . . . . . . . . . . . . . . . 1121--1126
                   James Inglis   Admissible Decision Rules for the
                                  Compound Decision Problem: The
                                  Two-Action Two-State Case  . . . . . . . 1127--1135
              L. P. Devroye and   
                   T. J. Wagner   The $ L_1 $ Convergence of Kernel
                                  Density Estimates  . . . . . . . . . . . 1136--1139
                Joseph A. Yahav   On a Screening Problem . . . . . . . . . 1140--1143
                      Y. Takada   A Family of Minimax Estimators in Some
                                  Multiple Regression Problems . . . . . . 1144--1147

Annals of Statistics
Volume 7, Number 6, November, 1979

                  C. Daniel and   
                  E. L. Lehmann   Henry Scheffe 1907--1977 . . . . . . . . 1149--1161
                   Rudolf Beran   Exponential Models for Directional Data  1162--1178
                  David Ruppert   A New Dynamic Stochastic Approximation
                                  Procedure  . . . . . . . . . . . . . . . 1179--1195
                  T. L. Lai and   
                Herbert Robbins   Adaptive Design and Stochastic
                                  Approximation  . . . . . . . . . . . . . 1196--1221
                L. D. Brown and   
               Arthur Cohen and   
              W. E. Strawderman   Monotonicity of Bayes Sequential Tests   1222--1230
                    H. K. Hsieh   Exact Bahadur Efficiencies for Tests of
                                  the Multivariate Linear Hypothesis . . . 1231--1245
                  Erhard Kremer   Approximate and Local Bahadur Efficiency
                                  of Linear Rank Tests in the Two-Sample
                                  Problem  . . . . . . . . . . . . . . . . 1246--1255
                      R. Michel   On the Asymptotic Efficiency of
                                  Conditional Tests for Exponential
                                  Families . . . . . . . . . . . . . . . . 1256--1263
                     L. R. Haff   Estimation of the Inverse Covariance
                                  Matrix: Random Mixtures of the Inverse
                                  Wishart Matrix and the Identity  . . . . 1264--1276
                 A. Hedayat and   
             Shuo-Yen Robert Li   The Trade-Off Method in the Construction
                                  of BIB Designs with Variable Support
                                  Sizes  . . . . . . . . . . . . . . . . . 1277--1287
                Leonard Shapiro   Conditions for Expected Utility
                                  Maximization: The Finite Case  . . . . . 1288--1302
                David A. Pierce   Signal Extraction Error in Nonstationary
                                  Time Series  . . . . . . . . . . . . . . 1303--1320
                S. R. Dalal and   
                     W. J. Hall   Most Economical Robust Selection
                                  Procedures for Location Parameters . . . 1321--1328
              M. C. Spruill and   
                  W. J. Studden   A Kiefer--Wolfowitz Theorem in a
                                  Stochastic Process Setting . . . . . . . 1329--1332
                Roger L. Berger   Minimax Subset Selection for Loss
                                  Measured by Subset Size  . . . . . . . . 1333--1338
                 J. E. Mann and   
                 T. L. Bratcher   On Bayes Sequential Tests Regarding Two
                                  Koopman--Darmois Distributions: Bounds
                                  on the Maximum Sample Size . . . . . . . 1339--1344


Annals of Statistics
Volume 8, Number 3, May, 1980

               David V. Hinkley   Note: Correction to ``Predictive
                                  Likelihood'' . . . . . . . . . . . . . . 694--694

Annals of Statistics
Volume 8, Number 5, September, 1980

       Federico J. O'Reilly and   
                   Joaquin Diaz   Correction to ``On a Criterion for
                                  Simultaneous Extrapolation in Nonfull
                                  Rank Normal Regression'' . . . . . . . . 1177--1178

Annals of Statistics
Volume 8, Number 6, November, 1980

         R. N. Bhattacharya and   
                    J. K. Ghosh   Correction to ``On the Validity of the
                                  Formal Edgeworth Expansion'' . . . . . . 1399--1399
            Barry C. Arnold and   
          Richard A. Groeneveld   Correction to ``Bounds on Expectations
                                  of Linear Systematic Statistics Based on
                                  Dependent Samples''  . . . . . . . . . . 1401--1401
             Der-Shin Chang and   
                  Chi Song Wong   Correction to ``Design of Optimal
                                  Control for a Regression Problem'' . . . 1402--1402
                      M. M. Rao   Correction to ``Asymptotic Distribution
                                  of an Estimator of the Boundary
                                  Parameter of an Unstable Process'' . . . 1403--1403


Annals of Statistics
Volume 9, Number 1, January, 1981

                   E. J. Hannan   Correction to ``The Estimation of ARMA
                                  Models'' . . . . . . . . . . . . . . . . 233--233
                      J. Fabius   Correction to ``Two Characterizations of
                                  the Dirichlet Distribution'' . . . . . . 234--234

Annals of Statistics
Volume 9, Number 5, September, 1981

                     L. R. Haff   Corrections to ``Estimation of the
                                  Inverse Covariance Matrix: Random
                                  Mixtures of the Inverse Wishart Matrix
                                  and the Identity'' . . . . . . . . . . . 1132--1132


Annals of Statistics
Volume 10, Number 1, March, 1982

                 G. K. Robinson   Corrections: ``Properties of Student's
                                  $t$ and of the Behrens--Fisher Solution
                                  to the Two Means Problem'' . . . . . . . 321--321

Annals of Statistics
Volume 10, Number 2, June, 1982

                  M. Rosenblatt   Corrections: ``A Quadratic Measure of
                                  Deviation of Two-Dimension Density
                                  Estimates and a Test of Independence''   646--646

Annals of Statistics
Volume 10, Number 4, December, 1982

                 L. Ruschendorf   Corrections: ``Asymptotic Distributions
                                  of Multivariate Rank Order Statistics''  1311--1311


Annals of Statistics
Volume 11, Number 1, March, 1983

           Joseph B. Kadane and   
               Herbert A. Simon   Corrections: ``Optimal Strategies for a
                                  Class of Constrained Sequential
                                  Problems'' . . . . . . . . . . . . . . . 346--346


Annals of Statistics
Volume 13, Number 3, September, 1985

                    V. M. Joshi   Correction: ``A Conjecture of Berry
                                  Regarding a Bernoulli Two-Armed Bandit'' 1249--1249


Journal of the Royal Statistical Society. Series B (Methodological)
Volume 11, Number 1, 1949

               M. H. Quenouille   Approximate tests of correlation in
                                  time-series  . . . . . . . . . . . . . . 68--84


Biometrika
Volume 43, Number 3--4, December, 1956

               M. H. Quenouille   Notes on Bias in Estimation  . . . . . . 353--360


Biometrika
Volume 61, Number 1, April, 1974

               Rupert G. Miller   The Jackknife --- a Review . . . . . . . 1--15