Last update:
Mon Oct 7 06:21:23 MDT 2024
Leo A. Aroian Continued Fractions for the Incomplete
Beta Function . . . . . . . . . . . . . 218--223
John W. Tukey Bias and confidence in not-quite large
samples (abstract) . . . . . . . . . . . 614--614
Leo A. Aroian Correction Notes: Corrections to
``Continued Fractions for the Incomplete
Beta Function'' . . . . . . . . . . . . 1265--1265
Robert A. Wijsman A Monotonicity Property of the
Sequential Probability Ratio Test . . . 677--684
C. G. Khatri Conditions for Wishartness and
Independence of Second Degree
Polynomials in a Normal Vector . . . . . 1002--1007
Leo A. Goodman Simultaneous Confidence Intervals for
Contrasts Among Multinomial Populations 716--725
W. L. Steiger A Best Possible Kolmogoroff-Type
Inequality for Martingales and a
Characteristic Property . . . . . . . . 764--769
E. G. Enns The Decision Process for Maximizing the
Probability of Obtaining the Random
Variable Nearest to an Arbitrary Real
Number . . . . . . . . . . . . . . . . . 1466--1471
A. K. Nigam Block Designs for Mixture Experiments 1861--1869
Joseph B. Kadane A Moment Problem for Order Statistics 745--751
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
Henry Scheffé 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
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
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
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 Scheffé 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
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
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
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
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
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 . . . . . . . . . . . . . . . . ??
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
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
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
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
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
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
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
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
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
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
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
Leonard J. Savage On Rereading R. A. Fisher . . . . . . . 441--500
Stephen M. Stigler Contribution to discussion of ``On
rereading R. A. Fisher . . . . . . . . . 498--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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
C. Daniel and
E. L. Lehmann Henry Scheffé 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
David V. Hinkley Note: Correction to ``Predictive
Likelihood'' . . . . . . . . . . . . . . 694--694
Federico J. O'Reilly and
Joaquin Diaz Correction to ``On a Criterion for
Simultaneous Extrapolation in Nonfull
Rank Normal Regression'' . . . . . . . . 1177--1178
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
E. J. Hannan Correction to ``The Estimation of ARMA
Models'' . . . . . . . . . . . . . . . . 233--233
J. Fabius Correction to ``Two Characterizations of
the Dirichlet Distribution'' . . . . . . 234--234
L. R. Haff Corrections to ``Estimation of the
Inverse Covariance Matrix: Random
Mixtures of the Inverse Wishart Matrix
and the Identity'' . . . . . . . . . . . 1132--1132
G. K. Robinson Corrections: ``Properties of Student's
$t$ and of the Behrens--Fisher Solution
to the Two Means Problem'' . . . . . . . 321--321
M. Rosenblatt Corrections: ``A Quadratic Measure of
Deviation of Two-Dimension Density
Estimates and a Test of Independence'' 646--646
L. Ruschendorf Corrections: ``Asymptotic Distributions
of Multivariate Rank Order Statistics'' 1311--1311
Joseph B. Kadane and
Herbert A. Simon Corrections: ``Optimal Strategies for a
Class of Constrained Sequential
Problems'' . . . . . . . . . . . . . . . 346--346
V. M. Joshi Correction: ``A Conjecture of Berry
Regarding a Bernoulli Two-Armed Bandit'' 1249--1249
M. H. Quenouille Approximate tests of correlation in
time-series . . . . . . . . . . . . . . 68--84
M. H. Quenouille Notes on Bias in Estimation . . . . . . 353--360
Rupert G. Miller The Jackknife --- a Review . . . . . . . 1--15