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Volume 22, Number 3, September, 1951T. W. Anderson Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions . . . . . . . . . . 327--351
Michael E. Tarter and Virginia A. Clark Properties of the Median and Other Order Statistics of Logistic Variates . . . . 1779--1786
J. Fabius Two Characterizations of the Dirichlet Distribution . . . . . . . . . . . . . . 583--587
M. Rosenblatt A Quadratic Measure of Deviation of Two-Dimensional Density Estimates and A Test of Independence . . . . . . . . . . 1--14 V. M. Joshi A Conjecture of Berry Regarding A Bernoulli Two-Armed Bandit . . . . . . . 189--202
E. J. Hannan The Estimation of ARMA Models . . . . . 975--981
Federico J. O'Reilly On a Criterion for Simultaneous Extrapolation in Nonfull Rank Normal Regression . . . . . . . . . . . . . . . 625--628
Ludger Ruschendorf Asymptotic Distributions of Multivariate Rank Order Statistics . . . . . . . . . 912--923 G. K. Robinson Properties of Student's $t$ and of the Behrens--Fisher Solution to the Two Means Problem . . . . . . . . . . . . . 963--971
Joseph B. Kadane and Herbert A. Simon Optimal Strategies for a Class of Constrained Sequential Problems . . . . 237--255
M. M. Rao Asymptotic Distribution of an Estimator of the Boundary Parameter of an Unstable Process . . . . . . . . . . . . . . . . 185--190
R. N. Bhattacharya and J. K. Ghosh On the Validity of the Formal Edgeworth Expansion . . . . . . . . . . . . . . . 434--451
Barry C. Arnold and Richard A. Groeneveld Bounds on Expectations of Linear Systematic Statistics Based on Dependent Samples . . . . . . . . . . . . . . . . 220--223
David Hinkley Predictive Likelihood . . . . . . . . . 718--728
Der-shin Chang Design of Optimal Control for a Regression Problem . . . . . . . . . . . 1078--1085
L. R. Haff Estimation of the Inverse Covariance Matrix: Random Mixtures of the Inverse Wishart Matrix and the Identity . . . . 1264--1276
D. V. Lindley L. J. Savage --- His Work in Probability and Statistics . . . . . . . . . . . . . 1--24 John Marden and Michael D. Perlman Invariant Tests for Means with Covariates . . . . . . . . . . . . . . . 25--63 P. J. Brown and J. V. Zidek Adaptive Multivariate Ridge Regression 64--74 J. H. Oude Voshaar $ (k - 1)$-Mean Significance Levels of Nonparametric Multiple Comparisons Procedures . . . . . . . . . . . . . . . 75--86 R.-D. Reiss Estimation of Quantiles in Certain Nonparametric Models . . . . . . . . . . 87--105 Helmut Rieder Estimates Derived from Robust Tests . . 106--115 Gavin G. Gregory On Efficiency and Optimality of Quadratic Tests . . . . . . . . . . . . 116--131 Martin J. Crowder On the Asymptotic Properties of Least-Squares Estimators in Autoregression . . . . . . . . . . . . . 132--146 Ritei Shibata Asymptotically Efficient Selection of the Order of the Model for Estimating Parameters of a Linear Process . . . . . 147--164 H. Rubin and R. A. Vitale Asymptotic Distribution of Symmetric Statistics . . . . . . . . . . . . . . . 165--170 C. P. Shapiro and Robert L. Wardrop Dynkin's Identity Applied to Bayes Sequential Estimation of a Poisson Process Rate . . . . . . . . . . . . . . 171--182 Ian R. James and James E. Mosimann A New Characterization of the Dirichlet Distribution Through Neutrality . . . . 183--189 Yosef Rinott and Moshe Pollak A Stochastic Ordering Induced by a Concept of Positive Dependence and Monotonicity of Asymptotic Test Sizes 190--198 S. Samn Ratios of Off-Diagonal $C$-Wishart . . . 199--204 C. G. Bhattacharya Estimation of a Common Mean and Recovery of Interblock Information . . . . . . . 205--211 K. Aiyappan Nair Variance and Distribution of the Graybill--Deal Estimator of the Common Mean of Two Normal Populations . . . . . 212--216 Y. H. Wang and R. C. Srivastava A Characterization of the Exponential and Related Distributions by Linear Regression . . . . . . . . . . . . . . . 217--220 Malay Ghosh and Nitis Mukhopadhyay Sequential Point Estimation of the Difference of Two Normal Means . . . . . 221--225 E. G. Phadia A Note on Empirical Bayes Estimation of a Distribution Function Based on Censored Data . . . . . . . . . . . . . 226--229 David V. Hinkley Editorial: Tradition, Progress and the Annals of Statistics . . . . . . . . . . ??
Luc P. Devroye and T. J. Wagner Distribution-Free Consistency Results in Nonparametric Discrimination and Regression Function Estimation . . . . . 231--239 C. Spiegelman and J. Sacks Consistent Window Estimation in Nonparametric Regression . . . . . . . . 240--246 Michael D. Perlman Unbiasedness of the Likelihood Ratio Tests for Equality of Several Covariance Matrices and Equality of Several Multivariate Normal Populations . . . . 247--263 Morris H. DeGroot and Prem K. Goel Estimation of the Correlation Coefficient from a Broken Random Sample 264--278 Ann Cohen Brandwein and William E. Strawderman Minimax Estimation of Location Parameters for Spherically Symmetric Distributions with Concave Loss . . . . 279--284 R. M. Loynes The Empirical Distribution Function of Residuals from Generalised Regression 285--298 H. Callaert and P. Janssen and N. Veraverbeke An Edgeworth Expansion for $U$-Statistics . . . . . . . . . . . . . 299--312 Pranab Kumar Sen On Almost Sure Linearity Theorems for Signed Rank Order Statistics . . . . . . 313--321 Aldo Jose Viollaz Asymptotic Distribution of $ L_2 $ Norms of the Deviations of Density Function Estimates . . . . . . . . . . . . . . . 322--346 G. Leigh Anderson and Rui J. P. de Figueiredo An Adaptive Orthogonal-Series Estimator for Probability Density Functions . . . 347--376 L. D. Brown and Arthur Cohen and W. E. Strawderman Complete Classes for Sequential Tests of Hypotheses . . . . . . . . . . . . . . . 377--398 Justus Seely and David Birkes Estimability in Partitioned Linear Models . . . . . . . . . . . . . . . . . 399--406 Wayne A. Fuller Properties of Some Estimators for the Errors-in-Variables Model . . . . . . . 407--422 Hironao Kawashima Parameter Estimation of Autoregressive Integrated Processes by Least Squares 423--435 Ching-Shui Cheng Optimality of Some Weighing and $ 2^n $ Fractional Factorial Designs . . . . . . 436--446 Ching-Shui Cheng Orthogonal Arrays with Variable Numbers of Symbols . . . . . . . . . . . . . . . 447--453 Gilbert G. Walter Note: Addendum to ``Properties of Hermite Series Estimation of Probability Density'' . . . . . . . . . . . . . . . 454--455 Rupert G. Miller Note: Editorial Note on Pao-Lu Hsu . . . 456--456
Joseph Berkson Minimum Chi-Square, not Maximum Likelihood! . . . . . . . . . . . . . . 457--487 Takeshi Amemiya The $ n^{-2}$-Order Mean Squared Errors of the Maximum Likelihood and the Minimum Logit Chi-Square Estimator . . . 488--505 J. K. Ghosh and B. K. Sinha and H. S. Wieand Second Order Efficiency of the MLE with Respect to any Bounded Bowl-Shape Loss Function . . . . . . . . . . . . . . . . 506--521 J. N. Darroch and S. L. Lauritzen and T. P. Speed Markov Fields and Log-Linear Interaction Models for Contingency Tables . . . . . 522--539 Lawrence D. Brown A Necessary Condition for Admissibility 540--544 James Berger Improving on Inadmissible Estimators in Continuous Exponential Families with Applications to Simultaneous Estimation of Gamma Scale Parameters . . . . . . . 545--571 L. Brown Examples of Berger's Phenomenon in the Estimation of Independent Normal Means 572--585 L. R. Haff Empirical Bayes Estimation of the Multivariate Normal Covariance Matrix 586--597 A. Philip Dawid Conditional Independence for Statistical Operations . . . . . . . . . . . . . . . 598--617 Dennis D. Boos and R. J. Serfling A Note on Differentials and the CLT and LIL for Statistical Functions, with Application to $M$-Estimates . . . . . . 618--624 Daniel P. Mihalko and David S. Moore Chi-Square Tests of Fit for Type II Censored Data . . . . . . . . . . . . . 625--644 Tim Robertson and F. T. Wright Algorithms in Order Restricted Statistical Inference and the Cauchy Mean Value Property . . . . . . . . . . 645--651 Carl Spruill Optimal Designs for Second Order Processes with General Linear Means . . 652--663 S. R. Dalal and Gaineford J. Hall On Approximating Parametric Bayes Models by Nonparametric Bayes Models . . . . . 664--672 E. G. Phadia and J. Van Ryzin A Note on Convergence Rates for the Product Limit Estimator . . . . . . . . 673--678 J. K. Baksalary and R. Kala A New Bound for the Euclidean Norm of the Difference Between the Least Squares and the Best Linear Unbiased Estimators 679--681 Nira Herrmann and Ted H. Szatrowski Expected Sample Size Savings from Curtailed Procedures for the $t$-Test and Hotelling's $ T^2$ . . . . . . . . . 682--686 Ram C. Dahiya and Ramesh M. Korwar Maximum Likelihood Estimates for a Bivariate Normal Distribution with Missing Data . . . . . . . . . . . . . . 687--692 V. Susarla and John Van Ryzin Addendum to ``Large Sample Theory for a Bayesian Nonparametric Survival Curve Estimator Based on Censored Data'' . . . 693--693 David V. Hinkley Note: Correction to ``Predictive Likelihood'' . . . . . . . . . . . . . . 694--694
C. L. Mallows Some Theory of Nonlinear Smoothers . . . 695--715 James Berger A Robust Generalized Bayes Estimator and Confidence Region for a Multivariate Normal Mean . . . . . . . . . . . . . . 716--761 E. J. Hannan Recursive Estimation Based on ARMA Models . . . . . . . . . . . . . . . . . 762--777 N. Christopeit and K. Helmes Strong Consistency of Least Squares Estimators in Linear Regression Models 778--788 Chien-Fu Wu Characterizing the Consistent Directions of Least Squares Estimates . . . . . . . 789--801 Ted H. Szatrowski Necessary and Sufficient Conditions for Explicit Solutions in the Multivariate Normal Estimation Problem for Patterned Means and Covariances . . . . . . . . . 802--810 Ted H. Szatrowski and John J. Miller Explicit Maximum Likelihood Estimates from Balanced Data in the Mixed Model of the Analysis of Variance . . . . . . . . 811--819 D. W. Scott and R. A. Tapia and J. R. Thompson Nonparametric Probability Density Estimation by Discrete Maximum Penalized-Likelihood Criteria . . . . . 820--832 Gordon Simons Extensions of the Stochastic Ordering Property of Likelihood Ratios . . . . . 833--839 Bradley Novic Bayes Sequential Estimation of a Poisson Rate: A Discrete Time Approach . . . . . 840--844 H. H. Peter Cheng Asymptotic Expected Inferior Sample Size of a Sequential Test Involving Two Populations . . . . . . . . . . . . . . 845--850 J. Robinson An Asymptotic Expansion for Permutation Tests with Several Samples . . . . . . . 851--864 V. J. Yohai and M. S. Garcia Ben Canonical Variables as Optimal Predictors . . . . . . . . . . . . . . . 865--869 William F. Eddy Optimum Kernel Estimators of the Mode 870--882 Ralph A. Bradley and Ching-Ming Yeh Trend-Free Block Designs: Theory . . . . 883--893 Corwin L. Atwood Convergent Design Sequences, for Sufficiently Regular Optimality Criteria, II: Singular Case . . . . . . 894--912 Norman T. Bruvold Admissible Designs for Polynomial Monospline Regression . . . . . . . . . 913--921 Subir Ghosh On Main Effect Plus One Plans for $ 2^m $ Factorials . . . . . . . . . . . . . . 922--930 Stephen M. Stigler An Edgeworth Curiosum . . . . . . . . . 931--934 Michael E. Tarter and Virginia A. Clark Correction to ``Order Statistics of Logistic Variates'' . . . . . . . . . . 935--935
Kenneth W. Wachter The Limiting Empirical Measure of Multiple Discriminant Ratios . . . . . . 937--957 William J. Glynn Asymptotic Representations of the Densities of Canonical Correlations and Latent Roots in MANOVA When the Population Parameters Have Arbitrary Multiplicity . . . . . . . . . . . . . . 958--976 H. B. Kushner and Morris Meisner Eigenfunctions of Expected Value Operators in the Wishart Distribution 977--988 Robert V. Foutz A Test for Goodness-of-Fit Based on an Empirical Probability Measure . . . . . 989--1001 V. Susarla and J. Van Ryzin Large Sample Theory for an Estimator of the Mean Survival Time from Censored Samples . . . . . . . . . . . . . . . . 1002--1016 David Schoenfeld Tests Based on Linear Combinations of the Orthogonal Components of the Cramér--von Mises Statistic When Parameters are Estimated . . . . . . . . 1017--1022 Ian W. Wright and Edward J. Wegman Isotonic, Convex and Related Splines . . 1023--1035 George Casella Minimax Ridge Regression Estimation . . 1036--1056 Paul I. Nelson A Note on Strong Consistency of Least Squares Estimators in Regression Models with Martingale Difference Errors . . . 1057--1064 Takeaki Kariya Locally Robust Tests for Serial Correlation in Least Squares Regression 1065--1070 E. J. Hannan The Estimation of the Order of an ARMA Process . . . . . . . . . . . . . . . . 1071--1081 Paul V. Kabaila An Optimality Property of the Least-Squares Estimate of the Parameter of the Spectrum of a Purely Nondeterministic Time Series . . . . . . 1082--1092 E. J. Godolphin An Invariance Property for the Maximum Likelihood Estimator of the Parameters of a Gaussian Moving Average Process . . 1093--1099 E. Masry Discrete-Time Spectral Estimation of Continuous-Time Processes --- the Orthogonal Series Method . . . . . . . . 1100--1109 Gloria C. Zerdy Risk of Asymptotically Optimum Sequential Tests . . . . . . . . . . . . 1110--1122 Bennett Eisenberg and B. K. Ghosh Curtailed and Uniformly Most Powerful Sequential Tests . . . . . . . . . . . . 1123--1131 W. J. Studden $ D_s $-Optimal Designs for Polynomial Regression Using Continued Fractions . . 1132--1141 Anders Rygh Swensen Deficiencies Between Linear Normal Experiments . . . . . . . . . . . . . . 1142--1155 Kam-Wah Tsui and Samaradasa Weerahandi and Jim Zidek Inadmissibility of the Best Fully Equivariant Estimator of the Generalized Residual Variance . . . . . . . . . . . 1156--1159 George R. Terrell and David W. Scott On Improving Convergence Rates for Nonnegative Kernel Density Estimators 1160--1163 Shanti S. Gupta and Deng-Yuan Huang A Note on Optimal Subset Selection Procedures . . . . . . . . . . . . . . . 1164--1167 Albrecht Irle and Karl-Heinz Klosener Note on the Sign Test in the Presence of Ties . . . . . . . . . . . . . . . . . . 1168--1170 Joseph D. Petruccelli On a Best Choice Problem with Partial Information . . . . . . . . . . . . . . 1171--1174 Bernard W. Silverman Addendum to Weak and Strong Uniform Consistency of the Kernel Estimate of a Density and Its Derivatives . . . . . . 1175--1176 Federico J. O'Reilly and Joaquin Diaz Correction to ``On a Criterion for Simultaneous Extrapolation in Nonfull Rank Normal Regression'' . . . . . . . . 1177--1178
Herman Chernoff The Identification of an Element of a Large Population in the Presence of Noise . . . . . . . . . . . . . . . . . 1179--1197 J. F. Crook and I. J. Good On the Application of Symmetric Dirichlet Distributions and Their Mixtures to Contingency Tables, Part II 1198--1218 D. Siegmund and P. Gregory A Sequential Clinical Trial for Testing $ p_1 = p_2 $ . . . . . . . . . . . . . 1219--1228 Shelley L. Rasmussen A Bayesian Approach to a Problem in Sequential Estimation . . . . . . . . . 1229--1243 David Freedman and David lane The Empirical Distribution of Fourier Coefficients . . . . . . . . . . . . . . 1244--1251 Rudolf Beran Asymptotic Lower Bounds for Risk in Robust Estimation . . . . . . . . . . . 1252--1264 M. L. King Robust Tests for Spherical Symmetry and Their Application to Least Squares Regression . . . . . . . . . . . . . . . 1265--1271 Ching-Shui Cheng and Chien-Fu Wu Balanced Repeated Measurements Designs 1272--1283 P. J. Laycock and E. Seiden On a Problem of Repeated Measurement Design with Treatment Additivity . . . . 1284--1292 Z. Galil and J. Kiefer $D$-Optimum Weighing Designs . . . . . . 1293--1306 Girdhar G. Agarwal and W. J. Studden Asymptotic Integrated Mean Square Error Using Least Squares and Bias Minimizing Splines . . . . . . . . . . . . . . . . 1307--1325 Michael D. Perlman and Ingram Olkin Unbiasedness of Invariant Tests for Manova and Other Multivariate Problems 1326--1341 Juliet Popper Shaffer Control of Directional Errors with Stagewise Multiple Test Procedures . . . 1342--1347 Charles J. Stone Optimal Rates of Convergence for Nonparametric Estimators . . . . . . . . 1348--1360 R. Helmers Edgeworth Expansions for Linear Combinations of Order Statistics with Smooth Weight Functions . . . . . . . . 1361--1374 T. J. Sweeting Uniform Asymptotic Normality of the Maximum Likelihood Estimator . . . . . . 1375--1381 I. V. Basawa Remarks on Bahadur Optimality of Conditional Tests . . . . . . . . . . . 1382--1387 G. William Walster and Marietta J. Tretter Exact Noncentral Distributions of Wilks' $ \Lambda $ and Wilks--Lawley $U$ Criteria as Mixtures of Incomplete Beta Functions: for Three Tests . . . . . . . 1388--1390 Charles H. Alexander Simultaneous Confidence Bounds for the Tail of an Inverse Distribution Function 1391--1394 Ibrahim A. Ahmad On the Berry--Esseen Theorem for Random $U$-Statistics . . . . . . . . . . . . . 1395--1398 R. N. Bhattacharya and J. K. Ghosh Correction to ``On the Validity of the Formal Edgeworth Expansion'' . . . . . . 1399--1399 T. W. Anderson Correction to ``Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions'' 1400--1400 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
Jerzy Neyman Egon S. Pearson (August 11, 1895--June 12, 1980). An Appreciation . . . . . . . 1--2 Persi Diaconis and Ronald Graham The Analysis of Sequential Experiments with Feedback to Subjects . . . . . . . 3--23 Leon Jay Gleser Estimation in a Multivariate ``Errors in Variables'' Regression Model: Large Sample Results . . . . . . . . . . . . . 24--44 D. V. Lindley and Melvin R. Novick The Role of Exchangeability in Inference 45--58 Charles F. Manski Learning and Decision Making when Subjective Probabilities have Subjective Domains . . . . . . . . . . . . . . . . 59--65 Yashaswini Mittal Smoothing of Samples for Maxima . . . . 66--77 Nancy Reid Influence Functions for Censored Data 78--92 Anastasios A. Tsiatis A Large Sample Study of Cox's Regression Model . . . . . . . . . . . . . . . . . 93--108 Pranab Kumar Sen The Cox Regression Model, Invariance Principles for Some Induced Quantile Processes and Some Repeated Significance Tests . . . . . . . . . . . . . . . . . 109--121 Antonia Foldes and Lidia Rejto Strong Uniform Consistency for Nonparametric Survival Curve Estimators from Randomly Censored Data . . . . . . 122--129 Donald B. Rubin The Bayesian Bootstrap . . . . . . . . . 130--134 David Pollard Strong Consistency of $K$-Means Clustering . . . . . . . . . . . . . . . 135--140 Harald Sverdrup-Thygeson Strong Law of Large Numbers for Measures of Central Tendency and Dispersion of Random Variables in Compact Metric Spaces . . . . . . . . . . . . . . . . . 141--145 Grace Wahba Data-Based Optimal Smoothing of Orthogonal Series Density Estimates . . 146--156 N. Langberg and F. Proschan and A. J. Quinzi Estimating Dependent Life Lengths, with Applications to the Theory of Competing Risks . . . . . . . . . . . . . . . . . 157--167 Abdul-Hadi N. Ahmed and Ramon Leon and Frank Proschan Generalized Association, with Applications in Multivariate Statistics 168--176 Dan Ralescu and Stefan Ralescu A Class of Nonlinear Admissible Estimators in the One-Parameter Exponential Family . . . . . . . . . . . 177--183 Y. S. Chow and K. F. Yu The Performance of a Sequential Procedure for the Estimation of the Mean 184--189 Serge Tardif On the Almost Sure Convergence of the Permutation Distribution for Aligned Rank Test Statistics in Randomized Block Designs . . . . . . . . . . . . . . . . 190--193 Herman Callaert and Noel Veraverbeke The Order of the Normal Approximation for a Studentized $U$-Statistic . . . . 194--200 Ching-Shui Cheng Optimality and Construction of Pseudo-Youden Designs . . . . . . . . . 201--205 Raymond J. Carroll and David Ruppert On Robust Tests for Heteroscedasticity 206--210 Takeaki Kariya A Robustness Property of Hotelling's $ T^2 $-Test . . . . . . . . . . . . . . . 211--214 Klaus J. Miescke $ \Gamma $-Minimax Selection Procedures in Simultaneous Testing Problems . . . . 215--220 Benjamin Zehnwirth A Note on the Asymptotic Optimality of the Empirical Bayes Distribution Function . . . . . . . . . . . . . . . . 221--224 Richard Redner Note on the Consistency of the Maximum Likelihood Estimate for Nonidentifiable Distributions . . . . . . . . . . . . . 225--228 H. Stenger and S. Gabler On the Completeness of the Class of Fixed Size Sampling Strategies . . . . . 229--232 E. J. Hannan Correction to ``The Estimation of ARMA Models'' . . . . . . . . . . . . . . . . 233--233 J. Fabius Correction to ``Two Characterizations of the Dirichlet Distribution'' . . . . . . 234--234
Lorraine DeRoberts and J. A. Hartigan Bayesian Inference Using Intervals of Measures . . . . . . . . . . . . . . . . 235--244 Helmut Rieder Robustness of One-and Two-Sample Rank Tests Against Gross Errors . . . . . . . 245--265 Helmut Rieder On Local Asymptotic Minimaxity and Admissibility in Robust Estimation . . . 266--277 Joachim Hartung Nonnegative Minimum Biased Invariant Estimation in Variance Component Models 278--292 Friedrich Pukelsheim On the Existence of Unbiased Nonnegative Estimates of Variance Convariance Components . . . . . . . . . . . . . . . 293--299 Ritei Shibata An Optimal Autoregressive Spectral Estimate . . . . . . . . . . . . . . . . 300--306 V. Solo The Second Order Properties of a Time Series Recursion . . . . . . . . . . . . 307--317 Tze Leung Lai Asymptotic Optimality of Invariant Sequential Probability Ratio Tests . . . 318--333 Jerome Sacks and Donald Ylvisaker Asymptotically Optimum Kernels for Density Estimation at a Point . . . . . 334--346 V. Susarla and G. Walter Estimation of a Multivariate Density Function Using Delta Sequences . . . . . 347--355 R. L. Dykstra and Purushottam Laud A Bayesian Nonparametric Approach to Reliability . . . . . . . . . . . . . . 356--367 Thomas Hammerstrom Asymptotically Optimal Tests for Heteroscedasticity in the General Linear Model . . . . . . . . . . . . . . . . . 368--380 Takeaki Kariya Tests for the Independence Between Two Seemingly Unrelated Regression Equations 381--390 Morris L. Eaton On the Projections of Isotropic Distributions . . . . . . . . . . . . . 391--400 Yasuko Chikuse Distributions of Some Matrix Variates and Latent Roots in Multivariate Behrens--Fisher Discriminant Analysis 401--407 Gerard Letac Isotropy and Sphericity: Some Characterisations of the Normal Distribution . . . . . . . . . . . . . . 408--417 H. Pesotan and B. L. Raktoe Further Results on Invariance and Randomization in Fractional Replication 418--423 David M. Mason On the Use of a Statistic Based on Sequential Ranks to Prove Limit Theorems for Simple Linear Rank Statistics . . . 424--436 John Kitchin and Frank Proschan Generalization of Block--Savits' Convolution Result . . . . . . . . . . . 437--437 D. G. Kildea Brown-Mood Type Median Estimators for Simple Regression Models . . . . . . . . 438--442 F. T. Wright The Asymptotic Behavior of Monotone Regression Estimates . . . . . . . . . . 443--448 F. T. Wright Sums of Random Variables Indexed by a Partially Ordered Set and the Estimation of Integral Regression Functions . . . . 449--452 R. S. Singh On the Exact Asymptotic Behavior of Estimators of a Density and its Derivatives . . . . . . . . . . . . . . 453--456 Louise Dionne Efficient Nonparametric Estimators of Parameters in the General Linear Hypothesis . . . . . . . . . . . . . . . 457--460 Gideon Schwarz Applying Asymptotic Shapes to Nonexponential Families . . . . . . . . 461--464
Stephen M. Stigler Gauss and the Invention of Least Squares 465--474 Charles J. Stone Admissible Selection of an Accurate and Parsimonious Normal Linear Regression Model . . . . . . . . . . . . . . . . . 475--485 R. L. Eubank and Patricia L. Smith and Philip W. Smith Uniqueness and Eventual Uniqueness of Optimal Designs in Some Time Series Models . . . . . . . . . . . . . . . . . 486--493 R. L. Eubank A Density-Quantile Function Approach to Optimal Spacing Selection . . . . . . . 494--500 Chien-Fu Wu Asymptotic Theory of Nonlinear Least Squares Estimation . . . . . . . . . . . 501--513 J. K. Ghosh and H. Morimoto and S. Yamada Neyman Factorization and Minimality of Pairwise Sufficient Subfields . . . . . 514--530 Wayne A. Fuller and David P. Hasza and J. Jeffery Goebel Estimation of the Parameters of Stochastic Difference Equations . . . . 531--543 P. K. Bhattacharya and Dargan Frierson A Nonparametric Control Chart for Detecting Small Disorders . . . . . . . 544--554 David Ruppert Stochastic Approximation of an Implicitly Defined Function . . . . . . 555--566 John R. Collins and Stephen L. Portnoy Maximizing the Variance of $M$-Estimators Using the Generalized Method of Moment Spaces . . . . . . . . 567--577 Jana Jureckova Tail-Behavior of Location Estimators . . 578--585 B. Efron and C. Stein The Jackknife Estimate of Variance . . . 586--596 Paul D. Feigin Conditional Exponential Families and a Representation Theorem for Asympotic Inference . . . . . . . . . . . . . . . 597--603 Michael G. Akritas and Richard A. Johnson Asymptotic Inference in Lévy Processes of the Discontinuous Type . . . . . . . . . 604--614 Pham Dinh Tuan Estimation of the Spectral Parameters of a Stationary Point Process . . . . . . . 615--627 J. Sethuraman and Nozer D. Singpurwalla Large Sample Estimates and Uniform Confidence Bounds for the Failure Rate Function Based on a Naive Estimator . . 628--632 David A. Harville Unbiased and Minimum-Variance Unbiased Estimation of Estimable Functions for Fixed Linear Models with Arbitrary Covariance Structure . . . . . . . . . . 633--637 Erik N. Torgersen Measures of Information Based on Comparison with Total Information and with Total Ignorance . . . . . . . . . . 638--657 Peter Wakker Agreeing Probability Measures for Comparative Probability Structures . . . 658--662 Gunter Rothe Some Properties of the Asymptotic Relative Pitman Efficiency . . . . . . . 663--669 Michael Goldstein A Bayesian Criterion for Sample Size . . 670--672 Wilbert C. M. Kallenberg The Shortcoming of Locally Most Powerful Tests in Curved Exponential Families . . 673--677 R. H. Berk and L. D. Brown and Arthur Cohen Properties of Bayes Sequential Tests . . 678--682 Peter Hall On Trigonometric Series Estimates of Densities . . . . . . . . . . . . . . . 683--685 Chu-In Charles Lee The Quadratic Loss of Isotonic Regression Under Normality . . . . . . . 686--688 V. Solo Strong Consistency of Least Squares Estimators in Regression with Correlated Disturbances . . . . . . . . . . . . . . 689--693 K. F. Cheng On Berry--Esseen Rates for Jackknife Estimators . . . . . . . . . . . . . . . 694--696
Ake Svensson On a Goodness-of-Fit Test for Multiplicative Poisson Models . . . . . 697--704 Daryl Pregibon Logistic Regression Diagnostics . . . . 705--724 David E. Tyler Asymptotic Inference for Eigenvectors 725--736 J. Kiefer and H. P. Wynn Optimum Balanced Block and Latin Square Designs for Correlated Observations . . 737--757 Timo Makelainen and Klaus Schmidt and George P. H. Styan On the Existence and Uniqueness of the Maximum Likelihood Estimate of a Vector-Valued Parameter in Fixed-Size Samples . . . . . . . . . . . . . . . . 758--767 C. Villegas Inner Statistical Inference II . . . . . 768--776 Jan F. Bjòrnstad A Class of Schur Procedures and Minimax Theory for Subset Selection . . . . . . 777--791 Ingram Olkin and Jack L. Tomsky A New Class of Multivariate Tests Based on the Union-Intersection Principle . . 792--802 P. K. Bhattacharya Posterior Distribution of a Dirichlet Process from Quantal Response Data . . . 803--811 Asad Zaman A Complete Class Theorem for the Control Problem and Further Results on Admissibility and Inadmissibility . . . 812--821 Iain D. Currie On Distributions Determined by Random Variables Distributed Over the $n$-Cube 822--833 R. H. Berk and L. D. Brown and Arthur Cohen Bounded Stopping Times for a Class of Sequential Bayes Tests . . . . . . . . . 834--845 Glen Meeden and Malay Ghosh Admissibility in Finite Problems . . . . 846--852 R. D. Gill Testing with Replacement and the Product Limit Estimator . . . . . . . . . . . . 853--860 Gail Gong and Francisco J. Samaniego Pseudo Maximum Likelihood Estimation: Theory and Applications . . . . . . . . 861--869 George Casella and William E. Strawderman Estimating a Bounded Normal Mean . . . . 870--878 B. Schweizer and E. F. Wolff On Nonparametric Measures of Dependence for Random Variables . . . . . . . . . . 879--885 Gregory M. Constantine Some $E$-Optimal Block Designs . . . . . 886--892 N. Gaffke Some Classes of Optimality Criteria and Optimal Designs for Complete Two-Way Layouts . . . . . . . . . . . . . . . . 893--898 David M. Mason Asymptotic Normality of Linear Combinations of Order Statistics with a Smooth Score Function . . . . . . . . . 899--908 Paul G. Hoel Regression Systems for Which Optimal Extrapolation Designs Require Exactly $ k + 1 $ Points . . . . . . . . . . . . . 909--912 J. K. Baksalary and R. Kala Linear Transformations Preserving Best Linear Unbiased Estimators in a General Gauss--Markoff Model . . . . . . . . . . 913--916 Yoshikazu Takada Relation of the Best Invariant Predictor and the Best Unbiased Predictor in Location and Scale Families . . . . . . 917--921
Heinrich Niederhausen Sheffer Polynomials for Computing Exact Kolmogorov--Smirnov and Rényi Type Distributions . . . . . . . . . . . . . 923--944 A. P. Dempster and M. Gasko-Green New Tools for Residual Analysis . . . . 945--959 Ronald W. Butler The Admissible Bayes Character of Subset Selection Techniques Involved in Variable Selection, Outlier Detection, and Slippage Problems . . . . . . . . . 960--973 D. S. Poskitt and A. R. Tremayne An Approach to Testing Linear Times Series Models . . . . . . . . . . . . . 974--986 F. P. Kelly Multi-Armed Bandits with Discount Factor Near One: The Bernoulli Case . . . . . . 987--1001 Mark J. Schervish Asymptotic Expansions for Correct Classification Rates in Discriminant Analysis . . . . . . . . . . . . . . . . 1002--1009 D. Krewski and J. N. K. Rao Inference From Stratified Samples: Properties of the Linearization, Jackknife and Balanced Repeated Replication Methods . . . . . . . . . . 1010--1019 H. G. Mukerjee A Stochastic Approximation by Observations on a Discrete Lattice Using Isotonic Regression . . . . . . . . . . 1020--1025 Jason C. Hsu Simultaneous Confidence Intervals for all Distances from the ``Best'' . . . . 1026--1034 Samuel Karlin and Yosef Rinott Total Positivity Properties of Absolute Value Multinormal Variables with Applications to Confidence Interval Estimates and Related Probabilistic Inequalities . . . . . . . . . . . . . . 1035--1049 Robert Bartoszy\'nski and Barry W. Brown and Charles M. McBride and James R. Thompson Some Nonparametric Techniques for Estimating the Intensity Function of a Cancer Related Nonstationary Poisson Process . . . . . . . . . . . . . . . . 1050--1060 C. J. Wild and J. D. Kalbfleisch A Note on a Paper by Ferguson and Phadia 1061--1065 A. M. Krieger and J. Pickands III Weak Convergence and Efficient Density Estimation at a Point . . . . . . . . . 1066--1078 W. J. R. Eplett The Inadmissibility of Linear Rank Tests Under Bahadur Efficiency . . . . . . . . 1079--1086 Tom Snijders Rank Tests for Bivariate Symmetry . . . 1087--1095 Paul C. C. Wang Robust Asymptotic Tests of Statistical Hypotheses Involving Nuisance Parameters 1096--1106 Helmut Strasser Consistency of Maximum Likelihood and Bayes Estimates . . . . . . . . . . . . 1107--1113 G. B. A. Evans and N. E. Savin The Calculation of the Limiting Distribution of the Least Squares Estimator of the Parameter in a Random Walk Model . . . . . . . . . . . . . . . 1114--1118 P. J. Bickel and E. L. Lehmann A Minimax Property of the Sample Mean in Finite Populations . . . . . . . . . . . 1119--1122 Bruce Levin A Representation for Multinomial Cumulative Distribution Functions . . . 1123--1126 Martin Fox An Inadmissible Best Invariant Estimator: The I.I.D. Case . . . . . . . 1127--1129 Martin D. Fraser and Yu-Sheng Hsu and Joseph J. Walker Identifiability of Finite Mixtures of von Mises Distributions . . . . . . . . 1130--1131 L. R. Haff Corrections to ``Estimation of the Inverse Covariance Matrix: Random Mixtures of the Inverse Wishart Matrix and the Identity'' . . . . . . . . . . . 1132--1132 J. F. Crook and I. J. Good Corrections to ``On the Application of Symmetric Dirichlet Distributions and Their Mixtures to Contingency Tables, Part II'' . . . . . . . . . . . . . . . 1133--1133
Charles M. Stein Estimation of the Mean of a Multivariate Normal Distribution . . . . . . . . . . 1135--1151 Douglas M. Bates and Donald G. Watts Parameter Transformations for Improved Approximate Confidence Regions in Nonlinear Least Squares . . . . . . . . 1152--1167 Chien-Fu Wu On the Robustness and Efficiency of Some Randomized Designs . . . . . . . . . . . 1168--1177 Shelby J. Haberman Tests for Independence in Two-Way Contingency Tables Based on Canonical Correlation and on Linear-By-Linear Interaction . . . . . . . . . . . . . . 1178--1186 Kesar Singh On the Asymptotic Accuracy of Efron's Bootstrap . . . . . . . . . . . . . . . 1187--1195 Peter J. Bickel and David A. Freedman Some Asymptotic Theory for the Bootstrap 1196--1217 D. A. Freedman Bootstrapping Regression Models . . . . 1218--1228 Peter Hall Asymptotic Theory of Triple Sampling for Sequential Estimation of a Mean . . . . 1229--1238 L. D. Brown and Arthur Cohen Inadmissibility of Large Classes of Sequential Tests . . . . . . . . . . . . 1239--1247 Tim Robertson and F. T. Wright Likelihood Ratio Tests for and Against a Stochastic Ordering Between Multinomial Populations . . . . . . . . . . . . . . 1248--1257 John I. Marden Invariant Tests on Covariance Matrices 1258--1266 Takeaki Kariya Robustness of Multivariate Tests . . . . 1267--1275 H. Koul and V. Susarla and J. Van Ryzin Regression Analysis with Randomly Right-Censored Data . . . . . . . . . . 1276--1288 Lawrence D. Brown A Complete Class Theorem for Statistical Problems with Finite Sample Spaces . . . 1289--1300 P. J. Bickel Minimax Estimation of the Mean of a Normal Distribution when the Parameter Space is Restricted . . . . . . . . . . 1301--1309 Luc Devroye On the Almost Everywhere Convergence of Nonparametric Regression Function Estimates . . . . . . . . . . . . . . . 1310--1319 Luc Devroye On the Asymptotic Probability of Error in Nonparametric Discrimination . . . . 1320--1327 Bo V. Pedersen A Comparison of the Efron--Hinkley Ancillary and the Likelihood Ratio Ancillary in a Particular Example . . . 1328--1333 J. K. Ghosh and Bimal K. Sinha A Necessary and Sufficient Condition for Second Order Admissibility with Applications to Berkson's Bioassay Problem . . . . . . . . . . . . . . . . 1334--1338 Anne Chao On Estimating the Probability of Discovering a New Species . . . . . . . 1339--1342
G. S. Watson William Gemmell Cochran 1909--1980 . . . 1--10 Morris L. Eaton A Review of Selected Topics in Multivariate Probability Inequalities 11--43 Diane Lambert and W. J. Hall Asymptotic Lognormality of $P$-Values 44--64 Carl N. Morris Natural Exponential Families with Quadratic Variance Functions . . . . . . 65--80 James O. Berger Selecting a Minimax Estimator of a Multivariate Normal Mean . . . . . . . . 81--92 Kam-Wah Tsui and S. James Press Simultaneous Estimation of Several Poisson Parameters Under $K$-Normalized Squared Error Loss . . . . . . . . . . . 93--100 Michael Friedman Piecewise Exponential Models for Survival Data with Covariates . . . . . 101--113 D. S. Poskitt and A. R. Tremayne Diagnostic Tests for Multiple Time Series Models . . . . . . . . . . . . . 114--120 R. J. Bhansali The Evaluation of Certain Quadratic Forms Occurring in Autoregressive Model Fitting . . . . . . . . . . . . . . . . 121--131 Yuzo Hosoya and Masanobu Taniguchi A Central Limit Theorem for Stationary Processes and the Parameter Estimation of Linear Processes . . . . . . . . . . 132--153 Tze Leung Lai and Ching Zong Wei Least Squares Estimates in Stochastic Regression Models with Applications to Identification and Control of Dynamic Systems . . . . . . . . . . . . . . . . 154--166 Pedro E. Ferreira Sequential Estimation Through Estimating Equations in the Nuisance Parameter Case 167--173 Michael Goldstein Contamination Distributions . . . . . . 174--183 David Freedman and Persi Diaconis De Finetti's Theorem for Symmetric Location Families . . . . . . . . . . . 184--189 Warren W. Esty Confidence Intervals for the Coverage of Low Coverage Samples . . . . . . . . . . 190--196 Ronald W. Butler Nonparametric Interval and Point Prediction Using Data Trimmed by a Grubbs-Type Outlier Rule . . . . . . . . 197--204 Helmut Rieder Qualitative Robustness of Rank Tests . . 205--211 Rudolf Beran Estimated Sampling Distributions: The Bootstrap and Competitors . . . . . . . 212--225 Tadeusz Bednarski Binary Experiments, Minimax Tests and $2$-Alternating Capacities . . . . . . . 226--232 Derek S. Cotterill and Miklós Csörg\Ho On the Limiting Distribution of and Critical Values for the Multivariate Cramér--von Mises Statistic . . . . . . . 233--244 Lynn Roy LaMotte Admissibility in Linear Estimation . . . 245--255 C. Villegas Maximum Likelihood and Least Squares Estimation in Linear and Affine Functional Models . . . . . . . . . . . 256--265 John I. Marden Combining Independent Noncentral Chi Squared or $F$ Tests . . . . . . . . . . 266--277 F. T. Wright Monotone Regression Estimates for Grouped Observations . . . . . . . . . . 278--286 Sue Leurgans Asymptotic Distributions of Slope-of-Greatest-Convex-Minorant Estimators . . . . . . . . . . . . . . . 287--296 Siddhartha R. Dalal and Peter Fortini An Inequality Comparing Sums and Maxima with Application to Behrens--Fisher Type Problem . . . . . . . . . . . . . . . . 297--301 Tim Robertson and F. T. Wright Bounds on Mixtures of Distributions Arising in Order Restricted Inference 302--306 Pranab Kumar Sen Invariance Principles for Recursive Residuals . . . . . . . . . . . . . . . 307--312 C. C. Song Covariance Stabilizing Transformations and a Conjecture of Holland . . . . . . 313--315 Walter Oberhofer The Consistency of Nonlinear Regression Minimizing the $ L_1 $-Norm . . . . . . 316--319 T. J. Sweeting Corrections: ``Uniform Asymptotic Normality of the Maximum Likelihood Estimator'' . . . . . . . . . . . . . . 320--320 Charles H. Alexander Corrections: ``Simultaneous Confidence Bounds'' . . . . . . . . . . . . . . . . 321--321 G. K. Robinson Corrections: ``Properties of Student's $t$ and of the Behrens--Fisher Solution to the Two Means Problem'' . . . . . . . 321--321
Bradley Efron Transformation Theory: How Normal is a Family of Distributions? . . . . . . . . 323--339 Bradley Efron Maximum Likelihood and Decision Theory 340--356 Shun-Ichi Amari Differential Geometry of Curved Exponential Families-Curvatures and Information Loss . . . . . . . . . . . . 357--385 David C. Hamilton and Donald G. Watts and Douglas M. Bates Accounting for Intrinsic Nonlinearity in Nonlinear Regression Parameter Inference Regions . . . . . . . . . . . . . . . . 386--393 H. E. Daniels Sequential Tests Constructed From Images 394--400 Stuart Geman and Chii-Ruey Hwang Nonparametric Maximum Likelihood Estimation by the Method of Sieves . . . 401--414 Rudolf Beran Robust Estimation in Models for Independent Non-Identically Distributed Data . . . . . . . . . . . . . . . . . . 415--428 Raymond J. Carroll and David Ruppert Robust Estimation in Heteroscedastic Linear Models . . . . . . . . . . . . . 429--441 Katherine Campbell Recursive Computation of $M$-Estimates for the Parameters of a Finite Autoregressive Process . . . . . . . . . 442--453 D. A. Freedman and P. Diaconis On Inconsistent $M$-Estimators . . . . . 454--461 Ronald H. Randles On the Asymptotic Normality of Statistics with Estimated Parameters . . 462--474 Donald A. Pierce The Asymptotic Effect of Substituting Estimators for Parameters in Certain Types of Statistics . . . . . . . . . . 475--478 Nicholas P. Jewell Mixtures of Exponential Distributions 479--484 Samuel Karlin and Yosef Rinott Applications of Anova Type Decompositions for Comparisons of Conditional Variance Statistics Including Jackknife Estimates . . . . . 485--501 Z. Galil and J. Kiefer Construction Methods for $D$-Optimum Weighing Designs when $ n \equiv 3 (\bmod 4)$ . . . . . . . . . . . . . . . 502--510 L. Pesotchinsky Optimal Robust Designs: Linear Regression in $ R^k $ . . . . . . . . . 511--525 Carol Schoenfelder and Stamatis Cambanis Random Designs for Estimating Integrals of Stochastic Processes . . . . . . . . 526--538 Kirk M. Wolter and Wayne A. Fuller Estimation of Nonlinear Errors-in-Variables Models . . . . . . . 539--548 Peter M. Hooper Sufficiency and Invariance in Confidence Set Estimation . . . . . . . . . . . . . 549--555 Peter Hall On Estimating the Endpoint of a Distribution . . . . . . . . . . . . . . 556--568 W. J. R. Eplett Rank Tests Generated by Continuous Piecewise Linear Functions . . . . . . . 569--574 Georg Neuhaus $ H_0 $-Contiguity in Nonparametric Testing Problems and Sample Pitman Efficiency . . . . . . . . . . . . . . . 575--582 Wilbert C. M. Kallenberg Chernoff Efficiency and Deficiency . . . 583--594 Jon A. Wellner Asymptotic Optimality of the Product Limit Estimator . . . . . . . . . . . . 595--602 N. I. Fisher Unbiased Estimation for Some Non-Parametric Families of Distributions 603--615 Y. Vardi Nonparametric Estimation in the Presence of Length Bias . . . . . . . . . . . . . 616--620 Vincent N. LaRiccia Asymptotic Properties of Weighted $ L^2 $ Quantile Distance Estimators . . . . . 621--624 Noel Cressie A Useful Empirical Bayes Identity . . . 625--629 Eric V. Slud A Characterization Problem in Stationary Time Series . . . . . . . . . . . . . . 630--633 Donald A. Berry and PeCheng Wang Optimal Stopping Regions with Islands and Peninsulas . . . . . . . . . . . . . 634--636 Y. L. Tong Rectangular and Elliptical Probability Inequalities for Schur-Concave Random Variables . . . . . . . . . . . . . . . 637--642 Jerome Sacks and Donald Ylvisaker $L$- and $R$-Estimation and the Minimax Property . . . . . . . . . . . . . . . . 643--645 M. Rosenblatt Corrections: ``A Quadratic Measure of Deviation of Two-Dimension Density Estimates and a Test of Independence'' 646--646
P. J. Bickel On Adaptive Estimation . . . . . . . . . 647--671 Christopher Field Small Sample Asymptotic Expansions for Multivariate $M$-Estimates . . . . . . . 672--689 Thomas W. Sager and Ronald A. Thisted Maximum Likelihood Estimation of Isotonic Modal Regression . . . . . . . 690--707 Richard L. Dykstra and Tim Robertson An Algorithm for Isotonic Regression for Two or More Independent Variables . . . 708--716 P. W. Millar Optimal Estimation of a General Regression Function . . . . . . . . . . 717--740 Peter Walley and Terrence L. Fine Towards a Frequentist Theory of Upper and Lower Probability . . . . . . . . . 741--761 James C. Fu Large Sample Point Estimation: A Large Deviation Theory Approach . . . . . . . 762--771 Y. Vardi Nonparametric Estimation in Renewal Processes . . . . . . . . . . . . . . . 772--785 Benjamin Kedem and Eric Slud Time Series Discrimination by Higher Order Crossings . . . . . . . . . . . . 786--794 B. W. Silverman On the Estimation of a Probability Density Function by the Maximum Penalized Likelihood Method . . . . . . 795--810 V. K. Klonias Consistency of Two Nonparametric Maximum Penalized Likelihood Estimators of the Probability Density Function . . . . . . 811--824 Andrzej Kozek Towards a Calculus for Admissibility . . 825--837 James O. Berger and L. Mark Berliner and Asad Zaman General Admissibility and Inadmissibility Results for Estimation in a Control Problem . . . . . . . . . . 838--856 Jiunn Tzon Hwang Improving Upon Standard Estimators in Discrete Exponential Families with Applications to Poisson and Negative Binomial Cases . . . . . . . . . . . . . 857--867 Jiunn Tzon Hwang and George Casella Minimax Confidence Sets for the Mean of a Multivariate Normal Distribution . . . 868--881 Brooks Ferebee Tests with Parabolic Boundary for the Drift of a Wiener Process . . . . . . . 882--894 Michael Woodroofe and Hajime Takahashi Asymptotic Expansions for the Error Probabilities of Some Repeated Significance Tests . . . . . . . . . . . 895--908 Y. S. Chow and A. T. Martinsek Bounded Regret of a Sequential Procedure for Estimation of the Mean . . . . . . . 909--914 P. M. Robinson Analysis of Time Series from Mixed Distributions . . . . . . . . . . . . . 915--925 Hong-Zhi An and Chen Zhao-Guo and E. J. Hannan Autocorrelation, Autoregression and Autoregressive Approximation . . . . . . 926--936 Ker-Chau Li Minimaxity of the Method of Regularization of Stochastic Processes 937--942 Steven J. Schwager and Barry H. Margolin Detection of Multivariate Normal Outliers . . . . . . . . . . . . . . . . 943--954 Steen Andersson Distributions of Maximal Invariants Using Quotient Measures . . . . . . . . 955--961 John I. Marden Minimal Complete Classes of Tests of Hypotheses with Multivariate One-Sided Alternatives . . . . . . . . . . . . . . 962--970 Yoshikazu Takada A Comment on Best Invariant Predictors 971--978 Shaul K. Bar-Lev and Benjamin Reiser An Exponential Subfamily which Admits UMPU Tests Based on a Single Test Statistic . . . . . . . . . . . . . . . 979--989 Thomas Pfaff Quick Consistency of Quasi Maximum Likelihood Estimators . . . . . . . . . 990--1005 Dankmar Bohning Convergence of Simar's Algorithm for Finding the Maximum Likelihood Estimate of a Compound Poisson Process . . . . . 1006--1008 Albert Y. Lo A Note on the Minimax Estimation of the Poisson Intensity Function . . . . . . . 1009--1011 K. M. Lal Saxena and Khursheed Alam Estimation of the Non-Centrality Parameter of a Chi Squared Distribution 1012--1016 Sam Gutmann Stein's Paradox is Impossible in Problems with Finite Sample Space . . . 1017--1020 P. E. Jupp and K. V. Mardia A Characterization of the Multivariate Pareto Distribution . . . . . . . . . . 1021--1024 D. Blackwell and R. V. Ramamoorthi A Bayes but Not Classically Sufficient Statistic . . . . . . . . . . . . . . . 1025--1026 Gregory M. Constantine On the $E$-Optimality of PBIB Designs with a Small Number of Blocks . . . . . 1027--1031 Bradley Efron Correction: ``Transformation Theory: How Normal is a Family of Distributions'' 1032--1032
G. A. Barnard and V. P. Godambe Memorial Article: Allan Birnbaum 1923--1976 . . . . . . . . . . . . . . . 1033--1039 Charles J. Stone Optimal Global Rates of Convergence for Nonparametric Regression . . . . . . . . 1040--1053 A. P. Dawid and M. Stone The Functional-Model Basis of Fiducial Inference . . . . . . . . . . . . . . . 1054--1067 G. A. Barnard Discussion: The Functional-Model Basis of Fiducial Inference . . . . . . . . . 1068--1069 D. A. S. Fraser Discussion: The Functional-Model Basis of Fiducial Inference . . . . . . . . . 1070--1073 Professor Dawid and Professor Stone Reply: The Functional-Model Basis of Fiducial Inference . . . . . . . . . . . 1074--1074 Glenn Shafer Bayes's Two Arguments for The Rule of Conditioning . . . . . . . . . . . . . . 1075--1089 Sandy L. Zabell W. E. Johnson's ``Sufficientness'' Postulate . . . . . . . . . . . . . . . 1090--1099 P. K. Andersen and R. D. Gill Cox's Regression Model for Counting Processes: A Large Sample Study . . . . 1100--1120 Steven G. Self and Ross L. Prentice Commentary on Andersen and Gill's ``Cox's Regression Model for Counting Processes: A Large Sample Study'' . . . 1121--1124 Thomas W. Sager Nonparametric Maximum Likelihood Estimation of Spatial Patterns . . . . . 1125--1136 Jiunn Tzon Hwang Semi Tail Upper Bounds on the Class of Admissible Estimators in Discrete Exponential Families with Applications to Poisson and Negative Binomial Distributions . . . . . . . . . . . . . 1137--1147 Andrew L. Rukhin Adaptive Procedures in Multiple Decision Problems and Hypothesis Testing . . . . 1148--1162 David S. Moore The Effect of Dependence on Chi Squared Tests of Fit . . . . . . . . . . . . . . 1163--1171 Michael M. Meyer Transforming Contingency Tables . . . . 1172--1181 Michael Woodroofe On Model Selection and the ARC Sine Laws 1182--1194 K. S. Lii and M. Rosenblatt Deconvolution and Estimation of Transfer Function Phase and Coefficients for Non-Gaussian Linear Processes . . . . . 1195--1208 David P. Hasza and Wayne A. Fuller Testing for Nonstationary Parameter Specifications in Seasonal Time Series Models . . . . . . . . . . . . . . . . . 1209--1216 Ian S. Abramson On Bandwidth Variation in Kernel Estimates --- a Square Root Law . . . . 1217--1223 Raymond J. Carroll Adapting for Heteroscedasticity in Linear Models . . . . . . . . . . . . . 1224--1233 Tim Robertson and F. T. Wright On Measuring the Conformity of a Parameter Set to a Trend, with Applications . . . . . . . . . . . . . . 1234--1245 Richard L. Dykstra and Tim Robertson Order Restricted Statistical Tests on Multinomial and Poisson Parameters: The Starshaped Restriction . . . . . . . . . 1246--1252 Robert Bohrer and Henry P. Wynn Spherically Symmetric Probability Orderings Useful in Multiple Comparisons 1253--1260 James H. Albert and Arjun K. Gupta Mixtures of Dirichlet Distributions and Estimation in Contingency Tables . . . . 1261--1268 Mayer Alvo and Paul Cabilio and Paul D. Feigin Asymptotic Theory for Measures of Concordance with Special Reference to Average Kendall Tau . . . . . . . . . . 1269--1276 Dennis C. Gilliland and John E. Boyer and How Jan Tsao Bayes Empirical Bayes: Finite Parameter Case . . . . . . . . . . . . . . . . . . 1277--1282 Peter M. Hooper Invariant Confidence Sets with Smallest Expected Measure . . . . . . . . . . . . 1283--1294 R. L. Eubank and P. L. Smith and P. W. Smith A Note on Optimal and Asymptotically Optimal Designs for Certain Time Series Models . . . . . . . . . . . . . . . . . 1295--1301 Hani Doss and Thomas Sellke The Tails of Probabilities Chosen From A Dirichlet Prior . . . . . . . . . . . . 1302--1305 H. N. Nagaraja Some Nondegenerate Limit Laws for the Selection Differential . . . . . . . . . 1306--1310 Anne Chao Corrections: ``On Estimating the Probability of Discovering a New Species'' . . . . . . . . . . . . . . . 1311--1311 L. Ruschendorf Corrections: ``Asymptotic Distributions of Multivariate Rank Order Statistics'' 1311--1311
Mark F. Schilling Goodness of Fit Testing in $ \mathbb {R}^m $ Based on the Weighted Empirical Distribution of Certain Nearest Neighbor Statistics . . . . . . . . . . . . . . . 1--12 Mark F. Schilling An Infinite-Dimensional Approximation for Nearest Neighbor Goodness of Fit Tests . . . . . . . . . . . . . . . . . 13--24 Y.-S. Chow and S. Geman and L.-D. Wu Consistent Cross-Validated Density Estimation . . . . . . . . . . . . . . . 25--38 Kent R. Bailey The Asymptotic Joint Distribution of Regression and Survival Parameter Estimates in the Cox Regression Model 39--48 Richard Gill Large Sample Behaviour of the Product-Limit Estimator on the Whole Line . . . . . . . . . . . . . . . . . . 49--58 Peter McCullagh Quasi-Likelihood Functions . . . . . . . 59--67 Patricia Grambsch Sequential Sampling Based on the Observed Fisher Information to Guarantee The Accuracy of the Maximum Likelihood Estimator . . . . . . . . . . . . . . . 68--77 Adriaan P. Van Der Plas On the Estimation of the Parameters of Markov Probability Models Using Macro Data . . . . . . . . . . . . . . . . . . 78--85 Bruce G. Lindsay The Geometry of Mixture Likelihoods: A General Theory . . . . . . . . . . . . . 86--94 C. F. Jeff Wu On the Convergence Properties of the EM Algorithm . . . . . . . . . . . . . . . 95--103 G. A. Barnard and D. A. Sprott The Generalised Problem of the Nile: Robust Confidence Sets for Parametric Functions . . . . . . . . . . . . . . . 104--113 David A. Lane and William D. Sudderth Coherent and Continuous Inference . . . 114--120 Alexander Felzenbaum and Sergiu Hart and Yosef Hochberg Improving Some Multiple Comparison Procedures . . . . . . . . . . . . . . . 121--128 Gary Lorden Asymptotic Efficiency of Three-Stage Hypothesis Tests . . . . . . . . . . . . 129--140 John Rice and Murray Rosenblatt Smoothing Splines: Regression, Derivatives and Deconvolution . . . . . 141--156 Masanobu Taniguchi On the Second Order Asymptotic Efficiency of Estimators of Gaussian ARMA Processes . . . . . . . . . . . . . 157--169 Wilbert C. M. Kallenberg Intermediate Efficiency, Theory and Examples . . . . . . . . . . . . . . . . 170--182 Kerry G. Bemis and Vasant P. Bhapkar On Ban Estimators for Chi Squared Test Criteria . . . . . . . . . . . . . . . . 183--196 Justus F. Seely and Yahia El-Bassiouni Applying Wald's Variance Component Test 197--201 Andrew L. Rukhin Convergence Rates of Estimators of a Finite Parameter: How Small can Error Probabilities Be? . . . . . . . . . . . 202--207 Jeffrey S. Simonoff A Penalty Function Approach to Smoothing Large Sparse Contingency Tables . . . . 208--218 Ronald W. Butler Optimal Properties of One-Step Variable Selection in Regression . . . . . . . . 219--224 Ker-Chau Li Minimaxity for Randomized Designs: Some General Results . . . . . . . . . . . . 225--239 Ching-Shui Cheng Construction of Optimal Balanced Incomplete Block Designs for Correlated Observations . . . . . . . . . . . . . . 240--246 Joachim Kunert Optimal Design and Refinement of the Linera Model with Applications to Repeated Measurements Designs . . . . . 247--257 Dibyen Majumdar and William I. Notz Optimal Incomplete Block Designs for Comparing Treatments with a Control . . 258--266 Yuan Yan Chen and Myles Hollander and Naftali A. Langberg Testing Whether New is Better than Used with Randomly Censored Data . . . . . . 267--274 T. P. Liu and M. E. Thompson Properties of Estimators of Quadratic Finite Population Functions: The Batch Approach . . . . . . . . . . . . . . . . 275--285 Kumar Joag-Dev and Frank Proschan Negative Association of Random Variables with Applications . . . . . . . . . . . 286--295 Glen Meeden and Malay Ghosh Choosing Between Experiments: Applications to Finite Population Sampling . . . . . . . . . . . . . . . . 296--305 Michael D. Huffman An Efficient Approximate Solution to the Kiefer--Weiss Problem . . . . . . . . . 306--316 David M. Mason A Minimax Criterion for Choosing Weight Functions for $L$-Estimates of Location 317--325 Brian D. Macpherson and Wayne A. Fuller Consistency of the Least Squares Estimator of the First Order Moving Average Parameter . . . . . . . . . . . 326--329 W. Eberl Invariantly Sufficient Equivariant Statistics and Characterizations of Normality in Translation Classes . . . . 330--336 Hideaki Sakai Covariance Matrices Characterization by a Set of Scalar Partial Autocorrelation Coefficients . . . . . . . . . . . . . . 337--340 James D. Malley Statistical and Algebraic Independence 341--345 Joseph B. Kadane and Herbert A. Simon Corrections: ``Optimal Strategies for a Class of Constrained Sequential Problems'' . . . . . . . . . . . . . . . 346--346 I. V. Basawa Corrections: Remarks on Bahadur Efficiency of Conditional Tests . . . . 347--347 D. Lambert and W. J. Hall Corrections: Asymptotic Lognormality of $P$-Values . . . . . . . . . . . . . . . 348--348 Ching-Shui Cheng and Chien-Fu Wu Corrections: ``Balanced Repeated Measurements Designs'' . . . . . . . . . 349--349
Malay Ghosh and Jiunn Tzon Hwang and Kam-Wah Tsui Construction of Improved Estimators in Multiparameter Estimation for Discrete Exponential Families . . . . . . . . . . 351--367 James O. Berger Discussion: Construction of Improved Estimators in Multiparameter Estimation for Discrete Exponential Families . . . 368--369 H. Malcolm Hudson Discussion: ``Construction of Improved Estimators in Multiparameter Estimation for Discrete Exponential Families'' . . 370--371 Carl N. Morris Discussion: Construction of Improved Estimators in Multiparameter Estimation for Discrete Exponential Families . . . 372--374 Anonymous Reply: ``Construction of Improved Estimators in Multiparameter Estimation for Discrete Exponential Families'' . . 375--376 Jerome H. Friedman and Lawrence C. Rafsky Graph-Theoretic Measures of Multivariate Association and Prediction . . . . . . . 377--391 Steen A. Andersson and Hans K. Brons and Soren Tolver Jensen Distribution of Eigenvalues in Multivariate Statistical Analysis . . . 392--415 Jorma Rissanen A Universal Prior for Integers and Estimation by Minimum Description Length 416--431 Janet M. Begun and W. J. Hall and Wei-Min Huang and Jon A. Wellner Information and Asymptotic Efficiency in Parametric-Nonparametric Models . . . . 432--452 Henrik Ramlau-Hansen Smoothing Counting Process Intensities by Means of Kernel Functions . . . . . . 453--466 Chu-In Charles Lee The Min-Max Algorithm and Isotonic Regression . . . . . . . . . . . . . . . 467--477 T. L. Lai and D. Siegmund Fixed Accuracy Estimation of an Autoregressive Parameter . . . . . . . . 478--485 B. G. Lindsay Efficiency of the Conditional Score in a Mixture Setting . . . . . . . . . . . . 486--497 Wilbert C. M. Kallenberg On Moderate Deviation Theory in Estimation . . . . . . . . . . . . . . . 498--504 P. K. Bhattacharya and Herman Chernoff and S. S. Yang Nonparametric Estimation of the Slope of a Truncated Regression . . . . . . . . . 505--514 Carl N. Morris Natural Exponential Families with Quadratic Variance Functions: Statistical Theory . . . . . . . . . . . 515--529 Dennis D. Cox Asymptotics for $M$-Type Smoothing Splines . . . . . . . . . . . . . . . . 530--551 Ching-Shui Cheng and Ker-Chau Li A Minimax Approach to Sample Surveys . . 552--563 Mark Finster Optimal Stopping in the Stock Market When the Future is Discounted . . . . . 564--568 Peter Hall Inverting an Edgeworth Expansion . . . . 569--576 C. S. Withers Expansions for the Distribution and Quantiles of a Regular Functional of the Empirical Distribution with Applications to Nonparametric Confidence Intervals 577--587 Konrad Behnen and Georg Neuhaus Galton's Test as a Linear Rank Test with Estimated Scores and Its Local Asymptotic Efficiency . . . . . . . . . 588--599 Heinrich Niederhausen Sheffer Polynomials for Computing Takacs's Goodness-of-Fit Distributions 600--606 Ronald J. M. M. Does An Edgeworth Expansion for Simple Linear Rank Statistics Under the Null-Hypothesis . . . . . . . . . . . . 607--624 R. D. John and J. Robinson Edgeworth Expansions for the Power of Permutation Tests . . . . . . . . . . . 625--631 Robert Hannum and Myles Hollander Robustness of Ferguson's Bayes Estimator of a Distribution Function . . . . . . . 632--639 L. D. Brown and Arthur Cohen and E. Samuel-Cahn A Sharp Necessary Condition for Admissibility of Sequential Tests-- Necessary and Sufficient Conditions for Admissibility of SPRT's . . . . . . . . 640--653 Morris Eaton and Takeaki Kariya Multivariate Tests with Incomplete Data 654--665 Peter M. Hooper Simultaneous Interval Estimation in the General Multivariate Analysis of Variance Model . . . . . . . . . . . . . 666--673 Constance van Eeden On the Asymptotic Relation Between $L$-Estimators and $M$-Estimators and their Asymptotic Efficiency Relative to the Cramér--Rao Lower Bound . . . . . . . 674--690 J. K. Baksalary and R. Kala Estimation Via Linearly Combining Two Given Statistics . . . . . . . . . . . . 691--696 P. K. Bhattacharya Justification for a $ K - S $ Type Test for the Slope of a Truncated Regression 697--701 Louis Gordon Successive Sampling in Large Finite Populations . . . . . . . . . . . . . . 702--706 Richard Kakigi A Note on Discounted Future Two-Armed Bandits . . . . . . . . . . . . . . . . 707--711
Herbert Robbins Some Thoughts on Empirical Bayes Estimation . . . . . . . . . . . . . . . 713--723 J. N. Darroch and T. P. Speed Additive and Multiplicative Models and Interactions . . . . . . . . . . . . . . 724--738 E. B. Dynkin and A. Mandelbaum Symmetric Statistics, Poisson Point Processes, and Multiple Wiener Integrals 739--745 Shaul K. Bar-Lev A Characterization of Certain Statistics in Exponential Models Whose Distributions Depend on a Sub-Vector of Parameters Only . . . . . . . . . . . . 746--752 O. Barndorff-Nielsen and P. Blaesild Exponential Models with Affine Dual Foliations . . . . . . . . . . . . . . . 753--769 O. Barndorff-Nielsen and P. Blaesild Reproductive Exponential Families . . . 770--782 Bruce G. Lindsay The Geometry of Mixture Likelihoods, Part II: The Exponential Family . . . . 783--792 Shinto Eguchi Second Order Efficiency of Minimum Contrast Estimators in a Curved Exponential Family . . . . . . . . . . . 793--803 Ross L. Prentice and Steven G. Self Asymptotic Distribution Theory for Cox-Type Regression Models with General Relative Risk Form . . . . . . . . . . . 804--813 L. Mark Berliner Improving on Inadmissible Estimators in the Control Problem . . . . . . . . . . 814--826 Adam T. Martinsek Second Order Approximation to the Risk of a Sequential Procedure . . . . . . . 827--836 Nicholas P. Jewell and Peter Bloomfield Canonical Correlations of Past and Future for Time Series: Definitions and Theory . . . . . . . . . . . . . . . . . 837--847 Nicholas P. Jewell and Peter Bloomfield and Flavio C. Bartmann Canonical Correlations of Past and Future for Time Series: Bounds and Computation . . . . . . . . . . . . . . 848--855 George C. Tiao and Ruey S. Tsay Consistency Properties of Least Squares Estimates of Autoregressive Parameters in ARMA Models . . . . . . . . . . . . . 856--871 B. M. Potscher Order Estimation in ARMA-Models by Lagrangian Multiplier Tests . . . . . . 872--885 Lynn Kuo Bayesian Bioassay Design . . . . . . . . 886--895 Luc Devroye The Equivalence of Weak, Strong and Complete Convergence in $ L_1 $ for Kernel Density Estimates . . . . . . . . 896--904 Warren W. Esty A Normal Limit Law for a Nonparametric Estimator of the Coverage of a Random Sample . . . . . . . . . . . . . . . . . 905--912 C. Zachary Gilstein On the Joint Asymptotic Distribution of Extreme Midranges . . . . . . . . . . . 913--920 H. Koul and T. DeWet Minimum Distance Estimation in a Linear Regression Model . . . . . . . . . . . . 921--932 David M. Mason and John H. Schuenemeyer A Modified Kolmogorov--Smirnov Test Sensitive to Tail Alternatives . . . . . 933--946 Ted H. Szatrowski Missing Data in the One-Population Multivariate Normal Patterned Mean and Covariance Matrix Testing and Estimation Problem . . . . . . . . . . . . . . . . 947--958 Ronaldo Iachan Asymptotic Theory of Systematic Sampling 959--969 Mike Jacroux and William Notz On the Optimality of Spring Balance Weighing Designs . . . . . . . . . . . . 970--978 Christopher G. Small Characterization of Type from Maximal Invariant Spectra . . . . . . . . . . . 979--983 John T. Kent Identifiability of Finite Mixtures for Directional Data . . . . . . . . . . . . 984--988 Martin A. Tanner and Wing Hung Wong The Estimation of the Hazard Function from Randomly Censored Data by the Kernel Method . . . . . . . . . . . . . 989--993 Martin A. Tanner A Note on the Variable Kernel Estimator of the Hazard Function from Randomly Censored Data . . . . . . . . . . . . . 994--998 G. Jogesh Babu and Kesar Singh Inference on Means Using the Bootstrap 999--1003 Peter Hall Orthogonal Series Methods for Both Qualitative and Quantitative Data . . . 1004--1007 Robert A. Wijsman Monotonicity in the Noncentrality Parameter of the Ratio of Two Noncentral $t$-Densities . . . . . . . . . . . . . 1008--1010 Robert Kohn and Craig F. Ansley On the Smoothness Properties of the Best Linear Unbiased Estimate of a Stochastic Process Observed with Noise . . . . . . 1011--1017 Hong-Zhi An and Chen Zhao-Guo and E. J. Hannan Correction: ``Autocorrelation, Autoregression and Autoregressive Approximation'' . . . . . . . . . . . . 1018--1018
William H. DuMouchel Estimating the Stable Index $ \alpha $ in Order to Measure Tail Thickness: A Critique . . . . . . . . . . . . . . . . 1019--1031 S. Weerahandi and J. V. Zidek Elements of Multi-Bayesian Decision Theory . . . . . . . . . . . . . . . . . 1032--1046 Peter C. Fishburn Ellsberg Revisited: A New Look at Comparative Probability . . . . . . . . 1047--1059 F. Pukelsheim and D. M. Titterington General Differential and Lagrangian Theory for Optimal Experimental Design 1060--1068 A. M. Houtman and T. P. Speed Balance in Designed Experiments with Orthogonal Block Structure . . . . . . . 1069--1085 John I. Marden Admissibility of Invariant Tests in the General Multivariate Analysis of Variance Problem . . . . . . . . . . . . 1086--1099 Leon J. Gleser and David S. Moore The Effect of Dependence on Chi-Squared and Empiric Distribution Tests of Fit 1100--1108 David Freedman and Persi Diaconis On Inconsistent Bayes Estimates in the Discrete Case . . . . . . . . . . . . . 1109--1118 Brian S. Yandell Nonparametric Inference for Rates with Censored Survival Data . . . . . . . . . 1119--1135 Wing Hung Wong On the Consistency of Cross-Validation in Kernel Nonparametric Regression . . . 1136--1141 James Stephen Marron Optimal Rates of Convergence to Bayes Risk in Nonparametric Discrimination . . 1142--1155 Peter Hall Large Sample Optimality of Least Squares Cross-Validation in Density Estimation 1156--1174 Konrad Behnen and Georg Neuhaus and Frits Ruymgaart Two Sample Rank Estimators of Optimal Nonparametric Score-Functions and Corresponding Adaptive Rank Statistics 1175--1189 John R. Collins On the Minimax Property for $R$-Estimators of Location . . . . . . . 1190--1195 Brenton R. Clarke Uniqueness and Frechet Differentiability of Functional Solutions to Maximum Likelihood Type Equations . . . . . . . 1196--1205 Daniel MacRae Keenan Limiting Behavior of Functionals of the Sample Spectral Distribution . . . . . . 1206--1217 Michael Evans Estimating Events . . . . . . . . . . . 1218--1224 P. E. Jupp and B. D. Spurr Sobolev Tests for Symmetry of Directional Data . . . . . . . . . . . . 1225--1231 David E. Tyler The Asymptotic Distribution of Principal Component Roots Under Local Alternatives to Multiple Roots . . . . . . . . . . . 1232--1242 David E. Tyler A Class of Asymptotic Tests for Principal Component Vectors . . . . . . 1243--1250 Ramkaran The Robustness of Stein's Two-Stage Procedure . . . . . . . . . . . . . . . 1251--1256 Song-Gui Wang and C. F. J. Wu Further Results on the Consistent Directions of Least Squares Estimators 1257--1262 Donald A. Darling On the Asymptotic Distribution of Watson's Statistic . . . . . . . . . . . 1263--1266 Yuan Yan Chen and Myles Hollander and Naftali A. Langberg Corrections: ``Testing Whether New is Better than Used with Randomly Censored Data'' . . . . . . . . . . . . . . . . . 1267--1267 Robert Hannum and Myles Hollander Corrections: ``Robustness of Ferguson's Bayes Estimator of a Distribution Function'' . . . . . . . . . . . . . . . 1267--1267
T. W. Anderson Estimating Linear Statistical Relationships . . . . . . . . . . . . . 1--45 J. N. K. Rao and A. J. Scott On Chi-Squared Tests for Multiway Contingency Tables with Cell Proportions Estimated from Survey Data . . . . . . . 46--60 Anthony J. Hayter Proof of the Conjecture that the Tukey--Kramer Multiple Comparisons Procedure is Conservative . . . . . . . 61--75 Robert J. Serfling Generalized $L$-, $M$-, and $R$-Statistics . . . . . . . . . . . . . 76--86 Gabrielle Kelly The Influence Function in the Errors in Variables Problem . . . . . . . . . . . 87--100 Rudolf Beran Jackknife Approximations to Bootstrap Estimates . . . . . . . . . . . . . . . 101--118 Peter J. Huber Finite Sample Breakdown of $M$- and $P$-Estimators . . . . . . . . . . . . . 119--126 James Allen Fill and Iain Johnstone On Projection Pursuit Measures of Multivariate Location and Dispersion . . 127--141 Joseph G. Voelkel and John Crowley Nonparametric Inference for a Class of Semi-Markov Processes with Censored Observations . . . . . . . . . . . . . . 142--160 I. V. Basawa and P. J. Brockwell Asymptotic Conditional Inference for Regular Nonergodic Models with an Application to Autoregressive Processes 161--171 Marc Hallin Spectral Factorization of Nonstationary Moving Average Processes . . . . . . . . 172--192 Joachim Mocks and Pham Dinh Tuan and Theo Gasser Testing for Homogeneity of Noisy Signals Evoked by Repeated Stimuli . . . . . . . 193--209 Theo Gasser and Hans-Georg Muller and Walter Kohler and Luciano Molinari and Andrea Prader Nonparametric Regression Analysis of Growth Curves . . . . . . . . . . . . . 210--229 Ker-Chau Li Consistency for Cross-Validated Nearest Neighbor Estimates in Nonparametric Regression . . . . . . . . . . . . . . . 230--240 Peter Hall Integrated Square Error Properties of Kernel Estimators of Regression Functions . . . . . . . . . . . . . . . 241--260 Michael Falk Relative Deficiency of Kernel Type Estimators of Quantiles . . . . . . . . 261--268 Ker-Chau Li Robust Regression Designs when the Design Space Consists of Finitely Many Points . . . . . . . . . . . . . . . . . 269--282 Kathryn Chaloner Optimal Bayesian Experimental Design for Linear Models . . . . . . . . . . . . . 283--300 B. K. Sinha and S. K. Sarkar Invariant Confidence Sequences for Some Parameters in a Multivariate Linear Regression Model . . . . . . . . . . . . 301--310 Chris A. J. Klaassen Location Estimators and Spread . . . . . 311--321 Nobuo Shinozaki Simultaneous Estimation of Location Parameters Under Quadratic Loss . . . . 322--335 Shanti S. Gupta and Klaus J. Miescke Sequential Selection Procedures --- a Decision Theoretic Approach . . . . . . 336--350 Albert Y. Lo On a Class of Bayesian Nonparametric Estimates: I. Density Estimates . . . . 351--357 Czeslaw Stepniak and Song-Gui Wang and C. F. Jeff Wu Comparison of Linear Experiments with Known Covariances . . . . . . . . . . . 358--365 James B. Robertson and V. R. R. Uppuluri A Generalized Kaplan--Meier Estimator 366--371 Gilbert G. Walter and Julius R. Blum A Simple Solution to a Nonparametric Maximum Likelihood Estimation Problem 372--379 Albrecht Irle Extended Optimality of Sequential Probability Ratio Tests . . . . . . . . 380--386 Roger L. Berger and Frank Proschan Monotonicity in Selection Problems: A Unified Approach . . . . . . . . . . . . 387--391 A. C. Atkinson Review: Two Books on Regression Diagnostics: D. A. Belsley, E. Kuh, R. E. Welsch, \booktitleRegression Diagnostics: Identifying Influential Data and Sources of Collinearity; R. D. Cook, Sanford Weisberg, \booktitleResiduals and Influence in Regression . . . . . . . . . . . . . . . 392--401
Jerome Sacks Jack Carl Kiefer 1924--1981 . . . . . . 403--405 Lawrence D. Brown The Research of Jack Kiefer Outside the Area of Experimental Design . . . . . . 406--415 Henry P. Wynn Jack Kiefer's Contributions to Experimental Design . . . . . . . . . . 416--423 Anonymous The Publications and Writings of Jack Kiefer . . . . . . . . . . . . . . . . . 424--430 J. Kiefer and H. P. Wynn Optimum and Minimax Exact Treatment Designs for One-Dimensional Autoregressive Error Processes . . . . . 431--450 Lawrence D. Brown and Harold Sackrowitz An Alternative to Student's $t$-Test for Problems with Indifference Zones . . . . 451--469 P. J. Bickel and D. A. Freedman Asymptotic Normality and the Bootstrap in Stratified Sampling . . . . . . . . . 470--482 Avi Mandelbaum and Murad S. Taqqu Invariance Principle for Symmetric Statistics . . . . . . . . . . . . . . . 483--496 Yasuo Amemiya and Wayne A. Fuller Estimation for the Multivariate Errors-in-Variables Model with Estimated Error Covariance Matrix . . . . . . . . 497--509 Robert Keener Second Order Efficiency in the Sequential Design of Experiments . . . . 510--532 Adam T. Martinsek Sequential Determination of Estimator as Well as Sample Size . . . . . . . . . . 533--550 Eric V. Slud Sequential Linear Rank Tests for Two-Sample Censored Survival Data . . . 551--571 Sue Leurgans Asymptotic Behavior of Two-Sample Rank Tests in the Presence of Random Censoring . . . . . . . . . . . . . . . 572--589 I. R. James and P. J. Smith Consistency Results for Linear Regression with Censored Data . . . . . 590--600 Ker-Chau Li Regression Models with Infinitely Many Parameters: Consistency of Bounded Linear Functionals . . . . . . . . . . . 601--611 W. Hardle and S. Luckhaus Uniform Consistency of a Class of Regression Function Estimators . . . . . 612--623 Wolfgang Hardle A Law of the Iterated Logarithm for Nonparametric Regression Function Estimators . . . . . . . . . . . . . . . 624--635 Larry P. Ammann Bayesian Nonparametric Inference for Quantal Response Data . . . . . . . . . 636--645 William Bell Signal Extraction for Nonstationary Time Series . . . . . . . . . . . . . . . . . 646--664 Benjamin Kedem On the Sinusoidal Limit of Stationary Time Series . . . . . . . . . . . . . . 665--674 Stephen Vardeman and Glen Meeden Admissible Estimators for the Total of a Stratified Population that Employ Prior Information . . . . . . . . . . . . . . 675--684 Wei-Yin Loh Bounds on AREs for Restricted Classes of Distributions Defined Via Tail-Orderings 685--701 Daniel Q. Naiman Optimal Simultaneous Confidence Bounds 702--715 M. Falk and W. Kohne A Robustification of the Sign Test Under Mixing Conditions . . . . . . . . . . . 716--729 Kent R. Bailey Asymptotic Equivalence Between the Cox Estimator and the General ML Estimators of Regression and Survival Parameters in the Cox Model . . . . . . . . . . . . . 730--736 Patrick L. Brockett The Likelihood Ratio Detector for Non-Gaussian Infinitely Divisible, and Linear Stochastic Processes . . . . . . 737--744 Peter M. Hooper A Conditional Property of Invariant Confidence and Prediction Regions . . . 745--750 William S. Krasker A Note on Selecting Parametric Models in Bayesian Inference . . . . . . . . . . . 751--757 Ryuei Nishii Asymptotic Properties of Criteria for Selection of Variables in Multiple Regression . . . . . . . . . . . . . . . 758--765 Hans-Georg Muller Smooth Optimum Kernel Estimators of Densities, Regression Curves and Modes 766--774 Friedrich Pukelsheim A Note on Nonparametric Trend Conformity 775--777 Linda Davis Comments on a Paper by T. Amemiya on Estimation in a Dichotomous Logit Regression Model . . . . . . . . . . . . 778--782 Takeshi Amemiya Corrections: ``The $ N^{-2} $-Order Mean Squared Errors of the Maximum Likelihood and the Minimum Logit Chi-Squared Estimator'' . . . . . . . . . . . . . . 783--783 Peter M. Hooper Corrections: ``Invariant Confidence Sets with Smallest Expected Measure'' . . . . 784--784 Peter M. Hooper Corrections: ``Simultaneous Interval Estimation in the General Multivariate Analysis of Variance Model'' . . . . . . 785--785 B. M. Potscher Corrections: ``Order Estimation in ARMA-Models by Lagrangian Multiplier Tests'' . . . . . . . . . . . . . . . . 785--785 P. J. Bickel Review: J. Pfanzagl, W. Wefelmeyer, \booktitleContributions to a General Asymptotic Statistical Theory. Springer Lecture Notes in Statistics . . . . . . 786--791
Persi Diaconis and David Freedman Asymptotics of Graphical Projection Pursuit . . . . . . . . . . . . . . . . 793--815 Suresh H. Moolgavkar and Edward D. Lustbader and David J. Venzon A Geometric Approach to Nonlinear Regression Diagnostics with Applications to matched Case-Control Studies . . . . 816--826 D. Freedman On Bootstrapping Two-Stage Least-Squares Estimates in Stationary Linear Models 827--842 H. Kunsch Infinitesimal Robustness for Autoregressive Processes . . . . . . . . 843--863 P. J. Bickel Parametric Robustness: Small Biases can be Worthwhile . . . . . . . . . . . . . 864--879 Ian S. Abramson Adaptive Density Flattening --- a Metric Distortion Principle for Combating Bias in Nearest Neighbor Methods . . . . . . 880--886 Ker-Chau Li and Jiunn Tzon Hwang The Data-Smoothing Aspect of Stein Estimates . . . . . . . . . . . . . . . 887--897 B. W. Silverman Spline Smoothing: The Equivalent Variable Kernel Method . . . . . . . . . 898--916 Winfried Stute Asymptotic Normality of Nearest Neighbor Regression Function Estimates . . . . . 917--926 C. Srinivasan A Sharp Necessary and Sufficient Condition for Inadmissibility of Estimators in a Control Problem . . . . 927--944 Mehmet Zeytinoglu and Max Mintz Optimal Fixed Size Confidence Procedures for a Restricted Parameter Space . . . . 945--957 Constantine A. Gatsonis Deriving Posterior Distributions for a Location Parameter: A Decision Theoretic Approach . . . . . . . . . . . . . . . . 958--970 Shelby J. Haberman Adjustment by Minimum Discriminant Information . . . . . . . . . . . . . . 971--988 Rollin Brant Approximate Likelihood and Probability Calculations Based on Transforms . . . . 989--1005 Joachim Kunert Optimality of Balanced Uniform Repeated Measurements Designs . . . . . . . . . . 1006--1017 Richard L. Smith Properties of Biased Coin Designs in Sequential Clinical Trials . . . . . . . 1018--1034 Arthur Cohen and Harold B. Sackrowitz Bayes Double Sample Estimation Procedures . . . . . . . . . . . . . . . 1035--1049 Louis-Paul Rivest Symmetric Distributions for Dependent Unit Vectors . . . . . . . . . . . . . . 1050--1057 Jan F. Bjòrnstad A General Theory of Asymptotic Consistency for Subset Selection with Applications . . . . . . . . . . . . . . 1058--1070 M. K. Mara and J. J. Deely Empirical Bayes with a Changing Prior 1071--1078 Peter Hall and A. H. Welsh Best Attainable Rates of Convergence for Estimates of Parameters of Regular Variation . . . . . . . . . . . . . . . 1079--1084 Louis-Paul Rivest On the Information Matrix for Symmetric Distributions on the Hypersphere . . . . 1085--1089 Marc Moore On the Estimation of a Convex Set . . . 1090--1099 Christian Genest A Characterization Theorem for Externally Bayesian Groups . . . . . . . 1100--1105 S. Kunte and R. N. Rattihalli Rectangular Regions of Maximum Probability Content . . . . . . . . . . 1106--1108 Arthur Cohen and Harold B. Sackrowitz Results on Double Sample Estimation for the Binomial Distribution . . . . . . . 1109--1116 Ashim Mallik and Yi-Ching Yao Bounds for the Bayes Risk for Testing Sequentially the Sign of the Drift Parameter of a Wiener Process . . . . . 1117--1123 Shingo Shirahata and Kazumasa Wakimoto Asymptotic Normality of a Class of Nonlinear Rank Tests for Independence 1124--1129 Malay Ghosh and William C. Parr and Kesar Singh and G. Jogesh Babu A Note on Bootstrapping the Sample Median . . . . . . . . . . . . . . . . . 1130--1135 Jason C. Hsu Constrained Simultaneous Confidence Intervals for Multiple Comparisons with the Best . . . . . . . . . . . . . . . . 1136--1144 Robert A. Wijsman Review: Two Books on Multivariate Analysis: Robb J. Muirhead, \booktitleAspects of Multivariate Statistical Theory; Morris L. Eaton, \booktitleMultivariate Statistics. A Vector Space Approach . . . . . . . . . 1145--1150
Donald B. Rubin Bayesianly Justifiable and Relevant Frequency Calculations for the Applies Statistician . . . . . . . . . . . . . . 1151--1172 Iain Johnstone Admissibility, Difference Equations and Recurrence in Estimating a Poisson Mean 1173--1198 Daniel Q. Naiman Average Width Optimality of Simultaneous Confidence Bounds . . . . . . . . . . . 1199--1214 John Rice Bandwidth Choice for Nonparametric Regression . . . . . . . . . . . . . . . 1215--1230 Luc Devroye and Clark S. Penrod The Consistency of Automatic Kernel Density Estimates . . . . . . . . . . . 1231--1249 Luc Devroye and Clark S. Penrod Distribution-Free Lower Bounds in Density Estimation . . . . . . . . . . . 1250--1262 V. K. Klonias On a Class of Nonparametric Density and Regression Estimators . . . . . . . . . 1263--1284 Charles J. Stone An Asymptotically Optimal Window Selection Rule for Kernel Density Estimates . . . . . . . . . . . . . . . 1285--1297 Stephen Portnoy Asymptotic Behavior of $M$-Estimators of $p$ Regression Parameters when $ p^2 / n$ is Large. I. Consistency . . . . . . 1298--1309 Ian W. McKeague On the Stability of Bayes Estimators for Gaussian Processes . . . . . . . . . . . 1310--1323 Jerome Sacks and Donald Ylvisaker Some Model Robust Designs in Regression 1324--1348 P. J. Bickel Robust Regression Based on Infinitesimal Neighbourhoods . . . . . . . . . . . . . 1349--1368 Paul Janssen and Robert Serfling and Noel Veraverbeke Asymptotic Normality for a General Class of Statistical Functions and Applications to Measures of Spread . . . 1369--1379 Luke Tierney and Diane Lambert Asymptotic Efficiency of Estimators of Functionals of Mixed Distributions . . . 1380--1387 Diane Lambert and Luke Tierney Asymptotic Properties of Maximum Likelihood Estimates in the Mixed Poisson Model . . . . . . . . . . . . . 1388--1399 Olaf Bunke and Bernd Droge Bootstrap and Cross-Validation Estimates of the Prediction Error for Linear Regression Models . . . . . . . . . . . 1400--1424 Ruey S. Tsay Order Selection in Nonstationary Autoregressive Models . . . . . . . . . 1425--1433 Yi-Ching Yao Estimation of a Noisy Discrete-Time Step Function: Bayes and Empirical Bayes Approaches . . . . . . . . . . . . . . . 1434--1447 Avi Mandelbaum All Admissible Linear Estimators of the Mean of a Gaussian Distribution on a Hilbert Space . . . . . . . . . . . . . 1448--1466 Richard Davis and Sidney Resnick Tail Estimates Motivated by Extreme Value Theory . . . . . . . . . . . . . . 1467--1487 K. G. Brown On Analysis of Variance in the Mixed Model . . . . . . . . . . . . . . . . . 1488--1499 Bruce Jay Collings Generating the Intrablock and Interblock Subgroups for Confounding in General Factorial Experiments . . . . . . . . . 1500--1509 Stavros Kourouklis A Large Deviation Result for the Likelihood Ratio Statistic in Exponential Families . . . . . . . . . . 1510--1521 Stavros Kourouklis Bahadur Optimality of Sequential Experiments for Exponential Families . . 1522--1527 O. Krafft and M. Schaefer On Karlin's Conjecture for Random Replacement Sampling Plans . . . . . . . 1528--1535 S. K. Mitra and P. K. Pathak The Nature of Simple Random Sampling . . 1536--1542 Wei-Yin Loh Estimating an Endpoint of a Distribution with Resampling Methods . . . . . . . . 1543--1550 Michael Goldstein Turning Probabilities into Expectations 1551--1557 Bimal Kumar Sinha Detection of Multivariate Outliers in Elliptically Symmetric Distributions . . 1558--1565 Thomas Mathew On Nonnegative Quadratic Unbiased Estimability of Variance Components . . 1566--1569 W\lodzimierz Greblicki and Adam Krzyzak and Miroslaw Pawlak Distribution-Free Pointwise Consistency of Kernel Regression Estimate . . . . . 1570--1575 R. W. Kulp and B. N. Nagarsenker An Asymptotic Expansion of the Nonnull Distribution of Wilks Criterion for Testing the Multivariate Linear Hypothesis . . . . . . . . . . . . . . . 1576--1583 Albert Y. Lo Consistency in the Location Model: The Undominated Case . . . . . . . . . . . . 1584--1587 Theo Gasser and Hans-Georg Muller and Walter Kohler and Luciano Molinari and Andrea Prader Correction: ``Nonparametric Regression Analysis of Growth Curves'' . . . . . . 1588--1588 Daryl Pregibon Review: P. McCullagh, J. A. Nelder, \booktitleGeneralized Linear Models . . 1589--1596
M. Rosenblatt and F. J. Samaniego Julius R. Blum 1922--1982 . . . . . . . 1--9 Leo A. Goodman The Analysis of Cross-Classified Data Having Ordered and/or Unordered Categories: Association Models, Correlation Models, and Asymmetry Models for Contingency Tables With or Without Missing Entries . . . . . . . . . . . . 10--69 J. A. Hartigan and P. M. Hartigan The Dip Test of Unimodality . . . . . . 70--84 Christopher D. Kershaw Asymptotic Properties of $ \bar {w} $, an Estimator of the ED50 Suggested for Use in Up-and-Down Experiments in Bio-Assay . . . . . . . . . . . . . . . 85--94 Rudolf Beran and Muni S. Srivastava Bootstrap Tests and Confidence Regions for Functions of a Covariance Matrix . . 95--115 Lavy Abramovitch and Kesar Singh Edgeworth Corrected Pivotal Statistics and the Bootstrap . . . . . . . . . . . 116--132 Jack Cuzick Asymptotic Properties of Censored Linear Rank Tests . . . . . . . . . . . . . . . 133--141 David Mauro A Combinatoric Approach to the Kaplan--Meier Estimator . . . . . . . . 142--149 Jon A. Wellner A Heavy Censoring Limit Theorem for the Product Limit Estimator . . . . . . . . 150--162 Michael Woodroofe Estimating a Distribution Function with Truncated Data . . . . . . . . . . . . . 163--177 Y. Vardi Empirical Distributions in Selection Bias Models . . . . . . . . . . . . . . 178--203 C. L. Mallows Discussion . . . . . . . . . . . . . . . 204--205 Moshe Pollak Optimal Detection of a Change in Distribution . . . . . . . . . . . . . . 206--227 Raymond N. Sproule Sequential Nonparametric Fixed-Width Confidence Intervals for $U$-Statistics 228--235 David Ruppert A Newton--Raphson Version of the Multivariate Robbins--Monro Procedure 236--245 H. M. Hudson Adaptive Estimators for Simultaneous Estimation of Poisson Means . . . . . . 246--261 Michael P. Cohen and Lynn Kuo The Admissibility of the Empirical Distribution Function . . . . . . . . . 262--271 Pranab Kumar Sen and A. K. MD. Ehsanes Saleh On Some Shrinkage Estimators of Multivariate Location . . . . . . . . . 272--281 L. D. Brown and R. H. Farrell All Admissible Linear Estimators of a Multivariate Poisson Mean . . . . . . . 282--294 Jiunn Tzon Hwang Universal Domination and Stochastic Domination: Estimation Simultaneously Under a Broad Class of Loss Functions 295--314 Vincent N. LaRiccia and David M. Mason Optimal Goodness-of-Fit Tests for Location/Scale Families of Distributions Based on the Sum of Squares of $L$-Statistics . . . . . . . . . . . . . 315--330 Peter Hall and A. H. Welsh Adaptive Estimates of Parameters of Regular Variation . . . . . . . . . . . 331--341 Ludwig Fahrmeir and Heinz Kaufmann Consistency and Asymptotic Normality of the Maximum Likelihood Estimator in Generalized Linear Models . . . . . . . 342--368 Daniel MacRae Keenan Asymptotic Properties of Minimization Estimators for Time Series Parameters 369--382 Tai-Shing Lau and W. J. Studden Optimal Designs for Trigonometric and Polynomial Regression Using Canonical Moments . . . . . . . . . . . . . . . . 383--394 Robert A. Wijsman Proper Action in Steps, with Application to Density Ratios of Maximal Invariants 395--402 Theo Stijnen On the Asymptotic Behaviour of Empirical Bayes Tests for the Continuous One-Parameter Exponential Family . . . . 403--412 R. A. Boyles and A. W. Marshall and F. Proschan Inconsistency of the Maximum Likelihood Estimator of a Distribution Having Increasing Failure Rate Average . . . . 413--417 Robert Keener Further Contributions to the ``Two-Armed Bandit'' Problem . . . . . . . . . . . . 418--422 Dennis D. Boos A Converse to Scheffé's Theorem . . . . . 423--427 Michael Falk Asymptotic Normality of the Kernel Quantile Estimator . . . . . . . . . . . 428--433
Peter J. Huber Projection Pursuit . . . . . . . . . . . 435--475 Jerome H. Friedman Discussion: Projection Pursuit . . . . . 475--481 Fred L. Bookstein Discussion: Projection Pursuit . . . . . 481--484 Andreas Buja and Werner Stuetzle Discussion: Projection Pursuit . . . . . 484--490 Ping Cheng and C. F. J. Wu Discussion: Projection Pursuit . . . . . 490--493 D. R. Cox Discussion: Projection Pursuit . . . . . 493--494 Persi Diaconis Discussion: Projection Pursuit . . . . . 494--496 David Donoho and Iain Johnstone and Peter Rousseeuw and Werner Stahel Discussion: Projection Pursuit . . . . . 496--500 R. Gnanadesikan and J. R. Kettenring Discussion: Projection Pursuit . . . . . 500--502 Trevor Hastie and Robert Tibshirani Discussion: Projection Pursuit . . . . . 502--508 M. C. Jones Discussion: Projection Pursuit . . . . . 508--510 Rupert G. Miller Discussion: Projection Pursuit . . . . . 510--513 L. A. Shepp Discussion: Projection Pursuit . . . . . 513--515 Paul Switzer Discussion: Projection Pursuit . . . . . 515--517 John Tukey Discussion: Projection Pursuit . . . . . 517--518 J. Tukey Projection Pursuit --- Discussion . . . 517--518 Grace Wahba Discussion: Projection Pursuit . . . . . 518--521 Peter J. Huber Rejoinder: Projection Pursuit . . . . . 522--525 T. W. Anderson and Charles Stein and Asad Zaman Best Invariant Estimation of a Direction Parameter . . . . . . . . . . . . . . . 526--533 Ib M. Skovgaard A Second-Order Investigation of Asymptotic Ancillarity . . . . . . . . . 534--551 Robert J. Gray and Donald A. Pierce Goodness-of-Fit Tests for Censored Survival Data . . . . . . . . . . . . . 552--563 Ornulf Borgan and Henrik Ramlau-Hansen Demographic Incidence Rates and Estimation of Intensities with Incomplete Information . . . . . . . . . 564--582 D. E. Matthews and V. T. Farewell and R. Pyke Asymptotic Score-Statistic Processes and Tests for Constant Hazard Against a Change-Point Alternative . . . . . . . . 583--591 Regina Y. C. Liu and John Van Ryzin A Histogram Estimator of the Hazard Rate with Censored Data . . . . . . . . . . . 592--605 Diane Lambert Robust Two-Sample Permutation Tests . . 606--625 Ya'acov Ritov Robust Bayes Decision Procedures: Gross Error in the Data Distribution . . . . . 626--637 Pham Xuan Quang Robust Sequential Testing . . . . . . . 638--649 Edward W. Frees and David Ruppert Sequential Nonparametric Age Replacement Policies . . . . . . . . . . . . . . . . 650--662 Mark Finster Estimation in the General Linear Model when the Accuracy is Specified Before Data Collection . . . . . . . . . . . . 663--675 Michael Woodroofe Asymptotic Local Minimaxity in Sequential Point Estimation . . . . . . 676--688 Charles J. Stone Additive Regression and Other Nonparametric Models . . . . . . . . . . 689--705 L. D. Brown and R. H. Farrell Complete Class Theorems for Estimation of Multivariate Poisson Means and Related Problems . . . . . . . . . . . . 706--726 M. P. Quine and J. Robinson Efficiencies of Chi-Square and Likelihood Ratio Goodness-of-Fit Tests 727--742 E. Haeusler and J. L. Teugels On Asymptotic Normality of Hill's Estimator for the Exponent of Regular Variation . . . . . . . . . . . . . . . 743--756 A. S. Hedayat and Dibyen Majumdar Families of $A$-Optimal Block Designs for Comparing Test Treatments with a Control . . . . . . . . . . . . . . . . 757--767 Yannis G. Yatracos Rates of Convergence of Minimum Distance Estimators and Kolmogorov's Entropy . . 768--774 James A. Reeds Asymptotic Number of Roots of Cauchy Location Likelihood Equations . . . . . 775--784 Nancy E. Heckman A Local Limit Theorem for a Biased Coin Design for Sequential Tests . . . . . . 785--788 Nancy E. Heckman A Sequential Probability Ratio Test Using a Biased Coin Design . . . . . . . 789--794 Richard J. Hathaway A Constrained Formulation of Maximum-Likelihood Estimation for Normal Mixture Distributions . . . . . . . . . 795--800 Walter W. Piegorsch Admissible and Optimal Confidence Bands in Simple Linear Regression . . . . . . 801--810 Glen Meeden and Malay Ghosh and Stephen Vardeman Some Admissible Nonparametric and Related Finite Population Sampling Estimators . . . . . . . . . . . . . . . 811--817 Helmut Schafer A Note on Data-Adaptive Kernel Estimation of the Hazard and Density Function in the Random Censorship Situation . . . . . . . . . . . . . . . 818--820 Inchi Hu A Uniform Bound for the Tail Probability of Kolmogorov--Smirnov Statistics . . . 821--826 Yasunori Fujikoshi An Error Bound for an Asymptotic Expansion of the Distribution Function of an Estimate in a Multivariate Linear Model . . . . . . . . . . . . . . . . . 827--831 R. van Dawen A Note on the Characterization of Optimal Return Functions and Optimal Strategies for Gambling Problems . . . . 832--835 Kathryn Chaloner Correction: ``Optimal Bayesian Experimental Design for Linear Models'' 836--836 Michael Woodroofe and Hajime Takahashi Correction: ``Asymptotic Expansions for the Error Probabilities of Some Repeated Significance Tests'' . . . . . . . . . . 837--837 Christopher Bingham Review: Geoffrey S. Watson, \booktitleStatistics on Spheres . . . . 838--844
Persi Diaconis and Bradley Efron Testing for Independence in a Two-Way Table: New Interpretations of the Chi-Square Statistic . . . . . . . . . . 845--874 Norman Breslow and Dirk Moore Discussion: Testing for Independence in a Two-Way Table: New Interpretations of the Chi-Square Statistic . . . . . . . . 875--877 James M. Dickey Discussion: Testing for Independence in a Two-Way Table: New Interpretations of the Chi-Square Statistic . . . . . . . . 877--882 Stephen E. Fienberg Discussion: Testing for Independence in a Two-Way Table: New Interpretations of the Chi-Square Statistic . . . . . . . . 882--884 I. J. Good Discussion: Testing for Independence in a Two-Way Table: New Interpretations of the Chi-Square Statistic . . . . . . . . 885--886 Leo A. Goodman Discussion: Testing for Independence in a Two-Way Table: New Interpretations of the Chi-Square Statistic . . . . . . . . 887--893 Tom Leonard Discussion: Testing for Independence in a Two-Way Table: New Interpretations of the Chi-Square Statistic . . . . . . . . 893--898 Peter McCullagh and Daryl Pregibon Discussion: Testing for Independence in a Two-Way Table: New Interpretations of the Chi-Square Statistic . . . . . . . . 898--900 Donald A. Pierce Discussion: Testing for Independence in a Two-Way Table: New Interpretations of the Chi-Square Statistic . . . . . . . . 901--902 R. L. Plackett Discussion: Testing for Independence in a Two-Way Table: New Interpretations of the Chi-Square Statistic . . . . . . . . 903--903 Rolf Sundberg Discussion: Testing for Independence in a Two-Way Table: New Interpretations of the Chi-Square Statistic . . . . . . . . 903--904 P. Diaconis and B. Efron Rejoinder: Testing for Independence in a Two-Way Table: New Interpretations of the Chi-Square Statistic . . . . . . . . 905--913 Bruce G. Lindsay Using Empirical Partially Bayes Inference for Increased Efficiency . . . 914--931 Jane-Ling Wang Strong Consistency of Approximate Maximum Likelihood Estimators with Applications in Nonparametrics . . . . . 932--946 Linda June Davis Consistency and Asymptotic Normality of the Minimum Logit Chi-Squared Estimator When the Number of Design Points is Large . . . . . . . . . . . . . . . . . 947--957 Peter Guttorp and Andrew F. Siegel Consistent Estimation in Partially Observed Random Walks . . . . . . . . . 958--969 Paul Speckman Spline Smoothing and Optimal Rates of Convergence in Nonparametric Regression Models . . . . . . . . . . . . . . . . . 970--983 Michael Nussbaum Spline Smoothing in Regression Models and Asymptotic Efficiency in $ L_2 $ . . 984--997 Yun-Shyong Chow and Ulf Grenander A Sieve Method for the Spectral Density 998--1010 James Stephen Marron An Asymptotically Efficient Solution to the Bandwidth Problem of Kernel Density Estimation . . . . . . . . . . . . . . . 1011--1023 David W. Scott Averaged Shifted Histograms: Effective Nonparametric Density Estimators in Several Dimensions . . . . . . . . . . . 1024--1040 Luc Devroye A Note on the $ L_1 $ Consistency of Variable Kernel Estimates . . . . . . . 1041--1049 Sandor Csorgo and Paul Deheuvels and David Mason Kernel Estimates of the Tail Index of a Distribution . . . . . . . . . . . . . . 1050--1077 John R. Collins and Douglas P. Wiens Minimax Variance $M$-Estimators in $ \varepsilon $-Contamination Models . . . 1078--1096 Shaw-Hwa Lo Estimation of a Symmetric Distribution 1097--1113 Arthur Cohen and Shaw-Hwa Lo and Kesar Singh Estimating a Quantile of a Symmetric Distribution . . . . . . . . . . . . . . 1114--1128 Murray K. Clayton A Bayesian Nonparametric Sequential Test for the Mean of a Population . . . . . . 1129--1139 P. E. Jupp and B. D. Spurr Sobolev Tests for Independence of Directions . . . . . . . . . . . . . . . 1140--1155 Marc Hallin and Jean-François Ingenbleek and Madan L. Puri Linear Serial Rank Tests for Randomness Against ARMA Alternatives . . . . . . . 1156--1181 Takeaki Kariya and Bimal Kumar Sinha Nonnull and Optimality Robustness of Some Tests . . . . . . . . . . . . . . . 1182--1197 Christian Genest and Mark J. Schervish Modeling Expert Judgments for Bayesian Updating . . . . . . . . . . . . . . . . 1198--1212 David Assaf and Shmuel Zamir Optimal Sequential Search: A Bayesian Approach . . . . . . . . . . . . . . . . 1213--1221 P. Janssen and J. Jureckova and N. Veraverbeke Rate of Convergence of One- and Two-Step $M$-Estimators with Applications to Maximum Likelihood and Pitman Estimators 1222--1229 Arthur J. Roth Variance of the Kaplan--Meier Estimator and Its Quantiles Under Certain Fixed Censoring Models . . . . . . . . . . . . 1230--1238 Mark Brown A Measure of Variability Based on the Harmonic Mean, and Its Use in Approximations . . . . . . . . . . . . . 1239--1243 David A. Lane and William D. Sudderth Coherent Predictions are Strategic . . . 1244--1248 V. M. Joshi Correction: ``A Conjecture of Berry Regarding a Bernoulli Two-Armed Bandit'' 1249--1249
A. P. Dawid Calibration-Based Empirical Probability 1251--1274 Mark J. Schervish Discussion: Calibration-Based Empirical Probability . . . . . . . . . . . . . . 1274--1282 A. P. Dawid Rejoinder: Calibration-Based Empirical Probability . . . . . . . . . . . . . . 1282--1285 Craig F. Ansley and Robert Kohn Estimation, Filtering, and Smoothing in State Space Models with Incompletely Specified Initial Conditions . . . . . . 1286--1316 Wei-Yann Tsai and John Crowley A Large Sample Study of Generalized Maximum Likelihood Estimators from Incomplete Data Via Self-Consistency . . 1317--1334 Leonard A. Stefanski and Raymond J. Carroll Covariate Measurement Error in Logistic Regression . . . . . . . . . . . . . . . 1335--1351 Ker-Chau Li From Stein's Unbiased Risk Estimates to the Method of Generalized Cross Validation . . . . . . . . . . . . . . . 1352--1377 Grace Wahba A Comparison of GCV and GML for Choosing the Smoothing Parameter in the Generalized Spline Smoothing Problem . . 1378--1402 Stephen Portnoy Asymptotic Behavior of $M$ Estimators of $p$ Regression Parameters when $ p^2 / n$ is Large; II. Normal Approximation 1403--1417 Gary W. Oehlert The Random Average Mode Estimator . . . 1418--1431 Hani Doss Bayesian Nonparametric Estimation of the Median; Part I: Computation of the Estimates . . . . . . . . . . . . . . . 1432--1444 Hani Doss Bayesian Nonparametric Estimation of the Median; Part II: Asymptotic Properties of the Estimates . . . . . . . . . . . . 1445--1464 Wolfgang Hardle and James Stephen Marron Optimal Bandwidth Selection in Nonparametric Regression Function Estimation . . . . . . . . . . . . . . . 1465--1481 James W. Neill and Dallas E. Johnson Testing Linear Regression Function Adequacy without Replication . . . . . . 1482--1489 Mervyn J. Silvapulle Asymptotic Behavior of Robust Estimators of Regression and Scale Parameters with Fixed Carriers . . . . . . . . . . . . . 1490--1497 C. Z. Wei Asymptotic Properties of Least-Squares Estimates in Stochastic Regression Models . . . . . . . . . . . . . . . . . 1498--1508 Jayalakshmi Natarajan and William E. Strawderman Two-Stage Sequential Estimation of a Multivariate Normal Mean under Quadratic Loss . . . . . . . . . . . . . . . . . . 1509--1522 Murray K. Clayton and Donald A. Berry Bayesian Nonparametric Bandits . . . . . 1523--1534 John I. Marden Combining Independent One-Sided Noncentral $t$ or Normal Mean Tests . . 1535--1553 Wilbert C. M. Kallenberg On Moderate and Large Deviations in Multinomial Distributions . . . . . . . 1554--1580 Dipak K. Dey and C. Srinivasan Estimation of a Covariance Matrix under Stein's Loss . . . . . . . . . . . . . . 1581--1591 Wolfgang Stadje Estimation Problems for Samples with Measurement Errors . . . . . . . . . . . 1592--1615 Andrew Rukhin Estimating a Ratio of Normal Parameters 1616--1624 Roger Koenker and Gilbert Bassett On Boscovich's Estimator . . . . . . . . 1625--1628 Linda June Davis Correction: Comments on a Paper by T. Amemiya on Estimation in a Dichotomous Logit Regression Model . . . . . . . . . 1629--1629 B. W. Silverman Two Books on Density Estimation . . . . 1630--1638
Persi Diaconis and David Freedman On the Consistency of Bayes Estimates 1--26 Andrew R. Barron Discussion: On the Consistency of Bayes Estimates . . . . . . . . . . . . . . . 26--30 James Berger Discussion: On the Consistency of Bayes Estimates . . . . . . . . . . . . . . . 30--37 Murray K. Clayton Discussion: On the Consistency of Bayes Estimates . . . . . . . . . . . . . . . 37--40 A. P. Dawid Discussion: On the Consistency of Bayes Estimates . . . . . . . . . . . . . . . 40--41 Kjell A. Doksum and Albert Y. Lo Discussion: On the Consistency of Bayes Estimates . . . . . . . . . . . . . . . 42--45 Hani Doss Discussion: On the Consistency of Bayes Estimates . . . . . . . . . . . . . . . 45--47 J. A. Hartigan Discussion: On the Consistency of Bayes Estimates . . . . . . . . . . . . . . . 48--48 Nils L. Hjort Discussion: On the Consistency of Bayes Estimates . . . . . . . . . . . . . . . 49--55 William S. Krasker and John W. Pratt Discussion: On the Consistency of Bayes Estimates . . . . . . . . . . . . . . . 55--58 L. Le Cam Discussion: On the Consistency of Bayes Estimates . . . . . . . . . . . . . . . 59--60 Dennis V. Lindley Discussion: On the Consistency of Bayes Estimates . . . . . . . . . . . . . . . 60--63 P. Diaconis and D. Freedman Rejoinder: On the Consistency of Bayes Estimates . . . . . . . . . . . . . . . 63--67 P. Diaconis and D. Freedman On Inconsistent Bayes Estimates of Location . . . . . . . . . . . . . . . . 68--87 Wing Hung Wong Theory of Partial Likelihood . . . . . . 88--123 Bruce G. Lindsay Exponential Family Mixture Models (with Least-Squares Estimators) . . . . . . . 124--137 T. P. Speed and H. T. Kiiveri Gaussian Markov Distributions over Finite Graphs . . . . . . . . . . . . . 138--150 Rudolf Beran Simulated Power Functions . . . . . . . 151--173 Stephan Morgenthaler Asymptotics for Configural Location Estimators . . . . . . . . . . . . . . . 174--187 Edward I. George Minimax Multiple Shrinkage Estimation 188--205 Anirban Das Gupta Simultaneous Estimation in the Multiparameter Gamma Distribution Under Weighted Quadratic Losses . . . . . . . 206--219 Andrew L. Rukhin Admissibility and Minaxity Results in the Estimation Problem of Exponential Quantiles . . . . . . . . . . . . . . . 220--237 Wei-Yann Tsai Estimation of Survival Curves from Dependent Censorship Models via a Generalized Self-Consistent Property with Nonparametric Bayesian Estimation Application . . . . . . . . . . . . . . 238--249 Dorota M. Dabrowska Rank Tests for Independence for Bivariate Censored Data . . . . . . . . 250--264 L. J. Wei and R. T. Smythe and R. L. Smith $K$-Treatment Comparisons with Restricted Randomization Rules in Clinical Trials . . . . . . . . . . . . 265--274 Ronald Christensen Finite Stopping in Sequential Sampling Without Recall from a Dirichlet Process 275--282 Jeffrey A. Witmer Bayesian Multistage Decision Problems 283--297 Radhika V. Kulkarni and Christopher Jennison Optimal Properties of the Bechhofer--Kulkarni Bernoulli Selection Procedure . . . . . . . . . . . . . . . 298--314 R. J. Bhansali Asymptotically Efficient Selection of the Order by the Criterion Autoregressive Transfer Function . . . . 315--325 Christian Kredler Behaviour of Third Order Terms in Quadratic Approximations of LR-Statistics in Multivariate Generalized Linear Models . . . . . . . 326--335 Karl-Heinz Jockel Finite Sample Properties and Asymptotic Efficiency of Monte Carlo Tests . . . . 336--347 John R. Collins Maximum Asymptotic Variances of Trimmed Means Under Asymmetric Contamination . . 348--354 William R. Parke Pseudo Maximum Likelihood Estimation: The Asymptotic Distribution . . . . . . 355--357 Shelby J. Haberman Correction: ``Adjustment by Minimum Discriminant Information'' . . . . . . . 358--358 Adam T. Martinsek Correction: ``Second Order Approximation to the Risk of a Sequential Procedure'' 359--359 H. M. Hudson Correction: ``Adaptive Estimators for Simultaneous Estimation of Poisson Means'' . . . . . . . . . . . . . . . . 360--360
David Siegmund Boundary Crossing Probabilities and Statistical Applications . . . . . . . . 361--404 Blair M. Anderson and T. W. Anderson and Ingram Olkin Maximum Likelihood Estimators and Likelihood Ratio Criteria in Multivariate Components of Variance . . 405--417 Bernard N. Flury Asymptotic Theory for Common Principal Component Analysis . . . . . . . . . . . 418--430 R. Beran and P. W. Millar Confidence Sets for a Multivariate Distribution . . . . . . . . . . . . . . 431--443 Jiunn Tzon Hwang and Jeesen Chen Improved Confidence Sets for the Coefficients of a Linear Model with Spherically Symmetric Errors . . . . . . 444--460 James Berger and L. Mark Berliner Robust Bayes and Empirical Bayes Analysis with $_\epsilon $-Contaminated Priors . . . . . . . . . . . . . . . . . 461--486 Christian Genest and Kevin J. McConway and Mark J. Schervish Characterization of Externally Bayesian Pooling Operators . . . . . . . . . . . 487--501 D. S. Poskitt A Bayes Procedure for the Identification of Univariate Time Series Models . . . . 502--516 Robert Fox and Murad S. Taqqu Large-Sample Properties of Parameter Estimates for Strongly Dependent Stationary Gaussian Time Series . . . . 517--532 Richard Davis and Sidney Resnick Limit Theory for the Sample Covariance and Correlation Functions of Moving Averages . . . . . . . . . . . . . . . . 533--558 Shean-Tsong Chiu Statistical Estimation of the Parameters of a Moving Source from Array Data . . . 559--578 Ian W. McKeague Estimation for a Semimartingale Regression Model Using the Method of Sieves . . . . . . . . . . . . . . . . . 579--589 Charles J. Stone The Dimensionality Reduction Principle for Generalized Additive Models . . . . 590--606 Joseph C. Gardiner and V. Susarla and John Van Ryzin Time Sequential Estimation of the Exponential Mean Under Random Withdrawals . . . . . . . . . . . . . . 607--618 Michael G. Akritas Empirical Processes Associated with $V$-Statistics and a Class of Estimators Under Random Censoring . . . . . . . . . 619--637 Winfried Stute Conditional Empirical Processes . . . . 638--647 A. D. M. Kester and W. C. M. Kallenberg Large Deviations of Estimators . . . . . 648--664 Enno Mammen The Statistical Information Contained in Additional Observations . . . . . . . . 665--678 Yasuyuki Toyooka and Takeaki Kariya An Approach to Upper Bound Problems for Risks of Generalized Least Squares Estimators . . . . . . . . . . . . . . . 679--690 Paul D. Feigin and Mayer Alvo Intergroup Diversity and Concordance for Ranking Data: An Approach via Metrics for Permutations . . . . . . . . . . . . 691--707 Sandor Csorgo Testing for Normality in Arbitrary Dimension . . . . . . . . . . . . . . . 708--723 Doug Wiens Minimax Variance $M$-Estimators of Location in Kolmogorov Neighbourhoods 724--732 Yosef Hochberg and Marc E. Posner On Optimal Decision Rules for Signs of Parameters . . . . . . . . . . . . . . . 733--742 Chand K. Chauhan and A. M. Dean Orthogonality of Factorial Effects . . . 743--752 J. Michael Steele An Efron--Stein Inequality for Nonsymmetric Statistics . . . . . . . . 753--758 M. G. Habib and D. R. Thomas Chi-Square Goodness-of-Fit Tests for Randomly Censored Data . . . . . . . . . 759--765 Jan Mielniczuk Some Asymptotic Properties of Kernel Estimators of a Density Function in Case of Censored Data . . . . . . . . . . . . 766--773 Tiee-Jian Wu A Large Deviation Result for Signed Linear Rank Statistics Under the Symmetry Hypothesis . . . . . . . . . . 774--780
R. Douglas Martin and Victor J. Yohai Influence Functionals for Time Series 781--818 David R. Brillinger Discussion: Influence Functionals for Time Series . . . . . . . . . . . . . . 819--822 J. Franke and E. J. Hannan Discussion: Influence Functionals for Time Series . . . . . . . . . . . . . . 822--824 Hans R. Kunsch Discussion: Influence Functionals for Time Series . . . . . . . . . . . . . . 824--826 Robert B. Miller and Jae June Lee Discussion: Influence Functionals for Time Series . . . . . . . . . . . . . . 827--829 H. Vincent Poor Discussion: Influence Functionals for Time Series . . . . . . . . . . . . . . 829--831 P. M. Robinson Discussion: Influence Functionals for Time Series . . . . . . . . . . . . . . 832--834 Ruey S. Tsay Discussion: Influence Functionals for Time Series . . . . . . . . . . . . . . 835--836 Edward J. Wegman Discussion: Influence Functionals for Time Series . . . . . . . . . . . . . . 836--837 Mike West Discussion: Influence Functionals for Time Series . . . . . . . . . . . . . . 838--840 R. Douglas Martin and Victor J. Yohai Rejoinder: Influence Functionals for Time Series . . . . . . . . . . . . . . 840--855 O. E. Barndorff-Nielsen Likelihood and Observed Geometries . . . 856--873 R. A. Bailey and T. P. Speed Rectangular Lattice Designs: Efficiency Factors and Analysis . . . . . . . . . . 874--895 Daniel Q. Naiman Conservative Confidence Bands in Curvilinear Regression . . . . . . . . . 896--906 Ted Chang Spherical Regression . . . . . . . . . . 907--924 T. J. Sweeting Asymptotic Conditional Inference for the Offspring Mean of a Supercritical Galton--Watson Process . . . . . . . . . 925--933 Daniel Barry Nonparametric Bayesian Regression . . . 934--953 Gordon Simons Bayes Rules for a Clinical-Trials Model with Dichotomous Responses . . . . . . . 954--970 Richard Arratia and Louis Gordon and Michael Waterman An Extreme Value Theory for Sequence Matching . . . . . . . . . . . . . . . . 971--993 H. L. MacGillivray Skewness and Asymmetry: Measures and Orderings . . . . . . . . . . . . . . . 994--1011 Moshe Pollak On the Asymptotic Formula for the Probability of a Type I Error of Mixture Type Power One Tests . . . . . . . . . . 1012--1029 Hans Rudolf Lerche The Shape of Bayes Tests of Power One 1030--1048 Michael Woodroofe Very Weak Expansions for Sequential Confidence Levels . . . . . . . . . . . 1049--1067 Arnold Janssen Asymptotic Properties of Neyman--Pearson Tests for Infinite Kullback--Leibler Information . . . . . . . . . . . . . . 1068--1079 Jorma Rissanen Stochastic Complexity and Modeling . . . 1080--1100 Ker-Chau Li Asymptotic Optimality of $ C_L $ and Generalized Cross-Validation in Ridge Regression with Application to Spline Smoothing . . . . . . . . . . . . . . . 1101--1112 Jane-Ling Wang Asymptotically Minimax Estimators for Distributions with Increasing Failure Rate . . . . . . . . . . . . . . . . . . 1113--1131 Shaw-Hwa Lo Estimation of a Unimodal Distribution Function . . . . . . . . . . . . . . . . 1132--1138 Anton Schick On Asymptotically Efficient Estimation in Semiparametric Models . . . . . . . . 1139--1151 Stephen Portnoy Asymptotic Behavior of the Empiric Distribution of $M$-Estimated Residuals from a Regression Model with Many Parameters . . . . . . . . . . . . . . . 1152--1170 Edward Carlstein The Use of Subseries Values for Estimating the Variance of a General Statistic from a Stationary Sequence . . 1171--1179 Chamont W. H. Wang A Minimum Distance Estimator for First-Order Autoregressive Processes . . 1180--1193 Hira L. Koul Minimum Distance Estimation and Goodness-of-Fit Tests in First-Order Autoregression . . . . . . . . . . . . . 1194--1213 Yasuyuki Toyooka Second-Order Risk Structure of GLSE and MLE in a Regression with a Linear Process . . . . . . . . . . . . . . . . 1214--1225 Albert Y. Lo Bayesian Statistical Inference for Sampling a Finite Population . . . . . . 1226--1233 Richard D. Gill The Total Time on Test Plot and the Cumulative Total Time on Test Statistic for a Counting Process . . . . . . . . . 1234--1239 Helmut Schafer Local Convergence of Empirical Measures in the Random Censorship Situation with Application to Density and Rate Estimators . . . . . . . . . . . . . . . 1240--1245 A. H. Welsh Bahadur Representations for Robust Scale Estimators Based on Regression Residuals 1246--1251 T. J. Sweeting On a Converse to Scheffé's Theorem . . . 1252--1256 Warren W. Esty The Efficiency of Good's Nonparametric Coverage Estimator . . . . . . . . . . . 1257--1260
C. F. J. Wu Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis . . . . . . . . . . . . . . . . 1261--1295 Rudolf Beran Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis . . . . . . . . . . . . . . . . 1295--1298 Raymond J. Carroll and David Ruppert Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis . . . . . . . . . . . . . . . . 1298--1301 B. Efron Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis . . . . . . . . . . . . . . . . 1301--1304 Joseph Felsenstein Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis . . . . . . . . . . . . . . . . 1304--1305 D. A. Freedman Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis . . . . . . . . . . . . . . . . 1305--1308 Malay Ghosh Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis . . . . . . . . . . . . . . . . 1308--1310 Peter Hall Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis . . . . . . . . . . . . . . . . 1311--1312 David Hinkley Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis . . . . . . . . . . . . . . . . 1312--1316 Thomas Mitchell-Olds Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis . . . . . . . . . . . . . . . . 1316--1318 Richard A. Olshen Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis . . . . . . . . . . . . . . . . 1318--1320 J. N. K. Rao and N. G. N. Prasad Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis . . . . . . . . . . . . . . . . 1320--1322 Jun Shao Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis . . . . . . . . . . . . . . . . 1322--1326 Jeffrey S. Simonoff and Chih-Ling Tsai Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis . . . . . . . . . . . . . . . . 1326--1328 Kesar Singh Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis . . . . . . . . . . . . . . . . 1328--1330 M. S. Srivastava Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis . . . . . . . . . . . . . . . . 1331--1335 Robert Tibshirani Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis . . . . . . . . . . . . . . . . 1335--1339 Neville Weber Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis . . . . . . . . . . . . . . . . 1339--1340 H. P. Wynn and S. M. Ogbonmwan Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis . . . . . . . . . . . . . . . . 1340--1343 C. F. J. Wu Rejoinder: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis . . . . . . . . . . . . . . . . 1343--1350 Wei-Yann Tsai and Sue Leurgans and John Crowley Nonparametric Estimation of a Bivariate Survival Function in the Presence of Censoring . . . . . . . . . . . . . . . 1351--1365 Edward W. Frees Nonparametric Renewal Function Estimation . . . . . . . . . . . . . . . 1366--1378 George V. Moustakides Optimal Stopping Times for Detecting Changes in Distributions . . . . . . . . 1379--1387 Frank Guess and Myles Hollander and Frank Proschan Testing Exponentiality Versus a Trend Change in Mean Residual Life . . . . . . 1388--1398 R. Dennis Cook and Miriam L. Goldberg Curvatures for Parameter Subsets in Nonlinear Regression . . . . . . . . . . 1399--1418 P. McCullagh and D. R. Cox Invariants and Likelihood Ratio Statistics . . . . . . . . . . . . . . . 1419--1430 Peter Hall On the Bootstrap and Confidence Intervals . . . . . . . . . . . . . . . 1431--1452 Peter Hall On the Number of Bootstrap Simulations Required to Construct a Confidence Interval . . . . . . . . . . . . . . . . 1453--1462 P. J. Bickel and F. Gotze and W. R. van Zwet The Edgeworth Expansion for $U$-Statistics of Degree Two . . . . . . 1463--1484 T. J. Sweeting Asymptotically Independent Scale-Free Spacings with Applications to Discordancy Testing . . . . . . . . . . 1485--1496 J. R. Leslie and M. A. Stephens and S. Fotopoulos Asymptotic Distribution of the Shapiro-Wilk $W$ for Testing for Normality . . . . . . . . . . . . . . . 1497--1506 Shaul K. Bar-Lev and Peter Enis Reproducibility and Natural Exponential Families with Power Variance Functions 1507--1522 Paul W. Holland and Paul R. Rosenbaum Conditional Association and Unidimensionality in Monotone Latent Variable Models . . . . . . . . . . . . 1523--1543 Hari Mukerjee and Tim Robertson and F. T. Wright A Probability Inequality for Elliptically Contoured Densities with Applications in Order Restricted Inference . . . . . . . . . . . . . . . 1544--1554 Irwin Guttman and U. Menzefricke and David Tyler Magnitudinal Effects in the Normal Multivariate Model . . . . . . . . . . . 1555--1571 Peter H. Westfall Asymptotic Normality of the Anova Estimates of Components of Variance in the Nonnormal, Unbalanced Hierarchal Mixed Model . . . . . . . . . . . . . . 1572--1582 V. E. Akman and A. E. Raftery Asymptotic Inference for a Change-Point Poisson Process . . . . . . . . . . . . 1583--1590 G. D. Richardson and B. B. Bhattacharyya Consistent Estimators in Nonlinear Regression for a Noncompact Parameter Space . . . . . . . . . . . . . . . . . 1591--1596 Mei-Cheng Wang and Nicholas P. Jewell and Wei-Yann Tsai Asymptotic Properties of the Product Limit Estimate Under Random Truncation 1597--1605 Valeri T. Stefanov Efficient Sequential Estimation in Exponential-Type Processes . . . . . . . 1606--1611 Leslaw Gajek On Improving Density Estimators which are not Bona Fide Functions . . . . . . 1612--1618 Rita Das and Bimal K. Sinha Detection of Multivariate Outliers with Dispersion Slippage in Elliptically Symmetric Distributions . . . . . . . . 1619--1624 Leon Jay Gleser Minimax Estimators of a Normal Mean Vector for Arbitrary Quadratic Loss and Unknown Covariance Matrix . . . . . . . 1625--1633 S. M. Sadooghi-Alvandi Admissible Estimation of the Binomial Parameter $n$ . . . . . . . . . . . . . 1634--1641 Arthur Cohen and Shaw-Hwa Lo and Kesar Singh Acknowledgment of Priority: Estimating a Quantile of a Symmetric Distribution . . 1642--1642 Ludwig Fahrmeir and Heinz Kaufmann Correction: ``Consistency and Asymptotic Normality of the Maximum Likelihood Estimator in Generalized Linear Models'' 1643--1643
Donald Ylvisaker Prediction and Design . . . . . . . . . 1--19 A. H. Welsh The Trimmed Mean in the Linear Model . . 20--36 P. J. De Jongh and T. De Wet Discussion: The Trimmed Mean in the Linear Model . . . . . . . . . . . . . . 36--39 Roger Koenker Discussion: The Trimmed Mean in the Linear Model . . . . . . . . . . . . . . 39--44 A. H. Welsh Rejoinder: The Trimmed Mean in the Linear Model . . . . . . . . . . . . . . 44--45 I. V. Basawa Asymptotic Distributions of Prediction Errors and Related Tests of Fit for Nonstationary Processes . . . . . . . . 46--58 Jay H. Beder A Sieve Estimator for the Mean of a Gaussian Process . . . . . . . . . . . . 59--78 Heinz Kaufmann Regression Models for Nonstationary Categorical Time Series: Asymptotic Estimation Theory . . . . . . . . . . . 79--98 Alexander M. Samarov Robust Spectral Regression . . . . . . . 99--111 Jens-Peter Kreiss On Adaptive Estimation in Stationary ARMA Processes . . . . . . . . . . . . . 112--133 Daniel MacRae Keenan Limiting Behavior of Functionals of Higher-Order Sample Cumulant Spectra . . 134--151 J. S. Marron A Comparison of Cross-Validation Techniques in Density Estimation . . . . 152--162 Peter Hall and J. S. Marron On the Amount of Noise Inherent in Bandwidth Selection for a Kernel Density Estimator . . . . . . . . . . . . . . . 163--181 Hans-Georg Muller and Ulrich Stadtmuller Variable Bandwidth Kernel Estimators of Regression Curves . . . . . . . . . . . 182--201 Peter McCullagh and Daryl Pregibon $k$-Statistics and Dispersion Effects in Regression . . . . . . . . . . . . . . . 202--219 Leon Jay Gleser and Raymond J. Carroll and Paul P. Gallo The Limiting Distribution of Least Squares in an Errors-in-Variables Regression Model . . . . . . . . . . . . 220--233 David E. Tyler A Distribution-Free $M$-Estimator of Multivariate Scatter . . . . . . . . . . 234--251 Avi Mandelbaum and L. A. Shepp Admissibility as a Touchstone . . . . . 252--268 Reda Mazloum and Glen Meeden Using the Stepwise Bayes Technique to Choose Between Experiments . . . . . . . 269--277 Hajime Takahashi Asymptotic Expansions in Anscombe's Theorem for Repeated Significance Tests and Estimation after Sequential Testing 278--295 Nira Herrmann and Ted H. Szatrowski Sample Size Savings for Curtailed One-Sample Nonparametric Tests for Location Shift . . . . . . . . . . . . . 296--313 J. L. Jensen Standardized Log-Likelihood Ratio Statistics for Mixtures of Discrete and Continuous Observations . . . . . . . . 314--324 Kjell A. Doksum An Extension of Partial Likelihood Methods for Proportional Hazard Models to General Transformation Models . . . . 325--345 Suresh H. Moolgavkar and David J. Venzon Confidence Regions in Curved Exponential Families: Application to Matched Case-Control and Survival Studies with General Relative Risk Function . . . . . 346--359 Albert Y. Lo A Large Sample Study of the Bayesian Bootstrap . . . . . . . . . . . . . . . 360--375 D. T. Voss and A. M. Dean A Comparison of Classes of Single Replicate Factorial Designs . . . . . . 376--384 J. N. K. Rao and A. J. Scott On Simple Adjustments to Chi-Square Tests with Sample Survey Data . . . . . 385--397 Tertius de Wet and Ronald H. Randles On the Effect of Substituting Parameter Estimators in Limiting $ \chi^2 U $ and $V$ Statistics . . . . . . . . . . . . . 398--412 Steve Verrill and Richard A. Johnson The Asymptotic Equivalence of Some Modified Shapiro-Wilk Statistics-- Complete and Censored Sample Cases . . . 413--419 Yoshiki Kumazawa On Testing Whether New is Better Than Used Using Randomly Censored Data . . . 420--426 Luke Tierney An Alternative Regularity Condition for Hajek's Representation Theorem . . . . . 427--431 Avraham A. Melkman and Ya'acov Ritov Minimax Estimation of the Mean of a General Distribution when the Parameter Space is Restricted . . . . . . . . . . 432--442 David Fairley and Dennis K. Pearl and Joseph S. Verducci The Penalty for Assuming that a Monotone Regression is Linear . . . . . . . . . . 443--448 Don Edwards Extended-Paulson Sequential Selection 449--455 Sam Gutmann and Zakhar Maymin Is the Selected Population the Best? . . 456--461 Martin A. Koschat A Characterization of the Fieller Solution . . . . . . . . . . . . . . . . 462--468 Richard L. Dykstra and Tim Robertson Correction: ``Order Restricted Statistical Tests on Multinomial and Poisson Parameters: The Starshaped Restriction'' . . . . . . . . . . . . . 469--469 Rudolf Beran and Muni S. Srivastava Correction: ``Bootstrap Tests and Confidence Regions for Functions of a Covariance Matrix'' . . . . . . . . . . 470--471
Alan F. Karr Maximum Likelihood Estimation in the Multiplicative Intensity Model via Sieves . . . . . . . . . . . . . . . . . 473--490 Georg Neuhaus Local Asymptotics for Linear Rank Statistics with Estimated Score Functions . . . . . . . . . . . . . . . 491--512 P. J. Bickel and Y. Ritov Efficient Estimation in the Errors in Variables Model . . . . . . . . . . . . 513--540 David A. Hsieh and Charles F. Manski Monte Carlo Evidence on Adaptive Maximum Likelihood Estimation of a Regression 541--551 Yunshyong Chow Estimating Trajectories . . . . . . . . 552--567 N. Christopeit and G. Tosstorff Strong Consistency of Least-Squares Estimators in the Monotone Regression Model with Stochastic Regressors . . . . 568--586 Sara Van De Geer A New Approach to Least-Squares Estimation, with Applications . . . . . 587--602 J. A. Cristobal Cristobal and P. Faraldo Roca and W. Gonzalez Manteiga A Class of Linear Regression Parameter Estimators Constructed by Nonparametric Estimation . . . . . . . . . . . . . . . 603--609 Hans-Georg Muller and Ulrich Stadtmuller Estimation of Heteroscedasticity in Regression Analysis . . . . . . . . . . 610--625 A. H. Welsh One-Step $L$-Estimators for the Linear Model . . . . . . . . . . . . . . . . . 626--641 Victor J. Yohai High Breakdown-Point and High Efficiency Robust Estimates for Regression . . . . 642--656 Douglas G. Simpson and Raymond J. Carroll and David Ruppert $M$-Estimation for Discrete Data: Asymptotic Distribution Theory and Implications . . . . . . . . . . . . . . 657--669 I. J. Good and J. F. Crook The Robustness and Sensitivity of the Mixed-Dirichlet Bayesian Test for ``Independence'' in Contingency Tables 670--693 I. J. Good and Y. Mittal The Amalgamation and Geometry of Two-by-Two Contingency Tables . . . . . 694--711 Ching-Shui Cheng An Optimization Problem with Applications to Optimal Design Theory 712--723 K. B. Athreya Bootstrap of the Mean in the Infinite Variance Case . . . . . . . . . . . . . 724--731 P. Svante Eriksen Proportionality of Covariance Matrices 732--748 Moshe Pollak Average Run Lengths of an Optimal Method of Detecting a Change in Distribution 749--779 Deborah Nolan and David Pollard $U$-Processes: Rates of Convergence . . 780--799 Mo Suk Chow A Complete Class Theorem for Estimating a Noncentrality Parameter . . . . . . . 800--804 Arthur Cohen and Harold B. Sackrowitz Unbiasedness of Tests for Homogeneity 805--816 Malay Ghosh and David M. Nickerson and Pranab K. Sen Sequential Shrinkage Estimation . . . . 817--829 Peter C. Fishburn and Irving H. LaValle A Nonlinear, Nontransitive and Additive-Probability Model for Decisions Under Uncertainty . . . . . . . . . . . 830--844 Eugenio Regazzini De Finetti's Coherence and Statistical Inference . . . . . . . . . . . . . . . 845--864 Eugene F. Schuster Identifying the Closest Symmetric Distribution or Density Function . . . . 865--874 J. C. van Houwelingen Monotone Empirical Bayes Test for Uniform Distributions Using the Maximum Likelihood Estimator of a Decreasing Density . . . . . . . . . . . . . . . . 875--879 Lee K. Jones On a Conjecture of Huber Concerning the Convergence of Projection Pursuit Regression . . . . . . . . . . . . . . . 880--882 M. Woodroofe Correction: ``Estimating a Distribution Function with Truncated Data'' . . . . . 883--883 H. L. MacGillivray Correction: ``Skewness and Asymmetry: Measures and Orderings'' . . . . . . . . 884--884
T. P. Speed What is an Analysis of Variance? . . . . 885--910 T. W. Anderson Discussion: What is an Analysis of Variance? . . . . . . . . . . . . . . . 911--913 R. A. Bailey Discussion: What is an Analysis of Variance? . . . . . . . . . . . . . . . 913--916 David R. Brillinger Discussion: What is an Analysis of Variance? . . . . . . . . . . . . . . . 916--917 Persi Diaconis Discussion: What is an Analysis of Variance? . . . . . . . . . . . . . . . 917--921 Franklin A. Graybill Discussion: What is an Analysis of Variance? . . . . . . . . . . . . . . . 921--923 E. J. Hannan and C. H. Hesse Discussion: What is an Analysis of Variance? . . . . . . . . . . . . . . . 923--924 Oscar Kempthorne Discussion: What is an Analysis of Variance? . . . . . . . . . . . . . . . 925--929 J. A. Nelder Discussion: What is an Analysis of Variance? . . . . . . . . . . . . . . . 930--931 Tue Tjur Discussion: What is an Analysis of Variance? . . . . . . . . . . . . . . . 931--932 Randall D. Tobias Discussion: What is an Analysis of Variance? . . . . . . . . . . . . . . . 932--936 John W. Tukey Discussion: What is an Analysis of Variance? . . . . . . . . . . . . . . . 936--937 J. W. Tukey What is an Analysis of Variance --- Discussion . . . . . . . . . . . . . . . 936--937 T. P. Speed Rejoinder: What is an Analysis of Variance? . . . . . . . . . . . . . . . 937--941 Norbert Gaffke Further Characterizations of Design Optimality and Admissibility for Partial Parameter Estimation in Linear Regression . . . . . . . . . . . . . . . 942--957 Ker-Chau Li Asymptotic Optimality for $ C_p, C_L $, Cross-Validation and Generalized Cross-Validation: Discrete Index Set . . 958--975 P. K. Bhattacharya and Y. P. Mack Weak Convergence of $k$-NN Density and Regression Estimators with Varying $k$ and Applications . . . . . . . . . . . . 976--994 Lucien Birge Estimating a Density under Order Restrictions: Nonasymptotic Minimax Risk 995--1012 Lucien Birge On the Risk of Histograms for Estimating Decreasing Densities . . . . . . . . . . 1013--1022 Atsuyuki Kogure Asymptotically Optimal Cells for a Histogram . . . . . . . . . . . . . . . 1023--1030 Arthur Sieders and Kacha Dzhaparidze A Large Deviation Result for Parameter Estimators and its Application to Nonlinear Regression Analysis . . . . . 1031--1049 N. H. Chan and C. Z. Wei Asymptotic Inference for Nearly Nonstationary AR(1) Processes . . . . . 1050--1063 Sinsup Cho and Robert B. Miller Model-Free One-Step-Ahead Prediction Intervals: Asymptotic Theory and Small Sample Simulations . . . . . . . . . . . 1064--1078 T. N. Sriram Sequential Estimation of the Mean of a First-Order Stationary Autoregressive Process . . . . . . . . . . . . . . . . 1079--1090 Tze Leung Lai Adaptive Treatment Allocation and the Multi-Armed Bandit Problem . . . . . . . 1091--1114 C. Z. Wei Multivariate Adaptive Stochastic Approximation . . . . . . . . . . . . . 1115--1130 R. Beran and P. W. Millar Stochastic Estimation and Testing . . . 1131--1154 Lajos Horváth and Brian S. Yandell Convergence Rates for the Bootstrapped Product-Limit Process . . . . . . . . . 1155--1173 Richard L. Smith Estimating Tails of Probability Distributions . . . . . . . . . . . . . 1174--1207 B. F. Schriever An Ordering for Positive Dependence . . 1208--1214 Robert A. Koyak On Measuring Internal Dependence in a Set of Random Variables . . . . . . . . 1215--1228 Avi Mandelbaum and Ludger Ruschendorf Complete and Symmetrically Complete Families of Distributions . . . . . . . 1229--1244 Tatsuya Kubokawa Admissible Minimax Estimation of a Common Mean of Two Normal Populations 1245--1256 Albert Y. Lo and Javier Cabrera Bayes Procedures for Rotationally Symmetric Models on the Sphere . . . . . 1257--1268 P. L. Davies Asymptotic Behaviour of $S$-Estimates of Multivariate Location Parameters and Dispersion Matrices . . . . . . . . . . 1269--1292 Graciela Boente and Ricardo Fraiman and Victor J. Yohai Qualitative Robustness for Stochastic Processes . . . . . . . . . . . . . . . 1293--1312 Jia-Gang Wang A Note on the Uniform Consistency of the Kaplan--Meier Estimator . . . . . . . . 1313--1316 Luc Devroye An Application of the Efron--Stein Inequality in Density Estimation . . . . 1317--1320 Yi-Ching Yao Approximating the Distribution of the Maximum Likelihood Estimate of the Change-Point in a Sequence of Independent Random Variables . . . . . . 1321--1328 Ashim K. Mallik A Note on the Buyer's Problem . . . . . 1329--1331 P. Milasevic and G. R. Ducharme Uniqueness of the Spatial Median . . . . 1332--1333
Gunnar Blom Harald Cramér 1893--1985 . . . . . . . . 1335--1350 Leon Jay Gleser and Jiunn T. Hwang The Nonexistence of $ 100 (1 - \alpha) \% $ Confidence Sets of Finite Expected Diameter in Errors-in-Variables and Related Models . . . . . . . . . . . . . 1351--1362 George Casella Conditionally Acceptable Recentered Set Estimators . . . . . . . . . . . . . . . 1363--1371 Jon M. Maatta and George Casella Conditional Properties of Interval Estimators of the Normal Variance . . . 1372--1388 Peter J. Kempthorne Estimating the Mean of a Normal Distribution with Loss Equal to Squared Error Plus Complexity Cost . . . . . . . 1389--1400 Wilbert C. M. Kallenberg and Teresa Ledwina On Local and Nonlocal Measures of Efficiency . . . . . . . . . . . . . . . 1401--1420 B. Z. Bobrovsky and E. Mayer-Wolf and M. Zakai Some Classes of Global Cramér--Rao Bounds 1421--1438 Peter Walley Belief Function Representations of Statistical Evidence . . . . . . . . . . 1439--1465 Robert Keener and Edward Rothman and Norman Starr Distributions on Partitions . . . . . . 1466--1481 Yosef Rinott and Ester Samuel-Cahn Comparisons of Optimal Stopping Values and Prophet Inequalities for Negatively Dependent Random Variables . . . . . . . 1482--1490 Peter Hall On Kullback--Leibler Loss and Density Estimation . . . . . . . . . . . . . . . 1491--1519 J. S. Marron and W. J. Padgett Asymptotically Optimal Bandwidth Selection for Kernel Density Estimators from Randomly Right-Censored Samples . . 1520--1535 Myron N. Chang and Grace L. Yang Strong Consistency of a Nonparametric Estimator of the Survival Function with Doubly Censored Data . . . . . . . . . . 1536--1547 Chris A. J. Klaassen Consistent Estimation of the Influence Function of Locally Asymptotically Linear Estimators . . . . . . . . . . . 1548--1562 Jun Shao and C. F. J. Wu Heteroscedasticity-Robustness of Jackknife Variance Estimators in Linear Models . . . . . . . . . . . . . . . . . 1563--1579 Pranab Kumar Sen and A. K. M. Ehsanes Saleh On Preliminary Test and Shrinkage $M$-Estimation in Linear Models . . . . 1580--1592 Ching-Shui Cheng An Application of the Kiefer--Wolfowitz Equivalence Theorem to a Problem in Hadamard Transform Optics . . . . . . . 1593--1603 J. Kunert and R. J. Martin On the Optimality of Finite Williams II(a) Designs . . . . . . . . . . . . . 1604--1628 John Stufken $A$-Optimal Block Designs for Comparing Test Treatments with a Control . . . . . 1629--1638 Morris L. Eaton and Ingram Olkin Best Equivariant Estimators of a Cholesky Decomposition . . . . . . . . . 1639--1650 Pui Lam Leung and Robb J. Muirhead Estimation of Parameter Matrices and Eigenvalues in MANOVA and Canonical Correlation Analysis . . . . . . . . . . 1651--1666 C. Z. Wei Adaptive Prediction by Least Squares Predictors in Stochastic Regression Models with Applications to Time Series 1667--1682 T. W. Epps Testing That a Stationary Time Series is Gaussian . . . . . . . . . . . . . . . . 1683--1698 P. Jeganathan Strong Convergence of Distributions of Estimators . . . . . . . . . . . . . . . 1699--1708 Robert Keener A Note on the Variance of a Stopping Time . . . . . . . . . . . . . . . . . . 1709--1712 Regina Y. Liu and Kesar Singh On a Partial Correction by the Bootstrap 1713--1718
David R. Brillinger Some Statistical Methods for Random Process Data from Seismology and Neurophysiology . . . . . . . . . . . . 1--54 Michael L. Stein Asymptotically Efficient Prediction of a Random Field with a Misspecified Covariance Function . . . . . . . . . . 55--63 Steven G. Self and Ross L. Prentice Asymptotic Distribution Theory and Efficiency Results for Case-Cohort Studies . . . . . . . . . . . . . . . . 64--81 Alois Kneip and Theo Gasser Convergence and Consistency Results for Self-Modeling Nonlinear Regression . . . 82--112 Dennis Cox and Eunmee Koh and Grace Wahba and Brian S. Yandell Testing the (Parametric) Null Model Hypothesis in (Semiparametric) Partial and Generalized Spline Models . . . . . 113--119 W. Hardle and A. B. Tsybakov Robust Nonparametric Regression with Simultaneous Scale Curve Estimation . . 120--135 Hung Chen Convergence Rates for Parametric Components in a Partly Linear Model . . 136--146 Yasuo Amemiya and Wayne A. Fuller Estimation for the Nonlinear Functional Relationship . . . . . . . . . . . . . . 147--160 Peter Hall and J. S. Marron Choice of Kernel Order in Density Estimation . . . . . . . . . . . . . . . 161--173 Samuel D. Oman Confidence Regions in Multivariate Calibration . . . . . . . . . . . . . . 174--187 E. Carlstein Nonparametric Change-Point Estimation 188--197 Jaap Praagman Bahadur Efficiency of Rank Tests for the Change-Point Problem . . . . . . . . . . 198--217 Seiji Nabeya and Katsuto Tanaka Asymptotic Theory of a Test for the Constancy of Regression Coefficients Against the Random Walk Alternative . . 218--235 David Assaf A Dynamic Sampling Approach for Detecting a Change in Distribution . . . 236--253 Stephen G. Eick The Two-Armed Bandit with Delayed Responses . . . . . . . . . . . . . . . 254--264 Peter M. Hooper Simultaneous Estimation and Prediction Using the Expected Coverage Measure Criterion . . . . . . . . . . . . . . . 265--277 Malay Ghosh and Ming-Chung Yang Simultaneous Estimation of Poisson Means Under Entropy Loss . . . . . . . . . . . 278--291 Zbigniew Szkutnik Most Powerful Invariant Tests for Binormality . . . . . . . . . . . . . . 292--301 Soren Tolver Jensen Covariance Hypotheses Which are Linear in Both the Covariance and the Inverse Covariance . . . . . . . . . . . . . . . 302--322 O. E. Barndorff-Nielsen and P. Blaesild Combination of Reproductive Models . . . 323--341 Dominique M. A. Haughton On the Choice of a Model to Fit Data from an Exponential Family . . . . . . . 342--355 Stephen Portnoy Asymptotic Behavior of Likelihood Methods for Exponential Families when the Number of Parameters Tends to Infinity . . . . . . . . . . . . . . . . 356--366 N. H. Chan and C. Z. Wei Limiting Distributions of Least Squares Estimates of Unstable Autoregressive Processes . . . . . . . . . . . . . . . 367--401 Marc Hallin and Madan L. Puri Optimal Rank-Based Procedures for Time Series Analysis: Testing an ARMA Model Against Other ARMA Models . . . . . . . 402--432 Peter Guttorp and Richard A. Lockhart On the Asymptotic Distribution of Quadratic Forms in Uniform Order Statistics . . . . . . . . . . . . . . . 433--449 Pranab Kumar Sen Functional Jackknifing: Rationality and General Asymptotics . . . . . . . . . . 450--469 Philippe Caperaa Tail Ordering and Asymptotic Efficiency of Rank Tests . . . . . . . . . . . . . 470--478 Robert Tibshirani Correction: Discussion of ``Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis'' by C. F. J. Wu 479--479 A. H. Welsh Correction: ``The Trimmed Mean in the Linear Model'' . . . . . . . . . . . . . 480--480 A. H. Welsh Correction: ``One-Step $L$-Estimators for the Linear Model'' . . . . . . . . . 481--481
Lucien Le Cam and Grace L. Yang On the Preservation of Local Asymptotic Normality under Information Loss . . . . 483--520 E. L. Lehmann Comparing Location Experiments . . . . . 521--533 Christopher G. Small and D. L. McLeish Generalizations of Ancillarity, Completeness and Sufficiency in an Inference Function Space . . . . . . . . 534--551 David L. Donoho and Richard C. Liu The ``Automatic'' Robustness of Minimum Distance Functionals . . . . . . . . . . 552--586 David L. Donoho and Richard C. Liu Pathologies of some Minimum Distance Estimators . . . . . . . . . . . . . . . 587--608 Daijin Ko and Peter Guttorp Robustness of Estimators for Directional Data . . . . . . . . . . . . . . . . . . 609--618 R. Grubel The Length of the Shorth . . . . . . . . 619--628 Joseph P. Romano On Weak Convergence and Optimality of Kernel Density Estimates of the Mode . . 629--647 Jay H. Beder A Sieve Estimator for the Covariance of a Gaussian Process . . . . . . . . . . . 648--660 Min-Te Chao and Shaw-Hwa Lo Some Representations of the Nonparametric Maximum Likelihood Estimators with Truncated Data . . . . . 661--668 Leslaw Gajek On the Minimax Value in the Scale Model with Truncated Data . . . . . . . . . . 669--677 O. Pons and E. de Turckheim Cox's Periodic Regression Model . . . . 678--693 Dennis D. Cox Approximation of Method of Regularization Estimators . . . . . . . 694--712 Dennis D. Cox Approximation of Least Squares Regression on Nested Subspaces . . . . . 713--732 James W. Neill Testing for Lack of Fit in Nonlinear Regression . . . . . . . . . . . . . . . 733--740 Hari Mukerjee Monotone Nonparametric Regression . . . 741--750 Chu-In Charles Lee Quadratic Loss of Order Restricted Estimators for Treatment Means with a Control . . . . . . . . . . . . . . . . 751--758 T. W. Anderson and Yasuo Amemiya The Asymptotic Normal Distribution of Estimators in Factor Analysis under General Conditions . . . . . . . . . . . 759--771 Norbert Henze A Multivariate Two-Sample Test Based on the Number of Nearest Neighbor Type Coincidences . . . . . . . . . . . . . . 772--783 E. J. Hannan and D. S. Poskitt Unit Canonical Correlations between Future and Past . . . . . . . . . . . . 784--790 Yoshihiro Yajima On Estimation of a Regression Model with Long-Memory Stationary Errors . . . . . 791--807 Rainer Dahlhaus Small Sample Effects in Time Series Analysis: A New Asymptotic Theory and a New Estimate . . . . . . . . . . . . . . 808--841 Jeffrey D. Hart An ARMA Type Probability Density Estimator . . . . . . . . . . . . . . . 842--855 Tze Leung Lai Nearly Optimal Sequential Tests of Composite Hypotheses . . . . . . . . . . 856--886 Murray K. Clayton and Jeffrey A. Witmer Two-Stage Bandits . . . . . . . . . . . 887--894 J. E. H. Shaw A Quasirandom Approach to Integration in Bayesian Statistics . . . . . . . . . . 895--914 Harry Joe Majorization, Entropy and Paired Comparisons . . . . . . . . . . . . . . 915--925 Luke Tierney Acknowledgement of Priority: An Alternative Regularity Condition for Hajek's Representation Theorem . . . . . 926--926
Peter Hall Theoretical Comparison of Bootstrap Confidence Intervals . . . . . . . . . . 927--953 Chongen Bai and Richard A. Olshen Discussion: Theoretical Comparison of Bootstrap Confidence Intervals . . . . . 953--956 Rudolf Beran Discussion: Theoretical Comparison of Bootstrap Confidence Intervals . . . . . 956--959 Peter J. Bickel Discussion: Theoretical Comparison of Bootstrap Confidence Intervals . . . . . 959--961 Stephen T. Buckland and Paul H. Garthwaite and Howard G. Lovell Discussion: Theoretical Comparison of Bootstrap Confidence Intervals . . . . . 962--965 Thomas J. DiCiccio and Joseph P. Romano Discussion: Theoretical Comparison of Bootstrap Confidence Intervals . . . . . 965--969 B. Efron Discussion: Theoretical Comparison of Bootstrap Confidence Intervals . . . . . 969--972 Wei-Yin Loh Discussion: Theoretical Comparison of Bootstrap Confidence Intervals . . . . . 972--976 J. Robinson Discussion: Theoretical Comparison of Bootstrap Confidence Intervals . . . . . 976--977 Regina Y. Liu and Kesar Singh Discussion: Theoretical Comparison of Bootstrap Confidence Intervals . . . . . 978--979 Michael R. Veall Discussion: Theoretical Comparison of Bootstrap Confidence Intervals . . . . . 979--981 Peter Hall Rejoinder: Theoretical Comparison of Bootstrap Confidence Intervals . . . . . 981--985 Jun Shao On Resampling Methods for Variance and Bias Estimation in Linear Models . . . . 986--1008 O. E. Barndorff-Nielsen and P. E. Jupp Differential Geometry, Profile Likelihood, $L$-Sufficiency and Composite Transformation Models . . . . 1009--1043 Shun-Ichi Amari and Masayuki Kumon Estimation in the Presence of Infinitely many Nuisance Parameters--Geometry of Estimating Functions . . . . . . . . . . 1044--1068 Richard D. Gill and Yehuda Vardi and Jon A. Wellner Large Sample Theory of Empirical Distributions in Biased Sampling Models 1069--1112 P. Major and L. Rejto Strong Embedding of the Estimator of the Distribution Function under Random Censorship . . . . . . . . . . . . . . . 1113--1132 E. Arjas and P. Haara A Note on the Asymptotic Normality in the Cox Regression Model . . . . . . . . 1133--1140 Robert J. Gray A Class of $K$-Sample Tests for Comparing the Cumulative Incidence of a Competing Risk . . . . . . . . . . . . . 1141--1154 R. T. Smythe Conditional Inference for Restricted Randomization Designs . . . . . . . . . 1155--1161 Luc Devroye Asymptotic Performance Bounds for the Kernel Estimate . . . . . . . . . . . . 1162--1179 Yannis G. Yatracos A Lower Bound on the Error in Nonparametric Regression Type Problems 1180--1187 Daniel C. Coster and Ching-Shui Cheng Minimum Cost Trend-Free Run Orders of Fractional Factorial Designs . . . . . . 1188--1205 John P. Morgan and I. M. Chakravarti Block Designs for First and Second Order Neighbor Correlations . . . . . . . . . 1206--1224 Yong B. Lim and W. J. Studden Efficient $ D_s $-Optimal Designs for Multivariate Polynomial Regression on the $q$-Cube . . . . . . . . . . . . . . 1225--1240 Mehmet Zeytinoglu and Max Mintz Robust Fixed Size Confidence Procedures for a Restricted Parameter Space . . . . 1241--1253 Yaakov Friedman and Alexander Gelman and Eswar Phadia Best Invariant Estimation of a Distribution Function under the Kolmogorov--Smirnov Loss Function . . . 1254--1261 Andrew L. Rukhin Loss Functions for Loss Estimation . . . 1262--1269 Rohana J. Karunamuni On Empirical Bayes Testing with Sequential Components . . . . . . . . . 1270--1282 P. Jeganathan On the Strong Approximation of the Distributions of Estimators in Linear Stochastic Models, I and II: Stationary and Explosive AR Models . . . . . . . . 1283--1314 Shean-Tsong Chiu Weighted Least Squares Estimators on the Frequency Domain for the Parameters of a Time Series . . . . . . . . . . . . . . 1315--1326 Paul S. Horn On the Stochastic Ordering of Absolute Univariate Gaussian Random Variables . . 1327--1329 Hung Chen Lower Rate of Convergence for Locating a Maximum of a Function . . . . . . . . . 1330--1334 Yoshiko Nogami Convergence Rates for Empirical Bayes Estimation in the Uniform $ U(0, \theta) $ Distribution . . . . . . . . . . . . . 1335--1341 Georg Neuhaus Addendum to: ``Local Asymptotics for Linear Rank Statistics with Estimated Score Functions'' . . . . . . . . . . . 1342--1343
Vaclav Fabian Polynomial Estimation of Regression Functions with the Supremum Norm Error 1345--1368 Jack Cuzick Rank Regression . . . . . . . . . . . . 1369--1389 David L. Donoho One-Sided Inference about Functionals of a Density . . . . . . . . . . . . . . . 1390--1420 Daren B. H. Cline Admissible Kernel Estimators of a Multivariate Density . . . . . . . . . . 1421--1427 W. Hardle and P. Janssen and R. Serfling Strong Uniform Consistency Rates for Estimators of Conditional Functionals 1428--1449 A. W. van der Vaart Estimating a Real Parameter in a Class of Semiparametric Models . . . . . . . . 1450--1474 Dorota M. Dabrowska Kaplan--Meier Estimate on the Plane . . 1475--1489 Michael G. Akritas Rank Tests with Interval-Censored Data 1490--1502 E. V. Khmaladze An Innovation Approach to Goodness-of-Fit Tests in $ R^m $ . . . . 1503--1516 Jitka Dupacova and Roger Wets Asymptotic Behavior of Statistical Estimators and of Optimal Solutions of Stochastic Optimization Problems . . . . 1517--1549 Nathaniel Schenker and A. H. Welsh Asymptotic Results for Multiple Imputation . . . . . . . . . . . . . . . 1550--1566 Lawrence D. Brown Admissibility in Discrete and Continuous Invariant Nonparametric Estimation Problems and in their Multinomial Analogs . . . . . . . . . . . . . . . . 1567--1593 Peter J. Kempthorne Controlling Risks under Different Loss Functions: The Compromise Decision Problem . . . . . . . . . . . . . . . . 1594--1608 David Edelman Estimation of the Mixing Distribution for a Normal Mean with Applications to the Compound Decision Problem . . . . . 1609--1622 L. A. Li and N. Sedransk Mixtures of Distributions: A Topological Approach . . . . . . . . . . . . . . . . 1623--1634 TaChen Liang On the Convergence Rates of Empirical Bayes Rules for Two-Action Problems: Discrete Case . . . . . . . . . . . . . 1635--1642 Inchi Hu Repeated Significance Tests for Exponential Families . . . . . . . . . . 1643--1666 T. W. Epps Testing that a Gaussian Process is Stationary . . . . . . . . . . . . . . . 1667--1683 Albert Y. Lo A Bayesian Bootstrap for a Finite Population . . . . . . . . . . . . . . . 1684--1695 Regina Y. Liu Bootstrap Procedures under some Non-I.I.D. Models . . . . . . . . . . . 1696--1708 Arup Bose Edgeworth Correction by Bootstrap in Autoregressions . . . . . . . . . . . . 1709--1722 D. T. Voss Single-Generator Generalized Cyclic Factorial Designs as Pseudofactor Designs . . . . . . . . . . . . . . . . 1723--1726 Thomas Mathew and Bimal Kumar Sinha Optimum Tests in Unbalanced Two-Way Models without Interaction . . . . . . . 1727--1740 Edward W. Frees Correction: ``Nonparametric Renewal Function Estimation'' . . . . . . . . . 1741--1741
Ulf Grenander Advances in Pattern Theory . . . . . . . 1--30 S. L. Lauritzen and N. Wermuth Graphical Models for Associations between Variables, some of which are Qualitative and some Quantitative . . . 31--57 David L. Donoho and Iain M. Johnstone Projection-Based Approximation and a Duality with Kernel Methods . . . . . . 58--106 Andrew R. Barron Uniformly Powerful Goodness of Fit Tests 107--124 R. Beran and P. W. Millar A Stochastic Minimum Distance Test for Multivariate Parametric Models . . . . . 125--140 Joseph P. Romano Bootstrap and Randomization Tests of some Nonparametric Hypotheses . . . . . 141--159 Rabi Bhattacharya and Maher Qumsiyeh Second Order and $ L^p $-Comparisons between the Bootstrap and Empirical Edgeworth Expansion Methodologies . . . 160--169 Karl O. Friedrich A Berry--Esseen Bound for Functions of Independent Random Variables . . . . . . 170--183 Iain Johnstone and David Siegmund On Hotelling's Formula for the Volume of Tubes and Naiman's Inequality . . . . . 184--194 Niels Christian and Bang Jespersen On the Structure of Transformation Models . . . . . . . . . . . . . . . . . 195--208 Lawrence D. Brown and John I. Marden Complete Class Results for Hypothesis Testing Problems with Simple Null Hypotheses . . . . . . . . . . . . . . . 209--235 Arthur Cohen and John I. Marden On the Admissibility and Consistency of Tests for Homogeneity of Variances . . . 236--251 Lawrence D. Brown and Jiunn T. Hwang Universal Domination and Stochastic Domination: $U$-Admissibility and $U$- Inadmissibility of the Least Squares Estimator . . . . . . . . . . . . . . . 252--267 Roger H. Farrell and Witold Klonecki and Stefan Zontek All Admissible Linear Estimators of the Vector of Gamma Scale Parameters with Application to Random Effects Models . . 268--281 Stephen M. Miller Empirical Processes Based upon Residuals from Errors-in-Variables Regressions . . 282--292 Ted Chang Spherical Regression with Errors in Variables . . . . . . . . . . . . . . . 293--306 Louis-Paul Rivest Spherical Regression for Concentrated Fisher--von Mises Distributions . . . . 307--317 Peter H. Westfall Power Comparisons for Invariant Variance Ratio Tests in Mixed Anova Models . . . 318--326 John Collins and Douglas Wiens Minimax Properties of $M$-, $R$- and $L$-Estimators of Location in Lévy Neighbourhoods . . . . . . . . . . . . . 327--336 A. H. Welsh On $M$-Processes and $M$-Estimation . . 337--361 Stephen Portnoy and Roger Koenker Adaptive $L$-Estimation for Linear Models . . . . . . . . . . . . . . . . . 362--381 Enno Mammen Asymptotics with Increasing Dimension for Robust Regression with Applications to the Bootstrap . . . . . . . . . . . . 382--400 Yuzo Hosoya The Bracketing Condition for Limit Theorems on Stationary Linear Processes 401--418 Nicolaos G. Fountis and David A. Dickey Testing for a Unit Root Nonstationarity in Multivariate Autoregressive Time Series . . . . . . . . . . . . . . . . . 419--428 Y. L. Tong Inequalities for a Class of Positively Dependent Random Variables with a Common Marginal . . . . . . . . . . . . . . . . 429--435 Kenneth S. Alexander A Counterexample to a Correlation Inequality in Finite Sampling . . . . . 436--439 Hani Doss and Jayaram Sethuraman The Price of Bias Reduction when there is no Unbiased Estimate . . . . . . . . 440--442 G. J. Babu and K. Singh On Edgeworth Expansions in the Mixture Cases . . . . . . . . . . . . . . . . . 443--447 A. Hedayat and J. Stufken On the Maximum Number of Constraints in Orthogonal Arrays . . . . . . . . . . . 448--451 Michael Woodroofe Correction: ``Asymptotic Local Minimaxity in Sequential Point Estimation'' . . . . . . . . . . . . . . 452--452
Andreas Buja and Trevor Hastie and Robert Tibshirani Linear Smoothers and Additive Models . . 453--510 Leo Breiman Discussion: Linear Smoothers and Additive Models . . . . . . . . . . . . 510--515 Zehua Chen and Chong Gu and Grace Wahba Discussion: Linear Smoothers and Additive Models . . . . . . . . . . . . 515--522 Dennis D. Cox Discussion: Linear Smoothers and Additive Models . . . . . . . . . . . . 522--525 R. L. Eubank and P. Speckman Discussion: Linear Smoothers and Additive Models . . . . . . . . . . . . 525--529 Walter Gander and Gene H. Golub Discussion: Linear Smoothers and Additive Models . . . . . . . . . . . . 529--532 Theo Gasser and Alois Kneip Discussion: Linear Smoothers and Additive Models . . . . . . . . . . . . 532--535 Robert Kohn and Craig F. Ansley Discussion: Linear Smoothers and Additive Models . . . . . . . . . . . . 535--540 D. M. Titterington Discussion: Linear Smoothers and Additive Models . . . . . . . . . . . . 540--543 Andreas Buja and Trevor Hastie and Robert Tibshirani Rejoinder: Linear Smoothers and Additive Models . . . . . . . . . . . . . . . . . 543--555 Douglas W. Nychka and Dennis D. Cox Convergence Rates for Regularized Solutions of Integral Equations from Discrete Noisy Data . . . . . . . . . . 556--572 Peter Hall On Projection Pursuit Regression . . . . 573--588 Peter Hall On Polynomial-Based Projection Indices for Exploratory Projection Pursuit . . . 589--605 Young K. Truong Asymptotic Properties of Kernel Estimators Based on Local Medians . . . 606--617 W. J. Studden Note on some $ \phi_p$-Optimal Designs for Polynomial Regression . . . . . . . 618--623 Nicholas Lange and Louise Ryan Assessing Normality in Random Effects Models . . . . . . . . . . . . . . . . . 624--642 Paul R. Rosenbaum On Permutation Tests for Hidden Biases in Observational Studies: An Application of Holley's Inequality to the Savage Lattice . . . . . . . . . . . . . . . . 643--653 J. Q. Smith Influence Diagrams for Statistical Modelling . . . . . . . . . . . . . . . 654--672 Ronald Christensen Lack-of-Fit Tests Based on Near or Exact Replicates . . . . . . . . . . . . . . . 673--683 Evarist Gine and Joel Zinn Necessary Conditions for the Bootstrap of the Mean . . . . . . . . . . . . . . 684--691 Peter Hall and Thomas J. DiCiccio and Joseph P. Romano On Smoothing and the Bootstrap . . . . . 692--704 Chung-Sing Weng On a Second-Order Asymptotic Property of the Bayesian Bootstrap Mean . . . . . . 705--710 Bruce G. Lindsay On the Determinants of Moment Matrices 711--721 Bruce G. Lindsay Moment Matrices: Applications in Mixtures . . . . . . . . . . . . . . . . 722--740 Shaul K. Bar-Lev and Daoud Bshouty Rational Variance Functions . . . . . . 741--748 Hani Doss On Estimating the Dependence Between Two Point Processes . . . . . . . . . . . . 749--763 Hani Doss and Steven Freitag and Frank Proschan Estimating Jointly System and Component Reliabilities Using a Mutual Censorship Approach . . . . . . . . . . . . . . . . 764--782 Gordon Simons and Yi-Ching Yao and Xizhi Wu Sequential Tests for the Drift of a Wiener Process with a Smooth Prior, and the Heat Equation . . . . . . . . . . . 783--792 David Assaf and Ya'acov Ritov Dynamic Sampling Procedures for Detecting a Change in the Drift of Brownian Motion: A Non-Bayesian Model 793--800 Inchi Hu and C. Z. Wei Irreversible Adaptive Allocation Rules 801--823 Keith Knight Consistency of Akaike's Information Criterion for Infinite Variance Autoregressive Processes . . . . . . . . 824--840 Alexander Shapiro Asymptotic Properties of Statistical Estimators in Stochastic Programming . . 841--858 Chris A. J. Klaassen Estimators and Spread . . . . . . . . . 859--867 S. Sivaganesan and James O. Berger Ranges of Posterior Measures for Priors with Unimodal Contaminations . . . . . . 868--889 K. L. Lu and James O. Berger Estimation of Normal Means: Frequentist Estimation of Loss . . . . . . . . . . . 890--906 David Heath and William Sudderth Coherent Inference from Improper Priors and from Finitely Additive Priors . . . 907--919 Takeaki Kariya Equivariant Estimation in a Model with an Ancillary Statistic . . . . . . . . . 920--928 Aksel Bertelsen On Non-Null Distributions Connected with Testing Reality of a Complex Normal Distribution . . . . . . . . . . . . . . 929--936 Robert E. Kelly Stochastic Reduction of Loss in Estimating Normal Means by Isotonic Regression . . . . . . . . . . . . . . . 937--940 E. M. Hemerly and M. H. A. Davis Strong Consistency of the PLS Criterion for Order Determination of Autoregressive Processes . . . . . . . . 941--946 I. J. Good and Y. Mittal Addendum: The Amalgamation and Geometry of Two-by-Two Contingency Tables . . . . 947--947 Takeaki Kariya Correction: ``Robustness of Multivariate Tests'' . . . . . . . . . . . . . . . . 948--948
Persi Diaconis A Generalization of Spectral Analysis with Application to Ranked Data . . . . 949--979 Michael Stein Asymptotic Distributions of Minimum Norm Quadratic Estimators of the Covariance Function of a Gaussian Random Field . . 980--1000 Ker-Chau Li Honest Confidence Regions for Nonparametric Regression . . . . . . . . 1001--1008 Ker-Chau Li and Naihua Duan Regression Analysis Under Link Violation 1009--1052 Hans-Georg Muller Adaptive Nonparametric Peak Estimation 1053--1069 Michel Broniatowski and Paul Deheuvels and Luc Devroye On the Relationship Between Stability of Extreme Order Statistics and Convergence of the Maximum Likelihood Kernel Density Estimate . . . . . . . . . . . . . . . . 1070--1086 Michael Woodroofe Very Weak Expansions for Sequentially Designed Experiments: Linear Models . . 1087--1102 Walter Schneller Edgeworth Expansions for Linear Rank Statistics . . . . . . . . . . . . . . . 1103--1123 Yasunori Fujikoshi and Ryoichi Shimizu Asymptotic Expansions of Some Mixtures of the Multivariate Normal Distribution and Their Error Bounds . . . . . . . . . 1124--1132 Martin Jacobsen Right Censoring and Martingale Methods for Failure Time Data . . . . . . . . . 1133--1156 Dorota M. Dabrowska Uniform Consistency of the Kernel Conditional Kaplan--Meier Estimate . . . 1157--1167 Keith Knight On the Bootstrap of the Sample Mean in the Infinite Variance Case . . . . . . . 1168--1175 Jun Shao and C. F. J. Wu A General Theory for Jackknife Variance Estimation . . . . . . . . . . . . . . . 1176--1197 Wilhelm Sauermann Bootstrapping the Maximum Likelihood Estimator in High-Dimensional Log-Linear Models . . . . . . . . . . . . . . . . . 1198--1216 Hans R. Kunsch The Jackknife and the Bootstrap for General Stationary Observations . . . . 1217--1241 Graciela Boente and Ricardo Fraiman Robust Nonparametric Regression Estimation for Dependent Observations 1242--1256 B. M. Potscher Model Selection Under Nonstationarity: Autoregressive Models and Stochastic Linear Regression Models . . . . . . . . 1257--1274 Robert A. Stine and Paul Shaman A Fixed Point Characterization for Bias of Autoregressive Estimators . . . . . . 1275--1284 F. C. Drost Generalized Chi-Square Goodness-of-Fit Tests for Location-Scale Models when the Number of Classes Tends to Infinity . . 1285--1300 Horst Stenger Asymptotic Analysis of Minimax Strategies in Survey Sampling . . . . . 1301--1314 Peter M. Hooper Minimaxity of Randomized Optimal Designs 1315--1324 Theodore P. Hill and Y. L. Tong Optimal-Partitioning Inequalities in Classification and Multi-Hypotheses Testing . . . . . . . . . . . . . . . . 1325--1334 Mohamed Tahir An Asymptotic Lower Bound for the Local Minimax Regret in Sequential Point Estimation . . . . . . . . . . . . . . . 1335--1346 Qiqing Yu Inadmissibility of the Empirical Distribution Function in Continuous Invariant Problems . . . . . . . . . . . 1347--1359 Anirban DasGupta A General Theorem on Decision Theory for Nonnegative Functionals: with Applications . . . . . . . . . . . . . . 1360--1374 Pranab Kumar Sen and Tatsuya Kubokawa and A. K. Md. Ehsanes Saleh The Stein Paradox in the Sense of the Pitman Measure of Closeness . . . . . . 1375--1386 Larry Alan Wasserman A Robust Bayesian Interpretation of Likelihood Regions . . . . . . . . . . . 1387--1393 Thomas E. Armstrong and William D. Sudderth Locally Coherent Rates of Exchange . . . 1394--1408 Imre Csiszar A Geometric Interpretation of Darroch and Ratcliff's Generalized Iterative Scaling . . . . . . . . . . . . . . . . 1409--1413 L. D. Brown and Arthur Cohen and W. E. Strawderman Correction: ``Complete Classes for Sequential Tests of Hypotheses'' . . . . 1414--1416 Michael G. Akritas Correction: ``Empirical Processes Associated with $V$-Statistics and A Class of Estimators Under Random Censoring'' . . . . . . . . . . . . . . 1417--1417
Richard A. Olshen and Edmund N. Biden and Marilynn P. Wyatt and David H. Sutherland Gait Analysis and the Bootstrap . . . . 1419--1440 G. Stengle and J. E. Yukich Some New Vapnik--Chervonenkis Classes 1441--1446 Sandor Csorgo and David M. Mason Bootstrapping Empirical Functions . . . 1447--1471 William Navidi Edgeworth Expansions for Bootstrapping Regression Models . . . . . . . . . . . 1472--1478 I. V. Basawa and A. K. Mallik and W. P. McCormick and R. L. Taylor Bootstrapping Explosive Autoregressive Processes . . . . . . . . . . . . . . . 1479--1486 Aad van der Vaart On the Asymptotic Information Bound . . 1487--1500 Ake Svensson Estimation in some Counting Process Models with Multiplicative Structure . . 1501--1508 G. Meeden and M. Ghosh and C. Srinivasan and S. Vardeman The Admissibility of the Kaplan--Meier and other Maximum Likelihood Estimators in the Presence of Censoring . . . . . . 1509--1531 Lucien Birge The Grenander Estimator: A Nonasymptotic Approach . . . . . . . . . . . . . . . . 1532--1549 Lawrence J. Brunner and Albert Y. Lo Bayes Methods for a Symmetric Unimodal Density and its Mode . . . . . . . . . . 1550--1566 Prabir Burman and Keh-Wei Chen Nonparametric Estimation of a Regression Function . . . . . . . . . . . . . . . . 1567--1596 Yannis G. Yatracos A Regression Type Problem . . . . . . . 1597--1607 R. D. Martin and V. J. Yohai and R. H. Zamar Min-Max Bias Robust Regression . . . . . 1608--1630 Shelby J. Haberman Concavity and Estimation . . . . . . . . 1631--1661 Hendrik P. Lopuhaa On the Relation between $S$-Estimators and $M$-Estimators of Multivariate Location and Covariance . . . . . . . . 1662--1683 Louis Gordon Bounds for the Distribution of the Generalized Variance . . . . . . . . . . 1684--1692 Linda June Davis Intersection Union Tests for Strict Collapsibility in Three-Dimensional Contingency Tables . . . . . . . . . . . 1693--1708 Wei-Yin Loh Bounds on the Size of the $ \chi^2$-Test of Independence in a Contingency Table 1709--1722 B. T. Porteous Stochastic Inequalities Relating a Class of Log-Likelihood Ratio Statistics to their Asymptotic $ \chi^2 $ Distribution 1723--1734 Gerard Letac and Vanamamalai Seshadri The Expectation of $ X^1 $ as a Function of $ \mathbb {E}(X) $ for an Exponential Family on the Positive Line . . . . . . 1735--1741 Ulrich Muller-Funk and Friedrich Pukelsheim and Hermann Witting On the Attainment of the Cramér--Rao Bound in $ \mathbb {L}_r $-Differentiable Families of Distributions . . . . . . . . . . . . . 1742--1748 Rainer Dahlhaus Efficient Parameter Estimation for Self-Similar Processes . . . . . . . . . 1749--1766 Herold Dehling and Murad S. Taqqu The Empirical Process of some Long-Range Dependent Sequences with an Application to $U$-Statistics . . . . . . . . . . . 1767--1783 Hira L. Koul and Shlomo Levental Weak Convergence of the Residual Empirical Process in Explosive Autoregression . . . . . . . . . . . . . 1784--1794 Arnold L. M. Dekkers and Laurens De Haan On the Estimation of the Extreme-Value Index and Large Quantile Estimation . . 1795--1832 A. L. M. Dekkers and J. H. J. Einmahl and L. De Haan A Moment Estimator for the Index of an Extreme-Value Distribution . . . . . . . 1833--1855 Mark J. Schervish A General Method for Comparing Probability Assessors . . . . . . . . . 1856--1879 C. F. J. Wu Construction of $ 2^m 4^n $ Designs via a Grouping Scheme . . . . . . . . . . . 1880--1885 A. Hedayat and Bing-Ying Lin and J. Stufken The Construction of $ \Pi {\rm PS} $ Sampling Designs Through a Method of Emptying Boxes . . . . . . . . . . . . . 1886--1905 Y. S. Sathe and R. G. Shenoy $A$-Optimal Weighing Designs when $ N \equiv 3 (\bmod 4)$ . . . . . . . . . . 1906--1915 S. L. Lauritzen and N. Wermuth Correction: ``Graphical Models for Associations Between Variables, Some of which are Qualitative and Some Quantitative'' . . . . . . . . . . . . . 1916--1916 Kenneth S. Alexander Acknowledgment of Priority: A Counterexample to a Correlation Inequality in Finite Sampling . . . . . 1917--1917
Jack Cuzick Correction: ``Rank Regression'' . . . . 469--469 Wei-Yann Tsai and John Crowley Correction: ``A Large Sample Study of Generalized Maximum Likelihood Estimators from Incomplete Data via Self-Consistency'' . . . . . . . . . . . 470--470
Stephen Portnoy and Roger Koenker Correction: ``Adaptive $L$-Estimation for Linear Models'' . . . . . . . . . . 986--986
A. H. Welsh Correction: ``On $M$-Processes and $M$-Estimation'' . . . . . . . . . . . . 1500--1500
William Bell Correction: ``Signal Extraction for Nonstationary Time Series'' . . . . . . 2280--2280 Subir Ghosh Correction: ``On Main Effect plus One Plans for $ 2^m $ Factorials'' . . . . . 2281--2281 Stephen Portnoy Correction: ``Asymptotic Behavior of $M$ Estimators of $p$ Regression Parameters when $ p^2 / n$ is Large: II. Normal Approximation'' . . . . . . . . . . . . 2282--2282 Adam T. Martinsek Correction: ``Second Order Approximation to the Risk of a Sequential Procedure'' 2283--2283
David M. Mason and John H. Schuenemeyer Correction: ``A Modified Kolmogorov--Smirnov Test Sensitive to Tail Alternatives'' . . . . . . . . . . 620--621
Yuzo Hosoya and Masanobu Taniguchi Correction: ``A Central Limit Theorem for Stationary Processes and the Parameter Estimation of Linear Processes 1115--1117
Robert A. Wijsman Correction: ``Proper Action in Steps, with Application to Density Ratios of Maximal Invariants'' . . . . . . . . . . 2168--2169