Table of contents for issues of Annals of Mathematical Statistics

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Volume 22, Number 3, September, 1951
Volume 36, Number 6, December, 1965
Volume 1, Number 3, May, 1973
Volume 3, Number 1, January, 1975
Volume 3, Number 4, July, 1975
Volume 4, Number 3, May, 1976
Volume 4, Number 5, September, 1976
Volume 5, Number 2, March, 1977
Volume 6, Number 1, January, 1978
Volume 6, Number 2, March, 1978
Volume 7, Number 1, January, 1979
Volume 7, Number 4, July, 1979
Volume 7, Number 5, September, 1979
Volume 7, Number 6, November, 1979
Volume 8, Number 1, January, 1980
Volume 8, Number 2, March, 1980
Volume 8, Number 3, May, 1980
Volume 8, Number 4, July, 1980
Volume 8, Number 5, September, 1980
Volume 8, Number 6, November, 1980
Volume 9, Number 1, January, 1981
Volume 9, Number 2, March, 1981
Volume 9, Number 3, May, 1981
Volume 9, Number 4, July, 1981
Volume 9, Number 5, September, 1981
Volume 9, Number 6, November, 1981
Volume 10, Number 1, March, 1982
Volume 10, Number 2, June, 1982
Volume 10, Number 3, September, 1982
Volume 10, Number 4, December, 1982
Volume 11, Number 1, March, 1983
Volume 11, Number 2, June, 1983
Volume 11, Number 3, September, 1983
Volume 11, Number 4, December, 1983
Volume 12, Number 1, March, 1984
Volume 12, Number 2, June, 1984
Volume 12, Number 3, September, 1984
Volume 12, Number 4, December, 1984
Volume 13, Number 1, March, 1985
Volume 13, Number 2, June, 1985
Volume 13, Number 3, September, 1985
Volume 13, Number 4, December, 1985
Volume 14, Number 1, March, 1986
Volume 14, Number 2, June, 1986
Volume 14, Number 3, September, 1986
Volume 14, Number 4, December, 1986
Volume 15, Number 1, March, 1987
Volume 15, Number 2, June, 1987
Volume 15, Number 3, September, 1987
Volume 15, Number 4, December, 1987
Volume 16, Number 1, March, 1988
Volume 16, Number 2, June, 1988
Volume 16, Number 3, September, 1988
Volume 16, Number 4, December, 1988
Volume 17, Number 1, March, 1989
Volume 17, Number 2, June, 1989
Volume 17, Number 3, September, 1989
Volume 17, Number 4, December, 1989
Volume 18, Number 1, March, 1990
Volume 18, Number 2, June, 1990
Volume 18, Number 3, September, 1990
Volume 19, Number 4, December, 1991
Volume 20, Number 1, March, 1992
Volume 21, Number 2, June, 1993
Volume 21, Number 4, December, 1993


Annals of Mathematical Statistics
Volume 22, Number 3, September, 1951

                 T. W. Anderson   Estimating Linear Restrictions on
                                  Regression Coefficients for Multivariate
                                  Normal Distributions . . . . . . . . . . 327--351


Annals of Mathematical Statistics
Volume 36, Number 6, December, 1965

          Michael E. Tarter and   
              Virginia A. Clark   Properties of the Median and Other Order
                                  Statistics of Logistic Variates  . . . . 1779--1786


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

                      J. Fabius   Two Characterizations of the Dirichlet
                                  Distribution . . . . . . . . . . . . . . 583--587


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

                  M. Rosenblatt   A Quadratic Measure of Deviation of
                                  Two-Dimensional Density Estimates and A
                                  Test of Independence . . . . . . . . . . 1--14
                    V. M. Joshi   A Conjecture of Berry Regarding A
                                  Bernoulli Two-Armed Bandit . . . . . . . 189--202

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

                   E. J. Hannan   The Estimation of ARMA Models  . . . . . 975--981


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

           Federico J. O'Reilly   On a Criterion for Simultaneous
                                  Extrapolation in Nonfull Rank Normal
                                  Regression . . . . . . . . . . . . . . . 625--628

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

             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


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

           Joseph B. Kadane and   
               Herbert A. Simon   Optimal Strategies for a Class of
                                  Constrained Sequential Problems  . . . . 237--255


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

                      M. M. Rao   Asymptotic Distribution of an Estimator
                                  of the Boundary Parameter of an Unstable
                                  Process  . . . . . . . . . . . . . . . . 185--190

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

         R. N. Bhattacharya and   
                    J. K. Ghosh   On the Validity of the Formal Edgeworth
                                  Expansion  . . . . . . . . . . . . . . . 434--451


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

            Barry C. Arnold and   
          Richard A. Groeneveld   Bounds on Expectations of Linear
                                  Systematic Statistics Based on Dependent
                                  Samples  . . . . . . . . . . . . . . . . 220--223

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

                  David Hinkley   Predictive Likelihood  . . . . . . . . . 718--728

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

                 Der-shin Chang   Design of Optimal Control for a
                                  Regression Problem . . . . . . . . . . . 1078--1085

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

                     L. R. Haff   Estimation of the Inverse Covariance
                                  Matrix: Random Mixtures of the Inverse
                                  Wishart Matrix and the Identity  . . . . 1264--1276


Annals of Statistics
Volume 8, Number 1, January, 1980

                  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 . . . . . . . . . . ??

Annals of Statistics
Volume 8, Number 2, March, 1980

             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

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

                 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

Annals of Statistics
Volume 8, Number 4, July, 1980

                  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

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

             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

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

                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


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

                   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

Annals of Statistics
Volume 9, Number 2, March, 1981

         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

Annals of Statistics
Volume 9, Number 3, May, 1981

             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

Annals of Statistics
Volume 9, Number 4, July, 1981

                   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

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

          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

Annals of Statistics
Volume 9, Number 6, November, 1981

               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


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

                   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

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

                  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

Annals of Statistics
Volume 10, Number 3, September, 1982

                   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

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

              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


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

              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

Annals of Statistics
Volume 11, Number 2, June, 1983

                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

Annals of Statistics
Volume 11, Number 3, September, 1983

                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

Annals of Statistics
Volume 11, Number 4, December, 1983

           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


Annals of Statistics
Volume 12, Number 1, March, 1984

                 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

Annals of Statistics
Volume 12, Number 2, June, 1984

                   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

Annals of Statistics
Volume 12, Number 3, September, 1984

             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

Annals of Statistics
Volume 12, Number 4, December, 1984

                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


Annals of Statistics
Volume 13, Number 1, March, 1985

              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 Scheffe's Theorem  . . . . 423--427
                   Michael Falk   Asymptotic Normality of the Kernel
                                  Quantile Estimator . . . . . . . . . . . 428--433

Annals of Statistics
Volume 13, Number 2, June, 1985

                 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

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

             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

Annals of Statistics
Volume 13, Number 4, December, 1985

                    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


Annals of Statistics
Volume 14, Number 1, March, 1986

             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

Annals of Statistics
Volume 14, Number 2, June, 1986

                 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

Annals of Statistics
Volume 14, Number 3, September, 1986

          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 Scheffe's Theorem . . . 1252--1256
                 Warren W. Esty   The Efficiency of Good's Nonparametric
                                  Coverage Estimator . . . . . . . . . . . 1257--1260

Annals of Statistics
Volume 14, Number 4, December, 1986

                    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


Annals of Statistics
Volume 15, Number 1, March, 1987

               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

Annals of Statistics
Volume 15, Number 2, June, 1987

                   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

Annals of Statistics
Volume 15, Number 3, September, 1987

                    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

Annals of Statistics
Volume 15, Number 4, December, 1987

                    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


Annals of Statistics
Volume 16, Number 1, March, 1988

            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

Annals of Statistics
Volume 16, Number 2, June, 1988

              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

Annals of Statistics
Volume 16, Number 3, September, 1988

                     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

Annals of Statistics
Volume 16, Number 4, December, 1988

                  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


Annals of Statistics
Volume 17, Number 1, March, 1989

                  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

Annals of Statistics
Volume 17, Number 2, June, 1989

               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

Annals of Statistics
Volume 17, Number 3, September, 1989

                 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

Annals of Statistics
Volume 17, Number 4, December, 1989

          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


Annals of Statistics
Volume 18, Number 1, March, 1990

                    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

Annals of Statistics
Volume 18, Number 2, June, 1990

            Stephen Portnoy and   
                  Roger Koenker   Correction: ``Adaptive $L$-Estimation
                                  for Linear Models''  . . . . . . . . . . 986--986

Annals of Statistics
Volume 18, Number 3, September, 1990

                    A. H. Welsh   Correction: ``On $M$-Processes and
                                  $M$-Estimation'' . . . . . . . . . . . . 1500--1500


Annals of Statistics
Volume 19, Number 4, December, 1991

                   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


Annals of Statistics
Volume 20, Number 1, March, 1992

             David M. Mason and   
           John H. Schuenemeyer   Correction: ``A Modified
                                  Kolmogorov--Smirnov Test Sensitive to
                                  Tail Alternatives''  . . . . . . . . . . 620--621


Annals of Statistics
Volume 21, Number 2, June, 1993

                Yuzo Hosoya and   
             Masanobu Taniguchi   Correction: ``A Central Limit Theorem
                                  for Stationary Processes and the
                                  Parameter Estimation of Linear Processes 1115--1117

Annals of Statistics
Volume 21, Number 4, December, 1993

              Robert A. Wijsman   Correction: ``Proper Action in Steps,
                                  with Application to Density Ratios of
                                  Maximal Invariants'' . . . . . . . . . . 2168--2169