Table of contents for issues of Annals of Mathematical Statistics

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Volume 36, Number 2, April, 1965
Volume 8, Number 4, July, 1980
Volume 10, Number 1, March, 1982
Volume 11, Number 3, September, 1983
Volume 12, Number 2, June, 1984
Volume 13, Number 1, March, 1985
Volume 13, Number 4, December, 1985
Volume 14, Number 1, March, 1986
Volume 16, Number 4, December, 1988
Volume 17, Number 1, March, 1989
Volume 18, Number 1, March, 1990
Volume 18, Number 2, June, 1990
Volume 18, Number 3, September, 1990
Volume 18, Number 4, December, 1990
Volume 19, Number 1, March, 1991
Volume 19, Number 2, June, 1991
Volume 19, Number 3, September, 1991
Volume 19, Number 4, December, 1991
Volume 20, Number 1, March, 1992
Volume 20, Number 2, June, 1992
Volume 20, Number 3, September, 1992
Volume 20, Number 4, December, 1992
Volume 21, Number 1, March, 1993
Volume 21, Number 2, June, 1993
Volume 21, Number 3, September, 1993
Volume 21, Number 4, December, 1993
Volume 22, Number 1, March, 1994
Volume 22, Number 2, June, 1994
Volume 22, Number 3, September, 1994
Volume 22, Number 4, December, 1994
Volume 23, Number 1, February, 1995
Volume 23, Number 2, April, 1995
Volume 23, Number 3, June, 1995
Volume 23, Number 4, August, 1995
Volume 23, Number 5, October, 1995
Volume 23, Number 6, December, 1995
Volume 24, Number 1, February, 1996
Volume 24, Number 2, April, 1996
Volume 24, Number 3, June, 1996
Volume 24, Number 4, August, 1996
Volume 24, Number 5, October, 1996
Volume 24, Number 6, December, 1996
Volume 25, Number 1, February, 1997
Volume 25, Number 2, April, 1997
Volume 25, Number 3, June, 1997
Volume 25, Number 4, August, 1997
Volume 25, Number 5, October, 1997
Volume 25, Number 6, December, 1997
Volume 26, Number 1, February, 1998
Volume 26, Number 2, April, 1998
Volume 26, Number 3, June, 1998
Volume 26, Number 4, August, 1998
Volume 26, Number 5, October, 1998
Volume 26, Number 6, December, 1998
Volume 27, Number 1, February, 1999
Volume 27, Number 2, April, 1999
Volume 27, Number 3, June, 1999
Volume 27, Number 4, August, 1999
Volume 27, Number 5, October, 1999
Volume 27, Number 6, December, 1999


Annals of Mathematical Statistics
Volume 36, Number 2, April, 1965

                 W. J. Hall and   
              R. A. Wijsman and   
                    J. K. Ghosh   The Relationship Between Sufficiency and
                                  Invariance with Applications in
                                  Sequential Analysis  . . . . . . . . . . 575--614


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

                    Subir Ghosh   On Main Effect Plus One Plans for $ 2^m
                                  $ Factorials . . . . . . . . . . . . . . 922--930


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

                Yuzo Hosoya and   
             Masanobu Taniguchi   A Central Limit Theorem for Stationary
                                  Processes and the Parameter Estimation
                                  of Linear Processes  . . . . . . . . . . 132--153


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

              Adam T. Martinsek   Second Order Approximation to the Risk
                                  of a Sequential Procedure  . . . . . . . 827--836
             David M. Mason and   
           John H. Schuenemeyer   A Modified Kolmogorov--Smirnov Test
                                  Sensitive to Tail Alternatives . . . . . 933--946


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

                   William Bell   Signal Extraction for Nonstationary Time
                                  Series . . . . . . . . . . . . . . . . . 646--664


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

              Robert A. Wijsman   Proper Action in Steps, with Application
                                  to Density Ratios of Maximal Invariants  395--402

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

              Wei-Yann Tsai and   
                   John Crowley   A Large Sample Study of Generalized
                                  Maximum Likelihood Estimators from
                                  Incomplete Data Via Self-Consistency . . 1317--1334
                Stephen Portnoy   Asymptotic Behavior of $M$ Estimators of
                                  $p$ Regression Parameters when $ p^2 /
                                  n$ is Large; II. Normal Approximation    1403--1417


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

              Adam T. Martinsek   Correction: ``Second Order Approximation
                                  to the Risk of a Sequential Procedure''  359--359


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

                    Jack Cuzick   Rank Regression  . . . . . . . . . . . . 1369--1389


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

                    A. H. Welsh   On $M$-Processes and $M$-Estimation  . . 337--361
            Stephen Portnoy and   
                  Roger Koenker   Adaptive $L$-Estimation for Linear
                                  Models . . . . . . . . . . . . . . . . . 362--381


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

               Gerard Letac and   
                  Marianne Mora   Natural Real Exponential Families with
                                  Cubic Variance Functions . . . . . . . . 1--37
              Bradley Efron and   
              Iain M. Johnstone   Fisher's Information in Terms of the
                                  Hazard Rate  . . . . . . . . . . . . . . 38--62
                  W. Hardle and   
                   J. S. Marron   Semiparametric Comparison of Regression
                                  Curves . . . . . . . . . . . . . . . . . 63--89
                       Art Owen   Empirical Likelihood Ratio Confidence
                                  Regions  . . . . . . . . . . . . . . . . 90--120
                     Peter Hall   Pseudo-Likelihood Theory for Empirical
                                  Likelihood . . . . . . . . . . . . . . . 121--140
                R. Ahlswede and   
                M. V. Burnashev   On Minimax Estimation in the Presence of
                                  Side Information About Remote Data . . . 141--171
             John I. Marden and   
             Michael D. Perlman   On the Inadmissibility of Step-Down
                                  Procedures for the Hotelling $ T^2 $
                                  Problem  . . . . . . . . . . . . . . . . 172--190
              Jeankyung Kim and   
                  David Pollard   Cube Root Asymptotics  . . . . . . . . . 191--219
               Ruey S. Tsay and   
                 George C. Tiao   Asymptotic Properties of Multivariate
                                  Nonstationary Processes with
                                  Applications to Autoregressions  . . . . 220--250
          Iain M. Johnstone and   
           Bernard W. Silverman   Speed of Estimation in Positron Emission
                                  Tomography and Related Inverse Problems  251--280
              R. J. Carroll and   
                     Peter Hall   Nonparametric Estimation of Optimal
                                  Performance Criteria in Quality
                                  Engineering  . . . . . . . . . . . . . . 281--302
                       Y. Ritov   Estimation in a Linear Regression Model
                                  with Censored Data . . . . . . . . . . . 303--328
            David M. Zucker and   
                   Alan F. Karr   Nonparametric Survival Analysis with
                                  Time-Dependent Covariate Effects: A
                                  Penalized Partial Likelihood Approach    329--353
          Anastasios A. Tsiatis   Estimating Regression Parameters Using
                                  Linear Rank Tests for Censored Data  . . 354--372
         Douglas G. Simpson and   
              Barry H. Margolin   Nonparametric Testing for Dose-Response
                                  Curves Subject to Downturns: Asymptotic
                                  Power Considerations . . . . . . . . . . 373--390
                 Myron N. Chang   Weak Convergence of a Self-Consistent
                                  Estimator of the Survival Function with
                                  Doubly Censored Data . . . . . . . . . . 391--404
                  Regina Y. Liu   On a Notion of Data Depth Based on
                                  Random Simplices . . . . . . . . . . . . 405--414
                 Douglas Nychka   The Average Posterior Variance of a
                                  Smoothing Spline and a Consistent
                                  Estimate of the Average Squared Error    415--428
   Donato Michele Cifarelli and   
              Eugenio Regazzini   Distribution Functions of Means of a
                                  Dirichlet Process  . . . . . . . . . . . 429--442
            Kjell A. Doksum and   
                   Albert Y. Lo   Consistent and Robust Bayes Procedures
                                  for Location Based on Partial
                                  Information  . . . . . . . . . . . . . . 443--453
           Larry Alan Wasserman   Prior Envelopes Based on Belief
                                  Functions  . . . . . . . . . . . . . . . 454--464
               A. J. Hayter and   
                         W. Liu   The Power Function of the Studentised
                                  Range Test . . . . . . . . . . . . . . . 465--468
                    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

              Lawrence D. Brown   An Ancillarity Paradox Which Appears in
                                  Multiple Linear Regression . . . . . . . 471--493
                   James Berger   Discussion: An Ancillarity Paradox which
                                  Appears in Multiple Linear Regression    493--496
                 George Casella   Discussion: An Ancillarity Paradox which
                                  Appears in Multiple Linear Regression    497--500
                    J. B. Copas   Discussion: An Ancillarity Paradox which
                                  Appears in Multiple Linear Regression    500--502
                       B. Efron   Discussion: An Ancillarity Paradox which
                                  Appears in Multiple Linear Regression    502--503
            D. A. S. Fraser and   
                        N. Reid   Discussion: An Ancillarity Paradox which
                                  Appears in Multiple Linear Regression    503--507
                Leon Jay Gleser   Discussion: An Ancillarity Paradox which
                                  Appears in Multiple Linear Regression    507--513
                     B. M. Hill   Discussion: An Ancillarity Paradox which
                                  Appears in Multiple Linear Regression    513--523
              Iain M. Johnstone   Discussion: An Ancillarity Paradox which
                                  Appears in Multiple Linear Regression    523--525
                   Kun-Liang Lu   Discussion: An Ancillarity Paradox which
                                  Appears in Multiple Linear Regression    525--528
                   C. N. Morris   Discussion: An Ancillarity Paradox which
                                  Appears in Multiple Linear Regression    528--530
                  Charles Stein   Discussion: An Ancillarity Paradox which
                                  Appears in Multiple Linear Regression    530--533
              Lawrence D. Brown   Rejoinder: An Ancillarity Paradox which
                                  Appears in Multiple Linear Regression    533--538
                 R. Arratia and   
                  L. Gordon and   
                 M. S. Waterman   The Erd\Hos--Rényi Law in Distribution,
                                  for Coin Tossing and Sequence Matching   539--570
              Samuel Karlin and   
                 Amir Dembo and   
               Tsutomu Kawabata   Statistical Composition of High-Scoring
                                  Segments from Molecular Sequences  . . . 571--581
              Niels Keiding and   
                Richard D. Gill   Random Truncation Models and Markov
                                  Processes  . . . . . . . . . . . . . . . 582--602
              Michael J. Phelan   Bayes Estimation from a Markov Renewal
                                  Process  . . . . . . . . . . . . . . . . 603--616
            James O. Berger and   
               Christian Robert   Subjective Hierarchical Bayes Estimation
                                  of a Multivariate Normal Mean: On the
                                  Frequentist Interface  . . . . . . . . . 617--651
             Soren Johansen and   
              Iain M. Johnstone   Hotelling's Theorem on the Volume of
                                  Tubes: Some Illustrations in
                                  Simultaneous Inference and Data Analysis 652--684
               Daniel Q. Naiman   Volumes of Tubular Neighborhoods of
                                  Spherical Polyhedra and Statistical
                                  Inference  . . . . . . . . . . . . . . . 685--716
               Charles J. Stone   Large-Sample Inference for Log-Spline
                                  Models . . . . . . . . . . . . . . . . . 717--741
                   Robert Koyak   Consistency for ACE-Type Methods . . . . 742--757
         Grigori K. Golubev and   
               Michael Nussbaum   A Risk Bound in Sobolev Class Regression 758--778
                Ib M. Skovgaard   On the Density of Minimum Contrast
                                  Estimators . . . . . . . . . . . . . . . 779--789
              Morten Frydenberg   Marginalization and Collapsibility in
                                  Graphical Interaction Models . . . . . . 790--805
                  Cun-Hui Zhang   Fourier Methods for Estimating Mixing
                                  Densities and Distributions  . . . . . . 806--831
                Harrie Hendriks   Nonparametric Estimation of a
                                  Probability Density on a Riemannian
                                  Manifold Using Fourier Expansions  . . . 832--849
                  Michael Stein   Uniform Asymptotic Optimality of Linear
                                  Predictions of a Random Field Using an
                                  Incorrect Second-Order Structure . . . . 850--872
            Jeffrey D. Hart and   
                  Philippe Vieu   Data-Driven Bandwidth Choice for Density
                                  Estimation Based on Dependent Data . . . 873--890
            Graciela Boente and   
                Ricardo Fraiman   Asymptotic Distribution of Robust
                                  Estimators for Nonparametric Models from
                                  Mixing Processes . . . . . . . . . . . . 891--906
               Sara van de Geer   Estimating a Regression Function . . . . 907--924
                   Y. Ritov and   
                   P. J. Bickel   Achieving Information Bounds in Non and
                                  Semiparametric Models  . . . . . . . . . 925--938
               Hira L. Koul and   
                Georg Ch. Pflug   Weakly Adaptive Estimators in Explosive
                                  Autoregression . . . . . . . . . . . . . 939--960
                 Serge Degerine   Canonical Partial Autocorrelation
                                  Function of a Multivariate Time Series   961--971
                 Glenn Shorrock   Improved Confidence Intervals for a
                                  Normal Variance  . . . . . . . . . . . . 972--980
            John E. Kolassa and   
                Peter McCullagh   Edgeworth Series for Lattice
                                  Distributions  . . . . . . . . . . . . . 981--985
            Stephen Portnoy and   
                  Roger Koenker   Correction: ``Adaptive $L$-Estimation
                                  for Linear Models''  . . . . . . . . . . 986--986

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

                      Anonymous   Preface to the Kolmogorov  . . . . . . . 985--986
            Nikolai N. Chentsov   The Unfathomable Influence of Kolmogorov 987--998
          Rafael Hasminskii and   
                Ildar Ibragimov   On Density Estimation in the View of
                                  Kolmogorov's Ideas in Approximation
                                  Theory . . . . . . . . . . . . . . . . . 999--1010
               Andrew L. Rukhin   Kolmogorov's Contributions to
                                  Mathematical Statistics  . . . . . . . . 1011--1016
               R. M. Dudley and   
          Stephanie L. Cook and   
              Jimena Llopis and   
                     N. P. Peng   A. N. Kolmogorov and Statistics: A
                                  Citation Bibliography  . . . . . . . . . 1017--1031
                   Andreas Buja   Remarks on Functional Canonical
                                  Variates, Alternating Least Squares
                                  Methods and ACE  . . . . . . . . . . . . 1032--1069
            Peter J. Bickel and   
                    J. K. Ghosh   A Decomposition for the Likelihood Ratio
                                  Statistic and the Bartlett Correction
                                  --- a Bayesian Argument  . . . . . . . . 1070--1090
     Andre Robert Dabrowski and   
             David McDonald and   
                     Uwe Rosler   Renewal Theory Properties of Ion
                                  Channels . . . . . . . . . . . . . . . . 1091--1115
               Michael L. Stein   Bounds on the Efficiency of Linear
                                  Predictions Using an Incorrect
                                  Covariance Function  . . . . . . . . . . 1116--1138
               Michael L. Stein   A Comparison of Generalized Cross
                                  Validation and Modified Maximum
                                  Likelihood for Estimating the Parameters
                                  of a Stochastic Process  . . . . . . . . 1139--1157
            Catherine F. Laredo   A Sufficient Condition for Asymptotic
                                  Sufficiency of Incomplete Observations
                                  of a Diffusion Process . . . . . . . . . 1158--1171
            Ian W. McKeague and   
                Klaus J. Utikal   Inference for a Nonlinear Counting
                                  Process Regression Model . . . . . . . . 1172--1187
                    C. H. Hesse   A Bahadur-Type Representation for
                                  Empirical Quantiles of a Large Class of
                                  Stationary, Possibly Infinite-Variance,
                                  Linear Processes . . . . . . . . . . . . 1188--1202
           Michael P. Jones and   
                   John Crowley   Asymptotic Properties of a General Class
                                  of Nonparametric Tests for Survival
                                  Analysis . . . . . . . . . . . . . . . . 1203--1220
                 Nils Lid Hjort   Goodness of Fit Tests in Models for Life
                                  History Data Based on Cumulative Hazard
                                  Rates  . . . . . . . . . . . . . . . . . 1221--1258
                 Nils Lid Hjort   Nonparametric Bayes Estimators Based on
                                  Beta Processes in Models for Life
                                  History Data . . . . . . . . . . . . . . 1259--1294
            Mohan Delampady and   
                James O. Berger   Lower Bounds on Bayes Factors for
                                  Multinomial Distributions, with
                                  Application to Chi-Squared Tests of Fit  1295--1316
                P. Diaconis and   
                    D. Freedman   On the Uniform Consistency of Bayes
                                  Estimates for Multinomial Probabilities  1317--1327
         Larry A. Wasserman and   
               Joseph B. Kadane   Bayes' Theorem for Choquet Capacities    1328--1339
               Daniel Barry and   
                 J. A. Hartigan   An Omnibus Test for Departures from
                                  Constant Mean  . . . . . . . . . . . . . 1340--1357
          Michael Woodroofe and   
                 Janis Hardwick   Sequential Allocation for an Estimation
                                  Problem with Ethical Costs . . . . . . . 1358--1377
               I-Shou Chang and   
                 Chao A. Hsiung   Time-Sequential Point Estimation Through
                                  Estimating Equations . . . . . . . . . . 1378--1388
             Jiunn T. Hwang and   
                  Hung-Kung Liu   Sequential Confidence Regions in Inverse
                                  Regression Problems  . . . . . . . . . . 1389--1399
         P. K. Bhattacharya and   
          Ashis K. Gangopadhyay   Kernel and Nearest-Neighbor Estimation
                                  of a Conditional Quantile  . . . . . . . 1400--1415
            David L. Donoho and   
             Richard C. Liu and   
               Brenda MacGibbon   Minimax Risk Over Hyperrectangles, and
                                  Implications . . . . . . . . . . . . . . 1416--1437
                    C. F. J. Wu   On the Asymptotic Properties of the
                                  Jackknife Histogram  . . . . . . . . . . 1438--1452
              Yasuo Amemiya and   
                 T. W. Anderson   Asymptotic Chi-Square Tests for a Large
                                  Class of Factor Analysis Models  . . . . 1453--1463
                       Y. Ritov   Decision Theoretic Optimality of the
                                  Cusum Procedure  . . . . . . . . . . . . 1464--1469
              Jens-Peter Kreiss   Testing Linear Hypotheses in
                                  Autoregressions  . . . . . . . . . . . . 1470--1482
                    Munsup Seoh   Berry--Esseen-Type Bounds for Signed
                                  Linear Rank Statistics with a Broad
                                  Range of Scores  . . . . . . . . . . . . 1483--1490
             Tadeusz Inglot and   
                 Teresa Ledwina   On Probabilities of Excessive Deviations
                                  for Kolmogorov--Smirnov, Cramér--von
                                  Mises and Chi-Square Statistics  . . . . 1491--1495
                Luc Devroye and   
László Györfi   No Empirical Probability Measure can
                                  Converge in the Total Variation Sense
                                  for all Distributions  . . . . . . . . . 1496--1499
                    A. H. Welsh   Correction: ``On $M$-Processes and
                                  $M$-Estimation'' . . . . . . . . . . . . 1500--1500

Annals of Statistics
Volume 18, Number 4, December, 1990

            Richard D. Gill and   
                 Soren Johansen   A Survey of Product-Integration with a
                                  View Toward Application in Survival
                                  Analysis . . . . . . . . . . . . . . . . 1501--1555
           Sherrie E. Emoto and   
              Peter C. Matthews   A Weibull Model for Dependent Censoring  1556--1577
          Lawrence D. Brown and   
                   Leslaw Gajek   Information Inequalities for the Bayes
                                  Risk . . . . . . . . . . . . . . . . . . 1578--1594
                  Ted Chang and   
                    David Eaves   Reference Priors for the Orbit in a
                                  Group Model  . . . . . . . . . . . . . . 1595--1614
                 Sharon L. Lohr   Accurate Multivariate Estimation Using
                                  Triple Sampling  . . . . . . . . . . . . 1615--1633
          Wherly P. Hoffman and   
                Sue E. Leurgans   Large Sample Properties of Two Tests for
                                  Independent Joint Action of Two Drugs    1634--1650
                  Laurie Davies   The Asymptotics of $S$-Estimators in the
                                  Linear Regression Model  . . . . . . . . 1651--1675
              Dennis D. Cox and   
             Finbarr O'Sullivan   Asymptotic Analysis of Penalized
                                  Likelihood and Related Estimators  . . . 1676--1695
               Shean-Tsong Chiu   On the Asymptotic Distributions of
                                  Bandwidth Estimates  . . . . . . . . . . 1696--1711
                 Peter Hall and   
                    M. C. Jones   Adaptive $M$-Estimation in Nonparametric
                                  Regression . . . . . . . . . . . . . . . 1712--1728
                Dawei Huang and   
                        Lei Guo   Estimation of Nonstationary ARMAX Models
                                  Based on the Hannan--Rissanen Method . . 1729--1756
                  C. Z. Wei and   
                    J. Winnicki   Estimation of the Means in the Branching
                                  Process with Immigration . . . . . . . . 1757--1773
                Qiansheng Cheng   Maximum Standardized Cumulant
                                  Deconvolution of Non-Gaussian Linear
                                  Processes  . . . . . . . . . . . . . . . 1774--1783
                       H. Dette   A Generalization of $D$- and $
                                  D_1$-Optimal Designs in Polynomial
                                  Regression . . . . . . . . . . . . . . . 1784--1804
                 A. Hedayat and   
                        W. Zhao   Optimal Two-Period Repeated Measurements
                                  Designs  . . . . . . . . . . . . . . . . 1805--1816
                  Zhiliang Ying   Nonlinear Stochastic Approximation
                                  Procedures for $ L_p $ Loss Functions    1817--1828
                       Y. Ritov   Asymptotic Efficient Estimation of the
                                  Change Point with Unknown Distributions  1829--1839
                H. W. Block and   
                 D. Chhetry and   
                    Z. Fang and   
                  A. R. Sampson   Partial Orders on Permutations and
                                  Dependence Orderings on Bivariate
                                  Empirical Distributions  . . . . . . . . 1840--1850
                 Soren Asmussen   Exponential Families and Regression in
                                  the Monte Carlo Study of Queues and
                                  Random Walks . . . . . . . . . . . . . . 1851--1867
                    J. Pfanzagl   Large Deviation Probabilities for
                                  Certain Nonparametric Maximum Likelihood
                                  Estimators . . . . . . . . . . . . . . . 1868--1877
               Bernd Streitberg   Lancaster Interactions Revisited . . . . 1878--1885
                     K. S. Chan   Testing for Threshold Autoregression . . 1886--1894
                Walter Bohm and   
                    Peter Hackl   Improved Bounds for the Average Run
                                  Length of Control Charts Based on Finite
                                  Weighted Sums  . . . . . . . . . . . . . 1895--1899


Annals of Statistics
Volume 19, Number 1, March, 1991

             Jerome H. Friedman   Multivariate Adaptive Regression Splines 1--67
           Andrew R. Barron and   
                   Xiangyu Xiao   Discussion: Multivariate Adaptive
                                  Regression Splines . . . . . . . . . . . 67--82
                    Leo Breiman   Discussion: Multivariate Adaptive
                                  Regression Splines . . . . . . . . . . . 82--91
          George K. Golubev and   
           Rafael Z. Hasminskii   Discussion: Multivariate Adaptive
                                  Regression Splines . . . . . . . . . . . 91--92
               Andreas Buja and   
                Diane Duffy and   
              Trevor Hastie and   
              Robert Tibshirani   Discussion: Multivariate Adaptive
                                  Regression Splines . . . . . . . . . . . 93--99
             Finbarr O'Sullivan   Discussion: Multivariate Adaptive
                                  Regression Splines . . . . . . . . . . . 99--102
                       Art Owen   Discussion: Multivariate Adaptive
                                  Regression Splines . . . . . . . . . . . 102--112
             Larry L. Schumaker   Discussion: Multivariate Adaptive
                                  Regression Splines . . . . . . . . . . . 112--113
               Charles J. Stone   Discussion: Multivariate Adaptive
                                  Regression Splines . . . . . . . . . . . 113--115
                   Chong Gu and   
                    Grace Wahba   Discussion: Multivariate Adaptive
                                  Regression Splines . . . . . . . . . . . 115--123
             Jerome H. Friedman   Rejoinder: Multivariate Adaptive
                                  Regression Splines . . . . . . . . . . . 123--141
                      Hung Chen   Estimation of a Projection-Pursuit Type
                                  Regression Model . . . . . . . . . . . . 142--157
               Yoshihiro Yajima   Asymptotic Properties of the LSE in a
                                  Regression Model with Long-Memory
                                  Stationary Errors  . . . . . . . . . . . 158--177
              Aad Van Der Vaart   On Differentiable Functionals  . . . . . 178--204
                  Sunil K. Dhar   Minimum Distance Estimation in an
                                  Additive Effects Outliers Model  . . . . 205--228
         Hendrik P. Lopuhaa and   
             Peter J. Rousseeuw   Breakdown Points of Affine Equivariant
                                  Estimators of Multivariate Location and
                                  Covariance Matrices  . . . . . . . . . . 229--248
       Leonard A. Stefanski and   
             Raymond J. Carroll   Deconvolution-Based Score Tests in
                                  Measurement Error Models . . . . . . . . 249--259
            Morris L. Eaton and   
                 David E. Tyler   On Wielandt's Inequality and Its
                                  Application to the Asymptotic
                                  Distribution of the Eigenvalues of a
                                  Random Symmetric Matrix  . . . . . . . . 260--271
                    Yutaka Kano   The Asymptotic Distribution of a
                                  Noniterative Estimator in Exploratory
                                  Factor Analysis  . . . . . . . . . . . . 272--282
                   Wei-Liem Loh   Estimating Covariance Matrices . . . . . 283--296
                   Wei-Liem Loh   Estimating the Common Mean of Two
                                  Multivariate Normal Distributions  . . . 297--313
                Jine-Phone Chou   Simultaneous Estimation in Discrete
                                  Multivariate Exponential Families  . . . 314--328
          Lawrence D. Brown and   
                    Mark G. Low   Information Inequality Bounds on the
                                  Minimax Risk (with an Application to
                                  Nonparametric Regression)  . . . . . . . 329--337
                  Somnath Datta   On the Consistency of Posterior Mixtures
                                  and Its Applications . . . . . . . . . . 338--353
                  Somnath Datta   Asymptotic Optimality of Bayes Compound
                                  Estimators in Compact Exponential
                                  Families . . . . . . . . . . . . . . . . 354--365
             Patrizia Berti and   
          Eugenio Regazzini and   
                    Pietro Rigo   Coherent Statistical Inference and Bayes
                                  Theorem  . . . . . . . . . . . . . . . . 366--381
                       M. Evans   Chaining Via Annealing . . . . . . . . . 382--393
               Moshe Pollak and   
                    D. Siegmund   Sequential Detection of a Change in a
                                  Normal Mean when the Initial Value is
                                  Unknown  . . . . . . . . . . . . . . . . 394--416
              Tze Leung Lai and   
                  Zhiliang Ying   Estimating a Distribution Function with
                                  Truncated and Censored Data  . . . . . . 417--442
               Ronald C. Pruitt   On Negative Mass Assigned by the
                                  Bivariate Kaplan--Meier Estimator  . . . 443--453
         Carol A. Francisco and   
                Wayne A. Fuller   Quantile Estimation with a Complex
                                  Survey Design  . . . . . . . . . . . . . 454--469
                     R. Helmers   On the Edgeworth Expansion and the
                                  Bootstrap Approximation for a
                                  Studentized $U$-Statistic  . . . . . . . 470--484
               Michael Falk and   
                 Edgar Kaufmann   Coverage Probabilities of
                                  Bootstrap-Confidence Intervals for
                                  Quantiles  . . . . . . . . . . . . . . . 485--495
                     Xiquan Shi   Some Asymptotic Results for Jackknifing
                                  the Sample Quantile  . . . . . . . . . . 496--503

Annals of Statistics
Volume 19, Number 2, June, 1991

                Naihua Duan and   
                    Ker-Chau Li   Slicing Regression: A Link-Free
                                  Regression Method  . . . . . . . . . . . 505--530
              Tze Leung Lai and   
                  Zhiliang Ying   Rank Regression Methods for
                                  Left-Truncated and Right-Censored Data   531--556
             Francis Comets and   
                  Basilis Gidas   Asymptotics of Maximum Likelihood
                                  Estimators for the Curie--Weiss Model    557--578
                      Song Yang   Minimum Hellinger Distance Estimation of
                                  Parameter in the Random Censorship Model 579--602
             Wing Hung Wong and   
             Thomas A. Severini   On Maximum Likelihood Estimation in
                                  Infinite Dimensional Parameter Spaces    603--632
            David L. Donoho and   
                 Richard C. Liu   Geometrizing Rates of Convergence, II    633--667
            David L. Donoho and   
                 Richard C. Liu   Geometrizing Rates of Convergence, III   668--701
                  Prabir Burman   Rates of Convergence for the Estimates
                                  of the Optimal Transformations of
                                  Variables  . . . . . . . . . . . . . . . 702--723
                    Enno Mammen   Estimating a Smooth Monotone Regression
                                  Function . . . . . . . . . . . . . . . . 724--740
                    Enno Mammen   Nonparametric Regression Under
                                  Qualitative Smoothness Assumptions . . . 741--759
               Probal Chaudhuri   Nonparametric Estimates of Regression
                                  Quantiles and Their Local Bahadur
                                  Representation . . . . . . . . . . . . . 760--777
                  W. Hardle and   
                   J. S. Marron   Bootstrap Simultaneous Error Bars for
                                  Nonparametric Regression . . . . . . . . 778--796
            Peter J. Bickel and   
                       J. Ritov   Large Sample Theory of Estimation in
                                  Biased Sampling Regression Models. I . . 797--816
                      K. Messer   A Comparison of a Spline Estimate to its
                                  Equivalent Kernel Estimate . . . . . . . 817--829
                    H. D. Brunk   Fully Coherent Inference . . . . . . . . 830--849
            James A. Calvin and   
             Richard L. Dykstra   Maximum Likelihood Estimation of a Set
                                  of Covariance Matrices Under Lowner
                                  Order Restrictions with Applications to
                                  Balanced Multivariate Variance
                                  Components Models  . . . . . . . . . . . 850--869
            Richard Dykstra and   
             Subhash Kochar and   
                  Tim Robertson   Statistical Inference for Uniform
                                  Stochastic Ordering in Several
                                  Populations  . . . . . . . . . . . . . . 870--888
             J. A. Menendez and   
                    B. Salvador   Anomalies of the Likelihood Ratio Test
                                  for Testing Restricted Hypotheses  . . . 889--898
              Ludwig Baringhaus   Testing for Spherical Symmetry of a
                                  Multivariate Distribution  . . . . . . . 899--917
                 John I. Marden   Sensitive and Sturdy $p$-Values  . . . . 918--934
                  Qiqing Yu and   
                    Mo-suk Chow   Minimaxity of the Empirical Distribution
                                  Function in Invariant Estimation . . . . 935--951
               Edward I. George   Shrinkage Domination in a Multivariate
                                  Common Mean Problem  . . . . . . . . . . 952--960
               Ichi Okamoto and   
            Shun-Ichi Amari and   
                   Kei Takeuchi   Asymptotic Theory of Sequential
                                  Estimation: Differential Geometrical
                                  Approach . . . . . . . . . . . . . . . . 961--981
              J. A. Bucklew and   
                      P. E. Ney   Asymptotically Optimal Hypothesis
                                  Testing with Memory Constraints  . . . . 982--998
                B. K. Ghosh and   
                  Wei-Min Huang   The Power and Optimal Kernel of the
                                  Bickel--Rosenblatt Test for Goodness of
                                  Fit  . . . . . . . . . . . . . . . . . . 999--1009
                       Tue Tjur   Block Designs and Electrical Networks    1010--1027
                Jiahua Chen and   
                    C. F. J. Wu   Some Results on $ s^{n - k} $ Fractional
                                  Factorial Designs with Minimum
                                  Aberration or Optimal Moments  . . . . . 1028--1041
                  Willem Albers   Second Order Analysis of Two-Stage Rank
                                  Tests for the One-Sample Problem . . . . 1042--1052
            Thomas DiCiccio and   
                 Peter Hall and   
                  Joseph Romano   Empirical Likelihood is
                                  Bartlett-Correctable . . . . . . . . . . 1053--1061
                     Peter Hall   Bahadur Representations for Uniform
                                  Resampling and Importance Resampling,
                                  with Applications to Asymptotic Relative
                                  Efficiency . . . . . . . . . . . . . . . 1062--1072
                   Piet De Jong   The Diffuse Kalman Filter  . . . . . . . 1073--1083
                 Dean P. Foster   Prediction in the Worst Case . . . . . . 1084--1090
              Paul R. Rosenbaum   Some Poset Statistics  . . . . . . . . . 1091--1097
               I. V. Basawa and   
               A. K. Mallik and   
            W. P. McCormick and   
               J. H. Reeves and   
                   R. L. Taylor   Bootstrapping Unstable First-Order
                                  Autoregressive Processes . . . . . . . . 1098--1101
      Martien C. A. van Zuijlen   Note on the Tail Behavior of General
                                  Weighted Empirical Processes . . . . . . 1102--1105
               Michael Proschan   A Note on Blackwell and Hodges (1957)
                                  and Diaconis and Graham (1981) . . . . . 1106--1108

Annals of Statistics
Volume 19, Number 3, September, 1991

              Dennis D. Cox and   
                  Isabel Llatas   Maximum Likelihood Type Estimation for
                                  Nearly Nonstationary Autoregressive Time
                                  Series . . . . . . . . . . . . . . . . . 1109--1128
                  Dennis D. Cox   Gaussian Likelihood Estimation for
                                  Nearly Nonstationary AR(1) Processes . . 1129--1142
        Neerchal K. Nagaraj and   
                Wayne A. Fuller   Estimation of the Parameters of Linear
                                  Time Series Models Subject to Nonlinear
                                  Restrictions . . . . . . . . . . . . . . 1143--1154
             R. J. Bhansali and   
                  F. Papangelou   Convergence of Moments of Least Squares
                                  Estimators for the Coefficients of an
                                  Autoregressive Process of Unknown Order  1155--1162
                     L. R. Haff   The Variational Form of Certain Bayes
                                  Estimators . . . . . . . . . . . . . . . 1163--1190
               G. G. Walter and   
                 G. G. Hamedani   Bayes Empirical Bayes Estimation for
                                  Natural Exponential Families with
                                  Quadratic Variance Functions . . . . . . 1191--1224
               Anirban DasGupta   Diameter and Volume Minimizing
                                  Confidence Sets in Bayes and Classical
                                  Problems . . . . . . . . . . . . . . . . 1225--1243
                A. DasGupta and   
                  W. J. Studden   Robust Bayesian Experimental Designs in
                                  Normal Linear Models . . . . . . . . . . 1244--1256
                   Jianqing Fan   On the Optimal Rates of Convergence for
                                  Nonparametric Deconvolution Problems . . 1257--1272
                   Jianqing Fan   On the Estimation of Quadratic
                                  Functionals  . . . . . . . . . . . . . . 1273--1294
                  Z. D. Bai and   
            C. Radhakrishna Rao   Edgeworth Expansion of a Function of
                                  Sample Means . . . . . . . . . . . . . . 1295--1315
            Peter J. Bickel and   
              Ya'acov Ritov and   
                 Jon A. Wellner   Efficient Estimation of Linear
                                  Functionals of a Probability Measure $P$
                                  with Known Marginal Distributions  . . . 1316--1346
           Andrew R. Barron and   
                Chyong-Hwa Sheu   Approximation of Density Functions by
                                  Sequences of Exponential Families  . . . 1347--1369
              Tze Leung Lai and   
                  Zhiliang Ying   Large Sample Theory of a Modified
                                  Buckley--James Estimator for Regression
                                  Analysis with Censored Data  . . . . . . 1370--1402
                Ming Gao Gu and   
                  Tze Leung Lai   Weak Convergence of Time-Sequential
                                  Censored Rank Statistics with
                                  Applications to Sequential Testing in
                                  Clinical Trials  . . . . . . . . . . . . 1403--1433
                 Arnold Janssen   Conditional Rank Tests for Randomly
                                  Censored Data  . . . . . . . . . . . . . 1434--1456
              Irene Gijbels and   
               Noel Veraverbeke   Almost Sure Asymptotic Representation
                                  for a Class of Functionals of the
                                  Kaplan--Meier Estimator  . . . . . . . . 1457--1470
                     L. Dumbgen   The Asymptotic Behavior of Some
                                  Nonparametric Change-Point Estimators    1471--1495
          Miguel A. Arcones and   
                   Evarist Gine   Some Bootstrap Tests of Symmetry for
                                  Univariate Continuous Distributions  . . 1496--1511
         Christine Thomas-Agnan   Spline Functions and Stochastic
                                  Filtering  . . . . . . . . . . . . . . . 1512--1527
               Shean-Tsong Chiu   Some Stabilized Bandwidth Selectors for
                                  Nonparametric Regression . . . . . . . . 1528--1546
                   Tailen Hsing   On Tail Index Estimation Using Dependent
                                  Data . . . . . . . . . . . . . . . . . . 1547--1569
                    Paul W. Vos   A Geometric Approach to Detecting
                                  Influential Cases  . . . . . . . . . . . 1570--1581
                  Meily Lin and   
                     A. M. Dean   Trend-Free Block Designs for Varietal
                                  and Factorial Experiments  . . . . . . . 1582--1596
                    M. Alvo and   
                     P. Cabilio   On the Balanced Incomplete Block Design
                                  for Rankings . . . . . . . . . . . . . . 1597--1613
       Friedrich Pukelsheim and   
                    Ben Torsney   Optimal Weights for Experimental Designs
                                  on Linearly Independent Support Points   1614--1625
              D. L. Hawkins and   
              Subhash C. Kochar   Inference for the Crossing Point of Two
                                  Continuous CDF's . . . . . . . . . . . . 1626--1638
        Ann Cohen Brandwein and   
         William E. Strawderman   Generalizations of James--Stein
                                  Estimators Under Spherical Symmetry  . . 1639--1650
              I.-Shou Chang and   
                 Chao A. Hsiung   An $E$-Ancillarity Projection Property
                                  of Cox's Partial Score Function  . . . . 1651--1660
                Steven P. Ellis   The Singularities of Fitting Planes to
                                  Data . . . . . . . . . . . . . . . . . . 1661--1666
                C.-S. Cheng and   
                   R. A. Bailey   Optimality of Some Two-Associate-Class
                                  Partially Balanced Incomplete-Block
                                  Designs  . . . . . . . . . . . . . . . . 1667--1671
             Benjamin Kedem and   
                     Ta-Hsin Li   Monotone Gain, First-Order
                                  Autocorrelation and Zero-Crossing Rate   1672--1676
                  Rasul A. Khan   On the Monotonicity of a Certain
                                  Expectation  . . . . . . . . . . . . . . 1677--1680

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

            I. A. Ibragimov and   
             R. Z. Khas'minskii   Asymptotically Normal Families of
                                  Distributions and Efficient Estimation   1681--1724
                       Art Owen   Empirical Likelihood for Linear Models   1725--1747
         Gauri Sankar Datta and   
                    Malay Ghosh   Bayesian Prediction in Linear Models:
                                  Applications to Small Area Estimation    1748--1770
             Alan P. Fenech and   
              David A. Harville   Exact Confidence Sets for Variance
                                  Components in Unbalanced Mixed Linear
                                  Models . . . . . . . . . . . . . . . . . 1771--1785
               Xiao-Li Meng and   
          Yiannis Bassiakos and   
                    Shaw-Hwa Lo   Large-Sample Properties for a General
                                  Estimator of the Treatment Effect in the
                                  Two-Sample Problem with Right Censoring  1786--1812
Miklós Csörg\Ho and   
                Edit Gombay and   
           Lajos Horváth   Central Limit Theorems for $ L_p $
                                  Distances of Kernel Estimators of
                                  Densities Under Random Censorship  . . . 1813--1831
               Charles J. Stone   Asymptotics for Doubly Flexible
                                  Logspline Response Models  . . . . . . . 1832--1854
                     Zehua Chen   Interaction Spline Models and Their
                                  Convergence Rates  . . . . . . . . . . . 1855--1868
                     Ping Zhang   Variable Selection in Nonparametric
                                  Regression with Continuous Covariates    1869--1882
               Shean-Tsong Chiu   Bandwidth Selection for Kernel Density
                                  Estimation . . . . . . . . . . . . . . . 1883--1905
                  C.-K. Chu and   
                   J. S. Marron   Comparison of Two Bandwidth Selectors
                                  with Dependent Errors  . . . . . . . . . 1906--1918
                M. C. Jones and   
               J. S. Marron and   
                     B. U. Park   A Simple Root $n$ Bandwidth Selector . . 1919--1932
           Lajos Horváth   On $ L_p $-Norms of Multivariate Density
                                  Estimators . . . . . . . . . . . . . . . 1933--1949
               Didier A. Girard   Asymptotic Optimality of the Fast
                                  Randomized Versions of GCV and $ C_L $
                                  in Ridge Regression and Regularization   1950--1963
             Jiunn T. Hwang and   
              Lawrence D. Brown   Estimated Confidence Under the Validity
                                  Constraint . . . . . . . . . . . . . . . 1964--1977
               Jyotirmoy Sarkar   One-Armed Bandit Problems with
                                  Covariates . . . . . . . . . . . . . . . 1978--2002
           Nancy E. Heckman and   
              Michael Woodroofe   Minimax Bayes Estimation in
                                  Nonparametric Regression . . . . . . . . 2003--2014
        Constantinos Goutis and   
                 George Casella   Improved Invariant Confidence Intervals
                                  for a Normal Variance  . . . . . . . . . 2015--2031
                   Imre Csiszar   Why Least Squares and Maximum Entropy?
                                  An Axiomatic Approach to Inference for
                                  Linear Inverse Problems  . . . . . . . . 2032--2066
              Michael Goldstein   Belief Transforms and the Comparison of
                                  Hypotheses . . . . . . . . . . . . . . . 2067--2089
              Ya'acov Ritov and   
                     Zvi Gilula   The Order-Restricted RC Model for
                                  Ordered Contingency Tables: Estimation
                                  and Testing for Fit  . . . . . . . . . . 2090--2101
               John T. Kent and   
                 David E. Tyler   Redescending $M$-Estimates of
                                  Multivariate Location and Scatter  . . . 2102--2119
             J. H. B. Kemperman   Mixtures with a Limited Number of Modal
                                  Intervals  . . . . . . . . . . . . . . . 2120--2144
                     Asad Zaman   Asymptotic Suprema of Averaged Random
                                  Functions  . . . . . . . . . . . . . . . 2145--2159
             John P. Morgan and   
                    Nizam Uddin   Two-Dimensional Design for Correlated
                                  Errors . . . . . . . . . . . . . . . . . 2160--2182
           Sadi M. El-Krunz and   
                  W. J. Studden   Bayesian Optimal Designs for Linear
                                  Regression Models  . . . . . . . . . . . 2183--2208
               Sadanori Konishi   Normalizing Transformations and
                                  Bootstrap Confidence Intervals . . . . . 2209--2225
                    R. Cao-Abad   Rate of Convergence for the Wild
                                  Bootstrap in Nonparametric Regression    2226--2231
               T. N. Sriram and   
               I. V. Basawa and   
                  R. M. Huggins   Sequential Estimation for Branching
                                  Processes with Immigration . . . . . . . 2232--2243
          Daniel F. Heitjan and   
                Donald B. Rubin   Ignorability and Coarse Data . . . . . . 2244--2253
                 R. A. Lockhart   Overweight Tails are Inefficient . . . . 2254--2258
                 Israel Feldman   Constrained Minimax Estimation of the
                                  Mean of the Normal Distribution with
                                  Known Variance . . . . . . . . . . . . . 2259--2265
                       Mai Zhou   Some Properties of the Kaplan--Meier
                                  Estimator for Independent Nonidentically
                                  Distributed Random Variables . . . . . . 2266--2274
             Edward L. Korn and   
              Barry I. Graubard   A Note on the Large Sample Properties of
                                  Linearization, Jackknife and Balanced
                                  Repeated Replication Methods for
                                  Stratified Samples . . . . . . . . . . . 2275--2279
                   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
           Andrew R. Barron and   
                Chyong-Hwa Sheu   Correction: ``Approximation of Density
                                  Functions by Sequences of Exponential
                                  Families'' . . . . . . . . . . . . . . . 2284--2284


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

                      C. Z. Wei   On Predictive Least Squares Principles   1--42
           Daniel Q. Naiman and   
                  Henry P. Wynn   Inclusion-Exclusion-Bonferroni
                                  Identities and Inequalities for Discrete
                                  Tube-Like Problems via Euler
                                  Characteristics  . . . . . . . . . . . . 43--76
            Young K. Truong and   
               Charles J. Stone   Nonparametric Function Estimation
                                  Involving Time Series  . . . . . . . . . 77--97
          George G. Roussas and   
                   Lanh T. Tran   Asymptotic Normality of the Recursive
                                  Kernel Regression Estimate Under
                                  Dependence Conditions  . . . . . . . . . 98--120
                  J. Franke and   
                      W. Hardle   On Bootstrapping Kernel Spectral
                                  Estimates  . . . . . . . . . . . . . . . 121--145
                Gary W. Oehlert   Relaxed Boundary Smoothing Splines . . . 146--160
             Karim Benhenni and   
              Stamatis Cambanis   Sampling Designs for Estimating
                                  Integrals of Stochastic Processes  . . . 161--194
                  D. S. Poskitt   Identification of Echelon Canonical
                                  Forms for Vector Linear Processes Using
                                  Least Squares  . . . . . . . . . . . . . 195--215
                Dibyen Majumdar   Optimal Designs for Comparing Test
                                  Treatments with a Control Utilizing
                                  Prior Information  . . . . . . . . . . . 216--237
                       H. Dette   Optimal Designs for a Class of
                                  Polynomials of Odd or Even Degree  . . . 238--259
               Daniel Barry and   
                 J. A. Hartigan   Product Partition Models for Change
                                  Point Problems . . . . . . . . . . . . . 260--279
              D. L. Hawkins and   
             Subhash Kochar and   
                   Clive Loader   Testing Exponentiality Against IDMRL
                                  Distributions with Unknown Change Point  280--290
              Yuichiro Kanazawa   An Optimal Variable Cell Histogram Based
                                  on the Sample Spacings . . . . . . . . . 291--304
            C. Gutenbrunner and   
                   J. Jureckova   Regression Rank Scores and Regression
                                  Quantiles  . . . . . . . . . . . . . . . 305--330
          Viktor Kurotschka and   
               Christine Muller   Optimum Robust Estimation of Linear
                                  Aspects in Conditionally Contaminated
                                  Linear Models  . . . . . . . . . . . . . 331--350
                  Xuming He and   
             Douglas G. Simpson   Robust Direction Estimation  . . . . . . 351--369
              Regina Y. Liu and   
                    Kesar Singh   Efficiency and Robustness in Resampling  370--384
              Chi-Lun Cheng and   
               John W. Van Ness   Generalized $M$-Estimators for
                                  Errors-in-Variables Regression . . . . . 385--397
             Hendrik P. Lopuhaa   Highly Efficient Estimators of
                                  Multivariate Location with High
                                  Breakdown Point  . . . . . . . . . . . . 398--413
              Julian J. Faraway   Smoothing in Adaptive Estimation . . . . 414--427
                 Alex J. Koning   Approximation of Stochastic Integrals
                                  with Applications to Goodness-of-Fit
                                  Tests  . . . . . . . . . . . . . . . . . 428--454
                 Francis Comets   On Consistency of a Class of Estimators
                                  for Exponential Families of Markov
                                  Random Fields on the Lattice . . . . . . 455--468
             Nils Lid Hjort and   
                  Grete Fenstad   On the Last Time and the Number of Times
                                  an Estimator is More than $ \varepsilon
                                  $ From its Target Value  . . . . . . . . 469--489
           Jiunn Tzon Hwang and   
             George Casella and   
           Christian Robert and   
            Martin T. Wells and   
               Roger H. Farrell   Estimation of Accuracy in Testing  . . . 490--509
                    Glen Meeden   The Admissibility of the Linear
                                  Interpolation Estimator of the
                                  Population Total . . . . . . . . . . . . 510--522
                Marc Hallin and   
                 Guy Melard and   
                 Xavier Milhaud   Permutational Extreme Values of
                                  Autocorrelation Coefficients and a
                                  Pitman Test Against Serial Dependence    523--534
                      Song Yang   Some Inequalities About the
                                  Kaplan--Meier Estimator  . . . . . . . . 535--544
                    Mark G. Low   Renormalization and White Noise
                                  Approximation for Nonparametric
                                  Functional Estimation Problems . . . . . 545--554
          Lawrence D. Brown and   
              Eitan Greenshtein   Two-Sided Sequential Tests . . . . . . . 555--561
               Yoshikazu Takada   A Sequential Procedure with
                                  Asymptotically Negative Regret for
                                  Estimating a Normal Mean . . . . . . . . 562--569
                    Javier Rojo   A Pure-Tail Ordering Based on the Ratio
                                  of the Quantile Functions  . . . . . . . 570--579
             Trevor J. Sweeting   Asymptotic Ancillarity and Conditional
                                  Inference for Stochastic Processes . . . 580--589
                    Yuval Peres   Iterating von Neumann's Procedure for
                                  Extracting Random Bits . . . . . . . . . 590--597
                    Mark G. Low   Non-Existence of an Adaptive Estimator
                                  for the Value of an Unknown Probability
                                  Density  . . . . . . . . . . . . . . . . 598--602
                    C. C. Heyde   On Best Asymptotic Confidence Intervals
                                  for Parameters of Stochastic Processes   603--607
                   Lee K. Jones   A Simple Lemma on Greedy Approximation
                                  in Hilbert Space and Convergence Rates
                                  for Projection Pursuit Regression and
                                  Neural Network Training  . . . . . . . . 608--613
               Moshe Shaked and   
                     Y. L. Tong   Comparison of Experiments via Dependence
                                  of Normal Variables with a Common
                                  Marginal Distribution  . . . . . . . . . 614--618
                 A. Hedayat and   
                        W. Zhao   Correction: ``Optimal Two-Period
                                  Repeated Measurements Designs''  . . . . 619--619
             David M. Mason and   
           John H. Schuenemeyer   Correction: ``A Modified
                                  Kolmogorov--Smirnov Test Sensitive to
                                  Tail Alternatives''  . . . . . . . . . . 620--621

Annals of Statistics
Volume 20, Number 2, June, 1992

              Per Aslak Mykland   Asymptotic Expansions and Bootstrapping
                                  Distributions for Dependent Variables: A
                                  Martingale Approach  . . . . . . . . . . 623--654
          Miguel A. Arcones and   
                   Evarist Gine   On the Bootstrap of $U$ and $V$
                                  Statistics . . . . . . . . . . . . . . . 655--674
                     Peter Hall   Effect of Bias Estimation on Coverage
                                  Accuracy of Bootstrap Confidence
                                  Intervals for a Probability Density  . . 675--694
                     Peter Hall   On Bootstrap Confidence Intervals in
                                  Nonparametric Regression . . . . . . . . 695--711
               J. S. Marron and   
                     M. P. Wand   Exact Mean Integrated Squared Error  . . 712--736
              Hans-Georg Muller   Change-Points in Nonparametric
                                  Regression Analysis  . . . . . . . . . . 737--761
                     Peter Hall   On Global Properties of Variable
                                  Bandwidth Density Estimators . . . . . . 762--778
                    M. Falk and   
                    R.-D. Reiss   Statistical Inference for Conditional
                                  Curves: Poisson Process Approach . . . . 779--796
              Adam T. Martinsek   Using Stopping Rules to Bound the Mean
                                  Integrated Squared Error in Density
                                  Estimation . . . . . . . . . . . . . . . 797--806
          Iain M. Johnstone and   
            K. Brenda MacGibbon   Minimax Estimation of a Constrained
                                  Poisson Vector . . . . . . . . . . . . . 807--831
          Lawrence D. Brown and   
                 John I. Marden   Local Admissibility and Local
                                  Unbiasedness in Hypothesis Testing
                                  Problems . . . . . . . . . . . . . . . . 832--852
            Peter J. Bickel and   
            Vijayan N. Nair and   
                Paul C. C. Wang   Nonparametric Inference Under Biased
                                  Sampling from a Finite Population  . . . 853--878
            Myles Hollander and   
             Brett Presnell and   
             Jayaram Sethuraman   Nonparametric Methods for Imperfect
                                  Repair Models  . . . . . . . . . . . . . 879--896
               Probal Chaudhuri   Multivariate Location Estimation Using
                                  Extension of $R$-Estimates Through
                                  $U$-Statistics Type Approach . . . . . . 897--916
                      Daijin Ko   Robust Estimation of the Concentration
                                  Parameter of the von Mises--Fisher
                                  Distribution . . . . . . . . . . . . . . 917--928
                 Kathryn Roeder   Semiparametric Estimation of Normal
                                  Mixture Densities  . . . . . . . . . . . 929--943
            David L. Donoho and   
                    Mark G. Low   Renormalization Exponents and Optimal
                                  Pointwise Rates of Convergence . . . . . 944--970
       Peter C. B. Phillips and   
                    Victor Solo   Asymptotics for Linear Processes . . . . 971--1001
                       Mai Zhou   Asymptotic Normality of the `Synthetic
                                  Data' Regression Estimator for Censored
                                  Survival Data  . . . . . . . . . . . . . 1002--1021
                   Y. Vardi and   
                  Cun-Hui Zhang   Large Sample Study of Empirical
                                  Distributions in a Random-Multiplicative
                                  Censoring Model  . . . . . . . . . . . . 1022--1039
               Tailen Hsing and   
             Raymond J. Carroll   An Asymptotic Theory for Sliced Inverse
                                  Regression . . . . . . . . . . . . . . . 1040--1061
         John H. J. Einmahl and   
                 David M. Mason   Generalized Quantile Processes . . . . . 1062--1078
            Donald B. Rubin and   
                    Neal Thomas   Affinely Invariant Matching Methods with
                                  Ellipsoidal Distributions  . . . . . . . 1079--1093
                    Shaw-Hwa Lo   From the Species Problem to a General
                                  Coverage Problem via a New
                                  Interpretation . . . . . . . . . . . . . 1094--1109
                   Rudolf Beran   Controlling Conditional Coverage
                                  Probability in Prediction  . . . . . . . 1110--1119
              Zbigniew Szkutnik   Special Capacities, the Hunt--Stein
                                  Theorem and Transformation Groups  . . . 1120--1128
                    Jack Cuzick   Efficient Estimates in Semiparametric
                                  Additive Regression Models with Unknown
                                  Error Distribution . . . . . . . . . . . 1129--1136
               Christian Genest   Vincentization Revisited . . . . . . . . 1137--1142
                Qiansheng Cheng   On the Unique Representation of
                                  Non-Gaussian Linear Processes  . . . . . 1143--1145

Annals of Statistics
Volume 20, Number 3, September, 1992

                Morris L. Eaton   A Statistical Diptych: Admissible
                                  Inferences --- Recurrence of Symmetric
                                  Markov Chains  . . . . . . . . . . . . . 1147--1179
     Andre Robert Dabrowski and   
                 David McDonald   Statistical Analysis of Multiple Ion
                                  Channel Data . . . . . . . . . . . . . . 1180--1202
          R. Daniel Mauldin and   
        William D. Sudderth and   
                 S. C. Williams   Pólya Trees and Random Distributions  . . 1203--1221
                 Michael Lavine   Some Aspects of Pólya Tree Distributions
                                  for Statistical Modelling  . . . . . . . 1222--1235
          George R. Terrell and   
                 David W. Scott   Variable Kernel Density Estimation . . . 1236--1265
                Alois Kneip and   
                    Theo Gasser   Statistical Tools to Analyze Data
                                  Representing a Sample of Curves  . . . . 1266--1305
            Larry Goldstein and   
                   Karen Messer   Optimal Plug-in Estimators for
                                  Nonparametric Functional Estimation  . . 1306--1328
          Hans-Georg Muller and   
                Kathryn Prewitt   Weak Convergence and Adaptive Peak
                                  Estimation for Spectral Densities  . . . 1329--1349
                Brian G. Leroux   Consistent Estimation of a Mixing
                                  Distribution . . . . . . . . . . . . . . 1350--1360
                  Zhiliang Ying   Minimum Hellinger-Type Distance
                                  Estimation for Censored Data . . . . . . 1361--1390
                Clive R. Loader   A Log-Linear Model for a Poisson Process
                                  Change Point . . . . . . . . . . . . . . 1391--1411
               R. L. Eubank and   
                Jeffrey D. Hart   Testing Goodness-of-Fit in Regression
                                  Via Order Selection Criteria . . . . . . 1412--1425
               Hartmut Milbrodt   Testing Stationarity in the Mean of
                                  Autoregressive Processes with a
                                  Nonparametric Regression Trend . . . . . 1426--1440
                   T. N. Sriram   An Improved Sequential Procedure for
                                  Estimating the Regression Parameter in
                                  Regression Models with Symmetric Errors  1441--1453
            Witold Klonecki and   
                  Stefan Zontek   Admissible Estimators of Variance
                                  Components Obtained Via Submodels  . . . 1454--1467
              Regina Y. Liu and   
                    Kesar Singh   Ordering Directional Data: Concepts of
                                  Data Depth on Circles and Spheres  . . . 1468--1484
               Hanfeng Chen and   
                    Wei-Yin Loh   Bounds on AREs of Tests Following
                                  Box--Cox Transformations . . . . . . . . 1485--1500
        Constantinos Goutis and   
                 George Casella   Increasing the Confidence in Student's
                                  $t$ Interval . . . . . . . . . . . . . . 1501--1513
               Wojciech Niemiro   Asymptotics for $M$-Estimators Defined
                                  by Convex Minimization . . . . . . . . . 1514--1533
                   Seong-Ju Kim   The Metrically Trimmed Mean as a Robust
                                  Estimator of Location  . . . . . . . . . 1534--1547
          Soumendra Nath Lahiri   Bootstrapping $M$-Estimators of a
                                  Multiple Linear Regression Parameter . . 1548--1570
                   Jun Shao and   
                    C. F. J. Wu   Asymptotic Properties of the Balanced
                                  Repeated Replication Method for Sample
                                  Quantiles  . . . . . . . . . . . . . . . 1571--1593
                James Booth and   
                 Peter Hall and   
                    Andrew Wood   Bootstrap Estimation of Conditional
                                  Distributions  . . . . . . . . . . . . . 1594--1610
             David M. Mason and   
              Michael A. Newton   A Rank Statistics Approach to the
                                  Consistency of a General Bootstrap . . . 1611--1624
               John Gittins and   
                   You-Gan Wang   The Learning Component of Dynamic
                                  Allocation Indices . . . . . . . . . . . 1625--1636
            David Burshtein and   
       Vincent Della Pietra and   
           Dimitri Kanevsky and   
                   Arthur Nadas   Minimum Impurity Partitions  . . . . . . 1637--1646
                    Bert van Es   Asymptotics for Least Squares
                                  Cross-Validation Bandwidths in Nonsmooth
                                  Cases  . . . . . . . . . . . . . . . . . 1647--1657
                  Somnath Datta   Some Nonasymptotic Bounds for $ L_1 $
                                  Density Estimation using Kernels . . . . 1658--1667

Annals of Statistics
Volume 20, Number 4, December, 1992

                Tom Leonard and   
                 John S. J. Hsu   Bayesian Inference for a Covariance
                                  Matrix . . . . . . . . . . . . . . . . . 1669--1696
         Paul H. Garthwaite and   
                James M. Dickey   Elicitation of Prior Distributions for
                                  Variable-Selection Problems in
                                  Regression . . . . . . . . . . . . . . . 1697--1719
            Larry Wasserman and   
               Joseph B. Kadane   Symmetric Upper Probabilities  . . . . . 1720--1736
                  Robert F. Nau   Indeterminate Probabilities on Finite
                                  Sets . . . . . . . . . . . . . . . . . . 1737--1767
         Thomas A. Severini and   
                 Wing Hung Wong   Profile Likelihood and Conditionally
                                  Parametric Models  . . . . . . . . . . . 1768--1802
            David L. Donoho and   
                   Miriam Gasko   Breakdown Properties of Location
                                  Estimates Based on Halfspace Depth and
                                  Projected Outlyingness . . . . . . . . . 1803--1827
                  Laurie Davies   The Asymptotics of Rousseeuw's Minimum
                                  Volume Ellipsoid Estimator . . . . . . . 1828--1843
                        Kun Jin   Empirical Smoothing Parameter Selection
                                  in Adaptive Estimation . . . . . . . . . 1844--1874
                 Ruben H. Zamar   Bias Robust Estimation in Orthogonal
                                  Regression . . . . . . . . . . . . . . . 1875--1888
              L. Baringhaus and   
                       N. Henze   Limit Distributions for Mardia's Measure
                                  of Multivariate Skewness . . . . . . . . 1889--1902
            Larry Goldstein and   
                 Bryan Langholz   Asymptotic Theory for Nested
                                  Case-Control Sampling in the Cox
                                  Regression Model . . . . . . . . . . . . 1903--1928
          Melissa Dowd Begg and   
                Stephen Lagakos   Effects of Mismodeling on Tests of
                                  Association Based on Logistic Regression
                                  Models . . . . . . . . . . . . . . . . . 1929--1952
       Yuan-chin Ivan Chang and   
              Adam T. Martinsek   Fixed Size Confidence Regions for
                                  Parameters of a Logistic Regression
                                  Model  . . . . . . . . . . . . . . . . . 1953--1969
               Rudolf Beran and   
                     Peter Hall   Estimating Coefficient Distributions in
                                  Random Coefficient Regressions . . . . . 1970--1984
        Dimitris N. Politis and   
               Joseph P. Romano   A General Resampling Scheme for
                                  Triangular Arrays of $ \alpha $-Mixing
                                  Random Variables with Application to the
                                  Problem of Spectral Density Estimation   1985--2007
               Jianqing Fan and   
                  Irene Gijbels   Variable Bandwidth and Local Linear
                                  Regression Smoothers . . . . . . . . . . 2008--2036
                    Luc Devroye   A Note on the Usefulness of Superkernels
                                  in Density Estimation  . . . . . . . . . 2037--2056
               Jianqing Fan and   
                James S. Marron   Best Possible Constant for Bandwidth
                                  Selection  . . . . . . . . . . . . . . . 2057--2070
               R. L. Eubank and   
                 V. N. LaRiccia   Asymptotic Comparison of Cramér--von
                                  Mises and Nonparametric Function
                                  Estimation Techniques for Testing
                                  Goodness-of-Fit  . . . . . . . . . . . . 2071--2086
             J. A. Menendez and   
                   C. Rueda and   
                    B. Salvador   Dominance of Likelihood Ratio Tests
                                  under Cone Constraints . . . . . . . . . 2087--2099
              E. L. Lehmann and   
                        J. Rojo   Invariant Directional Orderings  . . . . 2100--2110
                K. Samaranayake   Stay-with-a-Winner Rule for Dependent
                                  Bernoulli Bandits  . . . . . . . . . . . 2111--2123
                    Jiahua Chen   Some Results on $ 2^{n - k} $ Fractional
                                  Factorial Designs and Search for Minimum
                                  Aberration Designs . . . . . . . . . . . 2124--2141
              A. S. Hedayat and   
                   Kewei Pu and   
                   John Stufken   On the Construction of Asymmetrical
                                  Orthogonal Arrays  . . . . . . . . . . . 2142--2152
     Rafail Z. Khas'minskii and   
              Betty V. Lazareva   On some Filtration Procedure for Jump
                                  Markov Process Observed in White
                                  Gaussian Noise . . . . . . . . . . . . . 2153--2160
                  Xuming He and   
                Stephen Portnoy   Reweighted LS Estimators Converge at the
                                  same Rate as the Initial Estimator . . . 2161--2167
                  Hari Mukerjee   Estimating Conditional Quantiles at the
                                  Root of a Regression Function  . . . . . 2168--2176
                Larry Wasserman   Invariance Properties of Density Ratio
                                  Priors . . . . . . . . . . . . . . . . . 2177--2182
                  P. Vellaisamy   Inadmissibility Results for the Selected
                                  Scale Parameters . . . . . . . . . . . . 2183--2191
                  Qiqing Yu and   
                   Eswar Phadia   Minimaxity of the Best Invariant
                                  Estimator of a Distribution Function
                                  under the Kolmogorov--Smirnov Loss . . . 2192--2195


Annals of Statistics
Volume 21, Number 1, March, 1993

             Richard C. Liu and   
              Lawrence D. Brown   Nonexistence of Informative Unbiased
                                  Estimators in Singular Problems  . . . . 1--13
               Sara van de Geer   Hellinger-Consistency of Certain
                                  Nonparametric Maximum Likelihood
                                  Estimators . . . . . . . . . . . . . . . 14--44
                    M. Falk and   
                      F. Marohn   Asymptotically Optimal Tests for
                                  Conditional Distributions  . . . . . . . 45--60
                       Jun Shao   Differentiability of Statistical
                                  Functionals and Consistency of the
                                  Jackknife  . . . . . . . . . . . . . . . 61--75
                  Zhiliang Ying   A Large Sample Study of Rank Estimation
                                  for Censored Regression Data . . . . . . 76--99
                   Albert Y. Lo   A Bayesian Bootstrap for Censored Data   100--123
             Finbarr O'Sullivan   Nonparametric Estimation in the Cox
                                  Model  . . . . . . . . . . . . . . . . . 124--145
                 Winfried Stute   Almost Sure Representations of the
                                  Product-Limit Estimator for Truncated
                                  Data . . . . . . . . . . . . . . . . . . 146--156
            Wolfgang Hardle and   
                 Peter Hall and   
              Hidehiko Ichimura   Optimal Smoothing in Single-Index Models 157--178
               Karen Messer and   
                Larry Goldstein   A New Class of Kernels for Nonparametric
                                  Curve Estimation . . . . . . . . . . . . 179--195
                   Jianqing Fan   Local Linear Regression Smoothers and
                                  Their Minimax Efficiencies . . . . . . . 196--216
                   Chong Gu and   
                     Chunfu Qiu   Smoothing Spline Density Estimation:
                                  Theory . . . . . . . . . . . . . . . . . 217--234
                   Daniel Barry   Testing for Additivity of a Regression
                                  Function . . . . . . . . . . . . . . . . 235--254
                    Enno Mammen   Bootstrap and Wild Bootstrap for High
                                  Dimensional Linear Models  . . . . . . . 255--285
             James G. Booth and   
                 Peter Hall and   
              Andrew T. A. Wood   Balanced Importance Resampling for the
                                  Bootstrap  . . . . . . . . . . . . . . . 286--298
                     Ping Zhang   Model Selection Via Multifold Cross
                                  Validation . . . . . . . . . . . . . . . 299--313
                  Xuming He and   
             Douglas G. Simpson   Lower Bounds for Contamination Bias:
                                  Globally Minimax Versus Locally Linear
                                  Estimation . . . . . . . . . . . . . . . 314--337
          R. Douglas Martin and   
                 Ruben H. Zamar   Efficiency-Constrained Bias-Robust
                                  Estimation of Location . . . . . . . . . 338--354
            Steven N. Evans and   
                    T. P. Speed   Invariants of Some Probability Models
                                  Used in Phylogenetic Inference . . . . . 355--377
                    Chitra Lele   Admissibility Results in Loss Estimation 378--390
       Gustavo L. Gilardoni and   
              Murray K. Clayton   On Reaching a Consensus Using Degroot's
                                  Iterative Pooling  . . . . . . . . . . . 391--401
       Friedrich Pukelsheim and   
             William J. Studden   $E$-Optimal Designs for Polynomial
                                  Regression . . . . . . . . . . . . . . . 402--415
               Holger Dette and   
             William J. Studden   Geometry of $E$-Optimality . . . . . . . 416--433
                    Dei-In Tang   Minimax Regression Designs Under Uniform
                                  Departure Models . . . . . . . . . . . . 434--446
           Peter Schumacher and   
                 James V. Zidek   Using Prior Information in Designing
                                  Intervention Detection Experiments . . . 447--463
                    D. Siegmund   A Sequential Clinical Trial for
                                  Comparing Three Treatments . . . . . . . 464--483
                  Arup Bose and   
                 Benzion Boukai   Sequential Estimation Results for a
                                  Two-Parameter Exponential Family of
                                  Distributions  . . . . . . . . . . . . . 484--502
                Girish Aras and   
              Michael Woodroofe   Asymptotic Expansions for the Moments of
                                  a Randomly Stopped Average . . . . . . . 503--519
                     K. S. Chan   Consistency and Limiting Distribution of
                                  the Least Squares Estimator of a
                                  Threshold Autoregressive Model . . . . . 520--533
               Hira L. Koul and   
             A. K. Md. E. Saleh   $R$-Estimation of the Parameters of
                                  Autoregressive $ [{\rm Ar}(p)]$ Models   534--551
                 S. M. Tang and   
                 I. B. MacNeill   The Effect of Serial Correlation on
                                  Tests for Parameter Change at Unknown
                                  Time . . . . . . . . . . . . . . . . . . 552--575

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

                    Mark G. Low   Renormalizing Upper and Lower Bounds for
                                  Integrated Risk in the White Noise Model 577--589
                    Ja-Yong Koo   Optimal Rates of Convergence for
                                  Nonparametric Statistical Inverse
                                  Problems . . . . . . . . . . . . . . . . 590--599
                   Jianqing Fan   Adaptively Local One-Dimensional
                                  Subproblems with Application to a
                                  Deconvolution Problem  . . . . . . . . . 600--610
                   M. G. Gu and   
                    C.-H. Zhang   Asymptotic Properties of Self-Consistent
                                  Estimators Based on Doubly Censored Data 611--624
             Dean P. Foster and   
               Edward I. George   Estimation up to a Change-Point  . . . . 625--644
           M. S. Srivastava and   
                     Yanhong Wu   Comparison of EWMA, CUSUM and
                                  Shiryayev--Roberts Procedures for
                                  Detecting a Shift in the Mean  . . . . . 645--670
           Lajos Horváth   The Maximum Likelihood Method for
                                  Testing Changes in the Parameters of
                                  Normal Observations  . . . . . . . . . . 671--680
                  Hari Mukerjee   Nearest Neighbor Regression with
                                  Heavy-Tailed Errors  . . . . . . . . . . 681--693
                     Peter Hall   On Plug-in Rules for Local Smoothing of
                                  Density Estimators . . . . . . . . . . . 694--710
                         Bin Yu   Density Estimation in the $ L^\infty $
                                  Norm for Dependent Data with
                                  Applications to the Gibbs Sampler  . . . 711--735
             Mostafa Mashayekhi   On Equivariance and the Compound
                                  Decision Problem . . . . . . . . . . . . 736--745
               Arthur Cohen and   
               H. B. Sackrowitz   Inadmissibility of Studentized Tests for
                                  Normal Order Restricted Models . . . . . 746--752
                   Holger Dette   Elfving's Theorem for $D$-Optimality . . 753--766
                   Holger Dette   A Note on $E$-Optimal Designs for
                                  Weighted Polynomial Regression . . . . . 767--771
                    Gang Li and   
                      Hani Doss   Generalized Pearson--Fisher Chi-Square
                                  Goodness-of-Fit Tests, with Applications
                                  to Models with Life History Data . . . . 772--797
                E. V. Khmaladze   Goodness of Fit Problem and Scanning
                                  Innovation Martingales . . . . . . . . . 798--829
                 T. W. Anderson   Goodness of Fit Tests for Spectral
                                  Distributions  . . . . . . . . . . . . . 830--847
           Colin R. Goodall and   
                Kanti V. Mardia   Multivariate Aspects of Shape Theory . . 848--866
                 Peter Hall and   
                    Ker-Chau Li   On almost Linearity of Low Dimensional
                                  Projections from High Dimensional Data   867--889
             Steinar Bjerve and   
                   Kjell Doksum   Correlation Curves: Measures of
                                  Association as Functions of Covariate
                                  Values . . . . . . . . . . . . . . . . . 890--902
                  Dennis D. Cox   An Analysis of Bayesian Inference for
                                  Nonparametric Regression . . . . . . . . 903--923
                  Hari Mukerjee   An Improved Monotone Conditional
                                  Quantile Estimator . . . . . . . . . . . 924--942
                  H. Kunsch and   
                   J. Beran and   
                      F. Hampel   Contrasts under Long-Range Correlations  943--964
         Ricardo A. Maronna and   
                Victor J. Yohai   Bias-Robust Estimates of Regression
                                  Based on Projections . . . . . . . . . . 965--990
               R. D. Martin and   
                 Ruben H. Zamar   Bias Robust Estimation of Scale  . . . . 991--1017
    O. E. Barndorff-Nielsen and   
                    P. Blaesild   Orthogeodesic Models . . . . . . . . . . 1018--1039
                  Lanh Tat Tran   Nonparametric Function Estimation for
                                  Time Series by Local Average Estimators  1040--1057
                Karim M. Abadir   The Limiting Distribution of the
                                  Autocorrelation Coefficient under a Unit
                                  Root . . . . . . . . . . . . . . . . . . 1058--1070
                Jiahua Chen and   
                       Jun Shao   Iterative Weighted Least Squares
                                  Estimators . . . . . . . . . . . . . . . 1071--1092
              Alan T. James and   
            William N. Venables   Matrix Weighting of Several Regression
                                  Coefficient Vectors  . . . . . . . . . . 1093--1114
                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 3, September, 1993

            A. Philip Dawid and   
                  Jinglong Wang   Fiducial Prediction and Semi-Bayesian
                                  Inference  . . . . . . . . . . . . . . . 1119--1138
           Teddy Seidenfeld and   
                Larry Wasserman   Dilation for Sets of Probabilities . . . 1139--1154
                David Assaf and   
               Moshe Pollak and   
              Ya'acov Ritov and   
                 Benjamin Yakir   Detecting a Change of a Normal Mean by
                                  Dynamic Sampling with a Probability
                                  Bound on a False Alarm . . . . . . . . . 1155--1165
               Song Xi Chen and   
                     Peter Hall   Smoothed Empirical Likelihood Confidence
                                  Intervals for Quantiles  . . . . . . . . 1166--1181
                       Jing Qin   Empirical Likelihood in Biased Sample
                                  Problems . . . . . . . . . . . . . . . . 1182--1196
            Frank Critchley and   
              Paul Marriott and   
                    Mark Salmon   Preferred Point Geometry and Statistical
                                  Manifolds  . . . . . . . . . . . . . . . 1197--1224
                 Huiling Le and   
               David G. Kendall   The Riemannian Structure of Euclidean
                                  Shape Spaces: A Novel Environment for
                                  Statistics . . . . . . . . . . . . . . . 1225--1271
                A. P. Dawid and   
                S. L. Lauritzen   Hyper Markov Laws in the Statistical
                                  Analysis of Decomposable Graphical
                                  Models . . . . . . . . . . . . . . . . . 1272--1317
       Steen Arne Andersson and   
             Michael D. Perlman   Lattice Models for Conditional
                                  Independence in a Multivariate Normal
                                  Distribution . . . . . . . . . . . . . . 1318--1358
                Brian W. Junker   Conditional Association, Essential
                                  Independence and Monotone Unidimensional
                                  Item Response Models . . . . . . . . . . 1359--1378
                 Satoshi Kuriki   One-Sided Test for the Equality of Two
                                  Covariance Matrices  . . . . . . . . . . 1379--1384
               R. W. Butler and   
               P. L. Davies and   
                        M. Jhun   Asymptotics for the Minimum Covariance
                                  Determinant Estimator  . . . . . . . . . 1385--1400
                 G. L. Thompson   Generalized Permutation Polytopes and
                                  Exploratory Graphical Methods for Ranked
                                  Data . . . . . . . . . . . . . . . . . . 1401--1430
              Rudolf Grubel and   
                 Susan M. Pitts   Nonparametric Estimation in Renewal
                                  Theory I: The Empirical Renewal Function 1431--1451
            Alan H. Dorfman and   
                     Peter Hall   Estimators of the Finite Population
                                  Distribution Function using
                                  Nonparametric Regression . . . . . . . . 1452--1475
             James G. Booth and   
                     Peter Hall   An Improvement of the Jackknife
                                  Distribution Function Estimator  . . . . 1476--1485
                   Anton Schick   On Efficient Estimation in Regression
                                  Models . . . . . . . . . . . . . . . . . 1486--1521
               Michael L. Stein   Spline Smoothing with an Estimated Order
                                  Parameter  . . . . . . . . . . . . . . . 1522--1544
                   J. S. Wu and   
                      C. K. Chu   Kernel-Type Estimators of Jump Points
                                  and Values of a Regression Function  . . 1545--1566
                  Zhiliang Ying   Maximum Likelihood Estimation of
                                  Parameters under a Spatial Sampling
                                  Scheme . . . . . . . . . . . . . . . . . 1567--1590
                   W. Stute and   
                     J.-L. Wang   The Strong Law under Random Censorship   1591--1607
                I. H. Dinwoodie   Large Deviations for Censored Data . . . 1608--1620
                    Joo Han Kim   Chi-Square Goodness-of-Fit Tests for
                                  Randomly Censored Data . . . . . . . . . 1621--1639
              Julian Leslie and   
            Constance van Eeden   On a Characterization of the Exponential
                                  Distribution Based on a Type 2 Right
                                  Censored Sample  . . . . . . . . . . . . 1640--1647
               Gangaji Maguluri   Semiparametric Estimation of Association
                                  in a Bivariate Survival Function . . . . 1648--1662

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

                    J. Pfanzagl   Incidental Versus Random Nuisance
                                  Parameters . . . . . . . . . . . . . . . 1663--1691
           Erwin Bolthausen and   
                Friedrich Gotze   The Rate of Convergence for Multivariate
                                  Sampling Statistics  . . . . . . . . . . 1692--1710
                Leo Breiman and   
                 Yacov Tsur and   
                     Amos Zemel   On a Simple Estimation Procedure for
                                  Censored Regression Models with Known
                                  Error Distributions  . . . . . . . . . . 1711--1720
                  Peter Sasieni   Some New Estimators for Cox Regression   1721--1759
                  Georg Neuhaus   Conditional Rank Tests for the
                                  Two-Sample Problem Under Random
                                  Censorship . . . . . . . . . . . . . . . 1760--1779
             James G. Booth and   
                     Peter Hall   Bootstrap Confidence Regions for
                                  Functional Relationships in
                                  Errors-in-Variables Models . . . . . . . 1780--1791
                    P. N. Patil   On the Least Squares Cross-Validation
                                  Bandwidth in Hazard Rate Estimation  . . 1792--1810
              Marie Huskova and   
                   Paul Janssen   Consistency of the Generalized Bootstrap
                                  for Degenerate $U$-Statistics  . . . . . 1811--1823
            Victor J. Yohai and   
                 Ruben H. Zamar   A Minimax-Bias Property of the Least $
                                  \alpha $-Quantile Estimates  . . . . . . 1824--1842
                   P. L. Davies   Aspects of Robust Linear Regression  . . 1843--1899
               Jianqing Fan and   
                Young K. Truong   Nonparametric Regression with Errors in
                                  Variables  . . . . . . . . . . . . . . . 1900--1925
                  W. Hardle and   
                      E. Mammen   Comparing Nonparametric Versus
                                  Parametric Regression Fits . . . . . . . 1926--1947
             David Siegmund and   
                   Heping Zhang   The Expected Number of Local Maxima of a
                                  Random Field and the Volume of Tubes . . 1948--1966
                   Rudolf Beran   Probability-Centered Prediction Regions  1967--1981
                    I-Li Lu and   
                Donald Richards   Random Discriminants . . . . . . . . . . 1982--2000
                 Dan Geiger and   
                    Judea Pearl   Logical and Algorithmic Properties of
                                  Conditional Independence and Graphical
                                  Models . . . . . . . . . . . . . . . . . 2001--2021
                     E. Gassiat   Adaptive Estimation in Noncausal
                                  Stationary AR Processes  . . . . . . . . 2022--2042
                   Tailen Hsing   Extremal Index Estimation for a Weakly
                                  Dependent Stationary Sequence  . . . . . 2043--2071
               Daniel C. Coster   Trend-Free Run Orders of Mixed-Level
                                  Fractional Factorial Designs . . . . . . 2072--2086
             Feng-Shun Chai and   
                Dibyen Majumdar   On the Yeh--Bradley Conjecture on Linear
                                  Trend-Free Block Designs . . . . . . . . 2087--2097
         William F. Rosenberger   Asymptotic Inference with
                                  Response-Adaptive Treatment Allocation
                                  Designs  . . . . . . . . . . . . . . . . 2098--2107
                P. Diaconis and   
                 D. A. Freedman   Nonparametric Binary Regression: A
                                  Bayesian Approach  . . . . . . . . . . . 2108--2137
                   Albert Y. Lo   A Bayesian Method for Weighted Sampling  2138--2148
          Michael A. Messig and   
         William E. Strawderman   Minimal Sufficiency and Completeness for
                                  Dichotomous Quantal Response Models  . . 2149--2157
                     L. Mattner   Some Incomplete But Boundedly Complete
                                  Location Families  . . . . . . . . . . . 2158--2162
              Eitan Greenshtein   A Note on Bahadur's Transitivity . . . . 2163--2167
              Robert A. Wijsman   Correction: ``Proper Action in Steps,
                                  with Application to Density Ratios of
                                  Maximal Invariants'' . . . . . . . . . . 2168--2169


Annals of Statistics
Volume 22, Number 1, March, 1994

                   R. M. Dudley   The Order of the Remainder in
                                  Derivatives of Composition and Inverse
                                  Operators for $p$-Variation Norms  . . . 1--20
              Per Aslak Mykland   Bartlett Type Identities for Martingales 21--38
                 Yoshiji Takagi   Local Asymptotic Minimax Risk Bounds for
                                  Asymmetric Loss Functions  . . . . . . . 39--48
                   Heping Zhang   Confidence Regions in Linear Functional
                                  Relationships  . . . . . . . . . . . . . 49--66
           J. T. Gene Hwang and   
            Shyamal Das Peddada   Confidence Interval Estimation Subject
                                  to Order Restrictions  . . . . . . . . . 67--93
              Thomas Mathew and   
             Subramanyam Kasala   An Exact Confidence Region in
                                  Multivariate Calibration . . . . . . . . 94--105
                 Amir Dembo and   
                    Yuval Peres   A Topological Criterion for Hypothesis
                                  Testing  . . . . . . . . . . . . . . . . 106--117
               Charles J. Stone   The Use of Polynomial Splines and Their
                                  Tensor Products in Multivariate Function
                                  Estimation . . . . . . . . . . . . . . . 118--171
                   Andreas Buja   Discussion: The Use of Polynomial
                                  Splines and their Tensor Products in
                                  Multivariate Function Estimation . . . . 171--177
                  Trevor Hastie   Discussion: The Use of Polynomial
                                  Splines and their Tensor Products in
                                  Multivariate Function Estimation . . . . 177--179
               Charles J. Stone   Rejoinder: The Use of Polynomial Splines
                                  and their Tensor Products in
                                  Multivariate Function Estimation . . . . 179--184
              David Ruppert and   
              Daren B. H. Cline   Bias Reduction in Kernel Density
                                  Estimation by Smoothed Empirical
                                  Transformations  . . . . . . . . . . . . 185--210
                  Hung Chen and   
            Jyh-Jen Horng Shiau   Data-Driven Efficient Estimators for a
                                  Partially Linear Model . . . . . . . . . 211--237
                David L. Donoho   Statistical Estimation and Optimal
                                  Recovery . . . . . . . . . . . . . . . . 238--270
              Iain M. Johnstone   On Minimax Estimation of a Sparse Normal
                                  Mean Vector  . . . . . . . . . . . . . . 271--289
               Tatsuya Kubokawa   A Unified Approach to Improving
                                  Equivariant Estimators . . . . . . . . . 290--299
                    Jin Qin and   
                  Jerry Lawless   Empirical Likelihood and General
                                  Estimating Equations . . . . . . . . . . 300--325
                   Xiao-Li Meng   On the Rate of Convergence of the ECM
                                  Algorithm  . . . . . . . . . . . . . . . 326--339
                    Bing Li and   
                Peter McCullagh   Potential Functions and Conservative
                                  Estimating Functions . . . . . . . . . . 340--356
                  Iosif Pinelis   Extremal Probabilistic Problems and
                                  Hotelling's $ T^2 $ Test Under a
                                  Symmetry Condition . . . . . . . . . . . 357--368
                  Helene Massam   An Exact Decomposition Theorem and a
                                  Unified View of Some Related
                                  Distributions for a Class of Exponential
                                  Transformation Models on Symmetric Cones 369--394
                   Harald Uhlig   On Singular Wishart and Singular
                                  Multivariate Beta Distributions  . . . . 395--405
               Andreas Buja and   
                B. F. Logan and   
                J. A. Reeds and   
                    L. A. Shepp   Inequalities and Positive-Definite
                                  Functions Arising from a Problem in
                                  Multidimensional Scaling . . . . . . . . 406--438
              Robert P. Sherman   Maximal Inequalities for Degenerate
                                  $U$-Processes with Applications to
                                  Optimization Estimators  . . . . . . . . 439--459
                 Winfried Stute   Universally Consistent Conditional
                                  $U$-Statistics . . . . . . . . . . . . . 460--473
                J. S. Huang and   
                    W. J. Huang   A Reverse Submartingale Property of the
                                  Range  . . . . . . . . . . . . . . . . . 474--477
             H. N. Nagaraja and   
                    H. A. David   Distribution of the Maximum of
                                  Concomitants of Selected Order
                                  Statistics . . . . . . . . . . . . . . . 478--494
            Ian W. McKeague and   
                  Mei-Jie Zhang   Identification of Nonlinear Time Series
                                  from First Order Cumulative
                                  Characteristics  . . . . . . . . . . . . 495--514
                 P. M. Robinson   Semiparametric Analysis of Long-Memory
                                  Time Series  . . . . . . . . . . . . . . 515--539
               Hira L. Koul and   
                 Mina Ossiander   Weak Convergence of Randomly Weighted
                                  Dependent Residual Empiricals with
                                  Applications to Autoregression . . . . . 540--562
               Seiji Nabeya and   
                 Katsuto Tanaka   Acknowledgment of Priority: Asymptotic
                                  Theory of a Test for the Constancy of
                                  Regression Coefficients Against the
                                  Random Walk Alternative  . . . . . . . . 563--563

Annals of Statistics
Volume 22, Number 2, June, 1994

                 Alex J. Koning   Approximation of the Basic Martingale    565--579
              Xiaotong Shen and   
                 Wing Hung Wong   Convergence Rate of Sieve Estimates  . . 580--615
               Andrew L. Rukhin   Recursive Testing of Multiple
                                  Hypotheses: Consistency and Efficiency
                                  of the Bayes Rule  . . . . . . . . . . . 616--633
              Toby Mitchell and   
               Jerome Sacks and   
               Donald Ylvisaker   Asymptotic Bayes Criteria for
                                  Nonparametric Response Surface Design    634--651
                     Sudip Bose   Bayesian Robustness with Mixture Classes
                                  of Priors  . . . . . . . . . . . . . . . 652--667
             Robert E. Kass and   
             Elizabeth H. Slate   Some Diagnostics of Maximum Likelihood
                                  and Posterior Nonnormality . . . . . . . 668--695
                        Lam Yeh   Bayesian Variable Sampling Plans for the
                                  Exponential Distribution with Type I
                                  Censoring  . . . . . . . . . . . . . . . 696--711
                   S. A. Murphy   Consistency in a Proportional Hazards
                                  Model Incorporating a Random Effect  . . 712--731
            Mendel Fygenson and   
                  Ya'acov Ritov   Monotone Estimating Equations for
                                  Censored Data  . . . . . . . . . . . . . 732--746
            Mendel Fygenson and   
                       Mai Zhou   On Using Stratification in the Analysis
                                  of Linear Regression Models with Right
                                  Censoring  . . . . . . . . . . . . . . . 747--762
               Louis Gordon and   
                   Moshe Pollak   An Efficient Sequential Nonparametric
                                  Scheme for Detecting a Change of
                                  Distribution . . . . . . . . . . . . . . 763--804
           M. S. Srivastava and   
                     Yanhong Wu   Dynamic Sampling Plan in
                                  Shiryayev--Roberts Procedure for
                                  Detecting a Change in the Drift of
                                  Brownian Motion  . . . . . . . . . . . . 805--823
                 J. A. Hartigan   Linear Estimators in Change Point
                                  Problems . . . . . . . . . . . . . . . . 824--834
                    Alois Kneip   Ordered Linear Smoothers . . . . . . . . 835--866
               Jianqing Fan and   
                     Peter Hall   On Curve Estimation by Minimizing Mean
                                  Absolute Deviation and Its Implications  867--885
                    Luc Devroye   On Good Deterministic Smoothing
                                  Sequences for Kernel Density Estimates   886--889
                   Holger Dette   Discrimination Designs for Polynomial
                                  Regression on Compact Intervals  . . . . 890--903
                   Mike Jacroux   On the Construction of Trend Resistant
                                  Mixed Level Factorial Run Orders . . . . 904--916
             Berthold Heiligers   $E$-Optimal Designs in Weighted
                                  Polynomial Regression  . . . . . . . . . 917--929
                       Art Owen   Lattice Sampling Revisited: Monte Carlo
                                  Variance of Means Over Randomized
                                  Orthogonal Arrays  . . . . . . . . . . . 930--945
                       Jun Shao   $L$-Statistics in Complex Survey
                                  Problems . . . . . . . . . . . . . . . . 946--967
                 Xiaojing Xiang   On the Berry--Esseen Bound for
                                  $L$-Statistics in the Non-I.D. Case with
                                  Applications to the Estimation of
                                  Location Parameters  . . . . . . . . . . 968--979
       U. V. Naik-Nimbalkar and   
                 M. B. Rajarshi   Validity of Blockwise Bootstrap for
                                  Empirical Processes with Stationary
                                  Observations . . . . . . . . . . . . . . 980--994
                 Peter Buhlmann   Blockwise Bootstrapped Empirical Process
                                  for Stationary Sequences . . . . . . . . 995--1012
                   T. N. Sriram   Invalidity of Bootstrap for Critical
                                  Branching Processes with Immigration . . 1013--1023
                 David E. Tyler   Finite Sample Breakdown Points of
                                  Projection Based Multivariate Location
                                  and Scatter Statistics . . . . . . . . . 1024--1044
            Irvin C. Schick and   
               Sanjoy K. Mitter   Robust Recursive Estimation in the
                                  Presence of Heavy-Tailed Observation
                                  Noise  . . . . . . . . . . . . . . . . . 1045--1080
               Bruce G. Lindsay   Efficiency Versus Robustness: The Case
                                  for Minimum Hellinger Distance and
                                  Related Methods  . . . . . . . . . . . . 1081--1114

Annals of Statistics
Volume 22, Number 3, September, 1994

                Bingyi Jing and   
                  John Robinson   Saddlepoint Approximations for Marginal
                                  and Conditional Probabilities of
                                  Transformed Variables  . . . . . . . . . 1115--1132
           Jayanta K. Ghosh and   
              Pranab K. Sen and   
                 Rahul Mukerjee   Second-Order Pitman Closeness and Pitman
                                  Admissibility  . . . . . . . . . . . . . 1133--1141
                   Xiao-Li Meng   Posterior Predictive $p$-Values  . . . . 1142--1160
                 Michael Lavine   More Aspects of Pólya Tree Distributions
                                  for Statistical Modelling  . . . . . . . 1161--1176
             Patrizia Berti and   
                    Pietro Rigo   Coherent Inferences and Improper Priors  1177--1194
               Ruoyong Yang and   
                James O. Berger   Estimation of a Covariance Matrix Using
                                  the Reference Prior  . . . . . . . . . . 1195--1211
         Manas K. Chattopadhyay   Two-Armed Dirichlet Bandits with
                                  Discounting  . . . . . . . . . . . . . . 1212--1221
              Tze Leung Lai and   
                  Zhiliang Ying   A Missing Information Principle and
                                  $M$-Estimators in Regression Analysis
                                  with Censored and Truncated Data . . . . 1222--1255
              Youping Huang and   
                  Cun-Hui Zhang   Estimating a Monotone Density from
                                  Censored Observations  . . . . . . . . . 1256--1274
               I-Shou Chang and   
                 Chao A. Hsiung   Information and Asymptotic Efficiency in
                                  Some Generalized Proportional Hazards
                                  Models for Counting Processes  . . . . . 1275--1298
             Michael G. Akritas   Nearest Neighbor Estimation of a
                                  Bivariate Distribution Under Random
                                  Censoring  . . . . . . . . . . . . . . . 1299--1327
                Jiayang Sun and   
                Clive R. Loader   Simultaneous Confidence Bands for Linear
                                  Regression and Smoothing . . . . . . . . 1328--1345
                 D. Ruppert and   
                     M. P. Wand   Multivariate Locally Weighted Least
                                  Squares Regression . . . . . . . . . . . 1346--1370
                Luc Devroye and   
László Györfi and   
               Adam Krzyzak and   
                   Gabor Lugosi   On the Strong Universal Consistency of
                                  Nearest Neighbor Regression Function
                                  Estimates  . . . . . . . . . . . . . . . 1371--1385
                    Alois Kneip   Nonparametric Estimation of Common
                                  Regressors for Similar Curve Data  . . . 1386--1427
                 Susan M. Pitts   Nonparametric Estimation of the
                                  Stationary Waiting Time Distribution
                                  Function for the GI/G/1 Queue  . . . . . 1428--1446
           Alejandra Cabana and   
              Enrique M. Cabana   Goodness-of-Fit and Comparison Tests of
                                  the Kolmogorov--Smirnov Type for
                                  Bivariate Populations  . . . . . . . . . 1447--1459
          Miguel A. Arcones and   
              Zhiqiang Chen and   
                   Evarist Gine   Estimators Related to $U$-Processes with
                                  Applications to Multivariate Medians:
                                  Asymptotic Normality . . . . . . . . . . 1460--1477
                Ola Hossjer and   
         Peter J. Rousseeuw and   
               Christophe Croux   Asymptotics of the Repeated Median Slope
                                  Estimator  . . . . . . . . . . . . . . . 1478--1501
                      H. Finner   Two-Sided Tests and One-Sided Confidence
                                  Bounds . . . . . . . . . . . . . . . . . 1502--1516
          Peter Yi-Shi Shao and   
         William E. Strawderman   Improving on the James--Stein
                                  Positive-Part Estimator  . . . . . . . . 1517--1538
               Arthur Cohen and   
         J. H. B. Kemperman and   
               H. B. Sackrowitz   Projected Tests for Order Restricted
                                  Alternatives . . . . . . . . . . . . . . 1539--1546
                  Xiaomi Hu and   
                   F. T. Wright   Monotonicity Properties of the Power
                                  Functions of Likelihood Ratio Tests for
                                  Normal Mean Hypotheses Constrained by a
                                  Linear Space and a Cone  . . . . . . . . 1547--1554
           Shaul K. Bar-Lev and   
                 Peter Enis and   
                   Gerard Letac   Sampling Models which Admit a Given
                                  General Exponential Family as a
                                  Conjugate Family of Priors . . . . . . . 1555--1586
            Frank Critchley and   
              Paul Marriott and   
                    Mark Salmon   Preferred Point Geometry and the Local
                                  Differential Geometry of the
                                  Kullback--Leibler Divergence . . . . . . 1587--1602
              Claudia Neuhauser   A Poisson Approximation for Sequence
                                  Comparisons with Insertions and
                                  Deletions  . . . . . . . . . . . . . . . 1603--1629
                    C. Stepniak   A Note on Comparison of Genetic
                                  Experiments  . . . . . . . . . . . . . . 1630--1632
   Donato Michele Cifarelli and   
              Eugenio Regazzini   Correction: ``Distribution Functions of
                                  Means of a Dirichlet Process'' . . . . . 1633--1634

Annals of Statistics
Volume 22, Number 4, December, 1994

         Deborah J. Donnell and   
               Andreas Buja and   
                Werner Stuetzle   Analysis of Additive Dependencies and
                                  Concurvities Using Smallest Additive
                                  Principal Components . . . . . . . . . . 1635--1668
               Bernard D. Flury   Discussion: Analysis of Additive
                                  Dependencies and Concurvities Using
                                  Smallest Additive Principal Components   1668--1670
         Deborah J. Donnell and   
               Andreas Buja and   
                Werner Stuetzle   Rejoinder: Analysis of Additive
                                  Dependencies and Concurvities Using
                                  Smallest Additive Principal Components   1671--1673
                S. Weisberg and   
                    A. H. Welsh   Adapting for the Missing Link  . . . . . 1674--1700
                   Luke Tierney   Markov Chains for Exploring Posterior
                                  Distributions  . . . . . . . . . . . . . 1701--1728
                      Hani Doss   Discussion: Markov Chains for Exploring
                                  Posterior Distributions  . . . . . . . . 1728--1734
                   Julian Besag   Discussion: Markov Chains for Exploring
                                  Posterior Distributions  . . . . . . . . 1734--1741
            Christian P. Robert   Discussion: Markov Chains for Exploring
                                  Posterior Distributions  . . . . . . . . 1742--1747
              Kung Sik Chan and   
               Charles J. Geyer   Discussion: Markov Chains for Exploring
                                  Posterior Distributions  . . . . . . . . 1747--1758
                   Luke Tierney   Rejoinder: Markov Chains for Exploring
                                  Posterior Distributions  . . . . . . . . 1758--1762
                      Hani Doss   Bayesian Nonparametric Estimation for
                                  Incomplete Data Via Successive
                                  Substitution Sampling  . . . . . . . . . 1763--1786
            James O. Berger and   
          Lawrence D. Brown and   
              Robert L. Wolpert   A Unified Conditional Frequentist and
                                  Bayesian Test for Fixed and Sequential
                                  Simple Hypothesis Testing  . . . . . . . 1787--1807
                    Dongchu Sun   Integrable Expansions for Posterior
                                  Distributions for a Two-Parameter
                                  Exponential Family . . . . . . . . . . . 1808--1830
                   L. Gajek and   
                    M. Kaluszka   Lower Bounds for the Asymptotic Bayes
                                  Risk in the Scale Model (with an
                                  Application to the Second-Order Minimax
                                  Estimation)  . . . . . . . . . . . . . . 1831--1839
          Amir Sadrolhefazi and   
               Terrence L. Fine   Finite-Dimensional Distributions and
                                  Tail Behavior in Stationary
                                  Interval-Valued Probability Models . . . 1840--1870
               I-Shou Chang and   
                 Chao A. Hsiung   Asymptotic Consistency of the Maximum
                                  Likelihood Estimate in Positron Emission
                                  Tomography and Applications  . . . . . . 1871--1883
                   Tobias Ryden   Consistent and Asymptotically Normal
                                  Parameter Estimates for Hidden Markov
                                  Models . . . . . . . . . . . . . . . . . 1884--1895
              Aad van der Vaart   Maximum Likelihood Estimation with
                                  Partially Censored Data  . . . . . . . . 1896--1916
                  Tze Leung Lai   Asymptotic Properties of Nonlinear Least
                                  Squares Estimates in Stochastic
                                  Regression Models  . . . . . . . . . . . 1917--1930
               Arthur Cohen and   
         J. H. B. Kemperman and   
               H. B. Sackrowitz   Unbiased Testing in Exponential Family
                                  Regression . . . . . . . . . . . . . . . 1931--1946
             Dean P. Foster and   
               Edward I. George   The Risk Inflation Criterion for
                                  Multiple Regression  . . . . . . . . . . 1947--1975
                   R. Beran and   
                   P. W. Millar   Minimum Distance Estimation in Random
                                  Coefficient Regression Models  . . . . . 1976--1992
               Charles J. Geyer   On the Asymptotics of Constrained
                                  $M$-Estimation . . . . . . . . . . . . . 1993--2010
                 Peter Hall and   
                    Enno Mammen   On General Resampling Algorithms and
                                  their Performance in Distribution
                                  Estimation . . . . . . . . . . . . . . . 2011--2030
        Dimitris N. Politis and   
               Joseph P. Romano   Large Sample Confidence Regions Based on
                                  Subsamples under Minimal Assumptions . . 2031--2050
                     Jushan Bai   Weak Convergence of the Sequential
                                  Empirical Processes of Residuals in ARMA
                                  Models . . . . . . . . . . . . . . . . . 2051--2061
                   F. Gotze and   
                        C. Hipp   Asymptotic Distribution of Statistics in
                                  Time Series  . . . . . . . . . . . . . . 2062--2088
         Evangelos E. Ioannidis   On the Behavior of a Capon-Type Spectral
                                  Density Estimator  . . . . . . . . . . . 2089--2114
                 Peter Hall and   
         Nicholas I. Fisher and   
                Branka Hoffmann   On the Nonparametric Estimation of
                                  Covariance Functions . . . . . . . . . . 2115--2134


Annals of Statistics
Volume 23, Number 1, February, 1995

                 Peter Hall and   
              Tien Chung Hu and   
                   J. S. Marron   Improved Variable Window Kernel
                                  Estimates of Probability Densities . . . 1--10
               Lucien Birge and   
                 Pascal Massart   Estimation of Integral Functionals of a
                                  Density  . . . . . . . . . . . . . . . . 11--29
                   H. Dette and   
               B. Heiligers and   
                  W. J. Studden   Minimax Designs in Linear Regression
                                  Models . . . . . . . . . . . . . . . . . 30--40
               Ching-Shui Cheng   Complete Class Results for the Moment
                                  Matrices of Designs Over
                                  Permutation-Invariant Sets . . . . . . . 41--54
                 Huimei Liu and   
                Roger L. Berger   Uniformly More Powerful, One-Sided Tests
                                  for Hypotheses About Linear Inequalities 55--72
              Trevor Hastie and   
               Andreas Buja and   
              Robert Tibshirani   Penalized Discriminant Analysis  . . . . 73--102
            Thaddeus Tarpey and   
                  Luning Li and   
               Bernard D. Flury   Principal Points and Self-Consistent
                                  Points of Elliptical Distributions . . . 103--112
Miklós Csörg\Ho and   
           Lajos Horváth   On the Distance Between Smoothed
                                  Empirical and Quantile Processes . . . . 113--131
            P. E. Greenwood and   
                  W. Wefelmeyer   Efficiency of Empirical Estimators for
                                  Markov Chains  . . . . . . . . . . . . . 132--143
               Paul D. Valz and   
              A. Ian McLeod and   
               Mary E. Thompson   Cumulant Generating Function and Tail
                                  Probability Approximations for Kendall's
                                  Score with Tied Rankings . . . . . . . . 144--160
              R. J. Carroll and   
        R. K. Knickerbocker and   
                     C. Y. Wang   Dimension Reduction in a Semiparametric
                                  Regression Model with Errors in
                                  Covariates . . . . . . . . . . . . . . . 161--181
                   S. A. Murphy   Asymptotic Theory for the Frailty Model  182--198
         P. P. B. Eggermont and   
                 V. N. LaRiccia   Maximum Smoothed Likelihood Density
                                  Estimation for Inverse Problems  . . . . 199--220
                    Jiahua Chen   Optimal Rate of Convergence for Finite
                                  Mixture Models . . . . . . . . . . . . . 221--233
          Jeffrey R. Eisele and   
           Michael B. Woodroofe   Central Limit Theorems for Doubly
                                  Adaptive Biased Coin Designs . . . . . . 234--254
                D. Siegmund and   
              E. S. Venkatraman   Using the Generalized Likelihood Ratio
                                  Statistic for Sequential Detection of a
                                  Change-Point . . . . . . . . . . . . . . 255--271
                 Benjamin Yakir   A Note on the Run Length to False Alarm
                                  of a Change-Point Detection Policy . . . 272--281
           Richard A. Davis and   
                Dawei Huang and   
                   Yi-Ching Yao   Testing for a Change in the Parameter
                                  Values and Order of an Autoregressive
                                  Model  . . . . . . . . . . . . . . . . . 282--304
             Thomas Mikosch and   
              Tamar Gadrich and   
        Claudia Kluppelberg and   
                Robert J. Adler   Parameter Estimation for ARMA Models
                                  with Infinite Variance Innovations . . . 305--326
                I. H. Dinwoodie   Stationary Exponential Families  . . . . 327--337

Annals of Statistics
Volume 23, Number 2, April, 1995

             Wing Hung Wong and   
                  Xiaotong Shen   Probability Inequalities for Likelihood
                                  Ratios and Convergence Rates of Sieve
                                  MLES . . . . . . . . . . . . . . . . . . 339--362
                 Peter Hall and   
                   Bing-Yi Jing   Uniform Coverage Bounds for Confidence
                                  Intervals and Berry--Esseen Theorems for
                                  Edgeworth Expansion  . . . . . . . . . . 363--375
                    Colin O. Wu   Estimating the Real Parameter in a
                                  Two-Sample Proportional Odds Model . . . 376--395
              Per Aslak Mykland   Dual Likelihood  . . . . . . . . . . . . 396--421
                 Winfried Stute   The Central Limit Theorem Under Random
                                  Censorship . . . . . . . . . . . . . . . 422--439
                  Kani Chen and   
                Min-Te Chao and   
                    Shaw-Hwa Lo   On Strong Uniform Consistency of the
                                  Lynden--Bell Estimator for Truncated
                                  Data . . . . . . . . . . . . . . . . . . 440--449
            Ian W. McKeague and   
            A. M. Nikabadze and   
                    Yanqing Sun   An Omnibus Test for Independence of a
                                  Survival Time from a Covariate . . . . . 450--475
           A. P. Korostelev and   
                   L. Simar and   
                 A. B. Tsybakov   Efficient Estimation of Monotone
                                  Boundaries . . . . . . . . . . . . . . . 476--489
                Steven P. Ellis   Dimension of the Singular Sets of
                                  Plane-Fitters  . . . . . . . . . . . . . 490--501
                  E. Mammen and   
                 A. B. Tsybakov   Asymptotical Minimax Recovery of Sets
                                  with Smooth Boundaries . . . . . . . . . 502--524
      Nicolas W. Hengartner and   
                Philip B. Stark   Finite-Sample Confidence Envelopes for
                                  Shape-Restricted Densities . . . . . . . 525--550
                Alois Kneip and   
                  Joachim Engel   Model Estimation in Nonlinear Regression
                                  Under Shape Invariance . . . . . . . . . 551--570
      Dominique Fourdrinier and   
                Martin T. Wells   Estimation of a Loss Function for
                                  Spherically Symmetric Distributions in
                                  the General Linear Model . . . . . . . . 571--592
           Charles Anderson and   
                    Nabendu Pal   A Note on Admissibility When Precision
                                  is Unbounded . . . . . . . . . . . . . . 593--597
                  Qiqing Yu and   
               Z. Govindarajulu   Admissibility and Minimaxity of the UMVU
                                  Estimator of $ P \{ X < Y \} $  . . . . . 598--607
          David O. Siegmund and   
               Keith J. Worsley   Testing for a Signal with Unknown
                                  Location and Scale in a Stationary
                                  Gaussian Random Field  . . . . . . . . . 608--639
                  K. J. Worsley   Estimating the Number of Peaks in a
                                  Random Field Using the Hadwiger
                                  Characteristic of Excursion Sets, with
                                  Applications to Medical Images . . . . . 640--669
               Hira L. Koul and   
             A. K. Md. E. Saleh   Autoregression Quantiles and Related
                                  Rank-Scores Processes  . . . . . . . . . 670--689
                     Ta-Hsin Li   Blind Deconvolution of Linear Systems
                                  with Multilevel Nonstationary Inputs . . 690--704
                 W. J. Hall and   
              R. A. Wijsman and   
                    J. K. Ghosh   Correction: ``The Relationship Between
                                  Sufficiency and Invariance with
                                  Applications in Sequential Analysis''    705--705

Annals of Statistics
Volume 23, Number 3, June, 1995

              Per Aslak Mykland   Martingale Expansions and Second Order
                                  Inference  . . . . . . . . . . . . . . . 707--731
               Herman Rubin and   
                 Kai-Sheng Song   Exact Computation of the Asymptotic
                                  Efficiency of Maximum Likelihood
                                  Estimators of a Discontinuous Signal in
                                  a Gaussian White Noise . . . . . . . . . 732--739
           Jeffrey S. Rosenthal   Rates of Convergence for Gibbs Sampling
                                  for Variance Component Models  . . . . . 740--761
                Mauro Gasparini   Exact Multivariate Bayesian Bootstrap
                                  Distributions of Moments . . . . . . . . 762--768
                Jian-Lun Xu and   
                  Grace L. Yang   A Note on a Characterization of the
                                  Exponential Distribution Based on a Type
                                  II Censored Sample . . . . . . . . . . . 769--773
            Martin Jacobsen and   
                  Niels Keiding   Coarsening at Random in General Sample
                                  Spaces and Random Censoring in
                                  Continuous Time  . . . . . . . . . . . . 774--786
                    Gang Li and   
                      Hani Doss   An Approach to Nonparametric Regression
                                  for Life History Data Using Local Linear
                                  Fitting  . . . . . . . . . . . . . . . . 787--823
                    Mark G. Low   Bias-Variance Tradeoffs in Functional
                                  Estimation Problems  . . . . . . . . . . 824--835
                 Xiaojing Xiang   Deficiency of the Sample Quantile
                                  Estimator with Respect to Kernel
                                  Quantile Estimators for Censored Data    836--854
               Wolfgang Polonik   Measuring Mass Concentrations and
                                  Estimating Density Contour Clusters ---
                                  an Excess Mass Approach  . . . . . . . . 855--881
             Nils Lid Hjort and   
                 Ingrid K. Glad   Nonparametric Density Estimation with a
                                  Parametric Start . . . . . . . . . . . . 882--904
                 Peter Hall and   
                  Prakash Patil   Formulae for Mean Integrated Squared
                                  Error of Nonlinear Wavelet-Based Density
                                  Estimators . . . . . . . . . . . . . . . 905--928
                  Cun-Hui Zhang   On Estimating Mixing Densities in
                                  Discrete Exponential Family Models . . . 929--945
          Hans-Georg Muller and   
                Peng-Liang Zhao   On a Semiparametric Variance Function
                                  Model and a Test for Heteroscedasticity  946--967
                  Larry Z. Shen   On Optimal $B$-Robust Influence
                                  Functions in Semiparametric Models . . . 968--989
              Sandor Csorgo and   
                 Jan Mielniczuk   Density Estimation Under Long-Range
                                  Dependence . . . . . . . . . . . . . . . 990--999
              Sandor Csorgo and   
                 Jan Mielniczuk   Nonparametric Regression Under
                                  Long-Range Dependent Normal Errors . . . 1000--1014
            B. P. M. McCabe and   
                 A. R. Tremayne   Testing a Time Series for Difference
                                  Stationarity . . . . . . . . . . . . . . 1015--1028
                Rainer Dahlhaus   Efficient Location and Regression
                                  Estimation for Long Range Dependent
                                  Regression Models  . . . . . . . . . . . 1029--1047
                 P. M. Robinson   Log-Periodogram Regression of Time
                                  Series with Long Range Dependence  . . . 1048--1072

Annals of Statistics
Volume 23, Number 4, August, 1995

             Valeri T. Stefanov   Explicit Limit Results for Minimal
                                  Sufficient Statistics and Maximum
                                  Likelihood Estimators in Some Markov
                                  Processes: Exponential Families Approach 1073--1101
                      Hung Chen   Asymptotically Efficient Estimation in
                                  Semiparametric Generalized Linear Models 1102--1129
                 Zvi Gilula and   
             Shelby J. Haberman   Prediction Functions for Categorical
                                  Panel Data . . . . . . . . . . . . . . . 1130--1142
              Jianping Dong and   
            Jeffrey S. Simonoff   A Geometric Combination Estimator for
                                  $d$-Dimensional Ordinal Sparse
                                  Contingency Tables . . . . . . . . . . . 1143--1159
             Ludger Ruschendorf   Convergence of the Iterative
                                  Proportional Fitting Procedure . . . . . 1160--1174
                 Douglas Nychka   Splines as Local Smoothers . . . . . . . 1175--1197
                Ola Hossjer and   
                  David Ruppert   Asymptotics for the Transformation
                                  Kernel Density Estimator . . . . . . . . 1198--1222
               Ching-Shui Cheng   Some Projection Properties of Orthogonal
                                  Arrays . . . . . . . . . . . . . . . . . 1223--1233
            Roy V. Erickson and   
              Vaclav Fabian and   
                      Jan Marik   An Optimum Design for Estimating the
                                  First Derivative . . . . . . . . . . . . 1234--1247
                   Holger Dette   Optimal Designs for Identifying the
                                  Degree of a Polynomial Regression  . . . 1248--1266
             Finbarr O'Sullivan   A Study of Least Squares and Maximum
                                  Likelihood for Image Reconstruction in
                                  Positron Emission Tomography . . . . . . 1267--1300
          Stephen M. S. Lee and   
              G. Alastair Young   Asymptotic Iterated Bootstrap Confidence
                                  Intervals  . . . . . . . . . . . . . . . 1301--1330
                   S. N. Lahiri   On the Asymptotic Behaviour of the
                                  Moving Block Bootstrap for Normalized
                                  Sums of Heavy-Tail Random Variables  . . 1331--1349
               Louis Gordon and   
                   Moshe Pollak   A Robust Surveillance Scheme for
                                  Stochastically Ordered Alternatives  . . 1350--1375
                 Sam Efromovich   Sequential Nonparametric Estimation with
                                  Assigned Risk  . . . . . . . . . . . . . 1376--1392
        Sanjeev R. Kulkarni and   
                  Ofer Zeitouni   A General Classification Rule for
                                  Probability Measures . . . . . . . . . . 1393--1407
                A. DasGupta and   
                J. K. Ghosh and   
                      M. M. Zen   A New General Method for Constructing
                                  Confidence Sets in Arbitrary Dimensions:
                                  With Applications  . . . . . . . . . . . 1408--1432
                Sanjib Basu and   
               Anirban DasGupta   Robustness of Standard Confidence
                                  Intervals for Location Parameters Under
                                  Departure from Normality . . . . . . . . 1433--1442

Annals of Statistics
Volume 23, Number 5, October, 1995

               Kjell Doksum and   
              Alexander Samarov   Nonparametric Estimation of Global
                                  Functionals and a Measure of the
                                  Explanatory Power of Covariates in
                                  Regression . . . . . . . . . . . . . . . 1443--1473
                   Tiee-Jian Wu   Adaptive Root $n$ Estimates of
                                  Integrated Squared Density Derivatives   1474--1495
              Martin B. Machler   Variational Solution of Penalized
                                  Likelihood Problems and Smooth Curve
                                  Estimation . . . . . . . . . . . . . . . 1496--1517
            Piet Groeneboom and   
                Geurt Jongbloed   Isotonic Estimation and Rates of
                                  Convergence in Wicksell's Problem  . . . 1518--1542
           Giovanni Pistone and   
                    Carlo Sempi   An Infinite-Dimensional Geometric
                                  Structure on the Space of all the
                                  Probability Measures Equivalent to a
                                  Given One  . . . . . . . . . . . . . . . 1543--1561
                J. M. Oller and   
                 J. M. Corcuera   Intrinsic Analysis of Statistical
                                  Estimation . . . . . . . . . . . . . . . 1562--1581
         Donald St. P. Richards   Exact Asymptotics for some Probability
                                  Distributions on Compact Manifolds . . . 1582--1586
                   Hanfeng Chen   Tests Following Transformations  . . . . 1587--1593
   Wilbert C. M. Kallenberg and   
                 Teresa Ledwina   Consistency and Monte Carlo Simulation
                                  of a Data Driven Version of Smooth
                                  Goodness-of-Fit Tests  . . . . . . . . . 1594--1608
       Donald W. K. Andrews and   
               Werner Ploberger   Admissibility of the Likelihood Ratio
                                  Test When a Nuisance Parameter is
                                  Present Only Under the Alternative . . . 1609--1629
                 P. M. Robinson   Gaussian Semiparametric Estimation of
                                  Long Range Dependence  . . . . . . . . . 1630--1661
             Ngai Hang Chan and   
                   Norma Terrin   Inference for Unstable Long-Memory
                                  Processes with Applications to
                                  Fractional Unit Root Autoregressions . . 1662--1683
                 Grace Chan and   
                 Peter Hall and   
                  D. S. Poskitt   Periodogram-Based Estimators of Fractal
                                  Properties . . . . . . . . . . . . . . . 1684--1711
                  D. Y. Lin and   
                  Zhiliang Ying   Semiparametric Analysis of General
                                  Additive-Multiplicative Hazard Models
                                  for Counting Processes . . . . . . . . . 1712--1734
            Jens P. Nielsen and   
               Oliver B. Linton   Kernel Estimation in a Nonparametric
                                  Marker Dependent Hazard Model  . . . . . 1735--1748
                  O. Borgan and   
               L. Goldstein and   
                    B. Langholz   Methods for the Analysis of Sampled
                                  Cohort Data in the Cox Proportional
                                  Hazards Model  . . . . . . . . . . . . . 1749--1778
               Sara van de Geer   Exponential Inequalities for
                                  Martingales, with Application to Maximum
                                  Likelihood Estimation for Counting
                                  Processes  . . . . . . . . . . . . . . . 1779--1801
              Miguel A. Arcones   The Asymptotic Accuracy of the Bootstrap
                                  of $U$-Quantiles . . . . . . . . . . . . 1802--1822
                  Ted Chang and   
                      Daijin Ko   $M$-Estimates of Rigid Body Motion on
                                  the Sphere and in Euclidean Space  . . . 1823--1847
                      D. Ferger   Nonparametric Tests for Nonstandard
                                  Change-Point Problems  . . . . . . . . . 1848--1861
                   Anton Schick   Correction and Addendum: ``On Efficient
                                  Estimation in Regression Models''  . . . 1862--1863
                A. P. Dawid and   
                S. L. Lauritzen   Correction: ``Hyper Markov Laws in the
                                  Statistical Analysis of Decomposable
                                  Graphical Models'' . . . . . . . . . . . 1864--1864

Annals of Statistics
Volume 23, Number 6, December, 1995

                      Anonymous   Volume Contents, \booktitleAnn.
                                  Statist., vol. \bf 23, no. 6 (1995)  . . iii--xiv
                Grace Wahba and   
               Yuedong Wang and   
                   Chong Gu and   
               Ronald Klein and   
                  Barbara Klein   Smoothing spline ANOVA for exponential
                                  families, with application to the
                                  Wisconsin Epidemiological Study of
                                  Diabetic Retinopathy: the 1994 Neyman
                                  Memorial Lecture . . . . . . . . . . . . 1865--1895
               R. L. Eubank and   
                 J. D. Hart and   
              D. G. Simpson and   
                L. A. Stefanski   Testing for additivity in nonparametric
                                  regression . . . . . . . . . . . . . . . 1896--1920
                 Peter Hall and   
      Soumendra Nath Lahiri and   
              Jörg Polzehl   On bandwidth choice in nonparametric
                                  regression with both short- and
                                  long-range dependent errors  . . . . . . 1921--1936
             Michael H. Neumann   Automatic bandwidth choice and
                                  confidence intervals in nonparametric
                                  regression . . . . . . . . . . . . . . . 1937--1959
        Michael J. Prentice and   
                Kanti V. Mardia   Shape changes in the plane for landmark
                                  data . . . . . . . . . . . . . . . . . . 1960--1974
               Michael L. Stein   Predicting integrals of random fields
                                  using observations on a lattice  . . . . 1975--1990
               Michael L. Stein   Locally lattice sampling designs for
                                  isotropic random fields  . . . . . . . . 1991--2012
                   Michael Falk   On testing the extreme value index via
                                  the pot-method . . . . . . . . . . . . . 2013--2035
                   Xiaoying Wei   Asymptotically efficient estimation of
                                  the index of regular variation . . . . . 2036--2058
                   Holger Drees   Refined Pickands estimators of the
                                  extreme value index  . . . . . . . . . . 2059--2080
               Holger Dette and   
                  Weng Kee Wong   On $G$-efficiency calculation for
                                  polynomial models  . . . . . . . . . . . 2081--2101
             Rahul Mukerjee and   
                  C. F. Jeff Wu   On the existence of saturated and nearly
                                  saturated asymmetrical orthogonal arrays 2102--2115
                  B. Clarke and   
                    J. K. Ghosh   Posterior convergence given the mean . . 2116--2144
           Subhashis Ghosal and   
           Jayanta K. Ghosh and   
                  Tapas Samanta   On convergence of posterior
                                  distributions  . . . . . . . . . . . . . 2145--2152
             Paul Gustafson and   
                Larry Wasserman   Local sensitivity diagnostics for
                                  Bayesian inference . . . . . . . . . . . 2153--2167
           Teddy Seidenfeld and   
          Mark J. Schervish and   
               Joseph B. Kadane   A representation of partially ordered
                                  preferences  . . . . . . . . . . . . . . 2168--2217
                      Yi Xu and   
              Adam T. Martinsek   Sequential confidence bands for
                                  densities  . . . . . . . . . . . . . . . 2218--2240
                 Peter Hall and   
      Soumendra Nath Lahiri and   
                Young K. Truong   On bandwidth choice for density
                                  estimation with dependent data . . . . . 2241--2263
               Birgit Grund and   
                     Peter Hall   On the minimisation of $ L^p $ error in
                                  mode estimation  . . . . . . . . . . . . 2264--2284
                       C. Cheng   Uniform consistency of generalized
                                  kernel estimators of quantile density    2285--2291
      J. A. Menéndez and   
                    B. Salvador   Correction: ``Anomalies of the
                                  likelihood ratio test for testing
                                  restricted hypotheses''  . . . . . . . . 2292--2292


Annals of Statistics
Volume 24, Number 1, February, 1996

           Bernard W. Silverman   Smoothed functional principal components
                                  analysis by choice of norm . . . . . . . 1--24
              Fushing Hsieh and   
              Bruce W. Turnbull   Nonparametric and semiparametric
                                  estimation of the receiver operating
                                  characteristic curve . . . . . . . . . . 25--40
      Robert L. Strawderman and   
          Anastasios A. Tsiatis   On the asymptotic properties of a
                                  flexible hazard estimator  . . . . . . . 41--63
               R. B. Holmes and   
                    L. K. Jones   On uniform generation of two-way tables
                                  with fixed margins and the conditional
                                  volume test of Diaconis and Efron  . . . 64--68
         Krishna B. Athreya and   
                  Hani Doss and   
             Jayaram Sethuraman   On the convergence of the Markov chain
                                  simulation method  . . . . . . . . . . . 69--100
            K. L. Mengersen and   
                  R. L. Tweedie   Rates of convergence of the Hastings and
                                  Metropolis algorithms  . . . . . . . . . 101--121
                      Yali Amit   Convergence properties of the Gibbs
                                  sampler for perturbations of Gaussians   122--140
         Gauri Sankar Datta and   
                    Malay Ghosh   On the invariance of noninformative
                                  priors . . . . . . . . . . . . . . . . . 141--159
                 J. A. Hartigan   Locally uniform prior distributions  . . 160--173
                 Paul Gustafson   Local sensitivity of posterior
                                  expectations . . . . . . . . . . . . . . 174--195
                 Suman Majumdar   Asymptotically optimal and admissible
                                  decision rules in compound compact
                                  Gaussian shift experiments . . . . . . . 196--211
           Rohana J. Karunamuni   Optimal rates of convergence of
                                  empirical Bayes tests for the continuous
                                  one-parameter exponential family . . . . 212--231
            Dennis M. Healy and   
                   Peter T. Kim   An empirical Bayes approach to
                                  directional data and efficient
                                  computation on the sphere  . . . . . . . 232--254
                   Jiming Jiang   REML estimation: asymptotic behavior and
                                  related topics . . . . . . . . . . . . . 255--286
            Kenneth Q. Zhou and   
             Stephen L. Portnoy   Direct use of regression quantiles to
                                  construct confidence sets in linear
                                  models . . . . . . . . . . . . . . . . . 287--306
                    Enno Mammen   Empirical process of residuals for
                                  high-dimensional linear models . . . . . 307--335
              James E. Stafford   A robust adjustment of the profile
                                  likelihood . . . . . . . . . . . . . . . 336--352
                John E. Kolassa   Higher-order approximations to
                                  conditional distribution functions . . . 353--364
               Bing-Yi Jing and   
              Andrew T. A. Wood   Exponential empirical likelihood is not
                                  Bartlett correctable . . . . . . . . . . 365--369
      Gusztáv Morvai and   
            Sidney Yakowitz and   
László Györfi   Nonparametric inference for ergodic,
                                  stationary time series . . . . . . . . . 370--379
                   Hira L. Koul   Asymptotics of some estimators and
                                  sequential residual empiricals in
                                  nonlinear time series  . . . . . . . . . 380--404
            Wolfgang Wefelmeyer   Quasi-likelihood models and optimal
                                  inference  . . . . . . . . . . . . . . . 405--422
                Kamal C. Chanda   Asymptotic properties of estimators for
                                  autoregressive models with errors in
                                  variables  . . . . . . . . . . . . . . . 423--430
                 Benjamin Yakir   A lower bound on the ARL to detection of
                                  a change with a probability constraint
                                  on false alarm . . . . . . . . . . . . . 431--435
              Eitan Greenshtein   Comparison of sequential experiments . . 436--448

Annals of Statistics
Volume 24, Number 2, April, 1996

                 E. A. Thompson   Likelihood and linkage: from Fisher to
                                  the future . . . . . . . . . . . . . . . 449--465
                    Yazhen Wang   Function estimation via wavelet
                                  shrinkage for long-memory data . . . . . 466--484
Gérard Kerkyacharian and   
               Dominique Picard   Estimating nonquadratic functionals of a
                                  density using Haar wavelets  . . . . . . 485--507
            David L. Donoho and   
          Iain M. Johnstone and   
Gérard Kerkyacharian and   
               Dominique Picard   Density estimation by wavelet
                                  thresholding . . . . . . . . . . . . . . 508--539
                     Jian Huang   Efficient estimation for the
                                  proportional hazards model with interval
                                  censoring  . . . . . . . . . . . . . . . 540--568
                  Kani Chen and   
                    Shaw-Hwa Lo   On bootstrap accuracy with censored data 569--595
           Mark J. van der Laan   Efficient estimation in the bivariate
                                  censoring model and repairing NPMLE  . . 596--627
                    Gang Li and   
            Myles Hollander and   
            Ian W. McKeague and   
                       Jie Yang   Nonparametric likelihood ratio
                                  confidence bands for quantile functions
                                  from incomplete survival data  . . . . . 628--640
                  Kani Chen and   
                  Zhiliang Ying   A counterexample to a conjecture
                                  concerning the Hall--Wellner band  . . . 641--646
               Zhiming Wang and   
             Joseph C. Gardiner   A class of estimators of the survival
                                  function from interval-censored data . . 647--658
        Béatrice Laurent   Efficient estimation of integral
                                  functionals of a density . . . . . . . . 659--681
             Sam Efromovich and   
                       Mark Low   On Bickel and Ritov's conjecture about
                                  adaptive estimation of the integral of
                                  the square of density derivative . . . . 682--686
        Gábor Lugosi and   
                   Andrew Nobel   Consistency of data-driven histogram
                                  methods for density estimation and
                                  classification . . . . . . . . . . . . . 687--706
              Thomas Mathew and   
                    Wenxing Zha   Conservative confidence regions in
                                  multivariate calibration . . . . . . . . 707--725
                 Joseph B. Lang   Maximum likelihood methods for a
                                  generalized class of log-linear models   726--752
                 T. W. Anderson   Some inequalities for symmetric convex
                                  sets with applications . . . . . . . . . 753--762
                 M. Casalis and   
                       G. Letac   The Lukacs--Olkin--Rubin
                                  characterization of Wishart
                                  distributions on symmetric cones . . . . 763--786
                Peter McCullagh   Möbius transformation and Cauchy
                                  parameter estimation . . . . . . . . . . 787--808
            Steven N. Evans and   
                Philip B. Stark   Shrinkage estimators, Skorokhod's
                                  problem and stochastic integration by
                                  parts  . . . . . . . . . . . . . . . . . 809--815
            Constantinos Goutis   Partial least squares algorithm yields
                                  shrinkage estimators . . . . . . . . . . 816--824
                         Li Sun   Shrinkage estimation in the two-way
                                  multivariate normal model  . . . . . . . 825--840
               Sungsub Choi and   
                 W. J. Hall and   
                   Anton Schick   Asymptotically uniformly most powerful
                                  tests in parametric and semiparametric
                                  models . . . . . . . . . . . . . . . . . 841--861
              Aad Van der Vaart   Efficient maximum likelihood estimation
                                  in semiparametric mixture models . . . . 862--878
                Helmut Strasser   Asymptotic efficiency of estimates for
                                  models with incidental nuisance
                                  parameters . . . . . . . . . . . . . . . 879--901
                 R. H. Berk and   
              A. G. Nogales and   
                    J. A. Oyola   Some counterexamples concerning
                                  sufficiency and invariance . . . . . . . 902--905
              A. G. Nogales and   
                    J. A. Oyola   Some remarks on sufficiency, invariance
                                  and conditional independence . . . . . . 906--909

Annals of Statistics
Volume 24, Number 3, June, 1996

                     Jun S. Liu   Nonparametric hierarchical Bayes via
                                  sequential imputations . . . . . . . . . 911--930
            James O. Berger and   
         William E. Strawderman   Choice of hierarchical priors:
                                  admissibility in estimation of normal
                                  means  . . . . . . . . . . . . . . . . . 931--951
                R. Dahlhaus and   
                  W. Wefelmeyer   Asymptotically optimal estimation in
                                  misspecified time series models  . . . . 952--974
                  Lanh Tran and   
             George Roussas and   
            Sidney Yakowitz and   
                  B. Truong Van   Fixed-design regression for linear time
                                  series . . . . . . . . . . . . . . . . . 975--991
              Hwai-Chung Ho and   
                   Tailen Hsing   On the asymptotic expansion of the
                                  empirical process of long-memory moving
                                  averages . . . . . . . . . . . . . . . . 992--1024
               Hira L. Koul and   
                   Anton Schick   Adaptive estimation in a random
                                  coefficient autoregressive model . . . . 1025--1052
                Li-Xing Zhu and   
                   Kai-Tai Fang   Asymptotics for kernel estimate of
                                  sliced inverse regression  . . . . . . . 1053--1068
                Jen-Fue Maa and   
            Dennis K. Pearl and   
          Robert Bartoszy\'nski   Reducing multidimensional two-sample
                                  data to one-dimensional interpoint
                                  comparisons  . . . . . . . . . . . . . . 1069--1074
           Alexander Korostelev   A minimaxity criterion in nonparametric
                                  regression based on large-deviations
                                  probabilities  . . . . . . . . . . . . . 1075--1083
                   Andrew Nobel   Histogram regression estimation using
                                  data-dependent partitions  . . . . . . . 1084--1105
             Sam Efromovich and   
                       Mark Low   On optimal adaptive estimation of a
                                  quadratic functional . . . . . . . . . . 1106--1125
                 Sam Efromovich   On nonparametric regression for IID
                                  observations in a general setting  . . . 1126--1144
                  R. M. Huggins   Robust inference for variance components
                                  models for single trees of cell lineage
                                  data . . . . . . . . . . . . . . . . . . 1145--1160
              Michael J. Phelan   Asymptotic likelihood estimation from
                                  birth and death on a flow  . . . . . . . 1161--1184
               J. P. Morgan and   
                    Nizam Uddin   Optimal blocked main effects plans with
                                  nested rows and columns and related
                                  designs  . . . . . . . . . . . . . . . . 1185--1208
                   Wei-Liem Loh   A combinatorial central limit theorem
                                  for randomized orthogonal array sampling
                                  designs  . . . . . . . . . . . . . . . . 1209--1224
                   Holger Dette   A note on Bayesian $c$- and $D$-optimal
                                  designs in nonlinear regression models   1225--1234
             Patrizia Berti and   
                    Pietro Rigo   On the existence of inferences which are
                                  consistent with a given model  . . . . . 1235--1249
           Joseph B. Kadane and   
                Larry Wasserman   Symmetric, coherent, Choquet capacities  1250--1264
                     L. Mattner   Complete order statistics in parametric
                                  models . . . . . . . . . . . . . . . . . 1265--1282
                        Bing Li   A minimax approach to consistency and
                                  efficiency for estimating equations  . . 1283--1297
                 Christian Hess   Epi-convergence of sequences of normal
                                  integrands and strong consistency of the
                                  maximum likelihood estimator . . . . . . 1298--1315
                     Jinde Wang   Asymptotics of least-squares estimators
                                  for constrained nonlinear regression . . 1316--1326
                 David M. Rocke   Robustness properties of $S$-estimators
                                  of multivariate location and shape in
                                  high dimension . . . . . . . . . . . . . 1327--1345
               John T. Kent and   
                 David E. Tyler   Constrained $M$-estimation for
                                  multivariate location and scatter  . . . 1346--1370
               Galen R. Shorack   Linear rank statistics, finite sampling,
                                  permutation tests and Winsorizing  . . . 1371--1385
   Donato Michele Cifarelli and   
           Pier Luigi Conti and   
              Eugenio Regazzini   On the asymptotic distribution of a
                                  general measure of monotone dependence   1386--1399
              Miguel A. Arcones   The Bahadur--Kiefer representation for
                                  $U$-quantiles  . . . . . . . . . . . . . 1400--1422
                 R. V. Erickson   Robust estimation of the location of a
                                  vertical tangent in distribution . . . . 1423--1431

Annals of Statistics
Volume 24, Number 4, August, 1996

     Priscilla E. Greenwood and   
            Ian W. McKeague and   
            Wolfgang Wefelmeyer   Outperforming the Gibbs sampler
                                  empirical estimator for nearest-neighbor
                                  random fields  . . . . . . . . . . . . . 1433--1456
             Rudolf Grübel   Orthogonalization of multivariate
                                  location estimators: the orthomedian . . 1457--1473
               Marie-Anne Gruet   A nonparametric calibration analysis . . 1474--1492
          Tadeusz Bednarski and   
                  Stefan Zontek   Robust estimation of parameters in a
                                  mixed unbalanced model . . . . . . . . . 1493--1510
                Tom Duchamp and   
                Werner Stuetzle   Extremal properties of principal curves
                                  in the plane . . . . . . . . . . . . . . 1511--1520
                 Peter Hall and   
              Jörg Polzehl   On the dimension of the boundary of
                                  clumps in a multi-type Boolean model . . 1521--1535
               Longcheen Huwang   Asymptotically honest confidence sets
                                  for structural errors-in-variables
                                  models . . . . . . . . . . . . . . . . . 1536--1546
             Hiroshi Kurata and   
                 Takeaki Kariya   Least upper bound for the covariance
                                  matrix of a generalized least squares
                                  estimator in regression with
                                  applications to a seemingly unrelated
                                  regression model and a heteroscedastic
                                  model  . . . . . . . . . . . . . . . . . 1547--1559
                Hemant Ishwaran   Identifiability and rates of estimation
                                  for scale parameters in location mixture
                                  models . . . . . . . . . . . . . . . . . 1560--1571
                Hemant Ishwaran   Uniform rates of estimation in the
                                  semiparametric Weibull mixture model . . 1572--1585
               Pranab Kumar Sen   Regression rank scores estimation in
                                  ANOCOVA  . . . . . . . . . . . . . . . . 1586--1601
                Clive R. Loader   Local likelihood density estimation  . . 1602--1618
                N. L. Hjort and   
                    M. C. Jones   Locally parametric nonparametric density
                                  estimation . . . . . . . . . . . . . . . 1619--1647
                      Inge Koch   On the asymptotic performance of median
                                  smoothers in image analysis and
                                  nonparametric regression . . . . . . . . 1648--1666
                Clive R. Loader   Change point estimation using
                                  nonparametric regression . . . . . . . . 1667--1678
Jens Thomas Præstgaard and   
                     Jian Huang   Asymptotic theory for nonparametric
                                  estimation of survival curves under
                                  order restrictions . . . . . . . . . . . 1679--1716
Miklós Csörg\Ho and   
             Ri\vcardas Zitikis   Mean residual life processes . . . . . . 1717--1739
             Per A. Mykland and   
                  Jian-Jian Ren   Algorithms for computing self-consistent
                                  and maximum likelihood estimators with
                                  doubly censored data . . . . . . . . . . 1740--1764
            Rebecca A. Betensky   An O'Brien--Fleming sequential trial for
                                  comparing three treatments . . . . . . . 1765--1791
                  Arup Bose and   
                 Benzion Boukai   Estimation with prescribed proportional
                                  accuracy for a two-parameter exponential
                                  family of distributions  . . . . . . . . 1792--1803
                      M. Beibel   A note on Ritov's Bayes approach to the
                                  minimax property of the cusum procedure  1804--1812
Célestin C. Kokonendji and   
                    V. Seshadri   On the determinant of the second
                                  derivative of a Laplace transform  . . . 1813--1827
                     M. Casalis   The $ 2 d + 4 $ simple quadratic natural
                                  exponential families on $ \mathbb {R}^d
                                  $  . . . . . . . . . . . . . . . . . . . 1828--1854

Annals of Statistics
Volume 24, Number 5, October, 1996

   Claudia Klüppelberg and   
                 Thomas Mikosch   The integrated periodogram for stable
                                  processes  . . . . . . . . . . . . . . . 1855--1879
          Piotr S. Kokoszka and   
                 Murad S. Taqqu   Parameter estimation for infinite
                                  variance fractional ARIMA  . . . . . . . 1880--1913
              F. Götze and   
              H. R. Künsch   Second-order correctness of the
                                  blockwise bootstrap for stationary
                                  observations . . . . . . . . . . . . . . 1914--1933
                R. Dahlhaus and   
                       D. Janas   A frequency domain bootstrap for ratio
                                  statistics in time series analysis . . . 1934--1963
                  F. Gamboa and   
                     E. Gassiat   Blind deconvolution of discrete linear
                                  systems  . . . . . . . . . . . . . . . . 1964--1981
             Tadeusz Inglot and   
                 Teresa Ledwina   Asymptotic optimality of data-driven
                                  Neyman's tests for uniformity  . . . . . 1982--2019
        Alejandra Cabaña   Transformations of the empirical measure
                                  and Kolmogorov--Smirnov tests  . . . . . 2020--2035
               Arthur Cohen and   
               H. B. Sackrowitz   Cone order association and stochastic
                                  cone ordering with applications to
                                  order-restricted testing . . . . . . . . 2036--2048
              Aad van der Vaart   Maximum likelihood estimation under a
                                  spatial sampling scheme  . . . . . . . . 2049--2057
                   Wei-Liem Loh   On Latin hypercube sampling  . . . . . . 2058--2080
                   Klaus Ritter   Asymptotic optimality of regular
                                  sequence designs . . . . . . . . . . . . 2081--2096
                Dibyen Majumdar   On admissibility and optimality of
                                  treatment-control designs  . . . . . . . 2097--2107
               Holger Dette and   
                  Weng Kee Wong   Optimal Bayesian designs for models with
                                  partially specified heteroscedastic
                                  structure  . . . . . . . . . . . . . . . 2108--2127
               Zhuoqiong He and   
         William J. Studden and   
                    Dongchu Sun   Optimal designs for rational models  . . 2128--2147
                J. T. A. Koster   Markov properties of nonrecursive causal
                                  models . . . . . . . . . . . . . . . . . 2148--2177
               Jim Q. Smith and   
              Catriona M. Queen   Bayesian models for sparse probability
                                  tables . . . . . . . . . . . . . . . . . 2178--2198
                 Benjamin Yakir   Dynamic sampling policy for detecting a
                                  change in distribution, with a
                                  probability bound on false alarm . . . . 2199--2214
         Issa Fakhre-Zakeri and   
                      Eric Slud   Optimal stopping of sequential
                                  size-dependent search  . . . . . . . . . 2215--2232
                   Sangyeol Lee   Sequential estimation for the
                                  autocorrelations of linear processes . . 2233--2249
            Larry Goldstein and   
                   Louis Gordon   Asymptotics for the maximum of
                                  half-normal plots  . . . . . . . . . . . 2250--2265
       Lajos Horváth and   
                    Qi-Man Shao   Limit theorem for maximum of
                                  standardized $U$-statistics with an
                                  application  . . . . . . . . . . . . . . 2266--2279
      Franti\vsek Rublík   A large deviation theorem for the
                                  $q$-sample likelihood ratio statistic    2280--2287
             Michikazu Sato and   
               Masafumi Akahira   An information inequality for the Bayes
                                  risk . . . . . . . . . . . . . . . . . . 2288--2295

Annals of Statistics
Volume 24, Number 6, December, 1996

                Hein Putter and   
             Willem R. van Zwet   Resampling: consistency of substitution
                                  estimators . . . . . . . . . . . . . . . 2297--2318
                E. M. Kleinberg   An overtraining-resistant stochastic
                                  modeling method for pattern recognition  2319--2349
                    Leo Breiman   Heuristics of instability and
                                  stabilization in model selection . . . . 2350--2383
          Lawrence D. Brown and   
                    Mark G. Low   Asymptotic equivalence of nonparametric
                                  regression and white noise . . . . . . . 2384--2398
               Michael Nussbaum   Asymptotic equivalence of density
                                  estimation and Gaussian white noise  . . 2399--2430
              Bradley Efron and   
              Robert Tibshirani   Using specially designed exponential
                                  families for density estimation  . . . . 2431--2461
                 Peter Hall and   
                  Ian McKay and   
              Berwin A. Turlach   Performance of wavelet methods for
                                  functions with many discontinuities  . . 2462--2476
                 V. G. Spokoiny   Adaptive hypothesis testing using
                                  wavelets . . . . . . . . . . . . . . . . 2477--2498
                Luc Devroye and   
            Gábor Lugosi   A universally acceptable smoothing
                                  factor for kernel density estimates  . . 2499--2512
             Marten Wegkamp and   
               Sara van de Geer   Consistency for the least squares
                                  estimator in nonparametric regression    2513--2523
          Lawrence D. Brown and   
                    Mark G. Low   A constrained risk inequality with
                                  applications to nonparametric functional
                                  estimation . . . . . . . . . . . . . . . 2524--2535
                Hegang Chen and   
                  A. S. Hedayat   $ 2^{n - l} $ designs with weak minimum
                                  aberration . . . . . . . . . . . . . . . 2536--2548
                 Boxin Tang and   
                    C. F. J. Wu   Characterization of minimum aberration $
                                  2^{n - k} $ designs in terms of their
                                  complementary designs  . . . . . . . . . 2549--2559
         Teruhiro Shirakura and   
          Tadashi Takahashi and   
          Jagdish N. Srivastava   Searching probabilities for nonzero
                                  effects in search designs for the noisy
                                  case . . . . . . . . . . . . . . . . . . 2560--2568
               Rudolf Beran and   
         Andrey Feuerverger and   
                     Peter Hall   On nonparametric estimation of intercept
                                  and slope distributions in random
                                  coefficient regression . . . . . . . . . 2569--2592
                Lamine Mili and   
               Clint W. Coakley   Robust estimation in structured linear
                                  regression . . . . . . . . . . . . . . . 2593--2607
                  Xuming He and   
                    Qi-Man Shao   A general Bahadur representation of
                                  $M$-estimators and its application to
                                  linear regression with nonstochastic
                                  designs  . . . . . . . . . . . . . . . . 2608--2630
               Ola Hössjer   Incomplete generalized $L$-statistics    2631--2654
         Andrey Feuerverger and   
                     Peter Hall   On distribution-free inference for
                                  record-value data with trend . . . . . . 2655--2678
                 Winfried Stute   The jackknife estimate of variance of a
                                  Kaplan--Meier integral . . . . . . . . . 2679--2704
                  Fushing Hsieh   Empirical process approach in a
                                  two-sample location-scale model with
                                  censored data  . . . . . . . . . . . . . 2705--2719
              Cun-Hui Zhang and   
                         Xin Li   Linear regression with doubly censored
                                  data . . . . . . . . . . . . . . . . . . 2720--2743
    Sándor Csörg\Ho   Universal Gaussian approximations under
                                  random censorship  . . . . . . . . . . . 2744--2778


Annals of Statistics
Volume 25, Number 1, February, 1997

                    R. Dahlhaus   Fitting time series models to
                                  nonstationary processes  . . . . . . . . 1--37
         Michael H. Neumann and   
               Rainer von Sachs   Wavelet thresholding in anisotropic
                                  function classes and application to
                                  adaptive estimation of evolutionary
                                  spectra  . . . . . . . . . . . . . . . . 38--76
             P. M. Robinson and   
                  F. J. Hidalgo   Time series regression with long-range
                                  dependence . . . . . . . . . . . . . . . 77--104
                    Yuzo Hosoya   A limit theory for long-range dependence
                                  and statistical inference on related
                                  models . . . . . . . . . . . . . . . . . 105--137
         Laura C. Lazzeroni and   
                  Kenneth Lange   Markov chains for Monte Carlo tests of
                                  genetic equilibrium in multidimensional
                                  contingency tables . . . . . . . . . . . 138--168
                     Bin Yu and   
                    T. P. Speed   Information and the clone mapping of
                                  chromosomes  . . . . . . . . . . . . . . 169--185
            Jean D. Opsomer and   
                  David Ruppert   Fitting a bivariate additive model by
                                  local polynomial regression  . . . . . . 186--211
             W. Härdle and   
                V. Spokoiny and   
                    S. Sperlich   Semiparametric single index versus fixed
                                  link function modelling  . . . . . . . . 212--243
         P. K. Bhattacharya and   
                Peng-Liang Zhao   Semiparametric inference in a partial
                                  linear model . . . . . . . . . . . . . . 244--262
            Adrian Baddeley and   
                Richard D. Gill   Kaplan--Meier estimators of distance
                                  distributions for spatial point
                                  processes  . . . . . . . . . . . . . . . 263--292
               Jeffrey E. Steif   Consistent estimation of joint
                                  distributions for sufficiently mixing
                                  random fields  . . . . . . . . . . . . . 293--304
            Guido W. Imbens and   
                Donald B. Rubin   Bayesian inference for causal effects in
                                  randomized experiments with
                                  noncompliance  . . . . . . . . . . . . . 305--327
                  F. Gamboa and   
                     E. Gassiat   Bayesian methods and maximum entropy for
                                  ill-posed inverse problems . . . . . . . 328--350
           Steven M. Butler and   
                Thomas A. Louis   Consistency of maximum likelihood
                                  estimators in general random effects
                                  models for binary data . . . . . . . . . 351--377
              Bruce Lindsay and   
                 Kathryn Roeder   Moment-based oscillation properties of
                                  mixture models . . . . . . . . . . . . . 378--386
                Enno Mammen and   
               Sara van de Geer   Locally adaptive regression splines  . . 387--413
                Stephen Portnoy   Local asymptotics for quantile smoothing
                                  splines  . . . . . . . . . . . . . . . . 414--434

Annals of Statistics
Volume 25, Number 2, April, 1997

             V. I. Koltchinskii   $M$-estimation, convexity and quantiles  435--477
           Christopher G. Small   Multidimensional medians arising from
                                  geodesics on graphs  . . . . . . . . . . 478--494
                  Xuming He and   
                      Gang Wang   Convergence of depth contours for
                                  multivariate datasets  . . . . . . . . . 495--504
         Steen A. Andersson and   
              David Madigan and   
             Michael D. Perlman   A characterization of Markov equivalence
                                  classes for acyclic digraphs . . . . . . 505--541
   Jyrki Möttönen and   
                  Hannu Oja and   
                   Juha Tienari   On the efficiency of multivariate
                                  spatial sign and rank tests  . . . . . . 542--552
      J. A. Cuesta-Albertos and   
               A. Gordaliza and   
               C. Matrán   Trimmed $k$-means: an attempt to
                                  robustify quantizers . . . . . . . . . . 553--576
                    Ker-Chau Li   Nonlinear confounding in
                                  high-dimensional regression  . . . . . . 577--612
                 Winfried Stute   Nonparametric model checks for
                                  regression . . . . . . . . . . . . . . . 613--641
                 David Wick and   
                 Steven G. Self   Estimating disease attack rates in
                                  heterogeneous interacting populations,
                                  with applications to HIV vaccine trials  642--661
              Yannis Bilias and   
                 Minggao Gu and   
                  Zhiliang Ying   Towards a general asymptotic theory for
                                  Cox model with staggered entry . . . . . 662--682
              Leszek Marzec and   
                  Pawe\l Marzec   Generalized martingale-residual
                                  processes for goodness-of-fit inference
                                  in Cox's type regression models  . . . . 683--714
           Probal Chaudhuri and   
               Kjell Doksum and   
              Alexander Samarov   On average derivative quantile
                                  regression . . . . . . . . . . . . . . . 715--744
                  Linda H. Zhao   Minimax linear estimation in a white
                                  noise problem  . . . . . . . . . . . . . 745--755
                 Peter Hall and   
               J. S. Marron and   
              M. H. Neumann and   
             D. M. Titterington   Curve estimation when the design density
                                  is low . . . . . . . . . . . . . . . . . 756--770
           Paul L. Anderson and   
            Mark M. Meerschaert   Periodic moving averages of random
                                  variables with regularly varying tails   771--785
             Feike C. Drost and   
       Chris A. J. Klaassen and   
               Bas J. M. Werker   Adaptive estimation in time-series
                                  models . . . . . . . . . . . . . . . . . 786--817
               Hira L. Koul and   
              Donatas Surgailis   Asymptotic expansion of $M$-estimators
                                  with long-memory errors  . . . . . . . . 818--850
                 V. Bentkus and   
              F. Götze and   
                 W. R. van Zwet   An Edgeworth expansion for symmetric
                                  statistics . . . . . . . . . . . . . . . 851--896
                H. T. V. Vu and   
                        S. Zhou   Generalization of likelihood ratio tests
                                  under nonstandard conditions . . . . . . 897--916

Annals of Statistics
Volume 25, Number 3, June, 1997

          Nicolas W. Hengartner   Adaptive demixing in Poisson mixture
                                  models . . . . . . . . . . . . . . . . . 917--928
               O. V. Lepski and   
                  E. Mammen and   
                 V. G. Spokoiny   Optimal spatial adaptation to
                                  inhomogeneous smoothness: an approach
                                  based on kernel estimates with variable
                                  bandwidth selectors  . . . . . . . . . . 929--947
                 A. B. Tsybakov   On nonparametric estimation of density
                                  level sets . . . . . . . . . . . . . . . 948--969
            Lucien Birgé   Estimation of unimodal densities without
                                  smoothness assumptions . . . . . . . . . 970--981
                     Denis Bosq   Parametric rates of nonparametric
                                  estimators and predictors for continuous
                                  time processes . . . . . . . . . . . . . 982--1000
                 Ming-Yen Cheng   A bandwidth selector for local linear
                                  density estimators . . . . . . . . . . . 1001--1013
                Enno Mammen and   
               Sara van de Geer   Penalized quasi-likelihood estimation in
                                  partial linear models  . . . . . . . . . 1014--1035
                     Jian Huang   Asymptotic properties of the NPMLE of a
                                  distribution function based on ranked
                                  set samples  . . . . . . . . . . . . . . 1036--1049
                  Kani Chen and   
                    Shaw-Hwa Lo   On the rate of uniform convergence of
                                  the product-limit estimator: strong and
                                  weak laws  . . . . . . . . . . . . . . . 1050--1087
                      Song Yang   A generalization of the product-limit
                                  estimator with an application to
                                  censored regression  . . . . . . . . . . 1088--1108
                  Hani Doss and   
             Fred W. Huffer and   
                Kevin L. Lawson   Bayesian nonparametric estimation via
                                  Gibbs sampling for coherent systems with
                                  redundancy . . . . . . . . . . . . . . . 1109--1139
            Crisanto Dorado and   
            Myles Hollander and   
             Jayaram Sethuraman   Nonparametric estimation for a general
                                  repair model . . . . . . . . . . . . . . 1140--1160
               Holger Dette and   
                Ingo Röder   Optimal discrimination designs for
                                  multifactor experiments  . . . . . . . . 1161--1175
              Chung-Yi Suen and   
                Hegang Chen and   
                    C. F. J. Wu   Some identities on $ q^{n - m} $ designs
                                  with application to minimum aberration
                                  designs  . . . . . . . . . . . . . . . . 1176--1188
                Nizam Uddin and   
                 John P. Morgan   Universally optimal designs with
                                  blocksize $ p \times 2 $ and correlated
                                  observations . . . . . . . . . . . . . . 1189--1207
           Anirban DasGupta and   
         William E. Strawderman   All estimates with a given risk, Riccati
                                  differential equations and a new proof
                                  of a theorem of Brown  . . . . . . . . . 1208--1221
             Tadeusz Inglot and   
   Wilbert C. M. Kallenberg and   
                 Teresa Ledwina   Data driven smooth tests for composite
                                  hypotheses . . . . . . . . . . . . . . . 1222--1250
              Kongming Wang and   
                    Theo Gasser   Alignment of curves by dynamic time
                                  warping  . . . . . . . . . . . . . . . . 1251--1276
            Wolfgang Schmid and   
          Alexander Schöne   Some properties of the EWMA control
                                  chart in the presence of autocorrelation 1277--1283
               Louis Gordon and   
                   Moshe Pollak   Average run length to false alarm for
                                  surveillance schemes designed with
                                  partially specified pre-change
                                  distribution . . . . . . . . . . . . . . 1284--1310
                 Peter Hall and   
                 Ishay Weissman   On the estimation of extreme tail
                                  probabilities  . . . . . . . . . . . . . 1311--1326
            Brian W. Junker and   
                 Jules L. Ellis   A characterization of monotone
                                  unidimensional latent variable models    1327--1343
                 Dan Geiger and   
                David Heckerman   A characterization of the Dirichlet
                                  distribution through global and local
                                  parameter independence . . . . . . . . . 1344--1369

Annals of Statistics
Volume 25, Number 4, August, 1997

           Charles J. Stone and   
             Mark H. Hansen and   
         Charles Kooperberg and   
                Young K. Truong   Polynomial splines and their tensor
                                  products in extended linear modeling:
                                  1994 Wald memorial lecture . . . . . . . 1371--1470
               S. A. Murphy and   
            A. W. van der Vaart   Semiparametric likelihood ratio
                                  inference  . . . . . . . . . . . . . . . 1471--1509
            Dorota M. Dabrowska   Smoothed Cox regression  . . . . . . . . 1510--1540
                    Art B. Owen   Scrambled net variance for integrals of
                                  smooth functions . . . . . . . . . . . . 1541--1562
              Ming-Hui Chen and   
                    Qi-Man Shao   On Monte Carlo methods for estimating
                                  ratios of normalizing constants  . . . . 1563--1594
              Lancelot F. James   A study of a class of weighted
                                  bootstraps for censored data . . . . . . 1595--1621
                Tim Bedford and   
                Isaac Meilijson   A characterization of marginal
                                  distributions of (possibly dependent)
                                  lifetime variables which right censor
                                  each other . . . . . . . . . . . . . . . 1622--1645
            Michael C. Minnotte   Nonparametric testing of the existence
                                  of modes . . . . . . . . . . . . . . . . 1646--1660
               Jianqing Fan and   
            Ir\`ene Gijbels and   
                    Martin King   Local likelihood and local partial
                                  likelihood in hazard regression  . . . . 1661--1690
             Ming-Yen Cheng and   
               Jianqing Fan and   
                   J. S. Marron   On automatic boundary corrections  . . . 1691--1708
        B. B. Bhattacharyya and   
           G. D. Richardson and   
                 L. A. Franklin   Asymptotic inference for near unit roots
                                  in spatial autoregression  . . . . . . . 1709--1724
                 Peter Hall and   
               Hira L. Koul and   
              Berwin A. Turlach   Note on convergence rates of
                                  semiparametric estimators of dependence
                                  index  . . . . . . . . . . . . . . . . . 1725--1739
     Álvaro E. Faria and   
                   Jim Q. Smith   Conditionally externally Bayesian
                                  pooling operators in chain graphs  . . . 1740--1761
             Stephen Walker and   
                 Pietro Muliere   Beta-Stacy processes and a
                                  generalization of the Pólya-urn scheme    1762--1780
                   Jiming Jiang   Wald consistency and the method of
                                  sieves in REML estimation  . . . . . . . 1781--1803

Annals of Statistics
Volume 25, Number 5, October, 1997

              Sidney I. Resnick   Heavy tail modeling and teletraffic
                                  data: special invited paper  . . . . . . 1805--1869
                David L. Donoho   CART and best-ortho-basis: a connection  1870--1911
                 Peter Hall and   
              Berwin A. Turlach   Interpolation methods for nonlinear
                                  wavelet regression with irregularly
                                  spaced design  . . . . . . . . . . . . . 1912--1925
               Guenther Walther   Monte Carlo sampling in dual space for
                                  approximating the empirical halfspace
                                  distance . . . . . . . . . . . . . . . . 1926--1953
           Daniel Q. Naiman and   
                  Henry P. Wynn   Abstract tubes, improved
                                  inclusion-exclusion identities and
                                  inequalities and importance sampling . . 1954--1983
        Jean Avérous and   
                   Michel Meste   Skewness for multivariate distributions:
                                  two approaches . . . . . . . . . . . . . 1984--1997
              Gleb Koshevoy and   
                    Karl Mosler   Zonoid trimming for multivariate
                                  distributions  . . . . . . . . . . . . . 1998--2017
José A. Díaz-García and   
Ramón Gutiérrez Jáimez   Proof of the conjectures of H. Uhlig on
                                  the singular multivariate beta and the
                                  Jacobian of a certain matrix
                                  transformation . . . . . . . . . . . . . 2018--2023
              Ursula Gather and   
                 Torsten Hilker   A note on Tyler's modification of the
                                  MAD for the Stahel--Donoho estimator . . 2024--2026
                    Huaiqing Wu   Optimal exact designs on a circle or a
                                  circular arc . . . . . . . . . . . . . . 2027--2043
                 S. Hedayat and   
               John Stufken and   
                      Guoqin Su   On the construction and existence of
                                  orthogonal arrays with three levels and
                                  indexes 1 and 2  . . . . . . . . . . . . 2044--2053
                 P. M. Robinson   Large-sample inference for nonparametric
                                  regression with dependent errors . . . . 2054--2083
                Yuichi Kitamura   Empirical likelihood methods with weakly
                                  dependent processes  . . . . . . . . . . 2084--2102
            Donald A. Berry and   
             Robert W. Chen and   
                  Alan Zame and   
             David C. Heath and   
                 Larry A. Shepp   Bandit problems with infinitely many
                                  arms . . . . . . . . . . . . . . . . . . 2103--2116
                 Benjamin Yakir   A note on optimal detection of a change
                                  in distribution  . . . . . . . . . . . . 2117--2126
                   V. Konev and   
            S. Pergamenshchikov   On guaranteed estimation of the mean of
                                  an autoregressive process  . . . . . . . 2127--2163
                        Wei Liu   Improving the fully sequential sampling
                                  scheme of Anscombe--Chow--Robbins  . . . 2164--2171
           Bruce G. Lindsay and   
                        Bing Li   On second-order optimality of the
                                  observed Fisher information  . . . . . . 2172--2199
             Rick Routledge and   
                       Min Tsao   On the relationship between two
                                  asymptotic expansions for the
                                  distribution of sample mean and its
                                  applications . . . . . . . . . . . . . . 2200--2209
              Lincheng Zhao and   
                Zhidong Bai and   
           Chern-Ching Chao and   
                   Wen-Qi Liang   Error bound in a central limit theorem
                                  of double-indexed permutation statistics 2210--2227
              Yu-Ling Tseng and   
              Lawrence D. Brown   Good exact confidence sets for a
                                  multivariate normal mean . . . . . . . . 2228--2258
                    Jian-Lun Xu   Simultaneous estimation of location
                                  parameters for sign-invariant
                                  distributions  . . . . . . . . . . . . . 2259--2272

Annals of Statistics
Volume 25, Number 6, December, 1997

               Guenther Walther   Granulometric smoothing  . . . . . . . . 2273--2299
             Antonio Cuevas and   
                Ricardo Fraiman   A plug-in approach to support estimation 2300--2312
             Eva Riccomagno and   
             Rainer Schwabe and   
                  Henry P. Wynn   Lattice-based $D$-optimum design for
                                  Fourier regression . . . . . . . . . . . 2313--2327
                  H. B. Kushner   Optimal repeated measurements designs:
                                  the linear optimality equations  . . . . 2328--2344
          Lawrence D. Brown and   
           J. T. Gene Hwang and   
                      Axel Munk   An unbiased test for the bioequivalence
                                  problem  . . . . . . . . . . . . . . . . 2345--2367
          Akimichi Takemura and   
                 Satoshi Kuriki   Weights of $ \bar {\chi }^2 $
                                  distribution for smooth or piecewise
                                  smooth cone alternatives . . . . . . . . 2368--2387
           A. Cabaña and   
            E. M. Cabaña   Transformed empirical processes and
                                  modified Kolmogorov--Smirnov tests for
                                  multivariate distributions . . . . . . . 2388--2409
             Augustine Kong and   
                 Jun S. Liu and   
                 Wing Hung Wong   The properties of the cross-match
                                  estimate and split sampling  . . . . . . 2410--2432
             Marvin K. Nakayama   Multiple-comparison procedures for
                                  steady-state simulations . . . . . . . . 2433--2450
             David Haussler and   
                  Manfred Opper   Mutual information, metric entropy and
                                  cumulative relative entropy risk . . . . 2451--2492
        Theodoros Nicoleris and   
             Yannis G. Yatracos   Rates of convergence of estimates,
                                  Kolmogorov's entropy and the
                                  dimensionality reduction principle in
                                  regression . . . . . . . . . . . . . . . 2493--2511
               O. V. Lepski and   
                 V. G. Spokoiny   Optimal pointwise adaptive methods in
                                  nonparametric estimation . . . . . . . . 2512--2546
                    Mark G. Low   On nonparametric confidence intervals    2547--2554
                  Xiaotong Shen   On methods of sieves and penalization    2555--2591
                 Kurt S. Riedel   Piecewise convex function estimation:
                                  pilot estimators . . . . . . . . . . . . 2592--2606
          Lawrence D. Brown and   
                Mark G. Low and   
                  Linda H. Zhao   Superefficiency in nonparametric
                                  function estimation  . . . . . . . . . . 2607--2625
                Luc Devroye and   
            Gábor Lugosi   Nonasymptotic universal smoothing
                                  factors, kernel complexity and Yatracos
                                  classes  . . . . . . . . . . . . . . . . 2626--2637
              Jian-Jian Ren and   
                     Minggao Gu   Regression $M$-estimators with doubly
                                  censored data  . . . . . . . . . . . . . 2638--2664
                  Fushing Hsieh   Estimations in homoscedastic linear
                                  regression models with censored data: an
                                  empirical process approach . . . . . . . 2665--2681
                Jianming Ye and   
                    Naihua Duan   Nonparametric $ n^{-1 / 2}$-consistent
                                  estimation for the general
                                  transformation models  . . . . . . . . . 2682--2717


Annals of Statistics
Volume 26, Number 1, February, 1998

     Stéphane Mallat and   
        George Papanicolaou and   
                  Zhifeng Zhang   Adaptive covariance estimation of
                                  locally stationary processes . . . . . . 1--47
            Peter Bühlmann   Sieve bootstrap for smoothing in
                                  nonstationary time series  . . . . . . . 48--83
               Shiqing Ling and   
                       W. K. Li   Limiting distributions of maximum
                                  likelihood estimators for unstable
                                  autoregressive moving-average time
                                  series with general autoregressive
                                  heteroscedastic errors . . . . . . . . . 84--125
             Jane-Ling Wang and   
     Hans-Georg Müller and   
               William B. Capra   Analysis of oldest-old mortality:
                                  lifetables revisited . . . . . . . . . . 126--163
       Mark J. van der Laan and   
                Ian W. McKeague   Efficient estimation from right-censored
                                  data when failure indicators are missing
                                  at random  . . . . . . . . . . . . . . . 164--182
                    Erik Parner   Asymptotic theory for the correlated
                                  gamma-frailty model  . . . . . . . . . . 183--214
            Jens P. Nielsen and   
              Oliver Linton and   
                Peter J. Bickel   On a semiparametric survival model with
                                  flexible covariate effect  . . . . . . . 215--241
               Jianhua Z. Huang   Projection estimation in multiple
                                  regression with application to
                                  functional ANOVA models  . . . . . . . . 242--272
                 Sam Efromovich   Simultaneous sharp estimation of
                                  functions and their derivatives  . . . . 273--278
          Lawrence D. Brown and   
                  Cun-Hui Zhang   Asymptotic nonequivalence of
                                  nonparametric experiments when the
                                  smoothness index is $ 1 / 2 $  . . . . . 279--287
              Lutz Dümbgen   New goodness-of-fit tests and their
                                  application to nonparametric confidence
                                  sets . . . . . . . . . . . . . . . . . . 288--314
               Didier A. Girard   Asymptotic comparison of (partial)
                                  cross-validation, GCV and randomized GCV
                                  in nonparametric regression  . . . . . . 315--334
                Ja-Yong Koo and   
                Han-Yeong Chung   Log-density estimation in linear inverse
                                  problems . . . . . . . . . . . . . . . . 335--362
             Persi Diaconis and   
                Bernd Sturmfels   Algebraic algorithms for sampling from
                                  conditional distributions  . . . . . . . 363--397
              Stephen P. Brooks   MCMC convergence diagnosis via
                                  multivariate bounds on log-concave
                                  densities  . . . . . . . . . . . . . . . 398--433
                   Holger Drees   Optimal rates of convergence for
                                  estimates of the extreme value index . . 434--448
               Holger Dette and   
                Ingo Röder   Correction: ``Optimal discrimination
                                  designs for multifactor experiments''    449--449

Annals of Statistics
Volume 26, Number 2, April, 1998

              Trevor Hastie and   
              Robert Tibshirani   Classification by pairwise coupling  . . 451--471
               Rudolf Beran and   
             Nicholas I. Fisher   Nonparametric comparison of mean
                                  directions or mean axes  . . . . . . . . 472--493
                Sanat K. Sarkar   Some probability inequalities for
                                  ordered $ {\rm MTP}_2 $ random
                                  variables: a proof of the Simes
                                  conjecture . . . . . . . . . . . . . . . 494--504
                  H. Finner and   
                      M. Roters   Asymptotic comparison of step-down and
                                  step-up multiple test procedures based
                                  on exchangeable test statistics  . . . . 505--524
            Steen Andersson and   
                  Jesper Madsen   Symmetry and lattice conditional
                                  independence in a multivariate normal
                                  distribution . . . . . . . . . . . . . . 525--572
        Gérard Letac and   
         Hél\`ene Massam   Quadratic and inverse regressions for
                                  Wishart distributions  . . . . . . . . . 573--595
              Ernesto Salinelli   Nonlinear principal components I.
                                  Absolutely continuous random variables
                                  with positive bounded densities  . . . . 596--616
                 Olaf Bunke and   
                 Xavier Milhaud   Asymptotic behavior of Bayes estimates
                                  under possibly incorrect models  . . . . 617--644
              M. J. Bayarri and   
                   James Berger   Robust Bayesian analysis of selection
                                  models . . . . . . . . . . . . . . . . . 645--659
      Dominique Fourdrinier and   
     William E. Strawderman and   
                Martin T. Wells   On the construction of Bayes minimax
                                  estimators . . . . . . . . . . . . . . . 660--671
                Ivan Mizera and   
                 Jon A. Wellner   Necessary and sufficient conditions for
                                  weak consistency of the median of
                                  independent but not identically
                                  distributed random variables . . . . . . 672--691
                   Michael Falk   Local asymptotic normality of truncated
                                  empirical processes  . . . . . . . . . . 692--718
             Ngai Hang Chan and   
                 Wilfredo Palma   State space modeling of long-memory
                                  processes  . . . . . . . . . . . . . . . 719--740
                   Shiqing Ling   Weak convergence of the sequential
                                  empirical processes of residuals in
                                  nonstationary autoregressive models  . . 741--754
                   Keith Knight   Limiting distributions for $ L_1 $
                                  regression estimators under general
                                  conditions . . . . . . . . . . . . . . . 755--770
                      Arup Bose   Bahadur representation of $ M_m $
                                  estimates  . . . . . . . . . . . . . . . 771--777
               Holger Dette and   
                      Axel Munk   Validation of linear regression models   778--800

Annals of Statistics
Volume 26, Number 3, June, 1998

                    Leo Breiman   Arcing classifier (with discussion and a
                                  rejoinder by the author) . . . . . . . . 801--849
            Robert R. Snapp and   
           Santosh S. Venkatesh   Asymptotic expansions of the $k$ nearest
                                  neighbor risk  . . . . . . . . . . . . . 850--878
            David L. Donoho and   
              Iain M. Johnstone   Minimax estimation via wavelet shrinkage 879--921
                 Peter Hall and   
Gérard Kerkyacharian and   
               Dominique Picard   Block threshold rules for curve
                                  estimation using kernel and wavelet
                                  methods  . . . . . . . . . . . . . . . . 922--942
               Jianqing Fan and   
       Wolfgang Härdle and   
                    Enno Mammen   Direct estimation of low-dimensional
                                  components in additive models  . . . . . 943--971
                Theo Gasser and   
                  Kongming Wang   Asymptotic and bootstrap confidence
                                  bounds for the structural average of
                                  curves . . . . . . . . . . . . . . . . . 972--991
                 Shuyuan He and   
                  Grace L. Yang   The strong law under random truncation   992--1010
                 Shuyuan He and   
                  Grace L. Yang   Estimation of the truncation probability
                                  in the random truncation model . . . . . 1011--1027
              R. J. Carroll and   
       Roberto G. Gutierrez and   
                 C. Y. Wang and   
                    Suojin Wang   Local linear regression for generalized
                                  linear models with missing data  . . . . 1028--1050
     Hél\`ene Massam and   
                   Erhard Neher   Estimation and testing for lattice
                                  conditional independence models on
                                  Euclidean Jordan algebras  . . . . . . . 1051--1082
                   Peter T. Kim   Deconvolution density estimation on
                                  SO(N)  . . . . . . . . . . . . . . . . . 1083--1102
                   P. L. Davies   On locally uniformly linearizable high
                                  breakdown location and scale functionals 1103--1125
          Christine Müller   Optimum robust testing in linear models  1126--1146
         Douglas G. Simpson and   
                Victor J. Yohai   Functional stability of one-step
                                  GM-estimators in approximately linear
                                  regression . . . . . . . . . . . . . . . 1147--1169
                 Guoying Li and   
                     Jian Zhang   Breakdown properties of location
                                  $M$-estimators . . . . . . . . . . . . . 1170--1189
                David Assaf and   
            Larry Goldstein and   
              Ester Samuel-Cahn   A statistical version of prophet
                                  inequalities . . . . . . . . . . . . . . 1190--1197
                 Benjamin Yakir   On the average run length to false alarm
                                  in surveillance problems which possess
                                  an invariance structure  . . . . . . . . 1198--1214

Annals of Statistics
Volume 26, Number 4, August, 1998

        Isabella Verdinelli and   
                Larry Wasserman   Bayesian goodness-of-fit testing using
                                  infinite-dimensional exponential
                                  families . . . . . . . . . . . . . . . . 1215--1241
              Theodore Hill and   
              Michael Monticino   Constructions of random distributions
                                  via sequential barycenters . . . . . . . 1242--1253
            Jacques Dauxois and   
              Guy Martial Nkiet   Nonlinear canonical analysis and
                                  independence tests . . . . . . . . . . . 1254--1278
           P. Laurie Davies and   
               Wolfgang Terbeck   Interactions and outliers in the two-way
                                  analysis of variance . . . . . . . . . . 1279--1305
                    Gang Li and   
                  Cun-Hui Zhang   Linear regression with interval censored
                                  data . . . . . . . . . . . . . . . . . . 1306--1327
          Thomas H. Scheike and   
                  Mei-Jie Zhang   Cumulative regression function tests for
                                  regression models for longitudinal data  1328--1355
                 V. G. Spokoiny   Estimation of a function with
                                  discontinuities via local polynomial fit
                                  with an adaptive window choice . . . . . 1356--1378
                  Marc Raimondo   Minimax estimation of sharp change
                                  points . . . . . . . . . . . . . . . . . 1379--1397
              Wolfgang Bischoff   A functional central limit theorem for
                                  regression models  . . . . . . . . . . . 1398--1410
          Forrest R. Miller and   
             James W. Neill and   
               Brian W. Sherfey   Maximin clusters for near-replicate
                                  regression lack of fit tests . . . . . . 1411--1433
         Remco R. Bouckaert and   
           Milan Studený   On chain graph models for description of
                                  conditional independence structures  . . 1434--1495
               Holger Dette and   
                    Gerd Haller   Optimal designs for the identification
                                  of the order of a Fourier regression . . 1496--1521
           Ching-Shui Cheng and   
               R. J. Martin and   
                     Boxin Tang   Two-level factorial designs with extreme
                                  numbers of level changes . . . . . . . . 1522--1539
                Hein Putter and   
             Willem R. van Zwet   Empirical Edgeworth expansions for
                                  symmetric statistics . . . . . . . . . . 1540--1569
          Jens-Peter Kreiss and   
             Michael H. Neumann   Regression-type inference in
                                  nonparametric autoregression . . . . . . 1570--1613
            Peter J. Bickel and   
              Ya'acov Ritov and   
            Tobias Rydén   Asymptotic normality of the
                                  maximum-likelihood estimator for general
                                  hidden Markov models . . . . . . . . . . 1614--1635
         André Klein and   
          Guy Mélard and   
                   Toufik Zahaf   Computation of the exact information
                                  matrix of Gaussian dynamic regression
                                  time series models . . . . . . . . . . . 1636--1650

Annals of Statistics
Volume 26, Number 5, October, 1998

             Peter Bartlett and   
                Yoav Freund and   
                Wee Sun Lee and   
             Robert E. Schapire   Boosting the margin: a new explanation
                                  for the effectiveness of voting methods  1651--1686
              Bradley Efron and   
              Robert Tibshirani   The problem of regions . . . . . . . . . 1687--1718
                    Kesar Singh   Breakdown theory for bootstrap quantiles 1719--1732
                       Zhen Luo   Backfitting in smoothing spline ANOVA    1733--1759
                    X. Shen and   
                D. A. Wolfe and   
                        S. Zhou   Local Asymptotics for Regression Splines
                                  and Confidence Regions . . . . . . . . . 1760--1782
          Lawrence D. Brown and   
                    T. Tony Cai   Wavelet shrinkage for nonequispaced
                                  samples  . . . . . . . . . . . . . . . . 1783--1799
              Andrew Barron and   
             Nicolas Hengartner   Information theory and superefficiency   1800--1825
               Rudolf Beran and   
              Lutz Dümbgen   Modulation of estimators and confidence
                                  sets . . . . . . . . . . . . . . . . . . 1826--1856
               Wolfgang Polonik   The silhouette, concentration functions
                                  and ML-density estimation under order
                                  restrictions . . . . . . . . . . . . . . 1857--1877
            Richard Dykstra and   
                Hammou El Barmi   Maximum likelihood estimates via duality
                                  for log-convex models when cell
                                  probabilities are subject to convex
                                  constraints  . . . . . . . . . . . . . . 1878--1893
                   Sean X. Chen   Weighted polynomial models and weighted
                                  sampling schemes for finite population   1894--1915
             Winfried Stute and   
                Silke Thies and   
                    Li-Xing Zhu   Model checks for regression: an
                                  innovation process approach  . . . . . . 1916--1934
           Edsel A. Peña   Smooth goodness-of-fit tests for
                                  composite hypothesis in hazard based
                                  models . . . . . . . . . . . . . . . . . 1935--1971
             Ekkehard Glimm and   
            Siegfried Kropf and   
        Jürgen Läuter   Multivariate tests based on
                                  left-spherically distributed linear
                                  scores . . . . . . . . . . . . . . . . . 1972--1988
              Thomas Mathew and   
     Kenneth Nordström and   
             Manoj Kumar Sharma   Tolerance regions and multiple-use
                                  confidence regions in multivariate
                                  calibration  . . . . . . . . . . . . . . 1989--2013
             Michael H. Neumann   Strong approximation of density
                                  estimators from weakly dependent
                                  observations by density estimators from
                                  independent observations . . . . . . . . 2014--2048
           Richard A. Davis and   
                 Thomas Mikosch   The sample autocorrelations of
                                  heavy-tailed processes with applications
                                  to ARCH  . . . . . . . . . . . . . . . . 2049--2080
                  H. B. Kushner   Correction: ``Optimal repeated
                                  measurements designs: the linear
                                  optimality equations'' [Ann. Statist.
                                  \bf 25 (1997), no. 6, 2328--2344; MR
                                  99g:62108] . . . . . . . . . . . . . . . 2081--2081

Annals of Statistics
Volume 26, Number 6, December, 1998

                 J. A. Hartigan   The maximum likelihood prior . . . . . . 2083--2103
               Nidhan Choudhuri   Bayesian bootstrap credible sets for
                                  multidimensional mean functional . . . . 2104--2127
     Priscilla E. Greenwood and   
            Ian W. McKeague and   
            Wolfgang Wefelmeyer   Information bounds for Gibbs samplers    2128--2156
                Hemant Ishwaran   Exponential posterior consistency via
                                  generalized Pólya urn schemes in finite
                                  semiparametric mixtures  . . . . . . . . 2157--2178
                H. Vincent Poor   Quickest detection with exponential
                                  penalty for delay  . . . . . . . . . . . 2179--2205
                 Peter Hall and   
                  Marc Raimondo   On global performance of approximations
                                  to smooth curves using gridded data  . . 2206--2217
                     Peihua Qiu   Discontinuous regression surfaces
                                  fitting  . . . . . . . . . . . . . . . . 2218--2245
                    Xu-Feng Niu   Estimating integrals of stochastic
                                  processes using space-time data  . . . . 2246--2263
Thomas Müller-Gronbach and   
                   Klaus Ritter   Spatial adaption for predicting random
                                  functions  . . . . . . . . . . . . . . . 2264--2288
           Ching-Shui Cheng and   
                 Rahul Mukerjee   Regular fractional factorial designs
                                  with minimum aberration and maximum
                                  estimation capacity  . . . . . . . . . . 2289--2300
               Jorge G. Adrover   Minimax bias-robust estimation of the
                                  dispersion matrix of a multivariate
                                  distribution . . . . . . . . . . . . . . 2301--2320
               Arthur Cohen and   
           Harold B. Sackrowitz   Directional tests for one-sided
                                  alternatives in multivariate models  . . 2321--2338
               Holger Dette and   
                      Axel Munk   Nonparametric comparison of several
                                  regression functions: exact and
                                  asymptotic theory  . . . . . . . . . . . 2339--2368
                J. Robinson and   
                Ib M. Skovgaard   Bounds for probabilities of small
                                  relative errors for empirical
                                  saddlepoint and bootstrap tail
                                  approximations . . . . . . . . . . . . . 2369--2394
            Geurt Jongbloed and   
                Bert van Es and   
            Martien van Zuijlen   Isotonic inverse estimators for
                                  nonparametric deconvolution  . . . . . . 2395--2406
              G. K. Golubev and   
                    B. Y. Levit   Asymptotically efficient estimation in
                                  the Wicksell problem . . . . . . . . . . 2407--2419
                 A. B. Tsybakov   Pointwise and sup-norm sharp adaptive
                                  estimation of functions on the Sobolev
                                  classes  . . . . . . . . . . . . . . . . 2420--2469


Annals of Statistics
Volume 27, Number 1, February, 1999

             Chun-Houh Chen and   
                Ker-Chau Li and   
                 Jane-Ling Wang   Dimension reduction for censored
                                  regression data  . . . . . . . . . . . . 1--23
            Jan W. H. Swanepoel   The limiting behavior of a modified
                                  maximal symmetric $ 2 s$-spacing with
                                  applications . . . . . . . . . . . . . . 24--35
             Jeng-Min Chiou and   
         Hans-Georg Müller   Nonparametric quasi-likelihood . . . . . 36--64
            A. Philip Dawid and   
               Paola Sebastiani   Coherent dispersion criteria for optimal
                                  experimental design  . . . . . . . . . . 65--81
                 Rahul Mukerjee   On the optimality of orthogonal array
                                  plus one run plans . . . . . . . . . . . 82--93
             Bernard Delyon and   
              Marc Lavielle and   
                  Eric Moulines   Convergence of a stochastic
                                  approximation version of the EM
                                  algorithm  . . . . . . . . . . . . . . . 94--128
                John E. Kolassa   Convergence and accuracy of Gibbs
                                  sampling for conditional distributions
                                  in generalized linear models . . . . . . 129--142
                  S. Ghosal and   
                J. K. Ghosh and   
              R. V. Ramamoorthi   Posterior consistency of Dirichlet
                                  mixtures in density estimation . . . . . 143--158
                Hemant Ishwaran   Information in semiparametric mixtures
                                  of exponential families  . . . . . . . . 159--177
            Liudas Giraitis and   
                 Murad S. Taqqu   Whittle estimator for finite-variance
                                  non-Gaussian time series with long
                                  memory . . . . . . . . . . . . . . . . . 178--203
               Hira L. Koul and   
                 Winfried Stute   Nonparametric model checks for time
                                  series . . . . . . . . . . . . . . . . . 204--236
               Sangyeol Lee and   
                 Ching-Zong Wei   On residual empirical processes of
                                  stochastic regression models with
                                  applications to time series  . . . . . . 237--261
                Andrew B. Nobel   Limits to classification and regression
                                  estimation from ergodic processes  . . . 262--273
                      H. Finner   Stepwise multiple test procedures and
                                  control of directional errors  . . . . . 274--289
              Norbert Henze and   
              Mathew D. Penrose   On the multivariate runs test  . . . . . 290--298
     Hans-Georg Müller and   
        Ulrich Stadtmüller   Discontinuous versus smooth regression   299--337
                Jiayang Sun and   
              Michael Woodroofe   Testing uniformity versus a monotone
                                  density  . . . . . . . . . . . . . . . . 338--360
            James P. Hobert and   
                   C. P. Robert   Eaton's Markov chain, its conjugate
                                  partner and $ \mathscr
                                  {P}$-admissibility . . . . . . . . . . . 361--373
            Abdelhamid Hassairi   Generalized variance and exponential
                                  families . . . . . . . . . . . . . . . . 374--385
                   S. N. Lahiri   Theoretical comparisons of block
                                  bootstrap methods  . . . . . . . . . . . 386--404
               Bernd Streitberg   Exploring interactions in
                                  high-dimensional tables: a bootstrap
                                  alternative to log-linear models . . . . 405--413

Annals of Statistics
Volume 27, Number 2, April, 1999

                Clive R. Loader   Bandwidth selection: classical or
                                  plug-in? . . . . . . . . . . . . . . . . 415--438
                Theo Gasser and   
                  Kongming Wang   Synchronizing sample curves
                                  nonparametrically  . . . . . . . . . . . 439--460
               Steven P. Lalley   Beneath the noise, chaos . . . . . . . . 461--479
        Peter Bühlmann and   
               Abraham J. Wyner   Variable length Markov chains  . . . . . 480--513
          Jens Ledet Jensen and   
     Niels Væver Petersen   Asymptotic normality of the maximum
                                  likelihood estimator in state space
                                  models . . . . . . . . . . . . . . . . . 514--535
              Andrew Barron and   
          Mark J. Schervish and   
                Larry Wasserman   The consistency of posterior
                                  distributions in nonparametric problems  536--561
                    Yongdai Kim   Nonparametric Bayesian estimators for
                                  counting processes . . . . . . . . . . . 562--588
             Pietro Muliere and   
                 Stephen Walker   A characterization of a neutral to the
                                  right prior via an extension of
                                  Johnson's sufficientness postulate . . . 589--599
                T. Kubokawa and   
               M. S. Srivastava   Robust improvement in estimation of a
                                  covariance matrix in an elliptically
                                  contoured distribution . . . . . . . . . 600--609
                  Hsiuying Wang   Brown's paradox in the estimated
                                  confidence approach  . . . . . . . . . . 610--626
              Ronald Geskus and   
                Piet Groeneboom   Asymptotically optimal estimation of
                                  smooth functionals for interval
                                  censoring, case $2$  . . . . . . . . . . 627--674
               Yoichi Nishiyama   A maximal inequality for continuous
                                  martingales and $M$-estimation in a
                                  Gaussian white noise model . . . . . . . 675--696
                   Tailen Hsing   Nearest neighbor inverse regression  . . 697--731
         Ashoke Kumar Sinha and   
                Laurens de Haan   Estimating the probability of a rare
                                  event  . . . . . . . . . . . . . . . . . 732--759
         Andrey Feuerverger and   
                     Peter Hall   Estimating a tail exponent by modelling
                                  departure from a Pareto distribution . . 760--781

Annals of Statistics
Volume 27, Number 3, June, 1999

              Regina Y. Liu and   
          Jesse M. Parelius and   
                    Kesar Singh   Multivariate analysis by data depth:
                                  descriptive statistics, graphics and
                                  inference, (with discussion and a
                                  rejoinder by Liu and Singh)  . . . . . . 783--858
                David L. Donoho   Wedgelets: nearly minimax estimation of
                                  edges  . . . . . . . . . . . . . . . . . 859--897
                    T. Tony Cai   Adaptive wavelet estimation: a block
                                  thresholding and oracle inequality
                                  approach . . . . . . . . . . . . . . . . 898--924
                    Jin Cao and   
               Keith J. Worsley   The detection of local shape changes via
                                  the geometry of Hotelling's $ T^2 $
                                  fields . . . . . . . . . . . . . . . . . 925--942
            Sandrine Dudoit and   
               Terence P. Speed   A score test for linkage using identity
                                  by descent data from sibships  . . . . . 943--986
               Wenxin Jiang and   
               Martin A. Tanner   Hierarchical mixtures-of-experts for
                                  exponential family regression models:
                                  approximation and maximum likelihood
                                  estimation . . . . . . . . . . . . . . . 987--1011
                   Holger Dette   A consistent test for the functional
                                  form of a regression based on a
                                  difference of variance estimators  . . . 1012--1040
              Gordon Simons and   
                   Yi-Ching Yao   Asymptotics when the number of
                                  parameters tends to infinity in the
                                  Bradley--Terry model for paired
                                  comparisons  . . . . . . . . . . . . . . 1041--1060
Luis A. García-Escudero and   
          Alfonso Gordaliza and   
           Carlos Matrán   A central limit theorem for multivariate
                                  generalized trimmed $k$-means  . . . . . 1061--1079
             Javier Cabrera and   
          Luisa Turrin Fernholz   Target estimation for bias and mean
                                  square error reduction . . . . . . . . . 1080--1104
              Per Aslak Mykland   Bartlett identities and large deviations
                                  in likelihood theory . . . . . . . . . . 1105--1117

Annals of Statistics
Volume 27, Number 4, August, 1999

                 David Freedman   Wald Lecture: On the Bernstein--von
                                  Mises theorem with infinite-dimensional
                                  parameters . . . . . . . . . . . . . . . 1119--1141
                 T. W. Anderson   Asymptotic distribution of the reduced
                                  rank regression estimator under general
                                  conditions . . . . . . . . . . . . . . . 1141--1154
                  Kani Chen and   
                   Inchi Hu and   
                  Zhiliang Ying   Strong consistency of maximum
                                  quasi-likelihood estimators in
                                  generalized linear models with fixed and
                                  adaptive designs . . . . . . . . . . . . 1155--1163
                Ivan Mizera and   
       Christine H. Müller   Breakdown points and variation exponents
                                  of robust $M$-estimators in linear
                                  models . . . . . . . . . . . . . . . . . 1164--1177
        D. Dacunha-Castelle and   
                     E. Gassiat   Testing the order of a model using
                                  locally conic parametrization:
                                  population mixtures and stationary ARMA
                                  processes  . . . . . . . . . . . . . . . 1178--1209
               Wolfgang Polonik   Concentration and goodness-of-fit in
                                  higher dimensions: (asymptotically)
                                  distribution-free methods  . . . . . . . 1210--1229
    Juan A. Cuesta-Albertos and   
       Carlos Matrán and   
Jesús M. Rodríguez-Rodríguez and   
            Eustasio del Barrio   Tests of goodness of fit based on the $
                                  L_2 $-Wasserstein distance . . . . . . . 1230--1239
              D. R. Bingham and   
                   R. R. Sitter   Some theoretical results for fractional
                                  factorial split-plot designs . . . . . . 1240--1255
             Rahul Mukerjee and   
                    C. F. J. Wu   Blocking in regular fractional
                                  factorials: a projective geometric
                                  approach . . . . . . . . . . . . . . . . 1256--1271
               Holger Dette and   
            Linda M. Haines and   
                   Lorens Imhof   Optimal designs for rational models and
                                  weighted polynomial regression . . . . . 1272--1293
             Ming-Yen Cheng and   
                     Peter Hall   Mode testing in difficult cases  . . . . 1294--1315
            Piet Groeneboom and   
        Gerard Hooghiemstra and   
        Hendrik P. Lopuhaä   Asymptotic normality of the $ L_1 $
                                  error of the Grenander estimator . . . . 1316--1347
         John H. J. Einmahl and   
                Ian W. McKeague   Confidence tubes for multiple quantile
                                  plots via empirical likelihood . . . . . 1348--1367
                       Jing Qin   Empirical likelihood ratio based
                                  confidence intervals for mixture
                                  proportions  . . . . . . . . . . . . . . 1368--1384
                Marc Hallin and   
        Jana Jure\vcková   Optimal tests for autoregressive models
                                  based on autoregression rank scores  . . 1385--1414
              Eric Moulines and   
               Philippe Soulier   Broadband log-periodogram regression of
                                  time series with long-range dependence   1415--1439
               Michael L. Stein   Correction: ``Locally lattice sampling
                                  designs for isotropic random fields''    1440--1440
                   E. Glimm and   
                   S. Kropf and   
                      J. Lauter   Correction: ``Multivariate tests based
                                  on left-spherically distributed linear
                                  scores'' . . . . . . . . . . . . . . . . 1441--1441

Annals of Statistics
Volume 27, Number 5, October, 1999

                  E. Mammen and   
                  O. Linton and   
                     J. Nielsen   The existence and asymptotic properties
                                  of a backfitting projection algorithm
                                  under weak conditions  . . . . . . . . . 1443--1490
               Jianqing Fan and   
                  Wenyang Zhang   Statistical estimation in varying
                                  coefficient models . . . . . . . . . . . 1491--1518
                  Hua Liang and   
       Wolfgang Härdle and   
             Raymond J. Carroll   Estimation in a semiparametric partially
                                  linear errors-in-variables model . . . . 1519--1535
                     Jian Huang   Efficient estimation of the partly
                                  linear additive Cox model  . . . . . . . 1536--1563
                Yuhong Yang and   
                  Andrew Barron   Information-theoretic determination of
                                  minimax rates of convergence . . . . . . 1564--1599
         P. P. B. Eggermont and   
                 V. N. LaRiccia   Optimal convergence rates for Good's
                                  nonparametric maximum likelihood density
                                  estimator  . . . . . . . . . . . . . . . 1600--1615
               Zhi-Dong Bai and   
                      Xuming He   Asymptotic distributions of the maximal
                                  depth estimators for regression and
                                  multivariate location  . . . . . . . . . 1616--1637
        Hendrik P. Lopuhaä   Asymptotics of reweighted estimators of
                                  multivariate location and scatter  . . . 1638--1665
             G. Jogesh Babu and   
               P. K. Pathak and   
                      C. R. Rao   Second-order correctness of the Poisson
                                  bootstrap  . . . . . . . . . . . . . . . 1666--1683
                 E. Gassiat and   
                   E. Gautherat   Speed of convergence for the blind
                                  deconvolution of a linear system with
                                  discrete random input  . . . . . . . . . 1684--1705
                     G. R. Wood   Binomial mixtures: geometric estimation
                                  of the mixing distribution . . . . . . . 1706--1721
                Chin-Yu Lin and   
             Michael R. Kosorok   A general class of function-indexed
                                  nonparametric tests for survival
                                  analysis . . . . . . . . . . . . . . . . 1722--1744
        Ingrid Van Keilegom and   
             Michael G. Akritas   Transfer of tail information in censored
                                  regression models  . . . . . . . . . . . 1745--1784

Annals of Statistics
Volume 27, Number 6, December, 1999

               Pier Luigi Conti   Large sample Bayesian analysis for
                                  Geo/G/1 discrete-time queueing models    1785--1807
                Enno Mammen and   
          Alexandre B. Tsybakov   Smooth discrimination analysis . . . . . 1808--1829
        Gábor Lugosi and   
                Andrew B. Nobel   Adaptive model selection using empirical
                                  complexities . . . . . . . . . . . . . . 1830--1864
      Nicol\`o Cesa-Bianchi and   
            Gábor Lugosi   On prediction of individual sequences    1865--1895
            Abba M. Krieger and   
               Moshe Pollak and   
                 Benjamin Yakir   Detecting a change in regression:
                                  first-order optimality . . . . . . . . . 1896--1913
              Lih-Yuan Deng and   
                     Boxin Tang   Minimum $ G_2 $-aberration for
                                  nonregular fractional factorial designs  1914--1926
            David S. Birkes and   
            Justus F. Seely and   
             Dawn M. Vanleeuwen   Balance and orthogonality in designs for
                                  mixed classification models  . . . . . . 1927--1947
                Hegang Chen and   
               Ching-Shui Cheng   Theory of optimal blocking of $ 2^{n -
                                  m} $ designs . . . . . . . . . . . . . . 1948--1973
                   Jiming Jiang   Conditional inference about generalized
                                  linear mixed models  . . . . . . . . . . 1974--2007
                T. Kubokawa and   
               M. S. Srivastava   Improved nonnegative estimation of
                                  multivariate components of variance  . . 2008--2032
            Marianna Pensky and   
                Brani Vidakovic   Adaptive wavelet estimator for
                                  nonparametric density deconvolution  . . 2033--2053
                 Kokyo Choy and   
                Marc Hallin and   
          Abdeslam Serroukh and   
             Masanobu Taniguchi   Local asymptotic normality for
                                  regression models with long-memory
                                  disturbance  . . . . . . . . . . . . . . 2054--2080