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Volume 1, Number 1, 1934Anonymous Front Matter . . . . . . . . . . . . . . i--ii Anonymous Volume Information . . . . . . . . . . . iii--iv Anonymous Note on the Formation of the Industrial and Agricultural Research Section of the Royal Statistical Society . . . . . . . 1--3 Anonymous Inaugural Meeting of the Industrial and Agricultural Research Section, Held on Thursday, 23rd November, 1933, Professor M. Greenwood, F.R.S., Vice-President of the Society, in the Chair . . . . . . . 4--4 R. H. Pickard The Application of Statistical Methods to Production and Research in Industry 5--25 John Wishart Statistics in Agricultural Research . . 26--61 A. T. McKay A New Method of Handling Statistical Data . . . . . . . . . . . . . . . . . . 62--75 O. L. Davies and E. S. Pearson Methods of Estimating from Samples the Population Standard Deviation . . . . . 76--93 John Wishart Bibliography of Agricultural Statistics, 1931--33 . . . . . . . . . . . . . . . . 94--106
E. S. Pearson Sampling Problems in Industry . . . . . 107--151 B. H. Wilsdon Discrimination by Specification Statistically Considered and Illustrated by the Standard Specification for Portland Cement . . . . . . . . . . . . 152--206 A. T. McKay Sampling from Batches . . . . . . . . . 207--216 F. Yates Contingency Tables Involving Small Numbers and the $ \chi^2 $ Test . . . . 217--235 J. O. Irwin On the Independence of the Constituent Items in the Analysis of Variance . . . 236--251 M. S. Bartlett Recent Work on the Analysis of Variance 252--255 Anonymous Volume Information . . . . . . . . . . . 256--257
Anonymous Front Matter . . . . . . . . . . . . . . i--iv E. S. Grumell Statistical Methods in Industry, with Special Reference to the Sampling of Coal and other Materials . . . . . . . . 1--26 L. H. C. Tippett Some Applications of Statistical Methods to the Study of Variation of Quality in the Production of Cotton Yarn . . . . . 27--62 T. Matuszewski and J. Neyman and J. Supinska Statistical Studies in Questions of Bacteriology. Part I. The Accuracy of the ``Dilution Method'' . . . . . . . . 63--82 E. S. Pearson and Joan Haines The Use of Range in Place of Standard Deviation in Small Samples . . . . . . . 83--98 J. Brady A Biological Application of the Analysis of Co-Variance . . . . . . . . . . . . . 99--106 Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . i--iv J. Neyman and K. Iwaszkiewicz and St. Kolodziejczyk Statistical Problems in Agricultural Experimentation . . . . . . . . . . . . 107--180 F. Yates Complex Experiments . . . . . . . . . . 181--247 M. S. Bartlett Contingency Table Interactions . . . . . 248--252 P. V. Sukhatme Contribution to the Theory of the Representative Method . . . . . . . . . 253--268 Anonymous Volume Information . . . . . . . . . . . 269--iv Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . i--iv Anonymous First Meeting of the Session 1935--36, 28th November, 1935 . . . . . . . . . . 1--1 W. J. Jennett and B. P. Dudding The Application of Statistical Principles to an Industrial Problem . . 1--28 B. L. Welch The Specification of Rules for Rejecting Too Variable a Product, with Particular Reference to an Electric Lamp Problem 29--48 W. G. Cochran The Statistical Analysis of Field Counts of Diseased Plants . . . . . . . . . . . 49--67 M. S. Bartlett The Square Root Transformation in Analysis of Variance . . . . . . . . . . 68--78 John Wishart Tests of Significance in Analysis of Covariance . . . . . . . . . . . . . . . 79--82 J. Neyman Correspondence . . . . . . . . . . . . . 83--85 Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . i--iv Anonymous Volume Information . . . . . . . . . . . i-204 L. J. Comrie Inverse Interpolation and Scientific Applications of the National Accounting Machine . . . . . . . . . . . . . . . . 87--114 Anonymous Co-Operation in Large-Scale Experiments 115--136 C. E. Gould and W. M. Hampton Statistical Methods Applied to the Manufacture of Spectacle Glasses . . . . 137--177 R. C. Geary The Distribution of ``Student's'' Ratio for Non-Normal Samples . . . . . . . . . 178--184 M. S. Bartlett Some Notes on Insecticide Tests in the Laboratory and in the Field . . . . . . 185--194 M. M. Barnard An Enumeration of the Confounded Arrangements in the $ 2 \times 2 \times 2 \cdots $ Factorial Designs . . . . . . 195--202 Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . i--iv Percival Hartley First Meeting of the Industrial and Agricultural Section, Session 1936--37 November 26th, 1936 . . . . . . . . . . 1--1 J. O. Irwin Statistical Method Applied to Biological Assays . . . . . . . . . . . . . . . . . 1--60 A. W. Bayes Some Considerations of the Variability of Cotton Cloth Strength . . . . . . . . 61--93 E. S. Pearson and B. L. Welch Notes on Some Statistical Problems Raised in Mr. Bayes's Paper . . . . . . 94--101 W. G. Cochran Problems Arising in the Analysis of a Series of Similar Experiments . . . . . 102--118 E. J. G. Pitman Significance Tests Which May be Applied to Samples From any Populations . . . . 119--130 M. S. Bartlett Sub-Sampling for Attributes . . . . . . 131--135 Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . i--iv M. S. Bartlett Some Examples of Statistical Methods of Research in Agriculture and Applied Biology . . . . . . . . . . . . . . . . 137--183 E. D. van Rest Examples of Statistical Methods in Forest Products Research . . . . . . . . 184--209 L. J. Comrie and G. B. Hey and H. G. Hudson The Application of Hollerith Equipment to an Agricultural Investigation . . . . 210--224 E. J. G. Pitman Significance Tests Which May be Applied to Samples from any Populations. II. The Correlation Coefficient Test . . . . . . 225--232 W. G. Cochran A Catalogue of Uniformity Trial Data . . 233--253 Anonymous Volume Information . . . . . . . . . . . 255--iv Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . i--viii J. O. Irwin Crop Estimation and Its Relation to Agricultural Meteorology . . . . . . . . 1--45 T. Wake Simpson Experimental Methods and Human Nutrition 46--69 F. Yates The Gain in Efficiency Resulting from the Use of Balanced Designs . . . . . . 70--74 P. V. Sukhatme On the Distribution of $ \chi^2 $ in Samples of the Poisson Series . . . . . 75--79 H. O. Hartley Studentization and Large-Sample Theory 80--88
Anonymous Front Matter . . . . . . . . . . . . . . i--viii H. E. Daniels Some Problems of Statistical Interest in Wool Research . . . . . . . . . . . . . 89--128 T. N. Hoblyn A Study of the Variation in Keeping Quality of Apples in Store: As Illustrated by the Behaviour of the Variety McIntosh Red from an Ontario Apple Orchard . . . . . . . . . . . . . 129--170 W. G. Cochran The Omission or Addition of an Independent Variate in Multiple Linear Regression . . . . . . . . . . . . . . . 171--176 F. Yates Orthogonal Functions and Tests of Significance in the Analysis of Variance 177--180 Anonymous Volume Information . . . . . . . . . . . 181--iv
Anonymous Front Matter . . . . . . . . . . . . . . i--viii John Wishart Statistical Treatment of Animal Experiments . . . . . . . . . . . . . . 1--22 Anonymous Evening Meeting of the Industrial and Agricultural Research Section of the Royal Statistical Society Held at the Wembley Glass Works and Research Laboratories of the General Electric Co., Ltd., on December 15th, 1938 . . . 23--24 W. F. Newland and E. E. Neal Statistical Control of the Quality of Telephone Service . . . . . . . . . . . 25--50 M. G. Kendall and B. Babington-Smith Second Paper on Random Sampling Numbers 51--61 C. W. Vickery On Drawing a Random Sample from a Set of Punched Cards . . . . . . . . . . . . . 62--66 F. Yates and R. W. Hale The Analysis of Latin Squares when Two or More Rows, Columns, or Treatments are Missing . . . . . . . . . . . . . . . . 67--79 W. J. Jennett and B. L. Welch The Control of Proportion Defective as Judged by a Single Quality Characteristic Varying on a Continuous Scale . . . . . . . . . . . . . . . . . 80--88 D. J. Bishop and U. S. Nair A Note on Certain Methods of Testing for the Homogeneity of a Set of Estimated Variances . . . . . . . . . . . . . . . 89--99 Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . i--viii Anonymous Meeting Held at the Works of the Rockware Glass Syndicate, Limited, Greenford, March 30th, 1939 . . . . . . 101--101 Anonymous Provincial Meeting at Leeds . . . . . . 102--103 W. G. Cochran Long-Term Agricultural Experiments . . . 104--148 J. L. Ineson The Application of Elementary Statistical Methods to Problems Encountered in the Operation of Electricity Generating Stations . . . . 149--168 M. S. Bartlett The Standard Errors of Discriminant Function Coefficients . . . . . . . . . 169--173 J. O. Irwin and E. A. Cheeseman On the Maximum-Likelihood Method of Determining Dosage-Response Curves and Approximations to the Median-Effective Dose, in Cases of a Quantal Response . . 174--185 H. E. Daniels The Estimation of Components of Variance 186--197 Anonymous Volume Information . . . . . . . . . . . 199--iv
Anonymous Front Matter . . . . . . . . . . . . . . iii--vi E. C. Fieller The Biological Standardization of Insulin . . . . . . . . . . . . . . . . 1--64 F. Garwood An Application of the Theory of Probability to the Operation of Vehicular-Controlled Traffic Signals . . 65--77 H. Todd A Note on Random Associations in a Square Point Lattice . . . . . . . . . . 78--82 M. G. Kendall Note on the Distribution of Quantiles for Large Samples . . . . . . . . . . . 83--85 B. L. W. Book Review: \booktitleStatistical Method from the Viewpoint of Quality Control. by Walter A. Shewhart . . . . . 86--87
E. G. Chambers and G. Udny Yule Theory and Observation in the Investigation of Accident Causation . . 89--109 N. R. Campbell The Replacement of Perishable Members of a Continually Operating System . . . . . 110--130 J. L. Spencer-Smith and H. A. C. Todd A Time Series Met with in Textile Research . . . . . . . . . . . . . . . . 131--145 H. E. Daniels A Method of Improving Certain Routine Measurements . . . . . . . . . . . . . . 146--150 H. A. C. Todd A Note on Systematic Coding for Card Sorting Systems . . . . . . . . . . . . 151--154 D. J. Finney On the Distribution of a Variate Whose Logarithm is Normally Distributed . . . 155--161 Anonymous Volume Information . . . . . . . . . . . 163--164 Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Proceedings of the First Meeting of The Research Section of The Royal Statistical Society, Session 1945--1946. Held on Tuesday, December 4th, 1945, Dr. J. Wishart in the Chair . . . . . . . . 1--1 G. A. Barnard Sequential Tests in Industrial Statistics . . . . . . . . . . . . . . . 1--26 M. S. Bartlett On the Theoretical Specification and Sampling Properties of Autocorrelated Time-Series . . . . . . . . . . . . . . 27--41 G. A. R. Foster Some Instruments for the Analysis of Time Series and Their Application to Textile Research . . . . . . . . . . . . 42--61 L. B. C. Cunningham and W. R. B. Hynd Random Processes in Problems of Air Warfare . . . . . . . . . . . . . . . . 62--97 J. P. Burman Sequential Sampling Formulae for a Binomial Population . . . . . . . . . . 98--103 C. M. Stockman and P. Armitage Some Properties of Closed Sequential Schemes . . . . . . . . . . . . . . . . 104--112 M. S. Bartlett A Modified Probit Technique for Small Probabilities . . . . . . . . . . . . . 113--117 O. Kempthorne The Analysis of a Series of Experiments by the Use of Punched Cards . . . . . . 118--127 M. S. Bartlett and D. G. Kendall The Statistical Analysis of Variance-Heterogeneity and the Logarithmic Transformation . . . . . . . 128--138 Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
P. E. Vernon Statistical Methods in the Selection of Navy and Army Personnel . . . . . . . . 139--153 H. O. Hartley The Application of some Commercial Calculating Machines to Certain Statistical Calculations . . . . . . . . 154--183 G. V. Bayley and J. M. Hammersley The ``Effective'' Number of Independent Observations in an Autocorrelated Time Series . . . . . . . . . . . . . . . . . 184--197 S. Vajda Average Sampling Numbers from Finite Lote . . . . . . . . . . . . . . . . . . 198--201 M. E. Wise The Use of the Negative Binomial Distribution in an Industrial Sampling Problem . . . . . . . . . . . . . . . . 202--211 J. T. Richardson A Table of Lagrangian Coefficients for Logarithmic Interpolation of Standard Statistical Tables to Obtain other Probability Levels . . . . . . . . . . . 212--215 F. J. Anscombe Linear Sequential Rectifying Inspection for Controlling Fraction Defective . . . 216--222 V. J. Francis On the Distribution of the Sum of n Sample Values Drawn from a Truncated Normal Population . . . . . . . . . . . 223--232 E. W. Harding Statistical Control Applied to High Duty Iron Production . . . . . . . . . . . . 233--243 A. H. R. Grimsey Ultimate Risks in Sampling Inspection 244--250
Richard Stone On the Interdependence of Blocks of Transactions . . . . . . . . . . . . . . 1--45 D. J. Finney The Principles of Biological Assay . . . 46--91 P. A. P. Moran The Random Division of an Interval . . . 92--98 D. J. Finney The Significance of Associations in a Square Point Lattice . . . . . . . . . . 99--103 J. L. Spencer-Smith The Oscillatory Properties of the Moving Average . . . . . . . . . . . . . . . . 104--113 Patrick Slater The Factor Analysis of a Matrix of $ 2 \times 2 $ Tables . . . . . . . . . . . 114--127 C. Radhakrishna Rao Factorial Experiments Derivable from Combinatorial Arrangements of Arrays . . 128--139 Anonymous Exhibition of Mechanical Aids to Statistical Computation . . . . . . . . 140--140 Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
S. Vajda Statistical Investigation of Casualties Suffered by Certain Types of Vessels . . 141--175 M. S. Bartlett Multivariate Analysis . . . . . . . . . 176--197 F. J. Anscombe and H. J. Godwin and R. L. Plackett Methods of Deferred Sentencing in Testing the Fraction Defective of a Continuous Output . . . . . . . . . . . 198--217 D. V. Lindley Regression Lines and the Linear Functional Relationship . . . . . . . . 218--244 H. E. Daniels Grouping Corrections for High Autocorrelations . . . . . . . . . . . . 245--249 P. Armitage Some Sequential Tests of Student's Hypothesis . . . . . . . . . . . . . . . 250--263 Anonymous Volume Information . . . . . . . . . . . 265--266
G. H. Orcutt and J. O. Irwin A Study of the Autoregressive Nature of the Time Series Used for Tinbergen's Model of the Economic System of the United States, 1919--1932 . . . . . . . 1--53 W. L. Stevens Control by Gauging . . . . . . . . . . . 54--108 K. R. Nair and C. R. Rao Confounding in Asymmetrical Factorial Experiment . . . . . . . . . . . . . . . 109--131 T. W. Anderson The Asymptotic Distributions of the Roots of Certain Determinantal Equations 132--139 R. C. Geary Studies in Relations Between Economic Time Series . . . . . . . . . . . . . . 140--158 Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
C. Radhakrishna Rao The Utilization of Multiple Measurements in Problems of Biological Classification 159--203 D. G. Champernowne Sampling Theory Applied to Autoregressive Sequences . . . . . . . . 204--242 P. A. P. Moran The Interpretation of Statistical Maps 243--251 S. C. Pearce Randomized Blocks with Interchanged and Substituted Plots . . . . . . . . . . . 252--256 J. G. Skellam A Probability Distribution Derived from the Binomial Distribution by Regarding the Probability of Success as Variable Between the Sets of Trials . . . . . . . 257--261 C. A. B. Smith and H. O. Hartley The Construction of Youden Squares . . . 262--263 M. E. Wise The Incomplete Beta Function and the Incomplete Gamma Function: An Acknowledgment . . . . . . . . . . . . . 264--264 Anonymous Volume Information . . . . . . . . . . . 265--265
Anonymous Some Statistical Problems Arising in Genetics . . . . . . . . . . . . . . . . 1--14 John W. Boag Maximum Likelihood Estimates of the Proportion of Patients Cured by Cancer Therapy . . . . . . . . . . . . . . . . 15--53 L. Kosten and J. R. Manning and F. Garwood On the Accuracy of Measurements of Probabilities of Loss in Telephone Systems . . . . . . . . . . . . . . . . 54--67 M. H. Quenouille Approximate Tests of Correlation in Time-Series . . . . . . . . . . . . . . 68--84 K. J. Shone Relations Between the Standard Deviation and the Distribution of Range in Non-Normal Populations . . . . . . . . . 85--88 G. H. Jowett The Calculation of Sums of Squares and Products on a Desk Calculating Machine 89--90 F. Benson A Note on the Estimation of Mean and Standard Deviation from Quantiles . . . 91--100 D. R. Cox The Use of the Range in Sequential Analysis . . . . . . . . . . . . . . . . 101--114 Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
G. A. Barnard Statistical Inference . . . . . . . . . 115--149 J. E. Moyal Stochastic Processes and Statistical Physics . . . . . . . . . . . . . . . . 150--210 M. S. Bartlett Some Evolutionary Stochastic Processes 211--229 David G. Kendall Stochastic Processes and Population Growth . . . . . . . . . . . . . . . . . 230--282 D. N. Nanda The Standard Errors of Discriminant Function Coefficients in Plant-Breeding Experiments . . . . . . . . . . . . . . 283--290 J. G. Skellam The Distribution of the Moment Statistics of Samples Drawn Without Replacement from a Finite Population . . 291--296 H. Wold A Large-Sample Test for Moving Averages 297--305 Anonymous Volume Information . . . . . . . . . . . 307--307
Gertrude M. Cox The Organization and Functions of the Institute of Statistics of the University of North Carolina . . . . . . 1--18 Alan S. C. Ross Philological Probability Problems . . . 19--59 M. G. Kendall Part I: Factor Analysis as a Statistical Technique . . . . . . . . . . . . . . . 60--73 B. Babington Smith Part II: An Evaluation of Factor Analysis from the Point of View of a Psychologist . . . . . . . . . . . . . . 73--94 Gerhard Tintner Some Formal Relations in Multivariate Analysis . . . . . . . . . . . . . . . . 95--101 A. M. Walker Note on a Generalization of the Large Sample Goodness of Fit Test for Linear Autoregressive Schemes . . . . . . . . . 102--107 M. S. Bartlett and P. H. Diananda Extensions of Quenouille's Test for Autoregressive Schemes . . . . . . . . . 108--115 David G. Kendall An Artificial Realization of a Simple ``Birth-and-Death'' Process . . . . . . 116--119 L. Fox Practical Methods for the Solution of Linear Equations and the Inversion of Matrices . . . . . . . . . . . . . . . . 120--136 P. Armitage Sequential Analysis with More than Two Alternative Hypotheses, and its Relation to Discriminant Function Analysis . . . 137--144 H. Ashcroft The Productivity of Several Machines Under the Care of One Operator . . . . . 145--151 Anonymous Errata: Stochastic Processes and Population Growth . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
P. A. P. Moran Recent Developments in Ranking Theory 153--162 J. W. Whitfield Uses of the Ranking Method in Psychology 163--170 H. E. Daniels Rank Correlation and Population Models 171--191 J. M. Hammersley On Estimating Restricted Parameters . . 192--240 H. D. Patterson Sampling on Successive Occasions with Partial Replacement of Units . . . . . . 241--255 M. H. Quenouille Computational Devices in the Application of Least Squares . . . . . . . . . . . . 256--272 Gerhard Tintner A Test for Linear Relations Between Weighted Regression Coefficients . . . . 273--277 David G. Kendall Random Fluctuations in the Age-Distribution of a Population Whose Development is Controlled by the Simple ``Birth-and-Death'' Process . . . . . . 278--285 P. M. Grundy and M. J. R. Healy Restricted Randomization and Quasi-Latin Squares . . . . . . . . . . . . . . . . 286--291 P. A. P. Moran A Curvilinear Ranking Test . . . . . . . 292--295 D. J. Finney Two New Uses of the Behrens--Fisher Distribution . . . . . . . . . . . . . . 296--300 A. M. Walker Note on Sequential Sampling Formulae for a Binomial Population . . . . . . . . . 301--307 Anonymous Volume Information . . . . . . . . . . . 309--310
G. E. P. Box and K. B. Wilson On the Experimental Attainment of Optimum Conditions . . . . . . . . . . . 1--45 G. A. Barnard The Theory of Information . . . . . . . 46--64 F. Benson and D. R. Cox The Productivity of Machines Requiring Attention at Random Intervals . . . . . 65--82 L. Fox and J. G. Hayes More Practical Methods for the Inversion of Matrices . . . . . . . . . . . . . . 83--91 S. Rushton On Least Squares Fitting by Orthonormal Polynomials Using the Choleski Method 92--99 Barnet Woolf Computation and Interpretation of Multiple Regressions . . . . . . . . . . 100--119 M. P. Schutzenberger An Extension Problem in the Theory of Incomplete Block Designs . . . . . . . . 120--125 H. R. Thompson and I. D. Dick Factorial Designs in Small Blocks Derived from Orthogonal Latin Squares 126--130 Alladi Ramakrishnan Some Simple Stochastic Processes . . . . 131--140 P. A. P. Moran Estimation Methods for Evolutive Processes . . . . . . . . . . . . . . . 141--146 P. A. P. Moran The Random Division of an Interval --- Part II . . . . . . . . . . . . . . . . 147--150 Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
David G. Kendall Some Problems in the Theory of Queues 151--185 H. E. Daniels and J. Wishart The Theory of Position Finding . . . . . 186--207 William R. Buckland A Review of the Literature of Systematic Sampling . . . . . . . . . . . . . . . . 208--215 V. P. Godambe On Two-Stage Sampling . . . . . . . . . 216--218 B. V. Sukhatme On Certain Probability Distributions Arising from Points on a Line . . . . . 219--232 P. G. Guest The Estimation of Standard Error From Successive Finite Differences . . . . . 233--237 E. H. Simpson The Interpretation of Interaction in Contingency Tables . . . . . . . . . . . 238--241 H. O. Lancaster Complex Contingency Tables Treated by the Partition of $ \chi^2 $ . . . . . . 242--249 S. Rosenbaum The Variance of Least-Square Estimates Under Linear Restraints . . . . . . . . 250--255 H. D. Patterson Change-Over Trials . . . . . . . . . . . 256--271 P. M. Grundy A General Technique for the Analysis of Experiments with Incorrectly Treated Plots . . . . . . . . . . . . . . . . . 272--283 D. J. Finney Subjective Judgment in Statistical Analysis: An Experimental Study . . . . 284--297 G. H. Jowett The Expression of the Complementary Outputs of Two Products in Terms of a Common Unit of Production Effort . . . . 298--302 J. Durbin and A. Stuart Inversions and Rank Correlation Coefficients . . . . . . . . . . . . . . 303--309 H. E. Daniels Note on Durbin and Stuart's Formula for $ E(r_s) $ . . . . . . . . . . . . . . . 310--310 Anonymous Volume Information . . . . . . . . . . . 311--312
P. Armitage The Statistical Theory of Bacterial Populations Subject to Mutation . . . . 1--40 David G. Kendall On the Choice of a Mathematical Model to Represent Normal Bacterial Growth . . . 41--44 K. D. Tocher The Design and Analysis of Block Experiments . . . . . . . . . . . . . . 45--100 S. C. Pearce Some New Designs of Latin Square Type 101--106 I. J. Good Rational Decisions . . . . . . . . . . . 107--114 Martin Sandelius A Confidence Interval for the Smallest Proportion of a Binomial Population . . 115--116 A. M. Walker Some Properties of the Asymptotic Power Functions of Goodness-of-Fit Tests for Linear Autoregressive Schemes . . . . . 117--134 A. Gardner Greenwood's ``Problem of Intervals'': An Exact Solution For $ N = 3 $ . . . . . . 135--139 Anonymous Front Matter . . . . . . . . . . . . . . ??
R. L. Plackett and P. S. Hewlett Quantal Responses to Mixtures of Poisons 141--163 M. J. R. Healy Some Statistical Aspects of Anthropometry . . . . . . . . . . . . . 164--184 Norman T. J. Bailey A Study of Queues and Appointment Systems in Hospital Out-Patient Departments, with Special Reference to Waiting-Times . . . . . . . . . . . . . 185--199 F. Benson Further Notes on the Productivity of Machines Requiring Attention at Random Intervals . . . . . . . . . . . . . . . 200--210 D. R. Cox Some Recent Work on Systematic Experimental Designs . . . . . . . . . . 211--219 K. N. Chandler The Distribution and Frequency of Record Values . . . . . . . . . . . . . . . . . 220--228 H. O. Hartley Second Order Autoregressive Schemes with Time-Trending Coefficients . . . . . . . 229--233 Phyllis K. Loraine On a Useful Set of Orthogonal Comparisons . . . . . . . . . . . . . . 234--237 M. C. K. Tweedie The Estimation of Parameters From Sequentially Sampled Data on a Discrete Distribution . . . . . . . . . . . . . . 238--245 H. E. Daniels Theory of Position Finding --- A Correction . . . . . . . . . . . . . . . 246--246 Anonymous Volume Information . . . . . . . . . . . 247--248 Anonymous Front Matter . . . . . . . . . . . . . . ??
F. J. Anscombe Sequential Estimation . . . . . . . . . 1--29 D. V. Lindley Statistical Inference . . . . . . . . . 30--76 P. A. P. Moran The Random Division of an Interval --- Part II . . . . . . . . . . . . . . . . 77--80 G. H. Jowett and J. F. Scott Simple Graphical Techniques for Calculating Serial and Spatial Correlations and means Semi-Squared Differences . . . . . . . . . . . . . . 81--86 J. O. Irwin On the ``Transition Probabilities'' Corresponding to any Accident Distribution . . . . . . . . . . . . . . 87--89 P. Armitage A Note on the Time-Homogeneous Birth Process . . . . . . . . . . . . . . . . 90--91 K. Singer Application of the Theory of Stochastic Processes to the Study of Irreproducible Chemical Reactions and Nucleation Processes . . . . . . . . . . . . . . . 92--106 M. S. Bartlett and D. V. Rajalakshman Goodness of Fit Tests for Simultaneous Autoregressive Series . . . . . . . . . 107--124 P. Whittle The Analysis of Multiple Stationary Time Series . . . . . . . . . . . . . . . . . 125--139 J. D. Sargan An Approximate Treatment of the Properties of the Correlogram and Periodogram . . . . . . . . . . . . . . 140--152 Anonymous Front Matter . . . . . . . . . . . . . . ??
Cedric A. B. Smith The Detection of Linkage in Human Genetics . . . . . . . . . . . . . . . . 153--192 Harold Hotelling New Light on the Correlation Coefficient and its Transforms . . . . . . . . . . . 193--232 A. R. Kamat Some Properties of Estimates for the Standard Deviation Based on Deviations from the Mean and Variate Differences 233--240 P. A. P. Moran The Estimation of the Parameters of a Birth and Death Process . . . . . . . . 241--245 R. M. Sundrum The Power of Wilcoxon's $2$-Sample Test 246--252 F. Yates and P. M. Grundy Selection Without Replacement from Within Strata with Probability Proportional to Size . . . . . . . . . . 253--261 J. Durbin Some Results in Sampling Theory when the Units are Selected with Unequal Probabilities . . . . . . . . . . . . . 262--269 Anonymous Volume Information . . . . . . . . . . . 271--272
F. G. Foster and A. Stuart Distribution-Free Tests in Time-Series Based on the Breaking of Records . . . . 1--22 J. M. Hammersley and K. W. Morton Poor Man's Monte Carlo . . . . . . . . . 23--38 K. D. Tocher The Application of Automatic Computers to Sampling Experiments . . . . . . . . 39--75 J. M. Hammersley and K. W. Morton Transposed Branching Processes . . . . . 76--79 Norman T. J. Bailey On Queueing Processes with Bulk Service 80--87 J. H. Bennett The Distribution of Heterogeneity Upon Inbreeding . . . . . . . . . . . . . . . 88--99 Charlotte Banks The Factorial Analysis of Crop Productivity . . . . . . . . . . . . . . 100--111 P. A. P. Moran Some Experiments on the Prediction of Sunspot Numbers . . . . . . . . . . . . 112--117 L. Mandel Grading with a Gauge Subject to Random Output Fluctuations . . . . . . . . . . 118--130 E. S. Page Control Charts for the Mean of a Normal Population . . . . . . . . . . . . . . . 131--135 E. S. Page An Improvement to Wald's Approximation for Some Properties of Sequential Tests 136--139 H. D. Patterson The Errors of Lattice Sampling . . . . . 140--149 Anonymous Front Matter . . . . . . . . . . . . . . ??
G. A. Barnard Sampling Inspection and Statistical Decisions . . . . . . . . . . . . . . . 151--174 E. C. Fieller Some Problems in Interval Estimation . . 175--185 Monica A. Creasy Limits for the Ratio of Means . . . . . 186--194 S. T. David Confidence Intervals for Parameters in Markov Autoregressive Schemes . . . . . 195--222 B. M. Church Problems of Sample Allocation and Estimation in an Agricultural Survey . . 223--235 P. M. Grundy A Method of Sampling with Probability Exactly Proportional to Size . . . . . . 236--238 Alan Stuart A Simple Presentation of Optimum Sampling Results . . . . . . . . . . . . 239--241 J. G. Rowell The Analysis of a Factorial Experiment (with Confounding) on an Electronic Calculator . . . . . . . . . . . . . . . 242--246 H. O. Lancaster Traces and Cumulants of Quadratic Forms in Normal Variables . . . . . . . . . . 247--254 R. M. Sundrum A Further Approximation to the Distribution of Wilcoxon's Statistic in the General Case . . . . . . . . . . . . 255--260 J. L. Hodges, Jr. and E. L. Lehmann Testing the Approximate Validity of Statistical Hypotheses . . . . . . . . . 261--268 F. Berz On the Cumulative Effect of Chance Deviations . . . . . . . . . . . . . . . 269--284 D. R. Cox A Table for Predicting the Production from a Group of Machines Under the Care of One Operative . . . . . . . . . . . . 285--287 Norman T. J. Bailey A Continuous Time Treatment of a Simple Queue Using Generating Functions . . . . 288--291 J. Johnston A Revised Test for Systematic Oscillation . . . . . . . . . . . . . . 292--295 M. S. Bartlett A Note on the Multiplying Factors for Various $ \chi^2 $ Approximations . . . 296--298 Anonymous Volume Information . . . . . . . . . . . 299--301
G. E. P. Box and S. L. Andersen Permutation Theory in the Derivation of Robust Criteria and the Study of Departures from Assumption . . . . . . . 1--34 Normal T. J. Bailey Some Problems in the Statistical Analysis of Epidemic Data . . . . . . . 35--68 Ronald Fisher Statistical Methods and Scientific Induction . . . . . . . . . . . . . . . 69--78 J. G. Mauldon Pivotal Quantities for Wishart's and Related Distributions, and a Paradox in Fiducial Theory . . . . . . . . . . . . 79--85 V. S. Huzurbazar Confidence Intervals for the Parameter of a Distribution Admitting A Sufficient Statistic when The Range Depends on the Parameter . . . . . . . . . . . . . . . 86--90 G. H. Jowett Least Squares Regression Analysis for Trend-Reduced Time Series . . . . . . . 91--104 J. F. Scott and V. J. Small A Numerical Investigation of Least Squares Regression Involving Trend- Reduced Markoff Series . . . . . . . . . 105--114 F. G. Foster and D. Teichroew A Sampling Experiment on the Powers of the Records Tests for Trend in a Time Series . . . . . . . . . . . . . . . . . 115--121 H. A. David Moments of Negative Order and Ratio-Statistics . . . . . . . . . . . . 122--123 Zivia S. Wurtele A Rectifying Inspection Plan . . . . . . 124--127 Anonymous Front Matter . . . . . . . . . . . . . . ??
D. R. Cox Some Statistical Methods Connected with Series of Events . . . . . . . . . . . . 129--164 S. Vajda An Outline of Linear Programming . . . . 165--172 E. M. L. Beale On Minimizing A Convex Function Subject to Linear Inequalities . . . . . . . . . 173--184 G. Morton and A. H. Land A Contribution to the ``Travelling-Saleman'' Problem . . . . . 185--203 E. S. Pearson Statistical Concepts in the Relation to Reality . . . . . . . . . . . . . . . . 204--207 G. H. Jowett The Comparison of Means of Sets of Observations from Sections of Independent Stochastic Series . . . . . 208--227 J. C. Gower A Note on the Periodogram of the Beveridge Wheat Price Index . . . . . . 228--234 P. Whittle Some Distribution and Moment Formulae for the Markov Chain . . . . . . . . . . 235--242 Z. A. Lomnicki and S. K. Zaremba Some Applications of Zero-One Processes 243--255 F. Downton Waiting Time in Bulk Service Queues . . 256--261 Normam T. J. Bailey A Note on Equalising the Mean Waiting Times of Successive Customers in a Finite Queue . . . . . . . . . . . . . . 262--263 I. J. Goods On the Weighted Combination of Significance Tests . . . . . . . . . . . 264--265 M. J. R. Healy A Significance for the Difference in Efficiency Between Two Predictors . . . 266--268 V. P. Godambe A Unified Theory of Sampling From Finite Populations . . . . . . . . . . . . . . 269--278 Anonymous Volume Information . . . . . . . . . . . 279--280 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
F. N. David and N. L. Johnson Some Tests of Significance with Ordered Variables . . . . . . . . . . . . . . . 1--31 P. M. Grundy and M. J. R. Healy and D. H. Rees Economic Choice of the Amount of Experimentation . . . . . . . . . . . . 32--55 Ronald Fisher On a Test of Significance in Pearson's Biometrika Tables (No. 11) . . . . . . . 56--60 P. A. P. Moran A Tests of Significance for an Unidentifiable Relation . . . . . . . . 61--64 Monica A. Creasy Confidence Limits for the Gradient in the Linear Functional Relationship . . . 65--69 F. E. Binet and G. S. Watson Algebraic Theory of the Computing Routine for Tests of Significance on the Dimensionality of Normal Multivariate Systems . . . . . . . . . . . . . . . . 70--78 D. E. Barton and F. N. David Some Notes on Ordered Random Intervals 79--94 D. J. Bartholomew A Sequential Test for Randomness of Intervals . . . . . . . . . . . . . . . 95--103 J. H. Bennett Partitions in More Than One Dimension 104--112 I. J. Good On the Estimation of Small Frequencies in Contingency Tables . . . . . . . . . 113--124 D. G. Champernowne An Elementary Method of Solution of the Queueing Problem with a Single Server and Constant Parameters . . . . . . . . 125--128 R. R. P. Jackson Random Queueing Processes with Phase-Type Service . . . . . . . . . . . 129--132 P. J. Claringbold The Within-Animal Bioassay with Quantal Responses . . . . . . . . . . . . . . . 133--137 Anonymous Front Matter . . . . . . . . . . . . . . ??
C. L. Mallows Generalizations of Tchebycheff's Inequalities . . . . . . . . . . . . . . 139--176 Violet R. Cane Some Statistical Problems in Experimental Psychology . . . . . . . . 177--201 C. D. Kemp and A. W. Kemp Generalized Hypergeometric Distributions 202--211 R. A. Fisher and M. J. R. Healy New Tables of Behrens' Test of Significance . . . . . . . . . . . . . . 212--216 P. M. Grundy Fiducial Distributions and Prior Distributions: An Example in which the Former cannot be Associated with the Latter . . . . . . . . . . . . . . . . . 217--221 John E. Freund Some Methods of Estimating the Parameters of Discrete Heterogeneous Populations . . . . . . . . . . . . . . 222--226 E. J. Hannan The Asymptotic Powers of Certain Tests Based on Multiple Correlations . . . . . 227--233 D. J. Bartholomew Tests for Randomness in a Series of Events when the Alternative is a Trend 234--239 J. Wise Regression Analysis of Relationships Between Autocorrelated Time Series . . . 240--256 Irwin Miller and John E. Freund Expected Arc Length of a Gaussian Process on a Finite Interval . . . . . . 257--258 C. Radhakrishna Rao Analysis of Dispersion with Incomplete Observations on One of the Characters 259--264 F. Downton On Limiting Distributions Arising in Bulk Service Queues . . . . . . . . . . 265--274 R. R. P. Jackson and D. G. Nickols Some Equilibrium Results for the Queueing Process E$_k$ /M/1 . . . . . . 275--279 P. Naor On Machine Interference . . . . . . . . 280--287 Jerzy Neyman Note on an Article by Sir Ronald Fisher 288--294 M. S. Bartlett Comment on Sir Ronald Fisher's Paper: ``On a Test of Significance in Pearson's Biometrika Tables (No. 11)'' . . . . . . 295--296 B. L. Welch Note on Some Criticisms Made by Sir Ronald Fisher . . . . . . . . . . . . . 297--302 Anonymous Volume Information . . . . . . . . . . . 303--304
G. M. Jenkins and M. B. Priestley The Spectral Analysis of Time-Series . . 1--12 Z. A. Lomnicki and S. K. Zaremba On Estimating the Spectral Density Function of a Stochastic Process . . . . 13--37 P. Whittle Curve and Periodogram Smoothing . . . . 38--63 J. G. Skellam and L. R. Shenton Distributions Associated with Random Walk and Recurrent Events . . . . . . . 64--118 D. E. Barton A Comparison of Two Sorts of Test for a Change of Location Applicable to Truncated Data . . . . . . . . . . . . . 119--124 M. G. Bulmer Confirming Statistical Hypotheses . . . 125--132 W. D. Ray Sequential Confidence Intervals for the Mean of a Normal Population with Unknown Variance . . . . . . . . . . . . . . . . 133--143 Balkrishna V. Sukhatme Joint Asymptotic Distribution of the Median and a $U$ Statistic . . . . . . . 144--148 Alan Stuart The Efficiency of the Records Test for Trend in Normal Regression . . . . . . . 149--153 G. H. Freeman Some Experimental Designs of Use in Changing from One Set of Treatments to Another, Part I . . . . . . . . . . . . 154--162 G. H. Freeman Some Experimental Designs of Use in Changing from One Set of Treatments to Another: Part II. Existence of the Designs . . . . . . . . . . . . . . . . 163--164 C. Mack and T. Murphy and N. L. Webb The Efficiency of $N$ Machines Uni-Directionally Patrolled by One Operative when Walking Time and Repair Times are Constants . . . . . . . . . . 166--172 C. Mack The Efficiency of $N$ Machines Uni-Directionally Patrolled by One Operative when Walking Time is Constant and Repair Times are Variable . . . . . 173--178 R. A. Fisher Comment on the Notes by Neyman, Bartlett, and Welch in this Journal (Vol. \bf 18, No. 2, 1956) . . . . . . . 179--179 Anonymous Front Matter . . . . . . . . . . . . . . ?? C. D. Kemp and A. W. Kemp Corrigenda: Generalized Hypergeometric Distributions . . . . . . . . . . . . . ??
J. Gani Problems in the Probability Theory of Storage Systems . . . . . . . . . . . . 181--206 David G. Kendall Some Problems in the Theory of Dams . . 207--233 F. Yates and M. J. R. Healy and S. Lipton Routine Analysis of Replicated Experiments on an Electronic Computer 234--254 Rita J. Maurice A Minimax Procedure for Choosing Between Two Populations using Sequential Sampling . . . . . . . . . . . . . . . . 255--261 G. S. Watson Sufficient Statistics, Similar Regions and Distribution-Free Tests . . . . . . 262--267 P. Whittle On the Use of the Normal Approximation in the Treatment of Stochastic Processes 268--281 E. J. Hannan The Variance of the Mean of a Stationary Process . . . . . . . . . . . . . . . . 282--285 M. R. Sampford Methods of Construction and Analysis of Serially Balanced Sequences . . . . . . 286--304 B. Rojas and R. F. White The Modified Latin Square . . . . . . . 305--317 Monica A. Creasy Analysis of Variance as an Alternative to Factor Analysis . . . . . . . . . . . 318--325 Norman T. J. Bailey Some Further Results in the Non-Equilibrium Theory of a Simple Queue 326--333 P. Naor Normal Approximation to Machine Interference with Many Repairmen . . . . 334--341 J. Gani and N. U. Prabhu Stationary Distributions of the Negative Exponential Type for the Infinite Dam 342--351 Anonymous Volume Information . . . . . . . . . . . 353--354
Jerzy Neyman and Elizabeth L. Scott Statistical Approach to Problems of Cosmology . . . . . . . . . . . . . . . 1--43 G. S. Watson On Chi-Square Goodness-of-Fit Tests for Continuous Distributions . . . . . . . . 44--72 D. E. Barton The Matching Distributions: Poisson Limiting Forms and Derived Methods of Approximation . . . . . . . . . . . . . 73--92 S. D. Silvey The Lindisfarne Scribes' Problem . . . . 93--101 D. V. Lindley Fiducial Distributions and Bayes' Theorem . . . . . . . . . . . . . . . . 102--107 D. P. Banerjee On the Exact Distribution of a Test in Multivariate Analysis . . . . . . . . . 108--110 S. R. Broadbent The Inspection of a Markov Process . . . 111--119 Hilda M. Davies and G. H. Jowett The Fitting of Markoff Serial Variation Curves . . . . . . . . . . . . . . . . . 120--142 E. J. Hannan The Asymptotic Powers of Certain Tests of Goodness of Fit for Time Series . . . 143--151 Ulf Grenander Bandwidth and Variance in Estimation of the Spectrum . . . . . . . . . . . . . . 152--157 M. H. Quenouille The Comparison of Correlations in Time-Series . . . . . . . . . . . . . . 158--164 B. W. Conolly A Difference Equation Technique Applied to the Simple Queue . . . . . . . . . . 165--167 B. W. Conolly A Difference Equation Technique Applied to the Simple Queue with Arbitrary Arrival Interval Distribution . . . . . 168--175 George Luchak The Continuous Time Solution of the Equations of the Single Channel Queue with a General Class of Service-Time Distributions by the Method of Generating Functions . . . . . . . . . . 176--181 P. D. Finch The Effect of the Size of the Waiting Room on a Simple Queue . . . . . . . . . 182--186 P. G. Moore Interval Analysis and the Logarithmic Transformation . . . . . . . . . . . . . 187--192 C. P. Cox The Analysis of Latin Square Designs with Individual Curvatures in one Direction . . . . . . . . . . . . . . . 193--204 W. L. Stevens Dilution Series: A Statistical Test of Technique . . . . . . . . . . . . . . . 205--214 Anonymous Front Matter . . . . . . . . . . . . . . ??
D. R. Cox The Regression Analysis of Binary Sequences . . . . . . . . . . . . . . . 215--242 Walter L. Smith Renewal Theory and Its Ramifications . . 243--302 Emanuel Parzen On Asymptotically Efficient Consistent Estimates of the Spectral Density Function of a Stationary Time Series . . 303--322 E. J. Hannan The Estimation of the Spectral Density After Trend Removal . . . . . . . . . . 323--333 P. Whittle On the Smoothing of Probability Density Functions . . . . . . . . . . . . . . . 334--343 Henry Scheffé Experiments With Mixtures . . . . . . . 344--360 I. J. Good The Interaction Algorithm and Practical Fourier Analysis . . . . . . . . . . . . 361--372 Alan Stuart Equally Correlated Variates and the Multinormal Integral . . . . . . . . . . 373--378 K. W. Kemp Formulae for Calculating the Operating Characteristic and the Average Sample Number of Some Sequential Tests . . . . 379--386 J. H. Darwin On Corrections to the Chi-Squared Distribution . . . . . . . . . . . . . . 387--392 W. L. Stevens Sampling Without Replacement With Probability Proportional to Size . . . . 393--397 P. J. Claringbold Multivariate Quantal Analysis . . . . . 398--405 C. P. Cox A Concise Derivation of General Orthogonal Polynomials . . . . . . . . . 406--407 J. C. Tanner A Simplified Model for Delays in Overtaking on a Two-Lane Road . . . . . 408--414 Anonymous Volume Information . . . . . . . . . . . 415--416
C. B. Winsten Geometric Distributions in the Theory of Queues . . . . . . . . . . . . . . . . . 1--35 Violet R. Cane Behaviour Sequences as Semi-Markov Chains . . . . . . . . . . . . . . . . . 36--58 B. M. Bennett On a Multivariate Version of Fieller's Theorem . . . . . . . . . . . . . . . . 59--62 M. K. Vagholkar The Process Curve and the Equivalent Mixed Binomial with Two Components . . . 63--66 C. L. Mallows The Information in an Experiment . . . . 67--72 G. S. James The Behrens--Fisher Distribution and Weighted Means . . . . . . . . . . . . . 73--90 J. D. Sargan The Estimation of Relationships with Autocorrelated Residuals by the Use of Instrumental Variables . . . . . . . . . 91--105 Saad K. Nasr On Some Problems of Machine Interference 106--113 B. R. Bhat On the Distribution of Various Sums of Squares in an Analysis of Variance Table for Different Classifications with Correlated and Non-Homogeneous Errors 114--119 D. E. Barton and F. N. David Contagious Occupancy . . . . . . . . . . 120--133 W. F. Bodmer The Limiting Frequencies of Integers with a Given Partitional Characteristic 134--143 A. Mercer Some Simple Duration-Dependent Stochastic Processes . . . . . . . . . . 144--152 P. D. Finch Cyclic Queues with Feedback . . . . . . 153--157 J. Aitchison A Statistical Theory of Remnants . . . . 158--168 Z. A. Lomnicki and S. K. Zaremba Bandwidth and Resolvability in Statistical Spectral Analysis . . . . . 169--171 R. Morley Jones On a Property of Incomplete Blocks . . . 172--179 D. R. Cox A Renewal Problem with Bulk Ordering of Components . . . . . . . . . . . . . . . 180--189 D. E. Barton and F. N. David The Dispersion of a Number of Species 190--194 D. R. Cox and L. Brandwood On a Discriminatory Problem Connected with the Works of Plato . . . . . . . . 195--200 M. H. Quenouille Experiments with Mixtures . . . . . . . 201--202 Rita Maurice A Different Loss Function for the Choice Between Two Populations . . . . . . . . 203--213 M. R. Sampford and J. Taylor Censored Observations in Randomized Block Experiments . . . . . . . . . . . 214--237 D. R. Cox Corrigenda: The Regression Analysis of Binary Sequences . . . . . . . . . . . . 238--238 H. Scheffé Corrigenda: Experiments with Mixtures 238--238 W. L. Stevens Corrigenda: Dilution Series: A Statistical Test of Technique . . . . . 238--238 Anonymous Volume Information . . . . . . . . . . . ??
G. A. Barnard Control Charts and Stochastic Processes 239--271 J. Kiefer Optimum Experimental Designs . . . . . . 272--319 Rupert G. Miller, Jr. A Contribution to the Theory of Bulk Queues . . . . . . . . . . . . . . . . . 320--337 G. Zoutendijk Maximizing a Function in a Convex Region 338--355 Ahmed E. Sarhan and B. G. Greenberg Estimation of Location and Scale Parameters for the Rectangular Population from Censored Samples . . . . 356--363 E. S. Page The Distribution of Vacancies on a Line 364--374 P. D. Finch The Output Process of the Queueing System M/G/1 . . . . . . . . . . . . . . 375--380 A. J. Howie and L. R. Shenton The Efficiency of Automatic Winding Machines with Constant Patrolling Time 381--395 E. J. Williams The Comparison of Regression Variables 396--399 G. B. Wetherill The Most Economical Sequential Sampling Scheme for Inspection by Variables . . . 400--408 N. F. Laubscher Note on Fisher's Transformation of the Correlation Coefficient . . . . . . . . 409--410 D. R. Cox The Analysis of Exponentially Distributed Life-Times with Two Types of Failure . . . . . . . . . . . . . . . . 411--421 Anonymous Volume Information . . . . . . . . . . . 423--424
C. W. Dunnett On Selecting the Largest of k Normal Population Means . . . . . . . . . . . . 1--40 E. M. L. Beale Confidence Regions in Non-Linear Estimation . . . . . . . . . . . . . . . 41--88 B. W. Conolly The Busy Period in Relation to the Single-Server Queueing System with General Independent Arrivals and Erlangian Service-Time . . . . . . . . . 89--96 A. D. Roy A Note on Prediction from an Autoregressive Process Using Pistimetric Probability . . . . . . . . . . . . . . 97--103 N. U. Prabhu Some Results for the Queue with Poisson Arrivals . . . . . . . . . . . . . . . . 104--107 A. Mercer A Queueing Problem in which the Arrival Times of the Customers are Scheduled . . 108--113 A. W. Joseph and M. T. L. Bizley The Two-Pack Matching Problem . . . . . 114--130 B. D. Tikkiwal On the Theory of Classical Regression and Double Sampling Estimation . . . . . 131--138 J. Durbin Estimation of Parameters in Time-Series Regression Models . . . . . . . . . . . 139--153 J. Aitchison and S. D. Silvey Maximum-Likelihood Estimation Procedures and Associated Tests of Significance . . 154--171 D. R. Cox Regression Analysis when there is Prior Information about Supplementary Variables . . . . . . . . . . . . . . . 172--176 J. R. Lowe A Table of the Integral of the Bivariate Normal Distribution over an Offset Circle . . . . . . . . . . . . . . . . . 177--187 Harold Ruben On the Distribution of the Weighted Difference of Two Independent Student Variables . . . . . . . . . . . . . . . 188--194 Anonymous Volume Information . . . . . . . . . . . ??
R. L. Plackett Models in the Analysis of Variance . . . 195--217 W. F. Bodmer Discrete Stochastic Processes in Population Genetics . . . . . . . . . . 218--244 A. Ben-Israel and P. Naor A Problem of Delayed Service --- I . . . 245--269 A. Ben-Israel and P. Naor A Problem of Delayed Service --- II . . 270--276 P. D. Finch On the Transient Behaviour of a Simple Queue . . . . . . . . . . . . . . . . . 277--284 B. W. Conolly Queueing at a Single Serving Point with Group Arrival . . . . . . . . . . . . . 285--298 R. A. Fisher On Some Extensions of Bayesian Inference Proposed by Mr Lindley . . . . . . . . . 299--301 S. F. Buck A Method of Estimation of Missing Values in Multivariate Data Suitable for use with an Electronic Computer . . . . . . 302--306 Naunihal Singh Estimation of Parameters of a Multivariate Normal Population from Truncated and Censored Samples . . . . . 307--311 D. A. Sprott Necessary Restrictions for Distributions a Posteriori . . . . . . . . . . . . . . 312--318 I. J. Good Weight of Evidence, Corroboration, Explanatory Power, Information and the Utility of Experiments . . . . . . . . . 319--331 Edwin Mansfield and Carlton Hensley The Logistic Process: Tables of the Stochastic Epidemic Curve and Applications . . . . . . . . . . . . . . 332--337 A. D. Roy Some Notes on Pistimetric Inference . . 338--347 S. N. Roy and B. G. Greenberg and A. E. Sarhan Evaluation of Determinants, Characteristic Equations and their Roots for a Class of Patterned Matrices . . . 348--359 M. N. Ghosh Bounds for the Expected Sample Size in a Sequential Probability Ratio Test . . . 360--367 D. R. Cox A Note on Tests of Homogeneity Applied after Sequential Sampling . . . . . . . 368--371 I. J. Good The Interaction Algorithm and Practical Fourier Analysis: An Addendum . . . . . 372--375 H. E. Daniels Approximate Solutions of Green's Type for Univariate Stochastic Processes . . 376--401 G. B. Wetherill The Wilcoxon Test and Non-Null Hypotheses . . . . . . . . . . . . . . . 402--418 Anonymous Volume Information . . . . . . . . . . . 419--420
Anonymous Back Matter . . . . . . . . . . . . . . i--i Cedric A. B. Smith Consistency in Statistical Inference and Decision . . . . . . . . . . . . . . . . 1--37 J. C. Tanner Two Papers on Applications of Stochastic Processes to Road Traffic Problems: Delays on a Two-Lane Road . . . . . . . 38--63 Alan J. Miller A Queueing Model for Road Traffic Flow 64--90 C. E. V. Leser A Simple Method of Trend Construction 91--107 B. M. Bennett Confidence Limits for Multivariate Ratios . . . . . . . . . . . . . . . . . 108--112 Augustus J. Fabens The Solution of Queueing and Inventory Models by Semi-Markov Processes . . . . 113--127 D. J. G. Farlie The Asymptotic Efficiency of Daniels's Generalized Correlation Coefficients . . 128--142 N. K. Jaiswal A Bulk-Service Queueing Problem with Variable Capacity . . . . . . . . . . . 143--148 K. W. Kemp The Average Run Length of the Cumulative Sum Chart when a $V$-Mask is used . . . 149--153 Gerald J. Glasser An Unbiased Estimator for Powers of the Arithmetic Mean . . . . . . . . . . . . 154--159 Martin Dorff and John Gurland Estimation of the Parameters of a Linear Functional Relation . . . . . . . . . . 160--170 Henry Scheffé Reply to Mr Quenouille's Comments about my Paper on Mixtures . . . . . . . . . . 171--172 G. F. Yeo The Time-Dependent Solution for an Infinite Dam with Discrete Additive Inputs . . . . . . . . . . . . . . . . . 173--179 I. J. Good The Real Stable Characteristic Functions and Chaotic Acceleration . . . . . . . . 180--183 D. F. Kerridge Inaccuracy and Inference . . . . . . . . 184--194 Shirley E. Vincent A Test of Homogeneity for Ordered Variances . . . . . . . . . . . . . . . 195--206 F. Downton A Note on Vacancies on a Line . . . . . 207--214 D. R. Cox A Simple Congestion System with Incomplete Service . . . . . . . . . . . 215--222 G. M. Tallis The Moment Generating Function of the Truncated Multi-normal Distribution . . 223--229 Walter L. Smith A Note on the Renewal Function when the Mean Renewal Lifetime is Infinite . . . 230--237 Anonymous Volume Information . . . . . . . . . . . ??
D. J. Bartholomew A Test of Homogeneity of Means Under Restricted Alternatives . . . . . . . . 239--281 R. N. Curnow Optimal Programmes for Varietal Selection . . . . . . . . . . . . . . . 282--318 Thomas L. Saaty Some Stochastic Processes with Absorbing Barriers . . . . . . . . . . . . . . . . 319--334 W. G. Gilchrist Some Sequential Tests Using Range . . . 335--342 B. Weesakul First Emptiness in a Finite Dam . . . . 343--351 John Aitchison The Construction of Optimal Designs for the One-Way Classification Analysis of Variance . . . . . . . . . . . . . . . . 352--367 A. Mercer Some Simple Wear-Dependent Renewal Processes . . . . . . . . . . . . . . . 368--376 W. D. Ray and A. E. N. T. Pitman An Exact Distribution of the Fisher--Behrens--Welch Statistic for Testing the Difference Between the Means of Two Normal Populations with Unknown Variance . . . . . . . . . . . . . . . . 377--384 F. Benson and G. Gregory Closed Queueing Systems: A Generalization of the Machine Interference Model . . . . . . . . . . . 385--393 E. J. Hannan Testing for a Jump in the Spectral Function . . . . . . . . . . . . . . . . 394--404 S. Rosenbaum Moments of a Truncated Bivariate Normal Distribution . . . . . . . . . . . . . . 405--408 H. E. Daniels Mixtures of Geometric Distributions . . 409--413 D. R. Cox Prediction by Exponentially Weighted Moving Averages and Related Methods . . 414--422 D. E. Barton and C. L. Mallows The Randomization Bases of the Problem of the Amalgamation of Weighted Means 423--433 H. P. Stout and F. Stern Estimation from Quantiles in Destructive Testing . . . . . . . . . . . . . . . . 434--443 S. D. Silvey A Note on Maximum-Likelihood in the Case of Dependent Random Variables . . . . . 444--452 P. K. Sen On Some Properties of the Asymptotic Variance of the Sample Quantiles and Mid-Ranges . . . . . . . . . . . . . . . 453--459 D. A. Sprott Similarities Between Likelihoods and Associated Distributions A Posteriori 460--468 F. S. G. Richards A Method of Maximum-Likelihood Estimation . . . . . . . . . . . . . . . 469--475 T. Lewis The Intervals Between Regular Events Displaced in Time by Independent Random Deviations of Large Dispersion . . . . . 476--483 E. S. Page An Approach to the Scheduling of Jobs on Machines . . . . . . . . . . . . . . . . 484--492 Robert R. Read On Quadratic Estimates of the Interclass Variance for Unbalanced Designs . . . . 493--497
A. R. Thatcher Some Results on Inventory Problems . . . 1--45 C. Radhakrishna Rao Efficient Estimates and Optimum Inference Procedures in Large Samples 46--72 D. P. Gaver, Jr. A Waiting Line with Interrupted Service, Including Priorities . . . . . . . . . . 73--90 N. K. Jaiswal Time-Dependent Solution of the Head-of-the-Line Priority Queue . . . . 91--101 J. Gani and R. Pyke Inequalities for First Emptiness Probabilities of a Dam with Ordered Inputs . . . . . . . . . . . . . . . . . 102--106 F. Downton Congestion Systems with Incomplete Service . . . . . . . . . . . . . . . . 107--111 A. W. Joseph Subsidiary Sequences for Solving Leser's Least-Squares Graduation Equations . . . 112--117 Ronald Fisher Some Examples of Bayes' Method of the Experimental Determination of Probabilities a Priori . . . . . . . . . 118--124 E. J. Williams Exact Fiducial Limits in Non-Linear Estimation . . . . . . . . . . . . . . . 125--139 M. Atiqullah On the Effect of Non-Normality on the Estimation of Components of Variance . . 140--147 B. R. Bhat On the Distribution of Certain Quadratic Forms in Normal Variates . . . . . . . . 148--151 C. Radhakrishna Rao A Note on a Generalized Inverse of a Matrix with Applications to Problems in Mathematical Statistics . . . . . . . . 152--158 B. M. Bennett On Multivariate Sign Tests . . . . . . . 159--161 R. L. Plackett A Note on Interactions in Contingency Tables . . . . . . . . . . . . . . . . . 162--166 Mandakini S. Rohatgi On the Asymptotic Sufficiency of Certain Order Statistics . . . . . . . . . . . . 167--176 Harold Ruben A New Asymptotic Expansion for the Normal Probability Integral and Mill's Ratio . . . . . . . . . . . . . . . . . 177--179 Gerald J. Glasser Estimators for the Product of Arithmetic Means . . . . . . . . . . . . . . . . . 180--184 H. E. Daniels The Estimation of Spectral Densities . . 185--198 G. M. Jenkins and J. Chanmugam The Estimation of Slope when the Errors are Autocorrelated . . . . . . . . . . . 199--214 M. B. Priestley The Analysis of Stationary Processes with Mixed Spectra --- I . . . . . . . . 215--233 John Aitchison Large-Sample Restricted Parametric Tests 234--250 J. N. Darroch Interactions in Multi-Factor Contingency Tables . . . . . . . . . . . . . . . . . 251--263
C. M. Stein Confidence Sets for the Mean of a Multivariate Normal Distribution . . . . 265--296 G. E. P. Box and G. M. Jenkins Some Statistical Aspects of Adaptive Optimization and Control . . . . . . . . 297--343 Julian Keilson The General Bulk Queue as a Hilbert Problem . . . . . . . . . . . . . . . . 344--358 A. Ghosal Queues in Series . . . . . . . . . . . . 359--363 J. A. McFadden On the Lengths of Intervals in a Stationary Point Process . . . . . . . . 364--382 J. F. C. Kingman On Queues in Heavy Traffic . . . . . . . 383--392 B. L. Marks Some Optimal Sequential Schemes for Estimating the Mean of a Cumulative Normal Quantal Response Curve . . . . . 393--400 C. Radhakrishna Rao Problems of Selection with Restrictions 401--405 D. R. Cox Further Results on Tests of Separate Families of Hypotheses . . . . . . . . . 406--424 D. A. S. Fraser On the Consistency of the Fiducial Method . . . . . . . . . . . . . . . . . 425--434 G. H. Freeman and J. N. R. Jeffers Estimation of Means and Standard Errors in the Analysis of Non-Orthogonal Experiments by Electronic Computer . . . 435--446 S. N. Dar On the Comparison of the Sensitivities of Experiments . . . . . . . . . . . . . 447--453 John J. Gart Approximate Confidence Limits for the Relative Risk . . . . . . . . . . . . . 454--463 M. Atiqullah and D. R. Cox The Use of Control Observations as an Alternative to Incomplete Block Designs 464--471 Martin Sandelius A Simple Randomization Procedure . . . . 472--481 J. N. K. Rao and H. O. Hartley and W. G. Cochran On a Simple Procedure of Unequal Probability Sampling without Replacement 482--491 K. C. Chanda Sampling Properties of Tests of Goodness-of-Fit for Linear Autoregressive Schemes . . . . . . . . . 492--510 M. B. Priestley Analysis of Stationary Processes With Mixed Spectra --- II . . . . . . . . . . 511--529 G. M. Tallis The Use of a Generalized Multinomial Distribution in the Estimation of Correlation in Discrete Data . . . . . . 530--534 D. J. Finney Cumulants of Truncated Multinormal Distributions . . . . . . . . . . . . . 535--536 John Gurland Note on a Paper by Ray and Pitman . . . 537--538
Anonymous Back Matter . . . . . . . . . . . . . . i--vi G. B. Wetherill Sequential Estimation of Quantal Response Curves . . . . . . . . . . . . 1--48 J. A. Bather Control Charts and the Minimization of Costs . . . . . . . . . . . . . . . . . 49--80 F. J. Anscombe Tests of Goodness of Fit . . . . . . . . 81--94 E. J. Williams A Comparison of the Direct and Fiducial Arguments in the Estimation of a Parameter . . . . . . . . . . . . . . . 95--99 A. P. Dempster On Direct Probabilities . . . . . . . . 100--110 G. A. Barnard Some Logical Aspects of the Fiducial Argument . . . . . . . . . . . . . . . . 111--114 D. A. S. Fraser On Sufficiency and the Exponential Family . . . . . . . . . . . . . . . . . 115--123 G. A. Barnard The Logic of Least Squares . . . . . . . 124--127 M. J. R. Healy Fiducial Limits for a Variance Component 128--130 E. H. Lloyd The Epochs of Emptiness of a Semi-Infinite Discrete Reservoir . . . . 131--136 J. L. Mott The Distribution of the Time-to-Emptiness of a Discrete Dam Under Steady Demand . . . . . . . . . . 137--139 J. Gani Models for a Bacterial Growth Process with Removals . . . . . . . . . . . . . 140--149 D. J. Bartholomew A Multi-Stage Renewal Process . . . . . 150--168 Donald L. Bentley A Contribution to Counter Theory . . . . 169--178 Leo A. Goodman On Plackett's Test for Contingency Table Interactions . . . . . . . . . . . . . . 179--188 M. R. Leadbetter On the Normal Stationary Process --- Areas Outside Given Levels . . . . . . . 189--194 A. M. Walker A Note on the Asymptotic Efficiency of an Asymptotically Normal Estimator Sequence . . . . . . . . . . . . . . . . 195--200 B. M. Bennett On Combining Estimates of a Ratio of Means . . . . . . . . . . . . . . . . . 201--205 A. W. F. Edwards Estimation of the Parameters in Short Markov Sequences . . . . . . . . . . . . 206--208 B. K. Kale Some Remarks on a Method of Maximum-Likelihood Estimation Proposed by Richards . . . . . . . . . . . . . . 209--212 M. N. Ghosh and Divakar Sharma Power of Tukey's Test for Non-Additivity 213--219 M. W. Birch Maximum Likelihood in Three-Way Contingency Tables . . . . . . . . . . . 220--233 John J. Gart Corrigenda: Approximate Confidence Limits for the Relative Risks . . . . . 234--234 Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--iv Henry Scheffé The Simplex-Centroid Design for Experiments with Mixtures . . . . . . . 235--263 M. S. Bartlett The Spectral Analysis of Point Processes 264--296 N. L. Johnson and Rita J. Maurice A Manimax-Regret Procedure for Choosing Between Two Populations Using Sequential Sampling . . . . . . . . . . . . . . . . 297--304 L. R. Shenton and K. Bowman Higher Moments of a Maximum-Likelihood Estimate . . . . . . . . . . . . . . . . 305--317 B. L. Welch and H. W. Peers On Formulae for Confidence Points Based on Integrals of Weighted Likelihoods . . 318--329 Max Halperin Confidence Interval Estimation in Non-Linear Regression . . . . . . . . . 330--333 M. Atiqullah On the Randomization Distribution and Power of the Variance Ratio Test . . . . 334--347 D. G. Kabe Multivariate Linear Hypothesis with Linear Restrictions . . . . . . . . . . 348--351 G. H. Jowett Applications of Jordan's Procedure for Matrix Inversion in Multiple Regression and Multivariate Distance Analysis . . . 352--357 M. N. Ghosh Hotelling's Generalized $ T^2 $ in the Multivariate Analysis of Variance . . . 358--367 Seymour Geisser and Jerome Cornfield Posterior Distributions for Multivariate Normal Parameters . . . . . . . . . . . 368--376 I. J. Good On the Independence of Quadratic Expressions . . . . . . . . . . . . . . 377--382 I. J. Good Quadratics in Markov-Chain Frequencies, and the Binary Chain of Order $2$ . . . 383--391 C. C. Heyde On a Property of the Lognormal Distribution . . . . . . . . . . . . . . 392--393 Asha Seth The Correlated Unrestricted Random Walk 394--400 J. Bishir A Lower Bound for the Critical Probability in the One-Quadrant Oriented- Atom Percolation Process . . . 401--404 W. J. Ewens The Diffusion Equation and a Pseudo-Distribution in Genetics . . . . 405--412 J. A. McFadden and Walter Weissblum Higher-Order Properties of a Stationary Point Process . . . . . . . . . . . . . 413--431 D. J. Bartholomew An Approximate Solution of the Integral Equation of Renewal Theory . . . . . . . 432--441 Laurence J. Herbst Periodogram Analysis and Variance Fluctuations . . . . . . . . . . . . . . 442--450 Laurence N. Herbst A Test for Variance Heterogeneity in the Residuals of a Gaussian Moving Average 451--454 A. J. Fabens and A. G. A. D. Perera A Correction to ``The Solution of Queueing and Inventory Models by Semi-Markov Processes'' . . . . . . . . 455--456 R. A. Sack Treatment of the Non-Equilibrium Theory of Simple Queues by Means of Cumulative Probabilities . . . . . . . . . . . . . 457--463 J. Keilson On the Asymptotic Behaviour of Queues 464--476 M. C. Pike Some Numerical Results for the Queueing System D/E$_k$ /1 . . . . . . . . . . . 477--488 Donald P. Gaver, Jr. Competitive Queueing: Idleness Probabilities Under Priority Disciplines 489--499 J. A. McFadden Corrigenda: On the Lengths of Intervals in a Stationary Point Process . . . . . 500--500 Anonymous Front Matter . . . . . . . . . . . . . . ??
H. D. Patterson Theory of Cyclic Rotation Experiments 1--45 D. A. S. Fraser On Local Unbiased Estimation . . . . . . 46--51 D. A. S. Fraser Local Conditional Sufficiency . . . . . 52--62 I. G. Evans Bayesian Estimation of the Variance of a Normal Distribution . . . . . . . . . . 63--68 Seymour Geisser Posterior Odds for Multivariate Normal Classifications . . . . . . . . . . . . 69--76 J. N. Srivastava On the Monotonicity Property of the Three Main Tests for Multivariate Analysis of Variance . . . . . . . . . . 77--81 G. M. Tallis Further Models for Estimating Correlation in Discrete Data . . . . . . 82--85 Leo A. Goodman Simultaneous Confidence Limits for Cross-Product Ratios in Contingency Tables . . . . . . . . . . . . . . . . . 86--102 D. R. Cox Some Applications of Exponential Ordered Scores . . . . . . . . . . . . . . . . . 103--110 H. M. Finucan A Note on Kurtosis . . . . . . . . . . . 111--112 C. S. van Dobben de Bruyn Prediction by Progressive Correction . . 113--122 M. B. Priestley Estimation of the Spectral Density Function in the Presence of Harmonic Components . . . . . . . . . . . . . . . 123--132 D. J. Buckley and R. C. Wheeler Some Results for Fixed-Time Traffic Signals . . . . . . . . . . . . . . . . 133--140 Samuel Zahl A Deformation Method for Quadratic Programming . . . . . . . . . . . . . . 141--160 Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
J. Aitchison Two Papers on the Comparison of Bayesian and Frequentist Approaches to Statistical Problems of Prediction: Bayesian Tolerance Regions . . . . . . . 161--175 A. R. Thatcher Relationships Between Bayesian and Confidence Limits for Predictions . . . 176--210 G. E. P. Box and D. R. Cox An Analysis of Transformations . . . . . 211--252 D. A. S. Fraser On Local Inference and Information . . . 253--260 G. A. F. Seber The Linear Hypothesis and Idempotent Matrices . . . . . . . . . . . . . . . . 261--266 Max Halperin Note on Interval Estimation in Non-Linear Regression when Responses are Correlated . . . . . . . . . . . . . . . 267--269 D. G. Kabe A Note on the Bartlett Decomposition of a Wishart Matrix . . . . . . . . . . . . 270--273 M. Stone Comments on a Posterior Distribution of Geisser and Cornfield . . . . . . . . . 274--276 George C. Tiao and Arnold Zellner On the Bayesian Estimation of Multivariate Regression . . . . . . . . 277--285 G. P. Patil and V. Seshadri Characterization Theorems for Some Univariate Probability Distributions . . 286--292 Jean D. Gibbons On the Power of Two-Sample Rank Tests on the Equality of Two Distribution Functions . . . . . . . . . . . . . . . 293--304 Jean D. Gibbons A Proposed Two-Sample Rank Test: The Psi Test and its Properties . . . . . . . . 305--312 M. W. Birch The Detection of Partial Association, I: The $ 2 \times 2 $ Case . . . . . . . . 313--324 T. Lewis and L. J. Govier Some Properties of Counts of Events for Certain Types of Point Process . . . . . 325--337 E. H. Lloyd and S. Odoom A Note on the Solution of Dam Equations 338--344 J. R. Green A Model for Rainfall Occurrence . . . . 345--353 Laurence J. Herbst Spectral Analysis in the Presence of Variance Fluctuations . . . . . . . . . 354--360 Laurence J. Herbst Stationary Amplitude Fluctuations in a Random Series . . . . . . . . . . . . . 361--364 F. Downton Corrigenda: Congestion Systems with Incomplete Service . . . . . . . . . . . 365--365 Anonymous Front Matter . . . . . . . . . . . . . . ??
C. Domb Some Statistical Problems Connected with Crystal Lattices . . . . . . . . . . . . 367--397 Peter A. W. Lewis A Branching Poisson Process Model for the Analysis of Computer Failure Patterns . . . . . . . . . . . . . . . . 398--456 B. M. Bennett A Bivariate Signed Rank Test . . . . . . 457--461 J. Aitchison Confidence-Region Tests . . . . . . . . 462--476 Seymour Geisser Estimation in the Uniform Covariance Case . . . . . . . . . . . . . . . . . . 477--483 J. C. Koop On an Identity for the Variances of a Ratio of Two Random Variables . . . . . 484--486 J. Keilson Corrigenda: The General Bulk Queue as a Hilbert Problem . . . . . . . . . . . . 487--487 Anonymous Front Matter . . . . . . . . . . . . . . ??
B. L. Welch On Comparisons Between Confidence Point Procedures in the Case of a Single Parameter . . . . . . . . . . . . . . . 1--8 H. W. Peers On Confidence Points and Bayesian Probability Points in the Case of Several Parameters . . . . . . . . . . . 9--16 M. Clutton-Brock Using the Observations to Estimate the Prior Distribution . . . . . . . . . . . 17--27 W. G. Cochran and M. Davis The Robbins--Monro Method for Estimating the Median Lethal Dose . . . . . . . . . 28--44 Nai Ng Chan On Circular Functional Relationships . . 45--56 Keewhan Choi Probability Bounds for a Union of Hyperspherical Cones . . . . . . . . . . 57--73 G. M. Tallis and M. K. Vagholkar Formulae to Improve Wald's Approximation for Some Properties of Sequential Tests 74--81 B. M. Bennett Note on a $ \chi^2$-Approximation for the Multivariate Sign Test . . . . . . . 82--85 A. Reitsma The Determination of Sampling Distributions and Moment Generating Functions by Solving Differential Equations . . . . . . . . . . . . . . . 86--90 G. Marsaglia and A. W. Marshall and F. Proschan Moment Crossings as Related to Density Crossings . . . . . . . . . . . . . . . 91--93 G. P. Patil and Richard Shorrock On Certain Properties of the Exponential-Type Families . . . . . . . 94--99 S. M. Ali and S. D. Silvey Association Between Random Variables and the Dispersion of a Radon--Nikodym Derivative . . . . . . . . . . . . . . . 100--107 S. M. Ali and S. D. Silvey A Further Result on the Relevance of the Dispersion of a Radon--Nikodym Derivative to the Problem of Measuring Association . . . . . . . . . . . . . . 108--110 M. W. Birch The Detection of Partial Association, II: The General Case . . . . . . . . . . 111--124 R. M. Loynes On a Property of the Random Walks Describing Simple Queues and Dams . . . 125--129 Lajos Takacs Applications of a Ballot Theorem in Physics and in Order Statistics . . . . 130--137 C. R. Heathcote A Branching Process Allowing Immigration 138--143 W. D. Ray and C. Wyld Polynomial Projecting Properties of Multi-Term Predictors/Controllers in Non-Stationary Time Series . . . . . . . 144--158 L. J. Herbst The Statistical Fourier Analysis of Variances . . . . . . . . . . . . . . . 159--165 Samuel Zahl Supplement to ``A Deformation Method for Quadratic Programming'' . . . . . . . . 166--168 Anonymous Volume Information . . . . . . . . . . . ??
John W. Pratt Bayesian Interpretation of Standard Inference Statements . . . . . . . . . . 169--203 M. B. Priestley Evolutionary Spectra and Non-Stationary Processes . . . . . . . . . . . . . . . 204--237 Ester Samuel On Simple Rules for the Compound Decision Problem . . . . . . . . . . . . 238--244 J. Aitchison Likelihood-Ratio and Confidence-Region Tests . . . . . . . . . . . . . . . . . 245--250 J. B. Kruskal Analysis of Factorial Experiments by Estimating Monotone Transformations of the Data . . . . . . . . . . . . . . . . 251--263 J. Sedransk Analytical Surveys with Cluster Sampling 264--278 I. G. Evans Bayesian Estimation of Parameters of a Multivariate Normal Distribution . . . . 279--283 I. R. Savage and L. J. Savage Finite Stopping Time and Finite Expected Stopping Time . . . . . . . . . . . . . 284--289 Carl-Erik Särndal Derivation of a Class of Frequency Distributions via Bayes's Theorem . . . 290--300 G. M. Tallis Plane Truncation in Normal Populations 301--307 L. R. Shenton and Whitney L. Johnson Moments of a Serial Correlation Coefficient . . . . . . . . . . . . . . 308--320 J. P. Comer, Jr. Application of Stochastic Approximation to Process Control . . . . . . . . . . . 321--331 D. R. Cox On the Estimation of the Intensity Function of a Stationary Point Process 332--337 T. Williams The Basic Birth-Death Model for Microbial Infections . . . . . . . . . . 338--360 P. D. Welch On the Busy Period of a Facility which Serves Customers of Several Types . . . 361--370
P. Whittle Some General Results in Sequential Design . . . . . . . . . . . . . . . . . 371--394 R. Pyke Spacings . . . . . . . . . . . . . . . . 395--449 Norman R. Draper and Willard Lawrence Mixture Designs for Three Factors . . . 450--465 E. L. Albasiny The Numerical Solution of Some Non-Linear Equations, Useful in the Design of Experiments . . . . . . . . . 466--472 N. R. Draper and W. E. Lawrence Mixture Designs for Four Factors . . . . 473--478 D. A. Sprott Transformations and Sufficiency . . . . 479--485 S. R. Searle Additional Results Concerning Estimable Functions and Generalized Inverse Matrices . . . . . . . . . . . . . . . . 486--490 R. M. Loynes On the Waiting-Time Distribution for Queues in Series . . . . . . . . . . . . 491--496 R. W. Morgan and D. J. A. Welsh A Two-Dimensional Poisson Growth Process 497--504 C. B. Mehr and J. A. McFadden Certain Properties of Gaussian Processes and Their First-Passage Times . . . . . 505--522 P. Whittle Recursive Relations for Predictors of Non-Stationary Processes . . . . . . . . 523--532 S. M. Ali and S. D. Silvey Corrigenda: Association Between Random Variables and The Dispersion of a Randon--Nikodym Derivative . . . . . . . 533--533
Anonymous Back Matter . . . . . . . . . . . . . . i--iv M. Hills Allocation Rules and their Error Rates 1--31 J. A. Hartigan Estimation by Ranking Parameters . . . . 32--44 B. R. Bhat and N. V. Kulkarni On Efficient Multinomial Estimation . . 45--52 R. S. Pinkham On a Fiducial Example of C. Stein . . . 53--54 J. A. Hartigan Note on the Confidence-Prior of Welch and Peers . . . . . . . . . . . . . . . 55--56 J. Aitchison Expected-Cover and Linear-Utility Tolerance Intervals . . . . . . . . . . 57--62 Ester Samuel Sequential Compound Ruls for the Finite Decision Problem . . . . . . . . . . . . 63--72 Lee R. Abramson Asymptotic Sequential Design of Experiments with Two Random Variables 73--87 D. J. Finney An Experimental Study of Certain Screening Processes . . . . . . . . . . 88--109 David H. Rees The Analysis of Variance of Designs with Many Non-Orthogonal Classifications . . 110--117 D. A. Preece Classifying Youden Rectangles . . . . . 118--130 S. M. Ali and S. D. Silvey A General Class of Coefficients of Divergence of One Distribution from Another . . . . . . . . . . . . . . . . 131--142 M. V. Menon Characterization Theorems for Some Univariate Probability Distributions . . 143--145 G. K. Bhattacharyya A Note on the Asymptotic Efficiency of Bennett's Bivariate Sign Test . . . . . 146--149 P. Armitage The Chi-Square Test for Heterogeneity of Proportions, After Adjustment for Stratification . . . . . . . . . . . . . 150--163 John J. Gart Alternative Analyses of Contingency Tables . . . . . . . . . . . . . . . . . 164--179 K. Subrahmaniam A Test for ``Intrinsic Correlation'' in the Theory of Accident Proneness . . . . 180--189 J. Keilson The Ergodic Queue Length Distribution for Queueing Systems with Finite Capacity . . . . . . . . . . . . . . . . 190--201 A. G. Hawkes Delay at Traffic Intersections . . . . . 202--212 C. R. Heathcote Corrections and Comments on the Paper ``A Branching Process Allowing Immigration'' . . . . . . . . . . . . . 213--217 M. R. Leadbetter On Streams of Events and Mixtures of Streams . . . . . . . . . . . . . . . . 218--227 M. B. Priestley Design Relations for Non-Stationary Processes . . . . . . . . . . . . . . . 228--240 Richard H. Jones Exponential Smoothing for Multivariate Time Series . . . . . . . . . . . . . . 241--251 Cedric A. B. Smith Correction: Consistency in Statistical Inference and Decision . . . . . . . . . 252--252 Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--v E. Seneta Quasi-Stationary Distributions and Time-Reversion in Genetics . . . . . . . 253--277 P. Sprent A Generalized Least-Squares Approach to Linear Functional Relationships . . . . 278--297 Marakatha Krishnan Locally Unbiased Type $M$ Test . . . . . 298--309 V. P. Godambe A New Approach to Sampling from Finite Populations. I. Sufficiency and Linear Estimation . . . . . . . . . . . . . . . 310--319 V. P. Godambe A New Approach to Sampling from Finite Populations. II. Distribution-Free Sufficiency . . . . . . . . . . . . . . 320--328 A. M. Hasofer The Almost Full Dam with Poisson Input 329--335 J. H. Jenkins On the Correlation Structure of the Departure Process of the M/E$_\lambda $ /1 Queue . . . . . . . . . . . . . . . . 336--344 J. A. John Cyclic Incomplete Block Designs . . . . 345--360 Peter W. M. John An Extension of the Triangular Association Scheme to Three Associate Classes . . . . . . . . . . . . . . . . 361--365 S. John On the Evaluation of Probabilities of Convex Polyhedra under Multivariate Normal and t Distributions . . . . . . . 366--369 M. S. Srivastava Some Asymptotically Efficient Sequential Procedures for Ranking and Slippage Problems . . . . . . . . . . . . . . . . 370--380 Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--v G. B. Wetherill and G. E. G. Campling The Decision Theory Approach to Sampling Inspection . . . . . . . . . . . . . . . 381--416 J. F. C. Kingman An Approach to the Study of Markov Processes . . . . . . . . . . . . . . . 417--447 A. M. Hasofer The Almost Full Dam with Poisson Input: Further Results . . . . . . . . . . . . 448--455 D. N. Shanbhag On a Generalized Queueing System with Poisson Arrivals . . . . . . . . . . . . 456--458 F. Downton The Reliability of Multiplex Systems with Repair . . . . . . . . . . . . . . 459--476 Julian Keilson A Technique for Discussing the Passage Time Distribution for Stable Systems . . 477--486 Violet R. Cane A Note on the Size of Epidemics and the Number of People Hearing a Rumour . . . 487--490 J. M. Hammersley First-Passage Percolation . . . . . . . 491--496 R. M. Loynes Some Aspects of the Estimation of Quantiles . . . . . . . . . . . . . . . 497--512 Harold Ruben Some New Results on the Distribution of the Sample Correlation Coefficient . . . 513--525 T. Calinski On the Distribution of the $F$-Type Statistics in the Analysis of a Group of Experiments . . . . . . . . . . . . . . 526--542 G. E. P. Box and Irwin Guttman Some Aspects of Randomization . . . . . 543--558 A. M. Kshirsagar Balanced Factorial Designs . . . . . . . 559--567 I. R. Dunsmore A Bayesian Approach to Classification 568--577 I. J. Good A Derivation of the Probabilistic Explication of Information . . . . . . . 578--581 D. N. Shanbhag On the Independence of Quadratic Forms 582--583 I. J. Good On the Independence of Quadratic Expressions: Corrigenda . . . . . . . . 584--584 K. Subrahmaniam Correction and Acknowledgement of Priority: A Test for ``Intrinsic Correlation'' in the Theory of Accident Proneness . . . . . . . . . . . . . . . 585--585 Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--vi F. J. Anscombe Topics in the Investigation of Linear Relations Fitted by the Method of Least Squares . . . . . . . . . . . . . . . . 1--52 D. J. Bartholomew Hypothesis Testing When the Sample Size is Treated as a Random Variable . . . . 53--82 Irwin Guttman The Use of the Concept of a Future Observation in Goodness-of-Fit Problems 83--100 M. Davies Linear Approximation Using the Criterion of Least Total Deviations . . . . . . . 101--109 Robert Bohrer On Sharpening Scheffé Bounds . . . . . . 110--114 A. R. Kokan and Sanaullah Khan Optimum Allocation in Multivariate Surveys: An Analytical Solution . . . . 115--125 Max Halperin A Generalization of Fieller's Theorem to the Ratio of Complex Parameters . . . . 126--131 M. S. Srivastava On Fixed-Width Confidence Bounds for Regression Parameters and Mean Vector 132--140 C. C. Heyde Asymptotic Renewal Results for a Natural Generalization of Classical Renewal Theory . . . . . . . . . . . . . . . . . 141--150 J. R. Green A Modified Model for Rainfall Occurrence 151--153 R. C. Geary Ex Post Determination of Significance in Multivariate Regression when the Independent Variables are Orthogonal . . 154--161 A. Hald Asymptotic Properties of Bayesian Single Sampling Plans . . . . . . . . . . . . . 162--173 Agnes M. Herzberg The Behaviour of the Variance Function of the Difference Between Two Estimated Responses . . . . . . . . . . . . . . . 174--179 D. R. McNeil Estimating the Covariance and Spectral Density Functions from a Clipped Stationary Time Series . . . . . . . . . 180--195 A. M. Walker Correction: A Note on the Asymptotic Efficiency of an Asymptotically Normal Estimator Sequence . . . . . . . . . . . 196--196 P. Armitage Addendum: The Chi-Square Test for Heterogeneity of Proportions, After Adjustment for Stratification . . . . . 197--197 Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--iv E. J. Williams The Analysis of Association Among Many Variates . . . . . . . . . . . . . . . . 199--242 Willard H. Clatworthy On John's Cyclic Incomplete Block Designs . . . . . . . . . . . . . . . . 243--247 Kenneth W. Kemp Formal Expressions which can be Used for the Determination of the Operating Characteristic and Average Sample Number of a Simple Sequential Test . . . . . . 248--262 Kenneth W. Kemp A Simple Procedure for Determining Upper and Lower Limits for the Average Sample Run Length of a Cumulative Sum Scheme 263--265 P. R. Fisk Models of the Second Kind in Regression Analysis . . . . . . . . . . . . . . . . 266--281 S. R. Srivastava and T. A. Bancroft Inferences Concerning a Population Correlation Coefficient from One or Possibly Two Samples Subsequent to a Preliminary Test of Significance . . . . 282--291 K. S. Banerjee and W. T. Federer On a Special Subset Giving an Irregular Fractional Replicate of a 2$^n$ Factorial Experiment . . . . . . . . . . 292--299 D. C. Dowson Optimization of a Hot Rolling Mill . . . 300--319 K. V. Mardia A Non-Parametric Test for the Bivariate Two-Sample Location Problem . . . . . . 320--342 Peter A. W. Lewis Non-Homogeneous Branching Poisson Processes . . . . . . . . . . . . . . . 343--354 W. G. Gilchrist Methods of Estimation Involving Discounting . . . . . . . . . . . . . . 355--369 I. I. Berenblut A Change-Over Design for Testing a Treatment Factor at Four Equally Spaced Levels . . . . . . . . . . . . . . . . . 370--373 T. V. Hanurav Optimum Utilization of Auxiliary Information: $ \pi p s $ Sampling of Two Units from a Stratum . . . . . . . . . . 374--391 T. J. Rao On the Choice of a Strategy for the Ratio Method of Estimation . . . . . . . 392--397 Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--vi I. J. Good A Bayesian Significance Test for Multinomial Distributions . . . . . . . 399--431 Karl Borch The Theory of Risk . . . . . . . . . . . 432--467 B. M. Bennett Tests of Hypotheses Concerning Matched Samples . . . . . . . . . . . . . . . . 468--474 Eustratios Kounias Considering Statistical and Time Averages in a Regulation Problem . . . . 475--488 J. A. McFadden On a Class of Gaussian Processes for Which the Mean Rate of Crossings is Infinite . . . . . . . . . . . . . . . . 489--502 W. A. Ericson On the Economic Choice of Experiment Sizes for Decision Regarding Certain Linear Combinations . . . . . . . . . . 503--512 Z. A. Lomnicki On the Distribution of Products of Random Variables . . . . . . . . . . . . 513--524 G. M. El-Sayyad Estimation of the Parameter of an Exponential Distribution . . . . . . . . 525--532 J. A. Hartigan The Likelihood and Invariance Principles 533--539 O. A. Y. Jackson An Analysis of Departures from the Exponential Distribution . . . . . . . . 540--549 D. E. Barton and F. N. David Four-Letter Words: The Distribution of Pattern Frequencies in Ring Permutations 550--569 N. A. Abdrabbo and M. B. Priestley On the Prediction of Non-Stationary Processes . . . . . . . . . . . . . . . 570--585 I. I. Berenblut Corrigenda: A Change-Over Design for Testing a Treatment Factor at Four Equally Spaced Levels . . . . . . . . . 586--586 A. Hald Corrigenda: Asymptotic Properties of Bayesian Single Sampling Plans . . . . . 586--586 M. Davies Acknowledgement: Linear Approximation Using the Criterion of Least Total Deviations . . . . . . . . . . . . . . . 587--587 Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--iii R. M. Loynes On the Concept of the Spectrum for Non-Stationary Processes . . . . . . . . 1--30 D. V. Lindley The Choice of Variables in Multiple Regression . . . . . . . . . . . . . . . 31--66 Yoel Haitovsky Missing Data in Regression Analysis . . 67--82 K. V. Mardia Small Sample Power of a Non-Parametric Test for the Bivariate Two-Sample Location Problem in the Normal Case . . 83--92 C. A. McGilchrist Plant Competition: Three Species Per Pot 93--107 Morris H. DeGroot Some Problems of Optimal Stopping . . . 108--122 D. P. Lambrakis Experiments with Mixtures: A Generalization of the Simplex-Lattice Design . . . . . . . . . . . . . . . . . 123--136 D. P. Lambrakis Experiments with $p$-Component Mixtures 137--144 David R. Brillinger Estimation of the Cross-Spectrum of a Stationary Bivariate Gaussian Process from Its Zeros . . . . . . . . . . . . . 145--159 Adrienne W. Kemp and C. D. Kemp On a Distribution Associated with Certain Stochastic Processes . . . . . . 160--163 W. J. Ewens Some Applications of Multiple-Type Branching Processes in Population Genetics . . . . . . . . . . . . . . . . 164--175 E. Seneta The Stationary Distribution of a Branching Process Allowing Immigration: A Remark on the Critical Case . . . . . 176--179 Jonathan Rosenhead An Extension of Quenouille's Test for the Compatibility of Correlation Structures in Time Series . . . . . . . 180--184 A. Mercer A Queue with Random Arrivals and Scheduled Bulk Departures . . . . . . . 185--189 D. V. Lindley and G. M. El-Sayyad The Bayesian Estimation of a Linear Functional Relationships . . . . . . . . 190--202 I. J. Good Corrigendum: Weight of Evidence, Corroboration, Explanatory Power, Information and the Utility of Experiments . . . . . . . . . . . . . . 203--203 Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--iv A. P. Dempster A Generalization of Bayesian Inference 205--247 D. R. Cox and E. J. Snell A General Definition of Residuals . . . 248--275 John Gurland A Relatively Simple Form of the Distribution of the Multiple Correlation Coefficient . . . . . . . . . . . . . . 276--283 D. R. Cox and D. V. Hinkley A Note on the Efficiency of Least-Squares Estimates . . . . . . . . 284--289 M. J. Box The Occurrence of Replications in Optimal Designs of Experiments to Estimate Parameters in Non-Linear Models 290--302 J. A. Nelder The Combination of Information in Generally Balanced Designs . . . . . . . 303--311 Pranab Kumar Sen Asymptotically Efficient Tests by the Method of $n$ Rankings . . . . . . . . . 312--317 B. J. N. Blight A Note on a Modified Exponentially Weighted Predictor . . . . . . . . . . . 318--320 D. Vere-Jones Some Applications of Probability Generating Functionals to the Study of Input-Output Streams . . . . . . . . . . 321--333 C. B. Mehr An Application of Biorthonormal Expansions in Theory of Stochastic Processes . . . . . . . . . . . . . . . 334--337 D. R. McNeil The Asymptotic Powers of Multivariate Tests with Grouped Data . . . . . . . . 338--348 N. G. Becker Models for the Response of a Mixture . . 349--358 A. Hald The Mixed Binomial Distribution and the Posterior Distribution of $p$ for a Continuous Prior Distribution . . . . . 359--367 B. M. Bennett Note on $ X^2 $ Tests for Matched Samples . . . . . . . . . . . . . . . . 368--370 B. L. Raktoe and W. T. Federer A Unified Approach for Constructing a Useful Class of Non-Orthogonal Man Effect Plans in $ k^n $ Factorials . . . 371--380 D. C. Dowson On the Linear Control of a Linear System having a Normal Stationary Stochastic Input . . . . . . . . . . . . . . . . . 381--395 I. R. Dunsmore A Bayesian Approach to Calibration . . . 396--405 Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--iv Albert W. Marshall and Ingram Olkin A General Approach to Some Screening and Classification Problems . . . . . . . . 407--443 Keewhan Choi and W. G. Bulgren An Estimation Procedure for Mixtures of Distributions . . . . . . . . . . . . . 444--460 A. Scott A Multi-Stage Test for a Normal Mean . . 461--468 H. Hager and C. Antle The Choice of the Degree of a Polynomial Model . . . . . . . . . . . . . . . . . 469--471 A. B. M. Lutful Kabir Estimation of Parameters of a Finite Mixture of Distributions . . . . . . . . 472--482 B. M. Bennett Rank-Order Tests of Linear Hypotheses 483--489 E. J. Hannan Least-Squares Efficiency for Vector Time Series . . . . . . . . . . . . . . . . . 490--498 J. F. C. Kingman The Ergodic Theory of Subadditive Stochastic Processes . . . . . . . . . . 499--510 B. Wagle Multivariate Beta Distribution and a Test for Multivariate Normality . . . . 511--516 R. L. Plackett Random Permutations . . . . . . . . . . 517--534 H. W. Peers Confidence Properties of Bayesian Interval Estimates . . . . . . . . . . . 535--544 J. A. Hartigan Note on Discordant Observations . . . . 545--550 V. M. Joshi Distribution-Free Sufficiency in Sampling Finite Populations . . . . . . 551--555 K. Vijayan An Exact $ \pi p s $ Sampling Scheme-Generalization of a Method of Hanurav . . . . . . . . . . . . . . . . 556--566 S. R. Searle A Remark on Solving Equations in Sums of Powers . . . . . . . . . . . . . . . . . 567--569 A. M. Walker A Note on the Asymptotic Distribution of Sample Quantiles . . . . . . . . . . . . 570--575 E. Cinlar and R. A. Agnew On the Superposition of Point Processes 576--581 Adery C. A. Hope A Simplified Monte Carlo Significance Test Procedure . . . . . . . . . . . . . 582--598 S. John A Central Tolerance Region for the Multivariate Normal Distribution . . . . 599--601 Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--iii R. L. Plackett Stochastic Models of Capital Investment 1--28 Melvin R. Novick Multiparameter Bayesian Indifference Procedures . . . . . . . . . . . . . . . 29--64 A. P. Basu On Some Tests for Several Linear Relations . . . . . . . . . . . . . . . 65--71 C. C. Heyde On Extremal Factorization and Recurrent Events . . . . . . . . . . . . . . . . . 72--79 A. M. Walker On the Asymptotic Behaviour of Posterior Distributions . . . . . . . . . . . . . 80--88 B. M. Hill Foundations for the Theory of Least Squares . . . . . . . . . . . . . . . . 89--97 K. V. Mardia On the Null Distribution of a Non-Parametric Test for the Bivariate Two- Sample Problem . . . . . . . . . . 98--102 R. M. Loynes On Cox and Snell's General Definition of Residuals . . . . . . . . . . . . . . . 103--106 N. G. Becker Regression Problems when the Predictor Variables are Proportions . . . . . . . 107--112 Derek J. Hudson Least-Squares Fitting of a Polynomial Constrained to be Either Non-Negative Non-Decreasing or Convex . . . . . . . . 113--118 Alastair Scott A Note on an Allocation Problem . . . . 119--122 J. A. Anderson Constrained Discrimination Between k Populations . . . . . . . . . . . . . . 123--139 M. B. Priestley and T. Subba Rao A Test for Non-Stationarity of Time-Series . . . . . . . . . . . . . . 140--149 N. A. Abdrabbo and M. B. Priestley Filtering Non-Stationary Signals . . . . 150--159 I. R. Dunsmore Regulation and Optimization . . . . . . 160--170 V. Siskind Multivariate Stochastic Differential and Difference Equations with Periodic Coefficients . . . . . . . . . . . . . . 171--180 S. L. Sclove and J. van Ryzin Estimating the Parameters of a Convolution . . . . . . . . . . . . . . 181--191 T. V. Hanurav Addenda and Corrigenda: Optimum Utilization of Auxiliary Information: $ \pi p s $ Sampling of two Units from a Stratum . . . . . . . . . . . . . . . . 192--194 B. M. Bennett Corrigendum: Tests of Hypotheses Concerning Matched Samples . . . . . . . 194--194 Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--iii W. A. Ericson Subjective Bayesian Models in Sampling Finite Populations . . . . . . . . . . . 195--233 D. P. Lambrakis Experiments with Mixtures: An Alternative to the Simplex-Lattice Design . . . . . . . . . . . . . . . . . 234--245 V. P. Godambe A Fiducial Argument with Application to Survey Sampling . . . . . . . . . . . . 246--260 Patricia M. E. Altham Exact Bayesian Analysis of a $ 2 \times 2 $ Contingency Table, and Fisher's ``Exact'' Significance Test . . . . . . 261--269 Peter W. M. John Some Non-Orthogonal Fractions of 2$^n$ Designs . . . . . . . . . . . . . . . . 270--275 D. P. Lambrakis Experiments with Mixtures: Estimated Regression Function of the Multiple- Lattice Design . . . . . . . . . . . . . 276--284 L. Billard and M. K. Vagholkar A Sequential Procedure for Testing a Null Hypothesis against a Two-Sided Alternative Hypothesis . . . . . . . . . 285--294 M. R. Leadbetter On the Distributions of the Times Between Events in a Stationary Stream of Events . . . . . . . . . . . . . . . . . 295--302 P. Holgate Majorants of the Chromatic Number of a Random Graph . . . . . . . . . . . . . . 303--309 J. R. Green Inference Concerning Probabilities and Quantiles . . . . . . . . . . . . . . . 310--316 D. A. S. Fraser and M. Safiul Haq Structural Probability and Prediction for the Multivariate Model . . . . . . . 317--331 W. A. Ericson A Note on the Posterior Mean of a Population Mean . . . . . . . . . . . . 332--334 F. Downton An Integral Equation Approach to Equipment Failure . . . . . . . . . . . 335--349 J. B. Ramsey Tests for Specification Errors in Classical Linear Least-Squares Regression Analysis . . . . . . . . . . 350--371 Mary E. Solari The ``Maximum Likelihood Solution'' of the Problem of Estimating a Linear Functional Relationship . . . . . . . . 372--375 John L. Stromberg Distinguishing among Multinomial Populations: A Decision Theoretic Approach . . . . . . . . . . . . . . . . 376--387 E. Peritz and E. Shlom Testing for Linear Contagion--Inverse Sampling . . . . . . . . . . . . . . . . 388--395 Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--ii J. B. Copas Compound Decisions and Empirical Bayes 397--425 D. G. Kabe Linear Compounds of Normal Linear Regression Coefficients . . . . . . . . 426--431 Jeffrey J. Hunter Two Queues in Parallel . . . . . . . . . 432--445 J. A. Hartigan Linear Bayesian Methods . . . . . . . . 446--454 A. Hald and N. Keiding Asymptotic Properties of Bayesian Decision Rules for Two Terminal Decisions and Multiple Sampling. I . . . 455--471 N. R. Draper and D. R. Cox On Distributions and Their Transformation to Normality . . . . . . 472--476 A. M. Kshirsagar Correlation Between Two Vector Variables 477--485 Leo A. Goodman On Partitioning $ \chi^2 $ and Detecting Partial Association in Three-Way Contingency Tables . . . . . . . . . . . 486--498 V. Seshadri and M. Csorgo and M. A. Stephens Tests for the Exponential Distribution Using Kolmogorov-Type Statistics . . . . 499--509 Daniel L. Solomon A Note on Sequential Estimation . . . . 510--513 Barry H. Margolin Resolution IV Fractional Factorial Designs . . . . . . . . . . . . . . . . 514--523 Robert B. Davies Beta-Optimal Tests and an Application to the Summary Evaluation of Experiments 524--538 S. D. Silvey Multicollinearity and Imprecise Estimation . . . . . . . . . . . . . . . 539--552 Anonymous Front Matter . . . . . . . . . . . . . . ??
D. Vere-Jones Stochastic Models for Earthquake Occurrence . . . . . . . . . . . . . . . 1--62 Patricia M. E. Altham The Measurement of Association of Rows and Columns for an $ r \times s $ Contingency Table . . . . . . . . . . . 63--73 K. V. Mardia A Bivariate Non-Parametric $c$-Sample Test . . . . . . . . . . . . . . . . . . 74--87 R. Gnanadesikan and M. B. Wilk A Probability Plotting Procedure for General Analysis of Variance . . . . . . 88--101 J. F. C. Kingman Inequalities in the Theory of Queues . . 102--110 Sati Mazumdar On Priority Queues in Heavy Traffic . . 111--114 M. A. Stephens Use of the Kolmogorov--Smirnov, Cramér--von Mises and Related Statistics Without Extensive Tables . . . . . . . . 115--122 B. R. Gulati and E. G. Kounias On Bounds Useful in the Theory of Symmetrical Factorial Designs . . . . . 123--133 R. M. Loynes On the Asymptotic Relative Efficiencies of Certain Location Parameter Estimates 134--136 J. A. John Use of Generalized Inverse Matrices in MANOVA . . . . . . . . . . . . . . . . . 137--143 M. S. Srivastava On a Sequential Analogue of the Behrens--Fisher Problem . . . . . . . . 144--148 E. Seneta An Explicit-Limit Theorem for the Critical Galton--Watson Process with Immigration . . . . . . . . . . . . . . 149--152 Anonymous Back Matter . . . . . . . . . . . . . . 153--iv Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--ii A. W. F. Edwards Estimation of the Branch Points of a Branching Diffusion Process . . . . . . 155--174 John D. Kalbfleisch and D. A. Sprott Application of Likelihood Methods to Models Involving Large Numbers of Parameters . . . . . . . . . . . . . . . 175--208 Wayne A. Fuller Sampling with Random Stratum Boundaries 209--226 Joseph L. Gastwirth On Asymptotic Relative Efficiencies of a Class of Rank Tests . . . . . . . . . . 227--232 W. D. Ray A Short Cut in the Fitting of Autoregressive Series . . . . . . . . . 233--235 Robert G. Easterling and David L. Weeks An Accuracy Criterion for Bayesian Tolerance Intervals . . . . . . . . . . 236--240 Kenneth W. Kemp Convergent Sequences of Bounds for Some Parameters of a Simple Sequential Test 241--253 K. V. Mardia Some Problems of Fitting for Contingency-Type Bivariate Distributions 254--264 Barry C. Arnold An Alternative Derivation of a Result Due to Srivastava and Bancroft . . . . . 265--267 A. M. Hasofer On the Representation of Ignorance in Poisson Processes . . . . . . . . . . . 268--271 Yung Liang Tong Multi-Stage Interval Estimations of the Largest Mean of k Normal Populations . . 272--277 M. L. Chambers A Simple Problem with Strikingly Different Frequentist and Bayesian Solutions . . . . . . . . . . . . . . . 278--282 Erling Bernhard Andersen Asymptotic Properties of Conditional Maximum-Likelihood Estimators . . . . . 283--301 K. R. W. Brewer and M. Hanif Durbin's New Multistage Variance Estimator . . . . . . . . . . . . . . . 302--311 T. Subba Rao The Fitting of Non-Stationary Time-Series Models with Time-Dependent Parameters . . . . . . . . . . . . . . . 312--322 Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--iii A. C. Atkinson A Method For Discriminating Between Models . . . . . . . . . . . . . . . . . 323--353 N. U. Prabhu and Michael Rubinovitch On a Regenerative Phenomenon Occurring in a Storage Model . . . . . . . . . . . 354--361 Stanley L. Sclove and John Van Ryzin Estimating the Parameters of a Linear Function of a Random Variable . . . . . 362--368 P. Bloomfield Spectral Analysis with Randomly Missing Observations . . . . . . . . . . . . . . 369--380 John Gurland and Roy Milton Further Consideration of the Distribution of the Multiple Correlation Coefficient . . . . . . . . . . . . . . 381--394 Patricia M. E. Altham The Measurement of Association in a Contingency Table: Three Extensions of the Cross-Ratios and Metrics Methods . . 395--407 F. Downton Bivariate Exponential Distributions in Reliability Theory . . . . . . . . . . . 408--417 W. A. O'N. Waugh Transformation of a Birth Process Into a Poisson Process . . . . . . . . . . . . 418--431 P. Sprent The Saddle Point of the Likelihood Surface for a Linear Functional Relationship . . . . . . . . . . . . . . 432--434 Anonymous Front Matter . . . . . . . . . . . . . . ??
Liliana I. Boneva and David Kendall and Ivan Stefanov Spline Transformations: Three New Diagnostic Aids for the Statistical Data- Analyst . . . . . . . . . . . . . 1--71 Yaakov Bar-Shalom On the Asymptotic Properties of the Maximum-Likelihood Estimate Obtained from Dependent Observations . . . . . . 72--77 Miles Davis Comparison of Sequential Bioassays in Small Samples . . . . . . . . . . . . . 78--87 C. T. J. Dodson Spatial Variability and the Theory of Sampling in Random Fibrous Networks . . 88--94 H. M. Finucan Posterior Precision for Non-Normal Distributions . . . . . . . . . . . . . 95--97 J. A. Hartigan Error Analysis by Replaced Samples . . . 98--110 A. M. Kshirsagar Goodness of Fit of a Discriminant Function from the Vector Space of Dummy Variables . . . . . . . . . . . . . . . 111--116 Yoong-Sin Lee Some Results on the Sampling Distribution of the Multiple Correlation Coefficient . . . . . . . . . . . . . . 117--130 S. C. Pearce and J. N. R. Jeffers Block Designs and Missing Data . . . . . 131--136 E. Peritz On a Statistic for Rank Analysis of Variance . . . . . . . . . . . . . . . . 137--139 David A. Pierce Distribution of Residual Autocorrelations in the Regression Model with Autoregressive-Moving Average Errors . . . . . . . . . . . . . . . . . 140--146 W. Y. Tan and Irwin Guttman A Disguised Wishart Variable and a Related Theorem . . . . . . . . . . . . 147--152 Grace Wahba Some Tests of Independence for Stationary Multivariate Time Series . . 153--166 E. B. Andersen Corrigendum: Asymptotic Properties of Conditional Maximum-Likelihood Estimators . . . . . . . . . . . . . . . 167--167 Anonymous Back Matter . . . . . . . . . . . . . . 169--iv Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--v M. J. Box Bias in Nonlinear Estimation . . . . . . 171--201 Henry P. Wynn and P. Bloomfield Simultaneous Confidence Bands in Regression Analysis . . . . . . . . . . 202--217 R. O'Neill and G. B. Wetherill The Present State of Multiple Comparison Methods . . . . . . . . . . . . . . . . 218--250 D. R. Cox The Choice Between Alternative Ancillary Statistics . . . . . . . . . . . . . . . 251--255 D. J. Hudson Interval Estimation from the Likelihood Function . . . . . . . . . . . . . . . . 256--262 D. J. Dodds and J. G. Fryer Some Families of Selection Probabilities for Sampling with Probability Proportional to Size . . . . . . . . . . 263--274 Jan M. Hoem Point Estimation of Forces of Transition in Demographic Models . . . . . . . . . 275--289 M. Westcott On Existence and Mixing Results for Cluster Point Processes . . . . . . . . 290--300 S. John A Test of Equality of Block-Diagonal Covariance Matrices and its Role of Unification . . . . . . . . . . . . . . 301--306 J. Schlesselman Power Families: A Note on the Box and Cox Transformation . . . . . . . . . . . 307--311 F. G. Foster and J. V. Rosenhead and V. Siskind The Effect of the Demand Distribution in Inventory Models Combining Holding Stockout and Re-Order Costs . . . . . . 312--325 P. D. M. MacDonald Comment on ``An Estimation Procedure for Mixtures of Distributions'' by Choi and Bulgren . . . . . . . . . . . . . . . . 326--329 Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--iii K. W. Kemp Formal Expressions which Can Be Applied to Cusum Charts . . . . . . . . . . . . 331--360 V. P. Godambe and Mary E. Thompson Bayes, Fiducial and Frequency Aspects of Statistical Inference in Regression Analysis in Survey-Sampling . . . . . . 361--390 E. K. Foreman and K. R. W. Brewer The Efficient Use of Supplementary Information in Standard Sampling Procedures . . . . . . . . . . . . . . . 391--400 H. M. Finucan Corrigendum: Posterior Precision for Non-Normal Distributions . . . . . . . . 400--400 Ralph A. King The Covariance Structure of the Departure Process from M/G/1 Queues with Finite Waiting Lines . . . . . . . . . . 401--405 D. J. Daley Weakly Stationary Point Processes and Random Measures . . . . . . . . . . . . 406--428 Robert Bohrer Some Specific Results in Sequential Design . . . . . . . . . . . . . . . . . 429--437 Alan G. Hawkes Point Spectra of Some Mutually Exciting Point Processes . . . . . . . . . . . . 438--443 L. R. Shenton and K. O. Bowman and D. Sheehan Sampling Moments of Moments Associated with Univariate Distributions . . . . . 444--457 Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--iii D. V. Lindley and A. F. M. Smith Bayes Estimates for the Linear Model . . 1--41 E. B. Andersen The Numerical Solution of a Set of Conditional Estimation Equations . . . . 42--54 A. Hald and N. Keiding Asymptotic Properties of Bayesian Decision Rules for Two Terminal Decisions and Multiple Sampling. II . . 55--74 J. E. Besag Nearest-Neighbour Systems and the Auto-Logistic Model for Binary Data . . 75--83 G. H. Freeman Experimental Designs with Many Classifications . . . . . . . . . . . . 84--101 K. V. Mardia A Multi-Sample Uniform Scores Test on a Circle and Its Parametric Competitor . . 102--113 A. J. Lawrence Arbitrary Event Initial Conditions for Branching Poisson Processes . . . . . . 114--123 J. D. Kalbfleisch and D. A. Sprott Corrigendum: Application of Likelihood Methods to Models Involving Large Numbers of Parameters . . . . . . . . . 124--125 M. J. Fryer A Note on Barnard's Modification to Wald's Sequential Test for Double Dichotomies . . . . . . . . . . . . . . 126--129 Alan G. Hawkes A Bivariate Exponential Distribution with Applications to Reliability . . . . 129--131 Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
Henry P. Wynn Results in the Theory and Construction of $D$-Optimum Experimental Designs . . 133--147 P. J. Laycock Convex Loss Applied to Design in Regression Problems . . . . . . . . . . 148--186 D. R. Cox Regression Models and Life-Tables . . . 187--220 B. K. Ghosh On Lehmann's Test for Homogeneity of Variances . . . . . . . . . . . . . . . 221--234 T. Subba Rao and H. Tong A Test for Time-Dependence of Linear Open-Loop Systems . . . . . . . . . . . 235--250 Biyi Afonja The Moments of the Maximum of Correlated Normal and $t$-Variates . . . . . . . . 251--262 Jane P. Matthews A Combinatorial Proof of the Distribution of the Time to First Emptiness of an Infinite Dam with Markovian Inputs . . . . . . . . . . . . 263--267 Emil Spjotvoll Unbiasedness of Likelihood Ratio Confidence Sets in Cases Without Nuisance Parameters . . . . . . . . . . 268--273 J. B. Copas The Likelihood Surface in the Linear Functional Relationship Problem . . . . 274--278 Claes-Magnus Cassel and Carl-Erik Sarndal A Model for Studying Robustness of Estimators and Informativeness of Labels in Sampling with Varying Probabilities 279--289 J. Durbin and M. Knott Components of Cramér--von Mises Statistics. I . . . . . . . . . . . . . 290--307 R. J. Vaughan and W. N. Venables Permanent Expressions for Order Statistic Densities . . . . . . . . . . 308--310 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--ii Robin Sibson Order Invariant Methods for Data Analysis . . . . . . . . . . . . . . . . 311--349 A. J. Fox Outliers in Time Series . . . . . . . . 350--363 Jayant V. Deshpande Linear Ordered Rank Tests which are Asymptotically Efficient for the Two- Sample Problem . . . . . . . . . . . . . 364--370 D. V. Gokhale Analysis of Log-Linear Models . . . . . 371--376 D. A. Anderson and J. N. Srivastava Resolution IV Designs of the $ 2^m \times 3 $ Series . . . . . . . . . . . 377--384 M. B. Priestley and M. T. Chao Non-Parametric Function Fitting . . . . 385--392 G. R. Dolby Generalized Least Squares and Maximum Likelihood Estimation of Non-Linear Functional Relationships . . . . . . . . 393--400 J. A. John and T. M. F. Smith Two-Factor Experiments in Non-Orthogonal Designs . . . . . . . . . . . . . . . . 401--409 G. B. Swartz and V. K. Murthy Minimum Risk Estimators with Applications . . . . . . . . . . . . . . 410--416 L. Billard Properties of Some Two-Sided Sequential Tests for the Normal Distribution . . . 417--426 G. M. El-Sayyad A Comparison of Methods of Sampling from a Poisson Process . . . . . . . . . . . 427--430 Barry H. Margolin Non-Orthogonal Main-Effect Designs for Asymmetrical Factorial Experiments . . . 431--440 John J. Gart and Donald G. Thomas Numerical Results on Approximate Confidence Limits for the Odds Ratio . . 441--447 A. A. Afifi and P. J. Kim Comparison of Some Two-Sample Location Tests for Non-Normal Alternatives . . . 448--455 L. Weiss and J. Wolfowitz An Asymptotically Efficient, Sequential Equivalent of the $t$-Test . . . . . . . 456--460 R. N. Curnow The Number of Variables when Searching for an Optimum . . . . . . . . . . . . . 461--476 R. J. Brooks and D. J. Finney and S. C. Pearce and F. Yates and R. N. Curnow On R. N. Curnow's ``The Number of Variables when Searching for an Optimum'' . . . . . . . . . . . . . . . 477--481 Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--iv Donald R. McNeil and Siegfried Schach Central Limit Analogues for Markov Population Processes . . . . . . . . . . 1--23 B. P. Korin and E. H. Stevens Some Approximations for the Distribution of a Multivariate Likelihood Ratio Criterion . . . . . . . . . . . . . . . 24--27 Lawrence L. Kupper A Note on the Admissibility of a Response Surface Design . . . . . . . . 28--32 I. I. Berenblut and G. I. Webb A New Test for Autocorrelated Errors in the Linear Regression Model . . . . . . 33--50 L. R. Shenton and K. O. Bowman and D. Sheehan Corrigendum: Sampling Moments of Moments Associated with Univariate Distributions 50--50 A. K. Nigam Multifactor Mixture Experiments . . . . 51--56 Alastair Scott and T. M. F. Smith Survey Design, Symmetry and Posterior Distributions . . . . . . . . . . . . . 57--60 B. J. N. Blight and A. J. Scott A Stochastic Model for Repeated Surveys 61--66 A. F. M. Smith A General Bayesian Linear Model . . . . 67--75 G. Tunnicliffe Wilson The Estimation of Parameters in Multivariate Time Series Models . . . . 76--85 Abraham Genizi Some Power Comparisons Between Bivariate Tests and a Twofold Univariate Test . . 86--96 M. S. Srivastava The Performance of a Sequential Procedure for a Slippage Problem . . . . 97--103 A. Mercer Queues with Scheduled Arrivals: A Correction, Simplification and Extension 104--116 R. N. Curnow Corrigendum: Comment by R. J. Brooks on ``The Number of Variables When Searching for an Optimum'' . . . . . . . . . . . . 116--116 Jan Lanke Asymptotic Results on Matching Distributions . . . . . . . . . . . . . 117--122 P. Whittle Some General Points in the Theory of Optimal Experimental Design . . . . . . 123--130 Kocherlakota Subrahmaniam and Kathleen Subrahmaniam On the Estimation of the Parameters in the Bivariate Negative Binomial Distribution . . . . . . . . . . . . . . 131--146 H. M. Finucan Corrigenda: Posterior Precision for Non-Normal Distributions . . . . . . . . 146--146 B. L. Raktoe and W. T. Federer Corrigenda: A Unified Approach for Constructing a Useful Class of Non-Orthogonal Main Effect Plans in $ k^n $ Factorials . . . . . . . . . . . . 146--146 R. P. Bhargava and M. S. Srivastava On Tukey's Confidence Intervals for the Contrasts in the Means of the Intraclass Correlation Model . . . . . . . . . . . 147--152 Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
M. B. Priestley and H. Tong On the Analysis of Bivariate Non-Stationary Processes . . . . . . . . 153--166 J. K. Hammond Evolutionary Spectra in Random Vibrations . . . . . . . . . . . . . . . 167--188 A. P. Dawid and M. Stone and J. V. Zidek Marginalization Paradoxes in Bayesian and Structural Inference . . . . . . . . 189--233 K. R. Gabriel and J. Putter and Y. Wax Simultaneous Confidence Intervals for Product-Type Interaction Contrasts . . . 234--244 U. B. Paik and W. T. Federer On PA-Type Incomplete Block Designs and PAB-Type Rectangular Designs . . . . . . 245--251 E. J. Hannan and P. M. Robinson Lagged Regression with Unknown Lags . . 252--267 Norman R. Draper and Agnes M. Herzberg Some Designs for Extrapolation Outside a Sphere . . . . . . . . . . . . . . . . . 268--276 Eve Bofinger Goodness-of-Fit Test Using Sample Quantiles . . . . . . . . . . . . . . . 277--284 James Dickey Scientific Reporting and Personal Probabilities: Student's Hypothesis . . 285--305 A. J. Lawrence Dependency of Intervals Between Events in Superposition Processes . . . . . . . 306--315 H. M. Finucan The Relative Position of the Two Regression Curves . . . . . . . . . . . 316--322 Paul Newbold Bayesian Estimation of Box--Jenkins Transfer Function-Noise Models . . . . . 323--336 D. V. Hinkley Two-Sample Tests with Unordered Pairs 337--346 Elkan F. Halpern Bayesian Spline Regression When the Number of Knots is Unknown . . . . . . . 347--360 Sarah C. Cotter and J. A. John and T. M. F. Smith Multi-Factor Experiments in Non-Orthogonal Designs . . . . . . . . . 361--367 J. Robinson The Analysis of Covariance Under a Randomization Model . . . . . . . . . . 368--376 Anonymous Back Matter . . . . . . . . . . . . . . 377--ii Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--ii B. Efron and C. Morris Combining Possibly Related Estimation Problems . . . . . . . . . . . . . . . . 379--421 K. V. Mardia and B. D. Spurr Multisample Tests for Multimodal and Axial Circular Populations . . . . . . . 422--436 F. Streit Mean-Value Formulae for a Class of Random Sets . . . . . . . . . . . . . . 437--444 G. M. El-Sayyad Bayesian and Classical Analysis of Poisson Regression . . . . . . . . . . . 445--451 Ram C. Dahiya and John Gurland A Test of Fit for Bivariate Distributions . . . . . . . . . . . . . 452--465 S. K. Saxena and A. K. Nigam Symmetric-Simplex Block Designs for Mixtures . . . . . . . . . . . . . . . . 466--472 A. C. Atkinson Testing Transformations to Normality . . 473--479 B. K. Ghosh Some Monotonicity Theorems for $ \chi^2 $, $F$ and $t$ Distributions with Applications . . . . . . . . . . . . . . 480--492 Lawrence L. Kupper Minimax Designs for Fourier Series and Spherical Harmonics Regressions: A Characterization of Rotatable Arrangements . . . . . . . . . . . . . . 493--500 D. N. Shanbhag On the First Emptiness of Dams with Markovian Inputs . . . . . . . . . . . . 501--506 M. Csorgo and V. Seshadri and M. Yalovsky Some Exact Tests for Normality in the Presence of Unknown Parameters . . . . . 507--522 Eug\`ene H. Lehman On Two Modifications of the Cramér--von Mises Statistic . . . . . . . . . . . . 523--523 Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--i Leslie Kish and Martin Richard Frankel Inference from Complex Samples . . . . . 1--37 J. K. Lindsey Comparison of Probability Distributions 38--47 B. R. Bhat On the Method of Maximum-Likelihood for Dependent Observations . . . . . . . . . 48--53 M. Rahman and A. K. Md. Ehsanes Saleh Explicit Form of the Distribution of the Behrens--Fisher $d$-Statistic . . . . . 54--60 R. J. Bhansali Asymptotic Properties of the Wiener--Kolmogorov Predictor. I . . . . 61--73 J. D. Sargan Some Discrete Approximations to Continuous Time Stochastic Models . . . 74--90 Warren T. Dent and James D. Broffitt The Mean and Variance of Watson's Distribution . . . . . . . . . . . . . . 91--98 D. F. Andrews and C. L. Mallows Scale Mixtures of Normal Distributions 99--102 C. M. Theobald Generalizations of Mean Square Error Applied to Ridge Regression . . . . . . 103--106 J. A. John and T. M. F. Smith Sum of Squares in Non-Full Rank General Linear Hypotheses . . . . . . . . . . . 107--108 R. W. M. Wedderburn Alternative Derivation of the Sum of Squares in a Non-Full Rank General Linear Hypothesis . . . . . . . . . . . 108--109 I. J. Good Corrigendum: A Bayesian Significance Test for Multinomial Distributions . . . 109--109 Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--ii M. Stone Cross-Validatory Choice and Assessment of Statistical Predictions . . . . . . . 111--147 Amos Tversky Assessing Uncertainty . . . . . . . . . 148--159 Patrick Suppes The Measurement of Belief . . . . . . . 160--191 Julian Besag Spatial Interaction and the Statistical Analysis of Lattice Systems . . . . . . 192--236 V. M. Joshi A Note on the Incompatibility of One-Sided Bayes and Frequency Confidence Intervals . . . . . . . . . . . . . . . 237--242 Umesh D. Naik On Some Procedures for Testing a Linear Relation among Variances . . . . . . . . 243--257 P. Narain The Conditioned Diffusion Equation and Its Use in Population Genetics . . . . . 258--266 Sarah C. Cotter A General Method of Confounding for Symmetrical Factorial Experiments . . . 267--276 K. Alam and K. M. Lal Saxena On Interval Estimation of a Ranked Parameter . . . . . . . . . . . . . . . 277--283 M. Goldstein and A. F. M. Smith Ridge-Type Estimators for Regression Analysis . . . . . . . . . . . . . . . . 284--291 Geetha Ramachandran and T. J. Rao Allocation to Strata and Relative Efficiencies of Stratified and Unstratified $ \pi P S $ Sampling Schemes . . . . . . . . . . . . . . . . 292--298 G. G. S. Pegram Expectation and Dispersion Matrices for the Estimation of Distributions Associated with Discrete Reservoirs . . 299--304 P. Thyregod Bayesian Single Sampling Acceptance Plans for Finite Lot Sizes . . . . . . . 305--319 Anonymous Front Matter . . . . . . . . . . . . . . ??
A. C. Atkinson and D. R. Cox Planning Experiments for Discriminating Between Models . . . . . . . . . . . . . 321--348 G. V. T. Matthews On Bird Navigation, with Some Statistical Undertones . . . . . . . . . 349--364 David G. Kendall Pole-Seeking Brownian Motion and Bird Navigation . . . . . . . . . . . . . . . 365--417 J. K. Lindsey Construction and Comparison of Statistical Models . . . . . . . . . . . 418--425 Allan H. Marcus Environmental Impacts of Highway Traffic as Two-Sided Filtered Markov Renewal Processes . . . . . . . . . . . . . . . 426--429 M. Knott The Distribution of the Cramér--von Mises Statistic for Small Sample Sizes . . . . 430--438 J. Sundara Raja Confounding in Factorial Experiments . . 439--441 C. Radhakrishna Rao Projectors, Generalized Inverses and the BLUE's . . . . . . . . . . . . . . . . . 442--448 R. W. M. Wedderburn Generalized Linear Models Specified in Terms of Constraints . . . . . . . . . . 449--454 B. M. Brown A Restricted Sequential Test . . . . . . 455--465 M. Rahman and A. K. M. E. Saleh Corrigendum: Explicit Form of the Distribution of the Behrens--Fisher $d$ Statistic . . . . . . . . . . . . . . . 466--466 J. N. Darroch and I. R. James $F$-Independence and Null Correlation of Continuous, Bounded-Sum, Positive Variables . . . . . . . . . . . . . . . 467--483 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--ii Anonymous Volume Information . . . . . . . . . . . i--iv Anonymous Front Matter . . . . . . . . . . . . . . vii--viii J. F. C. Kingman Random Discrete Distributions . . . . . 1--22 Tom Leonard Bayesian Estimation Methods for Two-Way Contingency Tables . . . . . . . . . . . 23--37 J. D. Broffitt and W. T. Dent Asymptotic Approximations for Distributions of Ratios of Linear Functions of Random Variables . . . . . 38--48 R. Morton On the Efficiency of Fisher's Tea-Tasting Designs . . . . . . . . . . 49--53 Sarah C. Cotter Partial Confounding in Symmetrical Factorial Experiments . . . . . . . . . 54--62 J. A. John and A. M. Dean Single Replicate Factorial Experiments in Generalized Cyclic Designs: I. Symmetrical Arrangements . . . . . . . . 63--71 A. M. Dean and J. A. John Single Replicate Factorial Experiments in Generalized Cyclic Designs: II. Asymmetrical Arrangements . . . . . . . 72--76 David M. Borth A Total Entropy Criterion for the Dual Problem of Model Discrimination and Parameter Estimation . . . . . . . . . . 77--87 Thomas F. Pajak and Sidney Addelman Minimum Full Sequences of $ 2^{n - m} $ Resolution III Plans . . . . . . . . . . 88--95 V. K. Murthy and G. B. Swartz Estimation of Weibull Parameters From Two-Order Statistics . . . . . . . . . . 96--102 Robert H. Lochner A Generalized Dirichlet Distribution in Bayesian Life Testing . . . . . . . . . 103--113 G. H. Freeman Row-and-Column Designs with Two Groups of Treatments Having Different Replications . . . . . . . . . . . . . . 114--128 E. M. L. Beale and R. J. A. Little Missing Values in Multivariate Analysis 129--145 Alastair Scott and T. M. F. Smith Comments on ``The Efficient Use of Supplementary Information in Standard Sampling Procedures'' by E. K. Foreman and K. R. W. Brewer . . . . . . . . . . 146--148
Anonymous Back Matter . . . . . . . . . . . . . . i--ii R. L. Brown and J. Durbin and J. M. Evans Techniques for Testing the Constancy of Regression Relationships over Time . . . 149--192 Hardeo Sahai Bayes Equivariant Estimators in High Order Hierarchical Random Effects Models 193--197 John Whitehead A Sequential Test for Certain Composite Hypotheses . . . . . . . . . . . . . . . 198--204 E. J. Godolphin and P. J. Harrison Equivalence Theorems for Polynomial-Projecting Predictors . . . . 205--215 J. Durbin and M. Knott and C. C. Taylor Components of Cramér--von Mises Statistics. II . . . . . . . . . . . . . 216--237 David Oakes Synchronous and Asynchronous Distributions for Poisson Cluster Processes . . . . . . . . . . . . . . . 238--247 A. P. Dawid On the Concepts of Sufficiency and Ancillarity in the Presence of Nuisance Parameters . . . . . . . . . . . . . . . 248--258 D. J. Daley and D. N. Shanbhag Independent Inter-Departure Times in M/G/1/N Queues . . . . . . . . . . . . . 259--263 Malay Ghosh Admissibility and Minimaxity of Some Maximum Likelihood Estimators when the Parameter Space is Restricted to Integers . . . . . . . . . . . . . . . . 264--271 William Kruskal The Geometry of Generalized Inverses . . 272--283 J. W. Richardson Addition to the Nearest Whole Unit . . . 284--287 Robin Sibson and Alan Kenny Coefficients in $D$-Optimal Experimental Design . . . . . . . . . . . . . . . . . 288--292 Anders Agren The Consistency of the GEID-(FP-) Estimates . . . . . . . . . . . . . . . 293--295 Anonymous Correction: Planning Experiments for Discriminating Between Models . . . . . 296--296 Anonymous Front Matter . . . . . . . . . . . . . . ??
A. D. Cliff and J. K. Ord Model Building and the Analysis of Spatial Pattern in Human Geography . . . 297--348 K. V. Mardia Statistics of Directional Data . . . . . 349--393 D. Siegmund Error Probabilities and Average Sample Number of the Sequential Probability Ratio Test . . . . . . . . . . . . . . . 394--401 M. Goldstein Uniqueness Relations for Linear Posterior Expectations . . . . . . . . . 402--405 W. Venables Calculation of Confidence Intervals for Noncentrality Parameters . . . . . . . . 406--412 Michael Bagshaw and Richard A. Johnson The Influence of Reference Values and Estimated Variance on the ARL of Cusum Tests . . . . . . . . . . . . . . . . . 413--420 J. S. Maritz and T. Lwin Construction of Simple Empirical Bayes Estimators . . . . . . . . . . . . . . . 421--425 Yosef Hochberg An Extension of the $T$-Method to General Unbalanced Models of Fixed Effects . . . . . . . . . . . . . . . . 426--433 H. O. Lancaster Joint Probability Distributions in the Meixner Classes . . . . . . . . . . . . 434--443 D. J. Bartholomew Errors of Prediction for Markov Chain Models . . . . . . . . . . . . . . . . . 444--456 P. D. Puri and A. K. Nigam On Patterns of Efficiency-Balanced Designs . . . . . . . . . . . . . . . . 457--458 Andrew D. Barbour A Note on the Maximum Size of a Closed Epidemic . . . . . . . . . . . . . . . . 459--460 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . i--ii T. W. Anderson Estimation of Linear Functional Relationships: Approximate Distributions and Connections with Simultaneous Equations in Econometrics . . . . . . . 1--36 O. Barndorff-Nielsen Factorization of Likelihood Functions for Full Exponential Families . . . . . 37--44 Martin J. Crowder Maximum Likelihood Estimation for Dependent Observations . . . . . . . . . 45--53 Oldrich Vasicek A Test for Normality Based on Sample Entropy . . . . . . . . . . . . . . . . 54--59 David R. Brillinger Estimation of the Second-Order Intensities of a Bivariate Stationary Point Process . . . . . . . . . . . . . 60--66 K. D. Glazebrook and P. Nash On Multi-Server Stochastic Scheduling 67--72 Gary Chamberlain and Edward E. Leamer Matrix Weighted Averages and Posterior Bounds . . . . . . . . . . . . . . . . . 73--84 Edward E. Leamer and Gary Chamberlain A Bayesian Interpretation of Pretesting 85--94 Tom Leonard and Keith Ord An Investigation of the $F$-Test Procedure as an Estimation Short-Cut . . 95--98 Andris Abakuks An Invariance Property of the Poisson Distributions for a Hunted Immigrant Population . . . . . . . . . . . . . . . 99--101 R. N. Curnow Corrigenda: The Number of Variables when Searching for an Optimum . . . . . . . . 102--102 M. Stone Corrigenda: Cross-Validatory Choice and Assessment of Statistical Predictions 102--102 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--ii O. Barndorff-Nielsen Plausibility Inference . . . . . . . . . 103--131 Douglas M. Hawkins The Subset Problem in Multivariate Analysis of Variance . . . . . . . . . . 132--139 Grace Wahba Histosplines with Knots which are Order Statistics . . . . . . . . . . . . . . . 140--151 Wolfgang Pelz and I. J. Good Approximating the Lower Tail-Areas of the Kolmogorov--Smirnov One-Sample Statistic . . . . . . . . . . . . . . . 152--156 Ruth Marcus and Eric Peritz Some Simultaneous Confidence Bounds in Normal Models with Restricted Alternatives . . . . . . . . . . . . . . 157--165 James O. Berger and M. E. Bock Eliminating Singularities of Stein-Type Estimators of Location Vectors . . . . . 166--170 E. R. Williams Resolvable Paired-Comparison Designs . . 171--174 H. D. Patterson Generation of Factorial Designs . . . . 175--179 P. M. Robinson The Aliasing Problem in Differential Equation Estimation . . . . . . . . . . 180--188 C. W. J. Granger and P. Newbold Forecasting Transformed Series . . . . . 189--203 Anonymous Front Matter . . . . . . . . . . . . . . ??
P. J. Harrison and C. F. Stevens Bayesian Forecasting . . . . . . . . . . 205--247 R. W. Farebrother Further Results on the Mean Square Error of Ridge Regression . . . . . . . . . . 248--250 M. Breth Non-Parametric Confidence Intervals for a Mean Using Censored Data . . . . . . . 251--254 P. Prescott On a Test for Normality Based on Sample Entropy . . . . . . . . . . . . . . . . 254--256 F. Giesbrecht and O. Kempthorne Maximum Likelihood Estimation in the Three-Parameter Lognormal Distribution 257--264 Roy Saunders and Richard J. Kryscio Parameter Estimation for the Carrier-Borne Epidemic Model . . . . . . 265--269 Donald B. Rubin Noniterative Least Squares Estimates, Standard Errors and $F$-Tests for Analyses of Variance with Missing Data 270--274 J. P. Imhof Oscillations in the Finite Random Sequence . . . . . . . . . . . . . . . . 275--278 B. L. Raktoe On Alias Matrices and Generalized Defining Relationships of Equi- Information Factorial Arrangements . . . 279--283 Agnes M. Herzberg and David F. Andrews Some Considerations in the Optimal Design of Experiments in Non-Optimal Situations . . . . . . . . . . . . . . . 284--289 Bruce W. Turnbull The Empirical Distribution Function with Arbitrarily Grouped, Censored and Truncated Data . . . . . . . . . . . . . 290--295 E. R. Williams and H. D. Patterson and J. A. John Resolvable Designs with Two Replications 296--301 D. G. Hoel and G. H. Weiss and R. Simon Sequential Tests for Composite Hypotheses with Two Binomial Populations 302--308 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
A. P. Dempster and N. M. Laird and D. B. Rubin Maximum Likelihood from Incomplete Data via the EM Algorithm . . . . . . . . . . 1--38 J. A. John and Toby J. Mitchell Optimal Incomplete Block Designs . . . . 39--43 M. Stone An Asymptotic Equivalence of Choice of Model by Cross-Validation and Akaike's Criterion . . . . . . . . . . . . . . . 44--47 D. M. Charnock Continuous Time Spectral Analysis of Intervals Between Events in Stationary Point Processes . . . . . . . . . . . . 48--55 Pamela Davy and R. E. Miles Sampling Theory for Opaque Spatial Specimens . . . . . . . . . . . . . . . 56--65 R. J. Bhansali Asymptotic Properties of the Wiener--Kolmogorov Predictor. II . . . . 66--72 Julian Besag Errors-In-Variables Estimation for Gaussian Lattice Schemes . . . . . . . . 73--78 P. Burr and D. H. Young Properties of the Exponential Scores Test for the $k$-Sample Problem Under the Lehmann Model . . . . . . . . . . . 79--85 Jerome Cornfield and Katherine Detre Bayesian Life Table Analysis . . . . . . 86--94 C. G. Khatri and K. V. Mardia The von Mises--Fisher Matrix Distribution in Orientation Statistics 95--106 R. M. Clark Non-Parametric Estimation of a Smooth Regression Function . . . . . . . . . . 107--113 Denise R. Osborn Exact and Approximate Maximum Likelihood Estimators for Vector Moving Average Processes . . . . . . . . . . . . . . . 114--118 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
G. N. Wilkinson On Resolving the Controversy in Statistical Inference . . . . . . . . . 119--171 B. D. Ripley Modelling Spatial Patterns . . . . . . . 172--212 A. Veevers and M. C. K. Tweedie On the Moments of a Beta Function Transformation of a Poisson Variate . . 213--216 A. I. Khuri and I. J. Good The Distribution of Quadratic Forms in Non-Normal Variables and an Application to the Variance Ratio . . . . . . . . . 217--221 Richard A. Johnson and Thomas Wehrly Measures and Models for Angular Correlation and Angular-Linear Correlation . . . . . . . . . . . . . . 222--229 D. M. Charnock Spectral Analysis of Intervals Between Events in Stationary Bivariate Point Processes . . . . . . . . . . . . . . . 230--237 E. J. Godolphin A Procedure for Estimating Seasonal Moving Average Models Based on Large- Sample Estimation of the Correlogram . . 238--247 Jacqueline K. Benedetti On the Nonparametric Estimation of Regression Functions . . . . . . . . . . 248--253 A. P. Dawid Spherical Matrix Distributions and a Multivariate Model . . . . . . . . . . . 254--261 Persi Diaconis and R. L. Graham Spearman's Footrule as a Measure of Disarray . . . . . . . . . . . . . . . . 262--268 Larry R. Muenz and Sylvan B. Green Time Savings in Censored Life Testing 269--275 P. G. Gipps A Queueing Model for Traffic Flow . . . 276--282 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Denis Mollison Spatial Contact Models for Ecological and Epidemic Spread . . . . . . . . . . 283--326 Piet De Jong The Fast Fourier Transform Spectral Estimator . . . . . . . . . . . . . . . 327--330 D. N. Shanbhag and M. Westcott A Note on Infinitely Divisible Point Processes . . . . . . . . . . . . . . . 331--332 James A. Koziol On Goodness of Fit Tests Based on the Empirical Distribution Function for Uniform Spacings . . . . . . . . . . . . 333--336 T. W. Anderson and S. G. Ghurye Identification of Parameters by the Distribution of a Maximum Random Variable . . . . . . . . . . . . . . . . 337--342 A. El-Shaarawi Marginal Likelihood Solution to Some Problems Connected with Regression Analysis . . . . . . . . . . . . . . . . 343--348 Ram C. Tripathi and John Gurland A General Family of Discrete Distributions with Hypergeometric Probabilities . . . . . . . . . . . . . 349--356 R. S. Singh Applications of Estimators of a Density and its Derivatives to Certain Statistical Problems . . . . . . . . . . 357--363 A. N. Pettitt A Cramér--von Mises Type Goodness of Fit Statistic Related to $ \surd b_1 $ and $ b_2 $ . . . . . . . . . . . . . . . . . 364--370 R. J. McKay Variable Selection in Multivariate Regression: An Application of Simultaneous Test Procedures . . . . . . 371--380 G. K. Robinson Conservative Statistical Inference . . . 381--386 T. N. T. Goodman Qualitative Probability and Improper Distributions . . . . . . . . . . . . . 387--393 J. Durbin and M. Knott and C. C. Taylor Corrigenda: Components of Cramér--von Mises Statistics. II . . . . . . . . . . 394--394 Douglas M. Hawkins Corrigenda: The Subset Problem in Multivariate Analysis of Variance . . . 394--394 A. M. Herzberg and D. F. Andrews Corrigenda: Some Considerations in the Optimal Design of Experiments in Non-Optimal Situations . . . . . . . . . 394--394 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--ii A. O'Hagan and J. F. C. Kingman Curve Fitting and Optimal Design for Prediction . . . . . . . . . . . . . . . 1--42 J. M. Dickey and E. Gunel Bayes Factors from Mixed Probabilities 43--46 R. W. Farebrother A Class of Shrinkage Estimators . . . . 47--49 R. J. Brooks Bayesian Analysis of a Two-Sample Problem Based on the Rank Order Statistic . . . . . . . . . . . . . . . 50--57 M. Singh and A. Dey Two-Way Elimination of Heterogeneity . . 58--63 M. A. Stephens On the Half-Sample Method for Goodness-of-Fit . . . . . . . . . . . . 64--70 Sarah C. Cotter Block Designs for Fractional Factorial Experiments with Replication . . . . . . 71--78 A. M. Dean The Analysis of Interactions in Single Replicate Generalized Cyclic Designs . . 79--84 David F. Andrews and Daryl Pregibon Finding the Outliers that Matter . . . . 85--93 P. A. Jacobs and P. A. W. Lewis Discrete Time Series Generated by Mixtures. I: Correlational and Runs Properties . . . . . . . . . . . . . . . 94--105 A. F. M. Smith and U. E. Makov A Quasi-Bayes Sequential Procedure for Mixtures . . . . . . . . . . . . . . . . 106--112 Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--ii Tom Leonard Density Estimation, Stochastic Processes and Prior Information . . . . . . . . . 113--146 M. S. Bartlett Nearest Neighbour Models in the Analysis of Field Experiments . . . . . . . . . . 147--174 J. D. Kalbfleisch and R. J. MacKay Remarks on a Paper by Cornfield and Detre . . . . . . . . . . . . . . . . . 175--177 Peter J. Diggle On Parameter Estimation for Spatial Point Processes . . . . . . . . . . . . 178--181 E. McKenzie and M. M. Peterson A Note on a Matrix Inversion in Multiple Exponential Smoothing . . . . . . . . . 182--183 W. J. R. Eplett A Note About the Multipliers in Latent Root Regression . . . . . . . . . . . . 184--185 K. R. Gabriel Least Squares Approximation of Matrices by Additive and Multiplicative Models 186--196 C. W. Anderson Super-Slowly Varying Functions in Extreme Value Theory . . . . . . . . . . 197--202 Paul D. Feigin and Ayala Cohen On a Model for Concordance Between Judges . . . . . . . . . . . . . . . . . 203--213 John D. Kalbfleisch Non-Parametric Bayesian Analysis of Survival Time Data . . . . . . . . . . . 214--221 Patricia A. Jacobs and Peter A. W. Lewis Discrete Time Series Generated by Mixtures II: Asymptotic Properties . . . 222--228 K. V. Mardia and T. W. Sutton A Model for Cylindrical Variables with Applications . . . . . . . . . . . . . . 229--233 Robin Sibson Studies in the Robustness of Multidimensional Scaling: Procrustes Statistics . . . . . . . . . . . . . . . 234--238 J. Sedransk and J. Meyer Confidence Intervals for the Quantiles of a Finite Population: Simple Random and Stratified Simple Random Sampling 239--252 Alona Raviv A Non-Parametric Test for Comparing Two Non-Independent Distributions . . . . . 253--261 Anonymous Front Matter . . . . . . . . . . . . . . ??
J. L. Folks and R. S. Chhikara The Inverse Gaussian Distribution and Its Statistical Application --- A Review 263--289 E. J. Godolphin A Large-Sample Test for Detecting Gaps in Moving Average Models . . . . . . . . 290--295 A. I. McLeod On the Distribution of Residual Autocorrelations in Box--Jenkins Models 296--302 M. E. O'Neill Distributional Expansions for Canonical Correlations from Contingency Tables . . 303--312 E. J. Godolphin and M. De Tullio Invariance Properties of Uncorrelated Residual Transformations . . . . . . . . 313--321 Richard R. Weber and Peter Nash An Optimal Strategy in Multi-Server Stochastic Scheduling . . . . . . . . . 322--327 Alice S. Whittemore Collapsibility of Multidimensional Contingency Tables . . . . . . . . . . . 328--340 J. R. M. Hosking A Unified Derivation of the Asymptotic Distributions of Goodness-of-Fit Statistics for Autoregressive Time-Series Models . . . . . . . . . . . 341--349 M. H. Gail and J. L. Gastwirth A Scale-Free Goodness-of-Fit Test for the Exponential Distribution Based on the Gini Statistic . . . . . . . . . . . 350--357 Mark Berman Exponential Families and Conditioning on Statistics Which are Not Minimal Sufficient . . . . . . . . . . . . . . . 358--363 Grace Wahba Improper Priors, Spline Smoothing and the Problem of Guarding Against Model Errors in Regression . . . . . . . . . . 364--372 R. W. Farebrother An Historical Note on Recursive Residuals . . . . . . . . . . . . . . . 373--375 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--ii A. P. Dawid Conditional Independence in Statistical Theory . . . . . . . . . . . . . . . . . 1--31 Albert M. Liebetrau Some Tests of Randomness Based Upon the Variance-Time Curve of the Poisson Process . . . . . . . . . . . . . . . . 32--39 D. Raghavarao and W. T. Federer Block Total Response as an Alternative to the Randomized Response Method in Surveys . . . . . . . . . . . . . . . . 40--45 A. N. Pettitt Two-Sample Cramér--von Mises Type Rank Statistics . . . . . . . . . . . . . . . 46--53 Stephen E. Fienberg The Use of Chi-Squared Statistics for Categorical Data Problems . . . . . . . 54--64 C. A. McGilchrist and R. L. Sandland Recursive Estimation of the General Linear Model with Dependent Errors . . . 65--68 Alan Winterbottom Cornish--Fisher Expansions for Confidence Limits . . . . . . . . . . . 69--75 Roderick J. A. Little Maximum Likelihood Inference for Multiple Regression with Missing Values: A Simulation Study . . . . . . . . . . . 76--87 G. H. Freeman Some Two-Dimensional Designs Balanced for Nearest Neighbours . . . . . . . . . 88--95 Michael Goldstein The Variance Modified Linear Bayes Estimator . . . . . . . . . . . . . . . 96--100 Ornulf Borgan Comparison of Two Sequential Tests for Two-Sided Alternatives . . . . . . . . . 101--106 V. P. Godambe On Birnbaum's Axiom of Mathematically Equivalent Experiments . . . . . . . . . 107--110 W. G. McGinley A Note on Dissociatedness and Order Statistics . . . . . . . . . . . . . . . 111--112 Anonymous Front Matter . . . . . . . . . . . . . . ??
Jose M. Bernardo Reference Posterior Distributions for Bayesian Inference . . . . . . . . . . . 113--147 J. C. Gittins Bandit Processes and Dynamic Allocation Indices . . . . . . . . . . . . . . . . 148--177 Michael A. Fligner and Thomas P. Hettmansperger On the Use of Conditional Asymptotic Normality . . . . . . . . . . . . . . . 178--183 C. C. Heyde and I. M. Johnstone On Asymptotic Posterior Normality for Stochastic Processes . . . . . . . . . . 184--189 E. J. Hannan and B. G. Quinn The Determination of the Order of an Autoregression . . . . . . . . . . . . . 190--195 L. Billard and H. Lacayo and Naftali A. Langberg The Symmetric $m$-Dimensional Simple Epidemic Process . . . . . . . . . . . . 196--202 Philip McDunnough The Estimation of an Autocorrelation Parameter of a Gaussian Vector Process 203--209 Byron Jones Algorithms to Search for Optimal Row-and-Column Designs . . . . . . . . . 210--216 Robin Sibson Studies in the Robustness of Multidimensional Scaling: Perturbational Analysis of Classical Scaling . . . . . 217--229 Martin J. Crowder Inference about the Intraclass Correlation Coefficient in the Beta-Binomial ANOVA for Proportions . . 230--234 Chan-Fu Chen Bayesian Inference for a Normal Dispersion Matrix and Its Application to Stochastic Multiple Regression Analysis 235--248 A. P. Dawid Some Misleading Arguments Involving Conditional Independence . . . . . . . . 249--252 G. H. Freeman Complete Latin Squares and Related Experimental Designs . . . . . . . . . . 253--262 Lai K. Chan and Tak K. Mak Maximum Likelihood Estimation of a Linear Structural Relationship with Replication . . . . . . . . . . . . . . 263--268 R. A. Sugden Inference on Symmetric Functions of Exchangeable Populations . . . . . . . . 269--273 David Oakes On Log-Linear Hazards . . . . . . . . . 274--275 M. Stone Comments on Model Selection Criteria of Akaike and Schwarz . . . . . . . . . . . 276--278 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--ii O. Barndorff-Nielsen and D. R. Cox Edgeworth and Saddle-Point Approximations with Statistical Applications . . . . . . . . . . . . . . 279--312 B. Kleiner and R. D. Martin Robust Estimation of Power Spectra . . . 313--351 S. M. Lewis The Construction of Resolution III Fractions from Generalized Cyclic Designs . . . . . . . . . . . . . . . . 352--357 A. O'Hagan On Outlier Rejection Phenomena in Bayes Inference . . . . . . . . . . . . . . . 358--367 B. D. Ripley Tests of `Randomness' for Spatial Point Patterns . . . . . . . . . . . . . . . . 368--374 J. Q. Smith A Generalization of the Bayesian Steady Forecasting Model . . . . . . . . . . . 375--387 D. R. Cox A Remark on Systematic Latin Squares . . 388--389 Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
Douglas M. Bates and Donald G. Watts Relative Curvature Measures of Nonlinearity . . . . . . . . . . . . . . 1--25 Ajit C. Tamhane Selecting the Better Bernoulli Treatment Using a Matched Samples Design . . . . . 26--30 Gary C. McDonald Some Algebraic Properties of Ridge Coefficients . . . . . . . . . . . . . . 31--34 E. J. Godolphin and J. M. Stone On the Structural Representation for Polynomial-Projecting Predictor Models Based on the Kalman Filter . . . . . . . 35--45 Hirotugu Akaike The Interpretation of Improper Prior Distributions as Limits of Data Dependent Proper Prior Distributions . . 46--52 Henry Braun A Simple Method for Testing Goodness of Fit in the Presence of Nuisance Parameters . . . . . . . . . . . . . . . 53--63 W. J. R. Eplett An Influence Curve for Two-Sample Rank Tests . . . . . . . . . . . . . . . . . 64--70 Raymond J. Carroll A Robust Method for Testing Transformations to Achieve Approximate Normality . . . . . . . . . . . . . . . 71--78 G. E. P. Box and N. R. Draper The Variance Function of the Difference Between Two Estimated Responses . . . . 79--82 L. De Haan and S. I. Resnick A Simple Asymptotic Estimate for the Index of a Stable Distribution . . . . . 83--87 D. M. Eaves On Exchangeable Priors in Lot Acceptance 88--93 J. A. John Generalized Cyclic Designs with $ b < v $ as Duals of Cyclic Designs . . . . . . . 94--95 Regina C. Elandt-Johnson Some Prior and Posterior Distributions in Survival Analysis: A Critical Insight on Relationships Derived from Cross-Sectional Data . . . . . . . . . . 96--106 P. Burridge On the Cliff--Ord Test for Spatial Correlation . . . . . . . . . . . . . . 107--108 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Peter McCullagh Regression Models for Ordinal Data . . . 109--142 P. Whittle Multi-Armed Bandits and the Gittins Index . . . . . . . . . . . . . . . . . 143--149 A. J. Lawrance and P. A. W. Lewis The Exponential Autoregressive-Moving Average EARMA (p,q) Process . . . . . . 150--161 Mir M. Ali Characterization of the Normal Distribution Among the Continuous Symmetric Spherical Class . . . . . . . 162--164 Peter Nash A Generalized Bandit Problem . . . . . . 165--169 J. R. M. Hosking Lagrange-Multiplier Tests of Time-Series Models . . . . . . . . . . . . . . . . . 170--181 B. G. Quinn Order Determination for a Multivariate Autoregression . . . . . . . . . . . . . 182--185 R. J. Brooks On the Relative Efficiency of Two Paired-Data Experiments . . . . . . . . 186--191 Moshe Shaked On Mixtures from Exponential Families 192--198 Ching-Shui Cheng On the $E$-Optimality of Some Block Designs . . . . . . . . . . . . . . . . 199--204 Mike Jacroux On the $E$-Optimality of Regular Graph Designs . . . . . . . . . . . . . . . . 205--209 Marc Hallin Invertibility and Generalized Invertibility of Time Series Models . . 210--212 A. F. M. Smith and D. J. Spiegelhalter Bayes Factors and Choice Criteria for Linear Models . . . . . . . . . . . . . 213--220 Roger G. Jones Best Linear Unbiased Estimators for Repeated Surveys . . . . . . . . . . . . 221--226 G. P. Y. Clarke Moments of the Least Squares Estimators in a Non-Linear Regression Model . . . . 227--237 Byron Jones and John A. Eccleston Exchange and Interchange Procedures to Search for Optimal Designs . . . . . . . 238--243 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
H. Tong and K. S. Lim Threshold Autoregression, Limit Cycles and Cyclical Data . . . . . . . . . . . 245--292 D. J. Bartholomew Factor Analysis for Categorical Data . . 293--321 J. A. Anderson and A. Senthilselvan Smooth Estimates for the Hazard Function 322--327 Greg Reinsel Asymptotic Properties of Prediction Errors for the Multivariate Autoregressive Model Using Estimated Parameters . . . . . . . . . . . . . . . 328--333 E. A. Blaisdell, Jr. and D. Raghavarao Partially Balanced Change-Over Designs Based on $m$-Associate Class PBIB Designs . . . . . . . . . . . . . . . . 334--338 William D. Sudderth Finitely Additive Priors, Coherence and the Marginalization Paradox . . . . . . 339--341 K. D. Glazebrook On Randomized Dynamic Allocation Indices for the Sequential Design of Experiments 342--346 David Hinkley and Hai-Li Wang A Trimmed Jackknife . . . . . . . . . . 347--356 M. E. O'Neill The Distribution of Higher-Order Interactions in Contingency Tables . . . 357--365 Joseph W. McKean and Ronald M. Schrader The Geometry of Robust Procedures in Linear Models . . . . . . . . . . . . . 366--371 John A. Eccleston and Byron Jones Exchange and Interchange Procedures to Search for Optimal Row-and-Column Designs . . . . . . . . . . . . . . . . 372--376 G. Nathan and D. Holt The Effect of Survey Design on Regression Analysis . . . . . . . . . . 377--386 K. Sankaranarayanan A Note on the Admissibility of Some Non-Negative Quadratic Estimators . . . 387--389 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
P. Holgate Population Algebras . . . . . . . . . . 1--19 Andrey Feuerverger and Philip McDunnough On the Efficiency of Empirical Characteristic Function Procedures . . . 20--27 Phillip E. Pfeifer and Stuart Jay Deutsch Variance of the Sample Space-Time Autocorrelation Function . . . . . . . . 28--33 Masanobu Taniguchi An Estimation Procedure of Parameters of a Certain Spectral Density Model . . . . 34--40 J. Burridge A Note on Maximum Likelihood Estimation for Regression Models Using Grouped Data 41--45 F. J. Samaniego and L. E. Jones Maximum Likelihood Estimation for a Class of Multinomial Distributions Arising in Realibility . . . . . . . . . 46--52 L. S. Hayre An Asymptotically Bayes Sequential Test for Comparing Two Normal Means . . . . . 53--60 Michael A. Fligner A Note on Limit Theorems for Joint Distributions with Applications to Linear Signed Rank Statistics . . . . . 61--64 J. Burridge Empirical Bayes Analysis of Survival Time Data . . . . . . . . . . . . . . . 65--75 J. A. John Efficient Cyclic Designs . . . . . . . . 76--80 R. J. Henery An Approximation to Certain Multivariate Normal Probabilities . . . . . . . . . . 81--85 R. J. Henery Permutation Probabilities as Models for Horse Races . . . . . . . . . . . . . . 86--91 P. B. Key and E. J. Godolphin On the Bayesian Steady Forecasting Model 92--96 B. W. Silverman Using Kernel Density Estimates to Investigate Multimodality . . . . . . . 97--99 M. S. Bartlett A Further Note on the Use of Neighbouring Plot Values in the Analysis of Field Experiments . . . . . . . . . . 100--102 M. Hallin Addendum to ``Invertibility and Generalized Invertibility of Time Series Models'' . . . . . . . . . . . . . . . . 103--103 R. J. Bhansali Corrections: Asymptotic Properties of the Wiener--Kolmogorov Predictor. I . . 104--104 C. M. Theobald Corrections: Generalizations of Mean Square Error Applied to Ridge Regression 104--104 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Michael Goldstein Revising Previsions: A Geometric Interpretation . . . . . . . . . . . . . 105--130 Dorothy A. Anderson The Circular Structural Model . . . . . 131--141 A. G. Munford A First Passage Problem in a Random Walk with a Quality Control Application . . . 142--146 Peter Hall On the Non-Parametric Estimation of Mixture Proportions . . . . . . . . . . 147--156 M. West Robust Sequential Approximate Bayesian Estimation . . . . . . . . . . . . . . . 157--166 L. V. White and W. J. Welch A Method for Constructing Valid Restricted Randomization Schemes Using the Theory of $D$-Optimal Design of Experiments . . . . . . . . . . . . . . 167--172 I. A. Koutrouvelis and John Kellermeier A Goodness-of-Fit Test Based on the Empirical Characteristic Function when Parameters must be Estimated . . . . . . 173--176 Noel Cressie Transformations and The Jackknife . . . 177--182 M. K.-S. Tso Reduced-Rank Regression and Canonical Analysis . . . . . . . . . . . . . . . . 183--189 D. Fakinos The G/G/1 Queueing System with a Particular Queue Discipline . . . . . . 190--196 I. Stewart and H. P. Wynn The Estimability Structure of Linear Models and Submodels . . . . . . . . . . 197--207 A. F. M. Smith On Random Sequences with Centred Spherical Symmetry . . . . . . . . . . . 208--209 R. Dennis Cook and Mark E. Johnson A Family of Distributions for Modelling Non-Elliptically Symmetric Multivariate Data . . . . . . . . . . . . . . . . . . 210--218 J. R. M. Hosking Lagrange-Multiplier Tests of Multivariate Time-Series Models . . . . 219--230 W. K. Li and A. I. McLeod Distribution of the Residual Autocorrelations in Multivariate ARMA Time Series Models . . . . . . . . . . . 231--239 A. C. Harvey and J. Tomenson A Note on Testing for Gaps in Seasonal Moving Average Models . . . . . . . . . 240--243 T. Subba Rao On the Theory of Bilinear Time Series Models . . . . . . . . . . . . . . . . . 244--255 J. Q. Smith The Multiparameter Steady Model . . . . 256--260 J. R. M. Hosking Equivalent Forms of the Multivariate Portmanteau Statistic . . . . . . . . . 261--262 Maxwell L. King A Small Sample Property of the Cliff--Ord Test for Spatial Correlation 263--264 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
J. A. Bather Randomized Allocation of Treatments in Sequential Experiments . . . . . . . . . 265--292 Alan Agresti A Hierarchical System of Interaction Measures for Multidimensional Contingency Tables . . . . . . . . . . . 293--301 Julian Besag On a System of Two-Dimensional Recurrence Equations . . . . . . . . . . 302--309 Mervyn J. Silvapulle On the Existence of Maximum Likelihood Estimators for the Binomial Response Models . . . . . . . . . . . . . . . . . 310--313 G. H. Freeman Further Results on Quasi-Complete Latin Squares . . . . . . . . . . . . . . . . 314--320 V. R. Padmawar A Note on the Comparison of Certain Sampling Strategies . . . . . . . . . . 321--326 D. R. Jensen and I. J. Good Invariant Distributions Associated with Matrix Laws Under Structural Symmetry 327--332 Trevor Sweeting Scale Parameters: A Bayesian Treatment 333--338 Cl. Lefevre Another Look at the Symmetric $m$-Dimensional Simple Epidemic Process 339--341 W. M. Patefield Multivariate Linear Relationships: Maximum Likelihood Estimation and Regression Bounds . . . . . . . . . . . 342--352 William G. Cumberland and Richard M. Royall Prediction Models and Unequal Probability Sampling . . . . . . . . . . 353--367 K. Lam and K. L. Mehra A Note on Some Results of Tamhane . . . 368--369 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
A. C. Atkinson Regression Diagnostics, Transformations and Constructed Variables . . . . . . . 1--36 Peter Hall On Some Simple Estimates of an Exponent of Regular Variation . . . . . . . . . . 37--42 S. K. Agarwal and Pranesh Kumar and A. Dey On Unequal Probability Sampling of Two Units Without Replacement . . . . . . . 43--46 A. Veevers and M. Zafar-Yab A Two-Variety Square Lattice Design Balanced Under Besag's Coding Scheme . . 47--48 Steven F. Arnold and James Lynch On Ali's Characterization of the Spherical Normal Distribution . . . . . 49--51 T. W. Anderson and Takamitsu Sawa Exact and Approximate Distributions of the Maximum Likelihood Estimator of a Slope Coefficient . . . . . . . . . . . 52--62 R. A. Bailey The Decomposition of Treatment Degrees of Freedom in Quantitative Factorial Experiments . . . . . . . . . . . . . . 63--70 John T. Kent The Fisher--Bingham Distribution on the Sphere . . . . . . . . . . . . . . . . . 71--80 Louis-Paul Rivest Some Statistical Methods for Bivariate Circular Data . . . . . . . . . . . . . 81--90 J. Robinson Saddlepoint Approximations for Permutation Tests and Confidence Intervals . . . . . . . . . . . . . . . 91--101 Yosihiko Ogata and Hirotugu Akaike On Linear Intensity Models for Mixed Doubly Stochastic Poisson and Self- Exciting Point Processes . . . . . . . . 102--107 Anonymous Back Matter . . . . . . . . . . . . . . 108--108 Anonymous Front Matter . . . . . . . . . . . . . . ??
J. F. C. Kingman The Thrown String . . . . . . . . . . . 109--138 J. Aitchison The Statistical Analysis of Compositional Data . . . . . . . . . . . 139--177 William C. Parr and William R. Schucany Minimum Distance Estimation and Components of Goodness-of-Fit Statistics 178--189 Nan M. Laird and Thomas A. Louis Approximate Posterior Distributions for Incomplete Data Problems . . . . . . . . 190--200 L. J. Wei Asymptotically Distribution-Free Simultaneous Confidence Region of Treatment Differences in a Randomized Complete Block Design . . . . . . . . . 201--208 John Panaretos On a Structural Property of Finite Distributions . . . . . . . . . . . . . 209--211 R. A. Rigby A Credibility Interval for the Probability that a New Observation Belongs to One of Two Multivariate Normal Populations . . . . . . . . . . . 212--220 J. A. John and E. R. Williams Conjectures for Optimal Block Designs 221--225 Thomas A. Louis Finding the Observed Information Matrix when Using the EM Algorithm . . . . . . 226--233 A. N. Pettitt Inference for the Linear Model Using a Likelihood Based on Ranks . . . . . . . 234--243 Philip Hougaard Parametrizations of Non-Linear Models 244--252 Mike Jacroux Some $E$-Optimal Designs for the One-Way and Two-Way Elimination of Heterogeneity 253--261 I. V. Basawa and P. J. Brockwell Non-Parametric Estimation for Non-Decreasing Levy Processes . . . . . 262--269 W. J. R. Eplett Two Mann--Whitney Type Rank Tests . . . 270--286 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
P. J. Brown Multivariate Calibration . . . . . . . . 287--321 Glenn Shafer Belief Functions and Parametric Models 322--352 Federico J. O'Reilly and Michael A. Stephens Characterizations and Goodness of Fit Tests . . . . . . . . . . . . . . . . . 353--360 W. J. R. Eplett The Distributions of Smirnov Type Two-Sample Rank Tests for Discontinuous Distribution Functions . . . . . . . . . 361--369 R. D. Cook and N. Holschuh and S. Weisberg A Note on an Alternative Outlier Model 370--376 A. C. Harvey and J. Tomenson A Note on Testing for Gaps in Seasonal Moving Average Models: Correction . . . 376--376 D. J. Spiegelhalter and A. F. M. Smith Bayes Factors for Linear and Log-Linear Models with Vague Prior Information . . 377--387 David A. Binder Non-Parametric Bayesian Models for Samples from Finite Populations . . . . 388--393 N. Gaffke and O. Krafft Exact $D$-Optimum Designs for Quadratic Regression . . . . . . . . . . . . . . . 394--397 Claire Milne Transient Behaviour of the Interrupted Poisson Process . . . . . . . . . . . . 398--405 H. W. Lotwick and B. W. Silverman Methods for Analysing Spatial Processes of Several Types of Points . . . . . . . 406--413 David Oakes A Model for Association in Bivariate Survival Data . . . . . . . . . . . . . 414--422 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
R. G. Jarrett Definitions and Properties for $m$-Concurrence Designs . . . . . . . . 1--10 Peter J. Diggle and Robin K. Milne Bivariate Cox Processes: Some Models for Bivariate Spatial Point Patterns . . . . 11--21 B. R. Dansie A Note on Permutation Probabilities . . 22--24 B. M. Brown Statistical Uses of the Spatial Median 25--30 Gregory M. Constantine On the Trace Efficiency for Control of Reinforced Balanced Incomplete Block Designs . . . . . . . . . . . . . . . . 31--36 D. M. Titterington Minimum Distance Non-Parametric Estimation of Mixture Proportions . . . 37--46 Russell A. Boyles On the Convergence of the EM Algorithm 47--50 Arthur P. Dempster and Donald B. Rubin Rounding Error in Regression: The Appropriateness of Sheppard's Corrections . . . . . . . . . . . . . . 51--59 James H. Albert and Arjun K. Gupta Estimation in Contingency Tables Using Prior Information . . . . . . . . . . . 60--69 Mike Jacroux Some Minimum Variance Block Designs for Estimating Treatment Differences . . . . 70--76 Katsuto Tanaka The One-Sided Lagrange Multiplier Test of the AR (p) Model vs the AR (p) Model with Measurement Error . . . . . . . . . 77--80 Peter Hall Orthogonal Series Distribution Function Estimation, with Applications . . . . . 81--88 K. R. Sawyer Testing Separate Familes of Hypotheses: An Information Criterion . . . . . . . . 89--99 Simon Tavare Serial Dependence in Contingency Tables 100--106 Paul Kabaila On Estimating Time Series Parameters Using Sample Autocorrelations . . . . . 107--119 R. Butler Outlier Discordancy Test in the Normal Linear Model . . . . . . . . . . . . . . 120--132 Grace Wahba Bayesian ``Confidence Intervals'' for the Cross-Validated Smoothing Spline . . 133--150 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
G. N. Wilkinson and S. R. Eckert and T. W. Hancock and O. Mayo Nearest Neighbour (NN) Analysis of Field Experiments . . . . . . . . . . . . . . 151--211 P. R. Rosenbaum and D. B. Rubin Assessing Sensitivity to an Unobserved Binary Covariate in an Observational Study with Binary Outcome . . . . . . . 212--218 Peter Hall Sequential Estimation Saving Sampling Operations . . . . . . . . . . . . . . . 219--223 S. M. Lewis and A. M. Dean and P. H. Lewis Single Replicate Designs for Two-Factor Experiments . . . . . . . . . . . . . . 224--227 Knut K. Aase Recursive Estimation in Non-Linear Time Series Models of Autoregressive Type . . 228--237 W. S. Kendall and I. W. Saunders Epidemics in Competition II: The General Epidemic . . . . . . . . . . . . . . . . 238--244 J. A. John and S. M. Lewis Factorial Experiments in Generalized Cyclic Row-Column Designs . . . . . . . 245--251 A. M. Dean and S. M. Lewis Upper Bounds for Average Efficiency Factors of Two-Factor Interactions . . . 252--257 D. M. Titterington and G. M. Mill Kernel-Based Density Estimates from Incomplete Data . . . . . . . . . . . . 258--266 D. A. Preece and G. H. Freeman Semi-Latin Squares and Related Designs 267--277 S. R. Dalal and W. J. Hall Approximating Priors by Mixtures of Natural Conjugate Priors . . . . . . . . 278--286 A. N. Pettitt Likelihood Based Inference Using Signed Ranks for Matched Pairs . . . . . . . . 287--296 S. C. Gupta Some New Methods for Constructing Block Designs Having Orthogonal Factorial Structure . . . . . . . . . . . . . . . 297--307 W. J. R. Eplett Corrigenda: The Distributions of Smirnov-Type Two-Sample Rank Tests for Discontinuous Distribution Functions . . 308--309 R. A. Bailey Corrigenda: Decomposition of Treatment Degrees of Freedom in Quantitative Factorial Experiments . . . . . . . . . 309--309 A. E. Raftery Corrigenda: Comment in the Discussion of Professor Kingman's Paper ``The Thrown String'' . . . . . . . . . . . . . . . . 309--309 Alona Raviv Corrigenda: A Non-Parametric Test for Comparing Two Non-Independent Distributions . . . . . . . . . . . . . 309--309 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
J. B. Copas Regression, Prediction and Shrinkage . . 311--354 Michael Goldstein Outlier Resistant Distribution: Where does the Probability Go? . . . . . . . . 355--357 James A. Koziol On Assessing Multivariate Normality . . 358--361 M. Anthony Wong and Tom Lane A $k$ th Nearest Neighbour Clustering Procedure . . . . . . . . . . . . . . . 362--368 Tzen-Ping Liu A General Completeness Theorem in Sampling Theory . . . . . . . . . . . . 369--372 Richard J. Turek and Ronald C. Suich An Exact Test on the Goodman--Kruskal $ \lambda $ for Prediction on a Dichotomy 373--379 Tak K. Mak On Sprent's Generalized Least-Squares Estimator . . . . . . . . . . . . . . . 380--383 A. P. Basu and J. K. Ghosh and P. K. Sen A Unified Way of Deriving LMP Rank Tests from Censored Data . . . . . . . . . . . 384--390 D. R. Cox A Remark on Censoring and Surrogate Response Variables . . . . . . . . . . . 391--393 R. C. H. Cheng and N. A. K. Amin Estimating Parameters in Continuous Univariate Distributions with a Shifted Origin . . . . . . . . . . . . . . . . . 394--403 Gauss M. Cordeiro Improved Likelihood Ratio Statistics for Generalized Linear Models . . . . . . . 404--413 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
J. A. Anderson Regression and Ordered Categorical Variables . . . . . . . . . . . . . . . 1--30 Ching-Shui Cheng and G. M. Constantine and A. S. Hedayat A Unified Method for Constructing PBIB Designs Based on Triangular and $ L_2 $ Schemes . . . . . . . . . . . . . . . . 31--37 D. Pfeffermann Note on Large Sample Properties of Balanced Samples . . . . . . . . . . . . 38--41 W. Hardle and T. Gasser Robust Non-Parametric Function Fitting 42--51 Carlo Ferreri On the Hypergeometric Birth Process and Some Implications about the Gamma Distribution Representation . . . . . . 52--57 Katsuto Tanaka An Asymptotic Expansion Associated with the Maximum Likelihood Estimators in ARMA Models . . . . . . . . . . . . . . 58--67 Takis Papaioannou and Sotiris Loukas Inequalities on Rank Correlation with Missing Data . . . . . . . . . . . . . . 68--71 K. V. Mardia and D. Holmes and J. T. Kent A Goodness-of-Fit Test for The von Mises--Fisher Distribution . . . . . . . 72--78 Rasul A. Khan On Cumulative Sum Procedures and the SPRT with Applications . . . . . . . . . 79--85 Robert E. Kass Canonical Parameterizations and Zero Parameter-Effects Curvature . . . . . . 86--92 Roger E. Miles Symmetric Sequential Analysis: The Efficiencies of Sports Scoring Systems (with Particular Reference to those of Tennis) . . . . . . . . . . . . . . . . 93--108 Gregory Reinsel A Note on Conditional Prediction in the Multivariate Linear Model . . . . . . . 109--117 P. M. E. Altham Improving the Precision of Estimation by Fitting a Model . . . . . . . . . . . . 118--119 D. J. Bartholomew Scaling Binary Data Using a Factor Model 120--123 M. Mouchart and L. Simar A Note on Least-Squares Approximation in the Bayesian Analysis of Regression Models . . . . . . . . . . . . . . . . . 124--133 Peter Hall An Optimal Property of Kernel Estimators of a Probability Density . . . . . . . . 134--138 D. Pfeffermann On Extensions of the Gauss--Markov Theorem to the Case of Stochastic Regression Coefficients . . . . . . . . 139--148 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
P. J. Green Iteratively Reweighted Least Squares for Maximum Likelihood Estimation, and some Robust and Resistant Alternatives . . . 149--192 Peter J. Diggle and Richard J. Gratton Monte Carlo Methods of Inference for Implicit Statistical Models . . . . . . 193--227 J. S. Rao and Morgan Kuo Asymptotic Results on the Greenwood Statistic and Some of its Generalizations . . . . . . . . . . . . 228--237 Robert Dufour and Urs R. Maag and Constance van Eeden Correcting a Proof of a Characterization of the Exponential Distribution . . . . 238--241 Harold Sackrowitz and Ester Samuel-Cahn Estimation of the Mean of a Selected Negative Exponential Population . . . . 242--249 Peter McCullagh On the Elimination of Nuisance Parameters in the Proportional Odds Model . . . . . . . . . . . . . . . . . 250--256 D. M. Titterington Recursive Parameter Estimation Using Incomplete Data . . . . . . . . . . . . 257--267 D. R. Bellhouse and V. M. Joshi On the Admissibility of the Regression Estimator . . . . . . . . . . . . . . . 268--269 W. F. Gross A Note on ``Chi-Squared Tests with Survey Data'' . . . . . . . . . . . . . 270--272 S. M. Lewis and A. M. Dean Upper Bounds for Factorial Efficiency Factors . . . . . . . . . . . . . . . . 273--278 A. M. Dean and S. M. Lewis A Comparison of Upper Bounds for Efficiency Factors of Block Desings . . 279--283 J. Michael Price A Test for Comparing Estimators Under the Generalized Mean Square Error Criterion . . . . . . . . . . . . . . . 284--295 A. San Martini and F. Spezzaferri A Predictive Model Selection Criterion 296--303 D. S. Poskitt and A. R. Tremayne Testing Misspecification in Vector Time Series Models with Exogenous Variables 304--315 Mike Jacroux On the Optimality and Usage of Reinforced Block Designs for Comparing Test Treatments with a Standard Treatment . . . . . . . . . . . . . . . 316--322 R. A. Bailey Quasi-Complete Latin Squares: Construction and Randomization . . . . . 323--334 A. Azzalini and D. R. Cox Two New Tests Associated with Analysis of Variance . . . . . . . . . . . . . . 335--343 Peter McCullagh and Peter Lang Stochastic Models for Rock Instability in Tunnels . . . . . . . . . . . . . . . 344--352 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
M. H. A. Davis Piecewise-Deterministic Markov Processes: A General Class of Non-Diffusion Stochastic Models . . . . 353--388 C. S. Withers Asymptotic Expansions for Distributions and Quantiles with Power Series Cumulants . . . . . . . . . . . . . . . 389--396 A. D. Barbour and G. K. Eagleson Poisson Convergence for Dissociated Statistics . . . . . . . . . . . . . . . 397--402 Christian Genest A Conflict Between Two Axioms for Combining Subjective Distributions . . . 403--405 Norman R. Draper Schlaflian Rotatability . . . . . . . . 406--411 S. M. Manjunath Optimal Sequential Estimation for Ergodic Birth-Death Processes . . . . . 412--418 K. R. Sawyer Multiple Hypothesis Testing . . . . . . 419--424 Shaul K. Bar-Lev Asymptotic Behaviour of Conditional Maximum Likelihood Estimators in a Certain Exponential Model . . . . . . . 425--430 Mike West Outlier Models and Prior Distributions in Bayesian Linear Regression . . . . . 431--439 Noel Cressie and Timothy R. C. Read Multinomial Goodness-of-Fit Tests . . . 440--464 Peter Hall and D. M. Titterington Efficient Nonparametric Estimation of Mixture Proportions . . . . . . . . . . 465--473 Malay Ghosh and Glen Meeden A New Bayesian Analysis of a Random Effects Model . . . . . . . . . . . . . 474--482 O. E. Barndorff-Nielsen and D. R. Cox Bartlett Adjustments to the Likelihood Ratio Statistic and the Distribution of the Maximum Likelihood Estimator . . . . 483--495 Yosihiko Ogata and Masaharu Tanemura Likelihood Analysis of Spatial Point Patterns . . . . . . . . . . . . . . . . 496--518 Richard L. Smith Sequential Treatment Allocation Using Biased Coin Designs . . . . . . . . . . 519--543 Samuel D. Oman A Different Empirical Bayes Interpretation of Ridge and Stein Estimators . . . . . . . . . . . . . . . 544--557 W. J. Krzanowski Sensitivity of Principal Components . . 558--563 A. K. Nigam and Pranesh Kumar and V. K. Gupta Some Methods of Inclusion Probability Proportional to Size Sampling . . . . . 564--571 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
B. W. Silverman Some Aspects of the Spline Smoothing Approach to Non-Parametric Regression Curve Fitting . . . . . . . . . . . . . 1--52 R. Thompson A Note on Restricted Maximum Likelihood Estimation with an Alternative Outlier Model . . . . . . . . . . . . . . . . . 53--55 William C. Parr Jackknifing Differentiable Statistical Functionals . . . . . . . . . . . . . . 56--66 Murray Aitkin and Donald B. Rubin Estimation and Hypothesis Testing in Finite Mixture Models . . . . . . . . . 67--75 Zvi Gilula On the Analysis of Heterogeneity Among Populations . . . . . . . . . . . . . . 76--83 Eve Bofinger Monotonicity of the Probability of Correct Selection or Are Bigger Samples Better? . . . . . . . . . . . . . . . . 84--89 Lakhbir S. Hayre Group Sequential Sampling with Variable Group Sizes . . . . . . . . . . . . . . 90--97 Maxwell L. King and Grant H. Hillier Locally Best Invariant Tests of the Error Covariance Matrix of the Linear Regression Model . . . . . . . . . . . . 98--102 P. Hougaard The Appropriateness of the Asymptotic Distribution in a Nonlinear Regression Model in Relation to Curvature . . . . . 103--114 D. M. Titterington Comment on ``Estimating Parameters in Continuous Univariate Distributions'' 115--116 D. J. Fletcher and J. A. John Changeover Designs and Factorial Structure . . . . . . . . . . . . . . . 117--124 Peter Hall Tailor-Made Tests of Goodness of Fit . . 125--131 D. Raghavarao and E. A. Blaisdell, Jr. Efficiency Bounds for Partially Balanced Change-Over Designs Based on $M$-Associate Class PBIB Designs . . . . 132--135 J. Aitchison A General Class of Distributions on the Simplex . . . . . . . . . . . . . . . . 136--146 C. F. Jeff Wu Variance Estimation for the Combined Ratio and Combined Regression Estimators 147--154 Peter Hall and D. M. Titterington The Use of Uncategorized Data to Improve the Performance of a Nonparametric Estimator of a Mixture Density . . . . . 155--163 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
A. J. Lawrance and P. A. W. Lewis Modelling and Residual Analysis of Nonlinear Autoregressive Time Series in Exponential Variables . . . . . . . . . 165--202 Dorothy A. Anderson and Murray Aitkin Variance Component Models with Binary Response: Interviewer Variability . . . 203--210 Yoshiko Isogawa Estimating a Multivariate Linear Structural Relationship with Replication 211--215 Jostein Paulsen and Dag Tjostheim On the Estimation of Residual Variance and Order in Autoregressive Time Series 216--228 Martin Crowder Gaussian Estimation for Correlated Binomial Data . . . . . . . . . . . . . 229--237 T. Gasser and H-G. Muller and V. Mammitzsch Kernels for Nonparametric Curve Estimation . . . . . . . . . . . . . . . 238--252 A. N. Pettitt Re-Weighted Least Squares Estimation with Censored and Grouped Data: An Application of the EM Algorithm . . . . 253--260 S. M. Lewis and A. M. Dean A Note on Efficiency-Consistent Designs 261--262 D. M. Eaves On Maximizing Missing Information About a Hypothesis . . . . . . . . . . . . . . 263--266 Andrew F. Siegel Modelling Data Containing Exact Zeroes Using Zero Degrees of Freedom . . . . . 267--271 R. D. Snyder Recursive Estimation of Dynamic Linear Models . . . . . . . . . . . . . . . . . 272--276 S. P. Langron and A. J. Collins Perturbation Theory for Generalized Procrustes Analysis . . . . . . . . . . 277--284 Richard L. Smith and Ishay Weissman Maximum Likelihood Estimation of the Lower Tail of a Probability Distribution 285--298 Peter Green and Christopher Jennison and Allan Seheult Analysis of Field Experiments by Least Squares Smoothing . . . . . . . . . . . 299--315 R. N. Salia and M. A. Shashiashvili On Palm's Model with a Large Number of Machines and Repairmen . . . . . . . . . 316--322 B. M. Brown Multiparameter Linearization Theorems 323--331 R. L. Eubank Diagnostics for Smoothing Splines . . . 332--341 N. I. Fisher Spherical Medians . . . . . . . . . . . 342--348 Byron Jones Using Bricks to Build Block Designs . . 349--356 T. P. Speed and E. R. Williams and H. D. Patterson A Note on the Analysis of Resolvable Block Designs . . . . . . . . . . . . . 357--361 David A. Wooff Bounds on Reciprocal Moments with Applications and Developments in Stein Estimation and Post-Stratification . . . 362--371 H. Oja and A. Niinimaa Asymptotic Properties of the Generalized Median in the Case of Multivariate Normality . . . . . . . . . . . . . . . 372--377 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
F. P. Kelly Stochastic Models of Computer Communication Systems . . . . . . . . . 379--395 I. Mitrani Response Time Problems in Communication Networks . . . . . . . . . . . . . . . . 396--406 P. Whittle Scheduling and Characterization Problems for Stochastic Networks . . . . . . . . 407--428 P. M. Robinson Testing for Serial Correlation in Regression with Missing Observations . . 429--437 Gregory M. Constantine Preservation of Optimality Under Loss of Varieties . . . . . . . . . . . . . . . 438--446 Martin Crowder A Distributional Model for Repeated Failure Time Measurements . . . . . . . 447--452 R. A. Bailey Balance, Orthogonality and Efficiency Factors in Factorial Design . . . . . . 453--458 Leon J. Gleser and David S. Moore The Effect of Positive Dependence on Chi-Squared Tests for Categorical Data 459--465 John Bather and Gordon Simons The Minimax Risk for Two-Stage Procedures in Clinical Trials . . . . . 466--475 G. Letac and V. Seshadri and G. A. Whitmore An Exact Chi-Squared Decomposition Theorem for Inverse Gaussian Variates 476--481 Nicholas I. Fisher and Toby Lewis A Note on Spherical Splines . . . . . . 482--488 E. R. Williams A Criterion for the Construction of Optimal Neighbour Designs . . . . . . . 489--497 Ioannis G. Vlachonikolis On the Asymptotic Distribution of the Location Linear Discriminant Function 498--509 Lai K. Chan and Tak K. Mak On the Polynomial Functional Relationship . . . . . . . . . . . . . . 510--518 J. Sedransk and J. Monahan and H. Y. Chiu Bayesian Estimation of Finite Population Parameters in Categorical Data Models Incorporating Order Restrictions . . . . 519--527 Adrian E. Raftery A Model for High-Order Markov Chains . . 528--539 Chan-Fu Chen On Asymptotic Normality of Limiting Density Functions with Bayesian Implications . . . . . . . . . . . . . . 540--546 H. W. Peers and Mohammad Iqbal Asymptotic Expansions for Confidence Limits in the Presence of Nuisance Parameters, with Applications . . . . . 547--554 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
Ronald W. Butler Predictive Likelihood Inference with Applications . . . . . . . . . . . . . . 1--38 C. R. Muirhead Distinguishing Outlier Types in Time Series . . . . . . . . . . . . . . . . . 39--47 Jocelyn R. Dale Asymptotic Normality of Goodness-of-Fit Statistics for Sparse Product Multinomials . . . . . . . . . . . . . . 48--59 R. J. Boys and I. R. Dunsmore Screening in a Normal Model . . . . . . 60--69 Mike West Bayesian Model Monitoring . . . . . . . 70--78 R. L. Smith and J. E. Miller A Non-Gaussian State Space Model and Application to Prediction of Records . . 79--88 C. J. Skinner Design Effects of Two-Stage Sampling . . 89--99 M. J. Silvapulle and J. Burridge Existence of Maximum Likelihood Estimates in Regression Models for Grouped and Ungrouped Data . . . . . . . 100--106 Chung-Yi Suen and I. M. Chakravarti Efficient Two-Factor Balanced Designs 107--114 Peter Hall On the Rate of Convergence of Orthogonal Series Density Estimators . . . . . . . 115--122 F. P. Kelly On Auto-Repeat Facilities and Telephone Network Performance . . . . . . . . . . 123--132 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
R. Dennis Cook Assessment of Local Influence . . . . . 133--169 A. J. Scott and C. J. Wild Fitting Logistic Models Under Case-Control or Choice Based Sampling 170--182 Mark Berman and David Culpin The Statistical Behaviour of Some Least Squares Estimators of the Centre and Radius of a Circle . . . . . . . . . . . 183--196 Gilles R. Ducharme and Yves Lepage Testing Collapsibility in Contingency Tables . . . . . . . . . . . . . . . . . 197--205 T. W. Epps and L. B. Pulley A Test of Exponentiality vs. Monotone-Hazard Alternatives Derived from the Empirical Characteristic Function . . . . . . . . . . . . . . . . 206--213 Michael J. Prentice Orientation Statistics Without Parametric Assumptions . . . . . . . . . 214--222 M. C. Jones and J. B. Copas On the Robustness of Shrinkage Predictors in Regression to Differences between Past and Future Data . . . . . . 223--237 J. A. Eccleston and J. A. John Recovery of Row and Column Information in Row-Column Designs with Adjusted Orthogonality . . . . . . . . . . . . . 238--243 Nancy E. Heckman Spline Smoothing in a Partly Linear Model . . . . . . . . . . . . . . . . . 244--248 A. E. Raftery A Note on Bayes Factors for Log-Linear Contingency Table Models with Vague Prior Information . . . . . . . . . . . 249--250 Richard L. Smith Maximum Likelihood Estimation for the $ \operatorname {NEAR}(2) $ Model . . . . 251--257 William Kruskal Corrections: The Geometry of Generalized Inverses . . . . . . . . . . . . . . . . 258--258 C. S. Withers Corrections: Asymptotic Expansions for Distributions and Quantiles with Power Series Cumulants . . . . . . . . . . . . 258--258 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Julian Besag On the Statistical Analysis of Dirty Pictures . . . . . . . . . . . . . . . . 259--302 Michael A. Wincek and Gregory C. Reinsel An Exact Maximum Likelihood Estimation Procedure for Regression --- ARMA Time Series Models with Possibly Nonconsecutive Data . . . . . . . . . . 303--313 E. R. Williams and D. Ratcliff and P. H. van Ewijk The Analysis of Lattice Square Designs 314--321 V. E. Akman and A. E. Raftery Bayes Factors for Non-Homogeneous Poisson Processes with Vague Prior Information . . . . . . . . . . . . . . 322--329 Peter Hall and D. M. Titterington On Some Smoothing Techniques Used in Image Restoration . . . . . . . . . . . 330--343 R. A. Lockhart and F. J. O'Reilly and M. A. Stephens Tests of Fit Based on Normalized Spacings . . . . . . . . . . . . . . . . 344--352 O. E. Barndorff-Nielsen and P. Blaesild A Note on the Calculation of Bartlett Adjustments . . . . . . . . . . . . . . 353--358 M. A. Fligner and J. S. Verducci Distance Based Ranking Models . . . . . 359--369 Peter J. Kempthorne Decision-Theoretic Measures of Influence in Regression . . . . . . . . . . . . . 370--378 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
D. R. Cox and N. Reid Parameter Orthogonality and Approximate Conditional Inference . . . . . . . . . 1--39 L. J. Wei Two-Sample Problem with Bivariate Exchangeable Observations . . . . . . . 40--45 Philip J. Brown and Rolf Sundberg Confidence and Conflict in Multivariate Calibration . . . . . . . . . . . . . . 46--57 A. N. Pettitt Estiamtes for a Regression Parameter Using Ranks . . . . . . . . . . . . . . 58--67 Richard Valliant Some Prediction Properties of Balanced Half-Sample Variance Estimators in Single-Stage Sampling . . . . . . . . . 68--81 Peter Hall On the Bootstrap and Continuity Correction . . . . . . . . . . . . . . . 82--89 Peter Wild On Circuits and Optimality Conjectures for Block Designs . . . . . . . . . . . 90--94 R. C. H. Cheng and T. C. Iles Corrected Maximum Likelihood in Non-Regular Problems . . . . . . . . . . 95--101 Ruth Marcus and Abraham Genizi Nonparametric Analysis of Covariance with Ordered Alternatives . . . . . . . 102--111 S. G. Koreisha and T. M. Pukkila Identification of Nonzero Elements in the Polynomial Matrices of Mixed VARMA Processes . . . . . . . . . . . . . . . 112--126 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Bent Jorgensen Exponential Dispersion Models . . . . . 127--162 D. B. Madan and E. Seneta Chebyshev Polynomial Approximations and Characteristic Function Estimation . . . 163--169 A. Senthilselvan Penalized Likelihood Estimation of Hazard and Intensity Functions . . . . . 170--174 J. B. Copas Cross-Validation Shrinkage of Regression Predictors . . . . . . . . . . . . . . . 175--183 Peter Hall and D. M. Titterington Common Structure of Techniques for Choosing Smoothing Parameters in Regression Problems . . . . . . . . . . 184--198 D. S. Poskitt Precision, Complexity and Bayesian Model Determination . . . . . . . . . . . . . 199--208 David Scott On Posterior Asymptotic Normality and Asymptotic Normality of Estimators for the Galton--Watson Process . . . . . . . 209--214 T. J. Sweeting and A. O. Adekola Asymptotic Posterior Normality for Stochastic Processes Revisited . . . . . 215--222 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Jorma Rissanen Stochastic Complexity . . . . . . . . . 223--239 C. S. Wallace and P. R. Freeman Estimation and Inference by Compact Coding . . . . . . . . . . . . . . . . . 240--265 Peter Clifford and N. J. B. Green and M. J. Pilling Statistical Models of Chemical Kinetics in Liquids . . . . . . . . . . . . . . . 266--300 B. M. Brown and T. P. Hettmansperger Affine Invariant Rank Methods in the Bivariate Location Model . . . . . . . . 301--310 B. G. Quinn and G. J. McLachlan and N. L. Hjort A Note on the Aitkin--Rubin Approach to Hypothesis Testing in Mixture Models . . 311--314 Masanobu Taniguchi Minimum Contrast Estimation for Spectral Densities of Stationary Processes . . . 315--325 R. V. Lenth and P. J. Green Consistency of Deviance-Based $M$-Estimators . . . . . . . . . . . . . 326--330 Y. Ritov Tightness of Monotone Random Fields . . 331--333 J. M. Azais Designs of Experiments for Studying Intergenotypic Competition . . . . . . . 334--345 M. W. Browne and A. Shapiro Adjustments for Kurtosis in Factor Analysis with Elliptically Distributed Errors . . . . . . . . . . . . . . . . . 346--352 Nanny Wermuth Parametric Collapsibility and the Lack of Moderating Effects in Contingency Tables with a Dichotomous Response Variable . . . . . . . . . . . . . . . . 353--364 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
A. P. Dawid Symmetry Models and Hypotheses for Structured Data Layouts . . . . . . . . 1--34 Peter Hall On Symmetric Bootstrap Confidence Intervals . . . . . . . . . . . . . . . 35--45 R. J. Bhansali Consistent Order Determination for Processes with Infinite Variance . . . . 46--60 Stan Zachary Control of Stochastic Loss Networks, with Applications . . . . . . . . . . . 61--73 M. Davidian and R. J. Carroll A Note on Extended Quasi-Likelihood . . 74--82 Tak K. Mak Estimating Subgroup Means with Misclassification . . . . . . . . . . . 83--92 J. P. Morgan Balanced Polycross Designs . . . . . . . 93--104 S. R. Adke and S. R. Deshmukh Limit Distribution of a High Order Markov Chain . . . . . . . . . . . . . . 105--108 L. J. Paterson The Efficiency Factors of Particular Effects in Designs with Orthogonal Factorial Structure . . . . . . . . . . 109--117 W. G. Cumberland and R. M. Royall Does Simple Random Sampling Provide Adequate Balance? . . . . . . . . . . . 118--124 Stephen G. Eick Gittins Procedures for Bandits with Delayed Responses . . . . . . . . . . . 125--132 Michael Goldstein Adjusting Belief Structures . . . . . . 133--154 S. G. Koreisha and T. M. Pukkila Corrigendum: Identification of Nonzero Elements in the Polynomial Matrices of Mixed VARMA Processes . . . . . . . . . 155--155 Anonymous Back Matter . . . . . . . . . . . . . . 156--156 Anonymous Front Matter . . . . . . . . . . . . . . ??
S. L. Lauritzen and D. J. Spiegelhalter Local Computations with Probabilities on Graphical Structures and Their Application to Expert Systems . . . . . 157--224 J. B. Copas Binary Regression Models for Contaminated Data . . . . . . . . . . . 225--265 David Firth Multiplicative Errors: Log-Normal or Gamma? . . . . . . . . . . . . . . . . . 266--268 Ib M. Skovgaard Saddlepoint Expansions for Directional Test Probabilities . . . . . . . . . . . 269--280 Louis M. Blackwell and Nozer D. Singpurwalla Inference from Accelerated Life Tests Using Filtering in Coloured Noise . . . 281--292 M. Hamada and S. K. Tse A Note on the Existence of Maximum Likelihood Estimates in Linear Regression Models Using Interval-Censored Data . . . . . . . . . 293--296 A. V. Vecchia Estimation and Model Identification for Continuous Spatial Processes . . . . . . 297--312 Hans Karlsen and Dag Tjostheim Consistent Estimates for the $ \operatorname {NEAR}(2) $ and $ \operatorname {NLAR}(2) $ Time Series Models . . . . . . . . . . . . . . . . . 313--320 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
David V. Hinkley Bootstrap Methods . . . . . . . . . . . 321--337 Thomas J. Diciccio and Joseph P. Romano A Review of Bootstrap Confidence Intervals . . . . . . . . . . . . . . . 338--354 Anonymous Discussion of the Papers by Hinkley and Diciccio and Romano . . . . . . . . . . 355--370 L. I. Pettit Bayes Methods for Outliers in Exponential Samples . . . . . . . . . . 371--380 Peter Hall and Simon J. Sheather On the Distribution of a Studentized Quantile . . . . . . . . . . . . . . . . 381--391 D. P. Gaver and P. A. Jacobs Nonparametric Estimation of the Probability of a Long Delay in the M/G/1 Queue . . . . . . . . . . . . . . . . . 392--402 Jochen Mau A Generalization of a Nonparametric Test for Stochastically Ordered Distributions to Censored Survival Data . . . . . . . 403--412 Paul Speckman Kernel Smoothing in Partial Linear Models . . . . . . . . . . . . . . . . . 413--436 Mara Tableman and Thomas P. Hettmansperger Bahadur Efficiency of Two-Sample Tests Based on One-Sample Sign Statistics . . 437--444 A. C. Davison Approximate Conditional Inference in Generalized Linear Models . . . . . . . 445--461 Paul H. Garthwaite and James M. Dickey Quantifying Expert Opinion in Linear Regression Problems . . . . . . . . . . 462--474 Anonymous Volume Information . . . . . . . . . . . 475--476 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Report of the Editors . . . . . . . . . 1--2 Peter Hall and R. J. Carroll Variance Function Estimation in Regression: The Effect of Estimating the Mean . . . . . . . . . . . . . . . . . . 3--14 G. Tunnicliffe Wilson On the Use of Marginal Likelihood in Time Series Model Estimation . . . . . . 15--27 D. S. Poskitt A Method for the Estimation and Identification of Transfer Function Models . . . . . . . . . . . . . . . . . 29--46 Gordon K. Smyth Generalized Linear Models with Varying Dispersion . . . . . . . . . . . . . . . 47--60 Eivind Damsleth and A. H. El-Shaarawi ARMA Models with Double-Exponentially Distributed Noise . . . . . . . . . . . 61--69 Yuzo Honda On the Optimality of Some Tests of the Error Covariance Matrix in the Linear Regression Model . . . . . . . . . . . . 71--79 Mark Berman and Peter Diggle Estimating Weighted Integrals of the Second-Order Intensity of a Spatial Point Process . . . . . . . . . . . . . 81--92 Martin Crowder A Multivariate Distribution with Weibull Connections . . . . . . . . . . . . . . 93--107 E. Lesaffre and A. Albert Partial Separation in Logistic Discrimination . . . . . . . . . . . . . 109--116 B. M. Brown and T. P. Hettmansperger An Affine Invariant Bivariate Version of the Sign Test . . . . . . . . . . . . . 117--125 Isaac Meilijson A Fast Improvement to the EM Algorithm on its Own Terms . . . . . . . . . . . . 127--138 Jun Shao Jackknifing Weighted Least Squares Estimators . . . . . . . . . . . . . . . 139--156 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
George C. Tiao and Ruey S. Tsay Model Specification in Multivariate Time Series . . . . . . . . . . . . . . . . . 157--213 V. M. Joshi A Counter-Example Against the Likelihood Principle . . . . . . . . . . . . . . . 215--216 E. J. Hannan and A. J. McDougall and D. S. Poskitt Recursive Estimation of Autoregressions 217--233 Hél\`ene Massam An Exact Decomposition Theorem for a Sample from the Three-Dimensional Hyperboloid Distribution . . . . . . . . 235--240 Michael J. Prentice Spherical Regression on Matched Pairs of Orientation Statistics . . . . . . . . . 241--248 Shean-Tsong Chiu Detecting Periodic Components in a White Gaussian Time Series . . . . . . . . . . 249--259 Anthony Y. C. Kuk and T. K. Mak Median Estimation in the Presence of Auxiliary Information . . . . . . . . . 261--269 D. M. Greig and B. T. Porteous and A. H. Seheult Exact Maximum A Posteriori Estimation for Binary Images . . . . . . . . . . . 271--279 D. B. Madan and E. Seneta Chebyshev Polynomial Approximations for Characteristic Function Estimation: Some Theoretical Supplements . . . . . . . . 281--285 K. F. Turkman and M. A. Amaral Turkman Optimal Screening Methods . . . . . . . 287--295 A. N. Donev Design of Experiments with Both Mixture and Qualitative Factors . . . . . . . . 297--302 J. R. M. Hosking Corrigendum: Equivalent Forms of the Multivariate Portmanteau Statistic . . . 303--303 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Christopher Jennison and Bruce W. Turnbull Interim Analyses: The Repeated Confidence Interval Approach . . . . . . 305--361 Andrew G. Bruce and R. Douglas Martin Leave-$k$-Out Diagnostics for Time Series . . . . . . . . . . . . . . . . . 363--424 Zvi Gilula and Abba M. Krieger Collapsed Two-Way Contingency Tables and the Chi-Square Reduction Principle . . . 425--433 Yuzo Hosoya Hierarchical Statistical Models and a Generalized Likelihood Ratio Test . . . 435--447 K. V. Mardia Shape Analysis of Triangles Through Directional Techniques . . . . . . . . . 449--458 Peter Hall and D. M. Titterington The Effect of Simulation Order on Level Accuracy and Power of Monte Carlo Tests 459--467 Anonymous Volume Information . . . . . . . . . . . 469--470 Thomas J. Diciccio and Joseph P. Romano Corrigendum: A Review of Bootstrap Confidence Intervals . . . . . . . . . . 470--470 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Report of the Editors . . . . . . . . . 1--2 David Edwards Hierarchical Interaction Models . . . . 3--20 Nanny Wermuth and Steffen Lilholt Lauritzen On Substantive Research Hypotheses, Conditional Independence Graphs and Graphical Chain Models . . . . . . . . . 21--50 Anonymous Discussion of the Papers by Edwards, and Wermuth and Lauritzen . . . . . . . . . 51--72 Jack Cuzick and Robert Edwards Spatial Clustering for Inhomogeneous Populations . . . . . . . . . . . . . . 73--104 J. R. M. Hosking $L$-Moments: Analysis and Estimation of Distributions Using Linear Combinations of Order Statistics . . . . . . . . . . 105--124 L. Pace and A. Salvan Best Conditional Tests for Separate Families of Hypotheses . . . . . . . . . 125--134 R. C. H. Cheng and T. C. Iles Embedded Models in Three-Parameter Distributions and Their Estimation . . . 135--149 Stefan Mittnik Computation of Theoretical Autocovariance Matrices of Multivariate Autoregressive Moving Average Time Series . . . . . . . . . . . . . . . . . 151--155 Peter Guttorp and Mary Lou Thompson Nonparametric Estimation of Intensities for Sampled Counting Processes . . . . . 157--173 L. I. Pettit The Conditional Predictive Ordinate for the Normal Distribution . . . . . . . . 175--184 R. L. Graham and D. V. Hinkley and P. W. M. John and S. Shi Balanced Design of Bootstrap Simulations 185--202 B. Truong-Van A New Approach to Frequency Analysis with Amplified Harmonics . . . . . . . . 203--221 Wolfgang Hardle and J. S. Marron and M. P. Wand Bandwidth Choice for Density Derivatives 223--232 Anonymous Notes for Authors . . . . . . . . . . . 233--236 Andrew G. Bruce and R. Douglas Martin Corrigendum: Leave-$k$-Out Diagnostics for Time Series . . . . . . . . . . . . 236--236 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
M. Stone and R. J. Brooks Continuum Regression: Cross-Validated Sequentially Constructed Prediction Embracing Ordinary Least Squares, Partial Least Squares and Principal Components Regression . . . . . . . . . 237--269 B. W. Silverman and M. C. Jones and J. D. Wilson and D. W. Nychka A Smoothed EM Approach to Indirect Estimation Problems, with Particular, Reference to Stereology and Emission Tomography . . . . . . . . . . . . . . . 271--324 Peter McCullagh and Robert Tibshirani A Simple Method for the Adjustment of Profile Likelihoods . . . . . . . . . . 325--344 Leonard A. Stefanski and Raymond J. Carroll Score Tests in Generalized Linear Measurement Error Models . . . . . . . . 345--359 D. K. Park and A. M. Dean Average Efficiency Factors and Adjusted Orthogonality in Multidimensional Designs . . . . . . . . . . . . . . . . 361--368 Mark P. Becker Quasisymmetric Models for the Analysis of Square Contingency Tables . . . . . . 369--378 Edsel A. Pena and Arjun K. Gupta Bayes Estimation for the Marshall--Olkin Exponential Distribution . . . . . . . . 379--389 D. S. Poskitt Corrigendum: A Method for the Estimation and Identification of Transfer Function Models . . . . . . . . . . . . . . . . . 391--391 Anonymous Back Matter . . . . . . . . . . . . . . 392--392 Anonymous Front Matter . . . . . . . . . . . . . . ??
A. C. Davison and R. L. Smith Models for Exceedances over High Thresholds . . . . . . . . . . . . . . . 393--442 Peter J. Green On Use of the EM for Penalized Likelihood Estimation . . . . . . . . . 443--452 William W. S. Wei and Daniel O. Stram Disaggregation of Time Series Models . . 453--467 K. S. Chan and H. Tong On Likelihood Ratio Tests for Threshold Autoregression . . . . . . . . . . . . . 469--476 G. A. Young Alternative Smoothed Bootstraps . . . . 477--484 O. E. Barndorff-Nielsen Approximate Interval Probabilities . . . 485--496 D. Whitaker and C. M. Triggs and J. A. John Construction of Block Designs Using Mathematical Programming . . . . . . . . 497--503 Anonymous Volume Information . . . . . . . . . . . 505--506 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Report of the Editor . . . . . . . . . . 1--2 Alun Thomas Gene Hunting with Gradients of Likelihoods . . . . . . . . . . . . . . 3--26 R. A. Bailey Strata for Randomized Experiments . . . 27--78 A. P. Dawid Fisherian Inference in Likelihood and Prequential Frames of Reference . . . . 79--109 Murray Aitkin Posterior Bayes Factors . . . . . . . . 111--142 E. Moreno and J. A. Cano Robust Bayesian Analysis With $ \epsilon $-Contaminations Partially Known . . . . 143--155 Jens Ledet Jensen Uniform Saddlepoint Approximations and Log-Concave Densities . . . . . . . . . 157--172 Jeffrey D. Hart Kernel Regression Estimation With Time Series Errors . . . . . . . . . . . . . 173--187 Bradley P. Carlin and Alan E. Gelfand A Sample Reuse Method for Accurate Parametric Empirical Bayes Confidence Intervals . . . . . . . . . . . . . . . 189--200 E. M. Hemerly and M. H. A. Davis Recursive Order Estimation of Autoregressions Without Bounding the Model Set . . . . . . . . . . . . . . . 201--210 T. Nakamura Existence of Maximum Likelihood Estimates for Interval-Censored Data From Some Three-Parameter Models with a Shifted Origin . . . . . . . . . . . . . 211--220 Govind S. Mudholkar and Georgia D. Kollia and C. Thomas Lin and Kartik R. Patel A Graphical Procedure for Comparing Goodness-of-Fit Tests . . . . . . . . . 221--232 John A. Rice and B. W. Silverman Estimating the Mean and Covariance Structure Nonparametrically When the Data are Curves . . . . . . . . . . . . 233--243 Peter Hall and J. S. Marron Local Minima in Cross-Validation Functions . . . . . . . . . . . . . . . 245--252 Subhash Lele Jackknifing Linear Estimating Equations: Asymptotic Theory and Applications in Stochastic Processes . . . . . . . . . . 253--267 Wasima N. Rida Asymptotic Properties of Some Estimators for the Infection Rate in the General Stochastic Epidemic Model . . . . . . . 269--283 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Colin Goodall Procrustes Methods in the Statistical Analysis of Shape . . . . . . . . . . . 285--339 Margaret Sullivan Pepe and Thomas R. Fleming Weighted Kaplan--Meier Statistics: Large Sample and Optimality Considerations . . 341--352 Charles C. Taylor and S. James Taylor Estimating the Dimension of a Fractal 353--364 B. C. Arnold and D. J. Strauss Bivariate Distributions with Conditionals in Prescribed Exponential Families . . . . . . . . . . . . . . . . 365--375 Stuart G. Coles and Jonathan A. Tawn Modelling Extreme Multivariate Events 377--392 D. Lugtenburg An Approximate Bartlett Adjustment for Testing the Goodness of Fit of Multinomial Regression Models . . . . . 393--398 Dulal K. Bhaumik and Dexter C. Whittinghill III Optimality and Robustness to the Unavailability of Blocks in Block Designs . . . . . . . . . . . . . . . . 399--407 B. R. Cullis and C. A. McGilchrist and A. C. Gleeson Error Model Diagnostics in the General Linear Model Relevant to the Analysis of Repeated Measurements and Field Experiments . . . . . . . . . . . . . . 409--416 Douglas B. Clarkson and Robert I. Jennrich Computing Extended Maximum Likelihood Estimates for Linear Parameter Models 417--426 Wesley O. Johnson and Joseph L. Gastwirth Bayesian Inference for Medical Screening Tests: Approximations Useful for the Analysis of Acquired Immune Deficiency Syndrome . . . . . . . . . . . . . . . . 427--439 Alan H. Dorfman Sound Confidence Intervals in the Heteroscedastic Linear Model Through Releveraging . . . . . . . . . . . . . . 441--452 Philippe Vieu Nonparametric Regression: Optimal Local Bandwidth Choice . . . . . . . . . . . . 453--464 Andrew Luong Minimum Distance Methods Based on Quadratic Distances for Transforms in Simple Linear Regression Models . . . . 465--471 Anthony C. Atkinson and Luis R. Pericchi Grouped Likelihood for the Shifted Power Transformation . . . . . . . . . . . . . 473--482 D. A. S. Fraser and N. Reid and A. Wong Exponential Linear Models: A Two-pass Procedure for Saddlepoint Approximation 483--492 Dawn Peters and Ronald H. Randles A Bivariate Signed Rank Test for the Two-Sample Location Problem . . . . . . 493--504 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
P. Whittle Likelihood and Cost as Path Integrals 505--538 J. O. Ramsay and C. J. Dalzell Some Tools for Functional Data Analysis 539--572 R. J. Carroll and M. P. Wand Semiparametric Estimation in Logistic Measurement Error Models . . . . . . . . 573--585 William R. Schucany and Suojin Wang One-Step Bootstrapping for Smooth Iterative Procedures . . . . . . . . . . 587--596 Paul R. Rosenbaum A Characterization of Optimal Designs for Observational Studies . . . . . . . 597--610 Thomas A. Severini On the Relationship Between Bayesian and Non-Bayesian Interval Estimates . . . . 611--618 M. Goldstein and J. V. Howard A Likelihood Paradox . . . . . . . . . . 619--628 Gauss M. Cordeiro and Peter McCullagh Bias Correction in Generalized Linear Models . . . . . . . . . . . . . . . . . 629--643 R. A. Bailey and H. D. Patterson A Note on the Construction of Row-and-Column Designs With Two Replicates . . . . . . . . . . . . . . . 645--648 Sadanori Konishi and C. G. Khatri and C. Radhakrishna Rao Inferences on Multivariate Measures of Interclass and Intraclass Correlations in Familial Data . . . . . . . . . . . . 649--659 W. Qian and D. M. Titterington Multidimensional Markov Chain Models for Image Textures . . . . . . . . . . . . . 661--674 Nicholas G. Polson and Gareth O. Roberts A Bayesian Decision Theoretic Characterization of Poisson Processes 675--682 S. J. Sheather and M. C. Jones A Reliable Data-Based Bandwidth Selection Method for Kernel Density Estimation . . . . . . . . . . . . . . . 683--690 K. S. Chan Percentage Points of Likelihood Ratio Tests for Threshold Autoregression . . . 691--696 Anonymous Volume Information . . . . . . . . . . . 697--699 B. C. Arnold and D. J. Strauss Corrigendum: Bivariate Distributions With Conditionals in Prescribed Exponential Families . . . . . . . . . . 700--700 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Report of the Editors . . . . . . . . . 1--2 Kung-Yee Liang and Scott L. Zeger and Bahjat Qaqish Multivariate Regression Analyses for Categorical Data . . . . . . . . . . . . 3--40 David L. Donoho and Iain M. Johnstone and Jeffrey C. Hoch and Alan S. Stern Maximum Entropy and the Nearly Black Object . . . . . . . . . . . . . . . . . 41--81 Bradley Efron Jackknife-After-Bootstrap Standard Errors and Influence Functions . . . . . 83--127 Robert E. Kass and Suresh K. Vaidyanathan Approximate Bayes Factors and Orthogonal Parameters, with Application to Testing Equality of Two Binomial Proportions . . 129--144 Nozer D. Singpurwalla and Refik Soyer Non-Homogeneous Autoregressive Processes for Tracking (Software) Reliability Growth, and Their Bayesian Analysis . . 145--156 Richard J. Boys On a Kernel Approach to a Screening Problem . . . . . . . . . . . . . . . . 157--169 Harry Joe and Richard L. Smith and Ishay Weissman Bivariate Threshold Methods for Extremes 171--183 John J. Gart The Identity of Armitage's Two Tests of Heterogeneity of Proportions for Proportional Subclass Numbers . . . . . 185--187 Rahul Mukerjee Comparison Between the Conditional Likelihood Ratio and the Usual Likelihood Ratio Tests . . . . . . . . . 189--194 C. S. Wallace and P. R. Freeman Single-Factor Analysis by Minimum Message Length Estimation . . . . . . . 195--209 Kunio Tanabe and Masahiko Sagae An Exact Cholesky Decomposition and the Generalized Inverse of the Variance-Covariance Matrix of the Multinomial Distribution, with Applications . . . . . . . . . . . . . . 211--219 Peter Hall On the Removal of Skewness by Transformation . . . . . . . . . . . . . 221--228 L. Benkherouf and K. D. Glazebrook and R. W. Owen Gittins Indices and Oil Exploration . . 229--241 David F. Percy Prediction for Seemingly Unrelated Regressions . . . . . . . . . . . . . . 243--252 Andre I. Khuri Diagnostic Results Concerning a Measure of Rotatability . . . . . . . . . . . . 253--267 Ta Chen Liang and N. Balakrishnan A Characterization of Exponential Distributions Through Conditional Independence . . . . . . . . . . . . . . 269--271 J. A. Nelder and Y. Lee Likelihood, Quasi-Likelihood and Pseudolikelihood: Some Comparisons . . . 273--284 Mike West and Jo Crosse Modelling Probabilistic Agent Opinion 285--299 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Introduction . . . . . . . . . . . . . . 301--302 Martin Casdagli Chaos and Deterministic versus Stochastic Non-Linear Modelling . . . . 303--328 Richard L. Smith Estimating Dimension in Noisy Chaotic Time Series . . . . . . . . . . . . . . 329--351 Rodney C. L. Wolff Local Lyapunov Exponents: Looking Closely at Chaos . . . . . . . . . . . . 353--371 D. S. Broomhead and J. P. Huke and M. R. Muldoon Linear Filters and Non-Linear Systems 373--382 B. T. Grenfell Chance and Chaos in Measles Dynamics . . 383--398 Douglas Nychka and Stephen Ellner and A. Ronald Gallant and Daniel McCaffrey Finding Chaos in Noisy Systems . . . . . 399--426 B. Cheng and H. Tong On Consistent Nonparametric Order Determination and Chaos . . . . . . . . 427--449 Anonymous Discussion on the Meeting on Chaos . . . 451--474 Peter Hall and Iain Johnstone Empirical Functionals and Efficient Smoothing Parameter Selection . . . . . 475--530 John J. Gart Pooling $ 2 \times 2 $ Tables: Asymptotic Moments of Estimators . . . . 531--539 Art B. Owen A Central Limit Theorem for Latin Hypercube Sampling . . . . . . . . . . . 541--551 Mike West Modelling Agent Forecast Distributions 553--567 I. Ford and B. Torsney and C. F. J. Wu The Use of a Canonical Form in the Construction of Locally Optimal Designs for Non-Linear Problems . . . . . . . . 569--583 Zhi Geng Collapsibility of Relative Risk in Contingency Tables with a Response Variable . . . . . . . . . . . . . . . . 585--593 Kim-Anh Do and Peter Hall Distribution Estimation Using Concomitants of Order Statistics, with Application to Monte Carlo Simulation for the Bootstrap . . . . . . . . . . . 595--607 Zhaohai Li and Cun-Hui Zhang Asymptotically Efficient Allocation Rules for Two Bernoulli Populations . . 609--616 Peter Sasieni Information Bounds for the Conditional Hazard Ratio in a Nested Family of Regression Models . . . . . . . . . . . 617--635 Inge S. Helland Maximum Likelihood Regression on Relevant Components . . . . . . . . . . 637--647 Tak K. Mak Estimation of Parameters in Heteroscedastic Linear Models . . . . . 649--655 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Charles J. Geyer and Elizabeth A. Thompson Constrained Monte Carlo Maximum Likelihood for Dependent Data . . . . . 657--699 Donald A. Pierce and Dawn Peters Practical Use of Higher Order Asymptotics for Multiparameter Exponential Families . . . . . . . . . . 701--737 Nader Ebrahimi and Mohamed Habibullah and Ehsan S. Soofi Testing Exponentiality Based on Kullback--Leibler Information . . . . . 739--748 Jan Beran A Goodness-of-Fit Test for Time Series with Long Range Dependence . . . . . . . 749--760 Ali S. Hadi Identifying Multiple Outliers in Multivariate Data . . . . . . . . . . . 761--771 C. K. Carter and G. K. Eagleson A Comparison of Variance Estimators in Nonparametric Regression . . . . . . . . 773--780 Erling B. Andersen Diagnostics in Categorical Data Analysis 781--791 L. R. Pericchi and A. F. M. Smith Exact and Approximate Posterior Moments for a Normal Location Parameter . . . . 793--804 Lue Ping Zhao and Ross L. Prentice and Steven G. Self Multivariate Mean Parameter Estimation by Using a Partly Exponential Model . . 805--811 A. V. Vecchia A New Method of Prediction for Spatial Regression Models with Correlated Errors 813--830 Jack Cuzick Semiparametric Additive Regression . . . 831--843 François Perron Confidence Sets having the Shape of a Half-Space . . . . . . . . . . . . . . . 845--852 Halina Frydman A Nonparametric Estimation Procedure for a Periodically Observed Three-State Markov Process, with Application to Aids 853--866 J. K. Ghosh and Rahul Mukerjee Bayesian and Frequentist Bartlett Corrections for Likelihood Ratio and Conditional Likelihood Ratio Tests . . . 867--875 R. C. H. Cheng and B. E. Evans and T. C. Iles Embedded Models in Non-Linear Regression 877--888 Nicholas G. Polson On the Expected Amount of Information from a Non-Linear Model . . . . . . . . 889--895 O. E. Barndorff-Nielsen and P. Blaesild A Type of Second-Order Asymptotic Independence . . . . . . . . . . . . . . 897--901 Anonymous Volume Information . . . . . . . . . . . 903--905 M. Stone and R. J. Brooks Corrigendum: Continuum Regression: Cross-Validated Sequentially Constructed Prediction Embracing Ordinary Least Squares, Partial Least Squares and Principal Components Regression . . . . 906--907 Peter Hall and J. S. Marron Corrigendum: Local Minima in Cross-Validation Functions . . . . . . . 907--907 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Report of the Editors . . . . . . . . . 1--1 A. F. M. Smith and G. O. Roberts Bayesian Computation Via the Gibbs Sampler and Related Markov Chain Monte Carlo Methods . . . . . . . . . . . . . 3--23 Julian Besag and Peter J. Green Spatial Statistics and Bayesian Computation . . . . . . . . . . . . . . 25--37 W. R. Gilks and D. G. Clayton and D. J. Spiegelhalter and N. G. Best and A. J. McNeil Modelling Complexity: Applications of Gibbs Sampling in Medicine . . . . . . . 39--52 Anonymous Discussion on the Meeting on the Gibbs Sampler and Other Markov Chain Monte Carlo Methods . . . . . . . . . . . . . 53--102 Gary K. Grunwald and Adrian E. Raftery and Peter Guttorp Time Series of Continuous Proportions 103--116 N. I. Fisher and A. D. Lunn and S. J. Davies Spherical Median Axes . . . . . . . . . 117--124 G. T. Macaskill A Note on Adjusted Profile Likelihoods in Non-Linear Regression . . . . . . . . 125--131 B. P. M. McCabe and S. J. Leybourne Testing for Parameter Variation in Non-Linear Regression Models . . . . . . 133--144 R. L. Eubank and Will Thomas Detecting Heteroscedasticity in Nonparametric Regression . . . . . . . . 145--155 R. L. Chambers and A. H. Welsh Log-Linear Models for Survey Data with Non-Ignorable Non-Response . . . . . . . 157--170 Ronald W. Butler and S. Huzurbazar and James G. Booth Saddlepoint Approximations for Tests of Block Independence, Sphericity and Equal Variances and Covariances . . . . . . . 171--183 Andrew Gelman and T. P. Speed Characterizing a Joint Probability Distribution by Conditionals . . . . . . 185--188 Martin T. Wells and S. Rao Jammalamadaka and Ram C. Tiwari Large Sample Theory of Spacings Statistics for Tests of Fit for the Composite Hypothesis . . . . . . . . . . 189--203 Arnoldo Frigessi and Patrizia Di Stefano and Chii-Ruey Hwang and Shuenn-Jyi Sheu Convergence Rates of the Gibbs Sampler, the Metropolis Algorithm and Other Single-Site Updating Dynamics . . . . . 205--219 Peter M. Hooper Nearly Orthogonal Randomized Designs . . 221--236 Herve Monod and R. A. Bailey Valid Restricted Randomization for Unbalanced Designs . . . . . . . . . . . 237--251 V. G. Vovk and V. V. V'Yugin On the Empirical Validity of the Bayesian Method . . . . . . . . . . . . 253--266 Andre Robert Dabrowski and David McDonald Consistent Estimation in the Presence of Bandwidth Limitation . . . . . . . . . . 267--289 Peter Hall On Edgeworth Expansion and Bootstrap Confidence Bands in Nonparametric Curve Estimation . . . . . . . . . . . . . . . 291--304 Thomas J. DiCiccio and Michael A. Martin Simple Modifications for Signed Roots of Likelihood Ratio Statistics . . . . . . 305--316 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
V. G. Vovk A Logic of Probability, with Application to the Foundations of Statistics . . . . 317--351 Chong Gu and Grace Wahba Semiparametric Analysis of Variance with Tensor Product Thin Plate Splines . . . 353--368 T. T. Dunne and M. Stone Downdating the Moore--Penrose Generalized Inverse for Cross-Validation of Centred Least Squares Prediction . . 369--375 Anna Nicolaou Bayesian Intervals with Good Frequentist Behaviour in the Presence of Nuisance Parameters . . . . . . . . . . . . . . . 377--390 Barry W. McDonald Estimating Logistic Regression Parameters for Bivariate Binary Data . . 391--397 B. Nandram and J. Sedransk Bayesian Predictive Inference for a Finite Population Proportion: Two-Stage Cluster Sampling . . . . . . . . . . . . 399--408 Mike West Approximating Posterior Distributions by Mixture . . . . . . . . . . . . . . . . 409--422 Bruce M. Hill Parametric Models for $ A_n $: Splitting Processes and Mixtures . . . . . . . . . 423--433 Stefan Mittnik Computing Theoretical Autocovariances of Multivariate Autoregressive Moving Average Models by Using a Block Levinson Method . . . . . . . . . . . . . . . . . 435--440 Kung-Yee Liang and Steven G. Self and Yue-Cune Chang Modelling Marginal Hazards in Multivariate Failure Time Data . . . . . 441--453 Richard Stone The Assumptions on Which Causal Inferences Rest . . . . . . . . . . . . 455--466 D. R. Cox and N. Reid A Note on the Calculation of Adjusted Profile Likelihood . . . . . . . . . . . 467--471 Zehua Chen Fitting Multivariate Regression Functions by Interaction Spline Models 473--491 A. P. Verbyla Modelling Variance Heterogeneity: Residual Maximum Likelihood and Diagnostics . . . . . . . . . . . . . . 493--508 Finbarr O'Sullivan and Yudi Pawitan Multidimensional Density Estimation by Tomography . . . . . . . . . . . . . . . 509--521 Peter J. Diggle and Peter Hall A Fourier Approach to Nonparametric Deconvolution of a Density Estimate . . 523--531 Thomas A. Severini Bayesian Interval Estimates which are also Confidence Intervals . . . . . . . 533--540 A. D. Barbour and M. Costi Correlation Tests for Non-Linear Alternatives . . . . . . . . . . . . . . 541--548 Adelchi Azzalini and Adrian Bowman On the Use of Nonparametric Regression for Checking Linear Relationships . . . 549--557 Greta M. Ljung On Outlier Detection in Time Series . . 559--567 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Y. Vardi and D. Lee From Image Deblurring to Optimal Investments: Maximum Likelihood Solutions for Positive Linear Inverse Problems . . . . . . . . . . . . . . . . 569--612 David F. Andrews and James E. Stafford Tools for the Symbolic Computation of Asymptotic Expansions . . . . . . . . . 613--627 Dani Gamerman and Helio S. Migon Dynamic Hierarchical Models . . . . . . 629--642 Rudolf Beran and Peter Hall Interpolated Nonparametric Prediction Intervals and Confidence Intervals . . . 643--652 Rolf Sundberg Continuum Regression and Ridge Regression . . . . . . . . . . . . . . . 653--659 Gauss M. Cordeiro and Silvia L. De Paula Ferrari and Gilberto A. Paula Improved Score Tests for Generalized Linear Models . . . . . . . . . . . . . 661--674 A. J. Girling Shape Analysis for the Anisotropic Corpuscle Problem . . . . . . . . . . . 675--686 K. Balasubramanian and N. Balakrishnan Duality Principle in Order Statistics 687--691 R. J. Carroll and Shane Pederson On Robustness in the Logistic Regression Model . . . . . . . . . . . . . . . . . 693--706 R. N. Edmondson Systematic Row-and-Column Designs Balanced for Low Order Polynomial Interactions Between Rows and Columns 707--723 S. E. Leurgans and R. A. Moyeed and B. W. Silverman Canonical Correlation Analysis when the Data are Curves . . . . . . . . . . . . 725--740 Zhi Geng and Chooichiro Asano Strong Collapsibility of Association Measures in Linear Models . . . . . . . 741--747 G. F. V. Glonek On the Behaviour of Wald Statistics for the Disjunction of Two Regular Hypotheses . . . . . . . . . . . . . . . 749--755 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Trevor Hastie and Robert Tibshirani Varying-Coefficient Models . . . . . . . 757--796 Stuart G. Coles Regional Modelling of Extreme Storms via Max-Stable Processes . . . . . . . . . . 797--816 D. M. Titterington A Contamination Model and Resistant Estimation within the Sampling Paradigm 817--827 Ross H. Taplin Robust Likelihood Calculation for Time Series . . . . . . . . . . . . . . . . . 829--836 Dennis V. Lindley and Nozer D. Singpurwalla Adversarial Life Testing . . . . . . . . 837--847 Catriona M. Queen and Jim Q. Smith Multiregression Dynamic Models . . . . . 849--870 Weng Kee Wong and R. Dennis Cook Heteroscedastic $G$-Optimal Designs . . 871--880 Lawrence G. Tatum and Clifford M. Hurvich High Breakdown Methods of Time Series Analysis . . . . . . . . . . . . . . . . 881--896 Robert J. Kelly and Thomas Mathew Improved Estimators of Variance Components with Smaller Probability of Negativity . . . . . . . . . . . . . . . 897--911 N. J. Gordon and A. F. M. Smith Approximate Non-Gaussian Bayesian Estimation and Modal Consistency . . . . 913--918 J. Kunert and B. P. Utzig Estimation of Variance in Crossover Designs . . . . . . . . . . . . . . . . 919--927 Xizhi Wu and Zhen Luo Second-Order Approach to Local Influence 929--936 Gary K. Grunwald and Peter Guttorp and Adrian E. Raftery Prediction Rules for Exponential Family State Space Models . . . . . . . . . . . 937--943 Tak K. Mak Solving Non-Linear Estimation Equations 945--955 Anonymous Volume Information . . . . . . . . . . . 957--960 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Report of the Editors . . . . . . . . . 1--1 Michael A. Newton and Adrian E. Raftery Approximate Bayesian Inference with the Weighted Likelihood Bootstrap . . . . . 3--48 Maarten Lindeboom and Gerard J. Van Den Berg Heterogeneity in Models for Bivariate Survival: The Importance of the Mixing Distribution . . . . . . . . . . . . . . 49--60 C. A. McGilchrist Estimation in Generalized Mixed Models 61--69 Halina Frydman A Note on Nonparametric Estimation of the Distribution Function from Interval-Censored and Truncated Observations . . . . . . . . . . . . . . 71--74 Eric Renshaw The Linear Spatial-Temporal Interaction Process and Its Relation to $ 1 / \omega $-Noise . . . . . . . . . . . . . . . . 75--91 N. S. Mangat An Improved Randomized Response Strategy 93--95 A. G. Constantine and Peter Hall Characterizing Surface Smoothness via Estimation of Effective Fractal Dimension . . . . . . . . . . . . . . . 97--113 V. G. Vovk and V. V. V'Yugin Prequential Level of Impossibility with Some Applications . . . . . . . . . . . 115--123 O. E. Barndorff-Nielsen Adjusted Versions of Profile Likelihood and Directed Likelihood, and Extended Likelihood . . . . . . . . . . . . . . . 125--140 J. Belcher and J. S. Hampton and G. Tunnicliffe Wilson Parameterization of Continuous Time Autoregressive Models for Irregularly Sampled Time Series Data . . . . . . . . 141--155 E. B. Fosam and D. N. Shanbhag Certain Characterizations of Exponential and Geometric Distributions . . . . . . 157--160 A. Gerami and S. M. Lewis Completely Randomized Designs for Comparing Dual with Single Treatments 161--165 Chi-Lun Cheng and John W. Van Ness On Estimating Linear Relationships when Both Variables are Subject to Errors . . 167--183 J. K. Ghosh and Rahul Mukerjee Adjusted versus Conditional Likelihood: Power Properties and Bartlett-Type Adjustment . . . . . . . . . . . . . . . 185--188 A. J. McDougall Robust Methods for Recursive Autoregressive Moving Average Estimation 189--207 J. D. Naranjo and T. P. Hettmansperger Bounded Influence Rank Regression . . . 209--220 Thomas P. Hettmansperger and Jukka Nyblom and Hannu Oja Affine Invariant Multivariate One-Sample Sign Tests . . . . . . . . . . . . . . . 221--234 Thomas P. Hettmansperger and Hannu Oja Affine Invariant Multivariate Multisample Sign Tests . . . . . . . . . 235--249 Hendrik Schabe Nonparametric Estimation of Component Lifetime Based on Masked System Life Test Data . . . . . . . . . . . . . . . 251--259 Charles J. Geyer On the Convergence of Monte Carlo Maximum Likelihood Calculations . . . . 261--274 B. M. Brown Grouping Corrections for Circular Goodness-of-Fit Tests . . . . . . . . . 275--283 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
John T. Kent The Complex Bingham Distribution and Shape Analysis . . . . . . . . . . . . . 285--299 K. S. Chan and H. Tong A Note on Noisy Chaos . . . . . . . . . 301--311 Elvezio Ronchetti and A. H. Welsh Empirical Saddlepoint Approximations for Multivariate $M$-Estimators . . . . . . 313--326 N. I. Fisher and A. J. Lee Time Series Analysis of Circular Data 327--339 Niels C. Lind Information Theory and Maximum Product of Spacings Estimation . . . . . . . . . 341--343 Mark R. Segal and Peter Bacchetti and Nicholas P. Jewell Variances for Maximum Penalized Likelihood Estimates Obtained via the EM Algorithm . . . . . . . . . . . . . . . 345--352 Thomas A. Severini Nonparametric Conditional Inference for a Location Parameter . . . . . . . . . . 353--362 Jean Diebolt and Christian P. Robert Estimation of Finite Mixture Distributions through Bayesian Sampling 363--375 Gareth O. Roberts and Nicholas G. Polson On the Geometric Convergence of the Gibbs Sampler . . . . . . . . . . . . . 377--384 E. A. Catchpole and B. J. T. Morgan Boundary Estimation in Ring Recovery Models . . . . . . . . . . . . . . . . . 385--391 Ali S. Hadi A Modification of a Method for the Detection of Outliers in Multivariate Samples . . . . . . . . . . . . . . . . 393--396 Thomas J. DiCiccio and Steven E. Stern Frequentist and Bayesian Bartlett Correction of Test Statistics Based on Adjusted Profile Likelihoods . . . . . . 397--408 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
B. D. Ripley Neural Networks and Related Methods for Classification . . . . . . . . . . . . . 409--456 S. M. Lewis and A. M. Dean and N. R. Draper and P. Prescott Mixture Designs for q Components in Orthogonal Blocks . . . . . . . . . . . 457--467 S. C. Pearce Reinforced Lattices . . . . . . . . . . 469--476 Gangaji Maguluri and Cun-Hui Zhang Estimation in the Mean Residual Life Regression Model . . . . . . . . . . . . 477--489 Richard A. Lockhart and Michael A. Stephens Estimation and Tests of Fit for the Three-Parameter Weibull Distribution . . 491--500 A. E. Gelfand and D. K. Dey Bayesian Model Choice: Asymptotics and Exact Calculations . . . . . . . . . . . 501--514 Richard L. Smith and Ishay Weissman Estimating the Extremal Index . . . . . 515--528 Jeffrey D. Hart Automated Kernel Smoothing of Dependent Data by Using Time Series Cross- Validation . . . . . . . . . . . . . . . 529--542 J. Q. Smith The Inadmissibility of Certain Bayes Decision Rules Under Vague Priors in Location Problems . . . . . . . . . . . 543--548 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Ulf Grenander and Michael I. Miller Representations of Knowledge in Complex Systems . . . . . . . . . . . . . . . . 549--603 Ann F. S. Mitchell A Note on Posterior Moments for a Normal Mean with Double-Exponential Prior . . . 605--610 R. N. Edmondson Fractional Factorial Designs for Factors with a Prime Number of Quantitative Levels . . . . . . . . . . . . . . . . . 611--622 Tamas Rudas and Clifford C. Clogg and Bruce G. Lindsay A New Index of Fit Based on Mixture Methods for the Analysis of Contingency Tables . . . . . . . . . . . . . . . . . 623--639 Paul R. Rosenbaum Dispersion Effects from Fractional Factorials in Taguchi's Method of Quality Design . . . . . . . . . . . . . 641--652 J. S. Marron and D. Ruppert Transformations to Reduce Boundary Bias in Kernel Density Estimation . . . . . . 653--671 L. Billard and Zhen Zhao Multiple-Stage Non-Homogeneous Markov Models for the Acquired Immune Deficiency Syndrome Epidemic . . . . . . 673--686 Jiahua Chen and J. D. Kalbfleisch Inverse Problems in Fractal Construction: Hellinger Distance Method 687--700 Qiwei Yao and Howell Tong Quantifying the Influence of Initial Values on Non-Linear Prediction . . . . 701--725 Richard William Farebrother The Cholesky Decomposition of $ P - p p' $ . . . . . . . . . . . . . . . . . . . 727--727 Anonymous Volume Information . . . . . . . . . . . 729--731 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Report of the Editors: 1994 . . . . . . 1--1 R. C. H. Cheng and L. Traylor Non-Regular Maximum Likelihood Problems 3--44 David Draper Assessment and Propagation of Model Uncertainty . . . . . . . . . . . . . . 45--97 Anthony O'Hagan Fractional Bayes Factors for Model Comparison . . . . . . . . . . . . . . . 99--138 Dulal K. Bhaumik Majorization and $D$-Optimality for Complete Block Designs under Correlations . . . . . . . . . . . . . . 139--143 Daniel Pena and Victor J. Yohai The Detection of Influential Subsets in Linear Regression by using an Influence Matrix . . . . . . . . . . . . . . . . . 145--156 Jun S. Liu and Wing H. Wong and Augustine Kong Covariance Structure and Convergence Rate of the Gibbs Sampler with Various Scans . . . . . . . . . . . . . . . . . 157--169 Eva Herrmann and Joachim Engel and M. P. Wand and Theo Gasser A Bandwidth Selector for Bivariate Kernel Regression . . . . . . . . . . . 171--180 A. J. Lawrence Deletion Influence and Masking in Regression . . . . . . . . . . . . . . . 181--189 P. J. Laycock and P. J. Rowley A Method for Generating and Labelling All Regular Fractions or Blocks for $ q^{n - m}$-designs . . . . . . . . . . . 191--204 Bernard Prum and François Rodolphe and Elisabeth de Turckheim Finding Words with Unexpected Frequencies in Deoxyribonucleic Acid Sequences . . . . . . . . . . . . . . . 205--220 J. B. Copas Local Likelihood Based on Kernel Censoring . . . . . . . . . . . . . . . 221--235 Sylvia Fruhwirth-Schnatter Bayesian Model Discrimination and Bayes Factors for Linear Gaussian State Space Models . . . . . . . . . . . . . . . . . 237--246 Purushottam W. Laud and Joseph G. Ibrahim Predictive Model Selection . . . . . . . 247--262 Jianhua Guo and Zhi Geng Collapsibility of Logistic Regression Coefficients . . . . . . . . . . . . . . 263--267 F. G. Ball and S. S. Davies Statistical Inference for a Two-State Markov Model of a Single Ion Channel, Incorporating Time Interval Omission . . 269--287 Yoav Benjamini and Yosef Hochberg Controlling the False Discovery Rate: A Practical and Powerful Approach to Multiple Testing . . . . . . . . . . . . 289--300 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
David L. Donoho and Iain M. Johnstone and Gerard Kerkyacharian and Dominique Picard Wavelet Shrinkage: Asymptopia? . . . . . 301--369 Jianqing Fan and Irene Gijbels Data-Driven Bandwidth Selection in Local Polynomial Fitting: Variable Bandwidth and Spatial Adaptation . . . . . . . . . 371--394 Anthony Y. C. Kuk Asymptotically Unbiased Estimation in Generalized Linear Models with Random Effects . . . . . . . . . . . . . . . . 395--407 James M. Robins and Fushing Hsieh and Whitney Newey Semiparametric Efficient Estimation of a Conditional Density with Missing or Mismeasured Covariates . . . . . . . . . 409--424 Kenneth Lange A Gradient Algorithm Locally Equivalent to the EM Algorithm . . . . . . . . . . 425--437 Peter Hall and Rodney C. L. Wolff Properties of Invariant Distributions and Lyapunov Exponents for Chaotic Logistic Maps . . . . . . . . . . . . . 439--452 Tak K. Mak Regression Models with Incidental Parameters . . . . . . . . . . . . . . . 453--457 R. A. Bailey and D. A. Preece and C. A. Rowley Randomization for a Balanced Superimposition of One Youden Square on Another . . . . . . . . . . . . . . . . 459--469 Ann F. S. Mitchell Corrigendum: A Note on Posterior Moments for a Normal Mean with Double-Exponential Prior . . . . . . . . 471--471 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Bradley P. Carlin and Siddhartha Chib Bayesian Model Choice via Markov Chain Monte Carlo Methods . . . . . . . . . . 473--484 Pablo A. Ferrari and Arnoldo Frigessi and Paula Gonzaga de Sa Fast Approximate Maximum a Posteriori Restoration of Multicolour Images . . . 485--500 Vincent Granville and Jean Paul Rasson Multivariate Discriminant Analysis and Maximum Penalized Likelihood Density Estimation . . . . . . . . . . . . . . . 501--517 Douglas Nychka and David Ruppert Nonparametric Transformations for Both Sides of a Regression Model . . . . . . 519--532 G. F. V. Glonek and P. McCullagh Multivariate Logistic Models . . . . . . 533--546 Paul Damien and Purushottam W. Laud and Adrian F. M. Smith Approximate Random Variate Generation from Infinitely Divisible Distributions with Applications to Bayesian Inference 547--563 A. Niinimaa and H. Oja On the Influence Functions of Certain Bivariate Medians . . . . . . . . . . . 565--574 Linda M. Haines A Geometric Approach to Optimal Design for One-Parameter Non-linear Models . . 575--598 Michael P. Windham Robustifying Model Fitting . . . . . . . 599--609 Daniel Pena and Victor J. Yohai Corrigendum: The Detection of Influential Subsets in Linear Regression by Using an Influence Matrix . . . . . . 611--611 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Tze Leung Lai Sequential Changepoint Detection in Quality Control and Dynamical Systems 613--658 Jan Beran Maximum Likelihood Estimation of the Differencing Parameter for Invertible Short and Long Memory Autoregressive Integrated Moving Average Models . . . . 659--672 B. W. Silverman Incorporating Parametric Effects into Functional Principal Components Analysis 673--689 Garrett M. Fitzmaurice and Geert Molenberghs and Stuart R. Lipsitz Regression Models for Longitudinal Binary Responses with Informative Drop- Outs . . . . . . . . . . . . . . . . . . 691--704 K. D. Glazebrook and R. J. Boys A Class of Bayesian Models for Optimal Exploration . . . . . . . . . . . . . . 705--720 Eve Bofinger and Mark Bofinger Equivalence with Respect to a Control: Stepwise Tests . . . . . . . . . . . . . 721--733 Fushing Hsieh The Empirical Process Approach for Semiparametric Two-Sample Models with Heterogeneous Treatment Effect . . . . . 735--748 Zhenming Shun and Peter McCullagh Laplace Approximation of High Dimensional Integrals . . . . . . . . . 749--760 J. K. Ghosh and Rahul Mukerjee On Perturbed Ellipsoidal and Highest Posterior Density Regions with Approximate Frequentist Validity . . . . 761--769 Josep Ginebra and Murray K. Clayton Response Surface Bandits . . . . . . . . 771--784 Anonymous Volume Information . . . . . . . . . . . 785--787 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Report of the Editor: 1995 . . . . . . . 1--1 Peter Walley Inferences from Multinomial Data: Learning about a Bag of Marbles . . . . 3--57 A. C. Atkinson The Usefulness of Optimum Experimental Designs . . . . . . . . . . . . . . . . 59--76 R. A. Bates and R. J. Buck and E. Riccomagno and H. P. Wynn Experimental Design and Observation for Large Systems . . . . . . . . . . . . . 77--94 Anonymous Discussion of the Papers by Atkinson, and Bates et al . . . . . . . . . . . . 95--111 Martyn Plummer and David Clayton Estimation of Population Exposure in Ecological Studies . . . . . . . . . . . 113--126 Michael F. W. Festing and David P. Lovell Reducing the Use of Laboratory Animals in Toxicological Research and Testing by Better Experimental Design . . . . . . . 127--140 Anonymous Discussion of the Papers by Plummer and Clayton, and Festing and Lovell . . . . 141--153 Trevor Hastie and Robert Tibshirani Discriminant Analysis by Gaussian Mixtures . . . . . . . . . . . . . . . . 155--176 Richard P. Waterman and Bruce G. Lindsay A Simple and Accurate Method for Approximate Conditional Inference Applied to Exponential Family Models . . 177--188 Thomas J. DiCiccio and Michael A. Martin and Steven E. Stern and G. Alastair Young Information Bias and Adjusted Profile Likelihoods . . . . . . . . . . . . . . 189--203 James Rochon Accounting for Covariates Observed Post Randomization for Discrete and Continuous Repeated Measures Data . . . 205--219 Sandor Csorgo and Julian J. Faraway The Exact and Asymptotic Distributions of Cramér--von Mises Statistics . . . . . 221--234 Stephen M. S. Lee and G. Alastair Young Sequential Iterated Bootstrap Confidence Intervals . . . . . . . . . . . . . . . 235--251 Joseph B. Lang On the Comparison of Multinomial and Poisson Log-Linear Models . . . . . . . 253--266 Robert Tibshirani Regression Shrinkage and Selection via the Lasso . . . . . . . . . . . . . . . 267--288 Geoffrey S. Watson Spectral Decomposition of the Covariance Matrix of a Multinomial . . . . . . . . 289--291 Daniela Cocchi and Michel Mouchart Quasi-Linear Bayes Estimation in Stratified Finite Populations . . . . . 293--300 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
M. Goldstein and A. O'Hagan Bayes Linear Sufficiency and Systems of Expert Posterior Assessments . . . . . . 301--316 C. C. Heyde and R. Morton Quasi-Likelihood and Generalizing the EM Algorithm . . . . . . . . . . . . . . . 317--327 Stuart G. Coles and Jonathan A. Tawn Modelling Extremes of the Areal Rainfall Process . . . . . . . . . . . . . . . . 329--347 C. P. Farrington On Assessing Goodness of Fit of Generalized Linear Models to Sparse Data 349--360 Peter Hall and Prakash Patil On the Choice of Smoothing Parameter, Threshold and Truncation in Nonparametric Regression by Non-Linear Wavelet Methods . . . . . . . . . . . . 361--377 Trevor Hastie Pseudosplines . . . . . . . . . . . . . 379--396 Rong Chen and Jun S. Liu Predictive Updating Methods with Application to Bayesian Classification 397--415 Martin Crowder Some Tests Based on Extreme Values for a Parametric Survival Model . . . . . . . 417--424 A. P. Dawid and J. Mortera Coherent Analysis of Forensic Identification Evidence . . . . . . . . 425--443 Jonathan J. Forster and John W. McDonald and Peter W. F. Smith Monte Carlo Exact Conditional Tests for Log-Linear and Logistic Models . . . . . 445--453 Wei Liu Multiple Tests of a Non-Hierarchical Finite Family of Hypotheses . . . . . . 455--461 G. P. Nason Wavelet Shrinkage Using Cross-Validation 463--479 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
T. W. Yee and C. J. Wild Vector Generalized Additive Models . . . 481--493 J. O. Ramsay Principal Differential Analysis: Data Reduction by Differential Operators . . 495--508 Michael Sherman Variance Estimation for Statistics Computed from Spatial Lattice Data . . . 509--523 Huibin Yue and K. S. Chan Asymptotic Efficiency of the Sample Mean in Markov Chain Monte Carlo Schemes . . 525--539 Daniel Rabinowitz and Nicholas P. Jewell Regression with Doubly Censored Current Status Data . . . . . . . . . . . . . . 541--550 Ann Cowling and Peter Hall On Pseudodata Methods for Removing Boundary Effects in Kernel Density Estimation . . . . . . . . . . . . . . . 551--563 Gordon K. Smyth and Arunas P. Verbyla A Conditional Likelihood Approach to Residual Maximum Likelihood Estimation in Generalized Linear Models . . . . . . 565--572 Bent Jorgensen and Rodrigo Labouriau and Soren Lundbye-Christensen Linear Growth Curve Analysis Based on Exponential Dispersion Models . . . . . 573--592 Jeremy M. G. Taylor and Arminda L. Siqueira and Robert T. Weiss The Cost of Adding Parameters to a Model 593--607 Z. D. Feng and C. E. McCulloch Using Bootstrap Likelihood Ratios in Finite Mixture Models . . . . . . . . . 609--617 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Y. Lee and J. A. Nelder Hierarchical Generalized Linear Models 619--678 K. D. S. Young and L. I. Pettit Measuring Discordancy Between Prior and Data . . . . . . . . . . . . . . . . . . 679--689 Sucharita Ghosh A New Graphical Tool to Detect Non-Normality . . . . . . . . . . . . . 691--702 Anders Bjorkstrom and Rolf Sundberg Continuum Regression is Not Always Continuous . . . . . . . . . . . . . . . 703--710 C. J. Wild and T. W. Yee Additive Extensions to Generalized Estimation Equation Methods . . . . . . 711--725 Peter Hall and Bingyi Jing On Sample Reuse Methods for Dependent Data . . . . . . . . . . . . . . . . . . 727--737 Robert Weiss An Approach to Bayesian Sensitivity Analysis . . . . . . . . . . . . . . . . 739--750 Philip H. Rhodes and M. Elizabeth Halloran and Ira M. Longini, Jr. Counting Process Models for Infectious Disease Data: Distinguishing Exposure to Infection from Susceptibility . . . . . 751--762 E. A. Catchpole and S. N. Freeman and B. J. T. Morgan Steps to Parameter Redundancy in Age-Dependent Recovery Models . . . . . 763--774 M. J. Phillips and T. J. Sweeting Estimation for Censored Exponential Data when The Censoring Times are Subject to Error . . . . . . . . . . . . . . . . . 775--783 Kung-Yee Liang and Steven G. Self On the Asymptotic Behaviour of the Pseudolikelihood Ratio Test Statistic 785--796 Anonymous Volume Information . . . . . . . . . . . 797--799 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
M. C. Jones and G. A. Young Editorial: Report of the Editors --- 1996 . . . . . . . . . . . . . . . . . . 1--2 Leo Breiman and Jerome H. Friedman Predicting Multivariate Responses in Multiple Linear Regression . . . . . . . 3--54 J. B. Copas and H. G. Li Inference for Non-Random Samples . . . . 55--95 Holger Dette Designing Experiments with Respect to `Standardized' Optimality Criteria . . . 97--110 Anthony C. Atkinson and R. Dennis Cook Designing for a Response Transformation Parameter . . . . . . . . . . . . . . . 111--124 J. L. Hutton and P. J. Solomon Parameter Orthogonality in Mixed Regression Models for Survival Data . . 125--136 R. C. H. Cheng and W. B. Liu A Continuous Representation of the Family of Stable Law Distributions . . . 137--145 V. K. Jandhyala and I. B. MacNeill Iterated Partial Sum Sequences of Regression Residuals and Tests for Changepoints with Continuity Constraints 147--156 D. Commenges and H. Jacqmin-Gadda Generalized Score Test of Homogeneity Based on Correlated Random Effects Models . . . . . . . . . . . . . . . . . 157--171 G. K. Eagleson and H. G. Müller Transformations for Smooth Regression Models with Multiplicative Errors . . . 173--189 Ming-Yen Cheng Boundary Aware Estimators of Integrated Density Derivative Products . . . . . . 191--203 Naomi Altman and Christian Léger On the Optimality of Prediction-based Selection Criteria and the Convergence Rates of Estimators . . . . . . . . . . 205--216 Sibusiso Sibisi and John Skilling Prior Distributions on Measure Space . . 217--235 J. Haywood and G. Tunnicliffe Wilson Fitting Time Series Models by Minimizing Multistep-Ahead Errors: A Frequency Domain Approach . . . . . . . . . . . . 237--254 C. K. Carter and R. Kohn Semiparametric Bayesian Inference for Time Series with Mixed Spectra . . . . . 255--268 Yu Shen and Thomas R. Fleming Weighted Mean Survival Test Statistics: A Class of Distance Tests for Censored Survival Data . . . . . . . . . . . . . 269--280 John T. Kent and Kanti V. Mardia Consistency of Procrustes Estimators . . 281--290 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
G. O. Roberts and S. K. Sahu Updating Schemes, Correlation Structure, Blocking and Parameterization for the Gibbs Sampler . . . . . . . . . . . . . 291--317 Iain M. Johnstone and Bernard W. Silverman Wavelet Threshold Estimators for Data with Correlated Noise . . . . . . . . . 319--351 Ian L. Dryden and Mohammad Reza Faghihi and Charles C. Taylor Procrustes Shape Analysis of Planar Point Subsets . . . . . . . . . . . . . 353--374 Daniel F. Heitjan Ignorability, Sufficiency and Ancillarity . . . . . . . . . . . . . . 375--381 Stephen M. S. Lee and G. Alastair Young Estimation of the Distribution Function of a Standardized Statistic . . . . . . 383--400 Geert Molenberghs and Els Goetghebeur Simple Fitting Algorithms for Incomplete Categorical Data . . . . . . . . . . . . 401--414 Niels G. Becker and Abraham M. Hasofer Estimation in Epidemics with Incomplete Observations . . . . . . . . . . . . . . 415--429 Per M. Brockhoff and Hans-Georg Müller Random Effect Threshold Models for Dose--Response Relationships with Repeated Measurements . . . . . . . . . 431--446 Norman E. Breslow and Richard Holubkov Maximum Likelihood Estimation of Logistic Regression Parameters Under Two- Phase, Outcome-Dependent Sampling 447--461 S. T. Boris Choy and Adrian F. M. Smith On Robust Analysis of a Normal Location Parameter . . . . . . . . . . . . . . . 463--474 Anthony W. Ledford and Jonathan A. Tawn Modelling Dependence Within Joint Tail Regions . . . . . . . . . . . . . . . . 475--499 Nhu D. Le and Weimin Sun and James V. Zidek Bayesian Multivariate Spatial Interpolation with Data Missing by Design . . . . . . . . . . . . . . . . . 501--510 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Xiao-Li Meng and David Van Dyk The EM Algorithm --- An Old Folk-Song Sung to a Fast New Tune . . . . . . . . 511--567 Mortaza Jamshidian and Robert I. Jennrich Acceleration of the EM Algorithm by Using Quasi-Newton Methods . . . . . . . 569--587 Alice S. Whittemore Multistage Sampling Designs and Estimating Equations . . . . . . . . . . 589--602 Yazhen Wang Fractal Function Estimation via Wavelet Shrinkage . . . . . . . . . . . . . . . 603--613 Gary K. Grunwald and Kais Hamza and Rob J. Hyndman Some Properties and Generalizations of Non-Negative Bayesian Time Series Models 615--626 John J. Hanfelt and Kung-Yee Liang Approximate Likelihoods for Generalized Linear Errors-in-Variables Models . . . 627--637 Arthur B. Yeh and Kesar Singh Balanced Confidence Regions Based on Tukey's Depth and the Bootstrap . . . . 639--652 Steven E. Stern A Second-Order Adjustment to the Profile Likelihood in the Case of a Multidimensional Parameter of Interest 653--665 Mary Dupuis Sammel and Louise M. Ryan and Julie M. Legler Latent Variable Models for Mixed Discrete and Continuous Outcomes . . . . 667--678 John T. Kent and Andrew T. A. Wood Estimating the Fractal Dimension of a Locally Self-Similar Gaussian Process by Using Increments . . . . . . . . . . . . 679--699 S. J. Welham and R. Thompson Likelihood Ratio Tests for Fixed Model Terms Using Residual Maximum Likelihood 701--714 Maria-Pia Victoria-Feser A Robust Test for Non-Nested Hypotheses 715--727 R. C. H. Cheng and W. B. Liu Acknowledgement of Priority: Acknowledgement of Priority: A Continuous Representation of the Family of Stable Law Distributions . . . . . . 729--729 R. C. H. Cheng and W. B. Liu Acknowledgement of Priority: A Continuous Representation of the Family of Stable Law Distributions . . . . . . 729--729 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Sylvia Richardson and Peter J. Green On Bayesian Analysis of Mixtures with an Unknown Number of Components (with discussion) . . . . . . . . . . . . . . 731--792 D. Firth and J. P. Hinde On Bayesian $D$-Optimum Design Criteria and the Equivalence Theorem in Non-Linear Models . . . . . . . . . . . 793--797 D. Firth and J. P. Hinde Parameter Neutral Optimum Design for Non-Linear Models . . . . . . . . . . . 799--811 Scott M. Berry and Joseph B. Kadane Optimal Bayesian Randomization . . . . . 813--819 Alan M. Polansky and William. R. Schucany Kernel Smoothing to Improve Bootstrap Confidence Intervals . . . . . . . . . . 821--838 Wing K. Fung and C. W. Kwan A Note on Local Influence Based on Normal Curvature . . . . . . . . . . . . 839--843 Stephen G. Walker and Bani K. Mallick Hierarchical Generalized Linear Models and Frailty Models with Bayesian Nonparametric Mixing . . . . . . . . . . 845--860 Peter M. Heffernan Unbiased Estimation of Central Moments by Using $U$-Statistics . . . . . . . . 861--863 Anonymous Index: Author Index: Volume 59, 1997 . . 865--867 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
M. C. Jones and G. A. Young Editorial: Report of the Editors --- 1997 . . . . . . . . . . . . . . . . . . 1--2 D. Firth and K. E. Bennett Robust Models in Probability Sampling 3--21 D. Pfeffermann and C. J. Skinner and D. J. Holmes and H. Goldstein and J. Rasbash Weighting for Unequal Selection Probabilities in Multilevel Models . . . 23--40 Anonymous Discussion on the papers by Firth and Bennett and Pfeffermann et al. . . . . . 41--56 Jonathan J. Forster and Peter W. F. Smith Model-Based Inference for Categorical Survey Data Subject to Non-Ignorable Non-Response . . . . . . . . . . . . . . 57--70 David Clayton and David Spiegelhalter and Graham Dunn and Andrew Pickles Analysis of Longitudinal Binary Data from Multi-Phase Sampling . . . . . . . 71--87 Anonymous Discussion on the papers by Forster and Smith and Clayton et al. . . . . . . . . 89--102 Constantinos Goutis Second-Derivative Functional Regression with Applications to Near Infra-Red Spectroscopy . . . . . . . . . . . . . . 103--114 Lonnie Magee Improving Survey-Weighted Least Squares Regression . . . . . . . . . . . . . . . 115--126 Stuart R. Lipsitz and Lue Ping Zhao and Geert Molenberghs A Semiparametric Method of Multiple Imputation . . . . . . . . . . . . . . . 127--144 Biman Chakraborty and Probal Chaudhuri On an adaptive transformation--retransformation estimate of multivariate location . . . 145--157 Yuedong Wang Mixed Effects Smoothing Spline Analysis of Variance . . . . . . . . . . . . . . 159--174 Pietro Muliere and Stephen Walker Extending the Family of Bayesian Bootstraps and Exchangeable Urn Schemes 175--182 Thomas W. Yee On an Alternative Solution to the Vector Spline Problem . . . . . . . . . . . . . 183--188 Chi-Lung Cheng and Hans Schneeweiss Polynomial Regression With Errors in the Variables . . . . . . . . . . . . . . . 189--199 John Haslett and Kevin Hayes Residuals For the Linear Model With General Covariance Structure . . . . . . 201--215 J. P. Nielsen and O. B. Linton An Optimization Interpretation of Integration and Back-Fitting Estimators For Separable Nonparametric Models . . . 217--222 Axel Munk and Claudia Czado Nonparametric Validation of Similar Distributions and Assessment of Goodness of Fit . . . . . . . . . . . . . . . . . 223--241 Gang Li and Jing Qin Semiparametric Likelihood-Based Inference for Biased and Truncated Data When the Total Sample Size is Known . . 243--254 Gareth O. Roberts and Jeffrey S. Rosenthal Optimal Scaling of Discrete Approximations to Langevin Diffusions 255--268 Murray Aitkin Simpson's Paradox and the Bayes Factor 269--270 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Clifford M. Hurvich and Jeffrey S. Simonoff and Chih-Ling Tsai Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion 271--293 Alberto Luceño Detecting Possibly Non-Consecutive Outliers in Industrial Time Series . . . 295--310 Michael Smith and Chi-Ming Wong and Robert Kohn Additive Nonparametric Regression with Autocorrelated Errors . . . . . . . . . 311--331 D. G. T. Denison and B. K. Mallick and A. F. M. Smith Automatic Bayesian Curve Fitting . . . . 333--350 J. O. Ramsay and Xiaochun Li Curve Registration . . . . . . . . . . . 351--363 J. O. Ramsay Estimating Smooth Monotone Functions . . 365--375 A. C. Singh and D. M. Stukel and D. Pfeffermann Bayesian Versus Frequentist Measures of Error in Small Area Estimation . . . . . 377--396 Raymond L. Chambers and Alan H. Dorfman and Suojin Wang Limited Information Likelihood Analysis of Survey Data . . . . . . . . . . . . . 397--411 A. H. Welsh and Elvezio Ronchetti Bias-Calibrated Estimation from Sample Surveys Containing Outliers . . . . . . 413--428 Yongmiao Hong Testing for Pairwise Serial Independence via the Empirical Distribution Function 429--453 Wei Shen and Thomas A. Louis Triple-Goal Estimates in Two-Stage Hierarchical Models . . . . . . . . . . 455--471 S. Nadarajah and C. W. Anderson and J. A. Tawn Ordered Multivariate Extremes . . . . . 473--496 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
James S. Hodges Some Algebra and Geometry for Hierarchical Models, Applied to Diagnostics . . . . . . . . . . . . . . 497--536 Xuming He and Pin Ng and Stephen Portnoy Bivariate Quantile Smoothing Splines . . 537--550 Peide Shi and Chih-Ling Tsai A Note on the Unification of the Akaike Information Criterion . . . . . . . . . 551--558 Xiao-Li Meng and David van Dyk Fast EM-type implementations for mixed effects models . . . . . . . . . . . . . 559--578 Ming-Yen Cheng and Peter Hall Calibrating the Excess Mass and Dip Tests of Modality . . . . . . . . . . . 579--589 Jianqing Fan and Mark Farmen and Irene Gijbels Local Maximum Likelihood Estimation and Inference . . . . . . . . . . . . . . . 591--608 A. Pievatolo and Peter J. Green Boundary Detection Through Dynamic Polygons . . . . . . . . . . . . . . . . 609--626 P. J. Brown and M. Vannucci and T. Fearn Multivariate Bayesian Variable Selection and Prediction . . . . . . . . . . . . . 627--641 Geoff K. Nicholls Bayesian Image Analysis with Markov Chain Monte Carlo and Coloured Continuum Triangulation Models . . . . . . . . . . 643--659 Sylvia Richardson and Peter J. Green Corrigendum: On Bayesian Analysis of Mixtures with an Unknown Number of Components . . . . . . . . . . . . . . . 661--661 S. Richardson and P. J. Green Correction: Corrigendum: On Bayesian analysis of mixtures with an unknown number of components . . . . . . . . . . 661--661 Anonymous Back Matter . . . . . . . . . . . . . . 662--662 Anonymous Front Matter . . . . . . . . . . . . . . ??
Tom Britton Estimation in Multitype Epidemics . . . 663--679 Theo Gasser and Peter Hall and Brett Presnell Nonparametric Estimation of the Mode of a Distribution of Random Curves . . . . 681--691 Holger Dette and Axel Munk Testing Heteroscedasticity in Nonparametric Regression . . . . . . . . 693--708 Shinto Eguchi and John Copas A Class of Local Likelihood Methods and Near-Parametric Asymptotics . . . . . . 709--724 F. Abramovich and T. Sapatinas and B. W. Silverman Wavelet Thresholding via a Bayesian Approach . . . . . . . . . . . . . . . . 725--749 Holger Dette and Axel Munk and Thorsten Wagner Estimating the variance in nonparametric regression --- what is a reasonable choice? . . . . . . . . . . . . . . . . 751--764 Kostas Skouras and A. Philip Dawid On Efficient Point Prediction Systems 765--780 Jean-Pierre Stockis and Howell Tong On the Statistical Inference of a Machine-Generated Autoregressive AR(1) Model . . . . . . . . . . . . . . . . . 781--796 Yingcun Xia Bias-Corrected Confidence Bands in Nonparametric Regression . . . . . . . . 797--811 Peter M. Heffernan Acknowledgement of Priority: Unbiased Estimation of Central Moments by Using $U$-Statistics . . . . . . . . . . . . . 813--813 Anonymous Index of authors, volume 60, 1998 . . . 814--816 Anonymous Contents of volume 60, 1998 . . . . . . 817--818 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
D. Firth and M. C. Jones Report of the Editors: 1998 . . . . . . 1--2 Steve Davies and Peter Hall Fractal Analysis of Surface Roughness by Using Spatial Data . . . . . . . . . . . 3--37 I. Gijbels and A. Pope and M. P. Wand Understanding Exponential Smoothing via Kernel Regression . . . . . . . . . . . 39--50 Wai-Yin Poon and Yat Sun Poon Conformal Normal Curvature and Assessment of Local Influence . . . . . 51--61 Anestis Antoniadis and Gerard Grégoire and Guy Nason Density and Hazard Rate Estimation for Right-Censored Data by Using Wavelet Methods . . . . . . . . . . . . . . . . 63--84 Ching-Shui Cheng and David M. Steinberg and Don X. Sun Minimum Aberration and Model Robustness for Two-Level Fractional Factorial Designs . . . . . . . . . . . . . . . . 85--93 M. E. A. Hodgson A Bayesian Restoration of an Ion Channel Signal . . . . . . . . . . . . . . . . . 95--114 Thomas A. Severini On the Effect of Overdispersion on Exact Conditional Tests . . . . . . . . . . . 115--126 Qiwei Yao and Byron J. T. Morgan Empirical Transform Estimation for Indexed Stochastic Models . . . . . . . 127--141 Peter Hall and Brett Presnell Intentionally Biased Bootstrap Methods 143--158 James Carpenter Test Inversion Bootstrap Confidence Intervals . . . . . . . . . . . . . . . 159--172 Joseph G. Ibrahim and Stuart R. Lipsitz and Ming-Hui Chen Missing Covariates in Generalized Linear Models When the Missing Data Mechanism Is Non-Ignorable . . . . . . . . . . . . 173--190 D. S. Poskitt and K. Dogancay and Shin-Ho Chung Double-Blind Deconvolution: The Analysis of Post-Synaptic Currents in Nerve Cells 191--212 Paolo Vidoni Exponential Family State Space Models Based on a Conjugate Latent Process . . 213--221 Ming-Hui Chen and Joseph G. Ibrahim and Constantin Yiannoutsos Prior Elicitation, Variable Selection and Bayesian Computation for Logistic Regression Models . . . . . . . . . . . 223--242 Jianguo Sun A Nonparametric Test for Current Status Data with Unequal Censoring . . . . . . 243--250 Jesper Mòller Perfect Simulation of Conditionally Specified Models . . . . . . . . . . . . 251--264 James G. Booth and James P. Hobert Maximizing Generalized Linear Mixed Model Likelihoods with an Automated Monte Carlo EM Algorithm . . . . . . . . 265--285 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Niels G. Becker and Tom Britton Statistical Studies of Infectious Disease Incidence . . . . . . . . . . . 287--307 Ingemar Nåsell On the Time to Extinction in Recurrent Epidemics . . . . . . . . . . . . . . . 309--330 Paul Damien and Jon Wakefield and Stephen Walker Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables . . . . . . . 331--344 Alberto Luceño Discrete approximations to continuous univariate distributions --- an alternative to simulation . . . . . . . 345--352 Stephen M. S. Lee and G. Alastair Young The Effect of Monte Carlo Approximation on Coverage Error of Double-Bootstrap Confidence Intervals . . . . . . . . . . 353--366 Robin Henderson and Paul Oman Effect of Frailty on Marginal Regression Estimates in Survival Analysis . . . . . 367--379 Xihong Lin and Daowen Zhang Inference in Generalized Additive Mixed Models by Using Smoothing Splines . . . 381--400 D. Y. Lin and Paul S. F. Yip Parametric Regression Models for Continuous Time Removal and Recapture Studies . . . . . . . . . . . . . . . . 401--411 J. F. Lawless and J. D. Kalbfleisch and C. J. Wild Semiparametric Methods for Response-Selective and Missing Data Problems in Regression . . . . . . . . . 413--438 H. G. Müller and U. Stadtmüller Multivariate Boundary Kernels and a Continuous Least Squares Principle . . . 439--458 Thomas Lumley and Patrick Heagerty Weighted Empirical Adaptive Variance Estimators for Correlated Data Regression . . . . . . . . . . . . . . . 459--477 David Oakes Direct Calculation of the Information Matrix via the EM Algorithm . . . . . . 479--482 A. Gelman and T. P. Speed Corrigendum: Characterizing a Joint Probability Distribution by Conditionals 483--483 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Stephen G. Walker and Paul Damien and Purushottam W. Laud and Adrian F. M. Smith Bayesian Nonparametric Inference for Random Distributions and Related Functions . . . . . . . . . . . . . . . 485--527 Robert Tibshirani and Keith Knight The Covariance Inflation Criterion for Adaptive Model Selection . . . . . . . . 529--546 Stephen J. Iturria and Raymond J. Carroll and David Firth Polynomial Regression and Estimating Functions in the Presence of Multiplicative Measurement Error . . . . 547--561 Chunsheng Ma and John Robinson Saddlepoint Approximations for the Difference of Order Statistics and Studentized Sample Quantiles . . . . . . 563--577 A. Azzalini and A. Capitanio Statistical Applications of the Multivariate Skew Normal Distribution 579--602 John Haslett A Simple Derivation of Deletion Diagnostic Results for the General Linear Model with Correlated Errors . . 603--609 Michael E. Tipping and Christopher M. Bishop Probabilistic Principal Component Analysis . . . . . . . . . . . . . . . . 611--622 George S. Fishman An Analysis of Swendsen--Wang and Related Sampling Methods . . . . . . . . 623--641 Gareth O. Roberts and Jeffrey S. Rosenthal Convergence of Slice Sampler Markov Chains . . . . . . . . . . . . . . . . . 643--660 Peter Hall and Brett Presnell Biased Bootstrap Methods for Reducing the Effects of Contamination . . . . . . 661--680 Ibrahim A. Ahmad and Ibrahim A. Alwasel A Goodness-of-Fit Test for Exponentiality Based on the Memoryless Property . . . . . . . . . . . . . . . . 681--689 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Julian Besag and David Higdon Bayesian Analysis of Agricultural Field Experiments . . . . . . . . . . . . . . 691--746 Marcus Dacre and Kevin Glazebrook and Jose Niño-Mora The Achievable Region Approach to the Optimal Control of Stochastic Systems 747--791 Lijian Yang and Rolf Tschernig Multivariate Bandwidth Selection for Local Linear Regression . . . . . . . . 793--815 J. P. Fine Analysing Competing Risks Data with Transformation Models . . . . . . . . . 817--830 Peter Walley and Serafin Moral Upper Probabilities Based Only on the Likelihood Function . . . . . . . . . . 831--847 Trevor J. Sweeting On the construction of Bayes--confidence regions . . . . . . . . . . . . . . . . 849--861 Peter J. Lenk Bayesian Inference for Semiparametric Regression Using a Fourier Representation . . . . . . . . . . . . . 863--879 Gabriel Huerta and Mike West Priors and Component Structures in Autoregressive Time Series Models . . . 881--899 Stephen M. S. Lee On a Class of m out of n Bootstrap Confidence Intervals . . . . . . . . . . 901--911 K. V. Mardia and I. L. Dryden The Complex Watson Distribution and Shape Analysis . . . . . . . . . . . . . 913--926 Jianqing Fan and Jianwei Chen One-Step Local Quasi-Likelihood Estimation . . . . . . . . . . . . . . . 927--943 Rahul Mukerjee and N. Reid On Confidence Intervals Associated with the Usual and Adjusted Likelihoods . . . 945--953 Jesper Moller and Katja Schladitz Extensions of Fill's Algorithm for Perfect Simulation . . . . . . . . . . . 955--969 Marina Vannucci and Fabio Corradi Covariance Structure of Wavelet Coefficients: Theory and Models in a Bayesian Perspective . . . . . . . . . . 971--986 Anonymous Index of authors, volume 61, 1999 . . . 987--989 X. Wu and Z. Luo Corrigendum: Second-order approach to local influence . . . . . . . . . . . . 990--990 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
D. Firth and M. C. Jones Report of the Editors: 1999 . . . . . . 1--2 J. Durbin and S. J. Koopman Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives . . . . . . . . . . . . . . 3--56 Christian P. Robert and Tobias Rydén and D. M. Titterington Bayesian Inference in Hidden Markov Models through the Reversible Jump Markov Chain Monte Carlo Method . . . . 57--75 Jian-Qing Shi and Sik-Yum Lee Latent Variable Models with Mixed Continuous and Polytomous Data . . . . . 77--87 Alan D. Hutson and Michael D. Ernst The Exact Bootstrap Mean and Variance of an $L$-Estimator . . . . . . . . . . . . 89--94 Chun Shan Wong and Wai Keung Li On a Mixture Autoregressive Model . . . 95--115 Michael E. Robinson and Jonathan A. Tawn Extremal Analysis of Processes Sampled at Different Frequencies . . . . . . . . 117--135 Peter Hall and Yoshihiko Maesono A Weighted Bootstrap Approach to Bootstrap Iteration . . . . . . . . . . 137--144 Paola Sebastiani and Henry P. Wynn Maximum Entropy Sampling and Optimal Bayesian Experimental Design . . . . . . 145--157 Larry Wasserman Asymptotic Inference for Mixture Models Using Data-Dependent Priors . . . . . . 159--180 Juanjuan Fan and Ross L. Prentice and Li Hsu A Class of Weighted Dependence Measures for Bivariate Failure Time Data . . . . 181--190 A. C. Davison and N. I. Ramesh Local Likelihood Smoothing of Sample Extremes . . . . . . . . . . . . . . . . 191--208 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Peter McCullagh Invariance and Factorial Models . . . . 209--256 Mortaza Jamshidian and Robert I. Jennrich Standard Errors for EM Estimation . . . 257--270 Guy P. Nason and Rainer von Sachs and Gerald Kroisandt Wavelet Processes and Adaptive Estimation of the Evolutionary Wavelet Spectrum . . . . . . . . . . . . . . . . 271--292 Jianguo Sun and L. J. Wei Regression Analysis of Panel Count Data with Covariate-Dependent Observation and Censoring Times . . . . . . . . . . . . 293--302 Jianqing Fan and Jin-Ting Zhang Two-Step Estimation of Functional Linear Models with Applications to Longitudinal Data . . . . . . . . . . . . . . . . . . 303--322 Sudhir R. Paul and Dianliang Deng Goodness of Fit of Generalized Linear Models to Sparse Data . . . . . . . . . 323--333 Jörg Polzehl and Vladimir G. Spokoiny Adaptive Weights Smoothing with Applications to Image Restoration . . . 335--354 David B. Dunson Bayesian Latent Variable Models for Clustered Mixed Outcomes . . . . . . . . 355--366 A. J. Girling Rank Statistics Expressible as Integrals under $P$--$P$-Plots and Receiver Operating Characteristic Curves . . . . 367--382 Yingcun Xia and Howell Tong and W. K. Li and Li-Xing Zhu On the Estimation of an Instantaneous Transformation for Time Series . . . . . 383--397 Philip J. Everson and Carl N. Morris Inference for Multivariate Normal Hierarchical Models . . . . . . . . . . 399--412 S. N. Wood Modelling and Smoothing Parameter Estimation with Multiple Quadratic Penalties . . . . . . . . . . . . . . . 413--428 G. Huerta and M. West Corrigendum: Priors and Component Structures in Autoregressive Time Series Models . . . . . . . . . . . . . . . . . 429--429 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Kjell Doksum and Derick Peterson and Alex Samarov On Variable Bandwidth Selection in Local Polynomial Regression . . . . . . . . . 431--448 Yi-Hau Chen and Hung Chen A Unified Approach to Regression Analysis under Double-Sampling Designs 449--460 Edwin Choi and Peter Hall Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order 461--477 Peter Hall and Stephen M.-S. Lee and G. Alastair Young Importance of Interpolation When Constructing Double-Bootstrap Confidence Intervals . . . . . . . . . . . . . . . 479--491 Rong Chen and Jun S. Liu Mixture Kalman Filters . . . . . . . . . 493--508 C.-Y. Wang and Margaret Sullivan Pepe Expected Estimating Equations to Accommodate Covariate Measurement Error 509--524 Jim Q. Smith and Álvaro E. Faria, Jr. Bayesian Poisson Models for the Graphical Combination of Dependent Expert Information . . . . . . . . . . . 525--544 Joseph L. Gastwirth and Abba M. Krieger and Paul R. Rosenbaum Asymptotic Separability in Sensitivity Analysis . . . . . . . . . . . . . . . . 545--555 Yongmiao Hong Generalized Spectral Tests for Serial Dependence . . . . . . . . . . . . . . . 557--574 J. A. John and D. Whitaker Recursive Formulae for the Average Efficiency Factor in Block and Row- Column Designs . . . . . . . . . . . . . 575--583 Neil A. Butler and Michael C. Denham The Peculiar Shrinkage Properties of Partial Least Squares Regression . . . . 585--593 Myoung-jae Lee Median Treatment Effect in Randomized Trials . . . . . . . . . . . . . . . . . 595--604 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Matthew Stephens and Peter Donnelly Inference in Molecular Population Genetics . . . . . . . . . . . . . . . . 605--655 Haibo Zhou and C.-Y. Wang Failure Time Regression with Continuous Covariates Measured with Error . . . . . 657--665 Ronghui Xu and John O'Quigley Proportional Hazards Estimate of the Conditional Survival Function . . . . . 667--680 Merlise Clyde and Edward I. George Flexible Empirical Bayes Estimation for Wavelets . . . . . . . . . . . . . . . . 681--698 Chi-Lun Cheng and Hans Schneeweiss and Markus Thamerus A Small Sample Estimator for a Polynomial Regression with Errors in the Variables . . . . . . . . . . . . . . . 699--709 D. Y. Lin and L. J. Wei and I. Yang and Z. Ying Semiparametric Regression for the Mean and Rate Functions of Recurrent Events 711--730 John Whitehead and Susan Todd and W. J. Hall Confidence Intervals for Secondary Parameters Following a Sequential Test 731--745 Mei-Ling Ting Lee and Victor DeGruttola and David Schoenfeld A Model for Markers and Latent Health Status . . . . . . . . . . . . . . . . . 747--762 Prasad Naik and Chih-Ling Tsai Partial Least Squares Estimator for Single-Index Models . . . . . . . . . . 763--771 Kung-Yee Liang and Jing Qin Regression Analysis under Non-Standard Situations: A Pairwise Pseudolikelihood Approach . . . . . . . . . . . . . . . . 773--786 R. A. Sugden and T. M. F. Smith and R. P. Jones Cochran's Rule for Simple Random Sampling . . . . . . . . . . . . . . . . 787--793 Matthew Stephens Dealing with Label Switching in Mixture Models . . . . . . . . . . . . . . . . . 795--809 T. P. Hettmansperger and Hoben Thomas Almost Nonparametric Inference for Repeated Measures in Mixture Models . . 811--825 David M. Zucker and Offer Lieberman and Orly Manor Improved Small Sample Inference in the Mixed Linear Model: Bartlett Correction and Adjusted Likelihood . . . . . . . . 827--838 John M. Neuhaus Closure of the Class of Binary Generalized Linear Models in Some Non-Standard Settings . . . . . . . . . 839--846 Patrick E. Brown and Kjetil F. Kåresen and Gareth O. Roberts and Stefano Tonellato Blur-generated non-separable space--time models . . . . . . . . . . . . . . . . . 847--860 Anonymous Index of Authors . . . . . . . . . . . . 861--863 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
A. C. Davison and D. Firth Editorial: Report of the Editors --- 2000 . . . . . . . . . . . . . . . . . . 1--2 C. C. Holmes and B. K. Mallick Bayesian Regression with Multivariate Linear Splines . . . . . . . . . . . . . 3--17 Hanfeng Chen and Jiahua Chen and John D. Kalbfleisch A Modified Likelihood Ratio Test for Homogeneity in Finite Mixture Models . . 19--29 Simon C. Barry and A. H. Welsh Distance Sampling Methodology . . . . . 31--53 Martin Crowder On Repeated Measures Analysis with Misspecified Covariance Structure . . . 55--62 Fushing Hsieh On Heteroscedastic Hazards Regression Models: Theory and Application . . . . . 63--79 Paul Gustafson On Measuring Sensitivity to Parametric Model Misspecification . . . . . . . . . 81--94 Paul H. Garthwaite and Shafeeqah A. Al-Awadhi Non-Conjugate Prior Distribution Assessment for Multivariate Normal Sampling . . . . . . . . . . . . . . . . 95--110 Hong-Tu Zhu and Sik-Yum Lee Local Influence for Incomplete-Data Models . . . . . . . . . . . . . . . . . 111--126 Walter R. Gilks and Carlo Berzuini Following a moving target --- Monte Carlo inference for dynamic Bayesian models . . . . . . . . . . . . . . . . . 127--146 Göran Kauermann and Gerhard Tutz Testing Generalized Linear and Semiparametric Models against Smooth Alternatives . . . . . . . . . . . . . . 147--166 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Ole E. Barndorff-Nielsen and Neil Shephard Non-Gaussian Ornstein--Uhlenbeck-Based Models and Some of Their Uses in Financial Economics . . . . . . . . . . 167--241 Birgitte B. Rònn Nonparametric Maximum Likelihood Estimation for Shifted Curves . . . . . 243--259 Dimitris N. Politis and Michael Sherman Moment Estimation for Statistics from Marked Point Processes . . . . . . . . . 261--275 Anthony Y. C. Kuk and A. H. Welsh Robust Estimation for Finite Populations Based on a Working Model . . . . . . . . 277--292 Armelle Guillou and Peter Hall A Diagnostic for Selecting the Threshold in Extreme Value Analysis . . . . . . . 293--305 Frank Critchley and Richard A. Atkinson and Guobing Lu and Elenice Biazi Influence Analysis Based on the Case Sensitivity Function . . . . . . . . . . 307--323 Håvard Rue Fast Sampling of Gaussian Markov Random Fields . . . . . . . . . . . . . . . . . 325--338 Ming Gao Gu and Hong-Tu Zhu Maximum Likelihood Estimation for Spatial Models by Markov Chain Monte Carlo Stochastic Approximation . . . . . 339--355 Zongwu Cai and Qiwei Yao and Wenyang Zhang Smoothing for Discrete-Valued Time Series . . . . . . . . . . . . . . . . . 357--375 Artur Klinger Inference in High Dimensional Generalized Linear Models Based on Soft Thresholding . . . . . . . . . . . . . . 377--392 Efstathia Bura and R. Dennis Cook Estimating the Structural Dimension of Regressions via Parametric Inverse Regression . . . . . . . . . . . . . . . 393--410 Robert Tibshirani and Guenther Walther and Trevor Hastie Estimating the Number of Clusters in a Data Set via the Gap Statistic . . . . . 411--423 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Marc C. Kennedy and Anthony O'Hagan Bayesian Calibration of Computer Models 425--464 C. A. Glasbey and K. V. Mardia A Penalized Likelihood Approach to Image Warping . . . . . . . . . . . . . . . . 465--514 Sergio G. Koreisha and Yue Fang Generalized Least Squares with Misspecified Serial Correlation Structures . . . . . . . . . . . . . . . 515--531 Gareth M. James and Trevor J. Hastie Functional Linear Discriminant Analysis for Irregularly Sampled Curves . . . . . 533--550 Guy P. Nason Robust Projection Indices . . . . . . . 551--567 Peter Hall and Liang Peng and Christian Rau Local Likelihood Tracking of Fault Lines and Boundaries . . . . . . . . . . . . . 569--582 Wenxin Jiang and Victor Kipnis and Douglas Midthune and Raymond J. Carroll Parameterization and Inference for Nonparametric Regression Problems . . . 583--591 A. Mira and J. Mòller and G. O. Roberts Perfect Slice Samplers . . . . . . . . . 593--606 Kani Chen Parametric and Semiparametric Models for Recapture and Removal Studies: A Likelihood Approach . . . . . . . . . . 607--619 Neil A. Butler and Roger Mead and Kent M. Eskridge and Steven G. Gilmour A general method of constructing $ E(s^2) $-optimal supersaturated designs 621--632 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
S. M. Lewis and A. M. Dean Detection of Interactions in Experiments on Large Numbers of Factors . . . . . . 633--672 Jonathan R. Stroud and Peter Müller and Bruno Sansó Dynamic Models for Spatiotemporal Data 673--689 Gauri S. Datta and Thomas J. DiCiccio On Expected Volumes of Multidimensional Confidence Sets Associated with the Usual and Adjusted Likelihoods . . . . . 691--703 Tom Britton Epidemics in Heterogeneous Communities: Estimation of R$_O$ and Secure Vaccination Coverage . . . . . . . . . . 705--715 Peter Hall and Andrew Rieck Improving Coverage Accuracy of Nonparametric Prediction Intervals . . . 717--725 Francesco Audrino and Peter Bühlmann Tree-Structured Generalized Autoregressive Conditional Heteroscedastic Models . . . . . . . . . 727--744 A. G. DiRienzo and S. W. Lagakos Effects of Model Misspecification on Tests of No Randomized Treatment Effect Arising from Cox's Proportional Hazards Model . . . . . . . . . . . . . . . . . 745--757 Marshall M. Joffe Using Information on Realized Effects to Determine Prospective Causal Effects . . 759--774 Kani Chen Parametric Models for Response-Biased Sampling . . . . . . . . . . . . . . . . 775--789 Kani Chen Generalized case--cohort sampling . . . 791--809 Stephen Walker and Nils Lid Hjort On Bayesian Consistency . . . . . . . . 811--821 Anders Brix and Peter J. Diggle Spatiotemporal Prediction for Log-Gaussian Cox Processes . . . . . . . 823--841 A. J. Lawrance and N. Balakrishna Statistical Aspects of Chaotic Maps with Negative Dependence in a Communications Setting . . . . . . . . . . . . . . . . 843--853 Sharon X. Xie and C. Y. Wang and Ross L. Prentice A Risk Set Calibration Method for Failure Time Regression by Using a Covariate Reliability Sample . . . . . . 855--870 John Copas and Shinto Eguchi Local Sensitivity Approximations for Selectivity Bias . . . . . . . . . . . . 871--895 Anonymous Index of authors, volume 63, 2001 . . . 897--899 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
A. C. Davison and D. Firth Report of the Editors --- 2001 . . . . . 1--2 Zhi Geng and Jianhua Guo and Wing-Kam Fung Criteria for Confounders in Epidemiological Studies . . . . . . . . 3--15 Yijian Huang Censored Regression with the Multistate Accelerated Sojourn Times Model . . . . 17--29 Ronald W. Butler and Douglas A. Bronson Bootstrapping Survival Times in Stochastic Systems by Using Saddlepoint Approximations . . . . . . . . . . . . . 31--49 Yi-Hau Chen Cox Regression in Cohort Studies with Validation Sampling . . . . . . . . . . 51--62 Burt Holland and Siu Hung Cheung Familywise Robustness Criteria for Multiple-Comparison Procedures . . . . . 63--77 Sonia Petrone and Larry Wasserman Consistency of Bernstein Polynomial Posteriors . . . . . . . . . . . . . . . 79--100 Kelvin K. W. Yau and Anthony Y. C. Kuk Robust Estimation in Generalized Linear Mixed Models . . . . . . . . . . . . . . 101--117 Sally Wood and Robert Kohn and Tom Shively and Wenxin Jiang Model Selection in Spline Nonparametric Regression . . . . . . . . . . . . . . . 119--139 Peter Hall and Michael C. Minnotte High Order Data Sharpening for Density Estimation . . . . . . . . . . . . . . . 141--157 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Xiangrong Yin and R. Dennis Cook Dimension reduction for the conditional k th moment in regression . . . . . . . 159--175 Steven N. MacEachern and Ömer Öztürk and Douglas A. Wolfe and Gregory V. Stark A New Ranked Set Sample Estimator of Variance . . . . . . . . . . . . . . . . 177--188 Stuart Barber and Guy P. Nason and Bernard W. Silverman Posterior Probability Intervals for Wavelet Thresholding . . . . . . . . . . 189--205 Alastair Scott and Chris Wild On the robustness of weighted methods for fitting models to case--control data 207--219 Jian Qing Shi and John Copas Publication bias and meta-analysis for $ 2 \times 2 $ tables: an average Markov chain Monte Carlo EM algorithm . . . . . 221--236 Peide Shi and Chih-Ling Tsai Regression Model Selection: A Residual Likelihood Approach . . . . . . . . . . 237--252 Ole E. Barndorff-Nielsen and Neil Shephard Econometric Analysis of Realized Volatility and Its Use in Estimating Stochastic Volatility Models . . . . . . 253--280 Jin Zhang Powerful Goodness-of-Fit Tests Based on the Likelihood Ratio . . . . . . . . . . 281--294 C. C. Holmes and N. M. Adams A Probabilistic Nearest Neighbour Method for Statistical Pattern Recognition . . 295--306 Tim Ramsay Spline Smoothing over Difficult Regions 307--319 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Steffen L. Lauritzen and Thomas S. Richardson Chain Graph Models and Their Causal Interpretations . . . . . . . . . . . . 321--348 Anonymous Discussion on the paper by Lauritzen and Richardson . . . . . . . . . . . . . . . 348--361 Yingcun Xia and Howell Tong and W. K. Li and Li-Xing Zhu An Adaptive Estimation of Dimension Reduction Space . . . . . . . . . . . . 363--410 Gareth M. James Generalized Linear Models with Functional Predictors . . . . . . . . . 411--432 Jayanti Gupta and Paul Damien Conjugacy Class Prior Distributions on Metric-Based Ranking Models . . . . . . 433--445 Esa Ollila and Hannu Oja and Thomas P. Hettmansperger Estimates of Regression Coefficients Based on the Sign Covariance Matrix . . 447--466 Debajyoti Sinha and Joseph G. Ibrahim and Ming-Hui Chen Models for Survival Data from Cancer Prevention Studies . . . . . . . . . . . 467--477 John D. Storey A Direct Approach to False Discovery Rates . . . . . . . . . . . . . . . . . 479--498 Christopher Genovese and Larry Wasserman Operating Characteristics and Extensions of the False Discovery Rate Procedure 499--517 P. J. Brown and M. Vannucci and T. Fearn Bayes Model Averaging with Selection of Regressors . . . . . . . . . . . . . . . 519--536 Peter Hall and Terence Tao Relative Efficiencies of Kernel and Local Likelihood Density Estimators . . 537--547 Peter Hall and K. Humphreys and D. M. Titterington On the Adequacy of Variational Lower Bound Functions for Likelihood-Based Inference in Markovian Models with Missing Values . . . . . . . . . . . . . 549--564 Wing-Kam Fung and Zhong-Yi Zhu and Bo-Cheng Wei and Xuming He Influence Diagnostics and Outlier Tests for Semiparametric Mixed Models . . . . 565--579 A. Mira and J. Mòller and G. O. Roberts Corrigendum: Perfect Slice Samplers . . 581--581 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
David J. Spiegelhalter and Nicola G. Best and Bradley P. Carlin and Angelika Van Der Linde Bayesian Measures of Model Complexity and Fit . . . . . . . . . . . . . . . . 583--639 Karl W. Broman and Terence P. Speed A Model Selection Approach for the Identification of Quantitative Trait Loci in Experimental Crosses . . . . . . 641--656 Paul Fearnhead and Peter Donnelly Approximate Likelihood Methods for Estimating Local Recombination Rates . . 657--680 Bret Larget and Donald L. Simon and Joseph B. Kadane Bayesian Phylogenetic Inference from Animal Mitochondrial Genome Arrangements 681--693 George Nicholson and Albert V. Smith and Frosti Jónsson and Ómar Gústafsson and Kári Stefánsson and Peter Donnelly Assessing Population Differentiation and Isolation from Single-Nucleotide Polymorphism Data . . . . . . . . . . . 695--715 Giovanni Parmigiani and Elizabeth S. Garrett and Ramaswamy Anbazhagan and Edward Gabrielson A Statistical Framework for Expression-Based Molecular Classification in Cancer . . . . . . . . 717--736 David J. Balding and Andrew D. Carothers and Jonathan L. Marchini and Lon R. Cardon and Atam Vetta and Bob Griffiths and B. S. Weir and W. G. Hill and Darlene Goldstein and Korbinian Strimmer and Simon Myers and Mark A. Beaumont and C. A. Glasbey and C. D. Mayer and Richard Durrett and Rasmus Nielsen and P. M. Visscher and S. A. Knott and C. S. Haley and Roderick D. Ball and Christine A. Hackett and Susan Holmes and Dirk Husmeier and Ritsert C. Jansen and Cajo J. F. ter Braak and Chris A. Maliepaard and Martin P. Boer and Paul Joyce and Na Li and Matthew Stephens and George A. Marcoulides and Zvi Drezner and Kanti Mardia and Gilean McVean and Xiao-Li Meng and Michael F. Ochs and Mark Pagel and Naijun Sha and Marina Vannucci and Mikko J. Sillanpää and Scott Sisson and Brian S. Yandell and Chunfang Jin and Jaya M. Satagopan and Patrick J. Gaffney and Zhao-Bang Zeng and Karl W. Broman and Terence P. Speed and Paul Fearnhead and Peter Donnelly and Bret Larget and Donald L. Simon and Joseph B. Kadane and George Nicholson and Albert V. Smith and Frosti Jónsson and Ómar Gústafsson and Kárl Stefánsson and Peter Donnelly and Giovanni Parmigiani and Elizabeth S. Garrett and Ramaswamy Anbazhagan and Edward Gabrielson Discussion on the meeting on `Statistical modelling and analysis of genetic data' . . . . . . . . . . . . . 737--775 G. Casella and K. L. Mengersen and C. P. Robert and D. M. Titterington Perfect Samplers for Mixtures of Distributions . . . . . . . . . . . . . 777--790 Nicolas W. Hengartner and Marten H. Wegkamp and Eric Matzner-Lòber Bandwidth Selection for Local Linear Regression Smoothers . . . . . . . . . . 791--804 Carmen Fernández and Peter J. Green Modelling Spatially Correlated Data via Mixtures: A Bayesian Approach . . . . . 805--826 Christophe Andrieu and Arnaud Doucet Particle Filtering for Partially Observed Gaussian State Space Models . . 827--836 Yoon Dong Lee and Soumendra N. Lahiri Least Squares Variogram Fitting by Spatial Subsampling . . . . . . . . . . 837--854 C. J. Skinner and M. J. Elliot A Measure of Disclosure Risk for Microdata . . . . . . . . . . . . . . . 855--867 A. Delaigle and I. Gijbels Estimation of Integrated Squared Density Derivatives from a Contaminated Sample 869--886 Wensheng Guo Inference in Smoothing Spline Analysis of Variance . . . . . . . . . . . . . . 887--898 Bradley Efron The Two-Way Proportional Hazards Model 899--909 Anonymous Index of Authors, volume 64, 2002 . . . 911--916 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
A. C. Davison and R. Henderson Report of the Editors, 2002 . . . . . . 1--2 S. P. Brooks and P. Giudici and G. O. Roberts Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions . . . . . . . . . . . . . 3--39 Christian P. Robert and Xiao-Li Meng and Jesper Mòller and Jeffrey S. Rosenthal and C. Jennison and M. A. Hurn and F. Al-Awadhi and Peter McCullagh and Christophe Andrieu and Arnaud Doucet and Petros Dellaportas and Ioulia Papageorgiou and Ricardo S. Ehlers and Elena A. Erosheva and Stephen E. Fienberg and Jonathan J. Forster and Roger C. Gill and Nial Friel and Peter Green and David Hastie and R. King and Hans R. Künsch and N. A. Lazar and C. Osinski Discussion on the paper by Brooks, Giudici and Roberts . . . . . . . . . . 39--55 Jianqing Fan and Qiwei Yao and Zongwu Cai Adaptive Varying-Coefficient Linear Models . . . . . . . . . . . . . . . . . 57--80 Marc G. Genton and André Lucas Comprehensive Definitions of Breakdown Points for Independent and Dependent Observations . . . . . . . . . . . . . . 81--94 Simon N. Wood Thin Plate Regression Splines . . . . . 95--114 J. Fortiana and A. Grané Goodness-of-Fit Tests Based on Maximum Correlations and Their Orthogonal Decompositions . . . . . . . . . . . . . 115--126 Annie Qu and Bruce G. Lindsay Building Adaptive Estimating Equations When Inverse of Covariance Estimation Is Difficult . . . . . . . . . . . . . . . 127--142 Curtis Tatsuoka and Thomas Ferguson Sequential Classification on Partially Ordered Sets . . . . . . . . . . . . . . 143--157 M. C. Jones and M. J. Faddy A Skew Extension of the $t$-Distribution, with Applications . . 159--174 Edward L. Korn and Barry I. Graubard Estimating Variance Components by Using Survey Data . . . . . . . . . . . . . . 175--190 Haihong Li and Bruce G. Lindsay and Richard P. Waterman Efficiency of Projected Score Methods in Rectangular Array Asymptotics . . . . . 191--208 Manabu Kuroki and Masami Miyakawa Covariate Selection for Estimating the Causal Effect of Control Plans by Using Causal Diagrams . . . . . . . . . . . . 209--222 Tetsuhisa Miwa and A. J. Hayter and Satoshi Kuriki The Evaluation of General Non-Centred Orthant Probabilities . . . . . . . . . 223--234 A. N. Pettitt and N. Friel and R. Reeves Efficient Calculation of the Normalizing Constant of the Autologistic and Related Models on the Cylinder and Lattice . . . 235--246 Jiannong Liu and James S. Hodges Posterior Bimodality in the Balanced One-Way Random-Effects Model . . . . . . 247--255 Weijing Wang Estimating the Association Parameter for Copula Models under Dependent Censoring 257--273 Jolene Birmingham and Andrea Rotnitzky and Garrett M. Fitzmaurice Pattern--Mixture and Selection Models for Analysing Longitudinal Data with Monotone Missing Patterns . . . . . . . 275--297 Rolf Sundberg Conditional Statistical Inference and Quantification of Relevance . . . . . . 299--315 Jason P. Fine and David V. Glidden and Kristine E. Lee A Simple Estimator for a Shared Frailty Regression Model . . . . . . . . . . . . 317--329 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
S. A. Murphy Optimal Dynamic Treatment Regimes . . . 331--355 Anonymous Discussion on the paper by Murphy . . . 355--366 Adelchi Azzalini and Antonella Capitanio Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skew $t$-Distribution . . . 367--389 Richard Royall and Tsung-Shan Tsou Interpreting Statistical Evidence by Using Imperfect Models: Robust Adjusted Likelihood Functions . . . . . . . . . . 391--404 Jeng-Min Chiou and Hans-Georg Müller and Jane-Ling Wang Functional Quasi-Likelihood Regression Models with Smooth Random Effects . . . 405--423 Peter Hall and Qiwei Yao Data Tilting for Time Series . . . . . . 425--442 Peter Hall and Ingrid Van Keilegom Using Difference-Based Methods for Inference in Nonparametric Regression with Time Series Errors . . . . . . . . 443--456 Michael G. Akritas and Ingrid Van Keilegom Estimation of Bivariate and Marginal Distributions with Censored Data . . . . 457--471 Angela Winnett and Peter Sasieni Iterated Residuals and Time-Varying Covariate Effects in Cox Regression . . 473--488 Jong S. Kim Maximum Likelihood Estimation for the Proportional Hazards Model with Partly Interval-Censored Data . . . . . . . . . 489--502 S. P. Brooks and N. Friel and R. King Classical Model Selection via Simulated Annealing . . . . . . . . . . . . . . . 503--520 Anthony W. Ledford and Jonathan A. Tawn Diagnostics for Dependence within Time Series Extremes . . . . . . . . . . . . 521--543 Christopher A. T. Ferro and Johan Segers Inference for Clusters of Extreme Values 545--556 Fernando A. Quintana and Pilar L. Iglesias Bayesian Clustering and Product Partition Models . . . . . . . . . . . . 557--574 Hua Yun Chen A Note on the Prospective Analysis of Outcome-Dependent Samples . . . . . . . 575--584 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
A. Kong and P. McCullagh and X.-L. Meng and D. Nicolae and Z. Tan A Theory of Statistical Models for Monte Carlo Integration . . . . . . . . . . . 585--604 Anonymous Discussion on the paper by Kong, McCullagh, Meng, Nicolae and Tan . . . . 604--618 Kim E. Andersen and Stephen P. Brooks and Martin B. Hansen Bayesian Inversion of Geoelectrical Resistivity Data . . . . . . . . . . . . 619--642 Malka Gorfine and Li Hsu and Ross L. Prentice Estimation of Dependence between Paired Correlated Failure Times in the Presence of Covariate Measurement Error . . . . . 643--661 Song Xi Chen and Wolfgang Härdle and Ming Li An Empirical Likelihood Goodness-of-Fit Test for Time Series . . . . . . . . . . 663--678 Olivier Cappé and Christian P. Robert and Tobias Rydén Reversible Jump, Birth-and-Death and More General Continuous Time Markov Chain Monte Carlo Samplers . . . . . . . 679--700 Jaap H. Abbring and Gerard J. Van Den Berg The Identifiability of the Mixed Proportional Hazards Competing Risks Model . . . . . . . . . . . . . . . . . 701--710 Paul J. Rathouz Likelihood Methods for Missing Covariate Data in Highly Stratified Studies . . . 711--723 Holger Dette and Viatcheslav B. Melas and Andrey Pepelyshev and Nikolai Strigul Efficient Design of Experiments in the Monod Model . . . . . . . . . . . . . . 725--742 Alexandra M. Schmidt and Anthony O'Hagan Bayesian Inference for Non-Stationary Spatial Covariance Structure via Spatial Deformations . . . . . . . . . . . . . . 743--758 A. Tsodikov Semiparametric Models: A Generalized Self-Consistency Approach . . . . . . . 759--774 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Ole E. Barndorff-Nielsen and Richard D. Gill and Peter E. Jupp On Quantum Statistical Inference . . . . 775--804 Anonymous Discussion on the paper by Barndorff-Nielsen, Gill and Jupp . . . . 805--816 S. Vansteelandt and E. Goetghebeur Causal Inference with Generalized Structural Mean Models . . . . . . . . . 817--835 Kevin K. Dobbin and Thomas A. Louis Accommodating Stochastic Departures from Percentile Invariance in Causal Models 837--849 Paola Bortot and Stuart Coles Extremes of Markov Chains with Tail Switching Potential . . . . . . . . . . 851--867 Peter Hall and Jiying Yin Nonparametric Methods for Deconvolving Multiperiodic Functions . . . . . . . . 869--886 Paul Fearnhead and Peter Clifford On-Line Inference for Hidden Markov Models via Particle Filters . . . . . . 887--899 Wenxin Mao and Linda H. Zhao Free-Knot Polynomial Splines with Confidence Intervals . . . . . . . . . . 901--919 Weijing Wang Nonparametric Estimation of the Sojourn Time Distributions for a Multipath Model 921--935 D. R. Cox and Nanny Wermuth A General Condition for Avoiding Effect Reversal after Marginalization . . . . . 937--941 Anonymous Index of authors, volume 65, 2003 . . . 943--945 Anders Brix and Peter J. Diggle Corrigendum: Spatiotemporal Prediction for Log-Gaussian Cox Processes . . . . . 946--946 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Contents of volume 65, 2003 . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
A. C. Davison and R. Henderson Report of the Editors, 2003 . . . . . . 1--2 Hong-Tu Zhu and Heping Zhang Hypothesis Testing in Mixture Regression Models . . . . . . . . . . . . . . . . . 3--16 John Staudenmayer and David Ruppert Local polynomial regression and simulation--extrapolation . . . . . . . 17--30 Raymond J. Carroll and Peter Hall Low Order Approximations in Deconvolution and Regression with Errors in Variables . . . . . . . . . . . . . . 31--46 Alberto Roverato and Guido Consonni Compatible Prior Distributions for Directed Acyclic Graph Models . . . . . 47--61 Shiqing Ling Estimation and Testing Stationarity for Double-Autoregressive Models . . . . . . 63--78 Martin Schlather and Paulo J. Ribeiro, Jr. and Peter J. Diggle Detecting Dependence between Marks and Locations of Marked Point Processes . . 79--93 Hanfeng Chen and Jiahua Chen and John D. Kalbfleisch Testing for a Finite Mixture Model with Two Components . . . . . . . . . . . . . 95--115 Willa W. Chen and Rohit S. Deo Power Transformations to Induce Normality and Their Applications . . . . 117--130 John Haslett and Dominic Dillane Application of `Delete = Replace' to Deletion Diagnostics for Variance Component Estimation in the Linear Mixed Model . . . . . . . . . . . . . . . . . 131--143 Roger Koenker and Ivan Mizera Penalized Triograms: Total Variation Regularization for Bivariate Smoothing 145--163 Ciprian M. Crainiceanu and David Ruppert Likelihood Ratio Tests in Linear Mixed Models with One Variance Component . . . 165--185 John D. Storey and Jonathan E. Taylor and David Siegmund Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach . . . . . . . . . . . . 187--205 Christian Bressen Pipper and Torben Martinussen An Estimating Equation for Parametric Shared Frailty Models with Marginal Additive Hazards . . . . . . . . . . . . 207--220 Hee-Seok Oh and Ta-Hsin Li Estimation of Global Temperature Fields from Scattered Observations by a Spherical-Wavelet-Based Spatially Adaptive Method . . . . . . . . . . . . 221--238 Maja Miloslavsky and Sündüz Kele\cs and Mark J. van der Laan and Steve Butler Recurrent Events Analysis in the Presence of Time-Dependent Covariates and Dependent Censoring . . . . . . . . 239--257 John J. Hanfelt Composite Conditional Likelihood for Sparse Clustered Data . . . . . . . . . 259--273 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Michael L. Stein and Zhiyi Chi and Leah J. Welty Approximating Likelihoods for Large Spatial Data Sets . . . . . . . . . . . 275--296 M. A. Black A Note on the Adaptive Control of False Discovery Rates . . . . . . . . . . . . 297--304 Ross L. Prentice and F. Zoe Moodie and Jianrong Wu Hazard-Based Nonparametric Survivor Function Estimation . . . . . . . . . . 305--319 Jiti Gao and Howell Tong Semiparametric Non-Linear Time Series Model Selection . . . . . . . . . . . . 321--336 Young-Ju Kim and Chong Gu Smoothing Spline Gaussian Regression: More Scalable Computation via Efficient Approximation . . . . . . . . . . . . . 337--356 Paul S. Clarke and Peter W. F. Smith Interval Estimation for Log-Linear Models with One Variable Subject to Non-Ignorable Non-Response . . . . . . . 357--368 Gareth O. Roberts and Omiros Papaspiliopoulos and Petros Dellaportas Bayesian Inference for Non-Gaussian Ornstein--Uhlenbeck Stochastic Volatility Processes . . . . . . . . . . 369--393 D. R. Cox and Man Yu Wong A Simple Procedure for the Selection of Significant Effects . . . . . . . . . . 395--400 Wenzheng Huang Stepwise Likelihood Ratio Statistics in Sequential Studies . . . . . . . . . . . 401--409 Håkon Tjelmeland and Jo Eidsvik On the Use of Local Optimizations within Metropolis--Hastings Updates . . . . . . 411--427 C. G. Wager and B. A. Coull and N. Lange Modelling Spatial Intensity for Replicated Inhomogeneous Point Patterns in Brain Imaging . . . . . . . . . . . . 429--446 Knut Heggland and Arnoldo Frigessi Estimating Functions in Indirect Inference . . . . . . . . . . . . . . . 447--462 Jianhua Z. Huang and Lijian Yang Identification of Non-Linear Additive Autoregressive Models . . . . . . . . . 463--477 Li-Chun Zhang and Raymond L. Chambers Small Area Estimates for Cross-Classifications . . . . . . . . . 479--496 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Janet E. Heffernan and Jonathan A. Tawn A Conditional Approach for Multivariate Extreme Values . . . . . . . . . . . . . 497--529 Anonymous Discussion on the paper by Heffernan and Tawn . . . . . . . . . . . . . . . . . . 530--546 Iain M. Johnstone and Gérard Kerkyacharian and Dominique Picard and Marc Raimondo Wavelet Deconvolution in a Periodic Setting . . . . . . . . . . . . . . . . 547--573 Patrick J. Wolfe and Simon J. Godsill and Wee-Jing Ng Bayesian variable selection and regularization for time--frequency surface estimation . . . . . . . . . . . 575--589 H. Haario and M. Laine and M. Lehtinen and E. Saksman and J. Tamminen Markov Chain Monte Carlo Methods for High Dimensional Inversion in Remote Sensing . . . . . . . . . . . . . . . . 591--607 Dan Cornford and Lehel Csató and David J. Evans and Manfred Opper Bayesian Analysis of the Scatterometer Wind Retrieval Inverse Problem: Some New Approaches . . . . . . . . . . . . . . . 609--626 Anonymous Discussion on the meeting on `Statistical approaches to inverse problems' . . . . . . . . . . . . . . . 627--652 R. L. Eubank and Chunfeng Huang and Y. Muñoz Maldonado and Naisyin Wang and Suojin Wang and R. J. Buchanan Smoothing Spline Estimation in Varying-Coefficient Models . . . . . . . 653--667 Rong Chen and Lijian Yang and Christian Hafner Nonparametric Multistep-Ahead Prediction in Time Series Analysis . . . . . . . . 669--686 Nanny Wermuth and D. R. Cox Joint Response Graphs and Separation Induced by Triangular Systems . . . . . 687--717 Glenn Heller and E. S. Venkatraman A Nonparametric Test to Compare Survival Distributions with Covariate Adjustment 719--733 Peter Müller and Fernando Quintana and Gary Rosner A Method for Combining Inference across Related Nonparametric Bayesian Models 735--749 Jeremy E. Oakley and Anthony O'Hagan Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach . . 751--769 Paul Fearnhead and Loukia Meligkotsidou Exact Filtering for Partially Observed Continuous Time Models . . . . . . . . . 771--789 Haiqun Lin and Daniel O. Scharfstein and Robert A. Rosenheck Analysis of Longitudinal Data with Irregular, Outcome-Dependent Follow-Up 791--813 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Jerome H. Friedman and Jacqueline J. Meulman Clustering Objects on Subsets of Attributes . . . . . . . . . . . . . . . 815--849 N. Rao Chaganty and Harry Joe Efficiency of Generalized Estimating Equations for Binary Responses . . . . . 851--860 Peter Hall and Juhyun Park Nonparametric Inference about Service Time Distribution from Indirect Measurements . . . . . . . . . . . . . . 861--875 Håvard Rue and Ingelin Steinsland and Sveinung Erland Approximating Hidden Gaussian Markov Random Fields . . . . . . . . . . . . . 877--892 Philippe Huber and Elvezio Ronchetti and Maria-Pia Victoria-Feser Estimation of Generalized Linear Latent Variable Models . . . . . . . . . . . . 893--908 Gerda Claeskens Restricted Likelihood Ratio Lack-of-Fit Tests Using Mixed Spline Models . . . . 909--926 Stuart Barber and Guy P. Nason Real Nonparametric Regression Using Complex Wavelets . . . . . . . . . . . . 927--939 Konstantinos Fokianos Merging Information for Semiparametric Density Estimation . . . . . . . . . . . 941--958 Daniel Gervini and Theo Gasser Self-Modelling Warping Functions . . . . 959--971 Hee-Seok Oh and Ta-Hsin Li Corrigendum: Estimation of Global Temperature Fields from Scattered Observations by a Spherical-Wavelet-Based Spatially Adaptive Method . . . . . . . . . . . . 973--973 Anonymous Index of Authors, volume 66, 2004 . . . 974--977 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
R. Henderson and A. Wood Report of the Editors, 2004 . . . . . . 1--2 Dariusz Uci\'nski and Barbara Bogacka $T$-Optimum Designs for Discrimination between Two Multiresponse Dynamic Models 3--18 Axel Munk and Nicolai Bissantz and Thorsten Wagner and Gudrun Freitag On Difference-Based Variance Estimation in Nonparametric Regression When the Covariate Is High Dimensional . . . . . 19--41 Jens Perch Nielsen and Stefan Sperlich Smooth Backfitting in Practice . . . . . 43--61 Wenqing He and Jerald F. Lawless Bivariate location--scale models for regression analysis, with applications to lifetime data . . . . . . . . . . . . 63--78 Yves G. Berger and Chris J. Skinner A Jackknife Variance Estimator for Unequal Probability Sampling . . . . . . 79--89 Robert Tibshirani and Michael Saunders and Saharon Rosset and Ji Zhu and Keith Knight Sparsity and Smoothness via the Fused Lasso . . . . . . . . . . . . . . . . . 91--108 L. M. Artiles and R. D. Gill and M. I. Gu\ct\ua An Invitation to Quantum Tomography . . 109--134 Wenzheng Huang and Garrett M. Fitzmaurice Analysis of Longitudinal Data Unbalanced over Time . . . . . . . . . . . . . . . 135--155 Arthur L. Dryver and Steven K. Thompson Improved Unbiased Estimators in Adaptive Cluster Sampling . . . . . . . . . . . . 157--166 Chandan Saha and Michael P. Jones Asymptotic Bias in the Linear Mixed Effects Model under Non-Ignorable Missing Data Mechanisms . . . . . . . . 167--182 Dan J. Spitzner Risk-Reducing Shrinkage Estimation for Generalized Linear Models . . . . . . . 183--196 John D. Storey and Jonathan E. Taylor and David Siegmund Acknowledgment of priority: Acknowledgement of priority: Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: a unified approach . . . . . . . . . . . . 197--197 John D. Storey and Jonathan E. Taylor and David Siegmund Acknowledgement of Priority: Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach . . . . . . . . . . . . 197--197 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Yuguo Chen and Junyi Xie and Jun S. Liu Stopping-Time Resampling for Sequential Monte Carlo Methods . . . . . . . . . . 199--217 Bani K. Mallick and Debashis Ghosh and Malay Ghosh Bayesian Classification of Tumours by Using Gene Expression Data . . . . . . . 219--234 Brian S. Caffo and Wolfgang Jank and Galin L. Jones Ascent-based Monte Carlo expectation-- maximization . . . . . . . . . . . . . . 235--251 Ole F. Christensen and Gareth O. Roberts and Jeffrey S. Rosenthal Scaling Limits for the Transient Phase of Local Metropolis--Hastings Algorithms 253--268 Petros Dellaportas and Claudia Tarantola Model Determination for Categorical Data with Factor Level Merging . . . . . . . 269--283 Lexin Li and R. Dennis Cook and Christopher J. Nachtsheim Model-Free Variable Selection . . . . . 285--299 Hui Zou and Trevor Hastie Regularization and Variable Selection via the Elastic Net . . . . . . . . . . 301--320 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Makram Talih and Nicolas Hengartner Structural Learning with Time-Varying Components: Tracking the Cross-Section of Financial Time Series . . . . . . . . 321--341 Richard Samworth Small Confidence Sets for the Mean of a Spherically Symmetric Distribution . . . 343--361 Peter Hall and Richard J. Samworth Properties of Bagged Nearest Neighbour Classifiers . . . . . . . . . . . . . . 363--379 Shiqing Ling Self-Weighted Least Absolute Deviation Estimation for Infinite Variance Autoregressive Models . . . . . . . . . 381--393 Mogens Bladt and Michael Sòrensen Statistical Inference for Discretely Observed Markov Jump Processes . . . . . 395--410 Art B. Owen Variance of the Number of False Discoveries . . . . . . . . . . . . . . 411--426 Peter Hall and J. S. Marron and Amnon Neeman Geometric Representation of High Dimension, Low Sample Size Data . . . . 427--444 Jean-François Beaumont Calibrated Imputation in Surveys under a Quasi-Model-Assisted Approach . . . . . 445--458 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
John Copas and Shinto Eguchi Local Model Uncertainty and Incomplete-Data Bias (with discussion) 459--513 Paul R. Rosenbaum An Exact Distribution-Free Test Comparing Two Multivariate Distributions Based on Adjacency . . . . . . . . . . . 515--530 Jeng-Min Chiou and Hans-Georg Müller Estimated Estimating Equations: Semiparametric Inference for Clustered and Longitudinal Data . . . . . . . . . 531--553 Mette Langaas and Bo Henry Lindqvist and Egil Ferkingstad Estimating the Proportion of True Null Hypotheses, with Application to DNA Microarray Data . . . . . . . . . . . . 555--572 Michael G. Hudgens On Nonparametric Maximum Likelihood Estimation with Interval Censoring and Left Truncation . . . . . . . . . . . . 573--587 Henghsiu Tsai and K. S. Chan A Note on Non-Negative Continuous Time Processes . . . . . . . . . . . . . . . 589--597 José T. A. S. Ferreira and Mark F. J. Steel Modelling Directional Dispersion through Hyperspherical Log-Splines . . . . . . . 599--616 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
A. Baddeley and R. Turner and J. Mòller and M. Hazelton Residual Analysis for Spatial Point Processes (with discussion) . . . . . . 617--666 Michael L. Stein Statistical Methods for Regular Monitoring Data . . . . . . . . . . . . 667--687 Valen E. Johnson Bayes Factors Based on Test Statistics 689--701 Henghsiu Tsai and K. S. Chan Maximum Likelihood Estimation of Linear Continuous Time Long Memory Processes with Discrete Time Data . . . . . . . . 703--716 Peter Hall and Julian Z. Wang Bayesian Likelihood Methods for Estimating the End Point of a Distribution . . . . . . . . . . . . . . 717--729 Nikolaos Demiris and Philip D. O'Neill Bayesian Inference for Stochastic Multitype Epidemics in Structured Populations via Random Graphs . . . . . 731--745 Vladimir Vovk and Glenn Shafer Good Randomized Sequential Probability Forecasting Is Always Possible . . . . . 747--763 Anonymous Index of authors, volume 67, 2005 . . . 765--767 Anonymous Addendum: Regularization and Variable Selection via the Elastic Net . . . . . 768--768 Hui Zou and Trevor Hastie Addendum: Addendum: Regularization and variable selection via the elastic net 768--768 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
R. Henderson and A. Wood Report of the Editors, 2005 . . . . . . 1--2 Fang Yao and Thomas C. M. Lee Penalized Spline Models for Functional Principal Component Analysis . . . . . . 3--25 Maarten Jansen Multiscale Poisson Data Smoothing . . . 27--48 Ming Yuan and Yi Lin Model Selection and Estimation in Regression with Grouped Variables . . . 49--67 Xihong Lin and Raymond J. Carroll Semiparametric Estimation in General Repeated Measures Problems . . . . . . . 69--88 Liqiang Ni and R. Dennis Cook Sufficient Dimension Reduction in Regressions across Heterogeneous Subpopulations . . . . . . . . . . . . . 89--107 Peter Hall and Mohammad Hosseini-Nasab On Properties of Functional Principal Components Analysis . . . . . . . . . . 109--126 Zongming Ma and Xianchao Xie and Zhi Geng Collapsibility of Distribution Dependence . . . . . . . . . . . . . . . 127--133 Kathryn Prewitt and Sharon Lohr Bandwidth Selection in Local Polynomial Regression Using Eigenvalues . . . . . . 135--154 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Francesco Bartolucci Likelihood Inference for a Class of Latent Markov Models under Linear Hypotheses on the Transition Probabilities . . . . . . . . . . . . . 155--178 Jeffrey S. Morris and Raymond J. Carroll Wavelet-Based Functional Mixed Models 179--199 Aurore Delaigle and Peter Hall and Peihua Qiu Nonparametric Methods for Solving the Berkson Errors-in-Variables Problem . . 201--220 Peter Hall and Tapabrata Maiti On Parametric Bootstrap Methods for Small Area Prediction . . . . . . . . . 221--238 Eric V. Slud and Tapabrata Maiti Mean-Squared Error Estimation in Transformed Fay--Herriot Models . . . . 239--257 I. D. Currie and M. Durban and P. H. C. Eilers Generalized Linear Array Models with Applications to Multidimensional Smoothing . . . . . . . . . . . . . . . 259--280 Thomas J. DiCiccio and Anna Clara Monti and G. Alastair Young Variance Stabilization for a Scalar Parameter . . . . . . . . . . . . . . . 281--303 Shubhankar Ray and Bani Mallick Functional Clustering by Bayesian Wavelet Methods . . . . . . . . . . . . 305--332 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Alexandros Beskos and Omiros Papaspiliopoulos and Gareth O. Roberts and Paul Fearnhead Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with discussion) . . . . . . . . . . . 333--382 Diana M. Sima and Sabine Van Huffel Regularized Semiparametric Model Identification with Application to Nuclear Magnetic Resonance Signal Quantification with Unknown Macromolecular Base-Line . . . . . . . . 383--409 Pierre Del Moral and Arnaud Doucet and Ajay Jasra Sequential Monte Carlo Samplers . . . . 411--436 Ramani S. Pilla and Annie Qu and Catherine Loader Testing for Order-Restricted Hypotheses in Longitudinal Data . . . . . . . . . . 437--455 Baibing Li A New Approach to Cluster Analysis: The Clustering-Function-Based Method . . . . 457--476 Jelle J. Goeman and Sara A. Van De Geer and Hans C. Van Houwelingen Testing against a High Dimensional Alternative . . . . . . . . . . . . . . 477--493 A. C. Davison and D. A. S. Fraser and N. Reid Improved Likelihood Inference for Discrete Data . . . . . . . . . . . . . 495--508 Jae Kwang Kim and J. Michael Brick and Wayne A. Fuller and Graham Kalton On the Bias of the Multiple-Imputation Variance Estimator in Survey Sampling 509--521 Christopher R. Gjestvang and Sarjinder Singh A New Randomized Response Model . . . . 523--530 Yves G. Berger and J. N. K. Rao Adjusted Jackknife for Imputation under Unequal Probability Sampling without Replacement . . . . . . . . . . . . . . 531--547 Lixing Zhu and Liugen Xue Empirical Likelihood Confidence Regions in a Partially Linear Single-Index Model 549--570 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
C. J. Brien and R. A. Bailey Multiple Randomizations . . . . . . . . 571--609 Piotr Fryzlewicz and Guy P. Nason Haar--Fisz Estimation of Evolutionary Wavelet Spectra . . . . . . . . . . . . 611--634 Jiancang Zhuang Second-Order Residual Analysis of Spatiotemporal Point Processes and Applications in Model Evaluation . . . . 635--653 Bradley Efron Minimum Volume Confidence Regions for a Multivariate Normal Mean Vector . . . . 655--670 Daniel Gervini Free-Knot Spline Smoothing for Functional Data . . . . . . . . . . . . 671--687 Peter Hall and Céline Vial Assessing the Finite Dimensionality of Functional Data . . . . . . . . . . . . 689--705 Bent Nielsen Correlograms for Non-Stationary Autoregressions . . . . . . . . . . . . 707--720 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Sébastien Van Bellegem and Rainer Dahlhaus Semiparametric Estimation by Model Selection for Locally Stationary Processes . . . . . . . . . . . . . . . 721--746 J. T. Kent and K. V. Mardia and P. McDonnell The Complex Bingham Quartic Distribution and Shape Analysis . . . . . . . . . . . 747--765 Paul Fearnhead and Chris Sherlock An Exact Gibbs Sampler for the Markov-Modulated Poisson Process . . . . 767--784 Earl Lawrence and George Michailidis and Vijayan N. Nair Network Delay Tomography Using Flexicast Experiments . . . . . . . . . . . . . . 785--813 Jing Cheng and Dylan S. Small Bounds on Causal Effects in Three-Arm Trials with Non-Compliance . . . . . . . 815--836 Anestis Antoniadis and Efstathios Paparoditis and Theofanis Sapatinas A functional wavelet--kernel approach for time series prediction . . . . . . . 837--857 John M. Neuhaus and Charles E. McCulloch Separating between- and within-Cluster Covariate Effects by Using Conditional and Partitioning Methods . . . . . . . . 859--872 Anonymous Index of authors, volume 68, 2006 . . . 873--875 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
C. P. Robert and A. T. A. Wood Report of the Editors, 2006 . . . . . . 1--2 S. Allassonni\`ere and Y. Amit and A. Trouvé Towards a Coherent Statistical Framework for Dense Deformable Template Estimation 3--29 Yongtao Guan and Michael Sherman On Least Squares Fitting for Stationary Spatial Point Processes . . . . . . . . 31--49 Neil A. Butler and Victorino M. Ramos Optimal Additions to and Deletions from Two-Level Orthogonal Arrays . . . . . . 51--61 Hansheng Wang and Guodong Li and Chih-Ling Tsai Regression Coefficient and Autoregressive Order Shrinkage and Selection Via the Lasso . . . . . . . . 63--78 Tze Leung Lai and Dylan Small Marginal Regression Analysis of Longitudinal Data with Time-Dependent Covariates: A Generalized Method-of-Moments Approach . . . . . . . 79--99 Jing Qin and Biao Zhang Empirical-Likelihood-Based Inference in Missing Response Problems and Its Application in Observational Studies . . 101--122 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Nilanjan Chatterjee and Yi-Hau Chen Maximum Likelihood Inference on a Mixed Conditionally and Marginally Specified Regression Model for Genetic Epidemiologic Studies with Two-Phase Sampling . . . . . . . . . . . . . . . . 123--142 Ming Yuan and Yi Lin On the Non-Negative Garrotte Estimator 143--161 David B. Dunson and Natesh Pillai and Ju-Hyun Park Bayesian Density Regression . . . . . . 163--183 Yong Wang On Fast Computation of the Non-Parametric Maximum Likelihood Estimate of a Mixing Distribution . . . 185--198 Sara Geneletti Identifying Direct and Indirect Effects in a Non-Counterfactual Framework . . . 199--215 M.-O. Boldi and A. C. Davison A Mixture Model for Multivariate Extremes . . . . . . . . . . . . . . . . 217--229 J. López-Fidalgo and C. Tommasi and P. C. Trandafir An Optimal Experimental Design Criterion for Discriminating between Non-Normal Models . . . . . . . . . . . . . . . . . 231--242 Tilmann Gneiting and Fadoua Balabdaoui and Adrian E. Raftery Probabilistic Forecasts, Calibration and Sharpness . . . . . . . . . . . . . . . 243--268 Nicolas Chopin Inference and Model Choice for Sequentially Ordered Hidden Markov Models . . . . . . . . . . . . . . . . . 269--284 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Yi Li and Ram C. Tiwari and Subharup Guha Mixture Cure Survival Models with Dependent Censoring . . . . . . . . . . 285--306 Andrea Rotnitzky and Andres Farall and Andrea Bergesio and Daniel Scharfstein Analysis of Failure Time Data under Competing Censoring Mechanisms . . . . . 307--327 Ming Yuan and Ali Ekici and Zhaosong Lu and Renato Monteiro Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression . . . . . . . . . . . . . . . 329--346 John D. Storey The Optimal Discovery Procedure: A New Approach to Simultaneous Significance Testing . . . . . . . . . . . . . . . . 347--368 C. A. Field and A. H. Welsh Bootstrapping Clustered Data . . . . . . 369--390 Wei Biao Wu and Zhibiao Zhao Inference of Trends in Time Series . . . 391--410 Molin Wang and John J. Hanfelt Orthogonal Locally Ancillary Estimating Functions for Matched Pair Studies and Errors in Covariates . . . . . . . . . . 411--428 Peter Hall and Yanyuan Ma Semiparametric Estimators of Functional Measurement Error Models with Unknown Error . . . . . . . . . . . . . . . . . 429--446 David J. Nott and Anthony Y. C. Kuk Coefficient Sign Prediction Methods for Model Selection . . . . . . . . . . . . 447--461 Mark J. van der Laan and Alan Hubbard and Nicholas P. Jewell Estimation of Treatment Effects in Randomized Trials with Non-Compliance and a Dichotomous Outcome . . . . . . . 463--482 Nicolai Bissantz and Lutz Dümbgen and Hajo Holzmann and Axel Munk Non-Parametric Confidence Bands in Deconvolution Density Estimation . . . . 483--506 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
D. Zeng and D. Y. Lin Maximum Likelihood Estimation in Semiparametric Regression Models with Censored Data . . . . . . . . . . . . . 507--564 Jack Cuzick and Peter Sasieni and Jonathan Myles and Jonathan Tyrer Estimating the Effect of Treatment in a Proportional Hazards Model in the Presence of Non-Compliance and Contamination . . . . . . . . . . . . . 565--588 Paul Fearnhead and Zhen Liu On-Line Inference for Multiple Changepoint Problems . . . . . . . . . . 589--605 Vivekananda Roy and James P. Hobert Convergence Rates and Asymptotic Standard Errors for Markov Chain Monte Carlo Algorithms for Bayesian Probit Regression . . . . . . . . . . . . . . . 607--623 Renjun Ma and Bent Jòrgensen Nested Generalized Linear Mixed Models: An Orthodox Best Linear Unbiased Predictor Approach . . . . . . . . . . . 625--641 Marc G. Genton and Peter Hall Statistical Inference for Evolving Periodic Functions . . . . . . . . . . . 643--657 Mee Young Park and Trevor Hastie $ L_1 $-Regularization Path Algorithm for Generalized Linear Models . . . . . 659--677 Jeng-Min Chiou and Pai-Ling Li Functional Clustering and Identifying Substructures of Longitudinal Data . . . 679--699 Jakob G. Rasmussen and Jesper Mòller and Brian H. Aukema and Kenneth F. Raffa and Jun Zhu Continuous Time Modelling of Dynamical Spatial Lattice Data Observed at Sparsely Distributed Times . . . . . . . 701--713 Antonio Lijoi and Ramsés H. Mena and Igor Prünster Controlling the Reinforcement in Bayesian Non-Parametric Mixture Models 715--740 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
J. O. Ramsay and G. Hooker and D. Campbell and J. Cao Parameter Estimation for Differential Equations: A Generalized Smoothing Approach . . . . . . . . . . . . . . . . 741--796 Paul Gustafson Measurement Error Modelling with an Approximate Instrumental Variable . . . 797--815 Xiaoping Jin and Sudipto Banerjee and Bradley P. Carlin Order-Free Co-Regionalized Areal Data Models with Application to Multiple-Disease Mapping . . . . . . . . 817--838 Majid Mojirsheibani and Zahra Montazeri Statistical Classification with Missing Covariates . . . . . . . . . . . . . . . 839--857 Raymond J. Carroll and Aurore Delaigle and Peter Hall Non-Parametric Regression Estimation from Data Contaminated by a Mixture of Berkson and Classical Errors . . . . . . 859--878 Yannis Jemiai and Andrea Rotnitzky and Bryan E. Shepherd and Peter B. Gilbert Semiparametric Estimation of Treatment Effects Given Base-Line Covariates on an Outcome Measured after a Post-Randomization Event Occurs . . . . 879--901 Holger Dette and Natalie Neumeyer and Ingrid Van Keilegom A New Test for the Parametric Form of the Variance Function in Non-Parametric Regression . . . . . . . . . . . . . . . 903--917 Hua Chen and Zhi Geng and Jinzhu Jia Criteria for Surrogate End Points . . . 919--932 Anonymous Index of authors, volume 69, 2007 . . . 933--935 Anonymous Contents of volume 69, 2007 . . . . . . 937--938 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
C. P. Robert and A. T. A. Wood Report of the Editors, 2007 . . . . . . 1--2 Jin-Jian Hsieh and Weijing Wang and A. Adam Ding Regression Analysis Based on Semicompeting Risks Data . . . . . . . . 3--20 Maarten J. L. F. Cruyff and Ardo Van Den Hout and Peter G. M. Van Der Heijden The Analysis of Randomized Response Sum Score Variables . . . . . . . . . . . . 21--30 M. Ivette Gomes and Laurens De Haan and Lígia Henriques Rodrigues Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses . . . . . . . . . 31--52 Lukas Meier and Sara Van De Geer and Peter Bühlmann The Group Lasso for Logistic Regression 53--71 Sebastien J.-P. A. Haneuse and Jonathan C. Wakefield The combination of ecological and case--control data . . . . . . . . . . . 73--93 Surajit Ray and Bruce G. Lindsay Model Selection in High Dimensions: A Quadratic-Risk-Based Approach . . . . . 95--118 James G. Booth and George Casella and James P. Hobert Clustering Using Objective Functions and Stochastic Search . . . . . . . . . . . 119--139 Jianwen Cai and Jianqing Fan and Jiancheng Jiang and Haibo Zhou Partially Linear Hazard Regression with Varying Coefficients for Multivariate Survival Data . . . . . . . . . . . . . 141--158 Peter Hall and Yvonne Pittelkow and Malay Ghosh Theoretical Measures of Relative Performance of Classifiers for High Dimensional Data with Small Sample Sizes 159--173 Yongtao Guan Variance Estimation for Statistics Computed from Inhomogeneous Spatial Point Processes . . . . . . . . . . . . 175--190 Peihua Qiu and Jun Sheng A Two-Stage Procedure for Comparing Hazard Rate Functions . . . . . . . . . 191--208 Noel Cressie and Gardar Johannesson Fixed Rank Kriging for Very Large Spatial Data Sets . . . . . . . . . . . 209--226 Peter Craig A New Reconstruction of Multivariate Normal Orthant Probabilities . . . . . . 227--243 Vanessa Didelez Graphical Models for Marked Point Processes Based on Local Independence 245--264 J. D. Opsomer and G. Claeskens and M. G. Ranalli and G. Kauermann and F. J. Breidt Non-Parametric Small Area Estimation Using Penalized Spline Regression . . . 265--286 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Mathias Drton and Thomas S. Richardson Binary Models for Marginal Independence 287--309 Sanjay Chaudhuri and Mark S. Handcock and Michael S. Rendall Generalized Linear Models Incorporating Population Level Information: An Empirical-Likelihood-Based Approach . . 311--328 Jing Qin and Biao Zhang Empirical-Likelihood-Based Difference-in-Differences Estimators . . 329--349 Brent A. Johnson Variable Selection in Semiparametric Linear Regression with Censored Data . . 351--370 Geert Molenberghs and Caroline Beunckens and Cristina Sotto and Michael G. Kenward Every Missingness Not at Random Model Has a Missingness at Random Counterpart with Equal Fit . . . . . . . . . . . . . 371--388 Marc Hallin and Catherine Vermandele and Bas J. M. Werker Semiparametrically Efficient Inference Based on Signs and Ranks for Median-Restricted Models . . . . . . . . 389--412 Nicholas G. Polson and Jonathan R. Stroud and Peter Müller Practical Filtering with Sequential Parameter Learning . . . . . . . . . . . 413--428 Dean P. Foster and Robert A. Stine $ \alpha $-Investing: A Procedure for Sequential Control of Expected False Discoveries . . . . . . . . . . . . . . 429--444 E. A. Catchpole and B. J. T. Morgan and G. Tavecchia A New Method for Analysing Discrete Life History Data with Missing Covariate Values . . . . . . . . . . . . . . . . . 445--460 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Jiashun Jin Proportion of Non-Zero Normal Means: Universal Oracle Equivalences and Uniformly Consistent Estimators . . . . 461--493 Simon N. Wood Fast Stable Direct Fitting and Smoothness Selection for Generalized Additive Models . . . . . . . . . . . . 495--518 Yingcun Xia A Semiparametric Approach to Canonical Analysis . . . . . . . . . . . . . . . . 519--543 Geoff K. Nicholls and Russell D. Gray Dated Ancestral Trees from Binary Trait Data and Their Application to the Diversification of Languages . . . . . . 545--566 T. J. Heaton and B. W. Silverman A Wavelet- or Lifting-Scheme-Based Imputation Method . . . . . . . . . . . 567--587 N. Friel and A. N. Pettitt Marginal Likelihood Estimation via Power Posteriors . . . . . . . . . . . . . . . 589--607 Holger Dette and Stanislav Volgushev Non-Crossing Non-Parametric Estimates of Quantile Curves . . . . . . . . . . . . 609--627 Ramani S. Pilla and Yongdai Kim and Hakbae Lee On Casting Random-Effects Models in a Survival Framework . . . . . . . . . . . 629--642 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Peter McCullagh Sampling Bias and Logistic Models . . . 643--677 Jianqing Fan and Mingjin Wang and Qiwei Yao Modelling Multivariate Volatilities via Conditionally Uncorrelated Components 679--702 Peter Hall and Hans-Georg Müller and Fang Yao Modelling Sparse Generalized Longitudinal Observations with Latent Gaussian Processes . . . . . . . . . . . 703--723 Peter Hall and Tapabrata Maiti Non-Parametric Inference for Clustered Binary and Count Data When Only Summary Information Is Available . . . . . . . . 725--738 Miro R. Powojowski Isotropic Spectral Additive Models of the Covariogram . . . . . . . . . . . . 739--753 Paul Fearnhead and Omiros Papaspiliopoulos and Gareth O. Roberts Particle Filters for Partially Observed Diffusions . . . . . . . . . . . . . . . 755--777 J. A. Cuesta-Albertos and C. Matrán and A. Mayo-Iscar Robust Estimation in the Normal Mixture Model Based on Robust Clustering . . . . 779--802 Song Xi Chen and Denis H. Y. Leung and Jing Qin Improving Semiparametric Estimation by Using Surrogate Data . . . . . . . . . . 803--823 Sudipto Banerjee and Alan E. Gelfand and Andrew O. Finley and Huiyan Sang Gaussian Predictive Process Models for Large Spatial Data Sets . . . . . . . . 825--848 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Jianqing Fan and Jinchi Lv Sure Independence Screening for Ultrahigh Dimensional Feature Space . . 849--911 María José Lombardía and Stefan Sperlich Semiparametric Inference in Generalized Mixed Effects Models . . . . . . . . . . 913--930 Simon N. Wood and Mark V. Bravington and Sharon L. Hedley Soap Film Smoothing . . . . . . . . . . 931--955 Jim Q. Smith and Paul E. Anderson and Silvia Liverani Separation Measures and the Geometry of Bayes Factor Selection for Classification . . . . . . . . . . . . . 957--980 M. J. Bayarri and G. García-Donato Generalization of Jeffreys Divergence-Based Priors for Bayesian Hypothesis Testing . . . . . . . . . . . 981--1003 Sòren Hòjsgaard and Steffen L. Lauritzen Graphical Gaussian Models with Edge and Vertex Symmetries . . . . . . . . . . . 1005--1027 Xiao-Hua Zhou and Huazhen Lin and Eric Johnson Non-Parametric Heteroscedastic Transformation Regression Models for Skewed Data with an Application to Health Care Costs . . . . . . . . . . . 1029--1047 Sylvie Goetgeluk and Stijn Vansteelandt and Els Goetghebeur Estimation of Controlled Direct Effects 1049--1066 Chenlei Leng and Peide Shi and Chih-Ling Tsai Clarification: Regression Model Selection: A Residual Likelihood Approach . . . . . . . . . . . . . . . . 1067--1067 Anonymous Index of authors, volume 70, 2008 . . . 1069--1071 Anonymous Contents of volume 70, 2008 . . . . . . 1073--1074 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
G. Casella and C. P. Robert Report of the Editors, 2008 . . . . . . 1--2 Fengchang Lin and Jason P. Fine Pseudomartingale Estimating Equations for Modulated Renewal Process Models . . 3--23 Nicolai Bissantz and Gerda Claeskens and Hajo Holzmann and Axel Munk Testing for Lack of Fit in Inverse Regression --- With Applications to Biophotonic Imaging . . . . . . . . . . 25--48 Yvo Pokern and Andrew M. Stuart and Petter Wiberg Parameter Estimation for Partially Observed Hypoelliptic Diffusions . . . . 49--73 Arnab Maity and Raymond J. Carroll and Enno Mammen and Nilanjan Chatterjee Testing in semiparametric models with interaction, with applications to gene--environment interactions . . . . . 75--96 Maarten Jansen and Guy P. Nason and B. W. Silverman Multiscale Methods for Data on Graphs and Irregular Multidimensional Situations . . . . . . . . . . . . . . . 97--125 Gareth M. James and Peter Radchenko and Jinchi Lv DASSO: Connections between the Dantzig Selector and Lasso . . . . . . . . . . . 127--142 Jianhua Hu and Valen E. Johnson Bayesian Model Selection Using Test Statistics . . . . . . . . . . . . . . . 143--158 Thomas S. Shively and Thomas W. Sager and Stephen G. Walker A Bayesian Approach to Non-Parametric Monotone Function Estimation . . . . . . 159--175 Lan Wang and Annie Qu Consistent Model Selection and Data-Driven Smooth Tests for Longitudinal Data in the Estimating Equations Approach . . . . . . . . . . . 177--190 Yasumasa Matsuda and Yoshihiro Yajima Fourier Analysis of Irregularly Spaced Data on $ R^d $ . . . . . . . . . . . . 191--217 Alexandra Ramos and Anthony Ledford A New Class of Models for Bivariate Joint Tails . . . . . . . . . . . . . . 219--241 Myoung-Jae Lee Non-Parametric Tests for Distributional Treatment Effect for Randomly Censored Responses . . . . . . . . . . . . . . . 243--264 J. T. Gene Hwang and Jing Qiu and Zhigen Zhao Empirical Bayes Confidence Intervals Shrinking Both Means and Variances . . . 265--285 Howard D. Bondell and Lexin Li Shrinkage Inverse Regression Estimation for Model-Free Variable Selection . . . 287--299 L. A. García-Escudero and A. Gordaliza and R. San Martín and S. Van Aelst and R. Zamar Robust Linear Clustering . . . . . . . . 301--318 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Håvard Rue and Sara Martino and Nicolas Chopin Approximate Bayesian Inference for Latent Gaussian Models by Using Integrated Nested Laplace Approximations 319--392 Wenguang Sun and T. Tony Cai Large-Scale Multiple Testing under Dependence . . . . . . . . . . . . . . . 393--424 Yuedong Wang and Yanyuan Ma and Raymond J. Carroll Variance Estimation in the Analysis of Microarray Data . . . . . . . . . . . . 425--445 Marco Riani and Anthony C. Atkinson and Andrea Cerioli Finding an Unknown Number of Multivariate Outliers . . . . . . . . . 447--466 Feike C. Drost and Ramon van den Akker and Bas J. M. Werker Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued $ {\rm AR}(p) $ models . . . . . . . . . . . . 467--485 Göran Kauermann and Tatyana Krivobokova and Ludwig Fahrmeir Some Asymptotic Results on Generalized Penalized Spline Smoothing . . . . . . . 487--503 Philip T. Reiss and R. Todd Ogden Smoothing Parameter Selection for a Class of Semiparametric Linear Models 505--523 Li-Ping Zhu and Li-Xing Zhu On Distribution-Weighted Partial Least Squares with Diverging Number of Highly Correlated Predictors . . . . . . . . . 525--548 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
David E. Tyler and Frank Critchley and Lutz Dümbgen and Hannu Oja Invariant co-ordinate selection . . . . 549--592 Olivier Cappé and Eric Moulines On-line expectation--maximization algorithm for latent data models . . . . 593--613 Daniela M. Witten and Robert Tibshirani Covariance-Regularized Regression and Classification for High Dimensional Problems . . . . . . . . . . . . . . . . 615--636 Dimitris Rizopoulos and Geert Verbeke and Emmanuel Lesaffre Fully Exponential Laplace Approximations for the Joint Modelling of Survival and Longitudinal Data . . . . . . . . . . . 637--654 Francesco Audrino and Peter Bühlmann Splines for Financial Volatility . . . . 655--670 Hansheng Wang and Bo Li and Chenlei Leng Shrinkage Tuning Parameter Selection with a Diverging Number of Parameters 671--683 Rasmus Waagepetersen and Yongtao Guan Two-Step Estimation for Inhomogeneous Spatial Point Processes . . . . . . . . 685--702 Peter Hall and Tapabrata Maiti Deconvolution Methods for Non-Parametric Inference in Two-Level Mixed Models . . 703--718 Daniel Commenges and Anne Gégout-Petit A General Dynamical Statistical Model with Causal Interpretation . . . . . . . 719--736 Claudia Klüppelberg and Gabriel Kuhn Copula Structure Analysis . . . . . . . 737--753 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Sonia Petrone and Michele Guindani and Alan E. Gelfand Hybrid Dirichlet Mixture Models for Functional Data . . . . . . . . . . . . 755--782 Peter Hall and D. M. Titterington and Jing-Hao Xue Tilting Methods for Assessing the Influence of Components in a Classifier 783--803 Douglas P. Wiens Robust Discrimination Designs . . . . . 805--829 Holger Dette and Efstathios Paparoditis Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities . . . . . . . . . . . . . . . 831--857 Zudi Lu and Dag Johan Steinskog and Dag Tjòstheim and Qiwei Yao Adaptively Varying-Coefficient Spatiotemporal Models . . . . . . . . . 859--880 Jing Cheng and Jing Qin and Biao Zhang Semiparametric Estimation and Inference for Distributional and General Treatment Effects . . . . . . . . . . . . . . . . 881--904 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Michele Guindani and Peter Müller and Song Zhang A Bayesian Discovery Procedure . . . . . 905--925 István Berkes and Robertas Gabrys and Lajos Horváth and Piotr Kokoszka Detecting Changes in the Mean of Functional Observations . . . . . . . . 927--946 Weiwei Wang and Daniel Scharfstein and Zhiqiang Tan and Ellen J. MacKenzie Causal Inference in Outcome-Dependent Two-Phase Sampling Designs . . . . . . . 947--969 Peter D. Hoff A Hierarchical Eigenmodel for Pooled Covariance Estimation . . . . . . . . . 971--992 Stefano Favaro and Antonio Lijoi and Ramsés H. Mena and Igor Prünster Bayesian Non-Parametric Inference for Species Variety with a Two-Parameter Poisson--Dirichlet Process Prior . . . . 993--1008 Pradeep Ravikumar and John Lafferty and Han Liu and Larry Wasserman Sparse Additive Models . . . . . . . . . 1009--1030 Helmut Finner and Veronika Gontscharuk Controlling the Familywise Error Rate with Plug-in Estimator for the Proportion of True Null Hypotheses . . . 1031--1048 Anonymous Index of authors, volume 71, 2009 . . . 1049--1052 Anonymous Contents of volume 71, 2009 . . . . . . 1053--1054 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ?? Anonymous Volume Information . . . . . . . . . . . ??
G. Casella and C. P. Robert Report of the Editors --- 2009 . . . . . 1--2 Hyonho Chun and Sündüz Kele\cs Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection . . . . . . . . . . . 3--25 Takis Merkouris Combining Information from Multiple Surveys by Using Regression for Efficient Small Domain Estimation . . . 27--48 Bo Kai and Runze Li and Hui Zou Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression . . . . . . . . . . . . . . . 49--69 Roopesh Ranjan and Tilmann Gneiting Combining Probability Forecasts . . . . 71--91 Peter Hall and You-Jun Yang Ordering and Selecting Components in Multivariate or Functional Data Linear Prediction . . . . . . . . . . . . . . . 93--110 Tyler J. VanderWeele and James M. Robins Signed Directed Acyclic Graphs for Causal Inference . . . . . . . . . . . . 111--127 Chuan Ju and Zhi Geng Criteria for Surrogate End Points Based on Causal Distributions . . . . . . . . 129--142 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Valen E. Johnson and David Rossell On the Use of Non-Local Prior Densities in Bayesian Hypothesis Tests . . . . . . 143--170 Juhyun Park and Burkhardt Seifert Local Additive Estimation . . . . . . . 171--191 John Copas and Shinto Eguchi Likelihood for Statistically Equivalent Models . . . . . . . . . . . . . . . . . 193--217 William E. Strawderman and Andrew L. Rukhin Simultaneous Estimation and Reduction of Nonconformity in Interlaboratory Studies 219--234 Yi-Hau Chen Semiparametric Marginal Regression Analysis for Dependent Competing Risks under an Assumed Copula . . . . . . . . 235--251 Christopher A. Bush and Juhee Lee and Steven N. MacEachern Minimally Informative Prior Distributions for Non-Parametric Bayesian Analysis . . . . . . . . . . . 253--268 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Christophe Andrieu and Arnaud Doucet and Roman Holenstein Particle Markov chain Monte Carlo methods . . . . . . . . . . . . . . . . 269--342 Xiaofeng Shao A self-normalized approach to confidence interval construction in time series . . 343--366 Yongtao Guan and Hansheng Wang Sufficient dimension reduction for spatial point processes directed by Gaussian random fields . . . . . . . . . 367--387 Jun Zhu and Hsin-Cheng Huang and Perla E. Reyes On selection of spatial linear models for lattice data . . . . . . . . . . . . 389--402 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
David Firth Preface: `Retrospective read paper' . . 403--403 Yoav Benjamini Discovering the false discovery rate . . 405--416 Nicolai Meinshausen and Peter Bühlmann Stability selection . . . . . . . . . . 417--473 Yanyuan Ma and Marc G. Genton Explicit estimating equations for semiparametric generalized linear latent variable models . . . . . . . . . . . . 475--495 Paul Fearnhead and Omiros Papaspiliopoulos and Gareth O. Roberts and Andrew Stuart Random-weight particle filtering of continuous time processes . . . . . . . 497--512 Zhou Zhou and Wei Biao Wu Simultaneous inference of linear models with time varying coefficients . . . . . 513--531 J. N. K. Rao and Changbao Wu Bayesian pseudo-empirical-likelihood intervals for complex surveys . . . . . 533--544 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
Madeleine Cule and Richard Samworth and Michael Stewart Maximum likelihood estimation of a multidimensional log-concave density . . 545--607 Jing Ning and Jing Qin and Yu Shen Non-parametric tests for right-censored data with biased sampling . . . . . . . 609--630 D. A. S. Fraser and N. Reid and E. Marras and G. Y. Yi Default priors for Bayesian and frequentist inference . . . . . . . . . 631--654 Shogo Kato A Markov process for circular data . . . 655--672 Gerda Claeskens and Bernard W. Silverman and Leen Slaets A multiresolution approach to time warping achieved by a Bayesian prior--posterior transfer fitting strategy . . . . . . . . . . . . . . . . 673--694 Xiaofeng Shao Corrigendum: A self-normalized approach to confidence interval construction in time series . . . . . . . . . . . . . . 695--696 Anonymous Index of authors, volume 72, 2010 . . . 697--699 Anonymous Back Matter . . . . . . . . . . . . . . ?? Anonymous Front Matter . . . . . . . . . . . . . . ??
G. Casella and G. Roberts Report of the Editors --- 2010 . . . . . 1--2 Simon N. Wood Fast stable restricted maximum likelihood and marginal likelihood estimation of semiparametric generalized linear models . . . . . . . . . . . . . 3--36 C. Yau and O. Papaspiliopoulos and G. O. Roberts and C. Holmes Bayesian non-parametric hidden Markov models with applications in genomics . . 37--57 Lexin Li and Liping Zhu and Lixing Zhu Inference on the primary parameter of interest with the aid of dimension reduction estimation . . . . . . . . . . 59--80 Yanyuan Ma and Jeffrey D. Hart and Ryan Janicki and Raymond J. Carroll Local and omnibus goodness-of-fit tests in classical measurement error models 81--98 Nan Shao and Keh-Shin Lii Modelling non-homogeneous Poisson processes with almost periodic intensity functions . . . . . . . . . . . . . . . 99--122
Mark Girolami and Ben Calderhead Riemann manifold Langevin and Hamiltonian Monte Carlo methods . . . . 123--214 Pengfei Li and Douglas P. Wiens Robustness of design in dose--response studies . . . . . . . . . . . . . . . . 215--238 Tim Holland-Letz and Holger Dette and Andrey Pepelyshev A geometric characterization of optimal designs for regression models with correlated observations . . . . . . . . 239--252 Brendan P. M. McCabe and Gael M. Martin and David Harris Efficient probabilistic forecasts for counts . . . . . . . . . . . . . . . . . 253--272
Robert Tibshirani Regression shrinkage and selection via the lasso: a retrospective . . . . . . . 273--282 Aurore Delaigle and Peter Hall and Jiashun Jin Robustness and accuracy of methods for high dimensional data analysis based on Student's $t$-statistic . . . . . . . . 283--301 Wenjing Yang and Hans-Georg Müller and Ulrich Stadtmüller Functional singular component analysis 303--324 Jelena Bradic and Jianqing Fan and Weiwei Wang Penalized composite quasi-likelihood for ultrahigh dimensional variable selection 325--349 J. L. Scealy and A. H. Welsh Regression for compositional data by using distributions defined on the hypersphere . . . . . . . . . . . . . . 351--375 Simon Guillotte and François Perron and Johan Segers Non-parametric Bayesian inference on bivariate extremes . . . . . . . . . . . 377--406 Alberto Bernacchia and Simone Pigolotti Self-consistent method for density estimation . . . . . . . . . . . . . . . 407--422
Finn Lindgren and Håvard Rue and Johan Lindström and John T. Kent and Peter J. Diggle and J. B. Illian and D. P. Simpson and Tilmann Gneiting and Michael Scheuerer and R. Furrer and E. Furrer and D. Nychka and Paul Fearnhead and Peter Challenor and Yiannis Andrianakis and Gemma Stephenson and Jesper Mòller and Xiangping Hu and Daniel Simpson and David Bolin and Patrick E. Brown and Michela Cameletti and Sara Martino and Daniel Cooley and Jennifer A. Hoeting and Rosa M. Crujeiras and Andrés Prieto and Marco A. R. Ferreira and Geir-Arne Fuglstad and Andrew Gelman and Peter Guttorp and Barnali Das and Ben Haaland and David J. Nott and John Haslett and Chaitanya Joshi and Vincent Garreta and Michael Höhle and L. Ippoliti and R. J. Martin and R. J. Bhansali and Venkata K. Jandhyala and Stergios B. Fotopoulos and Mikyoung Jun and Håvard Wahl Kongsgård and Giovanna Jona Lasinio and Alessio Pollice and Chihoon Lee and Wayne T. Lee and Cari G. Kaufman and Bo Li and Marc G. Genton and Georg Lindgren and K. V. Mardia and Jorge Mateu and Debashis Mondal and Werner G. Müller and Helmut Waldl and Alessandro Ottavi and Omiros Papaspiliopoulos and Emilio Porcu and Marc Saez and Alexandra M. Schmidt and Alfred Stein and Paul Switzer and Kamil Turkman and Christopher K. Wikle and Mevin B. Hooten An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach [with Discussion] . . . . . . . 423--498 P. Fryzlewicz and H.-S. Oh Thick pen transformation for time series 499--529 Florentina Bunea and Andrada E. Ivanescu and Marten H. Wegkamp Adaptive inference for the mean of a Gaussian process in functional data . . 531--558 Yimei Li and Hongtu Zhu and Dinggang Shen and Weili Lin and John H. Gilmore and Joseph G. Ibrahim Multiscale adaptive regression models for neuroimaging data . . . . . . . . . 559--578 John Thomas White and Subhashis Ghosal Bayesian smoothing of photon-limited images with applications in astronomy 579--599 F. Comte and C. Lacour Data-driven density estimation in the presence of additive noise with unknown distribution . . . . . . . . . . . . . . 601--627
T. Tony Cai and X. Jessie Jeng and Jiashun Jin Optimal detection of heterogeneous and heteroscedastic mixtures . . . . . . . . 629--662 Marco A. R. Ferreira and Scott H. Holan and Adelmo I. Bertolde Dynamic multiscale spatiotemporal models for Gaussian areal data . . . . . . . . 663--688 Judith Rousseau and Kerrie Mengersen Asymptotic behaviour of the posterior distribution in overfitted mixture models . . . . . . . . . . . . . . . . . 689--710 Peter J. Bickel and Yulia R. Gel Banded regularization of autocovariance matrices in application to parameter estimation and forecasting of time series . . . . . . . . . . . . . . . . . 711--728 Alessandra Mattei and Fabrizia Mealli Augmented designs to assess principal strata direct effects . . . . . . . . . 729--752 Daniela M. Witten and Robert Tibshirani Penalized classification using Fisher's linear discriminant . . . . . . . . . . 753--772 Torben Martinussen and Stijn Vansteelandt and Mette Gerster and Jacob von Bornemann Hjelmborg Estimation of direct effects for survival data by using the Aalen additive hazards model . . . . . . . . . 773--788 Anonymous Index of authors, volume 73, 2011 . . . 789--791 Olivier Cappé and Eric Moulines Corrigendum: On-line expectation--maximization algorithm for latent data models . . . . . . . . . . . 792--792 Olivier Cappé and Eric Moulines Corrigendum: On-line expectation--maximization algorithm for latent data models . . . . . . . . . . . 792--792
G. Casella and G. Roberts Report of the Editors --- 2011 . . . . . 1--2 Christophe Ambroise and Catherine Matias New consistent and asymptotically normal parameter estimates for random-graph mixture models . . . . . . . . . . . . . 3--35 Jianqing Fan and Shaojun Guo and Ning Hao Variance estimation using refitted cross-validation in ultrahigh dimensional regression . . . . . . . . . 37--65 Kehui Chen and Hans-Georg Müller Conditional quantile analysis when covariates are functions, with application to growth data . . . . . . . 67--89 Stephen M. S. Lee Hybrid confidence regions based on data depth . . . . . . . . . . . . . . . . . 91--109 Huiyan Sang and Jianhua Z. Huang A full scale approximation of covariance functions for large spatial data sets 111--132 Petros Dellaportas and Ioannis Kontoyiannis Control variates for estimation based on reversible Markov chain Monte Carlo samplers . . . . . . . . . . . . . . . . 133--161 Kun Liang and Dan Nettleton Adaptive and dynamic adaptive procedures for false discovery rate control and estimation . . . . . . . . . . . . . . . 163--182
Yu Cheng and Jason P. Fine Cumulative incidence association models for bivariate competing risks data . . . 183--202 Kun Chen and Kung-Sik Chan and Nils Chr. Stenseth Reduced rank stochastic regression with a sparse singular value decomposition 203--221 Stijn Vansteelandt and Tyler J. VanderWeele and James M. Robins Semiparametric