Last update:
Wed May 19 12:28:05 MDT 2021
T. W. Anderson Estimating Linear Restrictions on
Regression Coefficients for Multivariate
Normal Distributions . . . . . . . . . . 327--351
Michael E. Tarter and
Virginia A. Clark Properties of the Median and Other Order
Statistics of Logistic Variates . . . . 1779--1786
J. Fabius Two Characterizations of the Dirichlet
Distribution . . . . . . . . . . . . . . 583--587
M. Rosenblatt A Quadratic Measure of Deviation of
Two-Dimensional Density Estimates and A
Test of Independence . . . . . . . . . . 1--14
V. M. Joshi A Conjecture of Berry Regarding A
Bernoulli Two-Armed Bandit . . . . . . . 189--202
E. J. Hannan The Estimation of ARMA Models . . . . . 975--981
Federico J. O'Reilly On a Criterion for Simultaneous
Extrapolation in Nonfull Rank Normal
Regression . . . . . . . . . . . . . . . 625--628
Ludger Ruschendorf Asymptotic Distributions of Multivariate
Rank Order Statistics . . . . . . . . . 912--923
G. K. Robinson Properties of Student's $t$ and of the
Behrens--Fisher Solution to the Two
Means Problem . . . . . . . . . . . . . 963--971
Joseph B. Kadane and
Herbert A. Simon Optimal Strategies for a Class of
Constrained Sequential Problems . . . . 237--255
M. M. Rao Asymptotic Distribution of an Estimator
of the Boundary Parameter of an Unstable
Process . . . . . . . . . . . . . . . . 185--190
R. N. Bhattacharya and
J. K. Ghosh On the Validity of the Formal Edgeworth
Expansion . . . . . . . . . . . . . . . 434--451
Barry C. Arnold and
Richard A. Groeneveld Bounds on Expectations of Linear
Systematic Statistics Based on Dependent
Samples . . . . . . . . . . . . . . . . 220--223
David Hinkley Predictive Likelihood . . . . . . . . . 718--728
Der-shin Chang Design of Optimal Control for a
Regression Problem . . . . . . . . . . . 1078--1085
L. R. Haff Estimation of the Inverse Covariance
Matrix: Random Mixtures of the Inverse
Wishart Matrix and the Identity . . . . 1264--1276
D. V. Lindley L. J. Savage --- His Work in Probability
and Statistics . . . . . . . . . . . . . 1--24
John Marden and
Michael D. Perlman Invariant Tests for Means with
Covariates . . . . . . . . . . . . . . . 25--63
P. J. Brown and
J. V. Zidek Adaptive Multivariate Ridge Regression 64--74
J. H. Oude Voshaar $ (k - 1)$-Mean Significance Levels of
Nonparametric Multiple Comparisons
Procedures . . . . . . . . . . . . . . . 75--86
R.-D. Reiss Estimation of Quantiles in Certain
Nonparametric Models . . . . . . . . . . 87--105
Helmut Rieder Estimates Derived from Robust Tests . . 106--115
Gavin G. Gregory On Efficiency and Optimality of
Quadratic Tests . . . . . . . . . . . . 116--131
Martin J. Crowder On the Asymptotic Properties of
Least-Squares Estimators in
Autoregression . . . . . . . . . . . . . 132--146
Ritei Shibata Asymptotically Efficient Selection of
the Order of the Model for Estimating
Parameters of a Linear Process . . . . . 147--164
H. Rubin and
R. A. Vitale Asymptotic Distribution of Symmetric
Statistics . . . . . . . . . . . . . . . 165--170
C. P. Shapiro and
Robert L. Wardrop Dynkin's Identity Applied to Bayes
Sequential Estimation of a Poisson
Process Rate . . . . . . . . . . . . . . 171--182
Ian R. James and
James E. Mosimann A New Characterization of the Dirichlet
Distribution Through Neutrality . . . . 183--189
Yosef Rinott and
Moshe Pollak A Stochastic Ordering Induced by a
Concept of Positive Dependence and
Monotonicity of Asymptotic Test Sizes 190--198
S. Samn Ratios of Off-Diagonal $C$-Wishart . . . 199--204
C. G. Bhattacharya Estimation of a Common Mean and Recovery
of Interblock Information . . . . . . . 205--211
K. Aiyappan Nair Variance and Distribution of the
Graybill--Deal Estimator of the Common
Mean of Two Normal Populations . . . . . 212--216
Y. H. Wang and
R. C. Srivastava A Characterization of the Exponential
and Related Distributions by Linear
Regression . . . . . . . . . . . . . . . 217--220
Malay Ghosh and
Nitis Mukhopadhyay Sequential Point Estimation of the
Difference of Two Normal Means . . . . . 221--225
E. G. Phadia A Note on Empirical Bayes Estimation of
a Distribution Function Based on
Censored Data . . . . . . . . . . . . . 226--229
David V. Hinkley Editorial: Tradition, Progress and the
Annals of Statistics . . . . . . . . . . ??
Luc P. Devroye and
T. J. Wagner Distribution-Free Consistency Results in
Nonparametric Discrimination and
Regression Function Estimation . . . . . 231--239
C. Spiegelman and
J. Sacks Consistent Window Estimation in
Nonparametric Regression . . . . . . . . 240--246
Michael D. Perlman Unbiasedness of the Likelihood Ratio
Tests for Equality of Several Covariance
Matrices and Equality of Several
Multivariate Normal Populations . . . . 247--263
Morris H. DeGroot and
Prem K. Goel Estimation of the Correlation
Coefficient from a Broken Random Sample 264--278
Ann Cohen Brandwein and
William E. Strawderman Minimax Estimation of Location
Parameters for Spherically Symmetric
Distributions with Concave Loss . . . . 279--284
R. M. Loynes The Empirical Distribution Function of
Residuals from Generalised Regression 285--298
H. Callaert and
P. Janssen and
N. Veraverbeke An Edgeworth Expansion for
$U$-Statistics . . . . . . . . . . . . . 299--312
Pranab Kumar Sen On Almost Sure Linearity Theorems for
Signed Rank Order Statistics . . . . . . 313--321
Aldo Jose Viollaz Asymptotic Distribution of $ L_2 $ Norms
of the Deviations of Density Function
Estimates . . . . . . . . . . . . . . . 322--346
G. Leigh Anderson and
Rui J. P. de Figueiredo An Adaptive Orthogonal-Series Estimator
for Probability Density Functions . . . 347--376
L. D. Brown and
Arthur Cohen and
W. E. Strawderman Complete Classes for Sequential Tests of
Hypotheses . . . . . . . . . . . . . . . 377--398
Justus Seely and
David Birkes Estimability in Partitioned Linear
Models . . . . . . . . . . . . . . . . . 399--406
Wayne A. Fuller Properties of Some Estimators for the
Errors-in-Variables Model . . . . . . . 407--422
Hironao Kawashima Parameter Estimation of Autoregressive
Integrated Processes by Least Squares 423--435
Ching-Shui Cheng Optimality of Some Weighing and $ 2^n $
Fractional Factorial Designs . . . . . . 436--446
Ching-Shui Cheng Orthogonal Arrays with Variable Numbers
of Symbols . . . . . . . . . . . . . . . 447--453
Gilbert G. Walter Note: Addendum to ``Properties of
Hermite Series Estimation of Probability
Density'' . . . . . . . . . . . . . . . 454--455
Rupert G. Miller Note: Editorial Note on Pao-Lu Hsu . . . 456--456
Joseph Berkson Minimum Chi-Square, not Maximum
Likelihood! . . . . . . . . . . . . . . 457--487
Takeshi Amemiya The $ n^{-2}$-Order Mean Squared Errors
of the Maximum Likelihood and the
Minimum Logit Chi-Square Estimator . . . 488--505
J. K. Ghosh and
B. K. Sinha and
H. S. Wieand Second Order Efficiency of the MLE with
Respect to any Bounded Bowl-Shape Loss
Function . . . . . . . . . . . . . . . . 506--521
J. N. Darroch and
S. L. Lauritzen and
T. P. Speed Markov Fields and Log-Linear Interaction
Models for Contingency Tables . . . . . 522--539
Lawrence D. Brown A Necessary Condition for Admissibility 540--544
James Berger Improving on Inadmissible Estimators in
Continuous Exponential Families with
Applications to Simultaneous Estimation
of Gamma Scale Parameters . . . . . . . 545--571
L. Brown Examples of Berger's Phenomenon in the
Estimation of Independent Normal Means 572--585
L. R. Haff Empirical Bayes Estimation of the
Multivariate Normal Covariance Matrix 586--597
A. Philip Dawid Conditional Independence for Statistical
Operations . . . . . . . . . . . . . . . 598--617
Dennis D. Boos and
R. J. Serfling A Note on Differentials and the CLT and
LIL for Statistical Functions, with
Application to $M$-Estimates . . . . . . 618--624
Daniel P. Mihalko and
David S. Moore Chi-Square Tests of Fit for Type II
Censored Data . . . . . . . . . . . . . 625--644
Tim Robertson and
F. T. Wright Algorithms in Order Restricted
Statistical Inference and the Cauchy
Mean Value Property . . . . . . . . . . 645--651
Carl Spruill Optimal Designs for Second Order
Processes with General Linear Means . . 652--663
S. R. Dalal and
Gaineford J. Hall On Approximating Parametric Bayes Models
by Nonparametric Bayes Models . . . . . 664--672
E. G. Phadia and
J. Van Ryzin A Note on Convergence Rates for the
Product Limit Estimator . . . . . . . . 673--678
J. K. Baksalary and
R. Kala A New Bound for the Euclidean Norm of
the Difference Between the Least Squares
and the Best Linear Unbiased Estimators 679--681
Nira Herrmann and
Ted H. Szatrowski Expected Sample Size Savings from
Curtailed Procedures for the $t$-Test
and Hotelling's $ T^2$ . . . . . . . . . 682--686
Ram C. Dahiya and
Ramesh M. Korwar Maximum Likelihood Estimates for a
Bivariate Normal Distribution with
Missing Data . . . . . . . . . . . . . . 687--692
V. Susarla and
John Van Ryzin Addendum to ``Large Sample Theory for a
Bayesian Nonparametric Survival Curve
Estimator Based on Censored Data'' . . . 693--693
David V. Hinkley Note: Correction to ``Predictive
Likelihood'' . . . . . . . . . . . . . . 694--694
C. L. Mallows Some Theory of Nonlinear Smoothers . . . 695--715
James Berger A Robust Generalized Bayes Estimator and
Confidence Region for a Multivariate
Normal Mean . . . . . . . . . . . . . . 716--761
E. J. Hannan Recursive Estimation Based on ARMA
Models . . . . . . . . . . . . . . . . . 762--777
N. Christopeit and
K. Helmes Strong Consistency of Least Squares
Estimators in Linear Regression Models 778--788
Chien-Fu Wu Characterizing the Consistent Directions
of Least Squares Estimates . . . . . . . 789--801
Ted H. Szatrowski Necessary and Sufficient Conditions for
Explicit Solutions in the Multivariate
Normal Estimation Problem for Patterned
Means and Covariances . . . . . . . . . 802--810
Ted H. Szatrowski and
John J. Miller Explicit Maximum Likelihood Estimates
from Balanced Data in the Mixed Model of
the Analysis of Variance . . . . . . . . 811--819
D. W. Scott and
R. A. Tapia and
J. R. Thompson Nonparametric Probability Density
Estimation by Discrete Maximum
Penalized-Likelihood Criteria . . . . . 820--832
Gordon Simons Extensions of the Stochastic Ordering
Property of Likelihood Ratios . . . . . 833--839
Bradley Novic Bayes Sequential Estimation of a Poisson
Rate: A Discrete Time Approach . . . . . 840--844
H. H. Peter Cheng Asymptotic Expected Inferior Sample Size
of a Sequential Test Involving Two
Populations . . . . . . . . . . . . . . 845--850
J. Robinson An Asymptotic Expansion for Permutation
Tests with Several Samples . . . . . . . 851--864
V. J. Yohai and
M. S. Garcia Ben Canonical Variables as Optimal
Predictors . . . . . . . . . . . . . . . 865--869
William F. Eddy Optimum Kernel Estimators of the Mode 870--882
Ralph A. Bradley and
Ching-Ming Yeh Trend-Free Block Designs: Theory . . . . 883--893
Corwin L. Atwood Convergent Design Sequences, for
Sufficiently Regular Optimality
Criteria, II: Singular Case . . . . . . 894--912
Norman T. Bruvold Admissible Designs for Polynomial
Monospline Regression . . . . . . . . . 913--921
Subir Ghosh On Main Effect Plus One Plans for $ 2^m
$ Factorials . . . . . . . . . . . . . . 922--930
Stephen M. Stigler An Edgeworth Curiosum . . . . . . . . . 931--934
Michael E. Tarter and
Virginia A. Clark Correction to ``Order Statistics of
Logistic Variates'' . . . . . . . . . . 935--935
Kenneth W. Wachter The Limiting Empirical Measure of
Multiple Discriminant Ratios . . . . . . 937--957
William J. Glynn Asymptotic Representations of the
Densities of Canonical Correlations and
Latent Roots in MANOVA When the
Population Parameters Have Arbitrary
Multiplicity . . . . . . . . . . . . . . 958--976
H. B. Kushner and
Morris Meisner Eigenfunctions of Expected Value
Operators in the Wishart Distribution 977--988
Robert V. Foutz A Test for Goodness-of-Fit Based on an
Empirical Probability Measure . . . . . 989--1001
V. Susarla and
J. Van Ryzin Large Sample Theory for an Estimator of
the Mean Survival Time from Censored
Samples . . . . . . . . . . . . . . . . 1002--1016
David Schoenfeld Tests Based on Linear Combinations of
the Orthogonal Components of the
Cramér--von Mises Statistic When
Parameters are Estimated . . . . . . . . 1017--1022
Ian W. Wright and
Edward J. Wegman Isotonic, Convex and Related Splines . . 1023--1035
George Casella Minimax Ridge Regression Estimation . . 1036--1056
Paul I. Nelson A Note on Strong Consistency of Least
Squares Estimators in Regression Models
with Martingale Difference Errors . . . 1057--1064
Takeaki Kariya Locally Robust Tests for Serial
Correlation in Least Squares Regression 1065--1070
E. J. Hannan The Estimation of the Order of an ARMA
Process . . . . . . . . . . . . . . . . 1071--1081
Paul V. Kabaila An Optimality Property of the
Least-Squares Estimate of the Parameter
of the Spectrum of a Purely
Nondeterministic Time Series . . . . . . 1082--1092
E. J. Godolphin An Invariance Property for the Maximum
Likelihood Estimator of the Parameters
of a Gaussian Moving Average Process . . 1093--1099
E. Masry Discrete-Time Spectral Estimation of
Continuous-Time Processes --- the
Orthogonal Series Method . . . . . . . . 1100--1109
Gloria C. Zerdy Risk of Asymptotically Optimum
Sequential Tests . . . . . . . . . . . . 1110--1122
Bennett Eisenberg and
B. K. Ghosh Curtailed and Uniformly Most Powerful
Sequential Tests . . . . . . . . . . . . 1123--1131
W. J. Studden $ D_s $-Optimal Designs for Polynomial
Regression Using Continued Fractions . . 1132--1141
Anders Rygh Swensen Deficiencies Between Linear Normal
Experiments . . . . . . . . . . . . . . 1142--1155
Kam-Wah Tsui and
Samaradasa Weerahandi and
Jim Zidek Inadmissibility of the Best Fully
Equivariant Estimator of the Generalized
Residual Variance . . . . . . . . . . . 1156--1159
George R. Terrell and
David W. Scott On Improving Convergence Rates for
Nonnegative Kernel Density Estimators 1160--1163
Shanti S. Gupta and
Deng-Yuan Huang A Note on Optimal Subset Selection
Procedures . . . . . . . . . . . . . . . 1164--1167
Albrecht Irle and
Karl-Heinz Klosener Note on the Sign Test in the Presence of
Ties . . . . . . . . . . . . . . . . . . 1168--1170
Joseph D. Petruccelli On a Best Choice Problem with Partial
Information . . . . . . . . . . . . . . 1171--1174
Bernard W. Silverman Addendum to Weak and Strong Uniform
Consistency of the Kernel Estimate of a
Density and Its Derivatives . . . . . . 1175--1176
Federico J. O'Reilly and
Joaquin Diaz Correction to ``On a Criterion for
Simultaneous Extrapolation in Nonfull
Rank Normal Regression'' . . . . . . . . 1177--1178
Herman Chernoff The Identification of an Element of a
Large Population in the Presence of
Noise . . . . . . . . . . . . . . . . . 1179--1197
J. F. Crook and
I. J. Good On the Application of Symmetric
Dirichlet Distributions and Their
Mixtures to Contingency Tables, Part II 1198--1218
D. Siegmund and
P. Gregory A Sequential Clinical Trial for Testing
$ p_1 = p_2 $ . . . . . . . . . . . . . 1219--1228
Shelley L. Rasmussen A Bayesian Approach to a Problem in
Sequential Estimation . . . . . . . . . 1229--1243
David Freedman and
David lane The Empirical Distribution of Fourier
Coefficients . . . . . . . . . . . . . . 1244--1251
Rudolf Beran Asymptotic Lower Bounds for Risk in
Robust Estimation . . . . . . . . . . . 1252--1264
M. L. King Robust Tests for Spherical Symmetry and
Their Application to Least Squares
Regression . . . . . . . . . . . . . . . 1265--1271
Ching-Shui Cheng and
Chien-Fu Wu Balanced Repeated Measurements Designs 1272--1283
P. J. Laycock and
E. Seiden On a Problem of Repeated Measurement
Design with Treatment Additivity . . . . 1284--1292
Z. Galil and
J. Kiefer $D$-Optimum Weighing Designs . . . . . . 1293--1306
Girdhar G. Agarwal and
W. J. Studden Asymptotic Integrated Mean Square Error
Using Least Squares and Bias Minimizing
Splines . . . . . . . . . . . . . . . . 1307--1325
Michael D. Perlman and
Ingram Olkin Unbiasedness of Invariant Tests for
Manova and Other Multivariate Problems 1326--1341
Juliet Popper Shaffer Control of Directional Errors with
Stagewise Multiple Test Procedures . . . 1342--1347
Charles J. Stone Optimal Rates of Convergence for
Nonparametric Estimators . . . . . . . . 1348--1360
R. Helmers Edgeworth Expansions for Linear
Combinations of Order Statistics with
Smooth Weight Functions . . . . . . . . 1361--1374
T. J. Sweeting Uniform Asymptotic Normality of the
Maximum Likelihood Estimator . . . . . . 1375--1381
I. V. Basawa Remarks on Bahadur Optimality of
Conditional Tests . . . . . . . . . . . 1382--1387
G. William Walster and
Marietta J. Tretter Exact Noncentral Distributions of Wilks'
$ \Lambda $ and Wilks--Lawley $U$
Criteria as Mixtures of Incomplete Beta
Functions: for Three Tests . . . . . . . 1388--1390
Charles H. Alexander Simultaneous Confidence Bounds for the
Tail of an Inverse Distribution Function 1391--1394
Ibrahim A. Ahmad On the Berry--Esseen Theorem for Random
$U$-Statistics . . . . . . . . . . . . . 1395--1398
R. N. Bhattacharya and
J. K. Ghosh Correction to ``On the Validity of the
Formal Edgeworth Expansion'' . . . . . . 1399--1399
T. W. Anderson Correction to ``Estimating Linear
Restrictions on Regression Coefficients
for Multivariate Normal Distributions'' 1400--1400
Barry C. Arnold and
Richard A. Groeneveld Correction to ``Bounds on Expectations
of Linear Systematic Statistics Based on
Dependent Samples'' . . . . . . . . . . 1401--1401
Der-Shin Chang and
Chi Song Wong Correction to ``Design of Optimal
Control for a Regression Problem'' . . . 1402--1402
M. M. Rao Correction to ``Asymptotic Distribution
of an Estimator of the Boundary
Parameter of an Unstable Process'' . . . 1403--1403
Jerzy Neyman Egon S. Pearson (August 11, 1895--June
12, 1980). An Appreciation . . . . . . . 1--2
Persi Diaconis and
Ronald Graham The Analysis of Sequential Experiments
with Feedback to Subjects . . . . . . . 3--23
Leon Jay Gleser Estimation in a Multivariate ``Errors in
Variables'' Regression Model: Large
Sample Results . . . . . . . . . . . . . 24--44
D. V. Lindley and
Melvin R. Novick The Role of Exchangeability in Inference 45--58
Charles F. Manski Learning and Decision Making when
Subjective Probabilities have Subjective
Domains . . . . . . . . . . . . . . . . 59--65
Yashaswini Mittal Smoothing of Samples for Maxima . . . . 66--77
Nancy Reid Influence Functions for Censored Data 78--92
Anastasios A. Tsiatis A Large Sample Study of Cox's Regression
Model . . . . . . . . . . . . . . . . . 93--108
Pranab Kumar Sen The Cox Regression Model, Invariance
Principles for Some Induced Quantile
Processes and Some Repeated Significance
Tests . . . . . . . . . . . . . . . . . 109--121
Antonia Foldes and
Lidia Rejto Strong Uniform Consistency for
Nonparametric Survival Curve Estimators
from Randomly Censored Data . . . . . . 122--129
Donald B. Rubin The Bayesian Bootstrap . . . . . . . . . 130--134
David Pollard Strong Consistency of $K$-Means
Clustering . . . . . . . . . . . . . . . 135--140
Harald Sverdrup-Thygeson Strong Law of Large Numbers for Measures
of Central Tendency and Dispersion of
Random Variables in Compact Metric
Spaces . . . . . . . . . . . . . . . . . 141--145
Grace Wahba Data-Based Optimal Smoothing of
Orthogonal Series Density Estimates . . 146--156
N. Langberg and
F. Proschan and
A. J. Quinzi Estimating Dependent Life Lengths, with
Applications to the Theory of Competing
Risks . . . . . . . . . . . . . . . . . 157--167
Abdul-Hadi N. Ahmed and
Ramon Leon and
Frank Proschan Generalized Association, with
Applications in Multivariate Statistics 168--176
Dan Ralescu and
Stefan Ralescu A Class of Nonlinear Admissible
Estimators in the One-Parameter
Exponential Family . . . . . . . . . . . 177--183
Y. S. Chow and
K. F. Yu The Performance of a Sequential
Procedure for the Estimation of the Mean 184--189
Serge Tardif On the Almost Sure Convergence of the
Permutation Distribution for Aligned
Rank Test Statistics in Randomized Block
Designs . . . . . . . . . . . . . . . . 190--193
Herman Callaert and
Noel Veraverbeke The Order of the Normal Approximation
for a Studentized $U$-Statistic . . . . 194--200
Ching-Shui Cheng Optimality and Construction of
Pseudo-Youden Designs . . . . . . . . . 201--205
Raymond J. Carroll and
David Ruppert On Robust Tests for Heteroscedasticity 206--210
Takeaki Kariya A Robustness Property of Hotelling's $
T^2 $-Test . . . . . . . . . . . . . . . 211--214
Klaus J. Miescke $ \Gamma $-Minimax Selection Procedures
in Simultaneous Testing Problems . . . . 215--220
Benjamin Zehnwirth A Note on the Asymptotic Optimality of
the Empirical Bayes Distribution
Function . . . . . . . . . . . . . . . . 221--224
Richard Redner Note on the Consistency of the Maximum
Likelihood Estimate for Nonidentifiable
Distributions . . . . . . . . . . . . . 225--228
H. Stenger and
S. Gabler On the Completeness of the Class of
Fixed Size Sampling Strategies . . . . . 229--232
E. J. Hannan Correction to ``The Estimation of ARMA
Models'' . . . . . . . . . . . . . . . . 233--233
J. Fabius Correction to ``Two Characterizations of
the Dirichlet Distribution'' . . . . . . 234--234
Lorraine DeRoberts and
J. A. Hartigan Bayesian Inference Using Intervals of
Measures . . . . . . . . . . . . . . . . 235--244
Helmut Rieder Robustness of One-and Two-Sample Rank
Tests Against Gross Errors . . . . . . . 245--265
Helmut Rieder On Local Asymptotic Minimaxity and
Admissibility in Robust Estimation . . . 266--277
Joachim Hartung Nonnegative Minimum Biased Invariant
Estimation in Variance Component Models 278--292
Friedrich Pukelsheim On the Existence of Unbiased Nonnegative
Estimates of Variance Convariance
Components . . . . . . . . . . . . . . . 293--299
Ritei Shibata An Optimal Autoregressive Spectral
Estimate . . . . . . . . . . . . . . . . 300--306
V. Solo The Second Order Properties of a Time
Series Recursion . . . . . . . . . . . . 307--317
Tze Leung Lai Asymptotic Optimality of Invariant
Sequential Probability Ratio Tests . . . 318--333
Jerome Sacks and
Donald Ylvisaker Asymptotically Optimum Kernels for
Density Estimation at a Point . . . . . 334--346
V. Susarla and
G. Walter Estimation of a Multivariate Density
Function Using Delta Sequences . . . . . 347--355
R. L. Dykstra and
Purushottam Laud A Bayesian Nonparametric Approach to
Reliability . . . . . . . . . . . . . . 356--367
Thomas Hammerstrom Asymptotically Optimal Tests for
Heteroscedasticity in the General Linear
Model . . . . . . . . . . . . . . . . . 368--380
Takeaki Kariya Tests for the Independence Between Two
Seemingly Unrelated Regression Equations 381--390
Morris L. Eaton On the Projections of Isotropic
Distributions . . . . . . . . . . . . . 391--400
Yasuko Chikuse Distributions of Some Matrix Variates
and Latent Roots in Multivariate
Behrens--Fisher Discriminant Analysis 401--407
Gerard Letac Isotropy and Sphericity: Some
Characterisations of the Normal
Distribution . . . . . . . . . . . . . . 408--417
H. Pesotan and
B. L. Raktoe Further Results on Invariance and
Randomization in Fractional Replication 418--423
David M. Mason On the Use of a Statistic Based on
Sequential Ranks to Prove Limit Theorems
for Simple Linear Rank Statistics . . . 424--436
John Kitchin and
Frank Proschan Generalization of Block--Savits'
Convolution Result . . . . . . . . . . . 437--437
D. G. Kildea Brown-Mood Type Median Estimators for
Simple Regression Models . . . . . . . . 438--442
F. T. Wright The Asymptotic Behavior of Monotone
Regression Estimates . . . . . . . . . . 443--448
F. T. Wright Sums of Random Variables Indexed by a
Partially Ordered Set and the Estimation
of Integral Regression Functions . . . . 449--452
R. S. Singh On the Exact Asymptotic Behavior of
Estimators of a Density and its
Derivatives . . . . . . . . . . . . . . 453--456
Louise Dionne Efficient Nonparametric Estimators of
Parameters in the General Linear
Hypothesis . . . . . . . . . . . . . . . 457--460
Gideon Schwarz Applying Asymptotic Shapes to
Nonexponential Families . . . . . . . . 461--464
Stephen M. Stigler Gauss and the Invention of Least Squares 465--474
Charles J. Stone Admissible Selection of an Accurate and
Parsimonious Normal Linear Regression
Model . . . . . . . . . . . . . . . . . 475--485
R. L. Eubank and
Patricia L. Smith and
Philip W. Smith Uniqueness and Eventual Uniqueness of
Optimal Designs in Some Time Series
Models . . . . . . . . . . . . . . . . . 486--493
R. L. Eubank A Density-Quantile Function Approach to
Optimal Spacing Selection . . . . . . . 494--500
Chien-Fu Wu Asymptotic Theory of Nonlinear Least
Squares Estimation . . . . . . . . . . . 501--513
J. K. Ghosh and
H. Morimoto and
S. Yamada Neyman Factorization and Minimality of
Pairwise Sufficient Subfields . . . . . 514--530
Wayne A. Fuller and
David P. Hasza and
J. Jeffery Goebel Estimation of the Parameters of
Stochastic Difference Equations . . . . 531--543
P. K. Bhattacharya and
Dargan Frierson A Nonparametric Control Chart for
Detecting Small Disorders . . . . . . . 544--554
David Ruppert Stochastic Approximation of an
Implicitly Defined Function . . . . . . 555--566
John R. Collins and
Stephen L. Portnoy Maximizing the Variance of
$M$-Estimators Using the Generalized
Method of Moment Spaces . . . . . . . . 567--577
Jana Jureckova Tail-Behavior of Location Estimators . . 578--585
B. Efron and
C. Stein The Jackknife Estimate of Variance . . . 586--596
Paul D. Feigin Conditional Exponential Families and a
Representation Theorem for Asympotic
Inference . . . . . . . . . . . . . . . 597--603
Michael G. Akritas and
Richard A. Johnson Asymptotic Inference in Lévy Processes of
the Discontinuous Type . . . . . . . . . 604--614
Pham Dinh Tuan Estimation of the Spectral Parameters of
a Stationary Point Process . . . . . . . 615--627
J. Sethuraman and
Nozer D. Singpurwalla Large Sample Estimates and Uniform
Confidence Bounds for the Failure Rate
Function Based on a Naive Estimator . . 628--632
David A. Harville Unbiased and Minimum-Variance Unbiased
Estimation of Estimable Functions for
Fixed Linear Models with Arbitrary
Covariance Structure . . . . . . . . . . 633--637
Erik N. Torgersen Measures of Information Based on
Comparison with Total Information and
with Total Ignorance . . . . . . . . . . 638--657
Peter Wakker Agreeing Probability Measures for
Comparative Probability Structures . . . 658--662
Gunter Rothe Some Properties of the Asymptotic
Relative Pitman Efficiency . . . . . . . 663--669
Michael Goldstein A Bayesian Criterion for Sample Size . . 670--672
Wilbert C. M. Kallenberg The Shortcoming of Locally Most Powerful
Tests in Curved Exponential Families . . 673--677
R. H. Berk and
L. D. Brown and
Arthur Cohen Properties of Bayes Sequential Tests . . 678--682
Peter Hall On Trigonometric Series Estimates of
Densities . . . . . . . . . . . . . . . 683--685
Chu-In Charles Lee The Quadratic Loss of Isotonic
Regression Under Normality . . . . . . . 686--688
V. Solo Strong Consistency of Least Squares
Estimators in Regression with Correlated
Disturbances . . . . . . . . . . . . . . 689--693
K. F. Cheng On Berry--Esseen Rates for Jackknife
Estimators . . . . . . . . . . . . . . . 694--696
Ake Svensson On a Goodness-of-Fit Test for
Multiplicative Poisson Models . . . . . 697--704
Daryl Pregibon Logistic Regression Diagnostics . . . . 705--724
David E. Tyler Asymptotic Inference for Eigenvectors 725--736
J. Kiefer and
H. P. Wynn Optimum Balanced Block and Latin Square
Designs for Correlated Observations . . 737--757
Timo Makelainen and
Klaus Schmidt and
George P. H. Styan On the Existence and Uniqueness of the
Maximum Likelihood Estimate of a
Vector-Valued Parameter in Fixed-Size
Samples . . . . . . . . . . . . . . . . 758--767
C. Villegas Inner Statistical Inference II . . . . . 768--776
Jan F. Bjòrnstad A Class of Schur Procedures and Minimax
Theory for Subset Selection . . . . . . 777--791
Ingram Olkin and
Jack L. Tomsky A New Class of Multivariate Tests Based
on the Union-Intersection Principle . . 792--802
P. K. Bhattacharya Posterior Distribution of a Dirichlet
Process from Quantal Response Data . . . 803--811
Asad Zaman A Complete Class Theorem for the Control
Problem and Further Results on
Admissibility and Inadmissibility . . . 812--821
Iain D. Currie On Distributions Determined by Random
Variables Distributed Over the $n$-Cube 822--833
R. H. Berk and
L. D. Brown and
Arthur Cohen Bounded Stopping Times for a Class of
Sequential Bayes Tests . . . . . . . . . 834--845
Glen Meeden and
Malay Ghosh Admissibility in Finite Problems . . . . 846--852
R. D. Gill Testing with Replacement and the Product
Limit Estimator . . . . . . . . . . . . 853--860
Gail Gong and
Francisco J. Samaniego Pseudo Maximum Likelihood Estimation:
Theory and Applications . . . . . . . . 861--869
George Casella and
William E. Strawderman Estimating a Bounded Normal Mean . . . . 870--878
B. Schweizer and
E. F. Wolff On Nonparametric Measures of Dependence
for Random Variables . . . . . . . . . . 879--885
Gregory M. Constantine Some $E$-Optimal Block Designs . . . . . 886--892
N. Gaffke Some Classes of Optimality Criteria and
Optimal Designs for Complete Two-Way
Layouts . . . . . . . . . . . . . . . . 893--898
David M. Mason Asymptotic Normality of Linear
Combinations of Order Statistics with a
Smooth Score Function . . . . . . . . . 899--908
Paul G. Hoel Regression Systems for Which Optimal
Extrapolation Designs Require Exactly $
k + 1 $ Points . . . . . . . . . . . . . 909--912
J. K. Baksalary and
R. Kala Linear Transformations Preserving Best
Linear Unbiased Estimators in a General
Gauss--Markoff Model . . . . . . . . . . 913--916
Yoshikazu Takada Relation of the Best Invariant Predictor
and the Best Unbiased Predictor in
Location and Scale Families . . . . . . 917--921
Heinrich Niederhausen Sheffer Polynomials for Computing Exact
Kolmogorov--Smirnov and Rényi Type
Distributions . . . . . . . . . . . . . 923--944
A. P. Dempster and
M. Gasko-Green New Tools for Residual Analysis . . . . 945--959
Ronald W. Butler The Admissible Bayes Character of Subset
Selection Techniques Involved in
Variable Selection, Outlier Detection,
and Slippage Problems . . . . . . . . . 960--973
D. S. Poskitt and
A. R. Tremayne An Approach to Testing Linear Times
Series Models . . . . . . . . . . . . . 974--986
F. P. Kelly Multi-Armed Bandits with Discount Factor
Near One: The Bernoulli Case . . . . . . 987--1001
Mark J. Schervish Asymptotic Expansions for Correct
Classification Rates in Discriminant
Analysis . . . . . . . . . . . . . . . . 1002--1009
D. Krewski and
J. N. K. Rao Inference From Stratified Samples:
Properties of the Linearization,
Jackknife and Balanced Repeated
Replication Methods . . . . . . . . . . 1010--1019
H. G. Mukerjee A Stochastic Approximation by
Observations on a Discrete Lattice Using
Isotonic Regression . . . . . . . . . . 1020--1025
Jason C. Hsu Simultaneous Confidence Intervals for
all Distances from the ``Best'' . . . . 1026--1034
Samuel Karlin and
Yosef Rinott Total Positivity Properties of Absolute
Value Multinormal Variables with
Applications to Confidence Interval
Estimates and Related Probabilistic
Inequalities . . . . . . . . . . . . . . 1035--1049
Robert Bartoszy\'nski and
Barry W. Brown and
Charles M. McBride and
James R. Thompson Some Nonparametric Techniques for
Estimating the Intensity Function of a
Cancer Related Nonstationary Poisson
Process . . . . . . . . . . . . . . . . 1050--1060
C. J. Wild and
J. D. Kalbfleisch A Note on a Paper by Ferguson and Phadia 1061--1065
A. M. Krieger and
J. Pickands III Weak Convergence and Efficient Density
Estimation at a Point . . . . . . . . . 1066--1078
W. J. R. Eplett The Inadmissibility of Linear Rank Tests
Under Bahadur Efficiency . . . . . . . . 1079--1086
Tom Snijders Rank Tests for Bivariate Symmetry . . . 1087--1095
Paul C. C. Wang Robust Asymptotic Tests of Statistical
Hypotheses Involving Nuisance Parameters 1096--1106
Helmut Strasser Consistency of Maximum Likelihood and
Bayes Estimates . . . . . . . . . . . . 1107--1113
G. B. A. Evans and
N. E. Savin The Calculation of the Limiting
Distribution of the Least Squares
Estimator of the Parameter in a Random
Walk Model . . . . . . . . . . . . . . . 1114--1118
P. J. Bickel and
E. L. Lehmann A Minimax Property of the Sample Mean in
Finite Populations . . . . . . . . . . . 1119--1122
Bruce Levin A Representation for Multinomial
Cumulative Distribution Functions . . . 1123--1126
Martin Fox An Inadmissible Best Invariant
Estimator: The I.I.D. Case . . . . . . . 1127--1129
Martin D. Fraser and
Yu-Sheng Hsu and
Joseph J. Walker Identifiability of Finite Mixtures of
von Mises Distributions . . . . . . . . 1130--1131
L. R. Haff Corrections to ``Estimation of the
Inverse Covariance Matrix: Random
Mixtures of the Inverse Wishart Matrix
and the Identity'' . . . . . . . . . . . 1132--1132
J. F. Crook and
I. J. Good Corrections to ``On the Application of
Symmetric Dirichlet Distributions and
Their Mixtures to Contingency Tables,
Part II'' . . . . . . . . . . . . . . . 1133--1133
Charles M. Stein Estimation of the Mean of a Multivariate
Normal Distribution . . . . . . . . . . 1135--1151
Douglas M. Bates and
Donald G. Watts Parameter Transformations for Improved
Approximate Confidence Regions in
Nonlinear Least Squares . . . . . . . . 1152--1167
Chien-Fu Wu On the Robustness and Efficiency of Some
Randomized Designs . . . . . . . . . . . 1168--1177
Shelby J. Haberman Tests for Independence in Two-Way
Contingency Tables Based on Canonical
Correlation and on Linear-By-Linear
Interaction . . . . . . . . . . . . . . 1178--1186
Kesar Singh On the Asymptotic Accuracy of Efron's
Bootstrap . . . . . . . . . . . . . . . 1187--1195
Peter J. Bickel and
David A. Freedman Some Asymptotic Theory for the Bootstrap 1196--1217
D. A. Freedman Bootstrapping Regression Models . . . . 1218--1228
Peter Hall Asymptotic Theory of Triple Sampling for
Sequential Estimation of a Mean . . . . 1229--1238
L. D. Brown and
Arthur Cohen Inadmissibility of Large Classes of
Sequential Tests . . . . . . . . . . . . 1239--1247
Tim Robertson and
F. T. Wright Likelihood Ratio Tests for and Against a
Stochastic Ordering Between Multinomial
Populations . . . . . . . . . . . . . . 1248--1257
John I. Marden Invariant Tests on Covariance Matrices 1258--1266
Takeaki Kariya Robustness of Multivariate Tests . . . . 1267--1275
H. Koul and
V. Susarla and
J. Van Ryzin Regression Analysis with Randomly
Right-Censored Data . . . . . . . . . . 1276--1288
Lawrence D. Brown A Complete Class Theorem for Statistical
Problems with Finite Sample Spaces . . . 1289--1300
P. J. Bickel Minimax Estimation of the Mean of a
Normal Distribution when the Parameter
Space is Restricted . . . . . . . . . . 1301--1309
Luc Devroye On the Almost Everywhere Convergence of
Nonparametric Regression Function
Estimates . . . . . . . . . . . . . . . 1310--1319
Luc Devroye On the Asymptotic Probability of Error
in Nonparametric Discrimination . . . . 1320--1327
Bo V. Pedersen A Comparison of the Efron--Hinkley
Ancillary and the Likelihood Ratio
Ancillary in a Particular Example . . . 1328--1333
J. K. Ghosh and
Bimal K. Sinha A Necessary and Sufficient Condition for
Second Order Admissibility with
Applications to Berkson's Bioassay
Problem . . . . . . . . . . . . . . . . 1334--1338
Anne Chao On Estimating the Probability of
Discovering a New Species . . . . . . . 1339--1342
G. S. Watson William Gemmell Cochran 1909--1980 . . . 1--10
Morris L. Eaton A Review of Selected Topics in
Multivariate Probability Inequalities 11--43
Diane Lambert and
W. J. Hall Asymptotic Lognormality of $P$-Values 44--64
Carl N. Morris Natural Exponential Families with
Quadratic Variance Functions . . . . . . 65--80
James O. Berger Selecting a Minimax Estimator of a
Multivariate Normal Mean . . . . . . . . 81--92
Kam-Wah Tsui and
S. James Press Simultaneous Estimation of Several
Poisson Parameters Under $K$-Normalized
Squared Error Loss . . . . . . . . . . . 93--100
Michael Friedman Piecewise Exponential Models for
Survival Data with Covariates . . . . . 101--113
D. S. Poskitt and
A. R. Tremayne Diagnostic Tests for Multiple Time
Series Models . . . . . . . . . . . . . 114--120
R. J. Bhansali The Evaluation of Certain Quadratic
Forms Occurring in Autoregressive Model
Fitting . . . . . . . . . . . . . . . . 121--131
Yuzo Hosoya and
Masanobu Taniguchi A Central Limit Theorem for Stationary
Processes and the Parameter Estimation
of Linear Processes . . . . . . . . . . 132--153
Tze Leung Lai and
Ching Zong Wei Least Squares Estimates in Stochastic
Regression Models with Applications to
Identification and Control of Dynamic
Systems . . . . . . . . . . . . . . . . 154--166
Pedro E. Ferreira Sequential Estimation Through Estimating
Equations in the Nuisance Parameter Case 167--173
Michael Goldstein Contamination Distributions . . . . . . 174--183
David Freedman and
Persi Diaconis De Finetti's Theorem for Symmetric
Location Families . . . . . . . . . . . 184--189
Warren W. Esty Confidence Intervals for the Coverage of
Low Coverage Samples . . . . . . . . . . 190--196
Ronald W. Butler Nonparametric Interval and Point
Prediction Using Data Trimmed by a
Grubbs-Type Outlier Rule . . . . . . . . 197--204
Helmut Rieder Qualitative Robustness of Rank Tests . . 205--211
Rudolf Beran Estimated Sampling Distributions: The
Bootstrap and Competitors . . . . . . . 212--225
Tadeusz Bednarski Binary Experiments, Minimax Tests and
$2$-Alternating Capacities . . . . . . . 226--232
Derek S. Cotterill and
Miklós Csörg\Ho On the Limiting Distribution of and
Critical Values for the Multivariate
Cramér--von Mises Statistic . . . . . . . 233--244
Lynn Roy LaMotte Admissibility in Linear Estimation . . . 245--255
C. Villegas Maximum Likelihood and Least Squares
Estimation in Linear and Affine
Functional Models . . . . . . . . . . . 256--265
John I. Marden Combining Independent Noncentral Chi
Squared or $F$ Tests . . . . . . . . . . 266--277
F. T. Wright Monotone Regression Estimates for
Grouped Observations . . . . . . . . . . 278--286
Sue Leurgans Asymptotic Distributions of
Slope-of-Greatest-Convex-Minorant
Estimators . . . . . . . . . . . . . . . 287--296
Siddhartha R. Dalal and
Peter Fortini An Inequality Comparing Sums and Maxima
with Application to Behrens--Fisher Type
Problem . . . . . . . . . . . . . . . . 297--301
Tim Robertson and
F. T. Wright Bounds on Mixtures of Distributions
Arising in Order Restricted Inference 302--306
Pranab Kumar Sen Invariance Principles for Recursive
Residuals . . . . . . . . . . . . . . . 307--312
C. C. Song Covariance Stabilizing Transformations
and a Conjecture of Holland . . . . . . 313--315
Walter Oberhofer The Consistency of Nonlinear Regression
Minimizing the $ L_1 $-Norm . . . . . . 316--319
T. J. Sweeting Corrections: ``Uniform Asymptotic
Normality of the Maximum Likelihood
Estimator'' . . . . . . . . . . . . . . 320--320
Charles H. Alexander Corrections: ``Simultaneous Confidence
Bounds'' . . . . . . . . . . . . . . . . 321--321
G. K. Robinson Corrections: ``Properties of Student's
$t$ and of the Behrens--Fisher Solution
to the Two Means Problem'' . . . . . . . 321--321
Bradley Efron Transformation Theory: How Normal is a
Family of Distributions? . . . . . . . . 323--339
Bradley Efron Maximum Likelihood and Decision Theory 340--356
Shun-Ichi Amari Differential Geometry of Curved
Exponential Families-Curvatures and
Information Loss . . . . . . . . . . . . 357--385
David C. Hamilton and
Donald G. Watts and
Douglas M. Bates Accounting for Intrinsic Nonlinearity in
Nonlinear Regression Parameter Inference
Regions . . . . . . . . . . . . . . . . 386--393
H. E. Daniels Sequential Tests Constructed From Images 394--400
Stuart Geman and
Chii-Ruey Hwang Nonparametric Maximum Likelihood
Estimation by the Method of Sieves . . . 401--414
Rudolf Beran Robust Estimation in Models for
Independent Non-Identically Distributed
Data . . . . . . . . . . . . . . . . . . 415--428
Raymond J. Carroll and
David Ruppert Robust Estimation in Heteroscedastic
Linear Models . . . . . . . . . . . . . 429--441
Katherine Campbell Recursive Computation of $M$-Estimates
for the Parameters of a Finite
Autoregressive Process . . . . . . . . . 442--453
D. A. Freedman and
P. Diaconis On Inconsistent $M$-Estimators . . . . . 454--461
Ronald H. Randles On the Asymptotic Normality of
Statistics with Estimated Parameters . . 462--474
Donald A. Pierce The Asymptotic Effect of Substituting
Estimators for Parameters in Certain
Types of Statistics . . . . . . . . . . 475--478
Nicholas P. Jewell Mixtures of Exponential Distributions 479--484
Samuel Karlin and
Yosef Rinott Applications of Anova Type
Decompositions for Comparisons of
Conditional Variance Statistics
Including Jackknife Estimates . . . . . 485--501
Z. Galil and
J. Kiefer Construction Methods for $D$-Optimum
Weighing Designs when $ n \equiv 3
(\bmod 4)$ . . . . . . . . . . . . . . . 502--510
L. Pesotchinsky Optimal Robust Designs: Linear
Regression in $ R^k $ . . . . . . . . . 511--525
Carol Schoenfelder and
Stamatis Cambanis Random Designs for Estimating Integrals
of Stochastic Processes . . . . . . . . 526--538
Kirk M. Wolter and
Wayne A. Fuller Estimation of Nonlinear
Errors-in-Variables Models . . . . . . . 539--548
Peter M. Hooper Sufficiency and Invariance in Confidence
Set Estimation . . . . . . . . . . . . . 549--555
Peter Hall On Estimating the Endpoint of a
Distribution . . . . . . . . . . . . . . 556--568
W. J. R. Eplett Rank Tests Generated by Continuous
Piecewise Linear Functions . . . . . . . 569--574
Georg Neuhaus $ H_0 $-Contiguity in Nonparametric
Testing Problems and Sample Pitman
Efficiency . . . . . . . . . . . . . . . 575--582
Wilbert C. M. Kallenberg Chernoff Efficiency and Deficiency . . . 583--594
Jon A. Wellner Asymptotic Optimality of the Product
Limit Estimator . . . . . . . . . . . . 595--602
N. I. Fisher Unbiased Estimation for Some
Non-Parametric Families of Distributions 603--615
Y. Vardi Nonparametric Estimation in the Presence
of Length Bias . . . . . . . . . . . . . 616--620
Vincent N. LaRiccia Asymptotic Properties of Weighted $ L^2
$ Quantile Distance Estimators . . . . . 621--624
Noel Cressie A Useful Empirical Bayes Identity . . . 625--629
Eric V. Slud A Characterization Problem in Stationary
Time Series . . . . . . . . . . . . . . 630--633
Donald A. Berry and
PeCheng Wang Optimal Stopping Regions with Islands
and Peninsulas . . . . . . . . . . . . . 634--636
Y. L. Tong Rectangular and Elliptical Probability
Inequalities for Schur-Concave Random
Variables . . . . . . . . . . . . . . . 637--642
Jerome Sacks and
Donald Ylvisaker $L$- and $R$-Estimation and the Minimax
Property . . . . . . . . . . . . . . . . 643--645
M. Rosenblatt Corrections: ``A Quadratic Measure of
Deviation of Two-Dimension Density
Estimates and a Test of Independence'' 646--646
P. J. Bickel On Adaptive Estimation . . . . . . . . . 647--671
Christopher Field Small Sample Asymptotic Expansions for
Multivariate $M$-Estimates . . . . . . . 672--689
Thomas W. Sager and
Ronald A. Thisted Maximum Likelihood Estimation of
Isotonic Modal Regression . . . . . . . 690--707
Richard L. Dykstra and
Tim Robertson An Algorithm for Isotonic Regression for
Two or More Independent Variables . . . 708--716
P. W. Millar Optimal Estimation of a General
Regression Function . . . . . . . . . . 717--740
Peter Walley and
Terrence L. Fine Towards a Frequentist Theory of Upper
and Lower Probability . . . . . . . . . 741--761
James C. Fu Large Sample Point Estimation: A Large
Deviation Theory Approach . . . . . . . 762--771
Y. Vardi Nonparametric Estimation in Renewal
Processes . . . . . . . . . . . . . . . 772--785
Benjamin Kedem and
Eric Slud Time Series Discrimination by Higher
Order Crossings . . . . . . . . . . . . 786--794
B. W. Silverman On the Estimation of a Probability
Density Function by the Maximum
Penalized Likelihood Method . . . . . . 795--810
V. K. Klonias Consistency of Two Nonparametric Maximum
Penalized Likelihood Estimators of the
Probability Density Function . . . . . . 811--824
Andrzej Kozek Towards a Calculus for Admissibility . . 825--837
James O. Berger and
L. Mark Berliner and
Asad Zaman General Admissibility and
Inadmissibility Results for Estimation
in a Control Problem . . . . . . . . . . 838--856
Jiunn Tzon Hwang Improving Upon Standard Estimators in
Discrete Exponential Families with
Applications to Poisson and Negative
Binomial Cases . . . . . . . . . . . . . 857--867
Jiunn Tzon Hwang and
George Casella Minimax Confidence Sets for the Mean of
a Multivariate Normal Distribution . . . 868--881
Brooks Ferebee Tests with Parabolic Boundary for the
Drift of a Wiener Process . . . . . . . 882--894
Michael Woodroofe and
Hajime Takahashi Asymptotic Expansions for the Error
Probabilities of Some Repeated
Significance Tests . . . . . . . . . . . 895--908
Y. S. Chow and
A. T. Martinsek Bounded Regret of a Sequential Procedure
for Estimation of the Mean . . . . . . . 909--914
P. M. Robinson Analysis of Time Series from Mixed
Distributions . . . . . . . . . . . . . 915--925
Hong-Zhi An and
Chen Zhao-Guo and
E. J. Hannan Autocorrelation, Autoregression and
Autoregressive Approximation . . . . . . 926--936
Ker-Chau Li Minimaxity of the Method of
Regularization of Stochastic Processes 937--942
Steven J. Schwager and
Barry H. Margolin Detection of Multivariate Normal
Outliers . . . . . . . . . . . . . . . . 943--954
Steen Andersson Distributions of Maximal Invariants
Using Quotient Measures . . . . . . . . 955--961
John I. Marden Minimal Complete Classes of Tests of
Hypotheses with Multivariate One-Sided
Alternatives . . . . . . . . . . . . . . 962--970
Yoshikazu Takada A Comment on Best Invariant Predictors 971--978
Shaul K. Bar-Lev and
Benjamin Reiser An Exponential Subfamily which Admits
UMPU Tests Based on a Single Test
Statistic . . . . . . . . . . . . . . . 979--989
Thomas Pfaff Quick Consistency of Quasi Maximum
Likelihood Estimators . . . . . . . . . 990--1005
Dankmar Bohning Convergence of Simar's Algorithm for
Finding the Maximum Likelihood Estimate
of a Compound Poisson Process . . . . . 1006--1008
Albert Y. Lo A Note on the Minimax Estimation of the
Poisson Intensity Function . . . . . . . 1009--1011
K. M. Lal Saxena and
Khursheed Alam Estimation of the Non-Centrality
Parameter of a Chi Squared Distribution 1012--1016
Sam Gutmann Stein's Paradox is Impossible in
Problems with Finite Sample Space . . . 1017--1020
P. E. Jupp and
K. V. Mardia A Characterization of the Multivariate
Pareto Distribution . . . . . . . . . . 1021--1024
D. Blackwell and
R. V. Ramamoorthi A Bayes but Not Classically Sufficient
Statistic . . . . . . . . . . . . . . . 1025--1026
Gregory M. Constantine On the $E$-Optimality of PBIB Designs
with a Small Number of Blocks . . . . . 1027--1031
Bradley Efron Correction: ``Transformation Theory: How
Normal is a Family of Distributions'' 1032--1032
G. A. Barnard and
V. P. Godambe Memorial Article: Allan Birnbaum
1923--1976 . . . . . . . . . . . . . . . 1033--1039
Charles J. Stone Optimal Global Rates of Convergence for
Nonparametric Regression . . . . . . . . 1040--1053
A. P. Dawid and
M. Stone The Functional-Model Basis of Fiducial
Inference . . . . . . . . . . . . . . . 1054--1067
G. A. Barnard Discussion: The Functional-Model Basis
of Fiducial Inference . . . . . . . . . 1068--1069
D. A. S. Fraser Discussion: The Functional-Model Basis
of Fiducial Inference . . . . . . . . . 1070--1073
Professor Dawid and
Professor Stone Reply: The Functional-Model Basis of
Fiducial Inference . . . . . . . . . . . 1074--1074
Glenn Shafer Bayes's Two Arguments for The Rule of
Conditioning . . . . . . . . . . . . . . 1075--1089
Sandy L. Zabell W. E. Johnson's ``Sufficientness''
Postulate . . . . . . . . . . . . . . . 1090--1099
P. K. Andersen and
R. D. Gill Cox's Regression Model for Counting
Processes: A Large Sample Study . . . . 1100--1120
Steven G. Self and
Ross L. Prentice Commentary on Andersen and Gill's
``Cox's Regression Model for Counting
Processes: A Large Sample Study'' . . . 1121--1124
Thomas W. Sager Nonparametric Maximum Likelihood
Estimation of Spatial Patterns . . . . . 1125--1136
Jiunn Tzon Hwang Semi Tail Upper Bounds on the Class of
Admissible Estimators in Discrete
Exponential Families with Applications
to Poisson and Negative Binomial
Distributions . . . . . . . . . . . . . 1137--1147
Andrew L. Rukhin Adaptive Procedures in Multiple Decision
Problems and Hypothesis Testing . . . . 1148--1162
David S. Moore The Effect of Dependence on Chi Squared
Tests of Fit . . . . . . . . . . . . . . 1163--1171
Michael M. Meyer Transforming Contingency Tables . . . . 1172--1181
Michael Woodroofe On Model Selection and the ARC Sine Laws 1182--1194
K. S. Lii and
M. Rosenblatt Deconvolution and Estimation of Transfer
Function Phase and Coefficients for
Non-Gaussian Linear Processes . . . . . 1195--1208
David P. Hasza and
Wayne A. Fuller Testing for Nonstationary Parameter
Specifications in Seasonal Time Series
Models . . . . . . . . . . . . . . . . . 1209--1216
Ian S. Abramson On Bandwidth Variation in Kernel
Estimates --- a Square Root Law . . . . 1217--1223
Raymond J. Carroll Adapting for Heteroscedasticity in
Linear Models . . . . . . . . . . . . . 1224--1233
Tim Robertson and
F. T. Wright On Measuring the Conformity of a
Parameter Set to a Trend, with
Applications . . . . . . . . . . . . . . 1234--1245
Richard L. Dykstra and
Tim Robertson Order Restricted Statistical Tests on
Multinomial and Poisson Parameters: The
Starshaped Restriction . . . . . . . . . 1246--1252
Robert Bohrer and
Henry P. Wynn Spherically Symmetric Probability
Orderings Useful in Multiple Comparisons 1253--1260
James H. Albert and
Arjun K. Gupta Mixtures of Dirichlet Distributions and
Estimation in Contingency Tables . . . . 1261--1268
Mayer Alvo and
Paul Cabilio and
Paul D. Feigin Asymptotic Theory for Measures of
Concordance with Special Reference to
Average Kendall Tau . . . . . . . . . . 1269--1276
Dennis C. Gilliland and
John E. Boyer and
How Jan Tsao Bayes Empirical Bayes: Finite Parameter
Case . . . . . . . . . . . . . . . . . . 1277--1282
Peter M. Hooper Invariant Confidence Sets with Smallest
Expected Measure . . . . . . . . . . . . 1283--1294
R. L. Eubank and
P. L. Smith and
P. W. Smith A Note on Optimal and Asymptotically
Optimal Designs for Certain Time Series
Models . . . . . . . . . . . . . . . . . 1295--1301
Hani Doss and
Thomas Sellke The Tails of Probabilities Chosen From A
Dirichlet Prior . . . . . . . . . . . . 1302--1305
H. N. Nagaraja Some Nondegenerate Limit Laws for the
Selection Differential . . . . . . . . . 1306--1310
Anne Chao Corrections: ``On Estimating the
Probability of Discovering a New
Species'' . . . . . . . . . . . . . . . 1311--1311
L. Ruschendorf Corrections: ``Asymptotic Distributions
of Multivariate Rank Order Statistics'' 1311--1311
Mark F. Schilling Goodness of Fit Testing in $ \mathbb
{R}^m $ Based on the Weighted Empirical
Distribution of Certain Nearest Neighbor
Statistics . . . . . . . . . . . . . . . 1--12
Mark F. Schilling An Infinite-Dimensional Approximation
for Nearest Neighbor Goodness of Fit
Tests . . . . . . . . . . . . . . . . . 13--24
Y.-S. Chow and
S. Geman and
L.-D. Wu Consistent Cross-Validated Density
Estimation . . . . . . . . . . . . . . . 25--38
Kent R. Bailey The Asymptotic Joint Distribution of
Regression and Survival Parameter
Estimates in the Cox Regression Model 39--48
Richard Gill Large Sample Behaviour of the
Product-Limit Estimator on the Whole
Line . . . . . . . . . . . . . . . . . . 49--58
Peter McCullagh Quasi-Likelihood Functions . . . . . . . 59--67
Patricia Grambsch Sequential Sampling Based on the
Observed Fisher Information to Guarantee
The Accuracy of the Maximum Likelihood
Estimator . . . . . . . . . . . . . . . 68--77
Adriaan P. Van Der Plas On the Estimation of the Parameters of
Markov Probability Models Using Macro
Data . . . . . . . . . . . . . . . . . . 78--85
Bruce G. Lindsay The Geometry of Mixture Likelihoods: A
General Theory . . . . . . . . . . . . . 86--94
C. F. Jeff Wu On the Convergence Properties of the EM
Algorithm . . . . . . . . . . . . . . . 95--103
G. A. Barnard and
D. A. Sprott The Generalised Problem of the Nile:
Robust Confidence Sets for Parametric
Functions . . . . . . . . . . . . . . . 104--113
David A. Lane and
William D. Sudderth Coherent and Continuous Inference . . . 114--120
Alexander Felzenbaum and
Sergiu Hart and
Yosef Hochberg Improving Some Multiple Comparison
Procedures . . . . . . . . . . . . . . . 121--128
Gary Lorden Asymptotic Efficiency of Three-Stage
Hypothesis Tests . . . . . . . . . . . . 129--140
John Rice and
Murray Rosenblatt Smoothing Splines: Regression,
Derivatives and Deconvolution . . . . . 141--156
Masanobu Taniguchi On the Second Order Asymptotic
Efficiency of Estimators of Gaussian
ARMA Processes . . . . . . . . . . . . . 157--169
Wilbert C. M. Kallenberg Intermediate Efficiency, Theory and
Examples . . . . . . . . . . . . . . . . 170--182
Kerry G. Bemis and
Vasant P. Bhapkar On Ban Estimators for Chi Squared Test
Criteria . . . . . . . . . . . . . . . . 183--196
Justus F. Seely and
Yahia El-Bassiouni Applying Wald's Variance Component Test 197--201
Andrew L. Rukhin Convergence Rates of Estimators of a
Finite Parameter: How Small can Error
Probabilities Be? . . . . . . . . . . . 202--207
Jeffrey S. Simonoff A Penalty Function Approach to Smoothing
Large Sparse Contingency Tables . . . . 208--218
Ronald W. Butler Optimal Properties of One-Step Variable
Selection in Regression . . . . . . . . 219--224
Ker-Chau Li Minimaxity for Randomized Designs: Some
General Results . . . . . . . . . . . . 225--239
Ching-Shui Cheng Construction of Optimal Balanced
Incomplete Block Designs for Correlated
Observations . . . . . . . . . . . . . . 240--246
Joachim Kunert Optimal Design and Refinement of the
Linera Model with Applications to
Repeated Measurements Designs . . . . . 247--257
Dibyen Majumdar and
William I. Notz Optimal Incomplete Block Designs for
Comparing Treatments with a Control . . 258--266
Yuan Yan Chen and
Myles Hollander and
Naftali A. Langberg Testing Whether New is Better than Used
with Randomly Censored Data . . . . . . 267--274
T. P. Liu and
M. E. Thompson Properties of Estimators of Quadratic
Finite Population Functions: The Batch
Approach . . . . . . . . . . . . . . . . 275--285
Kumar Joag-Dev and
Frank Proschan Negative Association of Random Variables
with Applications . . . . . . . . . . . 286--295
Glen Meeden and
Malay Ghosh Choosing Between Experiments:
Applications to Finite Population
Sampling . . . . . . . . . . . . . . . . 296--305
Michael D. Huffman An Efficient Approximate Solution to the
Kiefer--Weiss Problem . . . . . . . . . 306--316
David M. Mason A Minimax Criterion for Choosing Weight
Functions for $L$-Estimates of Location 317--325
Brian D. Macpherson and
Wayne A. Fuller Consistency of the Least Squares
Estimator of the First Order Moving
Average Parameter . . . . . . . . . . . 326--329
W. Eberl Invariantly Sufficient Equivariant
Statistics and Characterizations of
Normality in Translation Classes . . . . 330--336
Hideaki Sakai Covariance Matrices Characterization by
a Set of Scalar Partial Autocorrelation
Coefficients . . . . . . . . . . . . . . 337--340
James D. Malley Statistical and Algebraic Independence 341--345
Joseph B. Kadane and
Herbert A. Simon Corrections: ``Optimal Strategies for a
Class of Constrained Sequential
Problems'' . . . . . . . . . . . . . . . 346--346
I. V. Basawa Corrections: Remarks on Bahadur
Efficiency of Conditional Tests . . . . 347--347
D. Lambert and
W. J. Hall Corrections: Asymptotic Lognormality of
$P$-Values . . . . . . . . . . . . . . . 348--348
Ching-Shui Cheng and
Chien-Fu Wu Corrections: ``Balanced Repeated
Measurements Designs'' . . . . . . . . . 349--349
Malay Ghosh and
Jiunn Tzon Hwang and
Kam-Wah Tsui Construction of Improved Estimators in
Multiparameter Estimation for Discrete
Exponential Families . . . . . . . . . . 351--367
James O. Berger Discussion: Construction of Improved
Estimators in Multiparameter Estimation
for Discrete Exponential Families . . . 368--369
H. Malcolm Hudson Discussion: ``Construction of Improved
Estimators in Multiparameter Estimation
for Discrete Exponential Families'' . . 370--371
Carl N. Morris Discussion: Construction of Improved
Estimators in Multiparameter Estimation
for Discrete Exponential Families . . . 372--374
Anonymous Reply: ``Construction of Improved
Estimators in Multiparameter Estimation
for Discrete Exponential Families'' . . 375--376
Jerome H. Friedman and
Lawrence C. Rafsky Graph-Theoretic Measures of Multivariate
Association and Prediction . . . . . . . 377--391
Steen A. Andersson and
Hans K. Brons and
Soren Tolver Jensen Distribution of Eigenvalues in
Multivariate Statistical Analysis . . . 392--415
Jorma Rissanen A Universal Prior for Integers and
Estimation by Minimum Description Length 416--431
Janet M. Begun and
W. J. Hall and
Wei-Min Huang and
Jon A. Wellner Information and Asymptotic Efficiency in
Parametric-Nonparametric Models . . . . 432--452
Henrik Ramlau-Hansen Smoothing Counting Process Intensities
by Means of Kernel Functions . . . . . . 453--466
Chu-In Charles Lee The Min-Max Algorithm and Isotonic
Regression . . . . . . . . . . . . . . . 467--477
T. L. Lai and
D. Siegmund Fixed Accuracy Estimation of an
Autoregressive Parameter . . . . . . . . 478--485
B. G. Lindsay Efficiency of the Conditional Score in a
Mixture Setting . . . . . . . . . . . . 486--497
Wilbert C. M. Kallenberg On Moderate Deviation Theory in
Estimation . . . . . . . . . . . . . . . 498--504
P. K. Bhattacharya and
Herman Chernoff and
S. S. Yang Nonparametric Estimation of the Slope of
a Truncated Regression . . . . . . . . . 505--514
Carl N. Morris Natural Exponential Families with
Quadratic Variance Functions:
Statistical Theory . . . . . . . . . . . 515--529
Dennis D. Cox Asymptotics for $M$-Type Smoothing
Splines . . . . . . . . . . . . . . . . 530--551
Ching-Shui Cheng and
Ker-Chau Li A Minimax Approach to Sample Surveys . . 552--563
Mark Finster Optimal Stopping in the Stock Market
When the Future is Discounted . . . . . 564--568
Peter Hall Inverting an Edgeworth Expansion . . . . 569--576
C. S. Withers Expansions for the Distribution and
Quantiles of a Regular Functional of the
Empirical Distribution with Applications
to Nonparametric Confidence Intervals 577--587
Konrad Behnen and
Georg Neuhaus Galton's Test as a Linear Rank Test with
Estimated Scores and Its Local
Asymptotic Efficiency . . . . . . . . . 588--599
Heinrich Niederhausen Sheffer Polynomials for Computing
Takacs's Goodness-of-Fit Distributions 600--606
Ronald J. M. M. Does An Edgeworth Expansion for Simple Linear
Rank Statistics Under the
Null-Hypothesis . . . . . . . . . . . . 607--624
R. D. John and
J. Robinson Edgeworth Expansions for the Power of
Permutation Tests . . . . . . . . . . . 625--631
Robert Hannum and
Myles Hollander Robustness of Ferguson's Bayes Estimator
of a Distribution Function . . . . . . . 632--639
L. D. Brown and
Arthur Cohen and
E. Samuel-Cahn A Sharp Necessary Condition for
Admissibility of Sequential Tests--
Necessary and Sufficient Conditions for
Admissibility of SPRT's . . . . . . . . 640--653
Morris Eaton and
Takeaki Kariya Multivariate Tests with Incomplete Data 654--665
Peter M. Hooper Simultaneous Interval Estimation in the
General Multivariate Analysis of
Variance Model . . . . . . . . . . . . . 666--673
Constance van Eeden On the Asymptotic Relation Between
$L$-Estimators and $M$-Estimators and
their Asymptotic Efficiency Relative to
the Cramér--Rao Lower Bound . . . . . . . 674--690
J. K. Baksalary and
R. Kala Estimation Via Linearly Combining Two
Given Statistics . . . . . . . . . . . . 691--696
P. K. Bhattacharya Justification for a $ K - S $ Type Test
for the Slope of a Truncated Regression 697--701
Louis Gordon Successive Sampling in Large Finite
Populations . . . . . . . . . . . . . . 702--706
Richard Kakigi A Note on Discounted Future Two-Armed
Bandits . . . . . . . . . . . . . . . . 707--711
Herbert Robbins Some Thoughts on Empirical Bayes
Estimation . . . . . . . . . . . . . . . 713--723
J. N. Darroch and
T. P. Speed Additive and Multiplicative Models and
Interactions . . . . . . . . . . . . . . 724--738
E. B. Dynkin and
A. Mandelbaum Symmetric Statistics, Poisson Point
Processes, and Multiple Wiener Integrals 739--745
Shaul K. Bar-Lev A Characterization of Certain Statistics
in Exponential Models Whose
Distributions Depend on a Sub-Vector of
Parameters Only . . . . . . . . . . . . 746--752
O. Barndorff-Nielsen and
P. Blaesild Exponential Models with Affine Dual
Foliations . . . . . . . . . . . . . . . 753--769
O. Barndorff-Nielsen and
P. Blaesild Reproductive Exponential Families . . . 770--782
Bruce G. Lindsay The Geometry of Mixture Likelihoods,
Part II: The Exponential Family . . . . 783--792
Shinto Eguchi Second Order Efficiency of Minimum
Contrast Estimators in a Curved
Exponential Family . . . . . . . . . . . 793--803
Ross L. Prentice and
Steven G. Self Asymptotic Distribution Theory for
Cox-Type Regression Models with General
Relative Risk Form . . . . . . . . . . . 804--813
L. Mark Berliner Improving on Inadmissible Estimators in
the Control Problem . . . . . . . . . . 814--826
Adam T. Martinsek Second Order Approximation to the Risk
of a Sequential Procedure . . . . . . . 827--836
Nicholas P. Jewell and
Peter Bloomfield Canonical Correlations of Past and
Future for Time Series: Definitions and
Theory . . . . . . . . . . . . . . . . . 837--847
Nicholas P. Jewell and
Peter Bloomfield and
Flavio C. Bartmann Canonical Correlations of Past and
Future for Time Series: Bounds and
Computation . . . . . . . . . . . . . . 848--855
George C. Tiao and
Ruey S. Tsay Consistency Properties of Least Squares
Estimates of Autoregressive Parameters
in ARMA Models . . . . . . . . . . . . . 856--871
B. M. Potscher Order Estimation in ARMA-Models by
Lagrangian Multiplier Tests . . . . . . 872--885
Lynn Kuo Bayesian Bioassay Design . . . . . . . . 886--895
Luc Devroye The Equivalence of Weak, Strong and
Complete Convergence in $ L_1 $ for
Kernel Density Estimates . . . . . . . . 896--904
Warren W. Esty A Normal Limit Law for a Nonparametric
Estimator of the Coverage of a Random
Sample . . . . . . . . . . . . . . . . . 905--912
C. Zachary Gilstein On the Joint Asymptotic Distribution of
Extreme Midranges . . . . . . . . . . . 913--920
H. Koul and
T. DeWet Minimum Distance Estimation in a Linear
Regression Model . . . . . . . . . . . . 921--932
David M. Mason and
John H. Schuenemeyer A Modified Kolmogorov--Smirnov Test
Sensitive to Tail Alternatives . . . . . 933--946
Ted H. Szatrowski Missing Data in the One-Population
Multivariate Normal Patterned Mean and
Covariance Matrix Testing and Estimation
Problem . . . . . . . . . . . . . . . . 947--958
Ronaldo Iachan Asymptotic Theory of Systematic Sampling 959--969
Mike Jacroux and
William Notz On the Optimality of Spring Balance
Weighing Designs . . . . . . . . . . . . 970--978
Christopher G. Small Characterization of Type from Maximal
Invariant Spectra . . . . . . . . . . . 979--983
John T. Kent Identifiability of Finite Mixtures for
Directional Data . . . . . . . . . . . . 984--988
Martin A. Tanner and
Wing Hung Wong The Estimation of the Hazard Function
from Randomly Censored Data by the
Kernel Method . . . . . . . . . . . . . 989--993
Martin A. Tanner A Note on the Variable Kernel Estimator
of the Hazard Function from Randomly
Censored Data . . . . . . . . . . . . . 994--998
G. Jogesh Babu and
Kesar Singh Inference on Means Using the Bootstrap 999--1003
Peter Hall Orthogonal Series Methods for Both
Qualitative and Quantitative Data . . . 1004--1007
Robert A. Wijsman Monotonicity in the Noncentrality
Parameter of the Ratio of Two Noncentral
$t$-Densities . . . . . . . . . . . . . 1008--1010
Robert Kohn and
Craig F. Ansley On the Smoothness Properties of the Best
Linear Unbiased Estimate of a Stochastic
Process Observed with Noise . . . . . . 1011--1017
Hong-Zhi An and
Chen Zhao-Guo and
E. J. Hannan Correction: ``Autocorrelation,
Autoregression and Autoregressive
Approximation'' . . . . . . . . . . . . 1018--1018
William H. DuMouchel Estimating the Stable Index $ \alpha $
in Order to Measure Tail Thickness: A
Critique . . . . . . . . . . . . . . . . 1019--1031
S. Weerahandi and
J. V. Zidek Elements of Multi-Bayesian Decision
Theory . . . . . . . . . . . . . . . . . 1032--1046
Peter C. Fishburn Ellsberg Revisited: A New Look at
Comparative Probability . . . . . . . . 1047--1059
F. Pukelsheim and
D. M. Titterington General Differential and Lagrangian
Theory for Optimal Experimental Design 1060--1068
A. M. Houtman and
T. P. Speed Balance in Designed Experiments with
Orthogonal Block Structure . . . . . . . 1069--1085
John I. Marden Admissibility of Invariant Tests in the
General Multivariate Analysis of
Variance Problem . . . . . . . . . . . . 1086--1099
Leon J. Gleser and
David S. Moore The Effect of Dependence on Chi-Squared
and Empiric Distribution Tests of Fit 1100--1108
David Freedman and
Persi Diaconis On Inconsistent Bayes Estimates in the
Discrete Case . . . . . . . . . . . . . 1109--1118
Brian S. Yandell Nonparametric Inference for Rates with
Censored Survival Data . . . . . . . . . 1119--1135
Wing Hung Wong On the Consistency of Cross-Validation
in Kernel Nonparametric Regression . . . 1136--1141
James Stephen Marron Optimal Rates of Convergence to Bayes
Risk in Nonparametric Discrimination . . 1142--1155
Peter Hall Large Sample Optimality of Least Squares
Cross-Validation in Density Estimation 1156--1174
Konrad Behnen and
Georg Neuhaus and
Frits Ruymgaart Two Sample Rank Estimators of Optimal
Nonparametric Score-Functions and
Corresponding Adaptive Rank Statistics 1175--1189
John R. Collins On the Minimax Property for
$R$-Estimators of Location . . . . . . . 1190--1195
Brenton R. Clarke Uniqueness and Frechet Differentiability
of Functional Solutions to Maximum
Likelihood Type Equations . . . . . . . 1196--1205
Daniel MacRae Keenan Limiting Behavior of Functionals of the
Sample Spectral Distribution . . . . . . 1206--1217
Michael Evans Estimating Events . . . . . . . . . . . 1218--1224
P. E. Jupp and
B. D. Spurr Sobolev Tests for Symmetry of
Directional Data . . . . . . . . . . . . 1225--1231
David E. Tyler The Asymptotic Distribution of Principal
Component Roots Under Local Alternatives
to Multiple Roots . . . . . . . . . . . 1232--1242
David E. Tyler A Class of Asymptotic Tests for
Principal Component Vectors . . . . . . 1243--1250
Ramkaran The Robustness of Stein's Two-Stage
Procedure . . . . . . . . . . . . . . . 1251--1256
Song-Gui Wang and
C. F. J. Wu Further Results on the Consistent
Directions of Least Squares Estimators 1257--1262
Donald A. Darling On the Asymptotic Distribution of
Watson's Statistic . . . . . . . . . . . 1263--1266
Yuan Yan Chen and
Myles Hollander and
Naftali A. Langberg Corrections: ``Testing Whether New is
Better than Used with Randomly Censored
Data'' . . . . . . . . . . . . . . . . . 1267--1267
Robert Hannum and
Myles Hollander Corrections: ``Robustness of Ferguson's
Bayes Estimator of a Distribution
Function'' . . . . . . . . . . . . . . . 1267--1267
T. W. Anderson Estimating Linear Statistical
Relationships . . . . . . . . . . . . . 1--45
J. N. K. Rao and
A. J. Scott On Chi-Squared Tests for Multiway
Contingency Tables with Cell Proportions
Estimated from Survey Data . . . . . . . 46--60
Anthony J. Hayter Proof of the Conjecture that the
Tukey--Kramer Multiple Comparisons
Procedure is Conservative . . . . . . . 61--75
Robert J. Serfling Generalized $L$-, $M$-, and
$R$-Statistics . . . . . . . . . . . . . 76--86
Gabrielle Kelly The Influence Function in the Errors in
Variables Problem . . . . . . . . . . . 87--100
Rudolf Beran Jackknife Approximations to Bootstrap
Estimates . . . . . . . . . . . . . . . 101--118
Peter J. Huber Finite Sample Breakdown of $M$- and
$P$-Estimators . . . . . . . . . . . . . 119--126
James Allen Fill and
Iain Johnstone On Projection Pursuit Measures of
Multivariate Location and Dispersion . . 127--141
Joseph G. Voelkel and
John Crowley Nonparametric Inference for a Class of
Semi-Markov Processes with Censored
Observations . . . . . . . . . . . . . . 142--160
I. V. Basawa and
P. J. Brockwell Asymptotic Conditional Inference for
Regular Nonergodic Models with an
Application to Autoregressive Processes 161--171
Marc Hallin Spectral Factorization of Nonstationary
Moving Average Processes . . . . . . . . 172--192
Joachim Mocks and
Pham Dinh Tuan and
Theo Gasser Testing for Homogeneity of Noisy Signals
Evoked by Repeated Stimuli . . . . . . . 193--209
Theo Gasser and
Hans-Georg Muller and
Walter Kohler and
Luciano Molinari and
Andrea Prader Nonparametric Regression Analysis of
Growth Curves . . . . . . . . . . . . . 210--229
Ker-Chau Li Consistency for Cross-Validated Nearest
Neighbor Estimates in Nonparametric
Regression . . . . . . . . . . . . . . . 230--240
Peter Hall Integrated Square Error Properties of
Kernel Estimators of Regression
Functions . . . . . . . . . . . . . . . 241--260
Michael Falk Relative Deficiency of Kernel Type
Estimators of Quantiles . . . . . . . . 261--268
Ker-Chau Li Robust Regression Designs when the
Design Space Consists of Finitely Many
Points . . . . . . . . . . . . . . . . . 269--282
Kathryn Chaloner Optimal Bayesian Experimental Design for
Linear Models . . . . . . . . . . . . . 283--300
B. K. Sinha and
S. K. Sarkar Invariant Confidence Sequences for Some
Parameters in a Multivariate Linear
Regression Model . . . . . . . . . . . . 301--310
Chris A. J. Klaassen Location Estimators and Spread . . . . . 311--321
Nobuo Shinozaki Simultaneous Estimation of Location
Parameters Under Quadratic Loss . . . . 322--335
Shanti S. Gupta and
Klaus J. Miescke Sequential Selection Procedures --- a
Decision Theoretic Approach . . . . . . 336--350
Albert Y. Lo On a Class of Bayesian Nonparametric
Estimates: I. Density Estimates . . . . 351--357
Czeslaw Stepniak and
Song-Gui Wang and
C. F. Jeff Wu Comparison of Linear Experiments with
Known Covariances . . . . . . . . . . . 358--365
James B. Robertson and
V. R. R. Uppuluri A Generalized Kaplan--Meier Estimator 366--371
Gilbert G. Walter and
Julius R. Blum A Simple Solution to a Nonparametric
Maximum Likelihood Estimation Problem 372--379
Albrecht Irle Extended Optimality of Sequential
Probability Ratio Tests . . . . . . . . 380--386
Roger L. Berger and
Frank Proschan Monotonicity in Selection Problems: A
Unified Approach . . . . . . . . . . . . 387--391
A. C. Atkinson Review: Two Books on Regression
Diagnostics: D. A. Belsley, E. Kuh, R.
E. Welsch, \booktitleRegression
Diagnostics: Identifying Influential
Data and Sources of Collinearity; R. D.
Cook, Sanford Weisberg,
\booktitleResiduals and Influence in
Regression . . . . . . . . . . . . . . . 392--401
Jerome Sacks Jack Carl Kiefer 1924--1981 . . . . . . 403--405
Lawrence D. Brown The Research of Jack Kiefer Outside the
Area of Experimental Design . . . . . . 406--415
Henry P. Wynn Jack Kiefer's Contributions to
Experimental Design . . . . . . . . . . 416--423
Anonymous The Publications and Writings of Jack
Kiefer . . . . . . . . . . . . . . . . . 424--430
J. Kiefer and
H. P. Wynn Optimum and Minimax Exact Treatment
Designs for One-Dimensional
Autoregressive Error Processes . . . . . 431--450
Lawrence D. Brown and
Harold Sackrowitz An Alternative to Student's $t$-Test for
Problems with Indifference Zones . . . . 451--469
P. J. Bickel and
D. A. Freedman Asymptotic Normality and the Bootstrap
in Stratified Sampling . . . . . . . . . 470--482
Avi Mandelbaum and
Murad S. Taqqu Invariance Principle for Symmetric
Statistics . . . . . . . . . . . . . . . 483--496
Yasuo Amemiya and
Wayne A. Fuller Estimation for the Multivariate
Errors-in-Variables Model with Estimated
Error Covariance Matrix . . . . . . . . 497--509
Robert Keener Second Order Efficiency in the
Sequential Design of Experiments . . . . 510--532
Adam T. Martinsek Sequential Determination of Estimator as
Well as Sample Size . . . . . . . . . . 533--550
Eric V. Slud Sequential Linear Rank Tests for
Two-Sample Censored Survival Data . . . 551--571
Sue Leurgans Asymptotic Behavior of Two-Sample Rank
Tests in the Presence of Random
Censoring . . . . . . . . . . . . . . . 572--589
I. R. James and
P. J. Smith Consistency Results for Linear
Regression with Censored Data . . . . . 590--600
Ker-Chau Li Regression Models with Infinitely Many
Parameters: Consistency of Bounded
Linear Functionals . . . . . . . . . . . 601--611
W. Hardle and
S. Luckhaus Uniform Consistency of a Class of
Regression Function Estimators . . . . . 612--623
Wolfgang Hardle A Law of the Iterated Logarithm for
Nonparametric Regression Function
Estimators . . . . . . . . . . . . . . . 624--635
Larry P. Ammann Bayesian Nonparametric Inference for
Quantal Response Data . . . . . . . . . 636--645
William Bell Signal Extraction for Nonstationary Time
Series . . . . . . . . . . . . . . . . . 646--664
Benjamin Kedem On the Sinusoidal Limit of Stationary
Time Series . . . . . . . . . . . . . . 665--674
Stephen Vardeman and
Glen Meeden Admissible Estimators for the Total of a
Stratified Population that Employ Prior
Information . . . . . . . . . . . . . . 675--684
Wei-Yin Loh Bounds on AREs for Restricted Classes of
Distributions Defined Via Tail-Orderings 685--701
Daniel Q. Naiman Optimal Simultaneous Confidence Bounds 702--715
M. Falk and
W. Kohne A Robustification of the Sign Test Under
Mixing Conditions . . . . . . . . . . . 716--729
Kent R. Bailey Asymptotic Equivalence Between the Cox
Estimator and the General ML Estimators
of Regression and Survival Parameters in
the Cox Model . . . . . . . . . . . . . 730--736
Patrick L. Brockett The Likelihood Ratio Detector for
Non-Gaussian Infinitely Divisible, and
Linear Stochastic Processes . . . . . . 737--744
Peter M. Hooper A Conditional Property of Invariant
Confidence and Prediction Regions . . . 745--750
William S. Krasker A Note on Selecting Parametric Models in
Bayesian Inference . . . . . . . . . . . 751--757
Ryuei Nishii Asymptotic Properties of Criteria for
Selection of Variables in Multiple
Regression . . . . . . . . . . . . . . . 758--765
Hans-Georg Muller Smooth Optimum Kernel Estimators of
Densities, Regression Curves and Modes 766--774
Friedrich Pukelsheim A Note on Nonparametric Trend Conformity 775--777
Linda Davis Comments on a Paper by T. Amemiya on
Estimation in a Dichotomous Logit
Regression Model . . . . . . . . . . . . 778--782
Takeshi Amemiya Corrections: ``The $ N^{-2} $-Order Mean
Squared Errors of the Maximum Likelihood
and the Minimum Logit Chi-Squared
Estimator'' . . . . . . . . . . . . . . 783--783
Peter M. Hooper Corrections: ``Invariant Confidence Sets
with Smallest Expected Measure'' . . . . 784--784
Peter M. Hooper Corrections: ``Simultaneous Interval
Estimation in the General Multivariate
Analysis of Variance Model'' . . . . . . 785--785
B. M. Potscher Corrections: ``Order Estimation in
ARMA-Models by Lagrangian Multiplier
Tests'' . . . . . . . . . . . . . . . . 785--785
P. J. Bickel Review: J. Pfanzagl, W. Wefelmeyer,
\booktitleContributions to a General
Asymptotic Statistical Theory. Springer
Lecture Notes in Statistics . . . . . . 786--791
Persi Diaconis and
David Freedman Asymptotics of Graphical Projection
Pursuit . . . . . . . . . . . . . . . . 793--815
Suresh H. Moolgavkar and
Edward D. Lustbader and
David J. Venzon A Geometric Approach to Nonlinear
Regression Diagnostics with Applications
to matched Case-Control Studies . . . . 816--826
D. Freedman On Bootstrapping Two-Stage Least-Squares
Estimates in Stationary Linear Models 827--842
H. Kunsch Infinitesimal Robustness for
Autoregressive Processes . . . . . . . . 843--863
P. J. Bickel Parametric Robustness: Small Biases can
be Worthwhile . . . . . . . . . . . . . 864--879
Ian S. Abramson Adaptive Density Flattening --- a Metric
Distortion Principle for Combating Bias
in Nearest Neighbor Methods . . . . . . 880--886
Ker-Chau Li and
Jiunn Tzon Hwang The Data-Smoothing Aspect of Stein
Estimates . . . . . . . . . . . . . . . 887--897
B. W. Silverman Spline Smoothing: The Equivalent
Variable Kernel Method . . . . . . . . . 898--916
Winfried Stute Asymptotic Normality of Nearest Neighbor
Regression Function Estimates . . . . . 917--926
C. Srinivasan A Sharp Necessary and Sufficient
Condition for Inadmissibility of
Estimators in a Control Problem . . . . 927--944
Mehmet Zeytinoglu and
Max Mintz Optimal Fixed Size Confidence Procedures
for a Restricted Parameter Space . . . . 945--957
Constantine A. Gatsonis Deriving Posterior Distributions for a
Location Parameter: A Decision Theoretic
Approach . . . . . . . . . . . . . . . . 958--970
Shelby J. Haberman Adjustment by Minimum Discriminant
Information . . . . . . . . . . . . . . 971--988
Rollin Brant Approximate Likelihood and Probability
Calculations Based on Transforms . . . . 989--1005
Joachim Kunert Optimality of Balanced Uniform Repeated
Measurements Designs . . . . . . . . . . 1006--1017
Richard L. Smith Properties of Biased Coin Designs in
Sequential Clinical Trials . . . . . . . 1018--1034
Arthur Cohen and
Harold B. Sackrowitz Bayes Double Sample Estimation
Procedures . . . . . . . . . . . . . . . 1035--1049
Louis-Paul Rivest Symmetric Distributions for Dependent
Unit Vectors . . . . . . . . . . . . . . 1050--1057
Jan F. Bjòrnstad A General Theory of Asymptotic
Consistency for Subset Selection with
Applications . . . . . . . . . . . . . . 1058--1070
M. K. Mara and
J. J. Deely Empirical Bayes with a Changing Prior 1071--1078
Peter Hall and
A. H. Welsh Best Attainable Rates of Convergence for
Estimates of Parameters of Regular
Variation . . . . . . . . . . . . . . . 1079--1084
Louis-Paul Rivest On the Information Matrix for Symmetric
Distributions on the Hypersphere . . . . 1085--1089
Marc Moore On the Estimation of a Convex Set . . . 1090--1099
Christian Genest A Characterization Theorem for
Externally Bayesian Groups . . . . . . . 1100--1105
S. Kunte and
R. N. Rattihalli Rectangular Regions of Maximum
Probability Content . . . . . . . . . . 1106--1108
Arthur Cohen and
Harold B. Sackrowitz Results on Double Sample Estimation for
the Binomial Distribution . . . . . . . 1109--1116
Ashim Mallik and
Yi-Ching Yao Bounds for the Bayes Risk for Testing
Sequentially the Sign of the Drift
Parameter of a Wiener Process . . . . . 1117--1123
Shingo Shirahata and
Kazumasa Wakimoto Asymptotic Normality of a Class of
Nonlinear Rank Tests for Independence 1124--1129
Malay Ghosh and
William C. Parr and
Kesar Singh and
G. Jogesh Babu A Note on Bootstrapping the Sample
Median . . . . . . . . . . . . . . . . . 1130--1135
Jason C. Hsu Constrained Simultaneous Confidence
Intervals for Multiple Comparisons with
the Best . . . . . . . . . . . . . . . . 1136--1144
Robert A. Wijsman Review: Two Books on Multivariate
Analysis: Robb J. Muirhead,
\booktitleAspects of Multivariate
Statistical Theory; Morris L. Eaton,
\booktitleMultivariate Statistics. A
Vector Space Approach . . . . . . . . . 1145--1150
Donald B. Rubin Bayesianly Justifiable and Relevant
Frequency Calculations for the Applies
Statistician . . . . . . . . . . . . . . 1151--1172
Iain Johnstone Admissibility, Difference Equations and
Recurrence in Estimating a Poisson Mean 1173--1198
Daniel Q. Naiman Average Width Optimality of Simultaneous
Confidence Bounds . . . . . . . . . . . 1199--1214
John Rice Bandwidth Choice for Nonparametric
Regression . . . . . . . . . . . . . . . 1215--1230
Luc Devroye and
Clark S. Penrod The Consistency of Automatic Kernel
Density Estimates . . . . . . . . . . . 1231--1249
Luc Devroye and
Clark S. Penrod Distribution-Free Lower Bounds in
Density Estimation . . . . . . . . . . . 1250--1262
V. K. Klonias On a Class of Nonparametric Density and
Regression Estimators . . . . . . . . . 1263--1284
Charles J. Stone An Asymptotically Optimal Window
Selection Rule for Kernel Density
Estimates . . . . . . . . . . . . . . . 1285--1297
Stephen Portnoy Asymptotic Behavior of $M$-Estimators of
$p$ Regression Parameters when $ p^2 /
n$ is Large. I. Consistency . . . . . . 1298--1309
Ian W. McKeague On the Stability of Bayes Estimators for
Gaussian Processes . . . . . . . . . . . 1310--1323
Jerome Sacks and
Donald Ylvisaker Some Model Robust Designs in Regression 1324--1348
P. J. Bickel Robust Regression Based on Infinitesimal
Neighbourhoods . . . . . . . . . . . . . 1349--1368
Paul Janssen and
Robert Serfling and
Noel Veraverbeke Asymptotic Normality for a General Class
of Statistical Functions and
Applications to Measures of Spread . . . 1369--1379
Luke Tierney and
Diane Lambert Asymptotic Efficiency of Estimators of
Functionals of Mixed Distributions . . . 1380--1387
Diane Lambert and
Luke Tierney Asymptotic Properties of Maximum
Likelihood Estimates in the Mixed
Poisson Model . . . . . . . . . . . . . 1388--1399
Olaf Bunke and
Bernd Droge Bootstrap and Cross-Validation Estimates
of the Prediction Error for Linear
Regression Models . . . . . . . . . . . 1400--1424
Ruey S. Tsay Order Selection in Nonstationary
Autoregressive Models . . . . . . . . . 1425--1433
Yi-Ching Yao Estimation of a Noisy Discrete-Time Step
Function: Bayes and Empirical Bayes
Approaches . . . . . . . . . . . . . . . 1434--1447
Avi Mandelbaum All Admissible Linear Estimators of the
Mean of a Gaussian Distribution on a
Hilbert Space . . . . . . . . . . . . . 1448--1466
Richard Davis and
Sidney Resnick Tail Estimates Motivated by Extreme
Value Theory . . . . . . . . . . . . . . 1467--1487
K. G. Brown On Analysis of Variance in the Mixed
Model . . . . . . . . . . . . . . . . . 1488--1499
Bruce Jay Collings Generating the Intrablock and Interblock
Subgroups for Confounding in General
Factorial Experiments . . . . . . . . . 1500--1509
Stavros Kourouklis A Large Deviation Result for the
Likelihood Ratio Statistic in
Exponential Families . . . . . . . . . . 1510--1521
Stavros Kourouklis Bahadur Optimality of Sequential
Experiments for Exponential Families . . 1522--1527
O. Krafft and
M. Schaefer On Karlin's Conjecture for Random
Replacement Sampling Plans . . . . . . . 1528--1535
S. K. Mitra and
P. K. Pathak The Nature of Simple Random Sampling . . 1536--1542
Wei-Yin Loh Estimating an Endpoint of a Distribution
with Resampling Methods . . . . . . . . 1543--1550
Michael Goldstein Turning Probabilities into Expectations 1551--1557
Bimal Kumar Sinha Detection of Multivariate Outliers in
Elliptically Symmetric Distributions . . 1558--1565
Thomas Mathew On Nonnegative Quadratic Unbiased
Estimability of Variance Components . . 1566--1569
W\lodzimierz Greblicki and
Adam Krzyzak and
Miroslaw Pawlak Distribution-Free Pointwise Consistency
of Kernel Regression Estimate . . . . . 1570--1575
R. W. Kulp and
B. N. Nagarsenker An Asymptotic Expansion of the Nonnull
Distribution of Wilks Criterion for
Testing the Multivariate Linear
Hypothesis . . . . . . . . . . . . . . . 1576--1583
Albert Y. Lo Consistency in the Location Model: The
Undominated Case . . . . . . . . . . . . 1584--1587
Theo Gasser and
Hans-Georg Muller and
Walter Kohler and
Luciano Molinari and
Andrea Prader Correction: ``Nonparametric Regression
Analysis of Growth Curves'' . . . . . . 1588--1588
Daryl Pregibon Review: P. McCullagh, J. A. Nelder,
\booktitleGeneralized Linear Models . . 1589--1596
M. Rosenblatt and
F. J. Samaniego Julius R. Blum 1922--1982 . . . . . . . 1--9
Leo A. Goodman The Analysis of Cross-Classified Data
Having Ordered and/or Unordered
Categories: Association Models,
Correlation Models, and Asymmetry Models
for Contingency Tables With or Without
Missing Entries . . . . . . . . . . . . 10--69
J. A. Hartigan and
P. M. Hartigan The Dip Test of Unimodality . . . . . . 70--84
Christopher D. Kershaw Asymptotic Properties of $ \bar {w} $,
an Estimator of the ED50 Suggested for
Use in Up-and-Down Experiments in
Bio-Assay . . . . . . . . . . . . . . . 85--94
Rudolf Beran and
Muni S. Srivastava Bootstrap Tests and Confidence Regions
for Functions of a Covariance Matrix . . 95--115
Lavy Abramovitch and
Kesar Singh Edgeworth Corrected Pivotal Statistics
and the Bootstrap . . . . . . . . . . . 116--132
Jack Cuzick Asymptotic Properties of Censored Linear
Rank Tests . . . . . . . . . . . . . . . 133--141
David Mauro A Combinatoric Approach to the
Kaplan--Meier Estimator . . . . . . . . 142--149
Jon A. Wellner A Heavy Censoring Limit Theorem for the
Product Limit Estimator . . . . . . . . 150--162
Michael Woodroofe Estimating a Distribution Function with
Truncated Data . . . . . . . . . . . . . 163--177
Y. Vardi Empirical Distributions in Selection
Bias Models . . . . . . . . . . . . . . 178--203
C. L. Mallows Discussion . . . . . . . . . . . . . . . 204--205
Moshe Pollak Optimal Detection of a Change in
Distribution . . . . . . . . . . . . . . 206--227
Raymond N. Sproule Sequential Nonparametric Fixed-Width
Confidence Intervals for $U$-Statistics 228--235
David Ruppert A Newton--Raphson Version of the
Multivariate Robbins--Monro Procedure 236--245
H. M. Hudson Adaptive Estimators for Simultaneous
Estimation of Poisson Means . . . . . . 246--261
Michael P. Cohen and
Lynn Kuo The Admissibility of the Empirical
Distribution Function . . . . . . . . . 262--271
Pranab Kumar Sen and
A. K. MD. Ehsanes Saleh On Some Shrinkage Estimators of
Multivariate Location . . . . . . . . . 272--281
L. D. Brown and
R. H. Farrell All Admissible Linear Estimators of a
Multivariate Poisson Mean . . . . . . . 282--294
Jiunn Tzon Hwang Universal Domination and Stochastic
Domination: Estimation Simultaneously
Under a Broad Class of Loss Functions 295--314
Vincent N. LaRiccia and
David M. Mason Optimal Goodness-of-Fit Tests for
Location/Scale Families of Distributions
Based on the Sum of Squares of
$L$-Statistics . . . . . . . . . . . . . 315--330
Peter Hall and
A. H. Welsh Adaptive Estimates of Parameters of
Regular Variation . . . . . . . . . . . 331--341
Ludwig Fahrmeir and
Heinz Kaufmann Consistency and Asymptotic Normality of
the Maximum Likelihood Estimator in
Generalized Linear Models . . . . . . . 342--368
Daniel MacRae Keenan Asymptotic Properties of Minimization
Estimators for Time Series Parameters 369--382
Tai-Shing Lau and
W. J. Studden Optimal Designs for Trigonometric and
Polynomial Regression Using Canonical
Moments . . . . . . . . . . . . . . . . 383--394
Robert A. Wijsman Proper Action in Steps, with Application
to Density Ratios of Maximal Invariants 395--402
Theo Stijnen On the Asymptotic Behaviour of Empirical
Bayes Tests for the Continuous
One-Parameter Exponential Family . . . . 403--412
R. A. Boyles and
A. W. Marshall and
F. Proschan Inconsistency of the Maximum Likelihood
Estimator of a Distribution Having
Increasing Failure Rate Average . . . . 413--417
Robert Keener Further Contributions to the ``Two-Armed
Bandit'' Problem . . . . . . . . . . . . 418--422
Dennis D. Boos A Converse to Scheffe's Theorem . . . . 423--427
Michael Falk Asymptotic Normality of the Kernel
Quantile Estimator . . . . . . . . . . . 428--433
Peter J. Huber Projection Pursuit . . . . . . . . . . . 435--475
Jerome H. Friedman Discussion: Projection Pursuit . . . . . 475--481
Fred L. Bookstein Discussion: Projection Pursuit . . . . . 481--484
Andreas Buja and
Werner Stuetzle Discussion: Projection Pursuit . . . . . 484--490
Ping Cheng and
C. F. J. Wu Discussion: Projection Pursuit . . . . . 490--493
D. R. Cox Discussion: Projection Pursuit . . . . . 493--494
Persi Diaconis Discussion: Projection Pursuit . . . . . 494--496
David Donoho and
Iain Johnstone and
Peter Rousseeuw and
Werner Stahel Discussion: Projection Pursuit . . . . . 496--500
R. Gnanadesikan and
J. R. Kettenring Discussion: Projection Pursuit . . . . . 500--502
Trevor Hastie and
Robert Tibshirani Discussion: Projection Pursuit . . . . . 502--508
M. C. Jones Discussion: Projection Pursuit . . . . . 508--510
Rupert G. Miller Discussion: Projection Pursuit . . . . . 510--513
L. A. Shepp Discussion: Projection Pursuit . . . . . 513--515
Paul Switzer Discussion: Projection Pursuit . . . . . 515--517
John Tukey Discussion: Projection Pursuit . . . . . 517--518
J. Tukey Projection Pursuit --- Discussion . . . 517--518
Grace Wahba Discussion: Projection Pursuit . . . . . 518--521
Peter J. Huber Rejoinder: Projection Pursuit . . . . . 522--525
T. W. Anderson and
Charles Stein and
Asad Zaman Best Invariant Estimation of a Direction
Parameter . . . . . . . . . . . . . . . 526--533
Ib M. Skovgaard A Second-Order Investigation of
Asymptotic Ancillarity . . . . . . . . . 534--551
Robert J. Gray and
Donald A. Pierce Goodness-of-Fit Tests for Censored
Survival Data . . . . . . . . . . . . . 552--563
Ornulf Borgan and
Henrik Ramlau-Hansen Demographic Incidence Rates and
Estimation of Intensities with
Incomplete Information . . . . . . . . . 564--582
D. E. Matthews and
V. T. Farewell and
R. Pyke Asymptotic Score-Statistic Processes and
Tests for Constant Hazard Against a
Change-Point Alternative . . . . . . . . 583--591
Regina Y. C. Liu and
John Van Ryzin A Histogram Estimator of the Hazard Rate
with Censored Data . . . . . . . . . . . 592--605
Diane Lambert Robust Two-Sample Permutation Tests . . 606--625
Ya'acov Ritov Robust Bayes Decision Procedures: Gross
Error in the Data Distribution . . . . . 626--637
Pham Xuan Quang Robust Sequential Testing . . . . . . . 638--649
Edward W. Frees and
David Ruppert Sequential Nonparametric Age Replacement
Policies . . . . . . . . . . . . . . . . 650--662
Mark Finster Estimation in the General Linear Model
when the Accuracy is Specified Before
Data Collection . . . . . . . . . . . . 663--675
Michael Woodroofe Asymptotic Local Minimaxity in
Sequential Point Estimation . . . . . . 676--688
Charles J. Stone Additive Regression and Other
Nonparametric Models . . . . . . . . . . 689--705
L. D. Brown and
R. H. Farrell Complete Class Theorems for Estimation
of Multivariate Poisson Means and
Related Problems . . . . . . . . . . . . 706--726
M. P. Quine and
J. Robinson Efficiencies of Chi-Square and
Likelihood Ratio Goodness-of-Fit Tests 727--742
E. Haeusler and
J. L. Teugels On Asymptotic Normality of Hill's
Estimator for the Exponent of Regular
Variation . . . . . . . . . . . . . . . 743--756
A. S. Hedayat and
Dibyen Majumdar Families of $A$-Optimal Block Designs
for Comparing Test Treatments with a
Control . . . . . . . . . . . . . . . . 757--767
Yannis G. Yatracos Rates of Convergence of Minimum Distance
Estimators and Kolmogorov's Entropy . . 768--774
James A. Reeds Asymptotic Number of Roots of Cauchy
Location Likelihood Equations . . . . . 775--784
Nancy E. Heckman A Local Limit Theorem for a Biased Coin
Design for Sequential Tests . . . . . . 785--788
Nancy E. Heckman A Sequential Probability Ratio Test
Using a Biased Coin Design . . . . . . . 789--794
Richard J. Hathaway A Constrained Formulation of
Maximum-Likelihood Estimation for Normal
Mixture Distributions . . . . . . . . . 795--800
Walter W. Piegorsch Admissible and Optimal Confidence Bands
in Simple Linear Regression . . . . . . 801--810
Glen Meeden and
Malay Ghosh and
Stephen Vardeman Some Admissible Nonparametric and
Related Finite Population Sampling
Estimators . . . . . . . . . . . . . . . 811--817
Helmut Schafer A Note on Data-Adaptive Kernel
Estimation of the Hazard and Density
Function in the Random Censorship
Situation . . . . . . . . . . . . . . . 818--820
Inchi Hu A Uniform Bound for the Tail Probability
of Kolmogorov--Smirnov Statistics . . . 821--826
Yasunori Fujikoshi An Error Bound for an Asymptotic
Expansion of the Distribution Function
of an Estimate in a Multivariate Linear
Model . . . . . . . . . . . . . . . . . 827--831
R. van Dawen A Note on the Characterization of
Optimal Return Functions and Optimal
Strategies for Gambling Problems . . . . 832--835
Kathryn Chaloner Correction: ``Optimal Bayesian
Experimental Design for Linear Models'' 836--836
Michael Woodroofe and
Hajime Takahashi Correction: ``Asymptotic Expansions for
the Error Probabilities of Some Repeated
Significance Tests'' . . . . . . . . . . 837--837
Christopher Bingham Review: Geoffrey S. Watson,
\booktitleStatistics on Spheres . . . . 838--844
Persi Diaconis and
Bradley Efron Testing for Independence in a Two-Way
Table: New Interpretations of the
Chi-Square Statistic . . . . . . . . . . 845--874
Norman Breslow and
Dirk Moore Discussion: Testing for Independence in
a Two-Way Table: New Interpretations of
the Chi-Square Statistic . . . . . . . . 875--877
James M. Dickey Discussion: Testing for Independence in
a Two-Way Table: New Interpretations of
the Chi-Square Statistic . . . . . . . . 877--882
Stephen E. Fienberg Discussion: Testing for Independence in
a Two-Way Table: New Interpretations of
the Chi-Square Statistic . . . . . . . . 882--884
I. J. Good Discussion: Testing for Independence in
a Two-Way Table: New Interpretations of
the Chi-Square Statistic . . . . . . . . 885--886
Leo A. Goodman Discussion: Testing for Independence in
a Two-Way Table: New Interpretations of
the Chi-Square Statistic . . . . . . . . 887--893
Tom Leonard Discussion: Testing for Independence in
a Two-Way Table: New Interpretations of
the Chi-Square Statistic . . . . . . . . 893--898
Peter McCullagh and
Daryl Pregibon Discussion: Testing for Independence in
a Two-Way Table: New Interpretations of
the Chi-Square Statistic . . . . . . . . 898--900
Donald A. Pierce Discussion: Testing for Independence in
a Two-Way Table: New Interpretations of
the Chi-Square Statistic . . . . . . . . 901--902
R. L. Plackett Discussion: Testing for Independence in
a Two-Way Table: New Interpretations of
the Chi-Square Statistic . . . . . . . . 903--903
Rolf Sundberg Discussion: Testing for Independence in
a Two-Way Table: New Interpretations of
the Chi-Square Statistic . . . . . . . . 903--904
P. Diaconis and
B. Efron Rejoinder: Testing for Independence in a
Two-Way Table: New Interpretations of
the Chi-Square Statistic . . . . . . . . 905--913
Bruce G. Lindsay Using Empirical Partially Bayes
Inference for Increased Efficiency . . . 914--931
Jane-Ling Wang Strong Consistency of Approximate
Maximum Likelihood Estimators with
Applications in Nonparametrics . . . . . 932--946
Linda June Davis Consistency and Asymptotic Normality of
the Minimum Logit Chi-Squared Estimator
When the Number of Design Points is
Large . . . . . . . . . . . . . . . . . 947--957
Peter Guttorp and
Andrew F. Siegel Consistent Estimation in Partially
Observed Random Walks . . . . . . . . . 958--969
Paul Speckman Spline Smoothing and Optimal Rates of
Convergence in Nonparametric Regression
Models . . . . . . . . . . . . . . . . . 970--983
Michael Nussbaum Spline Smoothing in Regression Models
and Asymptotic Efficiency in $ L_2 $ . . 984--997
Yun-Shyong Chow and
Ulf Grenander A Sieve Method for the Spectral Density 998--1010
James Stephen Marron An Asymptotically Efficient Solution to
the Bandwidth Problem of Kernel Density
Estimation . . . . . . . . . . . . . . . 1011--1023
David W. Scott Averaged Shifted Histograms: Effective
Nonparametric Density Estimators in
Several Dimensions . . . . . . . . . . . 1024--1040
Luc Devroye A Note on the $ L_1 $ Consistency of
Variable Kernel Estimates . . . . . . . 1041--1049
Sandor Csorgo and
Paul Deheuvels and
David Mason Kernel Estimates of the Tail Index of a
Distribution . . . . . . . . . . . . . . 1050--1077
John R. Collins and
Douglas P. Wiens Minimax Variance $M$-Estimators in $
\varepsilon $-Contamination Models . . . 1078--1096
Shaw-Hwa Lo Estimation of a Symmetric Distribution 1097--1113
Arthur Cohen and
Shaw-Hwa Lo and
Kesar Singh Estimating a Quantile of a Symmetric
Distribution . . . . . . . . . . . . . . 1114--1128
Murray K. Clayton A Bayesian Nonparametric Sequential Test
for the Mean of a Population . . . . . . 1129--1139
P. E. Jupp and
B. D. Spurr Sobolev Tests for Independence of
Directions . . . . . . . . . . . . . . . 1140--1155
Marc Hallin and
Jean-François Ingenbleek and
Madan L. Puri Linear Serial Rank Tests for Randomness
Against ARMA Alternatives . . . . . . . 1156--1181
Takeaki Kariya and
Bimal Kumar Sinha Nonnull and Optimality Robustness of
Some Tests . . . . . . . . . . . . . . . 1182--1197
Christian Genest and
Mark J. Schervish Modeling Expert Judgments for Bayesian
Updating . . . . . . . . . . . . . . . . 1198--1212
David Assaf and
Shmuel Zamir Optimal Sequential Search: A Bayesian
Approach . . . . . . . . . . . . . . . . 1213--1221
P. Janssen and
J. Jureckova and
N. Veraverbeke Rate of Convergence of One- and Two-Step
$M$-Estimators with Applications to
Maximum Likelihood and Pitman Estimators 1222--1229
Arthur J. Roth Variance of the Kaplan--Meier Estimator
and Its Quantiles Under Certain Fixed
Censoring Models . . . . . . . . . . . . 1230--1238
Mark Brown A Measure of Variability Based on the
Harmonic Mean, and Its Use in
Approximations . . . . . . . . . . . . . 1239--1243
David A. Lane and
William D. Sudderth Coherent Predictions are Strategic . . . 1244--1248
V. M. Joshi Correction: ``A Conjecture of Berry
Regarding a Bernoulli Two-Armed Bandit'' 1249--1249
A. P. Dawid Calibration-Based Empirical Probability 1251--1274
Mark J. Schervish Discussion: Calibration-Based Empirical
Probability . . . . . . . . . . . . . . 1274--1282
A. P. Dawid Rejoinder: Calibration-Based Empirical
Probability . . . . . . . . . . . . . . 1282--1285
Craig F. Ansley and
Robert Kohn Estimation, Filtering, and Smoothing in
State Space Models with Incompletely
Specified Initial Conditions . . . . . . 1286--1316
Wei-Yann Tsai and
John Crowley A Large Sample Study of Generalized
Maximum Likelihood Estimators from
Incomplete Data Via Self-Consistency . . 1317--1334
Leonard A. Stefanski and
Raymond J. Carroll Covariate Measurement Error in Logistic
Regression . . . . . . . . . . . . . . . 1335--1351
Ker-Chau Li From Stein's Unbiased Risk Estimates to
the Method of Generalized Cross
Validation . . . . . . . . . . . . . . . 1352--1377
Grace Wahba A Comparison of GCV and GML for Choosing
the Smoothing Parameter in the
Generalized Spline Smoothing Problem . . 1378--1402
Stephen Portnoy Asymptotic Behavior of $M$ Estimators of
$p$ Regression Parameters when $ p^2 /
n$ is Large; II. Normal Approximation 1403--1417
Gary W. Oehlert The Random Average Mode Estimator . . . 1418--1431
Hani Doss Bayesian Nonparametric Estimation of the
Median; Part I: Computation of the
Estimates . . . . . . . . . . . . . . . 1432--1444
Hani Doss Bayesian Nonparametric Estimation of the
Median; Part II: Asymptotic Properties
of the Estimates . . . . . . . . . . . . 1445--1464
Wolfgang Hardle and
James Stephen Marron Optimal Bandwidth Selection in
Nonparametric Regression Function
Estimation . . . . . . . . . . . . . . . 1465--1481
James W. Neill and
Dallas E. Johnson Testing Linear Regression Function
Adequacy without Replication . . . . . . 1482--1489
Mervyn J. Silvapulle Asymptotic Behavior of Robust Estimators
of Regression and Scale Parameters with
Fixed Carriers . . . . . . . . . . . . . 1490--1497
C. Z. Wei Asymptotic Properties of Least-Squares
Estimates in Stochastic Regression
Models . . . . . . . . . . . . . . . . . 1498--1508
Jayalakshmi Natarajan and
William E. Strawderman Two-Stage Sequential Estimation of a
Multivariate Normal Mean under Quadratic
Loss . . . . . . . . . . . . . . . . . . 1509--1522
Murray K. Clayton and
Donald A. Berry Bayesian Nonparametric Bandits . . . . . 1523--1534
John I. Marden Combining Independent One-Sided
Noncentral $t$ or Normal Mean Tests . . 1535--1553
Wilbert C. M. Kallenberg On Moderate and Large Deviations in
Multinomial Distributions . . . . . . . 1554--1580
Dipak K. Dey and
C. Srinivasan Estimation of a Covariance Matrix under
Stein's Loss . . . . . . . . . . . . . . 1581--1591
Wolfgang Stadje Estimation Problems for Samples with
Measurement Errors . . . . . . . . . . . 1592--1615
Andrew Rukhin Estimating a Ratio of Normal Parameters 1616--1624
Roger Koenker and
Gilbert Bassett On Boscovich's Estimator . . . . . . . . 1625--1628
Linda June Davis Correction: Comments on a Paper by T.
Amemiya on Estimation in a Dichotomous
Logit Regression Model . . . . . . . . . 1629--1629
B. W. Silverman Two Books on Density Estimation . . . . 1630--1638
Persi Diaconis and
David Freedman On the Consistency of Bayes Estimates 1--26
Andrew R. Barron Discussion: On the Consistency of Bayes
Estimates . . . . . . . . . . . . . . . 26--30
James Berger Discussion: On the Consistency of Bayes
Estimates . . . . . . . . . . . . . . . 30--37
Murray K. Clayton Discussion: On the Consistency of Bayes
Estimates . . . . . . . . . . . . . . . 37--40
A. P. Dawid Discussion: On the Consistency of Bayes
Estimates . . . . . . . . . . . . . . . 40--41
Kjell A. Doksum and
Albert Y. Lo Discussion: On the Consistency of Bayes
Estimates . . . . . . . . . . . . . . . 42--45
Hani Doss Discussion: On the Consistency of Bayes
Estimates . . . . . . . . . . . . . . . 45--47
J. A. Hartigan Discussion: On the Consistency of Bayes
Estimates . . . . . . . . . . . . . . . 48--48
Nils L. Hjort Discussion: On the Consistency of Bayes
Estimates . . . . . . . . . . . . . . . 49--55
William S. Krasker and
John W. Pratt Discussion: On the Consistency of Bayes
Estimates . . . . . . . . . . . . . . . 55--58
L. Le Cam Discussion: On the Consistency of Bayes
Estimates . . . . . . . . . . . . . . . 59--60
Dennis V. Lindley Discussion: On the Consistency of Bayes
Estimates . . . . . . . . . . . . . . . 60--63
P. Diaconis and
D. Freedman Rejoinder: On the Consistency of Bayes
Estimates . . . . . . . . . . . . . . . 63--67
P. Diaconis and
D. Freedman On Inconsistent Bayes Estimates of
Location . . . . . . . . . . . . . . . . 68--87
Wing Hung Wong Theory of Partial Likelihood . . . . . . 88--123
Bruce G. Lindsay Exponential Family Mixture Models (with
Least-Squares Estimators) . . . . . . . 124--137
T. P. Speed and
H. T. Kiiveri Gaussian Markov Distributions over
Finite Graphs . . . . . . . . . . . . . 138--150
Rudolf Beran Simulated Power Functions . . . . . . . 151--173
Stephan Morgenthaler Asymptotics for Configural Location
Estimators . . . . . . . . . . . . . . . 174--187
Edward I. George Minimax Multiple Shrinkage Estimation 188--205
Anirban Das Gupta Simultaneous Estimation in the
Multiparameter Gamma Distribution Under
Weighted Quadratic Losses . . . . . . . 206--219
Andrew L. Rukhin Admissibility and Minaxity Results in
the Estimation Problem of Exponential
Quantiles . . . . . . . . . . . . . . . 220--237
Wei-Yann Tsai Estimation of Survival Curves from
Dependent Censorship Models via a
Generalized Self-Consistent Property
with Nonparametric Bayesian Estimation
Application . . . . . . . . . . . . . . 238--249
Dorota M. Dabrowska Rank Tests for Independence for
Bivariate Censored Data . . . . . . . . 250--264
L. J. Wei and
R. T. Smythe and
R. L. Smith $K$-Treatment Comparisons with
Restricted Randomization Rules in
Clinical Trials . . . . . . . . . . . . 265--274
Ronald Christensen Finite Stopping in Sequential Sampling
Without Recall from a Dirichlet Process 275--282
Jeffrey A. Witmer Bayesian Multistage Decision Problems 283--297
Radhika V. Kulkarni and
Christopher Jennison Optimal Properties of the
Bechhofer--Kulkarni Bernoulli Selection
Procedure . . . . . . . . . . . . . . . 298--314
R. J. Bhansali Asymptotically Efficient Selection of
the Order by the Criterion
Autoregressive Transfer Function . . . . 315--325
Christian Kredler Behaviour of Third Order Terms in
Quadratic Approximations of
LR-Statistics in Multivariate
Generalized Linear Models . . . . . . . 326--335
Karl-Heinz Jockel Finite Sample Properties and Asymptotic
Efficiency of Monte Carlo Tests . . . . 336--347
John R. Collins Maximum Asymptotic Variances of Trimmed
Means Under Asymmetric Contamination . . 348--354
William R. Parke Pseudo Maximum Likelihood Estimation:
The Asymptotic Distribution . . . . . . 355--357
Shelby J. Haberman Correction: ``Adjustment by Minimum
Discriminant Information'' . . . . . . . 358--358
Adam T. Martinsek Correction: ``Second Order Approximation
to the Risk of a Sequential Procedure'' 359--359
H. M. Hudson Correction: ``Adaptive Estimators for
Simultaneous Estimation of Poisson
Means'' . . . . . . . . . . . . . . . . 360--360
David Siegmund Boundary Crossing Probabilities and
Statistical Applications . . . . . . . . 361--404
Blair M. Anderson and
T. W. Anderson and
Ingram Olkin Maximum Likelihood Estimators and
Likelihood Ratio Criteria in
Multivariate Components of Variance . . 405--417
Bernard N. Flury Asymptotic Theory for Common Principal
Component Analysis . . . . . . . . . . . 418--430
R. Beran and
P. W. Millar Confidence Sets for a Multivariate
Distribution . . . . . . . . . . . . . . 431--443
Jiunn Tzon Hwang and
Jeesen Chen Improved Confidence Sets for the
Coefficients of a Linear Model with
Spherically Symmetric Errors . . . . . . 444--460
James Berger and
L. Mark Berliner Robust Bayes and Empirical Bayes
Analysis with $_\epsilon $-Contaminated
Priors . . . . . . . . . . . . . . . . . 461--486
Christian Genest and
Kevin J. McConway and
Mark J. Schervish Characterization of Externally Bayesian
Pooling Operators . . . . . . . . . . . 487--501
D. S. Poskitt A Bayes Procedure for the Identification
of Univariate Time Series Models . . . . 502--516
Robert Fox and
Murad S. Taqqu Large-Sample Properties of Parameter
Estimates for Strongly Dependent
Stationary Gaussian Time Series . . . . 517--532
Richard Davis and
Sidney Resnick Limit Theory for the Sample Covariance
and Correlation Functions of Moving
Averages . . . . . . . . . . . . . . . . 533--558
Shean-Tsong Chiu Statistical Estimation of the Parameters
of a Moving Source from Array Data . . . 559--578
Ian W. McKeague Estimation for a Semimartingale
Regression Model Using the Method of
Sieves . . . . . . . . . . . . . . . . . 579--589
Charles J. Stone The Dimensionality Reduction Principle
for Generalized Additive Models . . . . 590--606
Joseph C. Gardiner and
V. Susarla and
John Van Ryzin Time Sequential Estimation of the
Exponential Mean Under Random
Withdrawals . . . . . . . . . . . . . . 607--618
Michael G. Akritas Empirical Processes Associated with
$V$-Statistics and a Class of Estimators
Under Random Censoring . . . . . . . . . 619--637
Winfried Stute Conditional Empirical Processes . . . . 638--647
A. D. M. Kester and
W. C. M. Kallenberg Large Deviations of Estimators . . . . . 648--664
Enno Mammen The Statistical Information Contained in
Additional Observations . . . . . . . . 665--678
Yasuyuki Toyooka and
Takeaki Kariya An Approach to Upper Bound Problems for
Risks of Generalized Least Squares
Estimators . . . . . . . . . . . . . . . 679--690
Paul D. Feigin and
Mayer Alvo Intergroup Diversity and Concordance for
Ranking Data: An Approach via Metrics
for Permutations . . . . . . . . . . . . 691--707
Sandor Csorgo Testing for Normality in Arbitrary
Dimension . . . . . . . . . . . . . . . 708--723
Doug Wiens Minimax Variance $M$-Estimators of
Location in Kolmogorov Neighbourhoods 724--732
Yosef Hochberg and
Marc E. Posner On Optimal Decision Rules for Signs of
Parameters . . . . . . . . . . . . . . . 733--742
Chand K. Chauhan and
A. M. Dean Orthogonality of Factorial Effects . . . 743--752
J. Michael Steele An Efron--Stein Inequality for
Nonsymmetric Statistics . . . . . . . . 753--758
M. G. Habib and
D. R. Thomas Chi-Square Goodness-of-Fit Tests for
Randomly Censored Data . . . . . . . . . 759--765
Jan Mielniczuk Some Asymptotic Properties of Kernel
Estimators of a Density Function in Case
of Censored Data . . . . . . . . . . . . 766--773
Tiee-Jian Wu A Large Deviation Result for Signed
Linear Rank Statistics Under the
Symmetry Hypothesis . . . . . . . . . . 774--780
R. Douglas Martin and
Victor J. Yohai Influence Functionals for Time Series 781--818
David R. Brillinger Discussion: Influence Functionals for
Time Series . . . . . . . . . . . . . . 819--822
J. Franke and
E. J. Hannan Discussion: Influence Functionals for
Time Series . . . . . . . . . . . . . . 822--824
Hans R. Kunsch Discussion: Influence Functionals for
Time Series . . . . . . . . . . . . . . 824--826
Robert B. Miller and
Jae June Lee Discussion: Influence Functionals for
Time Series . . . . . . . . . . . . . . 827--829
H. Vincent Poor Discussion: Influence Functionals for
Time Series . . . . . . . . . . . . . . 829--831
P. M. Robinson Discussion: Influence Functionals for
Time Series . . . . . . . . . . . . . . 832--834
Ruey S. Tsay Discussion: Influence Functionals for
Time Series . . . . . . . . . . . . . . 835--836
Edward J. Wegman Discussion: Influence Functionals for
Time Series . . . . . . . . . . . . . . 836--837
Mike West Discussion: Influence Functionals for
Time Series . . . . . . . . . . . . . . 838--840
R. Douglas Martin and
Victor J. Yohai Rejoinder: Influence Functionals for
Time Series . . . . . . . . . . . . . . 840--855
O. E. Barndorff-Nielsen Likelihood and Observed Geometries . . . 856--873
R. A. Bailey and
T. P. Speed Rectangular Lattice Designs: Efficiency
Factors and Analysis . . . . . . . . . . 874--895
Daniel Q. Naiman Conservative Confidence Bands in
Curvilinear Regression . . . . . . . . . 896--906
Ted Chang Spherical Regression . . . . . . . . . . 907--924
T. J. Sweeting Asymptotic Conditional Inference for the
Offspring Mean of a Supercritical
Galton--Watson Process . . . . . . . . . 925--933
Daniel Barry Nonparametric Bayesian Regression . . . 934--953
Gordon Simons Bayes Rules for a Clinical-Trials Model
with Dichotomous Responses . . . . . . . 954--970
Richard Arratia and
Louis Gordon and
Michael Waterman An Extreme Value Theory for Sequence
Matching . . . . . . . . . . . . . . . . 971--993
H. L. MacGillivray Skewness and Asymmetry: Measures and
Orderings . . . . . . . . . . . . . . . 994--1011
Moshe Pollak On the Asymptotic Formula for the
Probability of a Type I Error of Mixture
Type Power One Tests . . . . . . . . . . 1012--1029
Hans Rudolf Lerche The Shape of Bayes Tests of Power One 1030--1048
Michael Woodroofe Very Weak Expansions for Sequential
Confidence Levels . . . . . . . . . . . 1049--1067
Arnold Janssen Asymptotic Properties of Neyman--Pearson
Tests for Infinite Kullback--Leibler
Information . . . . . . . . . . . . . . 1068--1079
Jorma Rissanen Stochastic Complexity and Modeling . . . 1080--1100
Ker-Chau Li Asymptotic Optimality of $ C_L $ and
Generalized Cross-Validation in Ridge
Regression with Application to Spline
Smoothing . . . . . . . . . . . . . . . 1101--1112
Jane-Ling Wang Asymptotically Minimax Estimators for
Distributions with Increasing Failure
Rate . . . . . . . . . . . . . . . . . . 1113--1131
Shaw-Hwa Lo Estimation of a Unimodal Distribution
Function . . . . . . . . . . . . . . . . 1132--1138
Anton Schick On Asymptotically Efficient Estimation
in Semiparametric Models . . . . . . . . 1139--1151
Stephen Portnoy Asymptotic Behavior of the Empiric
Distribution of $M$-Estimated Residuals
from a Regression Model with Many
Parameters . . . . . . . . . . . . . . . 1152--1170
Edward Carlstein The Use of Subseries Values for
Estimating the Variance of a General
Statistic from a Stationary Sequence . . 1171--1179
Chamont W. H. Wang A Minimum Distance Estimator for
First-Order Autoregressive Processes . . 1180--1193
Hira L. Koul Minimum Distance Estimation and
Goodness-of-Fit Tests in First-Order
Autoregression . . . . . . . . . . . . . 1194--1213
Yasuyuki Toyooka Second-Order Risk Structure of GLSE and
MLE in a Regression with a Linear
Process . . . . . . . . . . . . . . . . 1214--1225
Albert Y. Lo Bayesian Statistical Inference for
Sampling a Finite Population . . . . . . 1226--1233
Richard D. Gill The Total Time on Test Plot and the
Cumulative Total Time on Test Statistic
for a Counting Process . . . . . . . . . 1234--1239
Helmut Schafer Local Convergence of Empirical Measures
in the Random Censorship Situation with
Application to Density and Rate
Estimators . . . . . . . . . . . . . . . 1240--1245
A. H. Welsh Bahadur Representations for Robust Scale
Estimators Based on Regression Residuals 1246--1251
T. J. Sweeting On a Converse to Scheffe's Theorem . . . 1252--1256
Warren W. Esty The Efficiency of Good's Nonparametric
Coverage Estimator . . . . . . . . . . . 1257--1260
C. F. J. Wu Jackknife, Bootstrap and Other
Resampling Methods in Regression
Analysis . . . . . . . . . . . . . . . . 1261--1295
Rudolf Beran Discussion: Jackknife, Bootstrap and
Other Resampling Methods in Regression
Analysis . . . . . . . . . . . . . . . . 1295--1298
Raymond J. Carroll and
David Ruppert Discussion: Jackknife, Bootstrap and
Other Resampling Methods in Regression
Analysis . . . . . . . . . . . . . . . . 1298--1301
B. Efron Discussion: Jackknife, Bootstrap and
Other Resampling Methods in Regression
Analysis . . . . . . . . . . . . . . . . 1301--1304
Joseph Felsenstein Discussion: Jackknife, Bootstrap and
Other Resampling Methods in Regression
Analysis . . . . . . . . . . . . . . . . 1304--1305
D. A. Freedman Discussion: Jackknife, Bootstrap and
Other Resampling Methods in Regression
Analysis . . . . . . . . . . . . . . . . 1305--1308
Malay Ghosh Discussion: Jackknife, Bootstrap and
Other Resampling Methods in Regression
Analysis . . . . . . . . . . . . . . . . 1308--1310
Peter Hall Discussion: Jackknife, Bootstrap and
Other Resampling Methods in Regression
Analysis . . . . . . . . . . . . . . . . 1311--1312
David Hinkley Discussion: Jackknife, Bootstrap and
Other Resampling Methods in Regression
Analysis . . . . . . . . . . . . . . . . 1312--1316
Thomas Mitchell-Olds Discussion: Jackknife, Bootstrap and
Other Resampling Methods in Regression
Analysis . . . . . . . . . . . . . . . . 1316--1318
Richard A. Olshen Discussion: Jackknife, Bootstrap and
Other Resampling Methods in Regression
Analysis . . . . . . . . . . . . . . . . 1318--1320
J. N. K. Rao and
N. G. N. Prasad Discussion: Jackknife, Bootstrap and
Other Resampling Methods in Regression
Analysis . . . . . . . . . . . . . . . . 1320--1322
Jun Shao Discussion: Jackknife, Bootstrap and
Other Resampling Methods in Regression
Analysis . . . . . . . . . . . . . . . . 1322--1326
Jeffrey S. Simonoff and
Chih-Ling Tsai Discussion: Jackknife, Bootstrap and
Other Resampling Methods in Regression
Analysis . . . . . . . . . . . . . . . . 1326--1328
Kesar Singh Discussion: Jackknife, Bootstrap and
Other Resampling Methods in Regression
Analysis . . . . . . . . . . . . . . . . 1328--1330
M. S. Srivastava Discussion: Jackknife, Bootstrap and
Other Resampling Methods in Regression
Analysis . . . . . . . . . . . . . . . . 1331--1335
Robert Tibshirani Discussion: Jackknife, Bootstrap and
Other Resampling Methods in Regression
Analysis . . . . . . . . . . . . . . . . 1335--1339
Neville Weber Discussion: Jackknife, Bootstrap and
Other Resampling Methods in Regression
Analysis . . . . . . . . . . . . . . . . 1339--1340
H. P. Wynn and
S. M. Ogbonmwan Discussion: Jackknife, Bootstrap and
Other Resampling Methods in Regression
Analysis . . . . . . . . . . . . . . . . 1340--1343
C. F. J. Wu Rejoinder: Jackknife, Bootstrap and
Other Resampling Methods in Regression
Analysis . . . . . . . . . . . . . . . . 1343--1350
Wei-Yann Tsai and
Sue Leurgans and
John Crowley Nonparametric Estimation of a Bivariate
Survival Function in the Presence of
Censoring . . . . . . . . . . . . . . . 1351--1365
Edward W. Frees Nonparametric Renewal Function
Estimation . . . . . . . . . . . . . . . 1366--1378
George V. Moustakides Optimal Stopping Times for Detecting
Changes in Distributions . . . . . . . . 1379--1387
Frank Guess and
Myles Hollander and
Frank Proschan Testing Exponentiality Versus a Trend
Change in Mean Residual Life . . . . . . 1388--1398
R. Dennis Cook and
Miriam L. Goldberg Curvatures for Parameter Subsets in
Nonlinear Regression . . . . . . . . . . 1399--1418
P. McCullagh and
D. R. Cox Invariants and Likelihood Ratio
Statistics . . . . . . . . . . . . . . . 1419--1430
Peter Hall On the Bootstrap and Confidence
Intervals . . . . . . . . . . . . . . . 1431--1452
Peter Hall On the Number of Bootstrap Simulations
Required to Construct a Confidence
Interval . . . . . . . . . . . . . . . . 1453--1462
P. J. Bickel and
F. Gotze and
W. R. van Zwet The Edgeworth Expansion for
$U$-Statistics of Degree Two . . . . . . 1463--1484
T. J. Sweeting Asymptotically Independent Scale-Free
Spacings with Applications to
Discordancy Testing . . . . . . . . . . 1485--1496
J. R. Leslie and
M. A. Stephens and
S. Fotopoulos Asymptotic Distribution of the
Shapiro-Wilk $W$ for Testing for
Normality . . . . . . . . . . . . . . . 1497--1506
Shaul K. Bar-Lev and
Peter Enis Reproducibility and Natural Exponential
Families with Power Variance Functions 1507--1522
Paul W. Holland and
Paul R. Rosenbaum Conditional Association and
Unidimensionality in Monotone Latent
Variable Models . . . . . . . . . . . . 1523--1543
Hari Mukerjee and
Tim Robertson and
F. T. Wright A Probability Inequality for
Elliptically Contoured Densities with
Applications in Order Restricted
Inference . . . . . . . . . . . . . . . 1544--1554
Irwin Guttman and
U. Menzefricke and
David Tyler Magnitudinal Effects in the Normal
Multivariate Model . . . . . . . . . . . 1555--1571
Peter H. Westfall Asymptotic Normality of the Anova
Estimates of Components of Variance in
the Nonnormal, Unbalanced Hierarchal
Mixed Model . . . . . . . . . . . . . . 1572--1582
V. E. Akman and
A. E. Raftery Asymptotic Inference for a Change-Point
Poisson Process . . . . . . . . . . . . 1583--1590
G. D. Richardson and
B. B. Bhattacharyya Consistent Estimators in Nonlinear
Regression for a Noncompact Parameter
Space . . . . . . . . . . . . . . . . . 1591--1596
Mei-Cheng Wang and
Nicholas P. Jewell and
Wei-Yann Tsai Asymptotic Properties of the Product
Limit Estimate Under Random Truncation 1597--1605
Valeri T. Stefanov Efficient Sequential Estimation in
Exponential-Type Processes . . . . . . . 1606--1611
Leslaw Gajek On Improving Density Estimators which
are not Bona Fide Functions . . . . . . 1612--1618
Rita Das and
Bimal K. Sinha Detection of Multivariate Outliers with
Dispersion Slippage in Elliptically
Symmetric Distributions . . . . . . . . 1619--1624
Leon Jay Gleser Minimax Estimators of a Normal Mean
Vector for Arbitrary Quadratic Loss and
Unknown Covariance Matrix . . . . . . . 1625--1633
S. M. Sadooghi-Alvandi Admissible Estimation of the Binomial
Parameter $n$ . . . . . . . . . . . . . 1634--1641
Arthur Cohen and
Shaw-Hwa Lo and
Kesar Singh Acknowledgment of Priority: Estimating a
Quantile of a Symmetric Distribution . . 1642--1642
Ludwig Fahrmeir and
Heinz Kaufmann Correction: ``Consistency and Asymptotic
Normality of the Maximum Likelihood
Estimator in Generalized Linear Models'' 1643--1643
Donald Ylvisaker Prediction and Design . . . . . . . . . 1--19
A. H. Welsh The Trimmed Mean in the Linear Model . . 20--36
P. J. De Jongh and
T. De Wet Discussion: The Trimmed Mean in the
Linear Model . . . . . . . . . . . . . . 36--39
Roger Koenker Discussion: The Trimmed Mean in the
Linear Model . . . . . . . . . . . . . . 39--44
A. H. Welsh Rejoinder: The Trimmed Mean in the
Linear Model . . . . . . . . . . . . . . 44--45
I. V. Basawa Asymptotic Distributions of Prediction
Errors and Related Tests of Fit for
Nonstationary Processes . . . . . . . . 46--58
Jay H. Beder A Sieve Estimator for the Mean of a
Gaussian Process . . . . . . . . . . . . 59--78
Heinz Kaufmann Regression Models for Nonstationary
Categorical Time Series: Asymptotic
Estimation Theory . . . . . . . . . . . 79--98
Alexander M. Samarov Robust Spectral Regression . . . . . . . 99--111
Jens-Peter Kreiss On Adaptive Estimation in Stationary
ARMA Processes . . . . . . . . . . . . . 112--133
Daniel MacRae Keenan Limiting Behavior of Functionals of
Higher-Order Sample Cumulant Spectra . . 134--151
J. S. Marron A Comparison of Cross-Validation
Techniques in Density Estimation . . . . 152--162
Peter Hall and
J. S. Marron On the Amount of Noise Inherent in
Bandwidth Selection for a Kernel Density
Estimator . . . . . . . . . . . . . . . 163--181
Hans-Georg Muller and
Ulrich Stadtmuller Variable Bandwidth Kernel Estimators of
Regression Curves . . . . . . . . . . . 182--201
Peter McCullagh and
Daryl Pregibon $k$-Statistics and Dispersion Effects in
Regression . . . . . . . . . . . . . . . 202--219
Leon Jay Gleser and
Raymond J. Carroll and
Paul P. Gallo The Limiting Distribution of Least
Squares in an Errors-in-Variables
Regression Model . . . . . . . . . . . . 220--233
David E. Tyler A Distribution-Free $M$-Estimator of
Multivariate Scatter . . . . . . . . . . 234--251
Avi Mandelbaum and
L. A. Shepp Admissibility as a Touchstone . . . . . 252--268
Reda Mazloum and
Glen Meeden Using the Stepwise Bayes Technique to
Choose Between Experiments . . . . . . . 269--277
Hajime Takahashi Asymptotic Expansions in Anscombe's
Theorem for Repeated Significance Tests
and Estimation after Sequential Testing 278--295
Nira Herrmann and
Ted H. Szatrowski Sample Size Savings for Curtailed
One-Sample Nonparametric Tests for
Location Shift . . . . . . . . . . . . . 296--313
J. L. Jensen Standardized Log-Likelihood Ratio
Statistics for Mixtures of Discrete and
Continuous Observations . . . . . . . . 314--324
Kjell A. Doksum An Extension of Partial Likelihood
Methods for Proportional Hazard Models
to General Transformation Models . . . . 325--345
Suresh H. Moolgavkar and
David J. Venzon Confidence Regions in Curved Exponential
Families: Application to Matched
Case-Control and Survival Studies with
General Relative Risk Function . . . . . 346--359
Albert Y. Lo A Large Sample Study of the Bayesian
Bootstrap . . . . . . . . . . . . . . . 360--375
D. T. Voss and
A. M. Dean A Comparison of Classes of Single
Replicate Factorial Designs . . . . . . 376--384
J. N. K. Rao and
A. J. Scott On Simple Adjustments to Chi-Square
Tests with Sample Survey Data . . . . . 385--397
Tertius de Wet and
Ronald H. Randles On the Effect of Substituting Parameter
Estimators in Limiting $ \chi^2 U $ and
$V$ Statistics . . . . . . . . . . . . . 398--412
Steve Verrill and
Richard A. Johnson The Asymptotic Equivalence of Some
Modified Shapiro-Wilk Statistics--
Complete and Censored Sample Cases . . . 413--419
Yoshiki Kumazawa On Testing Whether New is Better Than
Used Using Randomly Censored Data . . . 420--426
Luke Tierney An Alternative Regularity Condition for
Hajek's Representation Theorem . . . . . 427--431
Avraham A. Melkman and
Ya'acov Ritov Minimax Estimation of the Mean of a
General Distribution when the Parameter
Space is Restricted . . . . . . . . . . 432--442
David Fairley and
Dennis K. Pearl and
Joseph S. Verducci The Penalty for Assuming that a Monotone
Regression is Linear . . . . . . . . . . 443--448
Don Edwards Extended-Paulson Sequential Selection 449--455
Sam Gutmann and
Zakhar Maymin Is the Selected Population the Best? . . 456--461
Martin A. Koschat A Characterization of the Fieller
Solution . . . . . . . . . . . . . . . . 462--468
Richard L. Dykstra and
Tim Robertson Correction: ``Order Restricted
Statistical Tests on Multinomial and
Poisson Parameters: The Starshaped
Restriction'' . . . . . . . . . . . . . 469--469
Rudolf Beran and
Muni S. Srivastava Correction: ``Bootstrap Tests and
Confidence Regions for Functions of a
Covariance Matrix'' . . . . . . . . . . 470--471
Alan F. Karr Maximum Likelihood Estimation in the
Multiplicative Intensity Model via
Sieves . . . . . . . . . . . . . . . . . 473--490
Georg Neuhaus Local Asymptotics for Linear Rank
Statistics with Estimated Score
Functions . . . . . . . . . . . . . . . 491--512
P. J. Bickel and
Y. Ritov Efficient Estimation in the Errors in
Variables Model . . . . . . . . . . . . 513--540
David A. Hsieh and
Charles F. Manski Monte Carlo Evidence on Adaptive Maximum
Likelihood Estimation of a Regression 541--551
Yunshyong Chow Estimating Trajectories . . . . . . . . 552--567
N. Christopeit and
G. Tosstorff Strong Consistency of Least-Squares
Estimators in the Monotone Regression
Model with Stochastic Regressors . . . . 568--586
Sara Van De Geer A New Approach to Least-Squares
Estimation, with Applications . . . . . 587--602
J. A. Cristobal Cristobal and
P. Faraldo Roca and
W. Gonzalez Manteiga A Class of Linear Regression Parameter
Estimators Constructed by Nonparametric
Estimation . . . . . . . . . . . . . . . 603--609
Hans-Georg Muller and
Ulrich Stadtmuller Estimation of Heteroscedasticity in
Regression Analysis . . . . . . . . . . 610--625
A. H. Welsh One-Step $L$-Estimators for the Linear
Model . . . . . . . . . . . . . . . . . 626--641
Victor J. Yohai High Breakdown-Point and High Efficiency
Robust Estimates for Regression . . . . 642--656
Douglas G. Simpson and
Raymond J. Carroll and
David Ruppert $M$-Estimation for Discrete Data:
Asymptotic Distribution Theory and
Implications . . . . . . . . . . . . . . 657--669
I. J. Good and
J. F. Crook The Robustness and Sensitivity of the
Mixed-Dirichlet Bayesian Test for
``Independence'' in Contingency Tables 670--693
I. J. Good and
Y. Mittal The Amalgamation and Geometry of
Two-by-Two Contingency Tables . . . . . 694--711
Ching-Shui Cheng An Optimization Problem with
Applications to Optimal Design Theory 712--723
K. B. Athreya Bootstrap of the Mean in the Infinite
Variance Case . . . . . . . . . . . . . 724--731
P. Svante Eriksen Proportionality of Covariance Matrices 732--748
Moshe Pollak Average Run Lengths of an Optimal Method
of Detecting a Change in Distribution 749--779
Deborah Nolan and
David Pollard $U$-Processes: Rates of Convergence . . 780--799
Mo Suk Chow A Complete Class Theorem for Estimating
a Noncentrality Parameter . . . . . . . 800--804
Arthur Cohen and
Harold B. Sackrowitz Unbiasedness of Tests for Homogeneity 805--816
Malay Ghosh and
David M. Nickerson and
Pranab K. Sen Sequential Shrinkage Estimation . . . . 817--829
Peter C. Fishburn and
Irving H. LaValle A Nonlinear, Nontransitive and
Additive-Probability Model for Decisions
Under Uncertainty . . . . . . . . . . . 830--844
Eugenio Regazzini De Finetti's Coherence and Statistical
Inference . . . . . . . . . . . . . . . 845--864
Eugene F. Schuster Identifying the Closest Symmetric
Distribution or Density Function . . . . 865--874
J. C. van Houwelingen Monotone Empirical Bayes Test for
Uniform Distributions Using the Maximum
Likelihood Estimator of a Decreasing
Density . . . . . . . . . . . . . . . . 875--879
Lee K. Jones On a Conjecture of Huber Concerning the
Convergence of Projection Pursuit
Regression . . . . . . . . . . . . . . . 880--882
M. Woodroofe Correction: ``Estimating a Distribution
Function with Truncated Data'' . . . . . 883--883
H. L. MacGillivray Correction: ``Skewness and Asymmetry:
Measures and Orderings'' . . . . . . . . 884--884
T. P. Speed What is an Analysis of Variance? . . . . 885--910
T. W. Anderson Discussion: What is an Analysis of
Variance? . . . . . . . . . . . . . . . 911--913
R. A. Bailey Discussion: What is an Analysis of
Variance? . . . . . . . . . . . . . . . 913--916
David R. Brillinger Discussion: What is an Analysis of
Variance? . . . . . . . . . . . . . . . 916--917
Persi Diaconis Discussion: What is an Analysis of
Variance? . . . . . . . . . . . . . . . 917--921
Franklin A. Graybill Discussion: What is an Analysis of
Variance? . . . . . . . . . . . . . . . 921--923
E. J. Hannan and
C. H. Hesse Discussion: What is an Analysis of
Variance? . . . . . . . . . . . . . . . 923--924
Oscar Kempthorne Discussion: What is an Analysis of
Variance? . . . . . . . . . . . . . . . 925--929
J. A. Nelder Discussion: What is an Analysis of
Variance? . . . . . . . . . . . . . . . 930--931
Tue Tjur Discussion: What is an Analysis of
Variance? . . . . . . . . . . . . . . . 931--932
Randall D. Tobias Discussion: What is an Analysis of
Variance? . . . . . . . . . . . . . . . 932--936
John W. Tukey Discussion: What is an Analysis of
Variance? . . . . . . . . . . . . . . . 936--937
J. W. Tukey What is an Analysis of Variance ---
Discussion . . . . . . . . . . . . . . . 936--937
T. P. Speed Rejoinder: What is an Analysis of
Variance? . . . . . . . . . . . . . . . 937--941
Norbert Gaffke Further Characterizations of Design
Optimality and Admissibility for Partial
Parameter Estimation in Linear
Regression . . . . . . . . . . . . . . . 942--957
Ker-Chau Li Asymptotic Optimality for $ C_p, C_L $,
Cross-Validation and Generalized
Cross-Validation: Discrete Index Set . . 958--975
P. K. Bhattacharya and
Y. P. Mack Weak Convergence of $k$-NN Density and
Regression Estimators with Varying $k$
and Applications . . . . . . . . . . . . 976--994
Lucien Birge Estimating a Density under Order
Restrictions: Nonasymptotic Minimax Risk 995--1012
Lucien Birge On the Risk of Histograms for Estimating
Decreasing Densities . . . . . . . . . . 1013--1022
Atsuyuki Kogure Asymptotically Optimal Cells for a
Histogram . . . . . . . . . . . . . . . 1023--1030
Arthur Sieders and
Kacha Dzhaparidze A Large Deviation Result for Parameter
Estimators and its Application to
Nonlinear Regression Analysis . . . . . 1031--1049
N. H. Chan and
C. Z. Wei Asymptotic Inference for Nearly
Nonstationary AR(1) Processes . . . . . 1050--1063
Sinsup Cho and
Robert B. Miller Model-Free One-Step-Ahead Prediction
Intervals: Asymptotic Theory and Small
Sample Simulations . . . . . . . . . . . 1064--1078
T. N. Sriram Sequential Estimation of the Mean of a
First-Order Stationary Autoregressive
Process . . . . . . . . . . . . . . . . 1079--1090
Tze Leung Lai Adaptive Treatment Allocation and the
Multi-Armed Bandit Problem . . . . . . . 1091--1114
C. Z. Wei Multivariate Adaptive Stochastic
Approximation . . . . . . . . . . . . . 1115--1130
R. Beran and
P. W. Millar Stochastic Estimation and Testing . . . 1131--1154
Lajos Horváth and
Brian S. Yandell Convergence Rates for the Bootstrapped
Product-Limit Process . . . . . . . . . 1155--1173
Richard L. Smith Estimating Tails of Probability
Distributions . . . . . . . . . . . . . 1174--1207
B. F. Schriever An Ordering for Positive Dependence . . 1208--1214
Robert A. Koyak On Measuring Internal Dependence in a
Set of Random Variables . . . . . . . . 1215--1228
Avi Mandelbaum and
Ludger Ruschendorf Complete and Symmetrically Complete
Families of Distributions . . . . . . . 1229--1244
Tatsuya Kubokawa Admissible Minimax Estimation of a
Common Mean of Two Normal Populations 1245--1256
Albert Y. Lo and
Javier Cabrera Bayes Procedures for Rotationally
Symmetric Models on the Sphere . . . . . 1257--1268
P. L. Davies Asymptotic Behaviour of $S$-Estimates of
Multivariate Location Parameters and
Dispersion Matrices . . . . . . . . . . 1269--1292
Graciela Boente and
Ricardo Fraiman and
Victor J. Yohai Qualitative Robustness for Stochastic
Processes . . . . . . . . . . . . . . . 1293--1312
Jia-Gang Wang A Note on the Uniform Consistency of the
Kaplan--Meier Estimator . . . . . . . . 1313--1316
Luc Devroye An Application of the Efron--Stein
Inequality in Density Estimation . . . . 1317--1320
Yi-Ching Yao Approximating the Distribution of the
Maximum Likelihood Estimate of the
Change-Point in a Sequence of
Independent Random Variables . . . . . . 1321--1328
Ashim K. Mallik A Note on the Buyer's Problem . . . . . 1329--1331
P. Milasevic and
G. R. Ducharme Uniqueness of the Spatial Median . . . . 1332--1333
Gunnar Blom Harald Cramér 1893--1985 . . . . . . . . 1335--1350
Leon Jay Gleser and
Jiunn T. Hwang The Nonexistence of $ 100 (1 - \alpha)
\% $ Confidence Sets of Finite Expected
Diameter in Errors-in-Variables and
Related Models . . . . . . . . . . . . . 1351--1362
George Casella Conditionally Acceptable Recentered Set
Estimators . . . . . . . . . . . . . . . 1363--1371
Jon M. Maatta and
George Casella Conditional Properties of Interval
Estimators of the Normal Variance . . . 1372--1388
Peter J. Kempthorne Estimating the Mean of a Normal
Distribution with Loss Equal to Squared
Error Plus Complexity Cost . . . . . . . 1389--1400
Wilbert C. M. Kallenberg and
Teresa Ledwina On Local and Nonlocal Measures of
Efficiency . . . . . . . . . . . . . . . 1401--1420
B. Z. Bobrovsky and
E. Mayer-Wolf and
M. Zakai Some Classes of Global Cramér--Rao Bounds 1421--1438
Peter Walley Belief Function Representations of
Statistical Evidence . . . . . . . . . . 1439--1465
Robert Keener and
Edward Rothman and
Norman Starr Distributions on Partitions . . . . . . 1466--1481
Yosef Rinott and
Ester Samuel-Cahn Comparisons of Optimal Stopping Values
and Prophet Inequalities for Negatively
Dependent Random Variables . . . . . . . 1482--1490
Peter Hall On Kullback--Leibler Loss and Density
Estimation . . . . . . . . . . . . . . . 1491--1519
J. S. Marron and
W. J. Padgett Asymptotically Optimal Bandwidth
Selection for Kernel Density Estimators
from Randomly Right-Censored Samples . . 1520--1535
Myron N. Chang and
Grace L. Yang Strong Consistency of a Nonparametric
Estimator of the Survival Function with
Doubly Censored Data . . . . . . . . . . 1536--1547
Chris A. J. Klaassen Consistent Estimation of the Influence
Function of Locally Asymptotically
Linear Estimators . . . . . . . . . . . 1548--1562
Jun Shao and
C. F. J. Wu Heteroscedasticity-Robustness of
Jackknife Variance Estimators in Linear
Models . . . . . . . . . . . . . . . . . 1563--1579
Pranab Kumar Sen and
A. K. M. Ehsanes Saleh On Preliminary Test and Shrinkage
$M$-Estimation in Linear Models . . . . 1580--1592
Ching-Shui Cheng An Application of the Kiefer--Wolfowitz
Equivalence Theorem to a Problem in
Hadamard Transform Optics . . . . . . . 1593--1603
J. Kunert and
R. J. Martin On the Optimality of Finite Williams
II(a) Designs . . . . . . . . . . . . . 1604--1628
John Stufken $A$-Optimal Block Designs for Comparing
Test Treatments with a Control . . . . . 1629--1638
Morris L. Eaton and
Ingram Olkin Best Equivariant Estimators of a
Cholesky Decomposition . . . . . . . . . 1639--1650
Pui Lam Leung and
Robb J. Muirhead Estimation of Parameter Matrices and
Eigenvalues in MANOVA and Canonical
Correlation Analysis . . . . . . . . . . 1651--1666
C. Z. Wei Adaptive Prediction by Least Squares
Predictors in Stochastic Regression
Models with Applications to Time Series 1667--1682
T. W. Epps Testing That a Stationary Time Series is
Gaussian . . . . . . . . . . . . . . . . 1683--1698
P. Jeganathan Strong Convergence of Distributions of
Estimators . . . . . . . . . . . . . . . 1699--1708
Robert Keener A Note on the Variance of a Stopping
Time . . . . . . . . . . . . . . . . . . 1709--1712
Regina Y. Liu and
Kesar Singh On a Partial Correction by the Bootstrap 1713--1718
David R. Brillinger Some Statistical Methods for Random
Process Data from Seismology and
Neurophysiology . . . . . . . . . . . . 1--54
Michael L. Stein Asymptotically Efficient Prediction of a
Random Field with a Misspecified
Covariance Function . . . . . . . . . . 55--63
Steven G. Self and
Ross L. Prentice Asymptotic Distribution Theory and
Efficiency Results for Case-Cohort
Studies . . . . . . . . . . . . . . . . 64--81
Alois Kneip and
Theo Gasser Convergence and Consistency Results for
Self-Modeling Nonlinear Regression . . . 82--112
Dennis Cox and
Eunmee Koh and
Grace Wahba and
Brian S. Yandell Testing the (Parametric) Null Model
Hypothesis in (Semiparametric) Partial
and Generalized Spline Models . . . . . 113--119
W. Hardle and
A. B. Tsybakov Robust Nonparametric Regression with
Simultaneous Scale Curve Estimation . . 120--135
Hung Chen Convergence Rates for Parametric
Components in a Partly Linear Model . . 136--146
Yasuo Amemiya and
Wayne A. Fuller Estimation for the Nonlinear Functional
Relationship . . . . . . . . . . . . . . 147--160
Peter Hall and
J. S. Marron Choice of Kernel Order in Density
Estimation . . . . . . . . . . . . . . . 161--173
Samuel D. Oman Confidence Regions in Multivariate
Calibration . . . . . . . . . . . . . . 174--187
E. Carlstein Nonparametric Change-Point Estimation 188--197
Jaap Praagman Bahadur Efficiency of Rank Tests for the
Change-Point Problem . . . . . . . . . . 198--217
Seiji Nabeya and
Katsuto Tanaka Asymptotic Theory of a Test for the
Constancy of Regression Coefficients
Against the Random Walk Alternative . . 218--235
David Assaf A Dynamic Sampling Approach for
Detecting a Change in Distribution . . . 236--253
Stephen G. Eick The Two-Armed Bandit with Delayed
Responses . . . . . . . . . . . . . . . 254--264
Peter M. Hooper Simultaneous Estimation and Prediction
Using the Expected Coverage Measure
Criterion . . . . . . . . . . . . . . . 265--277
Malay Ghosh and
Ming-Chung Yang Simultaneous Estimation of Poisson Means
Under Entropy Loss . . . . . . . . . . . 278--291
Zbigniew Szkutnik Most Powerful Invariant Tests for
Binormality . . . . . . . . . . . . . . 292--301
Soren Tolver Jensen Covariance Hypotheses Which are Linear
in Both the Covariance and the Inverse
Covariance . . . . . . . . . . . . . . . 302--322
O. E. Barndorff-Nielsen and
P. Blaesild Combination of Reproductive Models . . . 323--341
Dominique M. A. Haughton On the Choice of a Model to Fit Data
from an Exponential Family . . . . . . . 342--355
Stephen Portnoy Asymptotic Behavior of Likelihood
Methods for Exponential Families when
the Number of Parameters Tends to
Infinity . . . . . . . . . . . . . . . . 356--366
N. H. Chan and
C. Z. Wei Limiting Distributions of Least Squares
Estimates of Unstable Autoregressive
Processes . . . . . . . . . . . . . . . 367--401
Marc Hallin and
Madan L. Puri Optimal Rank-Based Procedures for Time
Series Analysis: Testing an ARMA Model
Against Other ARMA Models . . . . . . . 402--432
Peter Guttorp and
Richard A. Lockhart On the Asymptotic Distribution of
Quadratic Forms in Uniform Order
Statistics . . . . . . . . . . . . . . . 433--449
Pranab Kumar Sen Functional Jackknifing: Rationality and
General Asymptotics . . . . . . . . . . 450--469
Philippe Caperaa Tail Ordering and Asymptotic Efficiency
of Rank Tests . . . . . . . . . . . . . 470--478
Robert Tibshirani Correction: Discussion of ``Jackknife,
Bootstrap and Other Resampling Methods
in Regression Analysis'' by C. F. J. Wu 479--479
A. H. Welsh Correction: ``The Trimmed Mean in the
Linear Model'' . . . . . . . . . . . . . 480--480
A. H. Welsh Correction: ``One-Step $L$-Estimators
for the Linear Model'' . . . . . . . . . 481--481
Lucien Le Cam and
Grace L. Yang On the Preservation of Local Asymptotic
Normality under Information Loss . . . . 483--520
E. L. Lehmann Comparing Location Experiments . . . . . 521--533
Christopher G. Small and
D. L. McLeish Generalizations of Ancillarity,
Completeness and Sufficiency in an
Inference Function Space . . . . . . . . 534--551
David L. Donoho and
Richard C. Liu The ``Automatic'' Robustness of Minimum
Distance Functionals . . . . . . . . . . 552--586
David L. Donoho and
Richard C. Liu Pathologies of some Minimum Distance
Estimators . . . . . . . . . . . . . . . 587--608
Daijin Ko and
Peter Guttorp Robustness of Estimators for Directional
Data . . . . . . . . . . . . . . . . . . 609--618
R. Grubel The Length of the Shorth . . . . . . . . 619--628
Joseph P. Romano On Weak Convergence and Optimality of
Kernel Density Estimates of the Mode . . 629--647
Jay H. Beder A Sieve Estimator for the Covariance of
a Gaussian Process . . . . . . . . . . . 648--660
Min-Te Chao and
Shaw-Hwa Lo Some Representations of the
Nonparametric Maximum Likelihood
Estimators with Truncated Data . . . . . 661--668
Leslaw Gajek On the Minimax Value in the Scale Model
with Truncated Data . . . . . . . . . . 669--677
O. Pons and
E. de Turckheim Cox's Periodic Regression Model . . . . 678--693
Dennis D. Cox Approximation of Method of
Regularization Estimators . . . . . . . 694--712
Dennis D. Cox Approximation of Least Squares
Regression on Nested Subspaces . . . . . 713--732
James W. Neill Testing for Lack of Fit in Nonlinear
Regression . . . . . . . . . . . . . . . 733--740
Hari Mukerjee Monotone Nonparametric Regression . . . 741--750
Chu-In Charles Lee Quadratic Loss of Order Restricted
Estimators for Treatment Means with a
Control . . . . . . . . . . . . . . . . 751--758
T. W. Anderson and
Yasuo Amemiya The Asymptotic Normal Distribution of
Estimators in Factor Analysis under
General Conditions . . . . . . . . . . . 759--771
Norbert Henze A Multivariate Two-Sample Test Based on
the Number of Nearest Neighbor Type
Coincidences . . . . . . . . . . . . . . 772--783
E. J. Hannan and
D. S. Poskitt Unit Canonical Correlations between
Future and Past . . . . . . . . . . . . 784--790
Yoshihiro Yajima On Estimation of a Regression Model with
Long-Memory Stationary Errors . . . . . 791--807
Rainer Dahlhaus Small Sample Effects in Time Series
Analysis: A New Asymptotic Theory and a
New Estimate . . . . . . . . . . . . . . 808--841
Jeffrey D. Hart An ARMA Type Probability Density
Estimator . . . . . . . . . . . . . . . 842--855
Tze Leung Lai Nearly Optimal Sequential Tests of
Composite Hypotheses . . . . . . . . . . 856--886
Murray K. Clayton and
Jeffrey A. Witmer Two-Stage Bandits . . . . . . . . . . . 887--894
J. E. H. Shaw A Quasirandom Approach to Integration in
Bayesian Statistics . . . . . . . . . . 895--914
Harry Joe Majorization, Entropy and Paired
Comparisons . . . . . . . . . . . . . . 915--925
Luke Tierney Acknowledgement of Priority: An
Alternative Regularity Condition for
Hajek's Representation Theorem . . . . . 926--926
Peter Hall Theoretical Comparison of Bootstrap
Confidence Intervals . . . . . . . . . . 927--953
Chongen Bai and
Richard A. Olshen Discussion: Theoretical Comparison of
Bootstrap Confidence Intervals . . . . . 953--956
Rudolf Beran Discussion: Theoretical Comparison of
Bootstrap Confidence Intervals . . . . . 956--959
Peter J. Bickel Discussion: Theoretical Comparison of
Bootstrap Confidence Intervals . . . . . 959--961
Stephen T. Buckland and
Paul H. Garthwaite and
Howard G. Lovell Discussion: Theoretical Comparison of
Bootstrap Confidence Intervals . . . . . 962--965
Thomas J. DiCiccio and
Joseph P. Romano Discussion: Theoretical Comparison of
Bootstrap Confidence Intervals . . . . . 965--969
B. Efron Discussion: Theoretical Comparison of
Bootstrap Confidence Intervals . . . . . 969--972
Wei-Yin Loh Discussion: Theoretical Comparison of
Bootstrap Confidence Intervals . . . . . 972--976
J. Robinson Discussion: Theoretical Comparison of
Bootstrap Confidence Intervals . . . . . 976--977
Regina Y. Liu and
Kesar Singh Discussion: Theoretical Comparison of
Bootstrap Confidence Intervals . . . . . 978--979
Michael R. Veall Discussion: Theoretical Comparison of
Bootstrap Confidence Intervals . . . . . 979--981
Peter Hall Rejoinder: Theoretical Comparison of
Bootstrap Confidence Intervals . . . . . 981--985
Jun Shao On Resampling Methods for Variance and
Bias Estimation in Linear Models . . . . 986--1008
O. E. Barndorff-Nielsen and
P. E. Jupp Differential Geometry, Profile
Likelihood, $L$-Sufficiency and
Composite Transformation Models . . . . 1009--1043
Shun-Ichi Amari and
Masayuki Kumon Estimation in the Presence of Infinitely
many Nuisance Parameters--Geometry of
Estimating Functions . . . . . . . . . . 1044--1068
Richard D. Gill and
Yehuda Vardi and
Jon A. Wellner Large Sample Theory of Empirical
Distributions in Biased Sampling Models 1069--1112
P. Major and
L. Rejto Strong Embedding of the Estimator of the
Distribution Function under Random
Censorship . . . . . . . . . . . . . . . 1113--1132
E. Arjas and
P. Haara A Note on the Asymptotic Normality in
the Cox Regression Model . . . . . . . . 1133--1140
Robert J. Gray A Class of $K$-Sample Tests for
Comparing the Cumulative Incidence of a
Competing Risk . . . . . . . . . . . . . 1141--1154
R. T. Smythe Conditional Inference for Restricted
Randomization Designs . . . . . . . . . 1155--1161
Luc Devroye Asymptotic Performance Bounds for the
Kernel Estimate . . . . . . . . . . . . 1162--1179
Yannis G. Yatracos A Lower Bound on the Error in
Nonparametric Regression Type Problems 1180--1187
Daniel C. Coster and
Ching-Shui Cheng Minimum Cost Trend-Free Run Orders of
Fractional Factorial Designs . . . . . . 1188--1205
John P. Morgan and
I. M. Chakravarti Block Designs for First and Second Order
Neighbor Correlations . . . . . . . . . 1206--1224
Yong B. Lim and
W. J. Studden Efficient $ D_s $-Optimal Designs for
Multivariate Polynomial Regression on
the $q$-Cube . . . . . . . . . . . . . . 1225--1240
Mehmet Zeytinoglu and
Max Mintz Robust Fixed Size Confidence Procedures
for a Restricted Parameter Space . . . . 1241--1253
Yaakov Friedman and
Alexander Gelman and
Eswar Phadia Best Invariant Estimation of a
Distribution Function under the
Kolmogorov--Smirnov Loss Function . . . 1254--1261
Andrew L. Rukhin Loss Functions for Loss Estimation . . . 1262--1269
Rohana J. Karunamuni On Empirical Bayes Testing with
Sequential Components . . . . . . . . . 1270--1282
P. Jeganathan On the Strong Approximation of the
Distributions of Estimators in Linear
Stochastic Models, I and II: Stationary
and Explosive AR Models . . . . . . . . 1283--1314
Shean-Tsong Chiu Weighted Least Squares Estimators on the
Frequency Domain for the Parameters of a
Time Series . . . . . . . . . . . . . . 1315--1326
Paul S. Horn On the Stochastic Ordering of Absolute
Univariate Gaussian Random Variables . . 1327--1329
Hung Chen Lower Rate of Convergence for Locating a
Maximum of a Function . . . . . . . . . 1330--1334
Yoshiko Nogami Convergence Rates for Empirical Bayes
Estimation in the Uniform $ U(0, \theta)
$ Distribution . . . . . . . . . . . . . 1335--1341
Georg Neuhaus Addendum to: ``Local Asymptotics for
Linear Rank Statistics with Estimated
Score Functions'' . . . . . . . . . . . 1342--1343
Vaclav Fabian Polynomial Estimation of Regression
Functions with the Supremum Norm Error 1345--1368
Jack Cuzick Rank Regression . . . . . . . . . . . . 1369--1389
David L. Donoho One-Sided Inference about Functionals of
a Density . . . . . . . . . . . . . . . 1390--1420
Daren B. H. Cline Admissible Kernel Estimators of a
Multivariate Density . . . . . . . . . . 1421--1427
W. Hardle and
P. Janssen and
R. Serfling Strong Uniform Consistency Rates for
Estimators of Conditional Functionals 1428--1449
A. W. van der Vaart Estimating a Real Parameter in a Class
of Semiparametric Models . . . . . . . . 1450--1474
Dorota M. Dabrowska Kaplan--Meier Estimate on the Plane . . 1475--1489
Michael G. Akritas Rank Tests with Interval-Censored Data 1490--1502
E. V. Khmaladze An Innovation Approach to
Goodness-of-Fit Tests in $ R^m $ . . . . 1503--1516
Jitka Dupacova and
Roger Wets Asymptotic Behavior of Statistical
Estimators and of Optimal Solutions of
Stochastic Optimization Problems . . . . 1517--1549
Nathaniel Schenker and
A. H. Welsh Asymptotic Results for Multiple
Imputation . . . . . . . . . . . . . . . 1550--1566
Lawrence D. Brown Admissibility in Discrete and Continuous
Invariant Nonparametric Estimation
Problems and in their Multinomial
Analogs . . . . . . . . . . . . . . . . 1567--1593
Peter J. Kempthorne Controlling Risks under Different Loss
Functions: The Compromise Decision
Problem . . . . . . . . . . . . . . . . 1594--1608
David Edelman Estimation of the Mixing Distribution
for a Normal Mean with Applications to
the Compound Decision Problem . . . . . 1609--1622
L. A. Li and
N. Sedransk Mixtures of Distributions: A Topological
Approach . . . . . . . . . . . . . . . . 1623--1634
TaChen Liang On the Convergence Rates of Empirical
Bayes Rules for Two-Action Problems:
Discrete Case . . . . . . . . . . . . . 1635--1642
Inchi Hu Repeated Significance Tests for
Exponential Families . . . . . . . . . . 1643--1666
T. W. Epps Testing that a Gaussian Process is
Stationary . . . . . . . . . . . . . . . 1667--1683
Albert Y. Lo A Bayesian Bootstrap for a Finite
Population . . . . . . . . . . . . . . . 1684--1695
Regina Y. Liu Bootstrap Procedures under some
Non-I.I.D. Models . . . . . . . . . . . 1696--1708
Arup Bose Edgeworth Correction by Bootstrap in
Autoregressions . . . . . . . . . . . . 1709--1722
D. T. Voss Single-Generator Generalized Cyclic
Factorial Designs as Pseudofactor
Designs . . . . . . . . . . . . . . . . 1723--1726
Thomas Mathew and
Bimal Kumar Sinha Optimum Tests in Unbalanced Two-Way
Models without Interaction . . . . . . . 1727--1740
Edward W. Frees Correction: ``Nonparametric Renewal
Function Estimation'' . . . . . . . . . 1741--1741
Ulf Grenander Advances in Pattern Theory . . . . . . . 1--30
S. L. Lauritzen and
N. Wermuth Graphical Models for Associations
between Variables, some of which are
Qualitative and some Quantitative . . . 31--57
David L. Donoho and
Iain M. Johnstone Projection-Based Approximation and a
Duality with Kernel Methods . . . . . . 58--106
Andrew R. Barron Uniformly Powerful Goodness of Fit Tests 107--124
R. Beran and
P. W. Millar A Stochastic Minimum Distance Test for
Multivariate Parametric Models . . . . . 125--140
Joseph P. Romano Bootstrap and Randomization Tests of
some Nonparametric Hypotheses . . . . . 141--159
Rabi Bhattacharya and
Maher Qumsiyeh Second Order and $ L^p $-Comparisons
between the Bootstrap and Empirical
Edgeworth Expansion Methodologies . . . 160--169
Karl O. Friedrich A Berry--Esseen Bound for Functions of
Independent Random Variables . . . . . . 170--183
Iain Johnstone and
David Siegmund On Hotelling's Formula for the Volume of
Tubes and Naiman's Inequality . . . . . 184--194
Niels Christian and
Bang Jespersen On the Structure of Transformation
Models . . . . . . . . . . . . . . . . . 195--208
Lawrence D. Brown and
John I. Marden Complete Class Results for Hypothesis
Testing Problems with Simple Null
Hypotheses . . . . . . . . . . . . . . . 209--235
Arthur Cohen and
John I. Marden On the Admissibility and Consistency of
Tests for Homogeneity of Variances . . . 236--251
Lawrence D. Brown and
Jiunn T. Hwang Universal Domination and Stochastic
Domination: $U$-Admissibility and $U$-
Inadmissibility of the Least Squares
Estimator . . . . . . . . . . . . . . . 252--267
Roger H. Farrell and
Witold Klonecki and
Stefan Zontek All Admissible Linear Estimators of the
Vector of Gamma Scale Parameters with
Application to Random Effects Models . . 268--281
Stephen M. Miller Empirical Processes Based upon Residuals
from Errors-in-Variables Regressions . . 282--292
Ted Chang Spherical Regression with Errors in
Variables . . . . . . . . . . . . . . . 293--306
Louis-Paul Rivest Spherical Regression for Concentrated
Fisher--von Mises Distributions . . . . 307--317
Peter H. Westfall Power Comparisons for Invariant Variance
Ratio Tests in Mixed Anova Models . . . 318--326
John Collins and
Douglas Wiens Minimax Properties of $M$-, $R$- and
$L$-Estimators of Location in Lévy
Neighbourhoods . . . . . . . . . . . . . 327--336
A. H. Welsh On $M$-Processes and $M$-Estimation . . 337--361
Stephen Portnoy and
Roger Koenker Adaptive $L$-Estimation for Linear
Models . . . . . . . . . . . . . . . . . 362--381
Enno Mammen Asymptotics with Increasing Dimension
for Robust Regression with Applications
to the Bootstrap . . . . . . . . . . . . 382--400
Yuzo Hosoya The Bracketing Condition for Limit
Theorems on Stationary Linear Processes 401--418
Nicolaos G. Fountis and
David A. Dickey Testing for a Unit Root Nonstationarity
in Multivariate Autoregressive Time
Series . . . . . . . . . . . . . . . . . 419--428
Y. L. Tong Inequalities for a Class of Positively
Dependent Random Variables with a Common
Marginal . . . . . . . . . . . . . . . . 429--435
Kenneth S. Alexander A Counterexample to a Correlation
Inequality in Finite Sampling . . . . . 436--439
Hani Doss and
Jayaram Sethuraman The Price of Bias Reduction when there
is no Unbiased Estimate . . . . . . . . 440--442
G. J. Babu and
K. Singh On Edgeworth Expansions in the Mixture
Cases . . . . . . . . . . . . . . . . . 443--447
A. Hedayat and
J. Stufken On the Maximum Number of Constraints in
Orthogonal Arrays . . . . . . . . . . . 448--451
Michael Woodroofe Correction: ``Asymptotic Local
Minimaxity in Sequential Point
Estimation'' . . . . . . . . . . . . . . 452--452
Andreas Buja and
Trevor Hastie and
Robert Tibshirani Linear Smoothers and Additive Models . . 453--510
Leo Breiman Discussion: Linear Smoothers and
Additive Models . . . . . . . . . . . . 510--515
Zehua Chen and
Chong Gu and
Grace Wahba Discussion: Linear Smoothers and
Additive Models . . . . . . . . . . . . 515--522
Dennis D. Cox Discussion: Linear Smoothers and
Additive Models . . . . . . . . . . . . 522--525
R. L. Eubank and
P. Speckman Discussion: Linear Smoothers and
Additive Models . . . . . . . . . . . . 525--529
Walter Gander and
Gene H. Golub Discussion: Linear Smoothers and
Additive Models . . . . . . . . . . . . 529--532
Theo Gasser and
Alois Kneip Discussion: Linear Smoothers and
Additive Models . . . . . . . . . . . . 532--535
Robert Kohn and
Craig F. Ansley Discussion: Linear Smoothers and
Additive Models . . . . . . . . . . . . 535--540
D. M. Titterington Discussion: Linear Smoothers and
Additive Models . . . . . . . . . . . . 540--543
Andreas Buja and
Trevor Hastie and
Robert Tibshirani Rejoinder: Linear Smoothers and Additive
Models . . . . . . . . . . . . . . . . . 543--555
Douglas W. Nychka and
Dennis D. Cox Convergence Rates for Regularized
Solutions of Integral Equations from
Discrete Noisy Data . . . . . . . . . . 556--572
Peter Hall On Projection Pursuit Regression . . . . 573--588
Peter Hall On Polynomial-Based Projection Indices
for Exploratory Projection Pursuit . . . 589--605
Young K. Truong Asymptotic Properties of Kernel
Estimators Based on Local Medians . . . 606--617
W. J. Studden Note on some $ \phi_p$-Optimal Designs
for Polynomial Regression . . . . . . . 618--623
Nicholas Lange and
Louise Ryan Assessing Normality in Random Effects
Models . . . . . . . . . . . . . . . . . 624--642
Paul R. Rosenbaum On Permutation Tests for Hidden Biases
in Observational Studies: An Application
of Holley's Inequality to the Savage
Lattice . . . . . . . . . . . . . . . . 643--653
J. Q. Smith Influence Diagrams for Statistical
Modelling . . . . . . . . . . . . . . . 654--672
Ronald Christensen Lack-of-Fit Tests Based on Near or Exact
Replicates . . . . . . . . . . . . . . . 673--683
Evarist Gine and
Joel Zinn Necessary Conditions for the Bootstrap
of the Mean . . . . . . . . . . . . . . 684--691
Peter Hall and
Thomas J. DiCiccio and
Joseph P. Romano On Smoothing and the Bootstrap . . . . . 692--704
Chung-Sing Weng On a Second-Order Asymptotic Property of
the Bayesian Bootstrap Mean . . . . . . 705--710
Bruce G. Lindsay On the Determinants of Moment Matrices 711--721
Bruce G. Lindsay Moment Matrices: Applications in
Mixtures . . . . . . . . . . . . . . . . 722--740
Shaul K. Bar-Lev and
Daoud Bshouty Rational Variance Functions . . . . . . 741--748
Hani Doss On Estimating the Dependence Between Two
Point Processes . . . . . . . . . . . . 749--763
Hani Doss and
Steven Freitag and
Frank Proschan Estimating Jointly System and Component
Reliabilities Using a Mutual Censorship
Approach . . . . . . . . . . . . . . . . 764--782
Gordon Simons and
Yi-Ching Yao and
Xizhi Wu Sequential Tests for the Drift of a
Wiener Process with a Smooth Prior, and
the Heat Equation . . . . . . . . . . . 783--792
David Assaf and
Ya'acov Ritov Dynamic Sampling Procedures for
Detecting a Change in the Drift of
Brownian Motion: A Non-Bayesian Model 793--800
Inchi Hu and
C. Z. Wei Irreversible Adaptive Allocation Rules 801--823
Keith Knight Consistency of Akaike's Information
Criterion for Infinite Variance
Autoregressive Processes . . . . . . . . 824--840
Alexander Shapiro Asymptotic Properties of Statistical
Estimators in Stochastic Programming . . 841--858
Chris A. J. Klaassen Estimators and Spread . . . . . . . . . 859--867
S. Sivaganesan and
James O. Berger Ranges of Posterior Measures for Priors
with Unimodal Contaminations . . . . . . 868--889
K. L. Lu and
James O. Berger Estimation of Normal Means: Frequentist
Estimation of Loss . . . . . . . . . . . 890--906
David Heath and
William Sudderth Coherent Inference from Improper Priors
and from Finitely Additive Priors . . . 907--919
Takeaki Kariya Equivariant Estimation in a Model with
an Ancillary Statistic . . . . . . . . . 920--928
Aksel Bertelsen On Non-Null Distributions Connected with
Testing Reality of a Complex Normal
Distribution . . . . . . . . . . . . . . 929--936
Robert E. Kelly Stochastic Reduction of Loss in
Estimating Normal Means by Isotonic
Regression . . . . . . . . . . . . . . . 937--940
E. M. Hemerly and
M. H. A. Davis Strong Consistency of the PLS Criterion
for Order Determination of
Autoregressive Processes . . . . . . . . 941--946
I. J. Good and
Y. Mittal Addendum: The Amalgamation and Geometry
of Two-by-Two Contingency Tables . . . . 947--947
Takeaki Kariya Correction: ``Robustness of Multivariate
Tests'' . . . . . . . . . . . . . . . . 948--948
Persi Diaconis A Generalization of Spectral Analysis
with Application to Ranked Data . . . . 949--979
Michael Stein Asymptotic Distributions of Minimum Norm
Quadratic Estimators of the Covariance
Function of a Gaussian Random Field . . 980--1000
Ker-Chau Li Honest Confidence Regions for
Nonparametric Regression . . . . . . . . 1001--1008
Ker-Chau Li and
Naihua Duan Regression Analysis Under Link Violation 1009--1052
Hans-Georg Muller Adaptive Nonparametric Peak Estimation 1053--1069
Michel Broniatowski and
Paul Deheuvels and
Luc Devroye On the Relationship Between Stability of
Extreme Order Statistics and Convergence
of the Maximum Likelihood Kernel Density
Estimate . . . . . . . . . . . . . . . . 1070--1086
Michael Woodroofe Very Weak Expansions for Sequentially
Designed Experiments: Linear Models . . 1087--1102
Walter Schneller Edgeworth Expansions for Linear Rank
Statistics . . . . . . . . . . . . . . . 1103--1123
Yasunori Fujikoshi and
Ryoichi Shimizu Asymptotic Expansions of Some Mixtures
of the Multivariate Normal Distribution
and Their Error Bounds . . . . . . . . . 1124--1132
Martin Jacobsen Right Censoring and Martingale Methods
for Failure Time Data . . . . . . . . . 1133--1156
Dorota M. Dabrowska Uniform Consistency of the Kernel
Conditional Kaplan--Meier Estimate . . . 1157--1167
Keith Knight On the Bootstrap of the Sample Mean in
the Infinite Variance Case . . . . . . . 1168--1175
Jun Shao and
C. F. J. Wu A General Theory for Jackknife Variance
Estimation . . . . . . . . . . . . . . . 1176--1197
Wilhelm Sauermann Bootstrapping the Maximum Likelihood
Estimator in High-Dimensional Log-Linear
Models . . . . . . . . . . . . . . . . . 1198--1216
Hans R. Kunsch The Jackknife and the Bootstrap for
General Stationary Observations . . . . 1217--1241
Graciela Boente and
Ricardo Fraiman Robust Nonparametric Regression
Estimation for Dependent Observations 1242--1256
B. M. Potscher Model Selection Under Nonstationarity:
Autoregressive Models and Stochastic
Linear Regression Models . . . . . . . . 1257--1274
Robert A. Stine and
Paul Shaman A Fixed Point Characterization for Bias
of Autoregressive Estimators . . . . . . 1275--1284
F. C. Drost Generalized Chi-Square Goodness-of-Fit
Tests for Location-Scale Models when the
Number of Classes Tends to Infinity . . 1285--1300
Horst Stenger Asymptotic Analysis of Minimax
Strategies in Survey Sampling . . . . . 1301--1314
Peter M. Hooper Minimaxity of Randomized Optimal Designs 1315--1324
Theodore P. Hill and
Y. L. Tong Optimal-Partitioning Inequalities in
Classification and Multi-Hypotheses
Testing . . . . . . . . . . . . . . . . 1325--1334
Mohamed Tahir An Asymptotic Lower Bound for the Local
Minimax Regret in Sequential Point
Estimation . . . . . . . . . . . . . . . 1335--1346
Qiqing Yu Inadmissibility of the Empirical
Distribution Function in Continuous
Invariant Problems . . . . . . . . . . . 1347--1359
Anirban DasGupta A General Theorem on Decision Theory for
Nonnegative Functionals: with
Applications . . . . . . . . . . . . . . 1360--1374
Pranab Kumar Sen and
Tatsuya Kubokawa and
A. K. Md. Ehsanes Saleh The Stein Paradox in the Sense of the
Pitman Measure of Closeness . . . . . . 1375--1386
Larry Alan Wasserman A Robust Bayesian Interpretation of
Likelihood Regions . . . . . . . . . . . 1387--1393
Thomas E. Armstrong and
William D. Sudderth Locally Coherent Rates of Exchange . . . 1394--1408
Imre Csiszar A Geometric Interpretation of Darroch
and Ratcliff's Generalized Iterative
Scaling . . . . . . . . . . . . . . . . 1409--1413
L. D. Brown and
Arthur Cohen and
W. E. Strawderman Correction: ``Complete Classes for
Sequential Tests of Hypotheses'' . . . . 1414--1416
Michael G. Akritas Correction: ``Empirical Processes
Associated with $V$-Statistics and A
Class of Estimators Under Random
Censoring'' . . . . . . . . . . . . . . 1417--1417
Richard A. Olshen and
Edmund N. Biden and
Marilynn P. Wyatt and
David H. Sutherland Gait Analysis and the Bootstrap . . . . 1419--1440
G. Stengle and
J. E. Yukich Some New Vapnik--Chervonenkis Classes 1441--1446
Sandor Csorgo and
David M. Mason Bootstrapping Empirical Functions . . . 1447--1471
William Navidi Edgeworth Expansions for Bootstrapping
Regression Models . . . . . . . . . . . 1472--1478
I. V. Basawa and
A. K. Mallik and
W. P. McCormick and
R. L. Taylor Bootstrapping Explosive Autoregressive
Processes . . . . . . . . . . . . . . . 1479--1486
Aad van der Vaart On the Asymptotic Information Bound . . 1487--1500
Ake Svensson Estimation in some Counting Process
Models with Multiplicative Structure . . 1501--1508
G. Meeden and
M. Ghosh and
C. Srinivasan and
S. Vardeman The Admissibility of the Kaplan--Meier
and other Maximum Likelihood Estimators
in the Presence of Censoring . . . . . . 1509--1531
Lucien Birge The Grenander Estimator: A Nonasymptotic
Approach . . . . . . . . . . . . . . . . 1532--1549
Lawrence J. Brunner and
Albert Y. Lo Bayes Methods for a Symmetric Unimodal
Density and its Mode . . . . . . . . . . 1550--1566
Prabir Burman and
Keh-Wei Chen Nonparametric Estimation of a Regression
Function . . . . . . . . . . . . . . . . 1567--1596
Yannis G. Yatracos A Regression Type Problem . . . . . . . 1597--1607
R. D. Martin and
V. J. Yohai and
R. H. Zamar Min-Max Bias Robust Regression . . . . . 1608--1630
Shelby J. Haberman Concavity and Estimation . . . . . . . . 1631--1661
Hendrik P. Lopuhaa On the Relation between $S$-Estimators
and $M$-Estimators of Multivariate
Location and Covariance . . . . . . . . 1662--1683
Louis Gordon Bounds for the Distribution of the
Generalized Variance . . . . . . . . . . 1684--1692
Linda June Davis Intersection Union Tests for Strict
Collapsibility in Three-Dimensional
Contingency Tables . . . . . . . . . . . 1693--1708
Wei-Yin Loh Bounds on the Size of the $ \chi^2$-Test
of Independence in a Contingency Table 1709--1722
B. T. Porteous Stochastic Inequalities Relating a Class
of Log-Likelihood Ratio Statistics to
their Asymptotic $ \chi^2 $ Distribution 1723--1734
Gerard Letac and
Vanamamalai Seshadri The Expectation of $ X^1 $ as a Function
of $ \mathbb {E}(X) $ for an Exponential
Family on the Positive Line . . . . . . 1735--1741
Ulrich Muller-Funk and
Friedrich Pukelsheim and
Hermann Witting On the Attainment of the Cramér--Rao
Bound in $ \mathbb {L}_r
$-Differentiable Families of
Distributions . . . . . . . . . . . . . 1742--1748
Rainer Dahlhaus Efficient Parameter Estimation for
Self-Similar Processes . . . . . . . . . 1749--1766
Herold Dehling and
Murad S. Taqqu The Empirical Process of some Long-Range
Dependent Sequences with an Application
to $U$-Statistics . . . . . . . . . . . 1767--1783
Hira L. Koul and
Shlomo Levental Weak Convergence of the Residual
Empirical Process in Explosive
Autoregression . . . . . . . . . . . . . 1784--1794
Arnold L. M. Dekkers and
Laurens De Haan On the Estimation of the Extreme-Value
Index and Large Quantile Estimation . . 1795--1832
A. L. M. Dekkers and
J. H. J. Einmahl and
L. De Haan A Moment Estimator for the Index of an
Extreme-Value Distribution . . . . . . . 1833--1855
Mark J. Schervish A General Method for Comparing
Probability Assessors . . . . . . . . . 1856--1879
C. F. J. Wu Construction of $ 2^m 4^n $ Designs via
a Grouping Scheme . . . . . . . . . . . 1880--1885
A. Hedayat and
Bing-Ying Lin and
J. Stufken The Construction of $ \Pi {\rm PS} $
Sampling Designs Through a Method of
Emptying Boxes . . . . . . . . . . . . . 1886--1905
Y. S. Sathe and
R. G. Shenoy $A$-Optimal Weighing Designs when $ N
\equiv 3 (\bmod 4)$ . . . . . . . . . . 1906--1915
S. L. Lauritzen and
N. Wermuth Correction: ``Graphical Models for
Associations Between Variables, Some of
which are Qualitative and Some
Quantitative'' . . . . . . . . . . . . . 1916--1916
Kenneth S. Alexander Acknowledgment of Priority: A
Counterexample to a Correlation
Inequality in Finite Sampling . . . . . 1917--1917
Jack Cuzick Correction: ``Rank Regression'' . . . . 469--469
Wei-Yann Tsai and
John Crowley Correction: ``A Large Sample Study of
Generalized Maximum Likelihood
Estimators from Incomplete Data via
Self-Consistency'' . . . . . . . . . . . 470--470
Stephen Portnoy and
Roger Koenker Correction: ``Adaptive $L$-Estimation
for Linear Models'' . . . . . . . . . . 986--986
A. H. Welsh Correction: ``On $M$-Processes and
$M$-Estimation'' . . . . . . . . . . . . 1500--1500
William Bell Correction: ``Signal Extraction for
Nonstationary Time Series'' . . . . . . 2280--2280
Subir Ghosh Correction: ``On Main Effect plus One
Plans for $ 2^m $ Factorials'' . . . . . 2281--2281
Stephen Portnoy Correction: ``Asymptotic Behavior of $M$
Estimators of $p$ Regression Parameters
when $ p^2 / n$ is Large: II. Normal
Approximation'' . . . . . . . . . . . . 2282--2282
Adam T. Martinsek Correction: ``Second Order Approximation
to the Risk of a Sequential Procedure'' 2283--2283
David M. Mason and
John H. Schuenemeyer Correction: ``A Modified
Kolmogorov--Smirnov Test Sensitive to
Tail Alternatives'' . . . . . . . . . . 620--621
Yuzo Hosoya and
Masanobu Taniguchi Correction: ``A Central Limit Theorem
for Stationary Processes and the
Parameter Estimation of Linear Processes 1115--1117
Robert A. Wijsman Correction: ``Proper Action in Steps,
with Application to Density Ratios of
Maximal Invariants'' . . . . . . . . . . 2168--2169