Last update:
Thu Mar 14 09:42:16 MDT 2019
W. J. Hall and
R. A. Wijsman and
J. K. Ghosh The Relationship Between Sufficiency and
Invariance with Applications in
Sequential Analysis . . . . . . . . . . 575--614
Subir Ghosh On Main Effect Plus One Plans for $ 2^m
$ Factorials . . . . . . . . . . . . . . 922--930
Yuzo Hosoya and
Masanobu Taniguchi A Central Limit Theorem for Stationary
Processes and the Parameter Estimation
of Linear Processes . . . . . . . . . . 132--153
Adam T. Martinsek Second Order Approximation to the Risk
of a Sequential Procedure . . . . . . . 827--836
David M. Mason and
John H. Schuenemeyer A Modified Kolmogorov--Smirnov Test
Sensitive to Tail Alternatives . . . . . 933--946
William Bell Signal Extraction for Nonstationary Time
Series . . . . . . . . . . . . . . . . . 646--664
Robert A. Wijsman Proper Action in Steps, with Application
to Density Ratios of Maximal Invariants 395--402
Wei-Yann Tsai and
John Crowley A Large Sample Study of Generalized
Maximum Likelihood Estimators from
Incomplete Data Via Self-Consistency . . 1317--1334
Stephen Portnoy Asymptotic Behavior of $M$ Estimators of
$p$ Regression Parameters when $ p^2 /
n$ is Large; II. Normal Approximation 1403--1417
Adam T. Martinsek Correction: ``Second Order Approximation
to the Risk of a Sequential Procedure'' 359--359
Jack Cuzick Rank Regression . . . . . . . . . . . . 1369--1389
A. H. Welsh On $M$-Processes and $M$-Estimation . . 337--361
Stephen Portnoy and
Roger Koenker Adaptive $L$-Estimation for Linear
Models . . . . . . . . . . . . . . . . . 362--381
Gerard Letac and
Marianne Mora Natural Real Exponential Families with
Cubic Variance Functions . . . . . . . . 1--37
Bradley Efron and
Iain M. Johnstone Fisher's Information in Terms of the
Hazard Rate . . . . . . . . . . . . . . 38--62
W. Hardle and
J. S. Marron Semiparametric Comparison of Regression
Curves . . . . . . . . . . . . . . . . . 63--89
Art Owen Empirical Likelihood Ratio Confidence
Regions . . . . . . . . . . . . . . . . 90--120
Peter Hall Pseudo-Likelihood Theory for Empirical
Likelihood . . . . . . . . . . . . . . . 121--140
R. Ahlswede and
M. V. Burnashev On Minimax Estimation in the Presence of
Side Information About Remote Data . . . 141--171
John I. Marden and
Michael D. Perlman On the Inadmissibility of Step-Down
Procedures for the Hotelling $ T^2 $
Problem . . . . . . . . . . . . . . . . 172--190
Jeankyung Kim and
David Pollard Cube Root Asymptotics . . . . . . . . . 191--219
Ruey S. Tsay and
George C. Tiao Asymptotic Properties of Multivariate
Nonstationary Processes with
Applications to Autoregressions . . . . 220--250
Iain M. Johnstone and
Bernard W. Silverman Speed of Estimation in Positron Emission
Tomography and Related Inverse Problems 251--280
R. J. Carroll and
Peter Hall Nonparametric Estimation of Optimal
Performance Criteria in Quality
Engineering . . . . . . . . . . . . . . 281--302
Y. Ritov Estimation in a Linear Regression Model
with Censored Data . . . . . . . . . . . 303--328
David M. Zucker and
Alan F. Karr Nonparametric Survival Analysis with
Time-Dependent Covariate Effects: A
Penalized Partial Likelihood Approach 329--353
Anastasios A. Tsiatis Estimating Regression Parameters Using
Linear Rank Tests for Censored Data . . 354--372
Douglas G. Simpson and
Barry H. Margolin Nonparametric Testing for Dose-Response
Curves Subject to Downturns: Asymptotic
Power Considerations . . . . . . . . . . 373--390
Myron N. Chang Weak Convergence of a Self-Consistent
Estimator of the Survival Function with
Doubly Censored Data . . . . . . . . . . 391--404
Regina Y. Liu On a Notion of Data Depth Based on
Random Simplices . . . . . . . . . . . . 405--414
Douglas Nychka The Average Posterior Variance of a
Smoothing Spline and a Consistent
Estimate of the Average Squared Error 415--428
Donato Michele Cifarelli and
Eugenio Regazzini Distribution Functions of Means of a
Dirichlet Process . . . . . . . . . . . 429--442
Kjell A. Doksum and
Albert Y. Lo Consistent and Robust Bayes Procedures
for Location Based on Partial
Information . . . . . . . . . . . . . . 443--453
Larry Alan Wasserman Prior Envelopes Based on Belief
Functions . . . . . . . . . . . . . . . 454--464
A. J. Hayter and
W. Liu The Power Function of the Studentised
Range Test . . . . . . . . . . . . . . . 465--468
Jack Cuzick Correction: ``Rank Regression'' . . . . 469--469
Wei-Yann Tsai and
John Crowley Correction: ``A Large Sample Study of
Generalized Maximum Likelihood
Estimators from Incomplete Data via
Self-Consistency'' . . . . . . . . . . . 470--470
Lawrence D. Brown An Ancillarity Paradox Which Appears in
Multiple Linear Regression . . . . . . . 471--493
James Berger Discussion: An Ancillarity Paradox which
Appears in Multiple Linear Regression 493--496
George Casella Discussion: An Ancillarity Paradox which
Appears in Multiple Linear Regression 497--500
J. B. Copas Discussion: An Ancillarity Paradox which
Appears in Multiple Linear Regression 500--502
B. Efron Discussion: An Ancillarity Paradox which
Appears in Multiple Linear Regression 502--503
D. A. S. Fraser and
N. Reid Discussion: An Ancillarity Paradox which
Appears in Multiple Linear Regression 503--507
Leon Jay Gleser Discussion: An Ancillarity Paradox which
Appears in Multiple Linear Regression 507--513
B. M. Hill Discussion: An Ancillarity Paradox which
Appears in Multiple Linear Regression 513--523
Iain M. Johnstone Discussion: An Ancillarity Paradox which
Appears in Multiple Linear Regression 523--525
Kun-Liang Lu Discussion: An Ancillarity Paradox which
Appears in Multiple Linear Regression 525--528
C. N. Morris Discussion: An Ancillarity Paradox which
Appears in Multiple Linear Regression 528--530
Charles Stein Discussion: An Ancillarity Paradox which
Appears in Multiple Linear Regression 530--533
Lawrence D. Brown Rejoinder: An Ancillarity Paradox which
Appears in Multiple Linear Regression 533--538
R. Arratia and
L. Gordon and
M. S. Waterman The Erd\Hos--Rényi Law in Distribution,
for Coin Tossing and Sequence Matching 539--570
Samuel Karlin and
Amir Dembo and
Tsutomu Kawabata Statistical Composition of High-Scoring
Segments from Molecular Sequences . . . 571--581
Niels Keiding and
Richard D. Gill Random Truncation Models and Markov
Processes . . . . . . . . . . . . . . . 582--602
Michael J. Phelan Bayes Estimation from a Markov Renewal
Process . . . . . . . . . . . . . . . . 603--616
James O. Berger and
Christian Robert Subjective Hierarchical Bayes Estimation
of a Multivariate Normal Mean: On the
Frequentist Interface . . . . . . . . . 617--651
Soren Johansen and
Iain M. Johnstone Hotelling's Theorem on the Volume of
Tubes: Some Illustrations in
Simultaneous Inference and Data Analysis 652--684
Daniel Q. Naiman Volumes of Tubular Neighborhoods of
Spherical Polyhedra and Statistical
Inference . . . . . . . . . . . . . . . 685--716
Charles J. Stone Large-Sample Inference for Log-Spline
Models . . . . . . . . . . . . . . . . . 717--741
Robert Koyak Consistency for ACE-Type Methods . . . . 742--757
Grigori K. Golubev and
Michael Nussbaum A Risk Bound in Sobolev Class Regression 758--778
Ib M. Skovgaard On the Density of Minimum Contrast
Estimators . . . . . . . . . . . . . . . 779--789
Morten Frydenberg Marginalization and Collapsibility in
Graphical Interaction Models . . . . . . 790--805
Cun-Hui Zhang Fourier Methods for Estimating Mixing
Densities and Distributions . . . . . . 806--831
Harrie Hendriks Nonparametric Estimation of a
Probability Density on a Riemannian
Manifold Using Fourier Expansions . . . 832--849
Michael Stein Uniform Asymptotic Optimality of Linear
Predictions of a Random Field Using an
Incorrect Second-Order Structure . . . . 850--872
Jeffrey D. Hart and
Philippe Vieu Data-Driven Bandwidth Choice for Density
Estimation Based on Dependent Data . . . 873--890
Graciela Boente and
Ricardo Fraiman Asymptotic Distribution of Robust
Estimators for Nonparametric Models from
Mixing Processes . . . . . . . . . . . . 891--906
Sara van de Geer Estimating a Regression Function . . . . 907--924
Y. Ritov and
P. J. Bickel Achieving Information Bounds in Non and
Semiparametric Models . . . . . . . . . 925--938
Hira L. Koul and
Georg Ch. Pflug Weakly Adaptive Estimators in Explosive
Autoregression . . . . . . . . . . . . . 939--960
Serge Degerine Canonical Partial Autocorrelation
Function of a Multivariate Time Series 961--971
Glenn Shorrock Improved Confidence Intervals for a
Normal Variance . . . . . . . . . . . . 972--980
John E. Kolassa and
Peter McCullagh Edgeworth Series for Lattice
Distributions . . . . . . . . . . . . . 981--985
Stephen Portnoy and
Roger Koenker Correction: ``Adaptive $L$-Estimation
for Linear Models'' . . . . . . . . . . 986--986
Anonymous Preface to the Kolmogorov . . . . . . . 985--986
Nikolai N. Chentsov The Unfathomable Influence of Kolmogorov 987--998
Rafael Hasminskii and
Ildar Ibragimov On Density Estimation in the View of
Kolmogorov's Ideas in Approximation
Theory . . . . . . . . . . . . . . . . . 999--1010
Andrew L. Rukhin Kolmogorov's Contributions to
Mathematical Statistics . . . . . . . . 1011--1016
R. M. Dudley and
Stephanie L. Cook and
Jimena Llopis and
N. P. Peng A. N. Kolmogorov and Statistics: A
Citation Bibliography . . . . . . . . . 1017--1031
Andreas Buja Remarks on Functional Canonical
Variates, Alternating Least Squares
Methods and ACE . . . . . . . . . . . . 1032--1069
Peter J. Bickel and
J. K. Ghosh A Decomposition for the Likelihood Ratio
Statistic and the Bartlett Correction
--- a Bayesian Argument . . . . . . . . 1070--1090
Andre Robert Dabrowski and
David McDonald and
Uwe Rosler Renewal Theory Properties of Ion
Channels . . . . . . . . . . . . . . . . 1091--1115
Michael L. Stein Bounds on the Efficiency of Linear
Predictions Using an Incorrect
Covariance Function . . . . . . . . . . 1116--1138
Michael L. Stein A Comparison of Generalized Cross
Validation and Modified Maximum
Likelihood for Estimating the Parameters
of a Stochastic Process . . . . . . . . 1139--1157
Catherine F. Laredo A Sufficient Condition for Asymptotic
Sufficiency of Incomplete Observations
of a Diffusion Process . . . . . . . . . 1158--1171
Ian W. McKeague and
Klaus J. Utikal Inference for a Nonlinear Counting
Process Regression Model . . . . . . . . 1172--1187
C. H. Hesse A Bahadur-Type Representation for
Empirical Quantiles of a Large Class of
Stationary, Possibly Infinite-Variance,
Linear Processes . . . . . . . . . . . . 1188--1202
Michael P. Jones and
John Crowley Asymptotic Properties of a General Class
of Nonparametric Tests for Survival
Analysis . . . . . . . . . . . . . . . . 1203--1220
Nils Lid Hjort Goodness of Fit Tests in Models for Life
History Data Based on Cumulative Hazard
Rates . . . . . . . . . . . . . . . . . 1221--1258
Nils Lid Hjort Nonparametric Bayes Estimators Based on
Beta Processes in Models for Life
History Data . . . . . . . . . . . . . . 1259--1294
Mohan Delampady and
James O. Berger Lower Bounds on Bayes Factors for
Multinomial Distributions, with
Application to Chi-Squared Tests of Fit 1295--1316
P. Diaconis and
D. Freedman On the Uniform Consistency of Bayes
Estimates for Multinomial Probabilities 1317--1327
Larry A. Wasserman and
Joseph B. Kadane Bayes' Theorem for Choquet Capacities 1328--1339
Daniel Barry and
J. A. Hartigan An Omnibus Test for Departures from
Constant Mean . . . . . . . . . . . . . 1340--1357
Michael Woodroofe and
Janis Hardwick Sequential Allocation for an Estimation
Problem with Ethical Costs . . . . . . . 1358--1377
I-Shou Chang and
Chao A. Hsiung Time-Sequential Point Estimation Through
Estimating Equations . . . . . . . . . . 1378--1388
Jiunn T. Hwang and
Hung-Kung Liu Sequential Confidence Regions in Inverse
Regression Problems . . . . . . . . . . 1389--1399
P. K. Bhattacharya and
Ashis K. Gangopadhyay Kernel and Nearest-Neighbor Estimation
of a Conditional Quantile . . . . . . . 1400--1415
David L. Donoho and
Richard C. Liu and
Brenda MacGibbon Minimax Risk Over Hyperrectangles, and
Implications . . . . . . . . . . . . . . 1416--1437
C. F. J. Wu On the Asymptotic Properties of the
Jackknife Histogram . . . . . . . . . . 1438--1452
Yasuo Amemiya and
T. W. Anderson Asymptotic Chi-Square Tests for a Large
Class of Factor Analysis Models . . . . 1453--1463
Y. Ritov Decision Theoretic Optimality of the
Cusum Procedure . . . . . . . . . . . . 1464--1469
Jens-Peter Kreiss Testing Linear Hypotheses in
Autoregressions . . . . . . . . . . . . 1470--1482
Munsup Seoh Berry--Esseen-Type Bounds for Signed
Linear Rank Statistics with a Broad
Range of Scores . . . . . . . . . . . . 1483--1490
Tadeusz Inglot and
Teresa Ledwina On Probabilities of Excessive Deviations
for Kolmogorov--Smirnov, Cramér--von
Mises and Chi-Square Statistics . . . . 1491--1495
Luc Devroye and
László Györfi No Empirical Probability Measure can
Converge in the Total Variation Sense
for all Distributions . . . . . . . . . 1496--1499
A. H. Welsh Correction: ``On $M$-Processes and
$M$-Estimation'' . . . . . . . . . . . . 1500--1500
Richard D. Gill and
Soren Johansen A Survey of Product-Integration with a
View Toward Application in Survival
Analysis . . . . . . . . . . . . . . . . 1501--1555
Sherrie E. Emoto and
Peter C. Matthews A Weibull Model for Dependent Censoring 1556--1577
Lawrence D. Brown and
Leslaw Gajek Information Inequalities for the Bayes
Risk . . . . . . . . . . . . . . . . . . 1578--1594
Ted Chang and
David Eaves Reference Priors for the Orbit in a
Group Model . . . . . . . . . . . . . . 1595--1614
Sharon L. Lohr Accurate Multivariate Estimation Using
Triple Sampling . . . . . . . . . . . . 1615--1633
Wherly P. Hoffman and
Sue E. Leurgans Large Sample Properties of Two Tests for
Independent Joint Action of Two Drugs 1634--1650
Laurie Davies The Asymptotics of $S$-Estimators in the
Linear Regression Model . . . . . . . . 1651--1675
Dennis D. Cox and
Finbarr O'Sullivan Asymptotic Analysis of Penalized
Likelihood and Related Estimators . . . 1676--1695
Shean-Tsong Chiu On the Asymptotic Distributions of
Bandwidth Estimates . . . . . . . . . . 1696--1711
Peter Hall and
M. C. Jones Adaptive $M$-Estimation in Nonparametric
Regression . . . . . . . . . . . . . . . 1712--1728
Dawei Huang and
Lei Guo Estimation of Nonstationary ARMAX Models
Based on the Hannan--Rissanen Method . . 1729--1756
C. Z. Wei and
J. Winnicki Estimation of the Means in the Branching
Process with Immigration . . . . . . . . 1757--1773
Qiansheng Cheng Maximum Standardized Cumulant
Deconvolution of Non-Gaussian Linear
Processes . . . . . . . . . . . . . . . 1774--1783
H. Dette A Generalization of $D$- and $
D_1$-Optimal Designs in Polynomial
Regression . . . . . . . . . . . . . . . 1784--1804
A. Hedayat and
W. Zhao Optimal Two-Period Repeated Measurements
Designs . . . . . . . . . . . . . . . . 1805--1816
Zhiliang Ying Nonlinear Stochastic Approximation
Procedures for $ L_p $ Loss Functions 1817--1828
Y. Ritov Asymptotic Efficient Estimation of the
Change Point with Unknown Distributions 1829--1839
H. W. Block and
D. Chhetry and
Z. Fang and
A. R. Sampson Partial Orders on Permutations and
Dependence Orderings on Bivariate
Empirical Distributions . . . . . . . . 1840--1850
Soren Asmussen Exponential Families and Regression in
the Monte Carlo Study of Queues and
Random Walks . . . . . . . . . . . . . . 1851--1867
J. Pfanzagl Large Deviation Probabilities for
Certain Nonparametric Maximum Likelihood
Estimators . . . . . . . . . . . . . . . 1868--1877
Bernd Streitberg Lancaster Interactions Revisited . . . . 1878--1885
K. S. Chan Testing for Threshold Autoregression . . 1886--1894
Walter Bohm and
Peter Hackl Improved Bounds for the Average Run
Length of Control Charts Based on Finite
Weighted Sums . . . . . . . . . . . . . 1895--1899
Jerome H. Friedman Multivariate Adaptive Regression Splines 1--67
Andrew R. Barron and
Xiangyu Xiao Discussion: Multivariate Adaptive
Regression Splines . . . . . . . . . . . 67--82
Leo Breiman Discussion: Multivariate Adaptive
Regression Splines . . . . . . . . . . . 82--91
George K. Golubev and
Rafael Z. Hasminskii Discussion: Multivariate Adaptive
Regression Splines . . . . . . . . . . . 91--92
Andreas Buja and
Diane Duffy and
Trevor Hastie and
Robert Tibshirani Discussion: Multivariate Adaptive
Regression Splines . . . . . . . . . . . 93--99
Finbarr O'Sullivan Discussion: Multivariate Adaptive
Regression Splines . . . . . . . . . . . 99--102
Art Owen Discussion: Multivariate Adaptive
Regression Splines . . . . . . . . . . . 102--112
Larry L. Schumaker Discussion: Multivariate Adaptive
Regression Splines . . . . . . . . . . . 112--113
Charles J. Stone Discussion: Multivariate Adaptive
Regression Splines . . . . . . . . . . . 113--115
Chong Gu and
Grace Wahba Discussion: Multivariate Adaptive
Regression Splines . . . . . . . . . . . 115--123
Jerome H. Friedman Rejoinder: Multivariate Adaptive
Regression Splines . . . . . . . . . . . 123--141
Hung Chen Estimation of a Projection-Pursuit Type
Regression Model . . . . . . . . . . . . 142--157
Yoshihiro Yajima Asymptotic Properties of the LSE in a
Regression Model with Long-Memory
Stationary Errors . . . . . . . . . . . 158--177
Aad Van Der Vaart On Differentiable Functionals . . . . . 178--204
Sunil K. Dhar Minimum Distance Estimation in an
Additive Effects Outliers Model . . . . 205--228
Hendrik P. Lopuhaa and
Peter J. Rousseeuw Breakdown Points of Affine Equivariant
Estimators of Multivariate Location and
Covariance Matrices . . . . . . . . . . 229--248
Leonard A. Stefanski and
Raymond J. Carroll Deconvolution-Based Score Tests in
Measurement Error Models . . . . . . . . 249--259
Morris L. Eaton and
David E. Tyler On Wielandt's Inequality and Its
Application to the Asymptotic
Distribution of the Eigenvalues of a
Random Symmetric Matrix . . . . . . . . 260--271
Yutaka Kano The Asymptotic Distribution of a
Noniterative Estimator in Exploratory
Factor Analysis . . . . . . . . . . . . 272--282
Wei-Liem Loh Estimating Covariance Matrices . . . . . 283--296
Wei-Liem Loh Estimating the Common Mean of Two
Multivariate Normal Distributions . . . 297--313
Jine-Phone Chou Simultaneous Estimation in Discrete
Multivariate Exponential Families . . . 314--328
Lawrence D. Brown and
Mark G. Low Information Inequality Bounds on the
Minimax Risk (with an Application to
Nonparametric Regression) . . . . . . . 329--337
Somnath Datta On the Consistency of Posterior Mixtures
and Its Applications . . . . . . . . . . 338--353
Somnath Datta Asymptotic Optimality of Bayes Compound
Estimators in Compact Exponential
Families . . . . . . . . . . . . . . . . 354--365
Patrizia Berti and
Eugenio Regazzini and
Pietro Rigo Coherent Statistical Inference and Bayes
Theorem . . . . . . . . . . . . . . . . 366--381
M. Evans Chaining Via Annealing . . . . . . . . . 382--393
Moshe Pollak and
D. Siegmund Sequential Detection of a Change in a
Normal Mean when the Initial Value is
Unknown . . . . . . . . . . . . . . . . 394--416
Tze Leung Lai and
Zhiliang Ying Estimating a Distribution Function with
Truncated and Censored Data . . . . . . 417--442
Ronald C. Pruitt On Negative Mass Assigned by the
Bivariate Kaplan--Meier Estimator . . . 443--453
Carol A. Francisco and
Wayne A. Fuller Quantile Estimation with a Complex
Survey Design . . . . . . . . . . . . . 454--469
R. Helmers On the Edgeworth Expansion and the
Bootstrap Approximation for a
Studentized $U$-Statistic . . . . . . . 470--484
Michael Falk and
Edgar Kaufmann Coverage Probabilities of
Bootstrap-Confidence Intervals for
Quantiles . . . . . . . . . . . . . . . 485--495
Xiquan Shi Some Asymptotic Results for Jackknifing
the Sample Quantile . . . . . . . . . . 496--503
Naihua Duan and
Ker-Chau Li Slicing Regression: A Link-Free
Regression Method . . . . . . . . . . . 505--530
Tze Leung Lai and
Zhiliang Ying Rank Regression Methods for
Left-Truncated and Right-Censored Data 531--556
Francis Comets and
Basilis Gidas Asymptotics of Maximum Likelihood
Estimators for the Curie--Weiss Model 557--578
Song Yang Minimum Hellinger Distance Estimation of
Parameter in the Random Censorship Model 579--602
Wing Hung Wong and
Thomas A. Severini On Maximum Likelihood Estimation in
Infinite Dimensional Parameter Spaces 603--632
David L. Donoho and
Richard C. Liu Geometrizing Rates of Convergence, II 633--667
David L. Donoho and
Richard C. Liu Geometrizing Rates of Convergence, III 668--701
Prabir Burman Rates of Convergence for the Estimates
of the Optimal Transformations of
Variables . . . . . . . . . . . . . . . 702--723
Enno Mammen Estimating a Smooth Monotone Regression
Function . . . . . . . . . . . . . . . . 724--740
Enno Mammen Nonparametric Regression Under
Qualitative Smoothness Assumptions . . . 741--759
Probal Chaudhuri Nonparametric Estimates of Regression
Quantiles and Their Local Bahadur
Representation . . . . . . . . . . . . . 760--777
W. Hardle and
J. S. Marron Bootstrap Simultaneous Error Bars for
Nonparametric Regression . . . . . . . . 778--796
Peter J. Bickel and
J. Ritov Large Sample Theory of Estimation in
Biased Sampling Regression Models. I . . 797--816
K. Messer A Comparison of a Spline Estimate to its
Equivalent Kernel Estimate . . . . . . . 817--829
H. D. Brunk Fully Coherent Inference . . . . . . . . 830--849
James A. Calvin and
Richard L. Dykstra Maximum Likelihood Estimation of a Set
of Covariance Matrices Under Lowner
Order Restrictions with Applications to
Balanced Multivariate Variance
Components Models . . . . . . . . . . . 850--869
Richard Dykstra and
Subhash Kochar and
Tim Robertson Statistical Inference for Uniform
Stochastic Ordering in Several
Populations . . . . . . . . . . . . . . 870--888
J. A. Menendez and
B. Salvador Anomalies of the Likelihood Ratio Test
for Testing Restricted Hypotheses . . . 889--898
Ludwig Baringhaus Testing for Spherical Symmetry of a
Multivariate Distribution . . . . . . . 899--917
John I. Marden Sensitive and Sturdy $p$-Values . . . . 918--934
Qiqing Yu and
Mo-suk Chow Minimaxity of the Empirical Distribution
Function in Invariant Estimation . . . . 935--951
Edward I. George Shrinkage Domination in a Multivariate
Common Mean Problem . . . . . . . . . . 952--960
Ichi Okamoto and
Shun-Ichi Amari and
Kei Takeuchi Asymptotic Theory of Sequential
Estimation: Differential Geometrical
Approach . . . . . . . . . . . . . . . . 961--981
J. A. Bucklew and
P. E. Ney Asymptotically Optimal Hypothesis
Testing with Memory Constraints . . . . 982--998
B. K. Ghosh and
Wei-Min Huang The Power and Optimal Kernel of the
Bickel--Rosenblatt Test for Goodness of
Fit . . . . . . . . . . . . . . . . . . 999--1009
Tue Tjur Block Designs and Electrical Networks 1010--1027
Jiahua Chen and
C. F. J. Wu Some Results on $ s^{n - k} $ Fractional
Factorial Designs with Minimum
Aberration or Optimal Moments . . . . . 1028--1041
Willem Albers Second Order Analysis of Two-Stage Rank
Tests for the One-Sample Problem . . . . 1042--1052
Thomas DiCiccio and
Peter Hall and
Joseph Romano Empirical Likelihood is
Bartlett-Correctable . . . . . . . . . . 1053--1061
Peter Hall Bahadur Representations for Uniform
Resampling and Importance Resampling,
with Applications to Asymptotic Relative
Efficiency . . . . . . . . . . . . . . . 1062--1072
Piet De Jong The Diffuse Kalman Filter . . . . . . . 1073--1083
Dean P. Foster Prediction in the Worst Case . . . . . . 1084--1090
Paul R. Rosenbaum Some Poset Statistics . . . . . . . . . 1091--1097
I. V. Basawa and
A. K. Mallik and
W. P. McCormick and
J. H. Reeves and
R. L. Taylor Bootstrapping Unstable First-Order
Autoregressive Processes . . . . . . . . 1098--1101
Martien C. A. van Zuijlen Note on the Tail Behavior of General
Weighted Empirical Processes . . . . . . 1102--1105
Michael Proschan A Note on Blackwell and Hodges (1957)
and Diaconis and Graham (1981) . . . . . 1106--1108
Dennis D. Cox and
Isabel Llatas Maximum Likelihood Type Estimation for
Nearly Nonstationary Autoregressive Time
Series . . . . . . . . . . . . . . . . . 1109--1128
Dennis D. Cox Gaussian Likelihood Estimation for
Nearly Nonstationary AR(1) Processes . . 1129--1142
Neerchal K. Nagaraj and
Wayne A. Fuller Estimation of the Parameters of Linear
Time Series Models Subject to Nonlinear
Restrictions . . . . . . . . . . . . . . 1143--1154
R. J. Bhansali and
F. Papangelou Convergence of Moments of Least Squares
Estimators for the Coefficients of an
Autoregressive Process of Unknown Order 1155--1162
L. R. Haff The Variational Form of Certain Bayes
Estimators . . . . . . . . . . . . . . . 1163--1190
G. G. Walter and
G. G. Hamedani Bayes Empirical Bayes Estimation for
Natural Exponential Families with
Quadratic Variance Functions . . . . . . 1191--1224
Anirban DasGupta Diameter and Volume Minimizing
Confidence Sets in Bayes and Classical
Problems . . . . . . . . . . . . . . . . 1225--1243
A. DasGupta and
W. J. Studden Robust Bayesian Experimental Designs in
Normal Linear Models . . . . . . . . . . 1244--1256
Jianqing Fan On the Optimal Rates of Convergence for
Nonparametric Deconvolution Problems . . 1257--1272
Jianqing Fan On the Estimation of Quadratic
Functionals . . . . . . . . . . . . . . 1273--1294
Z. D. Bai and
C. Radhakrishna Rao Edgeworth Expansion of a Function of
Sample Means . . . . . . . . . . . . . . 1295--1315
Peter J. Bickel and
Ya'acov Ritov and
Jon A. Wellner Efficient Estimation of Linear
Functionals of a Probability Measure $P$
with Known Marginal Distributions . . . 1316--1346
Andrew R. Barron and
Chyong-Hwa Sheu Approximation of Density Functions by
Sequences of Exponential Families . . . 1347--1369
Tze Leung Lai and
Zhiliang Ying Large Sample Theory of a Modified
Buckley--James Estimator for Regression
Analysis with Censored Data . . . . . . 1370--1402
Ming Gao Gu and
Tze Leung Lai Weak Convergence of Time-Sequential
Censored Rank Statistics with
Applications to Sequential Testing in
Clinical Trials . . . . . . . . . . . . 1403--1433
Arnold Janssen Conditional Rank Tests for Randomly
Censored Data . . . . . . . . . . . . . 1434--1456
Irene Gijbels and
Noel Veraverbeke Almost Sure Asymptotic Representation
for a Class of Functionals of the
Kaplan--Meier Estimator . . . . . . . . 1457--1470
L. Dumbgen The Asymptotic Behavior of Some
Nonparametric Change-Point Estimators 1471--1495
Miguel A. Arcones and
Evarist Gine Some Bootstrap Tests of Symmetry for
Univariate Continuous Distributions . . 1496--1511
Christine Thomas-Agnan Spline Functions and Stochastic
Filtering . . . . . . . . . . . . . . . 1512--1527
Shean-Tsong Chiu Some Stabilized Bandwidth Selectors for
Nonparametric Regression . . . . . . . . 1528--1546
Tailen Hsing On Tail Index Estimation Using Dependent
Data . . . . . . . . . . . . . . . . . . 1547--1569
Paul W. Vos A Geometric Approach to Detecting
Influential Cases . . . . . . . . . . . 1570--1581
Meily Lin and
A. M. Dean Trend-Free Block Designs for Varietal
and Factorial Experiments . . . . . . . 1582--1596
M. Alvo and
P. Cabilio On the Balanced Incomplete Block Design
for Rankings . . . . . . . . . . . . . . 1597--1613
Friedrich Pukelsheim and
Ben Torsney Optimal Weights for Experimental Designs
on Linearly Independent Support Points 1614--1625
D. L. Hawkins and
Subhash C. Kochar Inference for the Crossing Point of Two
Continuous CDF's . . . . . . . . . . . . 1626--1638
Ann Cohen Brandwein and
William E. Strawderman Generalizations of James--Stein
Estimators Under Spherical Symmetry . . 1639--1650
I.-Shou Chang and
Chao A. Hsiung An $E$-Ancillarity Projection Property
of Cox's Partial Score Function . . . . 1651--1660
Steven P. Ellis The Singularities of Fitting Planes to
Data . . . . . . . . . . . . . . . . . . 1661--1666
C.-S. Cheng and
R. A. Bailey Optimality of Some Two-Associate-Class
Partially Balanced Incomplete-Block
Designs . . . . . . . . . . . . . . . . 1667--1671
Benjamin Kedem and
Ta-Hsin Li Monotone Gain, First-Order
Autocorrelation and Zero-Crossing Rate 1672--1676
Rasul A. Khan On the Monotonicity of a Certain
Expectation . . . . . . . . . . . . . . 1677--1680
I. A. Ibragimov and
R. Z. Khas'minskii Asymptotically Normal Families of
Distributions and Efficient Estimation 1681--1724
Art Owen Empirical Likelihood for Linear Models 1725--1747
Gauri Sankar Datta and
Malay Ghosh Bayesian Prediction in Linear Models:
Applications to Small Area Estimation 1748--1770
Alan P. Fenech and
David A. Harville Exact Confidence Sets for Variance
Components in Unbalanced Mixed Linear
Models . . . . . . . . . . . . . . . . . 1771--1785
Xiao-Li Meng and
Yiannis Bassiakos and
Shaw-Hwa Lo Large-Sample Properties for a General
Estimator of the Treatment Effect in the
Two-Sample Problem with Right Censoring 1786--1812
Miklós Csörg\Ho and
Edit Gombay and
Lajos Horváth Central Limit Theorems for $ L_p $
Distances of Kernel Estimators of
Densities Under Random Censorship . . . 1813--1831
Charles J. Stone Asymptotics for Doubly Flexible
Logspline Response Models . . . . . . . 1832--1854
Zehua Chen Interaction Spline Models and Their
Convergence Rates . . . . . . . . . . . 1855--1868
Ping Zhang Variable Selection in Nonparametric
Regression with Continuous Covariates 1869--1882
Shean-Tsong Chiu Bandwidth Selection for Kernel Density
Estimation . . . . . . . . . . . . . . . 1883--1905
C.-K. Chu and
J. S. Marron Comparison of Two Bandwidth Selectors
with Dependent Errors . . . . . . . . . 1906--1918
M. C. Jones and
J. S. Marron and
B. U. Park A Simple Root $n$ Bandwidth Selector . . 1919--1932
Lajos Horváth On $ L_p $-Norms of Multivariate Density
Estimators . . . . . . . . . . . . . . . 1933--1949
Didier A. Girard Asymptotic Optimality of the Fast
Randomized Versions of GCV and $ C_L $
in Ridge Regression and Regularization 1950--1963
Jiunn T. Hwang and
Lawrence D. Brown Estimated Confidence Under the Validity
Constraint . . . . . . . . . . . . . . . 1964--1977
Jyotirmoy Sarkar One-Armed Bandit Problems with
Covariates . . . . . . . . . . . . . . . 1978--2002
Nancy E. Heckman and
Michael Woodroofe Minimax Bayes Estimation in
Nonparametric Regression . . . . . . . . 2003--2014
Constantinos Goutis and
George Casella Improved Invariant Confidence Intervals
for a Normal Variance . . . . . . . . . 2015--2031
Imre Csiszar Why Least Squares and Maximum Entropy?
An Axiomatic Approach to Inference for
Linear Inverse Problems . . . . . . . . 2032--2066
Michael Goldstein Belief Transforms and the Comparison of
Hypotheses . . . . . . . . . . . . . . . 2067--2089
Ya'acov Ritov and
Zvi Gilula The Order-Restricted RC Model for
Ordered Contingency Tables: Estimation
and Testing for Fit . . . . . . . . . . 2090--2101
John T. Kent and
David E. Tyler Redescending $M$-Estimates of
Multivariate Location and Scatter . . . 2102--2119
J. H. B. Kemperman Mixtures with a Limited Number of Modal
Intervals . . . . . . . . . . . . . . . 2120--2144
Asad Zaman Asymptotic Suprema of Averaged Random
Functions . . . . . . . . . . . . . . . 2145--2159
John P. Morgan and
Nizam Uddin Two-Dimensional Design for Correlated
Errors . . . . . . . . . . . . . . . . . 2160--2182
Sadi M. El-Krunz and
W. J. Studden Bayesian Optimal Designs for Linear
Regression Models . . . . . . . . . . . 2183--2208
Sadanori Konishi Normalizing Transformations and
Bootstrap Confidence Intervals . . . . . 2209--2225
R. Cao-Abad Rate of Convergence for the Wild
Bootstrap in Nonparametric Regression 2226--2231
T. N. Sriram and
I. V. Basawa and
R. M. Huggins Sequential Estimation for Branching
Processes with Immigration . . . . . . . 2232--2243
Daniel F. Heitjan and
Donald B. Rubin Ignorability and Coarse Data . . . . . . 2244--2253
R. A. Lockhart Overweight Tails are Inefficient . . . . 2254--2258
Israel Feldman Constrained Minimax Estimation of the
Mean of the Normal Distribution with
Known Variance . . . . . . . . . . . . . 2259--2265
Mai Zhou Some Properties of the Kaplan--Meier
Estimator for Independent Nonidentically
Distributed Random Variables . . . . . . 2266--2274
Edward L. Korn and
Barry I. Graubard A Note on the Large Sample Properties of
Linearization, Jackknife and Balanced
Repeated Replication Methods for
Stratified Samples . . . . . . . . . . . 2275--2279
William Bell Correction: ``Signal Extraction for
Nonstationary Time Series'' . . . . . . 2280--2280
Subir Ghosh Correction: ``On Main Effect plus One
Plans for $ 2^m $ Factorials'' . . . . . 2281--2281
Stephen Portnoy Correction: ``Asymptotic Behavior of $M$
Estimators of $p$ Regression Parameters
when $ p^2 / n$ is Large: II. Normal
Approximation'' . . . . . . . . . . . . 2282--2282
Adam T. Martinsek Correction: ``Second Order Approximation
to the Risk of a Sequential Procedure'' 2283--2283
Andrew R. Barron and
Chyong-Hwa Sheu Correction: ``Approximation of Density
Functions by Sequences of Exponential
Families'' . . . . . . . . . . . . . . . 2284--2284
C. Z. Wei On Predictive Least Squares Principles 1--42
Daniel Q. Naiman and
Henry P. Wynn Inclusion-Exclusion-Bonferroni
Identities and Inequalities for Discrete
Tube-Like Problems via Euler
Characteristics . . . . . . . . . . . . 43--76
Young K. Truong and
Charles J. Stone Nonparametric Function Estimation
Involving Time Series . . . . . . . . . 77--97
George G. Roussas and
Lanh T. Tran Asymptotic Normality of the Recursive
Kernel Regression Estimate Under
Dependence Conditions . . . . . . . . . 98--120
J. Franke and
W. Hardle On Bootstrapping Kernel Spectral
Estimates . . . . . . . . . . . . . . . 121--145
Gary W. Oehlert Relaxed Boundary Smoothing Splines . . . 146--160
Karim Benhenni and
Stamatis Cambanis Sampling Designs for Estimating
Integrals of Stochastic Processes . . . 161--194
D. S. Poskitt Identification of Echelon Canonical
Forms for Vector Linear Processes Using
Least Squares . . . . . . . . . . . . . 195--215
Dibyen Majumdar Optimal Designs for Comparing Test
Treatments with a Control Utilizing
Prior Information . . . . . . . . . . . 216--237
H. Dette Optimal Designs for a Class of
Polynomials of Odd or Even Degree . . . 238--259
Daniel Barry and
J. A. Hartigan Product Partition Models for Change
Point Problems . . . . . . . . . . . . . 260--279
D. L. Hawkins and
Subhash Kochar and
Clive Loader Testing Exponentiality Against IDMRL
Distributions with Unknown Change Point 280--290
Yuichiro Kanazawa An Optimal Variable Cell Histogram Based
on the Sample Spacings . . . . . . . . . 291--304
C. Gutenbrunner and
J. Jureckova Regression Rank Scores and Regression
Quantiles . . . . . . . . . . . . . . . 305--330
Viktor Kurotschka and
Christine Muller Optimum Robust Estimation of Linear
Aspects in Conditionally Contaminated
Linear Models . . . . . . . . . . . . . 331--350
Xuming He and
Douglas G. Simpson Robust Direction Estimation . . . . . . 351--369
Regina Y. Liu and
Kesar Singh Efficiency and Robustness in Resampling 370--384
Chi-Lun Cheng and
John W. Van Ness Generalized $M$-Estimators for
Errors-in-Variables Regression . . . . . 385--397
Hendrik P. Lopuhaa Highly Efficient Estimators of
Multivariate Location with High
Breakdown Point . . . . . . . . . . . . 398--413
Julian J. Faraway Smoothing in Adaptive Estimation . . . . 414--427
Alex J. Koning Approximation of Stochastic Integrals
with Applications to Goodness-of-Fit
Tests . . . . . . . . . . . . . . . . . 428--454
Francis Comets On Consistency of a Class of Estimators
for Exponential Families of Markov
Random Fields on the Lattice . . . . . . 455--468
Nils Lid Hjort and
Grete Fenstad On the Last Time and the Number of Times
an Estimator is More than $ \varepsilon
$ From its Target Value . . . . . . . . 469--489
Jiunn Tzon Hwang and
George Casella and
Christian Robert and
Martin T. Wells and
Roger H. Farrell Estimation of Accuracy in Testing . . . 490--509
Glen Meeden The Admissibility of the Linear
Interpolation Estimator of the
Population Total . . . . . . . . . . . . 510--522
Marc Hallin and
Guy Melard and
Xavier Milhaud Permutational Extreme Values of
Autocorrelation Coefficients and a
Pitman Test Against Serial Dependence 523--534
Song Yang Some Inequalities About the
Kaplan--Meier Estimator . . . . . . . . 535--544
Mark G. Low Renormalization and White Noise
Approximation for Nonparametric
Functional Estimation Problems . . . . . 545--554
Lawrence D. Brown and
Eitan Greenshtein Two-Sided Sequential Tests . . . . . . . 555--561
Yoshikazu Takada A Sequential Procedure with
Asymptotically Negative Regret for
Estimating a Normal Mean . . . . . . . . 562--569
Javier Rojo A Pure-Tail Ordering Based on the Ratio
of the Quantile Functions . . . . . . . 570--579
Trevor J. Sweeting Asymptotic Ancillarity and Conditional
Inference for Stochastic Processes . . . 580--589
Yuval Peres Iterating von Neumann's Procedure for
Extracting Random Bits . . . . . . . . . 590--597
Mark G. Low Non-Existence of an Adaptive Estimator
for the Value of an Unknown Probability
Density . . . . . . . . . . . . . . . . 598--602
C. C. Heyde On Best Asymptotic Confidence Intervals
for Parameters of Stochastic Processes 603--607
Lee K. Jones A Simple Lemma on Greedy Approximation
in Hilbert Space and Convergence Rates
for Projection Pursuit Regression and
Neural Network Training . . . . . . . . 608--613
Moshe Shaked and
Y. L. Tong Comparison of Experiments via Dependence
of Normal Variables with a Common
Marginal Distribution . . . . . . . . . 614--618
A. Hedayat and
W. Zhao Correction: ``Optimal Two-Period
Repeated Measurements Designs'' . . . . 619--619
David M. Mason and
John H. Schuenemeyer Correction: ``A Modified
Kolmogorov--Smirnov Test Sensitive to
Tail Alternatives'' . . . . . . . . . . 620--621
Per Aslak Mykland Asymptotic Expansions and Bootstrapping
Distributions for Dependent Variables: A
Martingale Approach . . . . . . . . . . 623--654
Miguel A. Arcones and
Evarist Gine On the Bootstrap of $U$ and $V$
Statistics . . . . . . . . . . . . . . . 655--674
Peter Hall Effect of Bias Estimation on Coverage
Accuracy of Bootstrap Confidence
Intervals for a Probability Density . . 675--694
Peter Hall On Bootstrap Confidence Intervals in
Nonparametric Regression . . . . . . . . 695--711
J. S. Marron and
M. P. Wand Exact Mean Integrated Squared Error . . 712--736
Hans-Georg Muller Change-Points in Nonparametric
Regression Analysis . . . . . . . . . . 737--761
Peter Hall On Global Properties of Variable
Bandwidth Density Estimators . . . . . . 762--778
M. Falk and
R.-D. Reiss Statistical Inference for Conditional
Curves: Poisson Process Approach . . . . 779--796
Adam T. Martinsek Using Stopping Rules to Bound the Mean
Integrated Squared Error in Density
Estimation . . . . . . . . . . . . . . . 797--806
Iain M. Johnstone and
K. Brenda MacGibbon Minimax Estimation of a Constrained
Poisson Vector . . . . . . . . . . . . . 807--831
Lawrence D. Brown and
John I. Marden Local Admissibility and Local
Unbiasedness in Hypothesis Testing
Problems . . . . . . . . . . . . . . . . 832--852
Peter J. Bickel and
Vijayan N. Nair and
Paul C. C. Wang Nonparametric Inference Under Biased
Sampling from a Finite Population . . . 853--878
Myles Hollander and
Brett Presnell and
Jayaram Sethuraman Nonparametric Methods for Imperfect
Repair Models . . . . . . . . . . . . . 879--896
Probal Chaudhuri Multivariate Location Estimation Using
Extension of $R$-Estimates Through
$U$-Statistics Type Approach . . . . . . 897--916
Daijin Ko Robust Estimation of the Concentration
Parameter of the von Mises--Fisher
Distribution . . . . . . . . . . . . . . 917--928
Kathryn Roeder Semiparametric Estimation of Normal
Mixture Densities . . . . . . . . . . . 929--943
David L. Donoho and
Mark G. Low Renormalization Exponents and Optimal
Pointwise Rates of Convergence . . . . . 944--970
Peter C. B. Phillips and
Victor Solo Asymptotics for Linear Processes . . . . 971--1001
Mai Zhou Asymptotic Normality of the `Synthetic
Data' Regression Estimator for Censored
Survival Data . . . . . . . . . . . . . 1002--1021
Y. Vardi and
Cun-Hui Zhang Large Sample Study of Empirical
Distributions in a Random-Multiplicative
Censoring Model . . . . . . . . . . . . 1022--1039
Tailen Hsing and
Raymond J. Carroll An Asymptotic Theory for Sliced Inverse
Regression . . . . . . . . . . . . . . . 1040--1061
John H. J. Einmahl and
David M. Mason Generalized Quantile Processes . . . . . 1062--1078
Donald B. Rubin and
Neal Thomas Affinely Invariant Matching Methods with
Ellipsoidal Distributions . . . . . . . 1079--1093
Shaw-Hwa Lo From the Species Problem to a General
Coverage Problem via a New
Interpretation . . . . . . . . . . . . . 1094--1109
Rudolf Beran Controlling Conditional Coverage
Probability in Prediction . . . . . . . 1110--1119
Zbigniew Szkutnik Special Capacities, the Hunt--Stein
Theorem and Transformation Groups . . . 1120--1128
Jack Cuzick Efficient Estimates in Semiparametric
Additive Regression Models with Unknown
Error Distribution . . . . . . . . . . . 1129--1136
Christian Genest Vincentization Revisited . . . . . . . . 1137--1142
Qiansheng Cheng On the Unique Representation of
Non-Gaussian Linear Processes . . . . . 1143--1145
Morris L. Eaton A Statistical Diptych: Admissible
Inferences --- Recurrence of Symmetric
Markov Chains . . . . . . . . . . . . . 1147--1179
Andre Robert Dabrowski and
David McDonald Statistical Analysis of Multiple Ion
Channel Data . . . . . . . . . . . . . . 1180--1202
R. Daniel Mauldin and
William D. Sudderth and
S. C. Williams Pólya Trees and Random Distributions . . 1203--1221
Michael Lavine Some Aspects of Pólya Tree Distributions
for Statistical Modelling . . . . . . . 1222--1235
George R. Terrell and
David W. Scott Variable Kernel Density Estimation . . . 1236--1265
Alois Kneip and
Theo Gasser Statistical Tools to Analyze Data
Representing a Sample of Curves . . . . 1266--1305
Larry Goldstein and
Karen Messer Optimal Plug-in Estimators for
Nonparametric Functional Estimation . . 1306--1328
Hans-Georg Muller and
Kathryn Prewitt Weak Convergence and Adaptive Peak
Estimation for Spectral Densities . . . 1329--1349
Brian G. Leroux Consistent Estimation of a Mixing
Distribution . . . . . . . . . . . . . . 1350--1360
Zhiliang Ying Minimum Hellinger-Type Distance
Estimation for Censored Data . . . . . . 1361--1390
Clive R. Loader A Log-Linear Model for a Poisson Process
Change Point . . . . . . . . . . . . . . 1391--1411
R. L. Eubank and
Jeffrey D. Hart Testing Goodness-of-Fit in Regression
Via Order Selection Criteria . . . . . . 1412--1425
Hartmut Milbrodt Testing Stationarity in the Mean of
Autoregressive Processes with a
Nonparametric Regression Trend . . . . . 1426--1440
T. N. Sriram An Improved Sequential Procedure for
Estimating the Regression Parameter in
Regression Models with Symmetric Errors 1441--1453
Witold Klonecki and
Stefan Zontek Admissible Estimators of Variance
Components Obtained Via Submodels . . . 1454--1467
Regina Y. Liu and
Kesar Singh Ordering Directional Data: Concepts of
Data Depth on Circles and Spheres . . . 1468--1484
Hanfeng Chen and
Wei-Yin Loh Bounds on AREs of Tests Following
Box--Cox Transformations . . . . . . . . 1485--1500
Constantinos Goutis and
George Casella Increasing the Confidence in Student's
$t$ Interval . . . . . . . . . . . . . . 1501--1513
Wojciech Niemiro Asymptotics for $M$-Estimators Defined
by Convex Minimization . . . . . . . . . 1514--1533
Seong-Ju Kim The Metrically Trimmed Mean as a Robust
Estimator of Location . . . . . . . . . 1534--1547
Soumendra Nath Lahiri Bootstrapping $M$-Estimators of a
Multiple Linear Regression Parameter . . 1548--1570
Jun Shao and
C. F. J. Wu Asymptotic Properties of the Balanced
Repeated Replication Method for Sample
Quantiles . . . . . . . . . . . . . . . 1571--1593
James Booth and
Peter Hall and
Andrew Wood Bootstrap Estimation of Conditional
Distributions . . . . . . . . . . . . . 1594--1610
David M. Mason and
Michael A. Newton A Rank Statistics Approach to the
Consistency of a General Bootstrap . . . 1611--1624
John Gittins and
You-Gan Wang The Learning Component of Dynamic
Allocation Indices . . . . . . . . . . . 1625--1636
David Burshtein and
Vincent Della Pietra and
Dimitri Kanevsky and
Arthur Nadas Minimum Impurity Partitions . . . . . . 1637--1646
Bert van Es Asymptotics for Least Squares
Cross-Validation Bandwidths in Nonsmooth
Cases . . . . . . . . . . . . . . . . . 1647--1657
Somnath Datta Some Nonasymptotic Bounds for $ L_1 $
Density Estimation using Kernels . . . . 1658--1667
Tom Leonard and
John S. J. Hsu Bayesian Inference for a Covariance
Matrix . . . . . . . . . . . . . . . . . 1669--1696
Paul H. Garthwaite and
James M. Dickey Elicitation of Prior Distributions for
Variable-Selection Problems in
Regression . . . . . . . . . . . . . . . 1697--1719
Larry Wasserman and
Joseph B. Kadane Symmetric Upper Probabilities . . . . . 1720--1736
Robert F. Nau Indeterminate Probabilities on Finite
Sets . . . . . . . . . . . . . . . . . . 1737--1767
Thomas A. Severini and
Wing Hung Wong Profile Likelihood and Conditionally
Parametric Models . . . . . . . . . . . 1768--1802
David L. Donoho and
Miriam Gasko Breakdown Properties of Location
Estimates Based on Halfspace Depth and
Projected Outlyingness . . . . . . . . . 1803--1827
Laurie Davies The Asymptotics of Rousseeuw's Minimum
Volume Ellipsoid Estimator . . . . . . . 1828--1843
Kun Jin Empirical Smoothing Parameter Selection
in Adaptive Estimation . . . . . . . . . 1844--1874
Ruben H. Zamar Bias Robust Estimation in Orthogonal
Regression . . . . . . . . . . . . . . . 1875--1888
L. Baringhaus and
N. Henze Limit Distributions for Mardia's Measure
of Multivariate Skewness . . . . . . . . 1889--1902
Larry Goldstein and
Bryan Langholz Asymptotic Theory for Nested
Case-Control Sampling in the Cox
Regression Model . . . . . . . . . . . . 1903--1928
Melissa Dowd Begg and
Stephen Lagakos Effects of Mismodeling on Tests of
Association Based on Logistic Regression
Models . . . . . . . . . . . . . . . . . 1929--1952
Yuan-chin Ivan Chang and
Adam T. Martinsek Fixed Size Confidence Regions for
Parameters of a Logistic Regression
Model . . . . . . . . . . . . . . . . . 1953--1969
Rudolf Beran and
Peter Hall Estimating Coefficient Distributions in
Random Coefficient Regressions . . . . . 1970--1984
Dimitris N. Politis and
Joseph P. Romano A General Resampling Scheme for
Triangular Arrays of $ \alpha $-Mixing
Random Variables with Application to the
Problem of Spectral Density Estimation 1985--2007
Jianqing Fan and
Irene Gijbels Variable Bandwidth and Local Linear
Regression Smoothers . . . . . . . . . . 2008--2036
Luc Devroye A Note on the Usefulness of Superkernels
in Density Estimation . . . . . . . . . 2037--2056
Jianqing Fan and
James S. Marron Best Possible Constant for Bandwidth
Selection . . . . . . . . . . . . . . . 2057--2070
R. L. Eubank and
V. N. LaRiccia Asymptotic Comparison of Cramér--von
Mises and Nonparametric Function
Estimation Techniques for Testing
Goodness-of-Fit . . . . . . . . . . . . 2071--2086
J. A. Menendez and
C. Rueda and
B. Salvador Dominance of Likelihood Ratio Tests
under Cone Constraints . . . . . . . . . 2087--2099
E. L. Lehmann and
J. Rojo Invariant Directional Orderings . . . . 2100--2110
K. Samaranayake Stay-with-a-Winner Rule for Dependent
Bernoulli Bandits . . . . . . . . . . . 2111--2123
Jiahua Chen Some Results on $ 2^{n - k} $ Fractional
Factorial Designs and Search for Minimum
Aberration Designs . . . . . . . . . . . 2124--2141
A. S. Hedayat and
Kewei Pu and
John Stufken On the Construction of Asymmetrical
Orthogonal Arrays . . . . . . . . . . . 2142--2152
Rafail Z. Khas'minskii and
Betty V. Lazareva On some Filtration Procedure for Jump
Markov Process Observed in White
Gaussian Noise . . . . . . . . . . . . . 2153--2160
Xuming He and
Stephen Portnoy Reweighted LS Estimators Converge at the
same Rate as the Initial Estimator . . . 2161--2167
Hari Mukerjee Estimating Conditional Quantiles at the
Root of a Regression Function . . . . . 2168--2176
Larry Wasserman Invariance Properties of Density Ratio
Priors . . . . . . . . . . . . . . . . . 2177--2182
P. Vellaisamy Inadmissibility Results for the Selected
Scale Parameters . . . . . . . . . . . . 2183--2191
Qiqing Yu and
Eswar Phadia Minimaxity of the Best Invariant
Estimator of a Distribution Function
under the Kolmogorov--Smirnov Loss . . . 2192--2195
Richard C. Liu and
Lawrence D. Brown Nonexistence of Informative Unbiased
Estimators in Singular Problems . . . . 1--13
Sara van de Geer Hellinger-Consistency of Certain
Nonparametric Maximum Likelihood
Estimators . . . . . . . . . . . . . . . 14--44
M. Falk and
F. Marohn Asymptotically Optimal Tests for
Conditional Distributions . . . . . . . 45--60
Jun Shao Differentiability of Statistical
Functionals and Consistency of the
Jackknife . . . . . . . . . . . . . . . 61--75
Zhiliang Ying A Large Sample Study of Rank Estimation
for Censored Regression Data . . . . . . 76--99
Albert Y. Lo A Bayesian Bootstrap for Censored Data 100--123
Finbarr O'Sullivan Nonparametric Estimation in the Cox
Model . . . . . . . . . . . . . . . . . 124--145
Winfried Stute Almost Sure Representations of the
Product-Limit Estimator for Truncated
Data . . . . . . . . . . . . . . . . . . 146--156
Wolfgang Hardle and
Peter Hall and
Hidehiko Ichimura Optimal Smoothing in Single-Index Models 157--178
Karen Messer and
Larry Goldstein A New Class of Kernels for Nonparametric
Curve Estimation . . . . . . . . . . . . 179--195
Jianqing Fan Local Linear Regression Smoothers and
Their Minimax Efficiencies . . . . . . . 196--216
Chong Gu and
Chunfu Qiu Smoothing Spline Density Estimation:
Theory . . . . . . . . . . . . . . . . . 217--234
Daniel Barry Testing for Additivity of a Regression
Function . . . . . . . . . . . . . . . . 235--254
Enno Mammen Bootstrap and Wild Bootstrap for High
Dimensional Linear Models . . . . . . . 255--285
James G. Booth and
Peter Hall and
Andrew T. A. Wood Balanced Importance Resampling for the
Bootstrap . . . . . . . . . . . . . . . 286--298
Ping Zhang Model Selection Via Multifold Cross
Validation . . . . . . . . . . . . . . . 299--313
Xuming He and
Douglas G. Simpson Lower Bounds for Contamination Bias:
Globally Minimax Versus Locally Linear
Estimation . . . . . . . . . . . . . . . 314--337
R. Douglas Martin and
Ruben H. Zamar Efficiency-Constrained Bias-Robust
Estimation of Location . . . . . . . . . 338--354
Steven N. Evans and
T. P. Speed Invariants of Some Probability Models
Used in Phylogenetic Inference . . . . . 355--377
Chitra Lele Admissibility Results in Loss Estimation 378--390
Gustavo L. Gilardoni and
Murray K. Clayton On Reaching a Consensus Using Degroot's
Iterative Pooling . . . . . . . . . . . 391--401
Friedrich Pukelsheim and
William J. Studden $E$-Optimal Designs for Polynomial
Regression . . . . . . . . . . . . . . . 402--415
Holger Dette and
William J. Studden Geometry of $E$-Optimality . . . . . . . 416--433
Dei-In Tang Minimax Regression Designs Under Uniform
Departure Models . . . . . . . . . . . . 434--446
Peter Schumacher and
James V. Zidek Using Prior Information in Designing
Intervention Detection Experiments . . . 447--463
D. Siegmund A Sequential Clinical Trial for
Comparing Three Treatments . . . . . . . 464--483
Arup Bose and
Benzion Boukai Sequential Estimation Results for a
Two-Parameter Exponential Family of
Distributions . . . . . . . . . . . . . 484--502
Girish Aras and
Michael Woodroofe Asymptotic Expansions for the Moments of
a Randomly Stopped Average . . . . . . . 503--519
K. S. Chan Consistency and Limiting Distribution of
the Least Squares Estimator of a
Threshold Autoregressive Model . . . . . 520--533
Hira L. Koul and
A. K. Md. E. Saleh $R$-Estimation of the Parameters of
Autoregressive $ [{\rm Ar}(p)]$ Models 534--551
S. M. Tang and
I. B. MacNeill The Effect of Serial Correlation on
Tests for Parameter Change at Unknown
Time . . . . . . . . . . . . . . . . . . 552--575
Mark G. Low Renormalizing Upper and Lower Bounds for
Integrated Risk in the White Noise Model 577--589
Ja-Yong Koo Optimal Rates of Convergence for
Nonparametric Statistical Inverse
Problems . . . . . . . . . . . . . . . . 590--599
Jianqing Fan Adaptively Local One-Dimensional
Subproblems with Application to a
Deconvolution Problem . . . . . . . . . 600--610
M. G. Gu and
C.-H. Zhang Asymptotic Properties of Self-Consistent
Estimators Based on Doubly Censored Data 611--624
Dean P. Foster and
Edward I. George Estimation up to a Change-Point . . . . 625--644
M. S. Srivastava and
Yanhong Wu Comparison of EWMA, CUSUM and
Shiryayev--Roberts Procedures for
Detecting a Shift in the Mean . . . . . 645--670
Lajos Horváth The Maximum Likelihood Method for
Testing Changes in the Parameters of
Normal Observations . . . . . . . . . . 671--680
Hari Mukerjee Nearest Neighbor Regression with
Heavy-Tailed Errors . . . . . . . . . . 681--693
Peter Hall On Plug-in Rules for Local Smoothing of
Density Estimators . . . . . . . . . . . 694--710
Bin Yu Density Estimation in the $ L^\infty $
Norm for Dependent Data with
Applications to the Gibbs Sampler . . . 711--735
Mostafa Mashayekhi On Equivariance and the Compound
Decision Problem . . . . . . . . . . . . 736--745
Arthur Cohen and
H. B. Sackrowitz Inadmissibility of Studentized Tests for
Normal Order Restricted Models . . . . . 746--752
Holger Dette Elfving's Theorem for $D$-Optimality . . 753--766
Holger Dette A Note on $E$-Optimal Designs for
Weighted Polynomial Regression . . . . . 767--771
Gang Li and
Hani Doss Generalized Pearson--Fisher Chi-Square
Goodness-of-Fit Tests, with Applications
to Models with Life History Data . . . . 772--797
E. V. Khmaladze Goodness of Fit Problem and Scanning
Innovation Martingales . . . . . . . . . 798--829
T. W. Anderson Goodness of Fit Tests for Spectral
Distributions . . . . . . . . . . . . . 830--847
Colin R. Goodall and
Kanti V. Mardia Multivariate Aspects of Shape Theory . . 848--866
Peter Hall and
Ker-Chau Li On almost Linearity of Low Dimensional
Projections from High Dimensional Data 867--889
Steinar Bjerve and
Kjell Doksum Correlation Curves: Measures of
Association as Functions of Covariate
Values . . . . . . . . . . . . . . . . . 890--902
Dennis D. Cox An Analysis of Bayesian Inference for
Nonparametric Regression . . . . . . . . 903--923
Hari Mukerjee An Improved Monotone Conditional
Quantile Estimator . . . . . . . . . . . 924--942
H. Kunsch and
J. Beran and
F. Hampel Contrasts under Long-Range Correlations 943--964
Ricardo A. Maronna and
Victor J. Yohai Bias-Robust Estimates of Regression
Based on Projections . . . . . . . . . . 965--990
R. D. Martin and
Ruben H. Zamar Bias Robust Estimation of Scale . . . . 991--1017
O. E. Barndorff-Nielsen and
P. Blaesild Orthogeodesic Models . . . . . . . . . . 1018--1039
Lanh Tat Tran Nonparametric Function Estimation for
Time Series by Local Average Estimators 1040--1057
Karim M. Abadir The Limiting Distribution of the
Autocorrelation Coefficient under a Unit
Root . . . . . . . . . . . . . . . . . . 1058--1070
Jiahua Chen and
Jun Shao Iterative Weighted Least Squares
Estimators . . . . . . . . . . . . . . . 1071--1092
Alan T. James and
William N. Venables Matrix Weighting of Several Regression
Coefficient Vectors . . . . . . . . . . 1093--1114
Yuzo Hosoya and
Masanobu Taniguchi Correction: ``A Central Limit Theorem
for Stationary Processes and the
Parameter Estimation of Linear Processes 1115--1117
A. Philip Dawid and
Jinglong Wang Fiducial Prediction and Semi-Bayesian
Inference . . . . . . . . . . . . . . . 1119--1138
Teddy Seidenfeld and
Larry Wasserman Dilation for Sets of Probabilities . . . 1139--1154
David Assaf and
Moshe Pollak and
Ya'acov Ritov and
Benjamin Yakir Detecting a Change of a Normal Mean by
Dynamic Sampling with a Probability
Bound on a False Alarm . . . . . . . . . 1155--1165
Song Xi Chen and
Peter Hall Smoothed Empirical Likelihood Confidence
Intervals for Quantiles . . . . . . . . 1166--1181
Jing Qin Empirical Likelihood in Biased Sample
Problems . . . . . . . . . . . . . . . . 1182--1196
Frank Critchley and
Paul Marriott and
Mark Salmon Preferred Point Geometry and Statistical
Manifolds . . . . . . . . . . . . . . . 1197--1224
Huiling Le and
David G. Kendall The Riemannian Structure of Euclidean
Shape Spaces: A Novel Environment for
Statistics . . . . . . . . . . . . . . . 1225--1271
A. P. Dawid and
S. L. Lauritzen Hyper Markov Laws in the Statistical
Analysis of Decomposable Graphical
Models . . . . . . . . . . . . . . . . . 1272--1317
Steen Arne Andersson and
Michael D. Perlman Lattice Models for Conditional
Independence in a Multivariate Normal
Distribution . . . . . . . . . . . . . . 1318--1358
Brian W. Junker Conditional Association, Essential
Independence and Monotone Unidimensional
Item Response Models . . . . . . . . . . 1359--1378
Satoshi Kuriki One-Sided Test for the Equality of Two
Covariance Matrices . . . . . . . . . . 1379--1384
R. W. Butler and
P. L. Davies and
M. Jhun Asymptotics for the Minimum Covariance
Determinant Estimator . . . . . . . . . 1385--1400
G. L. Thompson Generalized Permutation Polytopes and
Exploratory Graphical Methods for Ranked
Data . . . . . . . . . . . . . . . . . . 1401--1430
Rudolf Grubel and
Susan M. Pitts Nonparametric Estimation in Renewal
Theory I: The Empirical Renewal Function 1431--1451
Alan H. Dorfman and
Peter Hall Estimators of the Finite Population
Distribution Function using
Nonparametric Regression . . . . . . . . 1452--1475
James G. Booth and
Peter Hall An Improvement of the Jackknife
Distribution Function Estimator . . . . 1476--1485
Anton Schick On Efficient Estimation in Regression
Models . . . . . . . . . . . . . . . . . 1486--1521
Michael L. Stein Spline Smoothing with an Estimated Order
Parameter . . . . . . . . . . . . . . . 1522--1544
J. S. Wu and
C. K. Chu Kernel-Type Estimators of Jump Points
and Values of a Regression Function . . 1545--1566
Zhiliang Ying Maximum Likelihood Estimation of
Parameters under a Spatial Sampling
Scheme . . . . . . . . . . . . . . . . . 1567--1590
W. Stute and
J.-L. Wang The Strong Law under Random Censorship 1591--1607
I. H. Dinwoodie Large Deviations for Censored Data . . . 1608--1620
Joo Han Kim Chi-Square Goodness-of-Fit Tests for
Randomly Censored Data . . . . . . . . . 1621--1639
Julian Leslie and
Constance van Eeden On a Characterization of the Exponential
Distribution Based on a Type 2 Right
Censored Sample . . . . . . . . . . . . 1640--1647
Gangaji Maguluri Semiparametric Estimation of Association
in a Bivariate Survival Function . . . . 1648--1662
J. Pfanzagl Incidental Versus Random Nuisance
Parameters . . . . . . . . . . . . . . . 1663--1691
Erwin Bolthausen and
Friedrich Gotze The Rate of Convergence for Multivariate
Sampling Statistics . . . . . . . . . . 1692--1710
Leo Breiman and
Yacov Tsur and
Amos Zemel On a Simple Estimation Procedure for
Censored Regression Models with Known
Error Distributions . . . . . . . . . . 1711--1720
Peter Sasieni Some New Estimators for Cox Regression 1721--1759
Georg Neuhaus Conditional Rank Tests for the
Two-Sample Problem Under Random
Censorship . . . . . . . . . . . . . . . 1760--1779
James G. Booth and
Peter Hall Bootstrap Confidence Regions for
Functional Relationships in
Errors-in-Variables Models . . . . . . . 1780--1791
P. N. Patil On the Least Squares Cross-Validation
Bandwidth in Hazard Rate Estimation . . 1792--1810
Marie Huskova and
Paul Janssen Consistency of the Generalized Bootstrap
for Degenerate $U$-Statistics . . . . . 1811--1823
Victor J. Yohai and
Ruben H. Zamar A Minimax-Bias Property of the Least $
\alpha $-Quantile Estimates . . . . . . 1824--1842
P. L. Davies Aspects of Robust Linear Regression . . 1843--1899
Jianqing Fan and
Young K. Truong Nonparametric Regression with Errors in
Variables . . . . . . . . . . . . . . . 1900--1925
W. Hardle and
E. Mammen Comparing Nonparametric Versus
Parametric Regression Fits . . . . . . . 1926--1947
David Siegmund and
Heping Zhang The Expected Number of Local Maxima of a
Random Field and the Volume of Tubes . . 1948--1966
Rudolf Beran Probability-Centered Prediction Regions 1967--1981
I-Li Lu and
Donald Richards Random Discriminants . . . . . . . . . . 1982--2000
Dan Geiger and
Judea Pearl Logical and Algorithmic Properties of
Conditional Independence and Graphical
Models . . . . . . . . . . . . . . . . . 2001--2021
E. Gassiat Adaptive Estimation in Noncausal
Stationary AR Processes . . . . . . . . 2022--2042
Tailen Hsing Extremal Index Estimation for a Weakly
Dependent Stationary Sequence . . . . . 2043--2071
Daniel C. Coster Trend-Free Run Orders of Mixed-Level
Fractional Factorial Designs . . . . . . 2072--2086
Feng-Shun Chai and
Dibyen Majumdar On the Yeh--Bradley Conjecture on Linear
Trend-Free Block Designs . . . . . . . . 2087--2097
William F. Rosenberger Asymptotic Inference with
Response-Adaptive Treatment Allocation
Designs . . . . . . . . . . . . . . . . 2098--2107
P. Diaconis and
D. A. Freedman Nonparametric Binary Regression: A
Bayesian Approach . . . . . . . . . . . 2108--2137
Albert Y. Lo A Bayesian Method for Weighted Sampling 2138--2148
Michael A. Messig and
William E. Strawderman Minimal Sufficiency and Completeness for
Dichotomous Quantal Response Models . . 2149--2157
L. Mattner Some Incomplete But Boundedly Complete
Location Families . . . . . . . . . . . 2158--2162
Eitan Greenshtein A Note on Bahadur's Transitivity . . . . 2163--2167
Robert A. Wijsman Correction: ``Proper Action in Steps,
with Application to Density Ratios of
Maximal Invariants'' . . . . . . . . . . 2168--2169
R. M. Dudley The Order of the Remainder in
Derivatives of Composition and Inverse
Operators for $p$-Variation Norms . . . 1--20
Per Aslak Mykland Bartlett Type Identities for Martingales 21--38
Yoshiji Takagi Local Asymptotic Minimax Risk Bounds for
Asymmetric Loss Functions . . . . . . . 39--48
Heping Zhang Confidence Regions in Linear Functional
Relationships . . . . . . . . . . . . . 49--66
J. T. Gene Hwang and
Shyamal Das Peddada Confidence Interval Estimation Subject
to Order Restrictions . . . . . . . . . 67--93
Thomas Mathew and
Subramanyam Kasala An Exact Confidence Region in
Multivariate Calibration . . . . . . . . 94--105
Amir Dembo and
Yuval Peres A Topological Criterion for Hypothesis
Testing . . . . . . . . . . . . . . . . 106--117
Charles J. Stone The Use of Polynomial Splines and Their
Tensor Products in Multivariate Function
Estimation . . . . . . . . . . . . . . . 118--171
Andreas Buja Discussion: The Use of Polynomial
Splines and their Tensor Products in
Multivariate Function Estimation . . . . 171--177
Trevor Hastie Discussion: The Use of Polynomial
Splines and their Tensor Products in
Multivariate Function Estimation . . . . 177--179
Charles J. Stone Rejoinder: The Use of Polynomial Splines
and their Tensor Products in
Multivariate Function Estimation . . . . 179--184
David Ruppert and
Daren B. H. Cline Bias Reduction in Kernel Density
Estimation by Smoothed Empirical
Transformations . . . . . . . . . . . . 185--210
Hung Chen and
Jyh-Jen Horng Shiau Data-Driven Efficient Estimators for a
Partially Linear Model . . . . . . . . . 211--237
David L. Donoho Statistical Estimation and Optimal
Recovery . . . . . . . . . . . . . . . . 238--270
Iain M. Johnstone On Minimax Estimation of a Sparse Normal
Mean Vector . . . . . . . . . . . . . . 271--289
Tatsuya Kubokawa A Unified Approach to Improving
Equivariant Estimators . . . . . . . . . 290--299
Jin Qin and
Jerry Lawless Empirical Likelihood and General
Estimating Equations . . . . . . . . . . 300--325
Xiao-Li Meng On the Rate of Convergence of the ECM
Algorithm . . . . . . . . . . . . . . . 326--339
Bing Li and
Peter McCullagh Potential Functions and Conservative
Estimating Functions . . . . . . . . . . 340--356
Iosif Pinelis Extremal Probabilistic Problems and
Hotelling's $ T^2 $ Test Under a
Symmetry Condition . . . . . . . . . . . 357--368
Helene Massam An Exact Decomposition Theorem and a
Unified View of Some Related
Distributions for a Class of Exponential
Transformation Models on Symmetric Cones 369--394
Harald Uhlig On Singular Wishart and Singular
Multivariate Beta Distributions . . . . 395--405
Andreas Buja and
B. F. Logan and
J. A. Reeds and
L. A. Shepp Inequalities and Positive-Definite
Functions Arising from a Problem in
Multidimensional Scaling . . . . . . . . 406--438
Robert P. Sherman Maximal Inequalities for Degenerate
$U$-Processes with Applications to
Optimization Estimators . . . . . . . . 439--459
Winfried Stute Universally Consistent Conditional
$U$-Statistics . . . . . . . . . . . . . 460--473
J. S. Huang and
W. J. Huang A Reverse Submartingale Property of the
Range . . . . . . . . . . . . . . . . . 474--477
H. N. Nagaraja and
H. A. David Distribution of the Maximum of
Concomitants of Selected Order
Statistics . . . . . . . . . . . . . . . 478--494
Ian W. McKeague and
Mei-Jie Zhang Identification of Nonlinear Time Series
from First Order Cumulative
Characteristics . . . . . . . . . . . . 495--514
P. M. Robinson Semiparametric Analysis of Long-Memory
Time Series . . . . . . . . . . . . . . 515--539
Hira L. Koul and
Mina Ossiander Weak Convergence of Randomly Weighted
Dependent Residual Empiricals with
Applications to Autoregression . . . . . 540--562
Seiji Nabeya and
Katsuto Tanaka Acknowledgment of Priority: Asymptotic
Theory of a Test for the Constancy of
Regression Coefficients Against the
Random Walk Alternative . . . . . . . . 563--563
Alex J. Koning Approximation of the Basic Martingale 565--579
Xiaotong Shen and
Wing Hung Wong Convergence Rate of Sieve Estimates . . 580--615
Andrew L. Rukhin Recursive Testing of Multiple
Hypotheses: Consistency and Efficiency
of the Bayes Rule . . . . . . . . . . . 616--633
Toby Mitchell and
Jerome Sacks and
Donald Ylvisaker Asymptotic Bayes Criteria for
Nonparametric Response Surface Design 634--651
Sudip Bose Bayesian Robustness with Mixture Classes
of Priors . . . . . . . . . . . . . . . 652--667
Robert E. Kass and
Elizabeth H. Slate Some Diagnostics of Maximum Likelihood
and Posterior Nonnormality . . . . . . . 668--695
Lam Yeh Bayesian Variable Sampling Plans for the
Exponential Distribution with Type I
Censoring . . . . . . . . . . . . . . . 696--711
S. A. Murphy Consistency in a Proportional Hazards
Model Incorporating a Random Effect . . 712--731
Mendel Fygenson and
Ya'acov Ritov Monotone Estimating Equations for
Censored Data . . . . . . . . . . . . . 732--746
Mendel Fygenson and
Mai Zhou On Using Stratification in the Analysis
of Linear Regression Models with Right
Censoring . . . . . . . . . . . . . . . 747--762
Louis Gordon and
Moshe Pollak An Efficient Sequential Nonparametric
Scheme for Detecting a Change of
Distribution . . . . . . . . . . . . . . 763--804
M. S. Srivastava and
Yanhong Wu Dynamic Sampling Plan in
Shiryayev--Roberts Procedure for
Detecting a Change in the Drift of
Brownian Motion . . . . . . . . . . . . 805--823
J. A. Hartigan Linear Estimators in Change Point
Problems . . . . . . . . . . . . . . . . 824--834
Alois Kneip Ordered Linear Smoothers . . . . . . . . 835--866
Jianqing Fan and
Peter Hall On Curve Estimation by Minimizing Mean
Absolute Deviation and Its Implications 867--885
Luc Devroye On Good Deterministic Smoothing
Sequences for Kernel Density Estimates 886--889
Holger Dette Discrimination Designs for Polynomial
Regression on Compact Intervals . . . . 890--903
Mike Jacroux On the Construction of Trend Resistant
Mixed Level Factorial Run Orders . . . . 904--916
Berthold Heiligers $E$-Optimal Designs in Weighted
Polynomial Regression . . . . . . . . . 917--929
Art Owen Lattice Sampling Revisited: Monte Carlo
Variance of Means Over Randomized
Orthogonal Arrays . . . . . . . . . . . 930--945
Jun Shao $L$-Statistics in Complex Survey
Problems . . . . . . . . . . . . . . . . 946--967
Xiaojing Xiang On the Berry--Esseen Bound for
$L$-Statistics in the Non-I.D. Case with
Applications to the Estimation of
Location Parameters . . . . . . . . . . 968--979
U. V. Naik-Nimbalkar and
M. B. Rajarshi Validity of Blockwise Bootstrap for
Empirical Processes with Stationary
Observations . . . . . . . . . . . . . . 980--994
Peter Buhlmann Blockwise Bootstrapped Empirical Process
for Stationary Sequences . . . . . . . . 995--1012
T. N. Sriram Invalidity of Bootstrap for Critical
Branching Processes with Immigration . . 1013--1023
David E. Tyler Finite Sample Breakdown Points of
Projection Based Multivariate Location
and Scatter Statistics . . . . . . . . . 1024--1044
Irvin C. Schick and
Sanjoy K. Mitter Robust Recursive Estimation in the
Presence of Heavy-Tailed Observation
Noise . . . . . . . . . . . . . . . . . 1045--1080
Bruce G. Lindsay Efficiency Versus Robustness: The Case
for Minimum Hellinger Distance and
Related Methods . . . . . . . . . . . . 1081--1114
Bingyi Jing and
John Robinson Saddlepoint Approximations for Marginal
and Conditional Probabilities of
Transformed Variables . . . . . . . . . 1115--1132
Jayanta K. Ghosh and
Pranab K. Sen and
Rahul Mukerjee Second-Order Pitman Closeness and Pitman
Admissibility . . . . . . . . . . . . . 1133--1141
Xiao-Li Meng Posterior Predictive $p$-Values . . . . 1142--1160
Michael Lavine More Aspects of Pólya Tree Distributions
for Statistical Modelling . . . . . . . 1161--1176
Patrizia Berti and
Pietro Rigo Coherent Inferences and Improper Priors 1177--1194
Ruoyong Yang and
James O. Berger Estimation of a Covariance Matrix Using
the Reference Prior . . . . . . . . . . 1195--1211
Manas K. Chattopadhyay Two-Armed Dirichlet Bandits with
Discounting . . . . . . . . . . . . . . 1212--1221
Tze Leung Lai and
Zhiliang Ying A Missing Information Principle and
$M$-Estimators in Regression Analysis
with Censored and Truncated Data . . . . 1222--1255
Youping Huang and
Cun-Hui Zhang Estimating a Monotone Density from
Censored Observations . . . . . . . . . 1256--1274
I-Shou Chang and
Chao A. Hsiung Information and Asymptotic Efficiency in
Some Generalized Proportional Hazards
Models for Counting Processes . . . . . 1275--1298
Michael G. Akritas Nearest Neighbor Estimation of a
Bivariate Distribution Under Random
Censoring . . . . . . . . . . . . . . . 1299--1327
Jiayang Sun and
Clive R. Loader Simultaneous Confidence Bands for Linear
Regression and Smoothing . . . . . . . . 1328--1345
D. Ruppert and
M. P. Wand Multivariate Locally Weighted Least
Squares Regression . . . . . . . . . . . 1346--1370
Luc Devroye and
László Györfi and
Adam Krzyzak and
Gabor Lugosi On the Strong Universal Consistency of
Nearest Neighbor Regression Function
Estimates . . . . . . . . . . . . . . . 1371--1385
Alois Kneip Nonparametric Estimation of Common
Regressors for Similar Curve Data . . . 1386--1427
Susan M. Pitts Nonparametric Estimation of the
Stationary Waiting Time Distribution
Function for the GI/G/1 Queue . . . . . 1428--1446
Alejandra Cabana and
Enrique M. Cabana Goodness-of-Fit and Comparison Tests of
the Kolmogorov--Smirnov Type for
Bivariate Populations . . . . . . . . . 1447--1459
Miguel A. Arcones and
Zhiqiang Chen and
Evarist Gine Estimators Related to $U$-Processes with
Applications to Multivariate Medians:
Asymptotic Normality . . . . . . . . . . 1460--1477
Ola Hossjer and
Peter J. Rousseeuw and
Christophe Croux Asymptotics of the Repeated Median Slope
Estimator . . . . . . . . . . . . . . . 1478--1501
H. Finner Two-Sided Tests and One-Sided Confidence
Bounds . . . . . . . . . . . . . . . . . 1502--1516
Peter Yi-Shi Shao and
William E. Strawderman Improving on the James--Stein
Positive-Part Estimator . . . . . . . . 1517--1538
Arthur Cohen and
J. H. B. Kemperman and
H. B. Sackrowitz Projected Tests for Order Restricted
Alternatives . . . . . . . . . . . . . . 1539--1546
Xiaomi Hu and
F. T. Wright Monotonicity Properties of the Power
Functions of Likelihood Ratio Tests for
Normal Mean Hypotheses Constrained by a
Linear Space and a Cone . . . . . . . . 1547--1554
Shaul K. Bar-Lev and
Peter Enis and
Gerard Letac Sampling Models which Admit a Given
General Exponential Family as a
Conjugate Family of Priors . . . . . . . 1555--1586
Frank Critchley and
Paul Marriott and
Mark Salmon Preferred Point Geometry and the Local
Differential Geometry of the
Kullback--Leibler Divergence . . . . . . 1587--1602
Claudia Neuhauser A Poisson Approximation for Sequence
Comparisons with Insertions and
Deletions . . . . . . . . . . . . . . . 1603--1629
C. Stepniak A Note on Comparison of Genetic
Experiments . . . . . . . . . . . . . . 1630--1632
Donato Michele Cifarelli and
Eugenio Regazzini Correction: ``Distribution Functions of
Means of a Dirichlet Process'' . . . . . 1633--1634
Deborah J. Donnell and
Andreas Buja and
Werner Stuetzle Analysis of Additive Dependencies and
Concurvities Using Smallest Additive
Principal Components . . . . . . . . . . 1635--1668
Bernard D. Flury Discussion: Analysis of Additive
Dependencies and Concurvities Using
Smallest Additive Principal Components 1668--1670
Deborah J. Donnell and
Andreas Buja and
Werner Stuetzle Rejoinder: Analysis of Additive
Dependencies and Concurvities Using
Smallest Additive Principal Components 1671--1673
S. Weisberg and
A. H. Welsh Adapting for the Missing Link . . . . . 1674--1700
Luke Tierney Markov Chains for Exploring Posterior
Distributions . . . . . . . . . . . . . 1701--1728
Hani Doss Discussion: Markov Chains for Exploring
Posterior Distributions . . . . . . . . 1728--1734
Julian Besag Discussion: Markov Chains for Exploring
Posterior Distributions . . . . . . . . 1734--1741
Christian P. Robert Discussion: Markov Chains for Exploring
Posterior Distributions . . . . . . . . 1742--1747
Kung Sik Chan and
Charles J. Geyer Discussion: Markov Chains for Exploring
Posterior Distributions . . . . . . . . 1747--1758
Luke Tierney Rejoinder: Markov Chains for Exploring
Posterior Distributions . . . . . . . . 1758--1762
Hani Doss Bayesian Nonparametric Estimation for
Incomplete Data Via Successive
Substitution Sampling . . . . . . . . . 1763--1786
James O. Berger and
Lawrence D. Brown and
Robert L. Wolpert A Unified Conditional Frequentist and
Bayesian Test for Fixed and Sequential
Simple Hypothesis Testing . . . . . . . 1787--1807
Dongchu Sun Integrable Expansions for Posterior
Distributions for a Two-Parameter
Exponential Family . . . . . . . . . . . 1808--1830
L. Gajek and
M. Kaluszka Lower Bounds for the Asymptotic Bayes
Risk in the Scale Model (with an
Application to the Second-Order Minimax
Estimation) . . . . . . . . . . . . . . 1831--1839
Amir Sadrolhefazi and
Terrence L. Fine Finite-Dimensional Distributions and
Tail Behavior in Stationary
Interval-Valued Probability Models . . . 1840--1870
I-Shou Chang and
Chao A. Hsiung Asymptotic Consistency of the Maximum
Likelihood Estimate in Positron Emission
Tomography and Applications . . . . . . 1871--1883
Tobias Ryden Consistent and Asymptotically Normal
Parameter Estimates for Hidden Markov
Models . . . . . . . . . . . . . . . . . 1884--1895
Aad van der Vaart Maximum Likelihood Estimation with
Partially Censored Data . . . . . . . . 1896--1916
Tze Leung Lai Asymptotic Properties of Nonlinear Least
Squares Estimates in Stochastic
Regression Models . . . . . . . . . . . 1917--1930
Arthur Cohen and
J. H. B. Kemperman and
H. B. Sackrowitz Unbiased Testing in Exponential Family
Regression . . . . . . . . . . . . . . . 1931--1946
Dean P. Foster and
Edward I. George The Risk Inflation Criterion for
Multiple Regression . . . . . . . . . . 1947--1975
R. Beran and
P. W. Millar Minimum Distance Estimation in Random
Coefficient Regression Models . . . . . 1976--1992
Charles J. Geyer On the Asymptotics of Constrained
$M$-Estimation . . . . . . . . . . . . . 1993--2010
Peter Hall and
Enno Mammen On General Resampling Algorithms and
their Performance in Distribution
Estimation . . . . . . . . . . . . . . . 2011--2030
Dimitris N. Politis and
Joseph P. Romano Large Sample Confidence Regions Based on
Subsamples under Minimal Assumptions . . 2031--2050
Jushan Bai Weak Convergence of the Sequential
Empirical Processes of Residuals in ARMA
Models . . . . . . . . . . . . . . . . . 2051--2061
F. Gotze and
C. Hipp Asymptotic Distribution of Statistics in
Time Series . . . . . . . . . . . . . . 2062--2088
Evangelos E. Ioannidis On the Behavior of a Capon-Type Spectral
Density Estimator . . . . . . . . . . . 2089--2114
Peter Hall and
Nicholas I. Fisher and
Branka Hoffmann On the Nonparametric Estimation of
Covariance Functions . . . . . . . . . . 2115--2134
Peter Hall and
Tien Chung Hu and
J. S. Marron Improved Variable Window Kernel
Estimates of Probability Densities . . . 1--10
Lucien Birge and
Pascal Massart Estimation of Integral Functionals of a
Density . . . . . . . . . . . . . . . . 11--29
H. Dette and
B. Heiligers and
W. J. Studden Minimax Designs in Linear Regression
Models . . . . . . . . . . . . . . . . . 30--40
Ching-Shui Cheng Complete Class Results for the Moment
Matrices of Designs Over
Permutation-Invariant Sets . . . . . . . 41--54
Huimei Liu and
Roger L. Berger Uniformly More Powerful, One-Sided Tests
for Hypotheses About Linear Inequalities 55--72
Trevor Hastie and
Andreas Buja and
Robert Tibshirani Penalized Discriminant Analysis . . . . 73--102
Thaddeus Tarpey and
Luning Li and
Bernard D. Flury Principal Points and Self-Consistent
Points of Elliptical Distributions . . . 103--112
Miklós Csörg\Ho and
Lajos Horváth On the Distance Between Smoothed
Empirical and Quantile Processes . . . . 113--131
P. E. Greenwood and
W. Wefelmeyer Efficiency of Empirical Estimators for
Markov Chains . . . . . . . . . . . . . 132--143
Paul D. Valz and
A. Ian McLeod and
Mary E. Thompson Cumulant Generating Function and Tail
Probability Approximations for Kendall's
Score with Tied Rankings . . . . . . . . 144--160
R. J. Carroll and
R. K. Knickerbocker and
C. Y. Wang Dimension Reduction in a Semiparametric
Regression Model with Errors in
Covariates . . . . . . . . . . . . . . . 161--181
S. A. Murphy Asymptotic Theory for the Frailty Model 182--198
P. P. B. Eggermont and
V. N. LaRiccia Maximum Smoothed Likelihood Density
Estimation for Inverse Problems . . . . 199--220
Jiahua Chen Optimal Rate of Convergence for Finite
Mixture Models . . . . . . . . . . . . . 221--233
Jeffrey R. Eisele and
Michael B. Woodroofe Central Limit Theorems for Doubly
Adaptive Biased Coin Designs . . . . . . 234--254
D. Siegmund and
E. S. Venkatraman Using the Generalized Likelihood Ratio
Statistic for Sequential Detection of a
Change-Point . . . . . . . . . . . . . . 255--271
Benjamin Yakir A Note on the Run Length to False Alarm
of a Change-Point Detection Policy . . . 272--281
Richard A. Davis and
Dawei Huang and
Yi-Ching Yao Testing for a Change in the Parameter
Values and Order of an Autoregressive
Model . . . . . . . . . . . . . . . . . 282--304
Thomas Mikosch and
Tamar Gadrich and
Claudia Kluppelberg and
Robert J. Adler Parameter Estimation for ARMA Models
with Infinite Variance Innovations . . . 305--326
I. H. Dinwoodie Stationary Exponential Families . . . . 327--337
Wing Hung Wong and
Xiaotong Shen Probability Inequalities for Likelihood
Ratios and Convergence Rates of Sieve
MLES . . . . . . . . . . . . . . . . . . 339--362
Peter Hall and
Bing-Yi Jing Uniform Coverage Bounds for Confidence
Intervals and Berry--Esseen Theorems for
Edgeworth Expansion . . . . . . . . . . 363--375
Colin O. Wu Estimating the Real Parameter in a
Two-Sample Proportional Odds Model . . . 376--395
Per Aslak Mykland Dual Likelihood . . . . . . . . . . . . 396--421
Winfried Stute The Central Limit Theorem Under Random
Censorship . . . . . . . . . . . . . . . 422--439
Kani Chen and
Min-Te Chao and
Shaw-Hwa Lo On Strong Uniform Consistency of the
Lynden--Bell Estimator for Truncated
Data . . . . . . . . . . . . . . . . . . 440--449
Ian W. McKeague and
A. M. Nikabadze and
Yanqing Sun An Omnibus Test for Independence of a
Survival Time from a Covariate . . . . . 450--475
A. P. Korostelev and
L. Simar and
A. B. Tsybakov Efficient Estimation of Monotone
Boundaries . . . . . . . . . . . . . . . 476--489
Steven P. Ellis Dimension of the Singular Sets of
Plane-Fitters . . . . . . . . . . . . . 490--501
E. Mammen and
A. B. Tsybakov Asymptotical Minimax Recovery of Sets
with Smooth Boundaries . . . . . . . . . 502--524
Nicolas W. Hengartner and
Philip B. Stark Finite-Sample Confidence Envelopes for
Shape-Restricted Densities . . . . . . . 525--550
Alois Kneip and
Joachim Engel Model Estimation in Nonlinear Regression
Under Shape Invariance . . . . . . . . . 551--570
Dominique Fourdrinier and
Martin T. Wells Estimation of a Loss Function for
Spherically Symmetric Distributions in
the General Linear Model . . . . . . . . 571--592
Charles Anderson and
Nabendu Pal A Note on Admissibility When Precision
is Unbounded . . . . . . . . . . . . . . 593--597
Qiqing Yu and
Z. Govindarajulu Admissibility and Minimaxity of the UMVU
Estimator of $ P \{ X < Y \} $ . . . . . 598--607
David O. Siegmund and
Keith J. Worsley Testing for a Signal with Unknown
Location and Scale in a Stationary
Gaussian Random Field . . . . . . . . . 608--639
K. J. Worsley Estimating the Number of Peaks in a
Random Field Using the Hadwiger
Characteristic of Excursion Sets, with
Applications to Medical Images . . . . . 640--669
Hira L. Koul and
A. K. Md. E. Saleh Autoregression Quantiles and Related
Rank-Scores Processes . . . . . . . . . 670--689
Ta-Hsin Li Blind Deconvolution of Linear Systems
with Multilevel Nonstationary Inputs . . 690--704
W. J. Hall and
R. A. Wijsman and
J. K. Ghosh Correction: ``The Relationship Between
Sufficiency and Invariance with
Applications in Sequential Analysis'' 705--705
Per Aslak Mykland Martingale Expansions and Second Order
Inference . . . . . . . . . . . . . . . 707--731
Herman Rubin and
Kai-Sheng Song Exact Computation of the Asymptotic
Efficiency of Maximum Likelihood
Estimators of a Discontinuous Signal in
a Gaussian White Noise . . . . . . . . . 732--739
Jeffrey S. Rosenthal Rates of Convergence for Gibbs Sampling
for Variance Component Models . . . . . 740--761
Mauro Gasparini Exact Multivariate Bayesian Bootstrap
Distributions of Moments . . . . . . . . 762--768
Jian-Lun Xu and
Grace L. Yang A Note on a Characterization of the
Exponential Distribution Based on a Type
II Censored Sample . . . . . . . . . . . 769--773
Martin Jacobsen and
Niels Keiding Coarsening at Random in General Sample
Spaces and Random Censoring in
Continuous Time . . . . . . . . . . . . 774--786
Gang Li and
Hani Doss An Approach to Nonparametric Regression
for Life History Data Using Local Linear
Fitting . . . . . . . . . . . . . . . . 787--823
Mark G. Low Bias-Variance Tradeoffs in Functional
Estimation Problems . . . . . . . . . . 824--835
Xiaojing Xiang Deficiency of the Sample Quantile
Estimator with Respect to Kernel
Quantile Estimators for Censored Data 836--854
Wolfgang Polonik Measuring Mass Concentrations and
Estimating Density Contour Clusters ---
an Excess Mass Approach . . . . . . . . 855--881
Nils Lid Hjort and
Ingrid K. Glad Nonparametric Density Estimation with a
Parametric Start . . . . . . . . . . . . 882--904
Peter Hall and
Prakash Patil Formulae for Mean Integrated Squared
Error of Nonlinear Wavelet-Based Density
Estimators . . . . . . . . . . . . . . . 905--928
Cun-Hui Zhang On Estimating Mixing Densities in
Discrete Exponential Family Models . . . 929--945
Hans-Georg Muller and
Peng-Liang Zhao On a Semiparametric Variance Function
Model and a Test for Heteroscedasticity 946--967
Larry Z. Shen On Optimal $B$-Robust Influence
Functions in Semiparametric Models . . . 968--989
Sandor Csorgo and
Jan Mielniczuk Density Estimation Under Long-Range
Dependence . . . . . . . . . . . . . . . 990--999
Sandor Csorgo and
Jan Mielniczuk Nonparametric Regression Under
Long-Range Dependent Normal Errors . . . 1000--1014
B. P. M. McCabe and
A. R. Tremayne Testing a Time Series for Difference
Stationarity . . . . . . . . . . . . . . 1015--1028
Rainer Dahlhaus Efficient Location and Regression
Estimation for Long Range Dependent
Regression Models . . . . . . . . . . . 1029--1047
P. M. Robinson Log-Periodogram Regression of Time
Series with Long Range Dependence . . . 1048--1072
Valeri T. Stefanov Explicit Limit Results for Minimal
Sufficient Statistics and Maximum
Likelihood Estimators in Some Markov
Processes: Exponential Families Approach 1073--1101
Hung Chen Asymptotically Efficient Estimation in
Semiparametric Generalized Linear Models 1102--1129
Zvi Gilula and
Shelby J. Haberman Prediction Functions for Categorical
Panel Data . . . . . . . . . . . . . . . 1130--1142
Jianping Dong and
Jeffrey S. Simonoff A Geometric Combination Estimator for
$d$-Dimensional Ordinal Sparse
Contingency Tables . . . . . . . . . . . 1143--1159
Ludger Ruschendorf Convergence of the Iterative
Proportional Fitting Procedure . . . . . 1160--1174
Douglas Nychka Splines as Local Smoothers . . . . . . . 1175--1197
Ola Hossjer and
David Ruppert Asymptotics for the Transformation
Kernel Density Estimator . . . . . . . . 1198--1222
Ching-Shui Cheng Some Projection Properties of Orthogonal
Arrays . . . . . . . . . . . . . . . . . 1223--1233
Roy V. Erickson and
Vaclav Fabian and
Jan Marik An Optimum Design for Estimating the
First Derivative . . . . . . . . . . . . 1234--1247
Holger Dette Optimal Designs for Identifying the
Degree of a Polynomial Regression . . . 1248--1266
Finbarr O'Sullivan A Study of Least Squares and Maximum
Likelihood for Image Reconstruction in
Positron Emission Tomography . . . . . . 1267--1300
Stephen M. S. Lee and
G. Alastair Young Asymptotic Iterated Bootstrap Confidence
Intervals . . . . . . . . . . . . . . . 1301--1330
S. N. Lahiri On the Asymptotic Behaviour of the
Moving Block Bootstrap for Normalized
Sums of Heavy-Tail Random Variables . . 1331--1349
Louis Gordon and
Moshe Pollak A Robust Surveillance Scheme for
Stochastically Ordered Alternatives . . 1350--1375
Sam Efromovich Sequential Nonparametric Estimation with
Assigned Risk . . . . . . . . . . . . . 1376--1392
Sanjeev R. Kulkarni and
Ofer Zeitouni A General Classification Rule for
Probability Measures . . . . . . . . . . 1393--1407
A. DasGupta and
J. K. Ghosh and
M. M. Zen A New General Method for Constructing
Confidence Sets in Arbitrary Dimensions:
With Applications . . . . . . . . . . . 1408--1432
Sanjib Basu and
Anirban DasGupta Robustness of Standard Confidence
Intervals for Location Parameters Under
Departure from Normality . . . . . . . . 1433--1442
Kjell Doksum and
Alexander Samarov Nonparametric Estimation of Global
Functionals and a Measure of the
Explanatory Power of Covariates in
Regression . . . . . . . . . . . . . . . 1443--1473
Tiee-Jian Wu Adaptive Root $n$ Estimates of
Integrated Squared Density Derivatives 1474--1495
Martin B. Machler Variational Solution of Penalized
Likelihood Problems and Smooth Curve
Estimation . . . . . . . . . . . . . . . 1496--1517
Piet Groeneboom and
Geurt Jongbloed Isotonic Estimation and Rates of
Convergence in Wicksell's Problem . . . 1518--1542
Giovanni Pistone and
Carlo Sempi An Infinite-Dimensional Geometric
Structure on the Space of all the
Probability Measures Equivalent to a
Given One . . . . . . . . . . . . . . . 1543--1561
J. M. Oller and
J. M. Corcuera Intrinsic Analysis of Statistical
Estimation . . . . . . . . . . . . . . . 1562--1581
Donald St. P. Richards Exact Asymptotics for some Probability
Distributions on Compact Manifolds . . . 1582--1586
Hanfeng Chen Tests Following Transformations . . . . 1587--1593
Wilbert C. M. Kallenberg and
Teresa Ledwina Consistency and Monte Carlo Simulation
of a Data Driven Version of Smooth
Goodness-of-Fit Tests . . . . . . . . . 1594--1608
Donald W. K. Andrews and
Werner Ploberger Admissibility of the Likelihood Ratio
Test When a Nuisance Parameter is
Present Only Under the Alternative . . . 1609--1629
P. M. Robinson Gaussian Semiparametric Estimation of
Long Range Dependence . . . . . . . . . 1630--1661
Ngai Hang Chan and
Norma Terrin Inference for Unstable Long-Memory
Processes with Applications to
Fractional Unit Root Autoregressions . . 1662--1683
Grace Chan and
Peter Hall and
D. S. Poskitt Periodogram-Based Estimators of Fractal
Properties . . . . . . . . . . . . . . . 1684--1711
D. Y. Lin and
Zhiliang Ying Semiparametric Analysis of General
Additive-Multiplicative Hazard Models
for Counting Processes . . . . . . . . . 1712--1734
Jens P. Nielsen and
Oliver B. Linton Kernel Estimation in a Nonparametric
Marker Dependent Hazard Model . . . . . 1735--1748
O. Borgan and
L. Goldstein and
B. Langholz Methods for the Analysis of Sampled
Cohort Data in the Cox Proportional
Hazards Model . . . . . . . . . . . . . 1749--1778
Sara van de Geer Exponential Inequalities for
Martingales, with Application to Maximum
Likelihood Estimation for Counting
Processes . . . . . . . . . . . . . . . 1779--1801
Miguel A. Arcones The Asymptotic Accuracy of the Bootstrap
of $U$-Quantiles . . . . . . . . . . . . 1802--1822
Ted Chang and
Daijin Ko $M$-Estimates of Rigid Body Motion on
the Sphere and in Euclidean Space . . . 1823--1847
D. Ferger Nonparametric Tests for Nonstandard
Change-Point Problems . . . . . . . . . 1848--1861
Anton Schick Correction and Addendum: ``On Efficient
Estimation in Regression Models'' . . . 1862--1863
A. P. Dawid and
S. L. Lauritzen Correction: ``Hyper Markov Laws in the
Statistical Analysis of Decomposable
Graphical Models'' . . . . . . . . . . . 1864--1864
Anonymous Volume Contents, \booktitleAnn.
Statist., vol. \bf 23, no. 6 (1995) . . iii--xiv
Grace Wahba and
Yuedong Wang and
Chong Gu and
Ronald Klein and
Barbara Klein Smoothing spline ANOVA for exponential
families, with application to the
Wisconsin Epidemiological Study of
Diabetic Retinopathy: the 1994 Neyman
Memorial Lecture . . . . . . . . . . . . 1865--1895
R. L. Eubank and
J. D. Hart and
D. G. Simpson and
L. A. Stefanski Testing for additivity in nonparametric
regression . . . . . . . . . . . . . . . 1896--1920
Peter Hall and
Soumendra Nath Lahiri and
Jörg Polzehl On bandwidth choice in nonparametric
regression with both short- and
long-range dependent errors . . . . . . 1921--1936
Michael H. Neumann Automatic bandwidth choice and
confidence intervals in nonparametric
regression . . . . . . . . . . . . . . . 1937--1959
Michael J. Prentice and
Kanti V. Mardia Shape changes in the plane for landmark
data . . . . . . . . . . . . . . . . . . 1960--1974
Michael L. Stein Predicting integrals of random fields
using observations on a lattice . . . . 1975--1990
Michael L. Stein Locally lattice sampling designs for
isotropic random fields . . . . . . . . 1991--2012
Michael Falk On testing the extreme value index via
the pot-method . . . . . . . . . . . . . 2013--2035
Xiaoying Wei Asymptotically efficient estimation of
the index of regular variation . . . . . 2036--2058
Holger Drees Refined Pickands estimators of the
extreme value index . . . . . . . . . . 2059--2080
Holger Dette and
Weng Kee Wong On $G$-efficiency calculation for
polynomial models . . . . . . . . . . . 2081--2101
Rahul Mukerjee and
C. F. Jeff Wu On the existence of saturated and nearly
saturated asymmetrical orthogonal arrays 2102--2115
B. Clarke and
J. K. Ghosh Posterior convergence given the mean . . 2116--2144
Subhashis Ghosal and
Jayanta K. Ghosh and
Tapas Samanta On convergence of posterior
distributions . . . . . . . . . . . . . 2145--2152
Paul Gustafson and
Larry Wasserman Local sensitivity diagnostics for
Bayesian inference . . . . . . . . . . . 2153--2167
Teddy Seidenfeld and
Mark J. Schervish and
Joseph B. Kadane A representation of partially ordered
preferences . . . . . . . . . . . . . . 2168--2217
Yi Xu and
Adam T. Martinsek Sequential confidence bands for
densities . . . . . . . . . . . . . . . 2218--2240
Peter Hall and
Soumendra Nath Lahiri and
Young K. Truong On bandwidth choice for density
estimation with dependent data . . . . . 2241--2263
Birgit Grund and
Peter Hall On the minimisation of $ L^p $ error in
mode estimation . . . . . . . . . . . . 2264--2284
C. Cheng Uniform consistency of generalized
kernel estimators of quantile density 2285--2291
J. A. Menéndez and
B. Salvador Correction: ``Anomalies of the
likelihood ratio test for testing
restricted hypotheses'' . . . . . . . . 2292--2292
Bernard W. Silverman Smoothed functional principal components
analysis by choice of norm . . . . . . . 1--24
Fushing Hsieh and
Bruce W. Turnbull Nonparametric and semiparametric
estimation of the receiver operating
characteristic curve . . . . . . . . . . 25--40
Robert L. Strawderman and
Anastasios A. Tsiatis On the asymptotic properties of a
flexible hazard estimator . . . . . . . 41--63
R. B. Holmes and
L. K. Jones On uniform generation of two-way tables
with fixed margins and the conditional
volume test of Diaconis and Efron . . . 64--68
Krishna B. Athreya and
Hani Doss and
Jayaram Sethuraman On the convergence of the Markov chain
simulation method . . . . . . . . . . . 69--100
K. L. Mengersen and
R. L. Tweedie Rates of convergence of the Hastings and
Metropolis algorithms . . . . . . . . . 101--121
Yali Amit Convergence properties of the Gibbs
sampler for perturbations of Gaussians 122--140
Gauri Sankar Datta and
Malay Ghosh On the invariance of noninformative
priors . . . . . . . . . . . . . . . . . 141--159
J. A. Hartigan Locally uniform prior distributions . . 160--173
Paul Gustafson Local sensitivity of posterior
expectations . . . . . . . . . . . . . . 174--195
Suman Majumdar Asymptotically optimal and admissible
decision rules in compound compact
Gaussian shift experiments . . . . . . . 196--211
Rohana J. Karunamuni Optimal rates of convergence of
empirical Bayes tests for the continuous
one-parameter exponential family . . . . 212--231
Dennis M. Healy and
Peter T. Kim An empirical Bayes approach to
directional data and efficient
computation on the sphere . . . . . . . 232--254
Jiming Jiang REML estimation: asymptotic behavior and
related topics . . . . . . . . . . . . . 255--286
Kenneth Q. Zhou and
Stephen L. Portnoy Direct use of regression quantiles to
construct confidence sets in linear
models . . . . . . . . . . . . . . . . . 287--306
Enno Mammen Empirical process of residuals for
high-dimensional linear models . . . . . 307--335
James E. Stafford A robust adjustment of the profile
likelihood . . . . . . . . . . . . . . . 336--352
John E. Kolassa Higher-order approximations to
conditional distribution functions . . . 353--364
Bing-Yi Jing and
Andrew T. A. Wood Exponential empirical likelihood is not
Bartlett correctable . . . . . . . . . . 365--369
Gusztáv Morvai and
Sidney Yakowitz and
László Györfi Nonparametric inference for ergodic,
stationary time series . . . . . . . . . 370--379
Hira L. Koul Asymptotics of some estimators and
sequential residual empiricals in
nonlinear time series . . . . . . . . . 380--404
Wolfgang Wefelmeyer Quasi-likelihood models and optimal
inference . . . . . . . . . . . . . . . 405--422
Kamal C. Chanda Asymptotic properties of estimators for
autoregressive models with errors in
variables . . . . . . . . . . . . . . . 423--430
Benjamin Yakir A lower bound on the ARL to detection of
a change with a probability constraint
on false alarm . . . . . . . . . . . . . 431--435
Eitan Greenshtein Comparison of sequential experiments . . 436--448
E. A. Thompson Likelihood and linkage: from Fisher to
the future . . . . . . . . . . . . . . . 449--465
Yazhen Wang Function estimation via wavelet
shrinkage for long-memory data . . . . . 466--484
Gérard Kerkyacharian and
Dominique Picard Estimating nonquadratic functionals of a
density using Haar wavelets . . . . . . 485--507
David L. Donoho and
Iain M. Johnstone and
Gérard Kerkyacharian and
Dominique Picard Density estimation by wavelet
thresholding . . . . . . . . . . . . . . 508--539
Jian Huang Efficient estimation for the
proportional hazards model with interval
censoring . . . . . . . . . . . . . . . 540--568
Kani Chen and
Shaw-Hwa Lo On bootstrap accuracy with censored data 569--595
Mark J. van der Laan Efficient estimation in the bivariate
censoring model and repairing NPMLE . . 596--627
Gang Li and
Myles Hollander and
Ian W. McKeague and
Jie Yang Nonparametric likelihood ratio
confidence bands for quantile functions
from incomplete survival data . . . . . 628--640
Kani Chen and
Zhiliang Ying A counterexample to a conjecture
concerning the Hall--Wellner band . . . 641--646
Zhiming Wang and
Joseph C. Gardiner A class of estimators of the survival
function from interval-censored data . . 647--658
Béatrice Laurent Efficient estimation of integral
functionals of a density . . . . . . . . 659--681
Sam Efromovich and
Mark Low On Bickel and Ritov's conjecture about
adaptive estimation of the integral of
the square of density derivative . . . . 682--686
Gábor Lugosi and
Andrew Nobel Consistency of data-driven histogram
methods for density estimation and
classification . . . . . . . . . . . . . 687--706
Thomas Mathew and
Wenxing Zha Conservative confidence regions in
multivariate calibration . . . . . . . . 707--725
Joseph B. Lang Maximum likelihood methods for a
generalized class of log-linear models 726--752
T. W. Anderson Some inequalities for symmetric convex
sets with applications . . . . . . . . . 753--762
M. Casalis and
G. Letac The Lukacs--Olkin--Rubin
characterization of Wishart
distributions on symmetric cones . . . . 763--786
Peter McCullagh Möbius transformation and Cauchy
parameter estimation . . . . . . . . . . 787--808
Steven N. Evans and
Philip B. Stark Shrinkage estimators, Skorokhod's
problem and stochastic integration by
parts . . . . . . . . . . . . . . . . . 809--815
Constantinos Goutis Partial least squares algorithm yields
shrinkage estimators . . . . . . . . . . 816--824
Li Sun Shrinkage estimation in the two-way
multivariate normal model . . . . . . . 825--840
Sungsub Choi and
W. J. Hall and
Anton Schick Asymptotically uniformly most powerful
tests in parametric and semiparametric
models . . . . . . . . . . . . . . . . . 841--861
Aad Van der Vaart Efficient maximum likelihood estimation
in semiparametric mixture models . . . . 862--878
Helmut Strasser Asymptotic efficiency of estimates for
models with incidental nuisance
parameters . . . . . . . . . . . . . . . 879--901
R. H. Berk and
A. G. Nogales and
J. A. Oyola Some counterexamples concerning
sufficiency and invariance . . . . . . . 902--905
A. G. Nogales and
J. A. Oyola Some remarks on sufficiency, invariance
and conditional independence . . . . . . 906--909
Jun S. Liu Nonparametric hierarchical Bayes via
sequential imputations . . . . . . . . . 911--930
James O. Berger and
William E. Strawderman Choice of hierarchical priors:
admissibility in estimation of normal
means . . . . . . . . . . . . . . . . . 931--951
R. Dahlhaus and
W. Wefelmeyer Asymptotically optimal estimation in
misspecified time series models . . . . 952--974
Lanh Tran and
George Roussas and
Sidney Yakowitz and
B. Truong Van Fixed-design regression for linear time
series . . . . . . . . . . . . . . . . . 975--991
Hwai-Chung Ho and
Tailen Hsing On the asymptotic expansion of the
empirical process of long-memory moving
averages . . . . . . . . . . . . . . . . 992--1024
Hira L. Koul and
Anton Schick Adaptive estimation in a random
coefficient autoregressive model . . . . 1025--1052
Li-Xing Zhu and
Kai-Tai Fang Asymptotics for kernel estimate of
sliced inverse regression . . . . . . . 1053--1068
Jen-Fue Maa and
Dennis K. Pearl and
Robert Bartoszy\'nski Reducing multidimensional two-sample
data to one-dimensional interpoint
comparisons . . . . . . . . . . . . . . 1069--1074
Alexander Korostelev A minimaxity criterion in nonparametric
regression based on large-deviations
probabilities . . . . . . . . . . . . . 1075--1083
Andrew Nobel Histogram regression estimation using
data-dependent partitions . . . . . . . 1084--1105
Sam Efromovich and
Mark Low On optimal adaptive estimation of a
quadratic functional . . . . . . . . . . 1106--1125
Sam Efromovich On nonparametric regression for IID
observations in a general setting . . . 1126--1144
R. M. Huggins Robust inference for variance components
models for single trees of cell lineage
data . . . . . . . . . . . . . . . . . . 1145--1160
Michael J. Phelan Asymptotic likelihood estimation from
birth and death on a flow . . . . . . . 1161--1184
J. P. Morgan and
Nizam Uddin Optimal blocked main effects plans with
nested rows and columns and related
designs . . . . . . . . . . . . . . . . 1185--1208
Wei-Liem Loh A combinatorial central limit theorem
for randomized orthogonal array sampling
designs . . . . . . . . . . . . . . . . 1209--1224
Holger Dette A note on Bayesian $c$- and $D$-optimal
designs in nonlinear regression models 1225--1234
Patrizia Berti and
Pietro Rigo On the existence of inferences which are
consistent with a given model . . . . . 1235--1249
Joseph B. Kadane and
Larry Wasserman Symmetric, coherent, Choquet capacities 1250--1264
L. Mattner Complete order statistics in parametric
models . . . . . . . . . . . . . . . . . 1265--1282
Bing Li A minimax approach to consistency and
efficiency for estimating equations . . 1283--1297
Christian Hess Epi-convergence of sequences of normal
integrands and strong consistency of the
maximum likelihood estimator . . . . . . 1298--1315
Jinde Wang Asymptotics of least-squares estimators
for constrained nonlinear regression . . 1316--1326
David M. Rocke Robustness properties of $S$-estimators
of multivariate location and shape in
high dimension . . . . . . . . . . . . . 1327--1345
John T. Kent and
David E. Tyler Constrained $M$-estimation for
multivariate location and scatter . . . 1346--1370
Galen R. Shorack Linear rank statistics, finite sampling,
permutation tests and Winsorizing . . . 1371--1385
Donato Michele Cifarelli and
Pier Luigi Conti and
Eugenio Regazzini On the asymptotic distribution of a
general measure of monotone dependence 1386--1399
Miguel A. Arcones The Bahadur--Kiefer representation for
$U$-quantiles . . . . . . . . . . . . . 1400--1422
R. V. Erickson Robust estimation of the location of a
vertical tangent in distribution . . . . 1423--1431
Priscilla E. Greenwood and
Ian W. McKeague and
Wolfgang Wefelmeyer Outperforming the Gibbs sampler
empirical estimator for nearest-neighbor
random fields . . . . . . . . . . . . . 1433--1456
Rudolf Grübel Orthogonalization of multivariate
location estimators: the orthomedian . . 1457--1473
Marie-Anne Gruet A nonparametric calibration analysis . . 1474--1492
Tadeusz Bednarski and
Stefan Zontek Robust estimation of parameters in a
mixed unbalanced model . . . . . . . . . 1493--1510
Tom Duchamp and
Werner Stuetzle Extremal properties of principal curves
in the plane . . . . . . . . . . . . . . 1511--1520
Peter Hall and
Jörg Polzehl On the dimension of the boundary of
clumps in a multi-type Boolean model . . 1521--1535
Longcheen Huwang Asymptotically honest confidence sets
for structural errors-in-variables
models . . . . . . . . . . . . . . . . . 1536--1546
Hiroshi Kurata and
Takeaki Kariya Least upper bound for the covariance
matrix of a generalized least squares
estimator in regression with
applications to a seemingly unrelated
regression model and a heteroscedastic
model . . . . . . . . . . . . . . . . . 1547--1559
Hemant Ishwaran Identifiability and rates of estimation
for scale parameters in location mixture
models . . . . . . . . . . . . . . . . . 1560--1571
Hemant Ishwaran Uniform rates of estimation in the
semiparametric Weibull mixture model . . 1572--1585
Pranab Kumar Sen Regression rank scores estimation in
ANOCOVA . . . . . . . . . . . . . . . . 1586--1601
Clive R. Loader Local likelihood density estimation . . 1602--1618
N. L. Hjort and
M. C. Jones Locally parametric nonparametric density
estimation . . . . . . . . . . . . . . . 1619--1647
Inge Koch On the asymptotic performance of median
smoothers in image analysis and
nonparametric regression . . . . . . . . 1648--1666
Clive R. Loader Change point estimation using
nonparametric regression . . . . . . . . 1667--1678
Jens Thomas Præstgaard and
Jian Huang Asymptotic theory for nonparametric
estimation of survival curves under
order restrictions . . . . . . . . . . . 1679--1716
Miklós Csörg\Ho and
Ri\vcardas Zitikis Mean residual life processes . . . . . . 1717--1739
Per A. Mykland and
Jian-Jian Ren Algorithms for computing self-consistent
and maximum likelihood estimators with
doubly censored data . . . . . . . . . . 1740--1764
Rebecca A. Betensky An O'Brien--Fleming sequential trial for
comparing three treatments . . . . . . . 1765--1791
Arup Bose and
Benzion Boukai Estimation with prescribed proportional
accuracy for a two-parameter exponential
family of distributions . . . . . . . . 1792--1803
M. Beibel A note on Ritov's Bayes approach to the
minimax property of the cusum procedure 1804--1812
Célestin C. Kokonendji and
V. Seshadri On the determinant of the second
derivative of a Laplace transform . . . 1813--1827
M. Casalis The $ 2 d + 4 $ simple quadratic natural
exponential families on $ \mathbb {R}^d
$ . . . . . . . . . . . . . . . . . . . 1828--1854
Claudia Klüppelberg and
Thomas Mikosch The integrated periodogram for stable
processes . . . . . . . . . . . . . . . 1855--1879
Piotr S. Kokoszka and
Murad S. Taqqu Parameter estimation for infinite
variance fractional ARIMA . . . . . . . 1880--1913
F. Götze and
H. R. Künsch Second-order correctness of the
blockwise bootstrap for stationary
observations . . . . . . . . . . . . . . 1914--1933
R. Dahlhaus and
D. Janas A frequency domain bootstrap for ratio
statistics in time series analysis . . . 1934--1963
F. Gamboa and
E. Gassiat Blind deconvolution of discrete linear
systems . . . . . . . . . . . . . . . . 1964--1981
Tadeusz Inglot and
Teresa Ledwina Asymptotic optimality of data-driven
Neyman's tests for uniformity . . . . . 1982--2019
Alejandra Cabaña Transformations of the empirical measure
and Kolmogorov--Smirnov tests . . . . . 2020--2035
Arthur Cohen and
H. B. Sackrowitz Cone order association and stochastic
cone ordering with applications to
order-restricted testing . . . . . . . . 2036--2048
Aad van der Vaart Maximum likelihood estimation under a
spatial sampling scheme . . . . . . . . 2049--2057
Wei-Liem Loh On Latin hypercube sampling . . . . . . 2058--2080
Klaus Ritter Asymptotic optimality of regular
sequence designs . . . . . . . . . . . . 2081--2096
Dibyen Majumdar On admissibility and optimality of
treatment-control designs . . . . . . . 2097--2107
Holger Dette and
Weng Kee Wong Optimal Bayesian designs for models with
partially specified heteroscedastic
structure . . . . . . . . . . . . . . . 2108--2127
Zhuoqiong He and
William J. Studden and
Dongchu Sun Optimal designs for rational models . . 2128--2147
J. T. A. Koster Markov properties of nonrecursive causal
models . . . . . . . . . . . . . . . . . 2148--2177
Jim Q. Smith and
Catriona M. Queen Bayesian models for sparse probability
tables . . . . . . . . . . . . . . . . . 2178--2198
Benjamin Yakir Dynamic sampling policy for detecting a
change in distribution, with a
probability bound on false alarm . . . . 2199--2214
Issa Fakhre-Zakeri and
Eric Slud Optimal stopping of sequential
size-dependent search . . . . . . . . . 2215--2232
Sangyeol Lee Sequential estimation for the
autocorrelations of linear processes . . 2233--2249
Larry Goldstein and
Louis Gordon Asymptotics for the maximum of
half-normal plots . . . . . . . . . . . 2250--2265
Lajos Horváth and
Qi-Man Shao Limit theorem for maximum of
standardized $U$-statistics with an
application . . . . . . . . . . . . . . 2266--2279
Franti\vsek Rublík A large deviation theorem for the
$q$-sample likelihood ratio statistic 2280--2287
Michikazu Sato and
Masafumi Akahira An information inequality for the Bayes
risk . . . . . . . . . . . . . . . . . . 2288--2295
Hein Putter and
Willem R. van Zwet Resampling: consistency of substitution
estimators . . . . . . . . . . . . . . . 2297--2318
E. M. Kleinberg An overtraining-resistant stochastic
modeling method for pattern recognition 2319--2349
Leo Breiman Heuristics of instability and
stabilization in model selection . . . . 2350--2383
Lawrence D. Brown and
Mark G. Low Asymptotic equivalence of nonparametric
regression and white noise . . . . . . . 2384--2398
Michael Nussbaum Asymptotic equivalence of density
estimation and Gaussian white noise . . 2399--2430
Bradley Efron and
Robert Tibshirani Using specially designed exponential
families for density estimation . . . . 2431--2461
Peter Hall and
Ian McKay and
Berwin A. Turlach Performance of wavelet methods for
functions with many discontinuities . . 2462--2476
V. G. Spokoiny Adaptive hypothesis testing using
wavelets . . . . . . . . . . . . . . . . 2477--2498
Luc Devroye and
Gábor Lugosi A universally acceptable smoothing
factor for kernel density estimates . . 2499--2512
Marten Wegkamp and
Sara van de Geer Consistency for the least squares
estimator in nonparametric regression 2513--2523
Lawrence D. Brown and
Mark G. Low A constrained risk inequality with
applications to nonparametric functional
estimation . . . . . . . . . . . . . . . 2524--2535
Hegang Chen and
A. S. Hedayat $ 2^{n - l} $ designs with weak minimum
aberration . . . . . . . . . . . . . . . 2536--2548
Boxin Tang and
C. F. J. Wu Characterization of minimum aberration $
2^{n - k} $ designs in terms of their
complementary designs . . . . . . . . . 2549--2559
Teruhiro Shirakura and
Tadashi Takahashi and
Jagdish N. Srivastava Searching probabilities for nonzero
effects in search designs for the noisy
case . . . . . . . . . . . . . . . . . . 2560--2568
Rudolf Beran and
Andrey Feuerverger and
Peter Hall On nonparametric estimation of intercept
and slope distributions in random
coefficient regression . . . . . . . . . 2569--2592
Lamine Mili and
Clint W. Coakley Robust estimation in structured linear
regression . . . . . . . . . . . . . . . 2593--2607
Xuming He and
Qi-Man Shao A general Bahadur representation of
$M$-estimators and its application to
linear regression with nonstochastic
designs . . . . . . . . . . . . . . . . 2608--2630
Ola Hössjer Incomplete generalized $L$-statistics 2631--2654
Andrey Feuerverger and
Peter Hall On distribution-free inference for
record-value data with trend . . . . . . 2655--2678
Winfried Stute The jackknife estimate of variance of a
Kaplan--Meier integral . . . . . . . . . 2679--2704
Fushing Hsieh Empirical process approach in a
two-sample location-scale model with
censored data . . . . . . . . . . . . . 2705--2719
Cun-Hui Zhang and
Xin Li Linear regression with doubly censored
data . . . . . . . . . . . . . . . . . . 2720--2743
Sándor Csörg\Ho Universal Gaussian approximations under
random censorship . . . . . . . . . . . 2744--2778
R. Dahlhaus Fitting time series models to
nonstationary processes . . . . . . . . 1--37
Michael H. Neumann and
Rainer von Sachs Wavelet thresholding in anisotropic
function classes and application to
adaptive estimation of evolutionary
spectra . . . . . . . . . . . . . . . . 38--76
P. M. Robinson and
F. J. Hidalgo Time series regression with long-range
dependence . . . . . . . . . . . . . . . 77--104
Yuzo Hosoya A limit theory for long-range dependence
and statistical inference on related
models . . . . . . . . . . . . . . . . . 105--137
Laura C. Lazzeroni and
Kenneth Lange Markov chains for Monte Carlo tests of
genetic equilibrium in multidimensional
contingency tables . . . . . . . . . . . 138--168
Bin Yu and
T. P. Speed Information and the clone mapping of
chromosomes . . . . . . . . . . . . . . 169--185
Jean D. Opsomer and
David Ruppert Fitting a bivariate additive model by
local polynomial regression . . . . . . 186--211
W. Härdle and
V. Spokoiny and
S. Sperlich Semiparametric single index versus fixed
link function modelling . . . . . . . . 212--243
P. K. Bhattacharya and
Peng-Liang Zhao Semiparametric inference in a partial
linear model . . . . . . . . . . . . . . 244--262
Adrian Baddeley and
Richard D. Gill Kaplan--Meier estimators of distance
distributions for spatial point
processes . . . . . . . . . . . . . . . 263--292
Jeffrey E. Steif Consistent estimation of joint
distributions for sufficiently mixing
random fields . . . . . . . . . . . . . 293--304
Guido W. Imbens and
Donald B. Rubin Bayesian inference for causal effects in
randomized experiments with
noncompliance . . . . . . . . . . . . . 305--327
F. Gamboa and
E. Gassiat Bayesian methods and maximum entropy for
ill-posed inverse problems . . . . . . . 328--350
Steven M. Butler and
Thomas A. Louis Consistency of maximum likelihood
estimators in general random effects
models for binary data . . . . . . . . . 351--377
Bruce Lindsay and
Kathryn Roeder Moment-based oscillation properties of
mixture models . . . . . . . . . . . . . 378--386
Enno Mammen and
Sara van de Geer Locally adaptive regression splines . . 387--413
Stephen Portnoy Local asymptotics for quantile smoothing
splines . . . . . . . . . . . . . . . . 414--434
V. I. Koltchinskii $M$-estimation, convexity and quantiles 435--477
Christopher G. Small Multidimensional medians arising from
geodesics on graphs . . . . . . . . . . 478--494
Xuming He and
Gang Wang Convergence of depth contours for
multivariate datasets . . . . . . . . . 495--504
Steen A. Andersson and
David Madigan and
Michael D. Perlman A characterization of Markov equivalence
classes for acyclic digraphs . . . . . . 505--541
Jyrki Möttönen and
Hannu Oja and
Juha Tienari On the efficiency of multivariate
spatial sign and rank tests . . . . . . 542--552
J. A. Cuesta-Albertos and
A. Gordaliza and
C. Matrán Trimmed $k$-means: an attempt to
robustify quantizers . . . . . . . . . . 553--576
Ker-Chau Li Nonlinear confounding in
high-dimensional regression . . . . . . 577--612
Winfried Stute Nonparametric model checks for
regression . . . . . . . . . . . . . . . 613--641
David Wick and
Steven G. Self Estimating disease attack rates in
heterogeneous interacting populations,
with applications to HIV vaccine trials 642--661
Yannis Bilias and
Minggao Gu and
Zhiliang Ying Towards a general asymptotic theory for
Cox model with staggered entry . . . . . 662--682
Leszek Marzec and
Pawe\l Marzec Generalized martingale-residual
processes for goodness-of-fit inference
in Cox's type regression models . . . . 683--714
Probal Chaudhuri and
Kjell Doksum and
Alexander Samarov On average derivative quantile
regression . . . . . . . . . . . . . . . 715--744
Linda H. Zhao Minimax linear estimation in a white
noise problem . . . . . . . . . . . . . 745--755
Peter Hall and
J. S. Marron and
M. H. Neumann and
D. M. Titterington Curve estimation when the design density
is low . . . . . . . . . . . . . . . . . 756--770
Paul L. Anderson and
Mark M. Meerschaert Periodic moving averages of random
variables with regularly varying tails 771--785
Feike C. Drost and
Chris A. J. Klaassen and
Bas J. M. Werker Adaptive estimation in time-series
models . . . . . . . . . . . . . . . . . 786--817
Hira L. Koul and
Donatas Surgailis Asymptotic expansion of $M$-estimators
with long-memory errors . . . . . . . . 818--850
V. Bentkus and
F. Götze and
W. R. van Zwet An Edgeworth expansion for symmetric
statistics . . . . . . . . . . . . . . . 851--896
H. T. V. Vu and
S. Zhou Generalization of likelihood ratio tests
under nonstandard conditions . . . . . . 897--916
Nicolas W. Hengartner Adaptive demixing in Poisson mixture
models . . . . . . . . . . . . . . . . . 917--928
O. V. Lepski and
E. Mammen and
V. G. Spokoiny Optimal spatial adaptation to
inhomogeneous smoothness: an approach
based on kernel estimates with variable
bandwidth selectors . . . . . . . . . . 929--947
A. B. Tsybakov On nonparametric estimation of density
level sets . . . . . . . . . . . . . . . 948--969
Lucien Birgé Estimation of unimodal densities without
smoothness assumptions . . . . . . . . . 970--981
Denis Bosq Parametric rates of nonparametric
estimators and predictors for continuous
time processes . . . . . . . . . . . . . 982--1000
Ming-Yen Cheng A bandwidth selector for local linear
density estimators . . . . . . . . . . . 1001--1013
Enno Mammen and
Sara van de Geer Penalized quasi-likelihood estimation in
partial linear models . . . . . . . . . 1014--1035
Jian Huang Asymptotic properties of the NPMLE of a
distribution function based on ranked
set samples . . . . . . . . . . . . . . 1036--1049
Kani Chen and
Shaw-Hwa Lo On the rate of uniform convergence of
the product-limit estimator: strong and
weak laws . . . . . . . . . . . . . . . 1050--1087
Song Yang A generalization of the product-limit
estimator with an application to
censored regression . . . . . . . . . . 1088--1108
Hani Doss and
Fred W. Huffer and
Kevin L. Lawson Bayesian nonparametric estimation via
Gibbs sampling for coherent systems with
redundancy . . . . . . . . . . . . . . . 1109--1139
Crisanto Dorado and
Myles Hollander and
Jayaram Sethuraman Nonparametric estimation for a general
repair model . . . . . . . . . . . . . . 1140--1160
Holger Dette and
Ingo Röder Optimal discrimination designs for
multifactor experiments . . . . . . . . 1161--1175
Chung-Yi Suen and
Hegang Chen and
C. F. J. Wu Some identities on $ q^{n - m} $ designs
with application to minimum aberration
designs . . . . . . . . . . . . . . . . 1176--1188
Nizam Uddin and
John P. Morgan Universally optimal designs with
blocksize $ p \times 2 $ and correlated
observations . . . . . . . . . . . . . . 1189--1207
Anirban DasGupta and
William E. Strawderman All estimates with a given risk, Riccati
differential equations and a new proof
of a theorem of Brown . . . . . . . . . 1208--1221
Tadeusz Inglot and
Wilbert C. M. Kallenberg and
Teresa Ledwina Data driven smooth tests for composite
hypotheses . . . . . . . . . . . . . . . 1222--1250
Kongming Wang and
Theo Gasser Alignment of curves by dynamic time
warping . . . . . . . . . . . . . . . . 1251--1276
Wolfgang Schmid and
Alexander Schöne Some properties of the EWMA control
chart in the presence of autocorrelation 1277--1283
Louis Gordon and
Moshe Pollak Average run length to false alarm for
surveillance schemes designed with
partially specified pre-change
distribution . . . . . . . . . . . . . . 1284--1310
Peter Hall and
Ishay Weissman On the estimation of extreme tail
probabilities . . . . . . . . . . . . . 1311--1326
Brian W. Junker and
Jules L. Ellis A characterization of monotone
unidimensional latent variable models 1327--1343
Dan Geiger and
David Heckerman A characterization of the Dirichlet
distribution through global and local
parameter independence . . . . . . . . . 1344--1369
Charles J. Stone and
Mark H. Hansen and
Charles Kooperberg and
Young K. Truong Polynomial splines and their tensor
products in extended linear modeling:
1994 Wald memorial lecture . . . . . . . 1371--1470
S. A. Murphy and
A. W. van der Vaart Semiparametric likelihood ratio
inference . . . . . . . . . . . . . . . 1471--1509
Dorota M. Dabrowska Smoothed Cox regression . . . . . . . . 1510--1540
Art B. Owen Scrambled net variance for integrals of
smooth functions . . . . . . . . . . . . 1541--1562
Ming-Hui Chen and
Qi-Man Shao On Monte Carlo methods for estimating
ratios of normalizing constants . . . . 1563--1594
Lancelot F. James A study of a class of weighted
bootstraps for censored data . . . . . . 1595--1621
Tim Bedford and
Isaac Meilijson A characterization of marginal
distributions of (possibly dependent)
lifetime variables which right censor
each other . . . . . . . . . . . . . . . 1622--1645
Michael C. Minnotte Nonparametric testing of the existence
of modes . . . . . . . . . . . . . . . . 1646--1660
Jianqing Fan and
Ir\`ene Gijbels and
Martin King Local likelihood and local partial
likelihood in hazard regression . . . . 1661--1690
Ming-Yen Cheng and
Jianqing Fan and
J. S. Marron On automatic boundary corrections . . . 1691--1708
B. B. Bhattacharyya and
G. D. Richardson and
L. A. Franklin Asymptotic inference for near unit roots
in spatial autoregression . . . . . . . 1709--1724
Peter Hall and
Hira L. Koul and
Berwin A. Turlach Note on convergence rates of
semiparametric estimators of dependence
index . . . . . . . . . . . . . . . . . 1725--1739
Álvaro E. Faria and
Jim Q. Smith Conditionally externally Bayesian
pooling operators in chain graphs . . . 1740--1761
Stephen Walker and
Pietro Muliere Beta-Stacy processes and a
generalization of the Pólya-urn scheme 1762--1780
Jiming Jiang Wald consistency and the method of
sieves in REML estimation . . . . . . . 1781--1803
Sidney I. Resnick Heavy tail modeling and teletraffic
data: special invited paper . . . . . . 1805--1869
David L. Donoho CART and best-ortho-basis: a connection 1870--1911
Peter Hall and
Berwin A. Turlach Interpolation methods for nonlinear
wavelet regression with irregularly
spaced design . . . . . . . . . . . . . 1912--1925
Guenther Walther Monte Carlo sampling in dual space for
approximating the empirical halfspace
distance . . . . . . . . . . . . . . . . 1926--1953
Daniel Q. Naiman and
Henry P. Wynn Abstract tubes, improved
inclusion-exclusion identities and
inequalities and importance sampling . . 1954--1983
Jean Avérous and
Michel Meste Skewness for multivariate distributions:
two approaches . . . . . . . . . . . . . 1984--1997
Gleb Koshevoy and
Karl Mosler Zonoid trimming for multivariate
distributions . . . . . . . . . . . . . 1998--2017
José A. Díaz-García and
Ramón Gutiérrez Jáimez Proof of the conjectures of H. Uhlig on
the singular multivariate beta and the
Jacobian of a certain matrix
transformation . . . . . . . . . . . . . 2018--2023
Ursula Gather and
Torsten Hilker A note on Tyler's modification of the
MAD for the Stahel--Donoho estimator . . 2024--2026
Huaiqing Wu Optimal exact designs on a circle or a
circular arc . . . . . . . . . . . . . . 2027--2043
S. Hedayat and
John Stufken and
Guoqin Su On the construction and existence of
orthogonal arrays with three levels and
indexes 1 and 2 . . . . . . . . . . . . 2044--2053
P. M. Robinson Large-sample inference for nonparametric
regression with dependent errors . . . . 2054--2083
Yuichi Kitamura Empirical likelihood methods with weakly
dependent processes . . . . . . . . . . 2084--2102
Donald A. Berry and
Robert W. Chen and
Alan Zame and
David C. Heath and
Larry A. Shepp Bandit problems with infinitely many
arms . . . . . . . . . . . . . . . . . . 2103--2116
Benjamin Yakir A note on optimal detection of a change
in distribution . . . . . . . . . . . . 2117--2126
V. Konev and
S. Pergamenshchikov On guaranteed estimation of the mean of
an autoregressive process . . . . . . . 2127--2163
Wei Liu Improving the fully sequential sampling
scheme of Anscombe--Chow--Robbins . . . 2164--2171
Bruce G. Lindsay and
Bing Li On second-order optimality of the
observed Fisher information . . . . . . 2172--2199
Rick Routledge and
Min Tsao On the relationship between two
asymptotic expansions for the
distribution of sample mean and its
applications . . . . . . . . . . . . . . 2200--2209
Lincheng Zhao and
Zhidong Bai and
Chern-Ching Chao and
Wen-Qi Liang Error bound in a central limit theorem
of double-indexed permutation statistics 2210--2227
Yu-Ling Tseng and
Lawrence D. Brown Good exact confidence sets for a
multivariate normal mean . . . . . . . . 2228--2258
Jian-Lun Xu Simultaneous estimation of location
parameters for sign-invariant
distributions . . . . . . . . . . . . . 2259--2272
Guenther Walther Granulometric smoothing . . . . . . . . 2273--2299
Antonio Cuevas and
Ricardo Fraiman A plug-in approach to support estimation 2300--2312
Eva Riccomagno and
Rainer Schwabe and
Henry P. Wynn Lattice-based $D$-optimum design for
Fourier regression . . . . . . . . . . . 2313--2327
H. B. Kushner Optimal repeated measurements designs:
the linear optimality equations . . . . 2328--2344
Lawrence D. Brown and
J. T. Gene Hwang and
Axel Munk An unbiased test for the bioequivalence
problem . . . . . . . . . . . . . . . . 2345--2367
Akimichi Takemura and
Satoshi Kuriki Weights of $ \bar {\chi }^2 $
distribution for smooth or piecewise
smooth cone alternatives . . . . . . . . 2368--2387
A. Cabaña and
E. M. Cabaña Transformed empirical processes and
modified Kolmogorov--Smirnov tests for
multivariate distributions . . . . . . . 2388--2409
Augustine Kong and
Jun S. Liu and
Wing Hung Wong The properties of the cross-match
estimate and split sampling . . . . . . 2410--2432
Marvin K. Nakayama Multiple-comparison procedures for
steady-state simulations . . . . . . . . 2433--2450
David Haussler and
Manfred Opper Mutual information, metric entropy and
cumulative relative entropy risk . . . . 2451--2492
Theodoros Nicoleris and
Yannis G. Yatracos Rates of convergence of estimates,
Kolmogorov's entropy and the
dimensionality reduction principle in
regression . . . . . . . . . . . . . . . 2493--2511
O. V. Lepski and
V. G. Spokoiny Optimal pointwise adaptive methods in
nonparametric estimation . . . . . . . . 2512--2546
Mark G. Low On nonparametric confidence intervals 2547--2554
Xiaotong Shen On methods of sieves and penalization 2555--2591
Kurt S. Riedel Piecewise convex function estimation:
pilot estimators . . . . . . . . . . . . 2592--2606
Lawrence D. Brown and
Mark G. Low and
Linda H. Zhao Superefficiency in nonparametric
function estimation . . . . . . . . . . 2607--2625
Luc Devroye and
Gábor Lugosi Nonasymptotic universal smoothing
factors, kernel complexity and Yatracos
classes . . . . . . . . . . . . . . . . 2626--2637
Jian-Jian Ren and
Minggao Gu Regression $M$-estimators with doubly
censored data . . . . . . . . . . . . . 2638--2664
Fushing Hsieh Estimations in homoscedastic linear
regression models with censored data: an
empirical process approach . . . . . . . 2665--2681
Jianming Ye and
Naihua Duan Nonparametric $ n^{-1 / 2}$-consistent
estimation for the general
transformation models . . . . . . . . . 2682--2717
Stéphane Mallat and
George Papanicolaou and
Zhifeng Zhang Adaptive covariance estimation of
locally stationary processes . . . . . . 1--47
Peter Bühlmann Sieve bootstrap for smoothing in
nonstationary time series . . . . . . . 48--83
Shiqing Ling and
W. K. Li Limiting distributions of maximum
likelihood estimators for unstable
autoregressive moving-average time
series with general autoregressive
heteroscedastic errors . . . . . . . . . 84--125
Jane-Ling Wang and
Hans-Georg Müller and
William B. Capra Analysis of oldest-old mortality:
lifetables revisited . . . . . . . . . . 126--163
Mark J. van der Laan and
Ian W. McKeague Efficient estimation from right-censored
data when failure indicators are missing
at random . . . . . . . . . . . . . . . 164--182
Erik Parner Asymptotic theory for the correlated
gamma-frailty model . . . . . . . . . . 183--214
Jens P. Nielsen and
Oliver Linton and
Peter J. Bickel On a semiparametric survival model with
flexible covariate effect . . . . . . . 215--241
Jianhua Z. Huang Projection estimation in multiple
regression with application to
functional ANOVA models . . . . . . . . 242--272
Sam Efromovich Simultaneous sharp estimation of
functions and their derivatives . . . . 273--278
Lawrence D. Brown and
Cun-Hui Zhang Asymptotic nonequivalence of
nonparametric experiments when the
smoothness index is $ 1 / 2 $ . . . . . 279--287
Lutz Dümbgen New goodness-of-fit tests and their
application to nonparametric confidence
sets . . . . . . . . . . . . . . . . . . 288--314
Didier A. Girard Asymptotic comparison of (partial)
cross-validation, GCV and randomized GCV
in nonparametric regression . . . . . . 315--334
Ja-Yong Koo and
Han-Yeong Chung Log-density estimation in linear inverse
problems . . . . . . . . . . . . . . . . 335--362
Persi Diaconis and
Bernd Sturmfels Algebraic algorithms for sampling from
conditional distributions . . . . . . . 363--397
Stephen P. Brooks MCMC convergence diagnosis via
multivariate bounds on log-concave
densities . . . . . . . . . . . . . . . 398--433
Holger Drees Optimal rates of convergence for
estimates of the extreme value index . . 434--448
Holger Dette and
Ingo Röder Correction: ``Optimal discrimination
designs for multifactor experiments'' 449--449
Trevor Hastie and
Robert Tibshirani Classification by pairwise coupling . . 451--471
Rudolf Beran and
Nicholas I. Fisher Nonparametric comparison of mean
directions or mean axes . . . . . . . . 472--493
Sanat K. Sarkar Some probability inequalities for
ordered $ {\rm MTP}_2 $ random
variables: a proof of the Simes
conjecture . . . . . . . . . . . . . . . 494--504
H. Finner and
M. Roters Asymptotic comparison of step-down and
step-up multiple test procedures based
on exchangeable test statistics . . . . 505--524
Steen Andersson and
Jesper Madsen Symmetry and lattice conditional
independence in a multivariate normal
distribution . . . . . . . . . . . . . . 525--572
Gérard Letac and
Hél\`ene Massam Quadratic and inverse regressions for
Wishart distributions . . . . . . . . . 573--595
Ernesto Salinelli Nonlinear principal components I.
Absolutely continuous random variables
with positive bounded densities . . . . 596--616
Olaf Bunke and
Xavier Milhaud Asymptotic behavior of Bayes estimates
under possibly incorrect models . . . . 617--644
M. J. Bayarri and
James Berger Robust Bayesian analysis of selection
models . . . . . . . . . . . . . . . . . 645--659
Dominique Fourdrinier and
William E. Strawderman and
Martin T. Wells On the construction of Bayes minimax
estimators . . . . . . . . . . . . . . . 660--671
Ivan Mizera and
Jon A. Wellner Necessary and sufficient conditions for
weak consistency of the median of
independent but not identically
distributed random variables . . . . . . 672--691
Michael Falk Local asymptotic normality of truncated
empirical processes . . . . . . . . . . 692--718
Ngai Hang Chan and
Wilfredo Palma State space modeling of long-memory
processes . . . . . . . . . . . . . . . 719--740
Shiqing Ling Weak convergence of the sequential
empirical processes of residuals in
nonstationary autoregressive models . . 741--754
Keith Knight Limiting distributions for $ L_1 $
regression estimators under general
conditions . . . . . . . . . . . . . . . 755--770
Arup Bose Bahadur representation of $ M_m $
estimates . . . . . . . . . . . . . . . 771--777
Holger Dette and
Axel Munk Validation of linear regression models 778--800
Leo Breiman Arcing classifier (with discussion and a
rejoinder by the author) . . . . . . . . 801--849
Robert R. Snapp and
Santosh S. Venkatesh Asymptotic expansions of the $k$ nearest
neighbor risk . . . . . . . . . . . . . 850--878
David L. Donoho and
Iain M. Johnstone Minimax estimation via wavelet shrinkage 879--921
Peter Hall and
Gérard Kerkyacharian and
Dominique Picard Block threshold rules for curve
estimation using kernel and wavelet
methods . . . . . . . . . . . . . . . . 922--942
Jianqing Fan and
Wolfgang Härdle and
Enno Mammen Direct estimation of low-dimensional
components in additive models . . . . . 943--971
Theo Gasser and
Kongming Wang Asymptotic and bootstrap confidence
bounds for the structural average of
curves . . . . . . . . . . . . . . . . . 972--991
Shuyuan He and
Grace L. Yang The strong law under random truncation 992--1010
Shuyuan He and
Grace L. Yang Estimation of the truncation probability
in the random truncation model . . . . . 1011--1027
R. J. Carroll and
Roberto G. Gutierrez and
C. Y. Wang and
Suojin Wang Local linear regression for generalized
linear models with missing data . . . . 1028--1050
Hél\`ene Massam and
Erhard Neher Estimation and testing for lattice
conditional independence models on
Euclidean Jordan algebras . . . . . . . 1051--1082
Peter T. Kim Deconvolution density estimation on
SO(N) . . . . . . . . . . . . . . . . . 1083--1102
P. L. Davies On locally uniformly linearizable high
breakdown location and scale functionals 1103--1125
Christine Müller Optimum robust testing in linear models 1126--1146
Douglas G. Simpson and
Victor J. Yohai Functional stability of one-step
GM-estimators in approximately linear
regression . . . . . . . . . . . . . . . 1147--1169
Guoying Li and
Jian Zhang Breakdown properties of location
$M$-estimators . . . . . . . . . . . . . 1170--1189
David Assaf and
Larry Goldstein and
Ester Samuel-Cahn A statistical version of prophet
inequalities . . . . . . . . . . . . . . 1190--1197
Benjamin Yakir On the average run length to false alarm
in surveillance problems which possess
an invariance structure . . . . . . . . 1198--1214
Isabella Verdinelli and
Larry Wasserman Bayesian goodness-of-fit testing using
infinite-dimensional exponential
families . . . . . . . . . . . . . . . . 1215--1241
Theodore Hill and
Michael Monticino Constructions of random distributions
via sequential barycenters . . . . . . . 1242--1253
Jacques Dauxois and
Guy Martial Nkiet Nonlinear canonical analysis and
independence tests . . . . . . . . . . . 1254--1278
P. Laurie Davies and
Wolfgang Terbeck Interactions and outliers in the two-way
analysis of variance . . . . . . . . . . 1279--1305
Gang Li and
Cun-Hui Zhang Linear regression with interval censored
data . . . . . . . . . . . . . . . . . . 1306--1327
Thomas H. Scheike and
Mei-Jie Zhang Cumulative regression function tests for
regression models for longitudinal data 1328--1355
V. G. Spokoiny Estimation of a function with
discontinuities via local polynomial fit
with an adaptive window choice . . . . . 1356--1378
Marc Raimondo Minimax estimation of sharp change
points . . . . . . . . . . . . . . . . . 1379--1397
Wolfgang Bischoff A functional central limit theorem for
regression models . . . . . . . . . . . 1398--1410
Forrest R. Miller and
James W. Neill and
Brian W. Sherfey Maximin clusters for near-replicate
regression lack of fit tests . . . . . . 1411--1433
Remco R. Bouckaert and
Milan Studený On chain graph models for description of
conditional independence structures . . 1434--1495
Holger Dette and
Gerd Haller Optimal designs for the identification
of the order of a Fourier regression . . 1496--1521
Ching-Shui Cheng and
R. J. Martin and
Boxin Tang Two-level factorial designs with extreme
numbers of level changes . . . . . . . . 1522--1539
Hein Putter and
Willem R. van Zwet Empirical Edgeworth expansions for
symmetric statistics . . . . . . . . . . 1540--1569
Jens-Peter Kreiss and
Michael H. Neumann Regression-type inference in
nonparametric autoregression . . . . . . 1570--1613
Peter J. Bickel and
Ya'acov Ritov and
Tobias Rydén Asymptotic normality of the
maximum-likelihood estimator for general
hidden Markov models . . . . . . . . . . 1614--1635
André Klein and
Guy Mélard and
Toufik Zahaf Computation of the exact information
matrix of Gaussian dynamic regression
time series models . . . . . . . . . . . 1636--1650
Peter Bartlett and
Yoav Freund and
Wee Sun Lee and
Robert E. Schapire Boosting the margin: a new explanation
for the effectiveness of voting methods 1651--1686
Bradley Efron and
Robert Tibshirani The problem of regions . . . . . . . . . 1687--1718
Kesar Singh Breakdown theory for bootstrap quantiles 1719--1732
Zhen Luo Backfitting in smoothing spline ANOVA 1733--1759
X. Shen and
D. A. Wolfe and
S. Zhou Local Asymptotics for Regression Splines
and Confidence Regions . . . . . . . . . 1760--1782
Lawrence D. Brown and
T. Tony Cai Wavelet shrinkage for nonequispaced
samples . . . . . . . . . . . . . . . . 1783--1799
Andrew Barron and
Nicolas Hengartner Information theory and superefficiency 1800--1825
Rudolf Beran and
Lutz Dümbgen Modulation of estimators and confidence
sets . . . . . . . . . . . . . . . . . . 1826--1856
Wolfgang Polonik The silhouette, concentration functions
and ML-density estimation under order
restrictions . . . . . . . . . . . . . . 1857--1877
Richard Dykstra and
Hammou El Barmi Maximum likelihood estimates via duality
for log-convex models when cell
probabilities are subject to convex
constraints . . . . . . . . . . . . . . 1878--1893
Sean X. Chen Weighted polynomial models and weighted
sampling schemes for finite population 1894--1915
Winfried Stute and
Silke Thies and
Li-Xing Zhu Model checks for regression: an
innovation process approach . . . . . . 1916--1934
Edsel A. Peña Smooth goodness-of-fit tests for
composite hypothesis in hazard based
models . . . . . . . . . . . . . . . . . 1935--1971
Ekkehard Glimm and
Siegfried Kropf and
Jürgen Läuter Multivariate tests based on
left-spherically distributed linear
scores . . . . . . . . . . . . . . . . . 1972--1988
Thomas Mathew and
Kenneth Nordström and
Manoj Kumar Sharma Tolerance regions and multiple-use
confidence regions in multivariate
calibration . . . . . . . . . . . . . . 1989--2013
Michael H. Neumann Strong approximation of density
estimators from weakly dependent
observations by density estimators from
independent observations . . . . . . . . 2014--2048
Richard A. Davis and
Thomas Mikosch The sample autocorrelations of
heavy-tailed processes with applications
to ARCH . . . . . . . . . . . . . . . . 2049--2080
H. B. Kushner Correction: ``Optimal repeated
measurements designs: the linear
optimality equations'' [Ann. Statist.
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99g:62108] . . . . . . . . . . . . . . . 2081--2081
J. A. Hartigan The maximum likelihood prior . . . . . . 2083--2103
Nidhan Choudhuri Bayesian bootstrap credible sets for
multidimensional mean functional . . . . 2104--2127
Priscilla E. Greenwood and
Ian W. McKeague and
Wolfgang Wefelmeyer Information bounds for Gibbs samplers 2128--2156
Hemant Ishwaran Exponential posterior consistency via
generalized Pólya urn schemes in finite
semiparametric mixtures . . . . . . . . 2157--2178
H. Vincent Poor Quickest detection with exponential
penalty for delay . . . . . . . . . . . 2179--2205
Peter Hall and
Marc Raimondo On global performance of approximations
to smooth curves using gridded data . . 2206--2217
Peihua Qiu Discontinuous regression surfaces
fitting . . . . . . . . . . . . . . . . 2218--2245
Xu-Feng Niu Estimating integrals of stochastic
processes using space-time data . . . . 2246--2263
Thomas Müller-Gronbach and
Klaus Ritter Spatial adaption for predicting random
functions . . . . . . . . . . . . . . . 2264--2288
Ching-Shui Cheng and
Rahul Mukerjee Regular fractional factorial designs
with minimum aberration and maximum
estimation capacity . . . . . . . . . . 2289--2300
Jorge G. Adrover Minimax bias-robust estimation of the
dispersion matrix of a multivariate
distribution . . . . . . . . . . . . . . 2301--2320
Arthur Cohen and
Harold B. Sackrowitz Directional tests for one-sided
alternatives in multivariate models . . 2321--2338
Holger Dette and
Axel Munk Nonparametric comparison of several
regression functions: exact and
asymptotic theory . . . . . . . . . . . 2339--2368
J. Robinson and
Ib M. Skovgaard Bounds for probabilities of small
relative errors for empirical
saddlepoint and bootstrap tail
approximations . . . . . . . . . . . . . 2369--2394
Geurt Jongbloed and
Bert van Es and
Martien van Zuijlen Isotonic inverse estimators for
nonparametric deconvolution . . . . . . 2395--2406
G. K. Golubev and
B. Y. Levit Asymptotically efficient estimation in
the Wicksell problem . . . . . . . . . . 2407--2419
A. B. Tsybakov Pointwise and sup-norm sharp adaptive
estimation of functions on the Sobolev
classes . . . . . . . . . . . . . . . . 2420--2469
Chun-Houh Chen and
Ker-Chau Li and
Jane-Ling Wang Dimension reduction for censored
regression data . . . . . . . . . . . . 1--23
Jan W. H. Swanepoel The limiting behavior of a modified
maximal symmetric $ 2 s$-spacing with
applications . . . . . . . . . . . . . . 24--35
Jeng-Min Chiou and
Hans-Georg Müller Nonparametric quasi-likelihood . . . . . 36--64
A. Philip Dawid and
Paola Sebastiani Coherent dispersion criteria for optimal
experimental design . . . . . . . . . . 65--81
Rahul Mukerjee On the optimality of orthogonal array
plus one run plans . . . . . . . . . . . 82--93
Bernard Delyon and
Marc Lavielle and
Eric Moulines Convergence of a stochastic
approximation version of the EM
algorithm . . . . . . . . . . . . . . . 94--128
John E. Kolassa Convergence and accuracy of Gibbs
sampling for conditional distributions
in generalized linear models . . . . . . 129--142
S. Ghosal and
J. K. Ghosh and
R. V. Ramamoorthi Posterior consistency of Dirichlet
mixtures in density estimation . . . . . 143--158
Hemant Ishwaran Information in semiparametric mixtures
of exponential families . . . . . . . . 159--177
Liudas Giraitis and
Murad S. Taqqu Whittle estimator for finite-variance
non-Gaussian time series with long
memory . . . . . . . . . . . . . . . . . 178--203
Hira L. Koul and
Winfried Stute Nonparametric model checks for time
series . . . . . . . . . . . . . . . . . 204--236
Sangyeol Lee and
Ching-Zong Wei On residual empirical processes of
stochastic regression models with
applications to time series . . . . . . 237--261
Andrew B. Nobel Limits to classification and regression
estimation from ergodic processes . . . 262--273
H. Finner Stepwise multiple test procedures and
control of directional errors . . . . . 274--289
Norbert Henze and
Mathew D. Penrose On the multivariate runs test . . . . . 290--298
Hans-Georg Müller and
Ulrich Stadtmüller Discontinuous versus smooth regression 299--337
Jiayang Sun and
Michael Woodroofe Testing uniformity versus a monotone
density . . . . . . . . . . . . . . . . 338--360
James P. Hobert and
C. P. Robert Eaton's Markov chain, its conjugate
partner and $ \mathscr
{P}$-admissibility . . . . . . . . . . . 361--373
Abdelhamid Hassairi Generalized variance and exponential
families . . . . . . . . . . . . . . . . 374--385
S. N. Lahiri Theoretical comparisons of block
bootstrap methods . . . . . . . . . . . 386--404
Bernd Streitberg Exploring interactions in
high-dimensional tables: a bootstrap
alternative to log-linear models . . . . 405--413
Clive R. Loader Bandwidth selection: classical or
plug-in? . . . . . . . . . . . . . . . . 415--438
Theo Gasser and
Kongming Wang Synchronizing sample curves
nonparametrically . . . . . . . . . . . 439--460
Steven P. Lalley Beneath the noise, chaos . . . . . . . . 461--479
Peter Bühlmann and
Abraham J. Wyner Variable length Markov chains . . . . . 480--513
Jens Ledet Jensen and
Niels Væver Petersen Asymptotic normality of the maximum
likelihood estimator in state space
models . . . . . . . . . . . . . . . . . 514--535
Andrew Barron and
Mark J. Schervish and
Larry Wasserman The consistency of posterior
distributions in nonparametric problems 536--561
Yongdai Kim Nonparametric Bayesian estimators for
counting processes . . . . . . . . . . . 562--588
Pietro Muliere and
Stephen Walker A characterization of a neutral to the
right prior via an extension of
Johnson's sufficientness postulate . . . 589--599
T. Kubokawa and
M. S. Srivastava Robust improvement in estimation of a
covariance matrix in an elliptically
contoured distribution . . . . . . . . . 600--609
Hsiuying Wang Brown's paradox in the estimated
confidence approach . . . . . . . . . . 610--626
Ronald Geskus and
Piet Groeneboom Asymptotically optimal estimation of
smooth functionals for interval
censoring, case $2$ . . . . . . . . . . 627--674
Yoichi Nishiyama A maximal inequality for continuous
martingales and $M$-estimation in a
Gaussian white noise model . . . . . . . 675--696
Tailen Hsing Nearest neighbor inverse regression . . 697--731
Ashoke Kumar Sinha and
Laurens de Haan Estimating the probability of a rare
event . . . . . . . . . . . . . . . . . 732--759
Andrey Feuerverger and
Peter Hall Estimating a tail exponent by modelling
departure from a Pareto distribution . . 760--781
Regina Y. Liu and
Jesse M. Parelius and
Kesar Singh Multivariate analysis by data depth:
descriptive statistics, graphics and
inference, (with discussion and a
rejoinder by Liu and Singh) . . . . . . 783--858
David L. Donoho Wedgelets: nearly minimax estimation of
edges . . . . . . . . . . . . . . . . . 859--897
T. Tony Cai Adaptive wavelet estimation: a block
thresholding and oracle inequality
approach . . . . . . . . . . . . . . . . 898--924
Jin Cao and
Keith J. Worsley The detection of local shape changes via
the geometry of Hotelling's $ T^2 $
fields . . . . . . . . . . . . . . . . . 925--942
Sandrine Dudoit and
Terence P. Speed A score test for linkage using identity
by descent data from sibships . . . . . 943--986
Wenxin Jiang and
Martin A. Tanner Hierarchical mixtures-of-experts for
exponential family regression models:
approximation and maximum likelihood
estimation . . . . . . . . . . . . . . . 987--1011
Holger Dette A consistent test for the functional
form of a regression based on a
difference of variance estimators . . . 1012--1040
Gordon Simons and
Yi-Ching Yao Asymptotics when the number of
parameters tends to infinity in the
Bradley--Terry model for paired
comparisons . . . . . . . . . . . . . . 1041--1060
Luis A. García-Escudero and
Alfonso Gordaliza and
Carlos Matrán A central limit theorem for multivariate
generalized trimmed $k$-means . . . . . 1061--1079
Javier Cabrera and
Luisa Turrin Fernholz Target estimation for bias and mean
square error reduction . . . . . . . . . 1080--1104
Per Aslak Mykland Bartlett identities and large deviations
in likelihood theory . . . . . . . . . . 1105--1117
David Freedman Wald Lecture: On the Bernstein--von
Mises theorem with infinite-dimensional
parameters . . . . . . . . . . . . . . . 1119--1141
T. W. Anderson Asymptotic distribution of the reduced
rank regression estimator under general
conditions . . . . . . . . . . . . . . . 1141--1154
Kani Chen and
Inchi Hu and
Zhiliang Ying Strong consistency of maximum
quasi-likelihood estimators in
generalized linear models with fixed and
adaptive designs . . . . . . . . . . . . 1155--1163
Ivan Mizera and
Christine H. Müller Breakdown points and variation exponents
of robust $M$-estimators in linear
models . . . . . . . . . . . . . . . . . 1164--1177
D. Dacunha-Castelle and
E. Gassiat Testing the order of a model using
locally conic parametrization:
population mixtures and stationary ARMA
processes . . . . . . . . . . . . . . . 1178--1209
Wolfgang Polonik Concentration and goodness-of-fit in
higher dimensions: (asymptotically)
distribution-free methods . . . . . . . 1210--1229
Juan A. Cuesta-Albertos and
Carlos Matrán and
Jesús M. Rodríguez-Rodríguez and
Eustasio del Barrio Tests of goodness of fit based on the $
L_2 $-Wasserstein distance . . . . . . . 1230--1239
D. R. Bingham and
R. R. Sitter Some theoretical results for fractional
factorial split-plot designs . . . . . . 1240--1255
Rahul Mukerjee and
C. F. J. Wu Blocking in regular fractional
factorials: a projective geometric
approach . . . . . . . . . . . . . . . . 1256--1271
Holger Dette and
Linda M. Haines and
Lorens Imhof Optimal designs for rational models and
weighted polynomial regression . . . . . 1272--1293
Ming-Yen Cheng and
Peter Hall Mode testing in difficult cases . . . . 1294--1315
Piet Groeneboom and
Gerard Hooghiemstra and
Hendrik P. Lopuhaä Asymptotic normality of the $ L_1 $
error of the Grenander estimator . . . . 1316--1347
John H. J. Einmahl and
Ian W. McKeague Confidence tubes for multiple quantile
plots via empirical likelihood . . . . . 1348--1367
Jing Qin Empirical likelihood ratio based
confidence intervals for mixture
proportions . . . . . . . . . . . . . . 1368--1384
Marc Hallin and
Jana Jure\vcková Optimal tests for autoregressive models
based on autoregression rank scores . . 1385--1414
Eric Moulines and
Philippe Soulier Broadband log-periodogram regression of
time series with long-range dependence 1415--1439
Michael L. Stein Correction: ``Locally lattice sampling
designs for isotropic random fields'' 1440--1440
E. Glimm and
S. Kropf and
J. Lauter Correction: ``Multivariate tests based
on left-spherically distributed linear
scores'' . . . . . . . . . . . . . . . . 1441--1441
E. Mammen and
O. Linton and
J. Nielsen The existence and asymptotic properties
of a backfitting projection algorithm
under weak conditions . . . . . . . . . 1443--1490
Jianqing Fan and
Wenyang Zhang Statistical estimation in varying
coefficient models . . . . . . . . . . . 1491--1518
Hua Liang and
Wolfgang Härdle and
Raymond J. Carroll Estimation in a semiparametric partially
linear errors-in-variables model . . . . 1519--1535
Jian Huang Efficient estimation of the partly
linear additive Cox model . . . . . . . 1536--1563
Yuhong Yang and
Andrew Barron Information-theoretic determination of
minimax rates of convergence . . . . . . 1564--1599
P. P. B. Eggermont and
V. N. LaRiccia Optimal convergence rates for Good's
nonparametric maximum likelihood density
estimator . . . . . . . . . . . . . . . 1600--1615
Zhi-Dong Bai and
Xuming He Asymptotic distributions of the maximal
depth estimators for regression and
multivariate location . . . . . . . . . 1616--1637
Hendrik P. Lopuhaä Asymptotics of reweighted estimators of
multivariate location and scatter . . . 1638--1665
G. Jogesh Babu and
P. K. Pathak and
C. R. Rao Second-order correctness of the Poisson
bootstrap . . . . . . . . . . . . . . . 1666--1683
E. Gassiat and
E. Gautherat Speed of convergence for the blind
deconvolution of a linear system with
discrete random input . . . . . . . . . 1684--1705
G. R. Wood Binomial mixtures: geometric estimation
of the mixing distribution . . . . . . . 1706--1721
Chin-Yu Lin and
Michael R. Kosorok A general class of function-indexed
nonparametric tests for survival
analysis . . . . . . . . . . . . . . . . 1722--1744
Ingrid Van Keilegom and
Michael G. Akritas Transfer of tail information in censored
regression models . . . . . . . . . . . 1745--1784
Pier Luigi Conti Large sample Bayesian analysis for
Geo/G/1 discrete-time queueing models 1785--1807
Enno Mammen and
Alexandre B. Tsybakov Smooth discrimination analysis . . . . . 1808--1829
Gábor Lugosi and
Andrew B. Nobel Adaptive model selection using empirical
complexities . . . . . . . . . . . . . . 1830--1864
Nicol\`o Cesa-Bianchi and
Gábor Lugosi On prediction of individual sequences 1865--1895
Abba M. Krieger and
Moshe Pollak and
Benjamin Yakir Detecting a change in regression:
first-order optimality . . . . . . . . . 1896--1913
Lih-Yuan Deng and
Boxin Tang Minimum $ G_2 $-aberration for
nonregular fractional factorial designs 1914--1926
David S. Birkes and
Justus F. Seely and
Dawn M. Vanleeuwen Balance and orthogonality in designs for
mixed classification models . . . . . . 1927--1947
Hegang Chen and
Ching-Shui Cheng Theory of optimal blocking of $ 2^{n -
m} $ designs . . . . . . . . . . . . . . 1948--1973
Jiming Jiang Conditional inference about generalized
linear mixed models . . . . . . . . . . 1974--2007
T. Kubokawa and
M. S. Srivastava Improved nonnegative estimation of
multivariate components of variance . . 2008--2032
Marianna Pensky and
Brani Vidakovic Adaptive wavelet estimator for
nonparametric density deconvolution . . 2033--2053
Kokyo Choy and
Marc Hallin and
Abdeslam Serroukh and
Masanobu Taniguchi Local asymptotic normality for
regression models with long-memory
disturbance . . . . . . . . . . . . . . 2054--2080