Last update:
Sat Oct 12 06:41:10 MDT 2024
Anonymous Front Matter . . . . . . . . . . . . . . i--ii
Anonymous Volume Information . . . . . . . . . . . iii--iv
Anonymous Note on the Formation of the Industrial
and Agricultural Research Section of the
Royal Statistical Society . . . . . . . 1--3
Anonymous Inaugural Meeting of the Industrial and
Agricultural Research Section, Held on
Thursday, 23rd November, 1933, Professor
M. Greenwood, F.R.S., Vice-President of
the Society, in the Chair . . . . . . . 4--4
R. H. Pickard The Application of Statistical Methods
to Production and Research in Industry 5--25
John Wishart Statistics in Agricultural Research . . 26--61
A. T. McKay A New Method of Handling Statistical
Data . . . . . . . . . . . . . . . . . . 62--75
O. L. Davies and
E. S. Pearson Methods of Estimating from Samples the
Population Standard Deviation . . . . . 76--93
John Wishart Bibliography of Agricultural Statistics,
1931--33 . . . . . . . . . . . . . . . . 94--106
E. S. Pearson Sampling Problems in Industry . . . . . 107--151
B. H. Wilsdon Discrimination by Specification
Statistically Considered and Illustrated
by the Standard Specification for
Portland Cement . . . . . . . . . . . . 152--206
A. T. McKay Sampling from Batches . . . . . . . . . 207--216
F. Yates Contingency Tables Involving Small
Numbers and the $ \chi^2 $ Test . . . . 217--235
J. O. Irwin On the Independence of the Constituent
Items in the Analysis of Variance . . . 236--251
M. S. Bartlett Recent Work on the Analysis of Variance 252--255
Anonymous Volume Information . . . . . . . . . . . 256--257
Anonymous Front Matter . . . . . . . . . . . . . . i--iv
E. S. Grumell Statistical Methods in Industry, with
Special Reference to the Sampling of
Coal and other Materials . . . . . . . . 1--26
L. H. C. Tippett Some Applications of Statistical Methods
to the Study of Variation of Quality in
the Production of Cotton Yarn . . . . . 27--62
T. Matuszewski and
J. Neyman and
J. Supinska Statistical Studies in Questions of
Bacteriology. Part I. The Accuracy of
the ``Dilution Method'' . . . . . . . . 63--82
E. S. Pearson and
Joan Haines The Use of Range in Place of Standard
Deviation in Small Samples . . . . . . . 83--98
J. Brady A Biological Application of the Analysis
of Co-Variance . . . . . . . . . . . . . 99--106
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . i--iv
J. Neyman and
K. Iwaszkiewicz and
St. Kolodziejczyk Statistical Problems in Agricultural
Experimentation . . . . . . . . . . . . 107--180
F. Yates Complex Experiments . . . . . . . . . . 181--247
M. S. Bartlett Contingency Table Interactions . . . . . 248--252
P. V. Sukhatme Contribution to the Theory of the
Representative Method . . . . . . . . . 253--268
Anonymous Volume Information . . . . . . . . . . . 269--iv
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . i--iv
Anonymous First Meeting of the Session 1935--36,
28th November, 1935 . . . . . . . . . . 1--1
W. J. Jennett and
B. P. Dudding The Application of Statistical
Principles to an Industrial Problem . . 1--28
B. L. Welch The Specification of Rules for Rejecting
Too Variable a Product, with Particular
Reference to an Electric Lamp Problem 29--48
W. G. Cochran The Statistical Analysis of Field Counts
of Diseased Plants . . . . . . . . . . . 49--67
M. S. Bartlett The Square Root Transformation in
Analysis of Variance . . . . . . . . . . 68--78
John Wishart Tests of Significance in Analysis of
Covariance . . . . . . . . . . . . . . . 79--82
J. Neyman Correspondence . . . . . . . . . . . . . 83--85
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . i--iv
Anonymous Volume Information . . . . . . . . . . . i-204
L. J. Comrie Inverse Interpolation and Scientific
Applications of the National Accounting
Machine . . . . . . . . . . . . . . . . 87--114
Anonymous Co-Operation in Large-Scale Experiments 115--136
C. E. Gould and
W. M. Hampton Statistical Methods Applied to the
Manufacture of Spectacle Glasses . . . . 137--177
R. C. Geary The Distribution of ``Student's'' Ratio
for Non-Normal Samples . . . . . . . . . 178--184
M. S. Bartlett Some Notes on Insecticide Tests in the
Laboratory and in the Field . . . . . . 185--194
M. M. Barnard An Enumeration of the Confounded
Arrangements in the $ 2 \times 2 \times
2 \cdots $ Factorial Designs . . . . . . 195--202
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . i--iv
Percival Hartley First Meeting of the Industrial and
Agricultural Section, Session 1936--37
November 26th, 1936 . . . . . . . . . . 1--1
J. O. Irwin Statistical Method Applied to Biological
Assays . . . . . . . . . . . . . . . . . 1--60
A. W. Bayes Some Considerations of the Variability
of Cotton Cloth Strength . . . . . . . . 61--93
E. S. Pearson and
B. L. Welch Notes on Some Statistical Problems
Raised in Mr. Bayes's Paper . . . . . . 94--101
W. G. Cochran Problems Arising in the Analysis of a
Series of Similar Experiments . . . . . 102--118
E. J. G. Pitman Significance Tests Which May be Applied
to Samples From any Populations . . . . 119--130
M. S. Bartlett Sub-Sampling for Attributes . . . . . . 131--135
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . i--iv
M. S. Bartlett Some Examples of Statistical Methods of
Research in Agriculture and Applied
Biology . . . . . . . . . . . . . . . . 137--183
E. D. van Rest Examples of Statistical Methods in
Forest Products Research . . . . . . . . 184--209
L. J. Comrie and
G. B. Hey and
H. G. Hudson The Application of Hollerith Equipment
to an Agricultural Investigation . . . . 210--224
E. J. G. Pitman Significance Tests Which May be Applied
to Samples from any Populations. II. The
Correlation Coefficient Test . . . . . . 225--232
W. G. Cochran A Catalogue of Uniformity Trial Data . . 233--253
Anonymous Volume Information . . . . . . . . . . . 255--iv
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . i--viii
J. O. Irwin Crop Estimation and Its Relation to
Agricultural Meteorology . . . . . . . . 1--45
T. Wake Simpson Experimental Methods and Human Nutrition 46--69
F. Yates The Gain in Efficiency Resulting from
the Use of Balanced Designs . . . . . . 70--74
P. V. Sukhatme On the Distribution of $ \chi^2 $ in
Samples of the Poisson Series . . . . . 75--79
H. O. Hartley Studentization and Large-Sample Theory 80--88
Anonymous Front Matter . . . . . . . . . . . . . . i--viii
H. E. Daniels Some Problems of Statistical Interest in
Wool Research . . . . . . . . . . . . . 89--128
T. N. Hoblyn A Study of the Variation in Keeping
Quality of Apples in Store: As
Illustrated by the Behaviour of the
Variety McIntosh Red from an Ontario
Apple Orchard . . . . . . . . . . . . . 129--170
W. G. Cochran The Omission or Addition of an
Independent Variate in Multiple Linear
Regression . . . . . . . . . . . . . . . 171--176
F. Yates Orthogonal Functions and Tests of
Significance in the Analysis of Variance 177--180
Anonymous Volume Information . . . . . . . . . . . 181--iv
Anonymous Front Matter . . . . . . . . . . . . . . i--viii
John Wishart Statistical Treatment of Animal
Experiments . . . . . . . . . . . . . . 1--22
Anonymous Evening Meeting of the Industrial and
Agricultural Research Section of the
Royal Statistical Society Held at the
Wembley Glass Works and Research
Laboratories of the General Electric
Co., Ltd., on December 15th, 1938 . . . 23--24
W. F. Newland and
E. E. Neal Statistical Control of the Quality of
Telephone Service . . . . . . . . . . . 25--50
M. G. Kendall and
B. Babington-Smith Second Paper on Random Sampling Numbers 51--61
C. W. Vickery On Drawing a Random Sample from a Set of
Punched Cards . . . . . . . . . . . . . 62--66
F. Yates and
R. W. Hale The Analysis of Latin Squares when Two
or More Rows, Columns, or Treatments are
Missing . . . . . . . . . . . . . . . . 67--79
W. J. Jennett and
B. L. Welch The Control of Proportion Defective as
Judged by a Single Quality
Characteristic Varying on a Continuous
Scale . . . . . . . . . . . . . . . . . 80--88
D. J. Bishop and
U. S. Nair A Note on Certain Methods of Testing for
the Homogeneity of a Set of Estimated
Variances . . . . . . . . . . . . . . . 89--99
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . i--viii
Anonymous Meeting Held at the Works of the
Rockware Glass Syndicate, Limited,
Greenford, March 30th, 1939 . . . . . . 101--101
Anonymous Provincial Meeting at Leeds . . . . . . 102--103
W. G. Cochran Long-Term Agricultural Experiments . . . 104--148
J. L. Ineson The Application of Elementary
Statistical Methods to Problems
Encountered in the Operation of
Electricity Generating Stations . . . . 149--168
M. S. Bartlett The Standard Errors of Discriminant
Function Coefficients . . . . . . . . . 169--173
J. O. Irwin and
E. A. Cheeseman On the Maximum-Likelihood Method of
Determining Dosage-Response Curves and
Approximations to the Median-Effective
Dose, in Cases of a Quantal Response . . 174--185
H. E. Daniels The Estimation of Components of Variance 186--197
Anonymous Volume Information . . . . . . . . . . . 199--iv
Anonymous Front Matter . . . . . . . . . . . . . . iii--vi
E. C. Fieller The Biological Standardization of
Insulin . . . . . . . . . . . . . . . . 1--64
F. Garwood An Application of the Theory of
Probability to the Operation of
Vehicular-Controlled Traffic Signals . . 65--77
H. Todd A Note on Random Associations in a
Square Point Lattice . . . . . . . . . . 78--82
M. G. Kendall Note on the Distribution of Quantiles
for Large Samples . . . . . . . . . . . 83--85
B. L. W. Book Review: \booktitleStatistical
Method from the Viewpoint of Quality
Control. by Walter A. Shewhart . . . . . 86--87
E. G. Chambers and
G. Udny Yule Theory and Observation in the
Investigation of Accident Causation . . 89--109
N. R. Campbell The Replacement of Perishable Members of
a Continually Operating System . . . . . 110--130
J. L. Spencer-Smith and
H. A. C. Todd A Time Series Met with in Textile
Research . . . . . . . . . . . . . . . . 131--145
H. E. Daniels A Method of Improving Certain Routine
Measurements . . . . . . . . . . . . . . 146--150
H. A. C. Todd A Note on Systematic Coding for Card
Sorting Systems . . . . . . . . . . . . 151--154
D. J. Finney On the Distribution of a Variate Whose
Logarithm is Normally Distributed . . . 155--161
Anonymous Volume Information . . . . . . . . . . . 163--164
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Proceedings of the First Meeting of The
Research Section of The Royal
Statistical Society, Session 1945--1946.
Held on Tuesday, December 4th, 1945, Dr.
J. Wishart in the Chair . . . . . . . . 1--1
G. A. Barnard Sequential Tests in Industrial
Statistics . . . . . . . . . . . . . . . 1--26
M. S. Bartlett On the Theoretical Specification and
Sampling Properties of Autocorrelated
Time-Series . . . . . . . . . . . . . . 27--41
G. A. R. Foster Some Instruments for the Analysis of
Time Series and Their Application to
Textile Research . . . . . . . . . . . . 42--61
L. B. C. Cunningham and
W. R. B. Hynd Random Processes in Problems of Air
Warfare . . . . . . . . . . . . . . . . 62--97
J. P. Burman Sequential Sampling Formulae for a
Binomial Population . . . . . . . . . . 98--103
C. M. Stockman and
P. Armitage Some Properties of Closed Sequential
Schemes . . . . . . . . . . . . . . . . 104--112
M. S. Bartlett A Modified Probit Technique for Small
Probabilities . . . . . . . . . . . . . 113--117
O. Kempthorne The Analysis of a Series of Experiments
by the Use of Punched Cards . . . . . . 118--127
M. S. Bartlett and
D. G. Kendall The Statistical Analysis of
Variance-Heterogeneity and the
Logarithmic Transformation . . . . . . . 128--138
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
P. E. Vernon Statistical Methods in the Selection of
Navy and Army Personnel . . . . . . . . 139--153
H. O. Hartley The Application of some Commercial
Calculating Machines to Certain
Statistical Calculations . . . . . . . . 154--183
G. V. Bayley and
J. M. Hammersley The ``Effective'' Number of Independent
Observations in an Autocorrelated Time
Series . . . . . . . . . . . . . . . . . 184--197
S. Vajda Average Sampling Numbers from Finite
Lote . . . . . . . . . . . . . . . . . . 198--201
M. E. Wise The Use of the Negative Binomial
Distribution in an Industrial Sampling
Problem . . . . . . . . . . . . . . . . 202--211
J. T. Richardson A Table of Lagrangian Coefficients for
Logarithmic Interpolation of Standard
Statistical Tables to Obtain other
Probability Levels . . . . . . . . . . . 212--215
F. J. Anscombe Linear Sequential Rectifying Inspection
for Controlling Fraction Defective . . . 216--222
V. J. Francis On the Distribution of the Sum of n
Sample Values Drawn from a Truncated
Normal Population . . . . . . . . . . . 223--232
E. W. Harding Statistical Control Applied to High Duty
Iron Production . . . . . . . . . . . . 233--243
A. H. R. Grimsey Ultimate Risks in Sampling Inspection 244--250
Richard Stone On the Interdependence of Blocks of
Transactions . . . . . . . . . . . . . . 1--45
D. J. Finney The Principles of Biological Assay . . . 46--91
P. A. P. Moran The Random Division of an Interval . . . 92--98
D. J. Finney The Significance of Associations in a
Square Point Lattice . . . . . . . . . . 99--103
J. L. Spencer-Smith The Oscillatory Properties of the Moving
Average . . . . . . . . . . . . . . . . 104--113
Patrick Slater The Factor Analysis of a Matrix of $ 2
\times 2 $ Tables . . . . . . . . . . . 114--127
C. Radhakrishna Rao Factorial Experiments Derivable from
Combinatorial Arrangements of Arrays . . 128--139
Anonymous Exhibition of Mechanical Aids to
Statistical Computation . . . . . . . . 140--140
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
S. Vajda Statistical Investigation of Casualties
Suffered by Certain Types of Vessels . . 141--175
M. S. Bartlett Multivariate Analysis . . . . . . . . . 176--197
F. J. Anscombe and
H. J. Godwin and
R. L. Plackett Methods of Deferred Sentencing in
Testing the Fraction Defective of a
Continuous Output . . . . . . . . . . . 198--217
D. V. Lindley Regression Lines and the Linear
Functional Relationship . . . . . . . . 218--244
H. E. Daniels Grouping Corrections for High
Autocorrelations . . . . . . . . . . . . 245--249
P. Armitage Some Sequential Tests of Student's
Hypothesis . . . . . . . . . . . . . . . 250--263
Anonymous Volume Information . . . . . . . . . . . 265--266
G. H. Orcutt and
J. O. Irwin A Study of the Autoregressive Nature of
the Time Series Used for Tinbergen's
Model of the Economic System of the
United States, 1919--1932 . . . . . . . 1--53
W. L. Stevens Control by Gauging . . . . . . . . . . . 54--108
K. R. Nair and
C. R. Rao Confounding in Asymmetrical Factorial
Experiment . . . . . . . . . . . . . . . 109--131
T. W. Anderson The Asymptotic Distributions of the
Roots of Certain Determinantal Equations 132--139
R. C. Geary Studies in Relations Between Economic
Time Series . . . . . . . . . . . . . . 140--158
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
C. Radhakrishna Rao The Utilization of Multiple Measurements
in Problems of Biological Classification 159--203
D. G. Champernowne Sampling Theory Applied to
Autoregressive Sequences . . . . . . . . 204--242
P. A. P. Moran The Interpretation of Statistical Maps 243--251
S. C. Pearce Randomized Blocks with Interchanged and
Substituted Plots . . . . . . . . . . . 252--256
J. G. Skellam A Probability Distribution Derived from
the Binomial Distribution by Regarding
the Probability of Success as Variable
Between the Sets of Trials . . . . . . . 257--261
C. A. B. Smith and
H. O. Hartley The Construction of Youden Squares . . . 262--263
M. E. Wise The Incomplete Beta Function and the
Incomplete Gamma Function: An
Acknowledgment . . . . . . . . . . . . . 264--264
Anonymous Volume Information . . . . . . . . . . . 265--265
Anonymous Some Statistical Problems Arising in
Genetics . . . . . . . . . . . . . . . . 1--14
John W. Boag Maximum Likelihood Estimates of the
Proportion of Patients Cured by Cancer
Therapy . . . . . . . . . . . . . . . . 15--53
L. Kosten and
J. R. Manning and
F. Garwood On the Accuracy of Measurements of
Probabilities of Loss in Telephone
Systems . . . . . . . . . . . . . . . . 54--67
M. H. Quenouille Approximate Tests of Correlation in
Time-Series . . . . . . . . . . . . . . 68--84
K. J. Shone Relations Between the Standard Deviation
and the Distribution of Range in
Non-Normal Populations . . . . . . . . . 85--88
G. H. Jowett The Calculation of Sums of Squares and
Products on a Desk Calculating Machine 89--90
F. Benson A Note on the Estimation of Mean and
Standard Deviation from Quantiles . . . 91--100
D. R. Cox The Use of the Range in Sequential
Analysis . . . . . . . . . . . . . . . . 101--114
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
G. A. Barnard Statistical Inference . . . . . . . . . 115--149
J. E. Moyal Stochastic Processes and Statistical
Physics . . . . . . . . . . . . . . . . 150--210
M. S. Bartlett Some Evolutionary Stochastic Processes 211--229
David G. Kendall Stochastic Processes and Population
Growth . . . . . . . . . . . . . . . . . 230--282
D. N. Nanda The Standard Errors of Discriminant
Function Coefficients in Plant-Breeding
Experiments . . . . . . . . . . . . . . 283--290
J. G. Skellam The Distribution of the Moment
Statistics of Samples Drawn Without
Replacement from a Finite Population . . 291--296
H. Wold A Large-Sample Test for Moving Averages 297--305
Anonymous Volume Information . . . . . . . . . . . 307--307
Gertrude M. Cox The Organization and Functions of the
Institute of Statistics of the
University of North Carolina . . . . . . 1--18
Alan S. C. Ross Philological Probability Problems . . . 19--59
M. G. Kendall Part I: Factor Analysis as a Statistical
Technique . . . . . . . . . . . . . . . 60--73
B. Babington Smith Part II: An Evaluation of Factor
Analysis from the Point of View of a
Psychologist . . . . . . . . . . . . . . 73--94
Gerhard Tintner Some Formal Relations in Multivariate
Analysis . . . . . . . . . . . . . . . . 95--101
A. M. Walker Note on a Generalization of the Large
Sample Goodness of Fit Test for Linear
Autoregressive Schemes . . . . . . . . . 102--107
M. S. Bartlett and
P. H. Diananda Extensions of Quenouille's Test for
Autoregressive Schemes . . . . . . . . . 108--115
David G. Kendall An Artificial Realization of a Simple
``Birth-and-Death'' Process . . . . . . 116--119
L. Fox Practical Methods for the Solution of
Linear Equations and the Inversion of
Matrices . . . . . . . . . . . . . . . . 120--136
P. Armitage Sequential Analysis with More than Two
Alternative Hypotheses, and its Relation
to Discriminant Function Analysis . . . 137--144
H. Ashcroft The Productivity of Several Machines
Under the Care of One Operator . . . . . 145--151
Anonymous Errata: Stochastic Processes and
Population Growth . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
P. A. P. Moran Recent Developments in Ranking Theory 153--162
J. W. Whitfield Uses of the Ranking Method in Psychology 163--170
H. E. Daniels Rank Correlation and Population Models 171--191
J. M. Hammersley On Estimating Restricted Parameters . . 192--240
H. D. Patterson Sampling on Successive Occasions with
Partial Replacement of Units . . . . . . 241--255
M. H. Quenouille Computational Devices in the Application
of Least Squares . . . . . . . . . . . . 256--272
Gerhard Tintner A Test for Linear Relations Between
Weighted Regression Coefficients . . . . 273--277
David G. Kendall Random Fluctuations in the
Age-Distribution of a Population Whose
Development is Controlled by the Simple
``Birth-and-Death'' Process . . . . . . 278--285
P. M. Grundy and
M. J. R. Healy Restricted Randomization and Quasi-Latin
Squares . . . . . . . . . . . . . . . . 286--291
P. A. P. Moran A Curvilinear Ranking Test . . . . . . . 292--295
D. J. Finney Two New Uses of the Behrens--Fisher
Distribution . . . . . . . . . . . . . . 296--300
A. M. Walker Note on Sequential Sampling Formulae for
a Binomial Population . . . . . . . . . 301--307
Anonymous Volume Information . . . . . . . . . . . 309--310
G. E. P. Box and
K. B. Wilson On the Experimental Attainment of
Optimum Conditions . . . . . . . . . . . 1--45
G. A. Barnard The Theory of Information . . . . . . . 46--64
F. Benson and
D. R. Cox The Productivity of Machines Requiring
Attention at Random Intervals . . . . . 65--82
L. Fox and
J. G. Hayes More Practical Methods for the Inversion
of Matrices . . . . . . . . . . . . . . 83--91
S. Rushton On Least Squares Fitting by Orthonormal
Polynomials Using the Choleski Method 92--99
Barnet Woolf Computation and Interpretation of
Multiple Regressions . . . . . . . . . . 100--119
M. P. Schutzenberger An Extension Problem in the Theory of
Incomplete Block Designs . . . . . . . . 120--125
H. R. Thompson and
I. D. Dick Factorial Designs in Small Blocks
Derived from Orthogonal Latin Squares 126--130
Alladi Ramakrishnan Some Simple Stochastic Processes . . . . 131--140
P. A. P. Moran Estimation Methods for Evolutive
Processes . . . . . . . . . . . . . . . 141--146
P. A. P. Moran The Random Division of an Interval ---
Part II . . . . . . . . . . . . . . . . 147--150
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
David G. Kendall Some Problems in the Theory of Queues 151--185
H. E. Daniels and
J. Wishart The Theory of Position Finding . . . . . 186--207
William R. Buckland A Review of the Literature of Systematic
Sampling . . . . . . . . . . . . . . . . 208--215
V. P. Godambe On Two-Stage Sampling . . . . . . . . . 216--218
B. V. Sukhatme On Certain Probability Distributions
Arising from Points on a Line . . . . . 219--232
P. G. Guest The Estimation of Standard Error From
Successive Finite Differences . . . . . 233--237
E. H. Simpson The Interpretation of Interaction in
Contingency Tables . . . . . . . . . . . 238--241
H. O. Lancaster Complex Contingency Tables Treated by
the Partition of $ \chi^2 $ . . . . . . 242--249
S. Rosenbaum The Variance of Least-Square Estimates
Under Linear Restraints . . . . . . . . 250--255
H. D. Patterson Change-Over Trials . . . . . . . . . . . 256--271
P. M. Grundy A General Technique for the Analysis of
Experiments with Incorrectly Treated
Plots . . . . . . . . . . . . . . . . . 272--283
D. J. Finney Subjective Judgment in Statistical
Analysis: An Experimental Study . . . . 284--297
G. H. Jowett The Expression of the Complementary
Outputs of Two Products in Terms of a
Common Unit of Production Effort . . . . 298--302
J. Durbin and
A. Stuart Inversions and Rank Correlation
Coefficients . . . . . . . . . . . . . . 303--309
H. E. Daniels Note on Durbin and Stuart's Formula for
$ E(r_s) $ . . . . . . . . . . . . . . . 310--310
Anonymous Volume Information . . . . . . . . . . . 311--312
P. Armitage The Statistical Theory of Bacterial
Populations Subject to Mutation . . . . 1--40
David G. Kendall On the Choice of a Mathematical Model to
Represent Normal Bacterial Growth . . . 41--44
K. D. Tocher The Design and Analysis of Block
Experiments . . . . . . . . . . . . . . 45--100
S. C. Pearce Some New Designs of Latin Square Type 101--106
I. J. Good Rational Decisions . . . . . . . . . . . 107--114
Martin Sandelius A Confidence Interval for the Smallest
Proportion of a Binomial Population . . 115--116
A. M. Walker Some Properties of the Asymptotic Power
Functions of Goodness-of-Fit Tests for
Linear Autoregressive Schemes . . . . . 117--134
A. Gardner Greenwood's ``Problem of Intervals'': An
Exact Solution For $ N = 3 $ . . . . . . 135--139
Anonymous Front Matter . . . . . . . . . . . . . . ??
R. L. Plackett and
P. S. Hewlett Quantal Responses to Mixtures of Poisons 141--163
M. J. R. Healy Some Statistical Aspects of
Anthropometry . . . . . . . . . . . . . 164--184
Norman T. J. Bailey A Study of Queues and Appointment
Systems in Hospital Out-Patient
Departments, with Special Reference to
Waiting-Times . . . . . . . . . . . . . 185--199
F. Benson Further Notes on the Productivity of
Machines Requiring Attention at Random
Intervals . . . . . . . . . . . . . . . 200--210
D. R. Cox Some Recent Work on Systematic
Experimental Designs . . . . . . . . . . 211--219
K. N. Chandler The Distribution and Frequency of Record
Values . . . . . . . . . . . . . . . . . 220--228
H. O. Hartley Second Order Autoregressive Schemes with
Time-Trending Coefficients . . . . . . . 229--233
Phyllis K. Loraine On a Useful Set of Orthogonal
Comparisons . . . . . . . . . . . . . . 234--237
M. C. K. Tweedie The Estimation of Parameters From
Sequentially Sampled Data on a Discrete
Distribution . . . . . . . . . . . . . . 238--245
H. E. Daniels Theory of Position Finding --- A
Correction . . . . . . . . . . . . . . . 246--246
Anonymous Volume Information . . . . . . . . . . . 247--248
Anonymous Front Matter . . . . . . . . . . . . . . ??
F. J. Anscombe Sequential Estimation . . . . . . . . . 1--29
D. V. Lindley Statistical Inference . . . . . . . . . 30--76
P. A. P. Moran The Random Division of an Interval ---
Part II . . . . . . . . . . . . . . . . 77--80
G. H. Jowett and
J. F. Scott Simple Graphical Techniques for
Calculating Serial and Spatial
Correlations and means Semi-Squared
Differences . . . . . . . . . . . . . . 81--86
J. O. Irwin On the ``Transition Probabilities''
Corresponding to any Accident
Distribution . . . . . . . . . . . . . . 87--89
P. Armitage A Note on the Time-Homogeneous Birth
Process . . . . . . . . . . . . . . . . 90--91
K. Singer Application of the Theory of Stochastic
Processes to the Study of Irreproducible
Chemical Reactions and Nucleation
Processes . . . . . . . . . . . . . . . 92--106
M. S. Bartlett and
D. V. Rajalakshman Goodness of Fit Tests for Simultaneous
Autoregressive Series . . . . . . . . . 107--124
P. Whittle The Analysis of Multiple Stationary Time
Series . . . . . . . . . . . . . . . . . 125--139
J. D. Sargan An Approximate Treatment of the
Properties of the Correlogram and
Periodogram . . . . . . . . . . . . . . 140--152
Anonymous Front Matter . . . . . . . . . . . . . . ??
Cedric A. B. Smith The Detection of Linkage in Human
Genetics . . . . . . . . . . . . . . . . 153--192
Harold Hotelling New Light on the Correlation Coefficient
and its Transforms . . . . . . . . . . . 193--232
A. R. Kamat Some Properties of Estimates for the
Standard Deviation Based on Deviations
from the Mean and Variate Differences 233--240
P. A. P. Moran The Estimation of the Parameters of a
Birth and Death Process . . . . . . . . 241--245
R. M. Sundrum The Power of Wilcoxon's $2$-Sample Test 246--252
F. Yates and
P. M. Grundy Selection Without Replacement from
Within Strata with Probability
Proportional to Size . . . . . . . . . . 253--261
J. Durbin Some Results in Sampling Theory when the
Units are Selected with Unequal
Probabilities . . . . . . . . . . . . . 262--269
Anonymous Volume Information . . . . . . . . . . . 271--272
F. G. Foster and
A. Stuart Distribution-Free Tests in Time-Series
Based on the Breaking of Records . . . . 1--22
J. M. Hammersley and
K. W. Morton Poor Man's Monte Carlo . . . . . . . . . 23--38
K. D. Tocher The Application of Automatic Computers
to Sampling Experiments . . . . . . . . 39--75
J. M. Hammersley and
K. W. Morton Transposed Branching Processes . . . . . 76--79
Norman T. J. Bailey On Queueing Processes with Bulk Service 80--87
J. H. Bennett The Distribution of Heterogeneity Upon
Inbreeding . . . . . . . . . . . . . . . 88--99
Charlotte Banks The Factorial Analysis of Crop
Productivity . . . . . . . . . . . . . . 100--111
P. A. P. Moran Some Experiments on the Prediction of
Sunspot Numbers . . . . . . . . . . . . 112--117
L. Mandel Grading with a Gauge Subject to Random
Output Fluctuations . . . . . . . . . . 118--130
E. S. Page Control Charts for the Mean of a Normal
Population . . . . . . . . . . . . . . . 131--135
E. S. Page An Improvement to Wald's Approximation
for Some Properties of Sequential Tests 136--139
H. D. Patterson The Errors of Lattice Sampling . . . . . 140--149
Anonymous Front Matter . . . . . . . . . . . . . . ??
G. A. Barnard Sampling Inspection and Statistical
Decisions . . . . . . . . . . . . . . . 151--174
E. C. Fieller Some Problems in Interval Estimation . . 175--185
Monica A. Creasy Limits for the Ratio of Means . . . . . 186--194
S. T. David Confidence Intervals for Parameters in
Markov Autoregressive Schemes . . . . . 195--222
B. M. Church Problems of Sample Allocation and
Estimation in an Agricultural Survey . . 223--235
P. M. Grundy A Method of Sampling with Probability
Exactly Proportional to Size . . . . . . 236--238
Alan Stuart A Simple Presentation of Optimum
Sampling Results . . . . . . . . . . . . 239--241
J. G. Rowell The Analysis of a Factorial Experiment
(with Confounding) on an Electronic
Calculator . . . . . . . . . . . . . . . 242--246
H. O. Lancaster Traces and Cumulants of Quadratic Forms
in Normal Variables . . . . . . . . . . 247--254
R. M. Sundrum A Further Approximation to the
Distribution of Wilcoxon's Statistic in
the General Case . . . . . . . . . . . . 255--260
J. L. Hodges, Jr. and
E. L. Lehmann Testing the Approximate Validity of
Statistical Hypotheses . . . . . . . . . 261--268
F. Berz On the Cumulative Effect of Chance
Deviations . . . . . . . . . . . . . . . 269--284
D. R. Cox A Table for Predicting the Production
from a Group of Machines Under the Care
of One Operative . . . . . . . . . . . . 285--287
Norman T. J. Bailey A Continuous Time Treatment of a Simple
Queue Using Generating Functions . . . . 288--291
J. Johnston A Revised Test for Systematic
Oscillation . . . . . . . . . . . . . . 292--295
M. S. Bartlett A Note on the Multiplying Factors for
Various $ \chi^2 $ Approximations . . . 296--298
Anonymous Volume Information . . . . . . . . . . . 299--301
G. E. P. Box and
S. L. Andersen Permutation Theory in the Derivation of
Robust Criteria and the Study of
Departures from Assumption . . . . . . . 1--34
Normal T. J. Bailey Some Problems in the Statistical
Analysis of Epidemic Data . . . . . . . 35--68
Ronald Fisher Statistical Methods and Scientific
Induction . . . . . . . . . . . . . . . 69--78
J. G. Mauldon Pivotal Quantities for Wishart's and
Related Distributions, and a Paradox in
Fiducial Theory . . . . . . . . . . . . 79--85
V. S. Huzurbazar Confidence Intervals for the Parameter
of a Distribution Admitting A Sufficient
Statistic when The Range Depends on the
Parameter . . . . . . . . . . . . . . . 86--90
G. H. Jowett Least Squares Regression Analysis for
Trend-Reduced Time Series . . . . . . . 91--104
J. F. Scott and
V. J. Small A Numerical Investigation of Least
Squares Regression Involving Trend-
Reduced Markoff Series . . . . . . . . . 105--114
F. G. Foster and
D. Teichroew A Sampling Experiment on the Powers of
the Records Tests for Trend in a Time
Series . . . . . . . . . . . . . . . . . 115--121
H. A. David Moments of Negative Order and
Ratio-Statistics . . . . . . . . . . . . 122--123
Zivia S. Wurtele A Rectifying Inspection Plan . . . . . . 124--127
Anonymous Front Matter . . . . . . . . . . . . . . ??
D. R. Cox Some Statistical Methods Connected with
Series of Events . . . . . . . . . . . . 129--164
S. Vajda An Outline of Linear Programming . . . . 165--172
E. M. L. Beale On Minimizing A Convex Function Subject
to Linear Inequalities . . . . . . . . . 173--184
G. Morton and
A. H. Land A Contribution to the
``Travelling-Saleman'' Problem . . . . . 185--203
E. S. Pearson Statistical Concepts in the Relation to
Reality . . . . . . . . . . . . . . . . 204--207
G. H. Jowett The Comparison of Means of Sets of
Observations from Sections of
Independent Stochastic Series . . . . . 208--227
J. C. Gower A Note on the Periodogram of the
Beveridge Wheat Price Index . . . . . . 228--234
P. Whittle Some Distribution and Moment Formulae
for the Markov Chain . . . . . . . . . . 235--242
Z. A. Lomnicki and
S. K. Zaremba Some Applications of Zero-One Processes 243--255
F. Downton Waiting Time in Bulk Service Queues . . 256--261
Normam T. J. Bailey A Note on Equalising the Mean Waiting
Times of Successive Customers in a
Finite Queue . . . . . . . . . . . . . . 262--263
I. J. Goods On the Weighted Combination of
Significance Tests . . . . . . . . . . . 264--265
M. J. R. Healy A Significance for the Difference in
Efficiency Between Two Predictors . . . 266--268
V. P. Godambe A Unified Theory of Sampling From Finite
Populations . . . . . . . . . . . . . . 269--278
Anonymous Volume Information . . . . . . . . . . . 279--280
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
F. N. David and
N. L. Johnson Some Tests of Significance with Ordered
Variables . . . . . . . . . . . . . . . 1--31
P. M. Grundy and
M. J. R. Healy and
D. H. Rees Economic Choice of the Amount of
Experimentation . . . . . . . . . . . . 32--55
Ronald Fisher On a Test of Significance in Pearson's
Biometrika Tables (No. 11) . . . . . . . 56--60
P. A. P. Moran A Tests of Significance for an
Unidentifiable Relation . . . . . . . . 61--64
Monica A. Creasy Confidence Limits for the Gradient in
the Linear Functional Relationship . . . 65--69
F. E. Binet and
G. S. Watson Algebraic Theory of the Computing
Routine for Tests of Significance on the
Dimensionality of Normal Multivariate
Systems . . . . . . . . . . . . . . . . 70--78
D. E. Barton and
F. N. David Some Notes on Ordered Random Intervals 79--94
D. J. Bartholomew A Sequential Test for Randomness of
Intervals . . . . . . . . . . . . . . . 95--103
J. H. Bennett Partitions in More Than One Dimension 104--112
I. J. Good On the Estimation of Small Frequencies
in Contingency Tables . . . . . . . . . 113--124
D. G. Champernowne An Elementary Method of Solution of the
Queueing Problem with a Single Server
and Constant Parameters . . . . . . . . 125--128
R. R. P. Jackson Random Queueing Processes with
Phase-Type Service . . . . . . . . . . . 129--132
P. J. Claringbold The Within-Animal Bioassay with Quantal
Responses . . . . . . . . . . . . . . . 133--137
Anonymous Front Matter . . . . . . . . . . . . . . ??
C. L. Mallows Generalizations of Tchebycheff's
Inequalities . . . . . . . . . . . . . . 139--176
Violet R. Cane Some Statistical Problems in
Experimental Psychology . . . . . . . . 177--201
C. D. Kemp and
A. W. Kemp Generalized Hypergeometric Distributions 202--211
R. A. Fisher and
M. J. R. Healy New Tables of Behrens' Test of
Significance . . . . . . . . . . . . . . 212--216
P. M. Grundy Fiducial Distributions and Prior
Distributions: An Example in which the
Former cannot be Associated with the
Latter . . . . . . . . . . . . . . . . . 217--221
John E. Freund Some Methods of Estimating the
Parameters of Discrete Heterogeneous
Populations . . . . . . . . . . . . . . 222--226
E. J. Hannan The Asymptotic Powers of Certain Tests
Based on Multiple Correlations . . . . . 227--233
D. J. Bartholomew Tests for Randomness in a Series of
Events when the Alternative is a Trend 234--239
J. Wise Regression Analysis of Relationships
Between Autocorrelated Time Series . . . 240--256
Irwin Miller and
John E. Freund Expected Arc Length of a Gaussian
Process on a Finite Interval . . . . . . 257--258
C. Radhakrishna Rao Analysis of Dispersion with Incomplete
Observations on One of the Characters 259--264
F. Downton On Limiting Distributions Arising in
Bulk Service Queues . . . . . . . . . . 265--274
R. R. P. Jackson and
D. G. Nickols Some Equilibrium Results for the
Queueing Process E$_k$ /M/1 . . . . . . 275--279
P. Naor On Machine Interference . . . . . . . . 280--287
Jerzy Neyman Note on an Article by Sir Ronald Fisher 288--294
M. S. Bartlett Comment on Sir Ronald Fisher's Paper:
``On a Test of Significance in Pearson's
Biometrika Tables (No. 11)'' . . . . . . 295--296
B. L. Welch Note on Some Criticisms Made by Sir
Ronald Fisher . . . . . . . . . . . . . 297--302
Anonymous Volume Information . . . . . . . . . . . 303--304
G. M. Jenkins and
M. B. Priestley The Spectral Analysis of Time-Series . . 1--12
Z. A. Lomnicki and
S. K. Zaremba On Estimating the Spectral Density
Function of a Stochastic Process . . . . 13--37
P. Whittle Curve and Periodogram Smoothing . . . . 38--63
J. G. Skellam and
L. R. Shenton Distributions Associated with Random
Walk and Recurrent Events . . . . . . . 64--118
D. E. Barton A Comparison of Two Sorts of Test for a
Change of Location Applicable to
Truncated Data . . . . . . . . . . . . . 119--124
M. G. Bulmer Confirming Statistical Hypotheses . . . 125--132
W. D. Ray Sequential Confidence Intervals for the
Mean of a Normal Population with Unknown
Variance . . . . . . . . . . . . . . . . 133--143
Balkrishna V. Sukhatme Joint Asymptotic Distribution of the
Median and a $U$ Statistic . . . . . . . 144--148
Alan Stuart The Efficiency of the Records Test for
Trend in Normal Regression . . . . . . . 149--153
G. H. Freeman Some Experimental Designs of Use in
Changing from One Set of Treatments to
Another, Part I . . . . . . . . . . . . 154--162
G. H. Freeman Some Experimental Designs of Use in
Changing from One Set of Treatments to
Another: Part II. Existence of the
Designs . . . . . . . . . . . . . . . . 163--164
C. Mack and
T. Murphy and
N. L. Webb The Efficiency of $N$ Machines
Uni-Directionally Patrolled by One
Operative when Walking Time and Repair
Times are Constants . . . . . . . . . . 166--172
C. Mack The Efficiency of $N$ Machines
Uni-Directionally Patrolled by One
Operative when Walking Time is Constant
and Repair Times are Variable . . . . . 173--178
R. A. Fisher Comment on the Notes by Neyman,
Bartlett, and Welch in this Journal
(Vol. \bf 18, No. 2, 1956) . . . . . . . 179--179
Anonymous Front Matter . . . . . . . . . . . . . . ??
C. D. Kemp and
A. W. Kemp Corrigenda: Generalized Hypergeometric
Distributions . . . . . . . . . . . . . ??
J. Gani Problems in the Probability Theory of
Storage Systems . . . . . . . . . . . . 181--206
David G. Kendall Some Problems in the Theory of Dams . . 207--233
F. Yates and
M. J. R. Healy and
S. Lipton Routine Analysis of Replicated
Experiments on an Electronic Computer 234--254
Rita J. Maurice A Minimax Procedure for Choosing Between
Two Populations using Sequential
Sampling . . . . . . . . . . . . . . . . 255--261
G. S. Watson Sufficient Statistics, Similar Regions
and Distribution-Free Tests . . . . . . 262--267
P. Whittle On the Use of the Normal Approximation
in the Treatment of Stochastic Processes 268--281
E. J. Hannan The Variance of the Mean of a Stationary
Process . . . . . . . . . . . . . . . . 282--285
M. R. Sampford Methods of Construction and Analysis of
Serially Balanced Sequences . . . . . . 286--304
B. Rojas and
R. F. White The Modified Latin Square . . . . . . . 305--317
Monica A. Creasy Analysis of Variance as an Alternative
to Factor Analysis . . . . . . . . . . . 318--325
Norman T. J. Bailey Some Further Results in the
Non-Equilibrium Theory of a Simple Queue 326--333
P. Naor Normal Approximation to Machine
Interference with Many Repairmen . . . . 334--341
J. Gani and
N. U. Prabhu Stationary Distributions of the Negative
Exponential Type for the Infinite Dam 342--351
Anonymous Volume Information . . . . . . . . . . . 353--354
Jerzy Neyman and
Elizabeth L. Scott Statistical Approach to Problems of
Cosmology . . . . . . . . . . . . . . . 1--43
G. S. Watson On Chi-Square Goodness-of-Fit Tests for
Continuous Distributions . . . . . . . . 44--72
D. E. Barton The Matching Distributions: Poisson
Limiting Forms and Derived Methods of
Approximation . . . . . . . . . . . . . 73--92
S. D. Silvey The Lindisfarne Scribes' Problem . . . . 93--101
D. V. Lindley Fiducial Distributions and Bayes'
Theorem . . . . . . . . . . . . . . . . 102--107
D. P. Banerjee On the Exact Distribution of a Test in
Multivariate Analysis . . . . . . . . . 108--110
S. R. Broadbent The Inspection of a Markov Process . . . 111--119
Hilda M. Davies and
G. H. Jowett The Fitting of Markoff Serial Variation
Curves . . . . . . . . . . . . . . . . . 120--142
E. J. Hannan The Asymptotic Powers of Certain Tests
of Goodness of Fit for Time Series . . . 143--151
Ulf Grenander Bandwidth and Variance in Estimation of
the Spectrum . . . . . . . . . . . . . . 152--157
M. H. Quenouille The Comparison of Correlations in
Time-Series . . . . . . . . . . . . . . 158--164
B. W. Conolly A Difference Equation Technique Applied
to the Simple Queue . . . . . . . . . . 165--167
B. W. Conolly A Difference Equation Technique Applied
to the Simple Queue with Arbitrary
Arrival Interval Distribution . . . . . 168--175
George Luchak The Continuous Time Solution of the
Equations of the Single Channel Queue
with a General Class of Service-Time
Distributions by the Method of
Generating Functions . . . . . . . . . . 176--181
P. D. Finch The Effect of the Size of the Waiting
Room on a Simple Queue . . . . . . . . . 182--186
P. G. Moore Interval Analysis and the Logarithmic
Transformation . . . . . . . . . . . . . 187--192
C. P. Cox The Analysis of Latin Square Designs
with Individual Curvatures in one
Direction . . . . . . . . . . . . . . . 193--204
W. L. Stevens Dilution Series: A Statistical Test of
Technique . . . . . . . . . . . . . . . 205--214
Anonymous Front Matter . . . . . . . . . . . . . . ??
D. R. Cox The Regression Analysis of Binary
Sequences . . . . . . . . . . . . . . . 215--242
Walter L. Smith Renewal Theory and Its Ramifications . . 243--302
Emanuel Parzen On Asymptotically Efficient Consistent
Estimates of the Spectral Density
Function of a Stationary Time Series . . 303--322
E. J. Hannan The Estimation of the Spectral Density
After Trend Removal . . . . . . . . . . 323--333
P. Whittle On the Smoothing of Probability Density
Functions . . . . . . . . . . . . . . . 334--343
Henry Scheffé Experiments With Mixtures . . . . . . . 344--360
I. J. Good The Interaction Algorithm and Practical
Fourier Analysis . . . . . . . . . . . . 361--372
Alan Stuart Equally Correlated Variates and the
Multinormal Integral . . . . . . . . . . 373--378
K. W. Kemp Formulae for Calculating the Operating
Characteristic and the Average Sample
Number of Some Sequential Tests . . . . 379--386
J. H. Darwin On Corrections to the Chi-Squared
Distribution . . . . . . . . . . . . . . 387--392
W. L. Stevens Sampling Without Replacement With
Probability Proportional to Size . . . . 393--397
P. J. Claringbold Multivariate Quantal Analysis . . . . . 398--405
C. P. Cox A Concise Derivation of General
Orthogonal Polynomials . . . . . . . . . 406--407
J. C. Tanner A Simplified Model for Delays in
Overtaking on a Two-Lane Road . . . . . 408--414
Anonymous Volume Information . . . . . . . . . . . 415--416
C. B. Winsten Geometric Distributions in the Theory of
Queues . . . . . . . . . . . . . . . . . 1--35
Violet R. Cane Behaviour Sequences as Semi-Markov
Chains . . . . . . . . . . . . . . . . . 36--58
B. M. Bennett On a Multivariate Version of Fieller's
Theorem . . . . . . . . . . . . . . . . 59--62
M. K. Vagholkar The Process Curve and the Equivalent
Mixed Binomial with Two Components . . . 63--66
C. L. Mallows The Information in an Experiment . . . . 67--72
G. S. James The Behrens--Fisher Distribution and
Weighted Means . . . . . . . . . . . . . 73--90
J. D. Sargan The Estimation of Relationships with
Autocorrelated Residuals by the Use of
Instrumental Variables . . . . . . . . . 91--105
Saad K. Nasr On Some Problems of Machine Interference 106--113
B. R. Bhat On the Distribution of Various Sums of
Squares in an Analysis of Variance Table
for Different Classifications with
Correlated and Non-Homogeneous Errors 114--119
D. E. Barton and
F. N. David Contagious Occupancy . . . . . . . . . . 120--133
W. F. Bodmer The Limiting Frequencies of Integers
with a Given Partitional Characteristic 134--143
A. Mercer Some Simple Duration-Dependent
Stochastic Processes . . . . . . . . . . 144--152
P. D. Finch Cyclic Queues with Feedback . . . . . . 153--157
J. Aitchison A Statistical Theory of Remnants . . . . 158--168
Z. A. Lomnicki and
S. K. Zaremba Bandwidth and Resolvability in
Statistical Spectral Analysis . . . . . 169--171
R. Morley Jones On a Property of Incomplete Blocks . . . 172--179
D. R. Cox A Renewal Problem with Bulk Ordering of
Components . . . . . . . . . . . . . . . 180--189
D. E. Barton and
F. N. David The Dispersion of a Number of Species 190--194
D. R. Cox and
L. Brandwood On a Discriminatory Problem Connected
with the Works of Plato . . . . . . . . 195--200
M. H. Quenouille Experiments with Mixtures . . . . . . . 201--202
Rita Maurice A Different Loss Function for the Choice
Between Two Populations . . . . . . . . 203--213
M. R. Sampford and
J. Taylor Censored Observations in Randomized
Block Experiments . . . . . . . . . . . 214--237
D. R. Cox Corrigenda: The Regression Analysis of
Binary Sequences . . . . . . . . . . . . 238--238
H. Scheffé Corrigenda: Experiments with Mixtures 238--238
W. L. Stevens Corrigenda: Dilution Series: A
Statistical Test of Technique . . . . . 238--238
Anonymous Volume Information . . . . . . . . . . . ??
G. A. Barnard Control Charts and Stochastic Processes 239--271
J. Kiefer Optimum Experimental Designs . . . . . . 272--319
Rupert G. Miller, Jr. A Contribution to the Theory of Bulk
Queues . . . . . . . . . . . . . . . . . 320--337
G. Zoutendijk Maximizing a Function in a Convex Region 338--355
Ahmed E. Sarhan and
B. G. Greenberg Estimation of Location and Scale
Parameters for the Rectangular
Population from Censored Samples . . . . 356--363
E. S. Page The Distribution of Vacancies on a Line 364--374
P. D. Finch The Output Process of the Queueing
System M/G/1 . . . . . . . . . . . . . . 375--380
A. J. Howie and
L. R. Shenton The Efficiency of Automatic Winding
Machines with Constant Patrolling Time 381--395
E. J. Williams The Comparison of Regression Variables 396--399
G. B. Wetherill The Most Economical Sequential Sampling
Scheme for Inspection by Variables . . . 400--408
N. F. Laubscher Note on Fisher's Transformation of the
Correlation Coefficient . . . . . . . . 409--410
D. R. Cox The Analysis of Exponentially
Distributed Life-Times with Two Types of
Failure . . . . . . . . . . . . . . . . 411--421
Anonymous Volume Information . . . . . . . . . . . 423--424
C. W. Dunnett On Selecting the Largest of k Normal
Population Means . . . . . . . . . . . . 1--40
E. M. L. Beale Confidence Regions in Non-Linear
Estimation . . . . . . . . . . . . . . . 41--88
B. W. Conolly The Busy Period in Relation to the
Single-Server Queueing System with
General Independent Arrivals and
Erlangian Service-Time . . . . . . . . . 89--96
A. D. Roy A Note on Prediction from an
Autoregressive Process Using Pistimetric
Probability . . . . . . . . . . . . . . 97--103
N. U. Prabhu Some Results for the Queue with Poisson
Arrivals . . . . . . . . . . . . . . . . 104--107
A. Mercer A Queueing Problem in which the Arrival
Times of the Customers are Scheduled . . 108--113
A. W. Joseph and
M. T. L. Bizley The Two-Pack Matching Problem . . . . . 114--130
B. D. Tikkiwal On the Theory of Classical Regression
and Double Sampling Estimation . . . . . 131--138
J. Durbin Estimation of Parameters in Time-Series
Regression Models . . . . . . . . . . . 139--153
J. Aitchison and
S. D. Silvey Maximum-Likelihood Estimation Procedures
and Associated Tests of Significance . . 154--171
D. R. Cox Regression Analysis when there is Prior
Information about Supplementary
Variables . . . . . . . . . . . . . . . 172--176
J. R. Lowe A Table of the Integral of the Bivariate
Normal Distribution over an Offset
Circle . . . . . . . . . . . . . . . . . 177--187
Harold Ruben On the Distribution of the Weighted
Difference of Two Independent Student
Variables . . . . . . . . . . . . . . . 188--194
Anonymous Volume Information . . . . . . . . . . . ??
R. L. Plackett Models in the Analysis of Variance . . . 195--217
W. F. Bodmer Discrete Stochastic Processes in
Population Genetics . . . . . . . . . . 218--244
A. Ben-Israel and
P. Naor A Problem of Delayed Service --- I . . . 245--269
A. Ben-Israel and
P. Naor A Problem of Delayed Service --- II . . 270--276
P. D. Finch On the Transient Behaviour of a Simple
Queue . . . . . . . . . . . . . . . . . 277--284
B. W. Conolly Queueing at a Single Serving Point with
Group Arrival . . . . . . . . . . . . . 285--298
R. A. Fisher On Some Extensions of Bayesian Inference
Proposed by Mr Lindley . . . . . . . . . 299--301
S. F. Buck A Method of Estimation of Missing Values
in Multivariate Data Suitable for use
with an Electronic Computer . . . . . . 302--306
Naunihal Singh Estimation of Parameters of a
Multivariate Normal Population from
Truncated and Censored Samples . . . . . 307--311
D. A. Sprott Necessary Restrictions for Distributions
a Posteriori . . . . . . . . . . . . . . 312--318
I. J. Good Weight of Evidence, Corroboration,
Explanatory Power, Information and the
Utility of Experiments . . . . . . . . . 319--331
Edwin Mansfield and
Carlton Hensley The Logistic Process: Tables of the
Stochastic Epidemic Curve and
Applications . . . . . . . . . . . . . . 332--337
A. D. Roy Some Notes on Pistimetric Inference . . 338--347
S. N. Roy and
B. G. Greenberg and
A. E. Sarhan Evaluation of Determinants,
Characteristic Equations and their Roots
for a Class of Patterned Matrices . . . 348--359
M. N. Ghosh Bounds for the Expected Sample Size in a
Sequential Probability Ratio Test . . . 360--367
D. R. Cox A Note on Tests of Homogeneity Applied
after Sequential Sampling . . . . . . . 368--371
I. J. Good The Interaction Algorithm and Practical
Fourier Analysis: An Addendum . . . . . 372--375
H. E. Daniels Approximate Solutions of Green's Type
for Univariate Stochastic Processes . . 376--401
G. B. Wetherill The Wilcoxon Test and Non-Null
Hypotheses . . . . . . . . . . . . . . . 402--418
Anonymous Volume Information . . . . . . . . . . . 419--420
Anonymous Back Matter . . . . . . . . . . . . . . i--i
Cedric A. B. Smith Consistency in Statistical Inference and
Decision . . . . . . . . . . . . . . . . 1--37
J. C. Tanner Two Papers on Applications of Stochastic
Processes to Road Traffic Problems:
Delays on a Two-Lane Road . . . . . . . 38--63
Alan J. Miller A Queueing Model for Road Traffic Flow 64--90
C. E. V. Leser A Simple Method of Trend Construction 91--107
B. M. Bennett Confidence Limits for Multivariate
Ratios . . . . . . . . . . . . . . . . . 108--112
Augustus J. Fabens The Solution of Queueing and Inventory
Models by Semi-Markov Processes . . . . 113--127
D. J. G. Farlie The Asymptotic Efficiency of Daniels's
Generalized Correlation Coefficients . . 128--142
N. K. Jaiswal A Bulk-Service Queueing Problem with
Variable Capacity . . . . . . . . . . . 143--148
K. W. Kemp The Average Run Length of the Cumulative
Sum Chart when a $V$-Mask is used . . . 149--153
Gerald J. Glasser An Unbiased Estimator for Powers of the
Arithmetic Mean . . . . . . . . . . . . 154--159
Martin Dorff and
John Gurland Estimation of the Parameters of a Linear
Functional Relation . . . . . . . . . . 160--170
Henry Scheffé Reply to Mr Quenouille's Comments about
my Paper on Mixtures . . . . . . . . . . 171--172
G. F. Yeo The Time-Dependent Solution for an
Infinite Dam with Discrete Additive
Inputs . . . . . . . . . . . . . . . . . 173--179
I. J. Good The Real Stable Characteristic Functions
and Chaotic Acceleration . . . . . . . . 180--183
D. F. Kerridge Inaccuracy and Inference . . . . . . . . 184--194
Shirley E. Vincent A Test of Homogeneity for Ordered
Variances . . . . . . . . . . . . . . . 195--206
F. Downton A Note on Vacancies on a Line . . . . . 207--214
D. R. Cox A Simple Congestion System with
Incomplete Service . . . . . . . . . . . 215--222
G. M. Tallis The Moment Generating Function of the
Truncated Multi-normal Distribution . . 223--229
Walter L. Smith A Note on the Renewal Function when the
Mean Renewal Lifetime is Infinite . . . 230--237
Anonymous Volume Information . . . . . . . . . . . ??
D. J. Bartholomew A Test of Homogeneity of Means Under
Restricted Alternatives . . . . . . . . 239--281
R. N. Curnow Optimal Programmes for Varietal
Selection . . . . . . . . . . . . . . . 282--318
Thomas L. Saaty Some Stochastic Processes with Absorbing
Barriers . . . . . . . . . . . . . . . . 319--334
W. G. Gilchrist Some Sequential Tests Using Range . . . 335--342
B. Weesakul First Emptiness in a Finite Dam . . . . 343--351
John Aitchison The Construction of Optimal Designs for
the One-Way Classification Analysis of
Variance . . . . . . . . . . . . . . . . 352--367
A. Mercer Some Simple Wear-Dependent Renewal
Processes . . . . . . . . . . . . . . . 368--376
W. D. Ray and
A. E. N. T. Pitman An Exact Distribution of the
Fisher--Behrens--Welch Statistic for
Testing the Difference Between the Means
of Two Normal Populations with Unknown
Variance . . . . . . . . . . . . . . . . 377--384
F. Benson and
G. Gregory Closed Queueing Systems: A
Generalization of the Machine
Interference Model . . . . . . . . . . . 385--393
E. J. Hannan Testing for a Jump in the Spectral
Function . . . . . . . . . . . . . . . . 394--404
S. Rosenbaum Moments of a Truncated Bivariate Normal
Distribution . . . . . . . . . . . . . . 405--408
H. E. Daniels Mixtures of Geometric Distributions . . 409--413
D. R. Cox Prediction by Exponentially Weighted
Moving Averages and Related Methods . . 414--422
D. E. Barton and
C. L. Mallows The Randomization Bases of the Problem
of the Amalgamation of Weighted Means 423--433
H. P. Stout and
F. Stern Estimation from Quantiles in Destructive
Testing . . . . . . . . . . . . . . . . 434--443
S. D. Silvey A Note on Maximum-Likelihood in the Case
of Dependent Random Variables . . . . . 444--452
P. K. Sen On Some Properties of the Asymptotic
Variance of the Sample Quantiles and
Mid-Ranges . . . . . . . . . . . . . . . 453--459
D. A. Sprott Similarities Between Likelihoods and
Associated Distributions A Posteriori 460--468
F. S. G. Richards A Method of Maximum-Likelihood
Estimation . . . . . . . . . . . . . . . 469--475
T. Lewis The Intervals Between Regular Events
Displaced in Time by Independent Random
Deviations of Large Dispersion . . . . . 476--483
E. S. Page An Approach to the Scheduling of Jobs on
Machines . . . . . . . . . . . . . . . . 484--492
Robert R. Read On Quadratic Estimates of the Interclass
Variance for Unbalanced Designs . . . . 493--497
A. R. Thatcher Some Results on Inventory Problems . . . 1--45
C. Radhakrishna Rao Efficient Estimates and Optimum
Inference Procedures in Large Samples 46--72
D. P. Gaver, Jr. A Waiting Line with Interrupted Service,
Including Priorities . . . . . . . . . . 73--90
N. K. Jaiswal Time-Dependent Solution of the
Head-of-the-Line Priority Queue . . . . 91--101
J. Gani and
R. Pyke Inequalities for First Emptiness
Probabilities of a Dam with Ordered
Inputs . . . . . . . . . . . . . . . . . 102--106
F. Downton Congestion Systems with Incomplete
Service . . . . . . . . . . . . . . . . 107--111
A. W. Joseph Subsidiary Sequences for Solving Leser's
Least-Squares Graduation Equations . . . 112--117
Ronald Fisher Some Examples of Bayes' Method of the
Experimental Determination of
Probabilities a Priori . . . . . . . . . 118--124
E. J. Williams Exact Fiducial Limits in Non-Linear
Estimation . . . . . . . . . . . . . . . 125--139
M. Atiqullah On the Effect of Non-Normality on the
Estimation of Components of Variance . . 140--147
B. R. Bhat On the Distribution of Certain Quadratic
Forms in Normal Variates . . . . . . . . 148--151
C. Radhakrishna Rao A Note on a Generalized Inverse of a
Matrix with Applications to Problems in
Mathematical Statistics . . . . . . . . 152--158
B. M. Bennett On Multivariate Sign Tests . . . . . . . 159--161
R. L. Plackett A Note on Interactions in Contingency
Tables . . . . . . . . . . . . . . . . . 162--166
Mandakini S. Rohatgi On the Asymptotic Sufficiency of Certain
Order Statistics . . . . . . . . . . . . 167--176
Harold Ruben A New Asymptotic Expansion for the
Normal Probability Integral and Mill's
Ratio . . . . . . . . . . . . . . . . . 177--179
Gerald J. Glasser Estimators for the Product of Arithmetic
Means . . . . . . . . . . . . . . . . . 180--184
H. E. Daniels The Estimation of Spectral Densities . . 185--198
G. M. Jenkins and
J. Chanmugam The Estimation of Slope when the Errors
are Autocorrelated . . . . . . . . . . . 199--214
M. B. Priestley The Analysis of Stationary Processes
with Mixed Spectra --- I . . . . . . . . 215--233
John Aitchison Large-Sample Restricted Parametric Tests 234--250
J. N. Darroch Interactions in Multi-Factor Contingency
Tables . . . . . . . . . . . . . . . . . 251--263
C. M. Stein Confidence Sets for the Mean of a
Multivariate Normal Distribution . . . . 265--296
G. E. P. Box and
G. M. Jenkins Some Statistical Aspects of Adaptive
Optimization and Control . . . . . . . . 297--343
Julian Keilson The General Bulk Queue as a Hilbert
Problem . . . . . . . . . . . . . . . . 344--358
A. Ghosal Queues in Series . . . . . . . . . . . . 359--363
J. A. McFadden On the Lengths of Intervals in a
Stationary Point Process . . . . . . . . 364--382
J. F. C. Kingman On Queues in Heavy Traffic . . . . . . . 383--392
B. L. Marks Some Optimal Sequential Schemes for
Estimating the Mean of a Cumulative
Normal Quantal Response Curve . . . . . 393--400
C. Radhakrishna Rao Problems of Selection with Restrictions 401--405
D. R. Cox Further Results on Tests of Separate
Families of Hypotheses . . . . . . . . . 406--424
D. A. S. Fraser On the Consistency of the Fiducial
Method . . . . . . . . . . . . . . . . . 425--434
G. H. Freeman and
J. N. R. Jeffers Estimation of Means and Standard Errors
in the Analysis of Non-Orthogonal
Experiments by Electronic Computer . . . 435--446
S. N. Dar On the Comparison of the Sensitivities
of Experiments . . . . . . . . . . . . . 447--453
John J. Gart Approximate Confidence Limits for the
Relative Risk . . . . . . . . . . . . . 454--463
M. Atiqullah and
D. R. Cox The Use of Control Observations as an
Alternative to Incomplete Block Designs 464--471
Martin Sandelius A Simple Randomization Procedure . . . . 472--481
J. N. K. Rao and
H. O. Hartley and
W. G. Cochran On a Simple Procedure of Unequal
Probability Sampling without Replacement 482--491
K. C. Chanda Sampling Properties of Tests of
Goodness-of-Fit for Linear
Autoregressive Schemes . . . . . . . . . 492--510
M. B. Priestley Analysis of Stationary Processes With
Mixed Spectra --- II . . . . . . . . . . 511--529
G. M. Tallis The Use of a Generalized Multinomial
Distribution in the Estimation of
Correlation in Discrete Data . . . . . . 530--534
D. J. Finney Cumulants of Truncated Multinormal
Distributions . . . . . . . . . . . . . 535--536
John Gurland Note on a Paper by Ray and Pitman . . . 537--538
Anonymous Back Matter . . . . . . . . . . . . . . i--vi
G. B. Wetherill Sequential Estimation of Quantal
Response Curves . . . . . . . . . . . . 1--48
J. A. Bather Control Charts and the Minimization of
Costs . . . . . . . . . . . . . . . . . 49--80
F. J. Anscombe Tests of Goodness of Fit . . . . . . . . 81--94
E. J. Williams A Comparison of the Direct and Fiducial
Arguments in the Estimation of a
Parameter . . . . . . . . . . . . . . . 95--99
A. P. Dempster On Direct Probabilities . . . . . . . . 100--110
G. A. Barnard Some Logical Aspects of the Fiducial
Argument . . . . . . . . . . . . . . . . 111--114
D. A. S. Fraser On Sufficiency and the Exponential
Family . . . . . . . . . . . . . . . . . 115--123
G. A. Barnard The Logic of Least Squares . . . . . . . 124--127
M. J. R. Healy Fiducial Limits for a Variance Component 128--130
E. H. Lloyd The Epochs of Emptiness of a
Semi-Infinite Discrete Reservoir . . . . 131--136
J. L. Mott The Distribution of the
Time-to-Emptiness of a Discrete Dam
Under Steady Demand . . . . . . . . . . 137--139
J. Gani Models for a Bacterial Growth Process
with Removals . . . . . . . . . . . . . 140--149
D. J. Bartholomew A Multi-Stage Renewal Process . . . . . 150--168
Donald L. Bentley A Contribution to Counter Theory . . . . 169--178
Leo A. Goodman On Plackett's Test for Contingency Table
Interactions . . . . . . . . . . . . . . 179--188
M. R. Leadbetter On the Normal Stationary Process ---
Areas Outside Given Levels . . . . . . . 189--194
A. M. Walker A Note on the Asymptotic Efficiency of
an Asymptotically Normal Estimator
Sequence . . . . . . . . . . . . . . . . 195--200
B. M. Bennett On Combining Estimates of a Ratio of
Means . . . . . . . . . . . . . . . . . 201--205
A. W. F. Edwards Estimation of the Parameters in Short
Markov Sequences . . . . . . . . . . . . 206--208
B. K. Kale Some Remarks on a Method of
Maximum-Likelihood Estimation Proposed
by Richards . . . . . . . . . . . . . . 209--212
M. N. Ghosh and
Divakar Sharma Power of Tukey's Test for Non-Additivity 213--219
M. W. Birch Maximum Likelihood in Three-Way
Contingency Tables . . . . . . . . . . . 220--233
John J. Gart Corrigenda: Approximate Confidence
Limits for the Relative Risks . . . . . 234--234
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--iv
Henry Scheffé The Simplex-Centroid Design for
Experiments with Mixtures . . . . . . . 235--263
M. S. Bartlett The Spectral Analysis of Point Processes 264--296
N. L. Johnson and
Rita J. Maurice A Manimax-Regret Procedure for Choosing
Between Two Populations Using Sequential
Sampling . . . . . . . . . . . . . . . . 297--304
L. R. Shenton and
K. Bowman Higher Moments of a Maximum-Likelihood
Estimate . . . . . . . . . . . . . . . . 305--317
B. L. Welch and
H. W. Peers On Formulae for Confidence Points Based
on Integrals of Weighted Likelihoods . . 318--329
Max Halperin Confidence Interval Estimation in
Non-Linear Regression . . . . . . . . . 330--333
M. Atiqullah On the Randomization Distribution and
Power of the Variance Ratio Test . . . . 334--347
D. G. Kabe Multivariate Linear Hypothesis with
Linear Restrictions . . . . . . . . . . 348--351
G. H. Jowett Applications of Jordan's Procedure for
Matrix Inversion in Multiple Regression
and Multivariate Distance Analysis . . . 352--357
M. N. Ghosh Hotelling's Generalized $ T^2 $ in the
Multivariate Analysis of Variance . . . 358--367
Seymour Geisser and
Jerome Cornfield Posterior Distributions for Multivariate
Normal Parameters . . . . . . . . . . . 368--376
I. J. Good On the Independence of Quadratic
Expressions . . . . . . . . . . . . . . 377--382
I. J. Good Quadratics in Markov-Chain Frequencies,
and the Binary Chain of Order $2$ . . . 383--391
C. C. Heyde On a Property of the Lognormal
Distribution . . . . . . . . . . . . . . 392--393
Asha Seth The Correlated Unrestricted Random Walk 394--400
J. Bishir A Lower Bound for the Critical
Probability in the One-Quadrant
Oriented- Atom Percolation Process . . . 401--404
W. J. Ewens The Diffusion Equation and a
Pseudo-Distribution in Genetics . . . . 405--412
J. A. McFadden and
Walter Weissblum Higher-Order Properties of a Stationary
Point Process . . . . . . . . . . . . . 413--431
D. J. Bartholomew An Approximate Solution of the Integral
Equation of Renewal Theory . . . . . . . 432--441
Laurence J. Herbst Periodogram Analysis and Variance
Fluctuations . . . . . . . . . . . . . . 442--450
Laurence N. Herbst A Test for Variance Heterogeneity in the
Residuals of a Gaussian Moving Average 451--454
A. J. Fabens and
A. G. A. D. Perera A Correction to ``The Solution of
Queueing and Inventory Models by
Semi-Markov Processes'' . . . . . . . . 455--456
R. A. Sack Treatment of the Non-Equilibrium Theory
of Simple Queues by Means of Cumulative
Probabilities . . . . . . . . . . . . . 457--463
J. Keilson On the Asymptotic Behaviour of Queues 464--476
M. C. Pike Some Numerical Results for the Queueing
System D/E$_k$ /1 . . . . . . . . . . . 477--488
Donald P. Gaver, Jr. Competitive Queueing: Idleness
Probabilities Under Priority Disciplines 489--499
J. A. McFadden Corrigenda: On the Lengths of Intervals
in a Stationary Point Process . . . . . 500--500
Anonymous Front Matter . . . . . . . . . . . . . . ??
H. D. Patterson Theory of Cyclic Rotation Experiments 1--45
D. A. S. Fraser On Local Unbiased Estimation . . . . . . 46--51
D. A. S. Fraser Local Conditional Sufficiency . . . . . 52--62
I. G. Evans Bayesian Estimation of the Variance of a
Normal Distribution . . . . . . . . . . 63--68
Seymour Geisser Posterior Odds for Multivariate Normal
Classifications . . . . . . . . . . . . 69--76
J. N. Srivastava On the Monotonicity Property of the
Three Main Tests for Multivariate
Analysis of Variance . . . . . . . . . . 77--81
G. M. Tallis Further Models for Estimating
Correlation in Discrete Data . . . . . . 82--85
Leo A. Goodman Simultaneous Confidence Limits for
Cross-Product Ratios in Contingency
Tables . . . . . . . . . . . . . . . . . 86--102
D. R. Cox Some Applications of Exponential Ordered
Scores . . . . . . . . . . . . . . . . . 103--110
H. M. Finucan A Note on Kurtosis . . . . . . . . . . . 111--112
C. S. van Dobben de Bruyn Prediction by Progressive Correction . . 113--122
M. B. Priestley Estimation of the Spectral Density
Function in the Presence of Harmonic
Components . . . . . . . . . . . . . . . 123--132
D. J. Buckley and
R. C. Wheeler Some Results for Fixed-Time Traffic
Signals . . . . . . . . . . . . . . . . 133--140
Samuel Zahl A Deformation Method for Quadratic
Programming . . . . . . . . . . . . . . 141--160
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
J. Aitchison Two Papers on the Comparison of Bayesian
and Frequentist Approaches to
Statistical Problems of Prediction:
Bayesian Tolerance Regions . . . . . . . 161--175
A. R. Thatcher Relationships Between Bayesian and
Confidence Limits for Predictions . . . 176--210
G. E. P. Box and
D. R. Cox An Analysis of Transformations . . . . . 211--252
D. A. S. Fraser On Local Inference and Information . . . 253--260
G. A. F. Seber The Linear Hypothesis and Idempotent
Matrices . . . . . . . . . . . . . . . . 261--266
Max Halperin Note on Interval Estimation in
Non-Linear Regression when Responses are
Correlated . . . . . . . . . . . . . . . 267--269
D. G. Kabe A Note on the Bartlett Decomposition of
a Wishart Matrix . . . . . . . . . . . . 270--273
M. Stone Comments on a Posterior Distribution of
Geisser and Cornfield . . . . . . . . . 274--276
George C. Tiao and
Arnold Zellner On the Bayesian Estimation of
Multivariate Regression . . . . . . . . 277--285
G. P. Patil and
V. Seshadri Characterization Theorems for Some
Univariate Probability Distributions . . 286--292
Jean D. Gibbons On the Power of Two-Sample Rank Tests on
the Equality of Two Distribution
Functions . . . . . . . . . . . . . . . 293--304
Jean D. Gibbons A Proposed Two-Sample Rank Test: The Psi
Test and its Properties . . . . . . . . 305--312
M. W. Birch The Detection of Partial Association, I:
The $ 2 \times 2 $ Case . . . . . . . . 313--324
T. Lewis and
L. J. Govier Some Properties of Counts of Events for
Certain Types of Point Process . . . . . 325--337
E. H. Lloyd and
S. Odoom A Note on the Solution of Dam Equations 338--344
J. R. Green A Model for Rainfall Occurrence . . . . 345--353
Laurence J. Herbst Spectral Analysis in the Presence of
Variance Fluctuations . . . . . . . . . 354--360
Laurence J. Herbst Stationary Amplitude Fluctuations in a
Random Series . . . . . . . . . . . . . 361--364
F. Downton Corrigenda: Congestion Systems with
Incomplete Service . . . . . . . . . . . 365--365
Anonymous Front Matter . . . . . . . . . . . . . . ??
C. Domb Some Statistical Problems Connected with
Crystal Lattices . . . . . . . . . . . . 367--397
Peter A. W. Lewis A Branching Poisson Process Model for
the Analysis of Computer Failure
Patterns . . . . . . . . . . . . . . . . 398--456
B. M. Bennett A Bivariate Signed Rank Test . . . . . . 457--461
J. Aitchison Confidence-Region Tests . . . . . . . . 462--476
Seymour Geisser Estimation in the Uniform Covariance
Case . . . . . . . . . . . . . . . . . . 477--483
J. C. Koop On an Identity for the Variances of a
Ratio of Two Random Variables . . . . . 484--486
J. Keilson Corrigenda: The General Bulk Queue as a
Hilbert Problem . . . . . . . . . . . . 487--487
Anonymous Front Matter . . . . . . . . . . . . . . ??
B. L. Welch On Comparisons Between Confidence Point
Procedures in the Case of a Single
Parameter . . . . . . . . . . . . . . . 1--8
H. W. Peers On Confidence Points and Bayesian
Probability Points in the Case of
Several Parameters . . . . . . . . . . . 9--16
M. Clutton-Brock Using the Observations to Estimate the
Prior Distribution . . . . . . . . . . . 17--27
W. G. Cochran and
M. Davis The Robbins--Monro Method for Estimating
the Median Lethal Dose . . . . . . . . . 28--44
Nai Ng Chan On Circular Functional Relationships . . 45--56
Keewhan Choi Probability Bounds for a Union of
Hyperspherical Cones . . . . . . . . . . 57--73
G. M. Tallis and
M. K. Vagholkar Formulae to Improve Wald's Approximation
for Some Properties of Sequential Tests 74--81
B. M. Bennett Note on a $ \chi^2$-Approximation for
the Multivariate Sign Test . . . . . . . 82--85
A. Reitsma The Determination of Sampling
Distributions and Moment Generating
Functions by Solving Differential
Equations . . . . . . . . . . . . . . . 86--90
G. Marsaglia and
A. W. Marshall and
F. Proschan Moment Crossings as Related to Density
Crossings . . . . . . . . . . . . . . . 91--93
G. P. Patil and
Richard Shorrock On Certain Properties of the
Exponential-Type Families . . . . . . . 94--99
S. M. Ali and
S. D. Silvey Association Between Random Variables and
the Dispersion of a Radon--Nikodym
Derivative . . . . . . . . . . . . . . . 100--107
S. M. Ali and
S. D. Silvey A Further Result on the Relevance of the
Dispersion of a Radon--Nikodym
Derivative to the Problem of Measuring
Association . . . . . . . . . . . . . . 108--110
M. W. Birch The Detection of Partial Association,
II: The General Case . . . . . . . . . . 111--124
R. M. Loynes On a Property of the Random Walks
Describing Simple Queues and Dams . . . 125--129
Lajos Takacs Applications of a Ballot Theorem in
Physics and in Order Statistics . . . . 130--137
C. R. Heathcote A Branching Process Allowing Immigration 138--143
W. D. Ray and
C. Wyld Polynomial Projecting Properties of
Multi-Term Predictors/Controllers in
Non-Stationary Time Series . . . . . . . 144--158
L. J. Herbst The Statistical Fourier Analysis of
Variances . . . . . . . . . . . . . . . 159--165
Samuel Zahl Supplement to ``A Deformation Method for
Quadratic Programming'' . . . . . . . . 166--168
Anonymous Volume Information . . . . . . . . . . . ??
John W. Pratt Bayesian Interpretation of Standard
Inference Statements . . . . . . . . . . 169--203
M. B. Priestley Evolutionary Spectra and Non-Stationary
Processes . . . . . . . . . . . . . . . 204--237
Ester Samuel On Simple Rules for the Compound
Decision Problem . . . . . . . . . . . . 238--244
J. Aitchison Likelihood-Ratio and Confidence-Region
Tests . . . . . . . . . . . . . . . . . 245--250
J. B. Kruskal Analysis of Factorial Experiments by
Estimating Monotone Transformations of
the Data . . . . . . . . . . . . . . . . 251--263
J. Sedransk Analytical Surveys with Cluster Sampling 264--278
I. G. Evans Bayesian Estimation of Parameters of a
Multivariate Normal Distribution . . . . 279--283
I. R. Savage and
L. J. Savage Finite Stopping Time and Finite Expected
Stopping Time . . . . . . . . . . . . . 284--289
Carl-Erik Särndal Derivation of a Class of Frequency
Distributions via Bayes's Theorem . . . 290--300
G. M. Tallis Plane Truncation in Normal Populations 301--307
L. R. Shenton and
Whitney L. Johnson Moments of a Serial Correlation
Coefficient . . . . . . . . . . . . . . 308--320
J. P. Comer, Jr. Application of Stochastic Approximation
to Process Control . . . . . . . . . . . 321--331
D. R. Cox On the Estimation of the Intensity
Function of a Stationary Point Process 332--337
T. Williams The Basic Birth-Death Model for
Microbial Infections . . . . . . . . . . 338--360
P. D. Welch On the Busy Period of a Facility which
Serves Customers of Several Types . . . 361--370
P. Whittle Some General Results in Sequential
Design . . . . . . . . . . . . . . . . . 371--394
R. Pyke Spacings . . . . . . . . . . . . . . . . 395--449
Norman R. Draper and
Willard Lawrence Mixture Designs for Three Factors . . . 450--465
E. L. Albasiny The Numerical Solution of Some
Non-Linear Equations, Useful in the
Design of Experiments . . . . . . . . . 466--472
N. R. Draper and
W. E. Lawrence Mixture Designs for Four Factors . . . . 473--478
D. A. Sprott Transformations and Sufficiency . . . . 479--485
S. R. Searle Additional Results Concerning Estimable
Functions and Generalized Inverse
Matrices . . . . . . . . . . . . . . . . 486--490
R. M. Loynes On the Waiting-Time Distribution for
Queues in Series . . . . . . . . . . . . 491--496
R. W. Morgan and
D. J. A. Welsh A Two-Dimensional Poisson Growth Process 497--504
C. B. Mehr and
J. A. McFadden Certain Properties of Gaussian Processes
and Their First-Passage Times . . . . . 505--522
P. Whittle Recursive Relations for Predictors of
Non-Stationary Processes . . . . . . . . 523--532
S. M. Ali and
S. D. Silvey Corrigenda: Association Between Random
Variables and The Dispersion of a
Randon--Nikodym Derivative . . . . . . . 533--533
Anonymous Back Matter . . . . . . . . . . . . . . i--iv
M. Hills Allocation Rules and their Error Rates 1--31
J. A. Hartigan Estimation by Ranking Parameters . . . . 32--44
B. R. Bhat and
N. V. Kulkarni On Efficient Multinomial Estimation . . 45--52
R. S. Pinkham On a Fiducial Example of C. Stein . . . 53--54
J. A. Hartigan Note on the Confidence-Prior of Welch
and Peers . . . . . . . . . . . . . . . 55--56
J. Aitchison Expected-Cover and Linear-Utility
Tolerance Intervals . . . . . . . . . . 57--62
Ester Samuel Sequential Compound Ruls for the Finite
Decision Problem . . . . . . . . . . . . 63--72
Lee R. Abramson Asymptotic Sequential Design of
Experiments with Two Random Variables 73--87
D. J. Finney An Experimental Study of Certain
Screening Processes . . . . . . . . . . 88--109
David H. Rees The Analysis of Variance of Designs with
Many Non-Orthogonal Classifications . . 110--117
D. A. Preece Classifying Youden Rectangles . . . . . 118--130
S. M. Ali and
S. D. Silvey A General Class of Coefficients of
Divergence of One Distribution from
Another . . . . . . . . . . . . . . . . 131--142
M. V. Menon Characterization Theorems for Some
Univariate Probability Distributions . . 143--145
G. K. Bhattacharyya A Note on the Asymptotic Efficiency of
Bennett's Bivariate Sign Test . . . . . 146--149
P. Armitage The Chi-Square Test for Heterogeneity of
Proportions, After Adjustment for
Stratification . . . . . . . . . . . . . 150--163
John J. Gart Alternative Analyses of Contingency
Tables . . . . . . . . . . . . . . . . . 164--179
K. Subrahmaniam A Test for ``Intrinsic Correlation'' in
the Theory of Accident Proneness . . . . 180--189
J. Keilson The Ergodic Queue Length Distribution
for Queueing Systems with Finite
Capacity . . . . . . . . . . . . . . . . 190--201
A. G. Hawkes Delay at Traffic Intersections . . . . . 202--212
C. R. Heathcote Corrections and Comments on the Paper
``A Branching Process Allowing
Immigration'' . . . . . . . . . . . . . 213--217
M. R. Leadbetter On Streams of Events and Mixtures of
Streams . . . . . . . . . . . . . . . . 218--227
M. B. Priestley Design Relations for Non-Stationary
Processes . . . . . . . . . . . . . . . 228--240
Richard H. Jones Exponential Smoothing for Multivariate
Time Series . . . . . . . . . . . . . . 241--251
Cedric A. B. Smith Correction: Consistency in Statistical
Inference and Decision . . . . . . . . . 252--252
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--v
E. Seneta Quasi-Stationary Distributions and
Time-Reversion in Genetics . . . . . . . 253--277
P. Sprent A Generalized Least-Squares Approach to
Linear Functional Relationships . . . . 278--297
Marakatha Krishnan Locally Unbiased Type $M$ Test . . . . . 298--309
V. P. Godambe A New Approach to Sampling from Finite
Populations. I. Sufficiency and Linear
Estimation . . . . . . . . . . . . . . . 310--319
V. P. Godambe A New Approach to Sampling from Finite
Populations. II. Distribution-Free
Sufficiency . . . . . . . . . . . . . . 320--328
A. M. Hasofer The Almost Full Dam with Poisson Input 329--335
J. H. Jenkins On the Correlation Structure of the
Departure Process of the M/E$_\lambda $
/1 Queue . . . . . . . . . . . . . . . . 336--344
J. A. John Cyclic Incomplete Block Designs . . . . 345--360
Peter W. M. John An Extension of the Triangular
Association Scheme to Three Associate
Classes . . . . . . . . . . . . . . . . 361--365
S. John On the Evaluation of Probabilities of
Convex Polyhedra under Multivariate
Normal and t Distributions . . . . . . . 366--369
M. S. Srivastava Some Asymptotically Efficient Sequential
Procedures for Ranking and Slippage
Problems . . . . . . . . . . . . . . . . 370--380
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--v
G. B. Wetherill and
G. E. G. Campling The Decision Theory Approach to Sampling
Inspection . . . . . . . . . . . . . . . 381--416
J. F. C. Kingman An Approach to the Study of Markov
Processes . . . . . . . . . . . . . . . 417--447
A. M. Hasofer The Almost Full Dam with Poisson Input:
Further Results . . . . . . . . . . . . 448--455
D. N. Shanbhag On a Generalized Queueing System with
Poisson Arrivals . . . . . . . . . . . . 456--458
F. Downton The Reliability of Multiplex Systems
with Repair . . . . . . . . . . . . . . 459--476
Julian Keilson A Technique for Discussing the Passage
Time Distribution for Stable Systems . . 477--486
Violet R. Cane A Note on the Size of Epidemics and the
Number of People Hearing a Rumour . . . 487--490
J. M. Hammersley First-Passage Percolation . . . . . . . 491--496
R. M. Loynes Some Aspects of the Estimation of
Quantiles . . . . . . . . . . . . . . . 497--512
Harold Ruben Some New Results on the Distribution of
the Sample Correlation Coefficient . . . 513--525
T. Calinski On the Distribution of the $F$-Type
Statistics in the Analysis of a Group of
Experiments . . . . . . . . . . . . . . 526--542
G. E. P. Box and
Irwin Guttman Some Aspects of Randomization . . . . . 543--558
A. M. Kshirsagar Balanced Factorial Designs . . . . . . . 559--567
I. R. Dunsmore A Bayesian Approach to Classification 568--577
I. J. Good A Derivation of the Probabilistic
Explication of Information . . . . . . . 578--581
D. N. Shanbhag On the Independence of Quadratic Forms 582--583
I. J. Good On the Independence of Quadratic
Expressions: Corrigenda . . . . . . . . 584--584
K. Subrahmaniam Correction and Acknowledgement of
Priority: A Test for ``Intrinsic
Correlation'' in the Theory of Accident
Proneness . . . . . . . . . . . . . . . 585--585
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--vi
F. J. Anscombe Topics in the Investigation of Linear
Relations Fitted by the Method of Least
Squares . . . . . . . . . . . . . . . . 1--52
D. J. Bartholomew Hypothesis Testing When the Sample Size
is Treated as a Random Variable . . . . 53--82
Irwin Guttman The Use of the Concept of a Future
Observation in Goodness-of-Fit Problems 83--100
M. Davies Linear Approximation Using the Criterion
of Least Total Deviations . . . . . . . 101--109
Robert Bohrer On Sharpening Scheffé Bounds . . . . . . 110--114
A. R. Kokan and
Sanaullah Khan Optimum Allocation in Multivariate
Surveys: An Analytical Solution . . . . 115--125
Max Halperin A Generalization of Fieller's Theorem to
the Ratio of Complex Parameters . . . . 126--131
M. S. Srivastava On Fixed-Width Confidence Bounds for
Regression Parameters and Mean Vector 132--140
C. C. Heyde Asymptotic Renewal Results for a Natural
Generalization of Classical Renewal
Theory . . . . . . . . . . . . . . . . . 141--150
J. R. Green A Modified Model for Rainfall Occurrence 151--153
R. C. Geary Ex Post Determination of Significance in
Multivariate Regression when the
Independent Variables are Orthogonal . . 154--161
A. Hald Asymptotic Properties of Bayesian Single
Sampling Plans . . . . . . . . . . . . . 162--173
Agnes M. Herzberg The Behaviour of the Variance Function
of the Difference Between Two Estimated
Responses . . . . . . . . . . . . . . . 174--179
D. R. McNeil Estimating the Covariance and Spectral
Density Functions from a Clipped
Stationary Time Series . . . . . . . . . 180--195
A. M. Walker Correction: A Note on the Asymptotic
Efficiency of an Asymptotically Normal
Estimator Sequence . . . . . . . . . . . 196--196
P. Armitage Addendum: The Chi-Square Test for
Heterogeneity of Proportions, After
Adjustment for Stratification . . . . . 197--197
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--iv
E. J. Williams The Analysis of Association Among Many
Variates . . . . . . . . . . . . . . . . 199--242
Willard H. Clatworthy On John's Cyclic Incomplete Block
Designs . . . . . . . . . . . . . . . . 243--247
Kenneth W. Kemp Formal Expressions which can be Used for
the Determination of the Operating
Characteristic and Average Sample Number
of a Simple Sequential Test . . . . . . 248--262
Kenneth W. Kemp A Simple Procedure for Determining Upper
and Lower Limits for the Average Sample
Run Length of a Cumulative Sum Scheme 263--265
P. R. Fisk Models of the Second Kind in Regression
Analysis . . . . . . . . . . . . . . . . 266--281
S. R. Srivastava and
T. A. Bancroft Inferences Concerning a Population
Correlation Coefficient from One or
Possibly Two Samples Subsequent to a
Preliminary Test of Significance . . . . 282--291
K. S. Banerjee and
W. T. Federer On a Special Subset Giving an Irregular
Fractional Replicate of a 2$^n$
Factorial Experiment . . . . . . . . . . 292--299
D. C. Dowson Optimization of a Hot Rolling Mill . . . 300--319
K. V. Mardia A Non-Parametric Test for the Bivariate
Two-Sample Location Problem . . . . . . 320--342
Peter A. W. Lewis Non-Homogeneous Branching Poisson
Processes . . . . . . . . . . . . . . . 343--354
W. G. Gilchrist Methods of Estimation Involving
Discounting . . . . . . . . . . . . . . 355--369
I. I. Berenblut A Change-Over Design for Testing a
Treatment Factor at Four Equally Spaced
Levels . . . . . . . . . . . . . . . . . 370--373
T. V. Hanurav Optimum Utilization of Auxiliary
Information: $ \pi p s $ Sampling of Two
Units from a Stratum . . . . . . . . . . 374--391
T. J. Rao On the Choice of a Strategy for the
Ratio Method of Estimation . . . . . . . 392--397
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--vi
I. J. Good A Bayesian Significance Test for
Multinomial Distributions . . . . . . . 399--431
Karl Borch The Theory of Risk . . . . . . . . . . . 432--467
B. M. Bennett Tests of Hypotheses Concerning Matched
Samples . . . . . . . . . . . . . . . . 468--474
Eustratios Kounias Considering Statistical and Time
Averages in a Regulation Problem . . . . 475--488
J. A. McFadden On a Class of Gaussian Processes for
Which the Mean Rate of Crossings is
Infinite . . . . . . . . . . . . . . . . 489--502
W. A. Ericson On the Economic Choice of Experiment
Sizes for Decision Regarding Certain
Linear Combinations . . . . . . . . . . 503--512
Z. A. Lomnicki On the Distribution of Products of
Random Variables . . . . . . . . . . . . 513--524
G. M. El-Sayyad Estimation of the Parameter of an
Exponential Distribution . . . . . . . . 525--532
J. A. Hartigan The Likelihood and Invariance Principles 533--539
O. A. Y. Jackson An Analysis of Departures from the
Exponential Distribution . . . . . . . . 540--549
D. E. Barton and
F. N. David Four-Letter Words: The Distribution of
Pattern Frequencies in Ring Permutations 550--569
N. A. Abdrabbo and
M. B. Priestley On the Prediction of Non-Stationary
Processes . . . . . . . . . . . . . . . 570--585
I. I. Berenblut Corrigenda: A Change-Over Design for
Testing a Treatment Factor at Four
Equally Spaced Levels . . . . . . . . . 586--586
A. Hald Corrigenda: Asymptotic Properties of
Bayesian Single Sampling Plans . . . . . 586--586
M. Davies Acknowledgement: Linear Approximation
Using the Criterion of Least Total
Deviations . . . . . . . . . . . . . . . 587--587
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--iii
R. M. Loynes On the Concept of the Spectrum for
Non-Stationary Processes . . . . . . . . 1--30
D. V. Lindley The Choice of Variables in Multiple
Regression . . . . . . . . . . . . . . . 31--66
Yoel Haitovsky Missing Data in Regression Analysis . . 67--82
K. V. Mardia Small Sample Power of a Non-Parametric
Test for the Bivariate Two-Sample
Location Problem in the Normal Case . . 83--92
C. A. McGilchrist Plant Competition: Three Species Per Pot 93--107
Morris H. DeGroot Some Problems of Optimal Stopping . . . 108--122
D. P. Lambrakis Experiments with Mixtures: A
Generalization of the Simplex-Lattice
Design . . . . . . . . . . . . . . . . . 123--136
D. P. Lambrakis Experiments with $p$-Component Mixtures 137--144
David R. Brillinger Estimation of the Cross-Spectrum of a
Stationary Bivariate Gaussian Process
from Its Zeros . . . . . . . . . . . . . 145--159
Adrienne W. Kemp and
C. D. Kemp On a Distribution Associated with
Certain Stochastic Processes . . . . . . 160--163
W. J. Ewens Some Applications of Multiple-Type
Branching Processes in Population
Genetics . . . . . . . . . . . . . . . . 164--175
E. Seneta The Stationary Distribution of a
Branching Process Allowing Immigration:
A Remark on the Critical Case . . . . . 176--179
Jonathan Rosenhead An Extension of Quenouille's Test for
the Compatibility of Correlation
Structures in Time Series . . . . . . . 180--184
A. Mercer A Queue with Random Arrivals and
Scheduled Bulk Departures . . . . . . . 185--189
D. V. Lindley and
G. M. El-Sayyad The Bayesian Estimation of a Linear
Functional Relationships . . . . . . . . 190--202
I. J. Good Corrigendum: Weight of Evidence,
Corroboration, Explanatory Power,
Information and the Utility of
Experiments . . . . . . . . . . . . . . 203--203
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--iv
A. P. Dempster A Generalization of Bayesian Inference 205--247
D. R. Cox and
E. J. Snell A General Definition of Residuals . . . 248--275
John Gurland A Relatively Simple Form of the
Distribution of the Multiple Correlation
Coefficient . . . . . . . . . . . . . . 276--283
D. R. Cox and
D. V. Hinkley A Note on the Efficiency of
Least-Squares Estimates . . . . . . . . 284--289
M. J. Box The Occurrence of Replications in
Optimal Designs of Experiments to
Estimate Parameters in Non-Linear Models 290--302
J. A. Nelder The Combination of Information in
Generally Balanced Designs . . . . . . . 303--311
Pranab Kumar Sen Asymptotically Efficient Tests by the
Method of $n$ Rankings . . . . . . . . . 312--317
B. J. N. Blight A Note on a Modified Exponentially
Weighted Predictor . . . . . . . . . . . 318--320
D. Vere-Jones Some Applications of Probability
Generating Functionals to the Study of
Input-Output Streams . . . . . . . . . . 321--333
C. B. Mehr An Application of Biorthonormal
Expansions in Theory of Stochastic
Processes . . . . . . . . . . . . . . . 334--337
D. R. McNeil The Asymptotic Powers of Multivariate
Tests with Grouped Data . . . . . . . . 338--348
N. G. Becker Models for the Response of a Mixture . . 349--358
A. Hald The Mixed Binomial Distribution and the
Posterior Distribution of $p$ for a
Continuous Prior Distribution . . . . . 359--367
B. M. Bennett Note on $ X^2 $ Tests for Matched
Samples . . . . . . . . . . . . . . . . 368--370
B. L. Raktoe and
W. T. Federer A Unified Approach for Constructing a
Useful Class of Non-Orthogonal Man
Effect Plans in $ k^n $ Factorials . . . 371--380
D. C. Dowson On the Linear Control of a Linear System
having a Normal Stationary Stochastic
Input . . . . . . . . . . . . . . . . . 381--395
I. R. Dunsmore A Bayesian Approach to Calibration . . . 396--405
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--iv
Albert W. Marshall and
Ingram Olkin A General Approach to Some Screening and
Classification Problems . . . . . . . . 407--443
Keewhan Choi and
W. G. Bulgren An Estimation Procedure for Mixtures of
Distributions . . . . . . . . . . . . . 444--460
A. Scott A Multi-Stage Test for a Normal Mean . . 461--468
H. Hager and
C. Antle The Choice of the Degree of a Polynomial
Model . . . . . . . . . . . . . . . . . 469--471
A. B. M. Lutful Kabir Estimation of Parameters of a Finite
Mixture of Distributions . . . . . . . . 472--482
B. M. Bennett Rank-Order Tests of Linear Hypotheses 483--489
E. J. Hannan Least-Squares Efficiency for Vector Time
Series . . . . . . . . . . . . . . . . . 490--498
J. F. C. Kingman The Ergodic Theory of Subadditive
Stochastic Processes . . . . . . . . . . 499--510
B. Wagle Multivariate Beta Distribution and a
Test for Multivariate Normality . . . . 511--516
R. L. Plackett Random Permutations . . . . . . . . . . 517--534
H. W. Peers Confidence Properties of Bayesian
Interval Estimates . . . . . . . . . . . 535--544
J. A. Hartigan Note on Discordant Observations . . . . 545--550
V. M. Joshi Distribution-Free Sufficiency in
Sampling Finite Populations . . . . . . 551--555
K. Vijayan An Exact $ \pi p s $ Sampling
Scheme-Generalization of a Method of
Hanurav . . . . . . . . . . . . . . . . 556--566
S. R. Searle A Remark on Solving Equations in Sums of
Powers . . . . . . . . . . . . . . . . . 567--569
A. M. Walker A Note on the Asymptotic Distribution of
Sample Quantiles . . . . . . . . . . . . 570--575
E. Cinlar and
R. A. Agnew On the Superposition of Point Processes 576--581
Adery C. A. Hope A Simplified Monte Carlo Significance
Test Procedure . . . . . . . . . . . . . 582--598
S. John A Central Tolerance Region for the
Multivariate Normal Distribution . . . . 599--601
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--iii
R. L. Plackett Stochastic Models of Capital Investment 1--28
Melvin R. Novick Multiparameter Bayesian Indifference
Procedures . . . . . . . . . . . . . . . 29--64
A. P. Basu On Some Tests for Several Linear
Relations . . . . . . . . . . . . . . . 65--71
C. C. Heyde On Extremal Factorization and Recurrent
Events . . . . . . . . . . . . . . . . . 72--79
A. M. Walker On the Asymptotic Behaviour of Posterior
Distributions . . . . . . . . . . . . . 80--88
B. M. Hill Foundations for the Theory of Least
Squares . . . . . . . . . . . . . . . . 89--97
K. V. Mardia On the Null Distribution of a
Non-Parametric Test for the Bivariate
Two- Sample Problem . . . . . . . . . . 98--102
R. M. Loynes On Cox and Snell's General Definition of
Residuals . . . . . . . . . . . . . . . 103--106
N. G. Becker Regression Problems when the Predictor
Variables are Proportions . . . . . . . 107--112
Derek J. Hudson Least-Squares Fitting of a Polynomial
Constrained to be Either Non-Negative
Non-Decreasing or Convex . . . . . . . . 113--118
Alastair Scott A Note on an Allocation Problem . . . . 119--122
J. A. Anderson Constrained Discrimination Between k
Populations . . . . . . . . . . . . . . 123--139
M. B. Priestley and
T. Subba Rao A Test for Non-Stationarity of
Time-Series . . . . . . . . . . . . . . 140--149
N. A. Abdrabbo and
M. B. Priestley Filtering Non-Stationary Signals . . . . 150--159
I. R. Dunsmore Regulation and Optimization . . . . . . 160--170
V. Siskind Multivariate Stochastic Differential and
Difference Equations with Periodic
Coefficients . . . . . . . . . . . . . . 171--180
S. L. Sclove and
J. van Ryzin Estimating the Parameters of a
Convolution . . . . . . . . . . . . . . 181--191
T. V. Hanurav Addenda and Corrigenda: Optimum
Utilization of Auxiliary Information: $
\pi p s $ Sampling of two Units from a
Stratum . . . . . . . . . . . . . . . . 192--194
B. M. Bennett Corrigendum: Tests of Hypotheses
Concerning Matched Samples . . . . . . . 194--194
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--iii
W. A. Ericson Subjective Bayesian Models in Sampling
Finite Populations . . . . . . . . . . . 195--233
D. P. Lambrakis Experiments with Mixtures: An
Alternative to the Simplex-Lattice
Design . . . . . . . . . . . . . . . . . 234--245
V. P. Godambe A Fiducial Argument with Application to
Survey Sampling . . . . . . . . . . . . 246--260
Patricia M. E. Altham Exact Bayesian Analysis of a $ 2 \times
2 $ Contingency Table, and Fisher's
``Exact'' Significance Test . . . . . . 261--269
Peter W. M. John Some Non-Orthogonal Fractions of 2$^n$
Designs . . . . . . . . . . . . . . . . 270--275
D. P. Lambrakis Experiments with Mixtures: Estimated
Regression Function of the Multiple-
Lattice Design . . . . . . . . . . . . . 276--284
L. Billard and
M. K. Vagholkar A Sequential Procedure for Testing a
Null Hypothesis against a Two-Sided
Alternative Hypothesis . . . . . . . . . 285--294
M. R. Leadbetter On the Distributions of the Times
Between Events in a Stationary Stream of
Events . . . . . . . . . . . . . . . . . 295--302
P. Holgate Majorants of the Chromatic Number of a
Random Graph . . . . . . . . . . . . . . 303--309
J. R. Green Inference Concerning Probabilities and
Quantiles . . . . . . . . . . . . . . . 310--316
D. A. S. Fraser and
M. Safiul Haq Structural Probability and Prediction
for the Multivariate Model . . . . . . . 317--331
W. A. Ericson A Note on the Posterior Mean of a
Population Mean . . . . . . . . . . . . 332--334
F. Downton An Integral Equation Approach to
Equipment Failure . . . . . . . . . . . 335--349
J. B. Ramsey Tests for Specification Errors in
Classical Linear Least-Squares
Regression Analysis . . . . . . . . . . 350--371
Mary E. Solari The ``Maximum Likelihood Solution'' of
the Problem of Estimating a Linear
Functional Relationship . . . . . . . . 372--375
John L. Stromberg Distinguishing among Multinomial
Populations: A Decision Theoretic
Approach . . . . . . . . . . . . . . . . 376--387
E. Peritz and
E. Shlom Testing for Linear Contagion--Inverse
Sampling . . . . . . . . . . . . . . . . 388--395
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--ii
J. B. Copas Compound Decisions and Empirical Bayes 397--425
D. G. Kabe Linear Compounds of Normal Linear
Regression Coefficients . . . . . . . . 426--431
Jeffrey J. Hunter Two Queues in Parallel . . . . . . . . . 432--445
J. A. Hartigan Linear Bayesian Methods . . . . . . . . 446--454
A. Hald and
N. Keiding Asymptotic Properties of Bayesian
Decision Rules for Two Terminal
Decisions and Multiple Sampling. I . . . 455--471
N. R. Draper and
D. R. Cox On Distributions and Their
Transformation to Normality . . . . . . 472--476
A. M. Kshirsagar Correlation Between Two Vector Variables 477--485
Leo A. Goodman On Partitioning $ \chi^2 $ and Detecting
Partial Association in Three-Way
Contingency Tables . . . . . . . . . . . 486--498
V. Seshadri and
M. Csorgo and
M. A. Stephens Tests for the Exponential Distribution
Using Kolmogorov-Type Statistics . . . . 499--509
Daniel L. Solomon A Note on Sequential Estimation . . . . 510--513
Barry H. Margolin Resolution IV Fractional Factorial
Designs . . . . . . . . . . . . . . . . 514--523
Robert B. Davies Beta-Optimal Tests and an Application to
the Summary Evaluation of Experiments 524--538
S. D. Silvey Multicollinearity and Imprecise
Estimation . . . . . . . . . . . . . . . 539--552
Anonymous Front Matter . . . . . . . . . . . . . . ??
D. Vere-Jones Stochastic Models for Earthquake
Occurrence . . . . . . . . . . . . . . . 1--62
Patricia M. E. Altham The Measurement of Association of Rows
and Columns for an $ r \times s $
Contingency Table . . . . . . . . . . . 63--73
K. V. Mardia A Bivariate Non-Parametric $c$-Sample
Test . . . . . . . . . . . . . . . . . . 74--87
R. Gnanadesikan and
M. B. Wilk A Probability Plotting Procedure for
General Analysis of Variance . . . . . . 88--101
J. F. C. Kingman Inequalities in the Theory of Queues . . 102--110
Sati Mazumdar On Priority Queues in Heavy Traffic . . 111--114
M. A. Stephens Use of the Kolmogorov--Smirnov,
Cramér--von Mises and Related Statistics
Without Extensive Tables . . . . . . . . 115--122
B. R. Gulati and
E. G. Kounias On Bounds Useful in the Theory of
Symmetrical Factorial Designs . . . . . 123--133
R. M. Loynes On the Asymptotic Relative Efficiencies
of Certain Location Parameter Estimates 134--136
J. A. John Use of Generalized Inverse Matrices in
MANOVA . . . . . . . . . . . . . . . . . 137--143
M. S. Srivastava On a Sequential Analogue of the
Behrens--Fisher Problem . . . . . . . . 144--148
E. Seneta An Explicit-Limit Theorem for the
Critical Galton--Watson Process with
Immigration . . . . . . . . . . . . . . 149--152
Anonymous Back Matter . . . . . . . . . . . . . . 153--iv
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--ii
A. W. F. Edwards Estimation of the Branch Points of a
Branching Diffusion Process . . . . . . 155--174
John D. Kalbfleisch and
D. A. Sprott Application of Likelihood Methods to
Models Involving Large Numbers of
Parameters . . . . . . . . . . . . . . . 175--208
Wayne A. Fuller Sampling with Random Stratum Boundaries 209--226
Joseph L. Gastwirth On Asymptotic Relative Efficiencies of a
Class of Rank Tests . . . . . . . . . . 227--232
W. D. Ray A Short Cut in the Fitting of
Autoregressive Series . . . . . . . . . 233--235
Robert G. Easterling and
David L. Weeks An Accuracy Criterion for Bayesian
Tolerance Intervals . . . . . . . . . . 236--240
Kenneth W. Kemp Convergent Sequences of Bounds for Some
Parameters of a Simple Sequential Test 241--253
K. V. Mardia Some Problems of Fitting for
Contingency-Type Bivariate Distributions 254--264
Barry C. Arnold An Alternative Derivation of a Result
Due to Srivastava and Bancroft . . . . . 265--267
A. M. Hasofer On the Representation of Ignorance in
Poisson Processes . . . . . . . . . . . 268--271
Yung Liang Tong Multi-Stage Interval Estimations of the
Largest Mean of k Normal Populations . . 272--277
M. L. Chambers A Simple Problem with Strikingly
Different Frequentist and Bayesian
Solutions . . . . . . . . . . . . . . . 278--282
Erling Bernhard Andersen Asymptotic Properties of Conditional
Maximum-Likelihood Estimators . . . . . 283--301
K. R. W. Brewer and
M. Hanif Durbin's New Multistage Variance
Estimator . . . . . . . . . . . . . . . 302--311
T. Subba Rao The Fitting of Non-Stationary
Time-Series Models with Time-Dependent
Parameters . . . . . . . . . . . . . . . 312--322
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--iii
A. C. Atkinson A Method For Discriminating Between
Models . . . . . . . . . . . . . . . . . 323--353
N. U. Prabhu and
Michael Rubinovitch On a Regenerative Phenomenon Occurring
in a Storage Model . . . . . . . . . . . 354--361
Stanley L. Sclove and
John Van Ryzin Estimating the Parameters of a Linear
Function of a Random Variable . . . . . 362--368
P. Bloomfield Spectral Analysis with Randomly Missing
Observations . . . . . . . . . . . . . . 369--380
John Gurland and
Roy Milton Further Consideration of the
Distribution of the Multiple Correlation
Coefficient . . . . . . . . . . . . . . 381--394
Patricia M. E. Altham The Measurement of Association in a
Contingency Table: Three Extensions of
the Cross-Ratios and Metrics Methods . . 395--407
F. Downton Bivariate Exponential Distributions in
Reliability Theory . . . . . . . . . . . 408--417
W. A. O'N. Waugh Transformation of a Birth Process Into a
Poisson Process . . . . . . . . . . . . 418--431
P. Sprent The Saddle Point of the Likelihood
Surface for a Linear Functional
Relationship . . . . . . . . . . . . . . 432--434
Anonymous Front Matter . . . . . . . . . . . . . . ??
Liliana I. Boneva and
David Kendall and
Ivan Stefanov Spline Transformations: Three New
Diagnostic Aids for the Statistical
Data- Analyst . . . . . . . . . . . . . 1--71
Yaakov Bar-Shalom On the Asymptotic Properties of the
Maximum-Likelihood Estimate Obtained
from Dependent Observations . . . . . . 72--77
Miles Davis Comparison of Sequential Bioassays in
Small Samples . . . . . . . . . . . . . 78--87
C. T. J. Dodson Spatial Variability and the Theory of
Sampling in Random Fibrous Networks . . 88--94
H. M. Finucan Posterior Precision for Non-Normal
Distributions . . . . . . . . . . . . . 95--97
J. A. Hartigan Error Analysis by Replaced Samples . . . 98--110
A. M. Kshirsagar Goodness of Fit of a Discriminant
Function from the Vector Space of Dummy
Variables . . . . . . . . . . . . . . . 111--116
Yoong-Sin Lee Some Results on the Sampling
Distribution of the Multiple Correlation
Coefficient . . . . . . . . . . . . . . 117--130
S. C. Pearce and
J. N. R. Jeffers Block Designs and Missing Data . . . . . 131--136
E. Peritz On a Statistic for Rank Analysis of
Variance . . . . . . . . . . . . . . . . 137--139
David A. Pierce Distribution of Residual
Autocorrelations in the Regression Model
with Autoregressive-Moving Average
Errors . . . . . . . . . . . . . . . . . 140--146
W. Y. Tan and
Irwin Guttman A Disguised Wishart Variable and a
Related Theorem . . . . . . . . . . . . 147--152
Grace Wahba Some Tests of Independence for
Stationary Multivariate Time Series . . 153--166
E. B. Andersen Corrigendum: Asymptotic Properties of
Conditional Maximum-Likelihood
Estimators . . . . . . . . . . . . . . . 167--167
Anonymous Back Matter . . . . . . . . . . . . . . 169--iv
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--v
M. J. Box Bias in Nonlinear Estimation . . . . . . 171--201
Henry P. Wynn and
P. Bloomfield Simultaneous Confidence Bands in
Regression Analysis . . . . . . . . . . 202--217
R. O'Neill and
G. B. Wetherill The Present State of Multiple Comparison
Methods . . . . . . . . . . . . . . . . 218--250
D. R. Cox The Choice Between Alternative Ancillary
Statistics . . . . . . . . . . . . . . . 251--255
D. J. Hudson Interval Estimation from the Likelihood
Function . . . . . . . . . . . . . . . . 256--262
D. J. Dodds and
J. G. Fryer Some Families of Selection Probabilities
for Sampling with Probability
Proportional to Size . . . . . . . . . . 263--274
Jan M. Hoem Point Estimation of Forces of Transition
in Demographic Models . . . . . . . . . 275--289
M. Westcott On Existence and Mixing Results for
Cluster Point Processes . . . . . . . . 290--300
S. John A Test of Equality of Block-Diagonal
Covariance Matrices and its Role of
Unification . . . . . . . . . . . . . . 301--306
J. Schlesselman Power Families: A Note on the Box and
Cox Transformation . . . . . . . . . . . 307--311
F. G. Foster and
J. V. Rosenhead and
V. Siskind The Effect of the Demand Distribution in
Inventory Models Combining Holding
Stockout and Re-Order Costs . . . . . . 312--325
P. D. M. MacDonald Comment on ``An Estimation Procedure for
Mixtures of Distributions'' by Choi and
Bulgren . . . . . . . . . . . . . . . . 326--329
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--iii
K. W. Kemp Formal Expressions which Can Be Applied
to Cusum Charts . . . . . . . . . . . . 331--360
V. P. Godambe and
Mary E. Thompson Bayes, Fiducial and Frequency Aspects of
Statistical Inference in Regression
Analysis in Survey-Sampling . . . . . . 361--390
E. K. Foreman and
K. R. W. Brewer The Efficient Use of Supplementary
Information in Standard Sampling
Procedures . . . . . . . . . . . . . . . 391--400
H. M. Finucan Corrigendum: Posterior Precision for
Non-Normal Distributions . . . . . . . . 400--400
Ralph A. King The Covariance Structure of the
Departure Process from M/G/1 Queues with
Finite Waiting Lines . . . . . . . . . . 401--405
D. J. Daley Weakly Stationary Point Processes and
Random Measures . . . . . . . . . . . . 406--428
Robert Bohrer Some Specific Results in Sequential
Design . . . . . . . . . . . . . . . . . 429--437
Alan G. Hawkes Point Spectra of Some Mutually Exciting
Point Processes . . . . . . . . . . . . 438--443
L. R. Shenton and
K. O. Bowman and
D. Sheehan Sampling Moments of Moments Associated
with Univariate Distributions . . . . . 444--457
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--iii
D. V. Lindley and
A. F. M. Smith Bayes Estimates for the Linear Model . . 1--41
E. B. Andersen The Numerical Solution of a Set of
Conditional Estimation Equations . . . . 42--54
A. Hald and
N. Keiding Asymptotic Properties of Bayesian
Decision Rules for Two Terminal
Decisions and Multiple Sampling. II . . 55--74
J. E. Besag Nearest-Neighbour Systems and the
Auto-Logistic Model for Binary Data . . 75--83
G. H. Freeman Experimental Designs with Many
Classifications . . . . . . . . . . . . 84--101
K. V. Mardia A Multi-Sample Uniform Scores Test on a
Circle and Its Parametric Competitor . . 102--113
A. J. Lawrence Arbitrary Event Initial Conditions for
Branching Poisson Processes . . . . . . 114--123
J. D. Kalbfleisch and
D. A. Sprott Corrigendum: Application of Likelihood
Methods to Models Involving Large
Numbers of Parameters . . . . . . . . . 124--125
M. J. Fryer A Note on Barnard's Modification to
Wald's Sequential Test for Double
Dichotomies . . . . . . . . . . . . . . 126--129
Alan G. Hawkes A Bivariate Exponential Distribution
with Applications to Reliability . . . . 129--131
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Henry P. Wynn Results in the Theory and Construction
of $D$-Optimum Experimental Designs . . 133--147
P. J. Laycock Convex Loss Applied to Design in
Regression Problems . . . . . . . . . . 148--186
D. R. Cox Regression Models and Life-Tables . . . 187--220
B. K. Ghosh On Lehmann's Test for Homogeneity of
Variances . . . . . . . . . . . . . . . 221--234
T. Subba Rao and
H. Tong A Test for Time-Dependence of Linear
Open-Loop Systems . . . . . . . . . . . 235--250
Biyi Afonja The Moments of the Maximum of Correlated
Normal and $t$-Variates . . . . . . . . 251--262
Jane P. Matthews A Combinatorial Proof of the
Distribution of the Time to First
Emptiness of an Infinite Dam with
Markovian Inputs . . . . . . . . . . . . 263--267
Emil Spjotvoll Unbiasedness of Likelihood Ratio
Confidence Sets in Cases Without
Nuisance Parameters . . . . . . . . . . 268--273
J. B. Copas The Likelihood Surface in the Linear
Functional Relationship Problem . . . . 274--278
Claes-Magnus Cassel and
Carl-Erik Sarndal A Model for Studying Robustness of
Estimators and Informativeness of Labels
in Sampling with Varying Probabilities 279--289
J. Durbin and
M. Knott Components of Cramér--von Mises
Statistics. I . . . . . . . . . . . . . 290--307
R. J. Vaughan and
W. N. Venables Permanent Expressions for Order
Statistic Densities . . . . . . . . . . 308--310
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--ii
Robin Sibson Order Invariant Methods for Data
Analysis . . . . . . . . . . . . . . . . 311--349
A. J. Fox Outliers in Time Series . . . . . . . . 350--363
Jayant V. Deshpande Linear Ordered Rank Tests which are
Asymptotically Efficient for the Two-
Sample Problem . . . . . . . . . . . . . 364--370
D. V. Gokhale Analysis of Log-Linear Models . . . . . 371--376
D. A. Anderson and
J. N. Srivastava Resolution IV Designs of the $ 2^m
\times 3 $ Series . . . . . . . . . . . 377--384
M. B. Priestley and
M. T. Chao Non-Parametric Function Fitting . . . . 385--392
G. R. Dolby Generalized Least Squares and Maximum
Likelihood Estimation of Non-Linear
Functional Relationships . . . . . . . . 393--400
J. A. John and
T. M. F. Smith Two-Factor Experiments in Non-Orthogonal
Designs . . . . . . . . . . . . . . . . 401--409
G. B. Swartz and
V. K. Murthy Minimum Risk Estimators with
Applications . . . . . . . . . . . . . . 410--416
L. Billard Properties of Some Two-Sided Sequential
Tests for the Normal Distribution . . . 417--426
G. M. El-Sayyad A Comparison of Methods of Sampling from
a Poisson Process . . . . . . . . . . . 427--430
Barry H. Margolin Non-Orthogonal Main-Effect Designs for
Asymmetrical Factorial Experiments . . . 431--440
John J. Gart and
Donald G. Thomas Numerical Results on Approximate
Confidence Limits for the Odds Ratio . . 441--447
A. A. Afifi and
P. J. Kim Comparison of Some Two-Sample Location
Tests for Non-Normal Alternatives . . . 448--455
L. Weiss and
J. Wolfowitz An Asymptotically Efficient, Sequential
Equivalent of the $t$-Test . . . . . . . 456--460
R. N. Curnow The Number of Variables when Searching
for an Optimum . . . . . . . . . . . . . 461--476
R. J. Brooks and
D. J. Finney and
S. C. Pearce and
F. Yates and
R. N. Curnow On R. N. Curnow's ``The Number of
Variables when Searching for an
Optimum'' . . . . . . . . . . . . . . . 477--481
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--iv
Donald R. McNeil and
Siegfried Schach Central Limit Analogues for Markov
Population Processes . . . . . . . . . . 1--23
B. P. Korin and
E. H. Stevens Some Approximations for the Distribution
of a Multivariate Likelihood Ratio
Criterion . . . . . . . . . . . . . . . 24--27
Lawrence L. Kupper A Note on the Admissibility of a
Response Surface Design . . . . . . . . 28--32
I. I. Berenblut and
G. I. Webb A New Test for Autocorrelated Errors in
the Linear Regression Model . . . . . . 33--50
L. R. Shenton and
K. O. Bowman and
D. Sheehan Corrigendum: Sampling Moments of Moments
Associated with Univariate Distributions 50--50
A. K. Nigam Multifactor Mixture Experiments . . . . 51--56
Alastair Scott and
T. M. F. Smith Survey Design, Symmetry and Posterior
Distributions . . . . . . . . . . . . . 57--60
B. J. N. Blight and
A. J. Scott A Stochastic Model for Repeated Surveys 61--66
A. F. M. Smith A General Bayesian Linear Model . . . . 67--75
G. Tunnicliffe Wilson The Estimation of Parameters in
Multivariate Time Series Models . . . . 76--85
Abraham Genizi Some Power Comparisons Between Bivariate
Tests and a Twofold Univariate Test . . 86--96
M. S. Srivastava The Performance of a Sequential
Procedure for a Slippage Problem . . . . 97--103
A. Mercer Queues with Scheduled Arrivals: A
Correction, Simplification and Extension 104--116
R. N. Curnow Corrigendum: Comment by R. J. Brooks on
``The Number of Variables When Searching
for an Optimum'' . . . . . . . . . . . . 116--116
Jan Lanke Asymptotic Results on Matching
Distributions . . . . . . . . . . . . . 117--122
P. Whittle Some General Points in the Theory of
Optimal Experimental Design . . . . . . 123--130
Kocherlakota Subrahmaniam and
Kathleen Subrahmaniam On the Estimation of the Parameters in
the Bivariate Negative Binomial
Distribution . . . . . . . . . . . . . . 131--146
H. M. Finucan Corrigenda: Posterior Precision for
Non-Normal Distributions . . . . . . . . 146--146
B. L. Raktoe and
W. T. Federer Corrigenda: A Unified Approach for
Constructing a Useful Class of
Non-Orthogonal Main Effect Plans in $
k^n $ Factorials . . . . . . . . . . . . 146--146
R. P. Bhargava and
M. S. Srivastava On Tukey's Confidence Intervals for the
Contrasts in the Means of the Intraclass
Correlation Model . . . . . . . . . . . 147--152
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
M. B. Priestley and
H. Tong On the Analysis of Bivariate
Non-Stationary Processes . . . . . . . . 153--166
J. K. Hammond Evolutionary Spectra in Random
Vibrations . . . . . . . . . . . . . . . 167--188
A. P. Dawid and
M. Stone and
J. V. Zidek Marginalization Paradoxes in Bayesian
and Structural Inference . . . . . . . . 189--233
K. R. Gabriel and
J. Putter and
Y. Wax Simultaneous Confidence Intervals for
Product-Type Interaction Contrasts . . . 234--244
U. B. Paik and
W. T. Federer On PA-Type Incomplete Block Designs and
PAB-Type Rectangular Designs . . . . . . 245--251
E. J. Hannan and
P. M. Robinson Lagged Regression with Unknown Lags . . 252--267
Norman R. Draper and
Agnes M. Herzberg Some Designs for Extrapolation Outside a
Sphere . . . . . . . . . . . . . . . . . 268--276
Eve Bofinger Goodness-of-Fit Test Using Sample
Quantiles . . . . . . . . . . . . . . . 277--284
James Dickey Scientific Reporting and Personal
Probabilities: Student's Hypothesis . . 285--305
A. J. Lawrence Dependency of Intervals Between Events
in Superposition Processes . . . . . . . 306--315
H. M. Finucan The Relative Position of the Two
Regression Curves . . . . . . . . . . . 316--322
Paul Newbold Bayesian Estimation of Box--Jenkins
Transfer Function-Noise Models . . . . . 323--336
D. V. Hinkley Two-Sample Tests with Unordered Pairs 337--346
Elkan F. Halpern Bayesian Spline Regression When the
Number of Knots is Unknown . . . . . . . 347--360
Sarah C. Cotter and
J. A. John and
T. M. F. Smith Multi-Factor Experiments in
Non-Orthogonal Designs . . . . . . . . . 361--367
J. Robinson The Analysis of Covariance Under a
Randomization Model . . . . . . . . . . 368--376
Anonymous Back Matter . . . . . . . . . . . . . . 377--ii
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--ii
B. Efron and
C. Morris Combining Possibly Related Estimation
Problems . . . . . . . . . . . . . . . . 379--421
K. V. Mardia and
B. D. Spurr Multisample Tests for Multimodal and
Axial Circular Populations . . . . . . . 422--436
F. Streit Mean-Value Formulae for a Class of
Random Sets . . . . . . . . . . . . . . 437--444
G. M. El-Sayyad Bayesian and Classical Analysis of
Poisson Regression . . . . . . . . . . . 445--451
Ram C. Dahiya and
John Gurland A Test of Fit for Bivariate
Distributions . . . . . . . . . . . . . 452--465
S. K. Saxena and
A. K. Nigam Symmetric-Simplex Block Designs for
Mixtures . . . . . . . . . . . . . . . . 466--472
A. C. Atkinson Testing Transformations to Normality . . 473--479
B. K. Ghosh Some Monotonicity Theorems for $ \chi^2
$, $F$ and $t$ Distributions with
Applications . . . . . . . . . . . . . . 480--492
Lawrence L. Kupper Minimax Designs for Fourier Series and
Spherical Harmonics Regressions: A
Characterization of Rotatable
Arrangements . . . . . . . . . . . . . . 493--500
D. N. Shanbhag On the First Emptiness of Dams with
Markovian Inputs . . . . . . . . . . . . 501--506
M. Csorgo and
V. Seshadri and
M. Yalovsky Some Exact Tests for Normality in the
Presence of Unknown Parameters . . . . . 507--522
Eug\`ene H. Lehman On Two Modifications of the Cramér--von
Mises Statistic . . . . . . . . . . . . 523--523
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--i
Leslie Kish and
Martin Richard Frankel Inference from Complex Samples . . . . . 1--37
J. K. Lindsey Comparison of Probability Distributions 38--47
B. R. Bhat On the Method of Maximum-Likelihood for
Dependent Observations . . . . . . . . . 48--53
M. Rahman and
A. K. Md. Ehsanes Saleh Explicit Form of the Distribution of the
Behrens--Fisher $d$-Statistic . . . . . 54--60
R. J. Bhansali Asymptotic Properties of the
Wiener--Kolmogorov Predictor. I . . . . 61--73
J. D. Sargan Some Discrete Approximations to
Continuous Time Stochastic Models . . . 74--90
Warren T. Dent and
James D. Broffitt The Mean and Variance of Watson's
Distribution . . . . . . . . . . . . . . 91--98
D. F. Andrews and
C. L. Mallows Scale Mixtures of Normal Distributions 99--102
C. M. Theobald Generalizations of Mean Square Error
Applied to Ridge Regression . . . . . . 103--106
J. A. John and
T. M. F. Smith Sum of Squares in Non-Full Rank General
Linear Hypotheses . . . . . . . . . . . 107--108
R. W. M. Wedderburn Alternative Derivation of the Sum of
Squares in a Non-Full Rank General
Linear Hypothesis . . . . . . . . . . . 108--109
I. J. Good Corrigendum: A Bayesian Significance
Test for Multinomial Distributions . . . 109--109
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--ii
M. Stone Cross-Validatory Choice and Assessment
of Statistical Predictions . . . . . . . 111--147
Amos Tversky Assessing Uncertainty . . . . . . . . . 148--159
Patrick Suppes The Measurement of Belief . . . . . . . 160--191
Julian Besag Spatial Interaction and the Statistical
Analysis of Lattice Systems . . . . . . 192--236
V. M. Joshi A Note on the Incompatibility of
One-Sided Bayes and Frequency Confidence
Intervals . . . . . . . . . . . . . . . 237--242
Umesh D. Naik On Some Procedures for Testing a Linear
Relation among Variances . . . . . . . . 243--257
P. Narain The Conditioned Diffusion Equation and
Its Use in Population Genetics . . . . . 258--266
Sarah C. Cotter A General Method of Confounding for
Symmetrical Factorial Experiments . . . 267--276
K. Alam and
K. M. Lal Saxena On Interval Estimation of a Ranked
Parameter . . . . . . . . . . . . . . . 277--283
M. Goldstein and
A. F. M. Smith Ridge-Type Estimators for Regression
Analysis . . . . . . . . . . . . . . . . 284--291
Geetha Ramachandran and
T. J. Rao Allocation to Strata and Relative
Efficiencies of Stratified and
Unstratified $ \pi P S $ Sampling
Schemes . . . . . . . . . . . . . . . . 292--298
G. G. S. Pegram Expectation and Dispersion Matrices for
the Estimation of Distributions
Associated with Discrete Reservoirs . . 299--304
P. Thyregod Bayesian Single Sampling Acceptance
Plans for Finite Lot Sizes . . . . . . . 305--319
Anonymous Front Matter . . . . . . . . . . . . . . ??
A. C. Atkinson and
D. R. Cox Planning Experiments for Discriminating
Between Models . . . . . . . . . . . . . 321--348
G. V. T. Matthews On Bird Navigation, with Some
Statistical Undertones . . . . . . . . . 349--364
David G. Kendall Pole-Seeking Brownian Motion and Bird
Navigation . . . . . . . . . . . . . . . 365--417
J. K. Lindsey Construction and Comparison of
Statistical Models . . . . . . . . . . . 418--425
Allan H. Marcus Environmental Impacts of Highway Traffic
as Two-Sided Filtered Markov Renewal
Processes . . . . . . . . . . . . . . . 426--429
M. Knott The Distribution of the Cramér--von Mises
Statistic for Small Sample Sizes . . . . 430--438
J. Sundara Raja Confounding in Factorial Experiments . . 439--441
C. Radhakrishna Rao Projectors, Generalized Inverses and the
BLUE's . . . . . . . . . . . . . . . . . 442--448
R. W. M. Wedderburn Generalized Linear Models Specified in
Terms of Constraints . . . . . . . . . . 449--454
B. M. Brown A Restricted Sequential Test . . . . . . 455--465
M. Rahman and
A. K. M. E. Saleh Corrigendum: Explicit Form of the
Distribution of the Behrens--Fisher $d$
Statistic . . . . . . . . . . . . . . . 466--466
J. N. Darroch and
I. R. James $F$-Independence and Null Correlation of
Continuous, Bounded-Sum, Positive
Variables . . . . . . . . . . . . . . . 467--483
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--ii
Anonymous Volume Information . . . . . . . . . . . i--iv
Anonymous Front Matter . . . . . . . . . . . . . . vii--viii
J. F. C. Kingman Random Discrete Distributions . . . . . 1--22
Tom Leonard Bayesian Estimation Methods for Two-Way
Contingency Tables . . . . . . . . . . . 23--37
J. D. Broffitt and
W. T. Dent Asymptotic Approximations for
Distributions of Ratios of Linear
Functions of Random Variables . . . . . 38--48
R. Morton On the Efficiency of Fisher's
Tea-Tasting Designs . . . . . . . . . . 49--53
Sarah C. Cotter Partial Confounding in Symmetrical
Factorial Experiments . . . . . . . . . 54--62
J. A. John and
A. M. Dean Single Replicate Factorial Experiments
in Generalized Cyclic Designs: I.
Symmetrical Arrangements . . . . . . . . 63--71
A. M. Dean and
J. A. John Single Replicate Factorial Experiments
in Generalized Cyclic Designs: II.
Asymmetrical Arrangements . . . . . . . 72--76
David M. Borth A Total Entropy Criterion for the Dual
Problem of Model Discrimination and
Parameter Estimation . . . . . . . . . . 77--87
Thomas F. Pajak and
Sidney Addelman Minimum Full Sequences of $ 2^{n - m} $
Resolution III Plans . . . . . . . . . . 88--95
V. K. Murthy and
G. B. Swartz Estimation of Weibull Parameters From
Two-Order Statistics . . . . . . . . . . 96--102
Robert H. Lochner A Generalized Dirichlet Distribution in
Bayesian Life Testing . . . . . . . . . 103--113
G. H. Freeman Row-and-Column Designs with Two Groups
of Treatments Having Different
Replications . . . . . . . . . . . . . . 114--128
E. M. L. Beale and
R. J. A. Little Missing Values in Multivariate Analysis 129--145
Alastair Scott and
T. M. F. Smith Comments on ``The Efficient Use of
Supplementary Information in Standard
Sampling Procedures'' by E. K. Foreman
and K. R. W. Brewer . . . . . . . . . . 146--148
Anonymous Back Matter . . . . . . . . . . . . . . i--ii
R. L. Brown and
J. Durbin and
J. M. Evans Techniques for Testing the Constancy of
Regression Relationships over Time . . . 149--192
Hardeo Sahai Bayes Equivariant Estimators in High
Order Hierarchical Random Effects Models 193--197
John Whitehead A Sequential Test for Certain Composite
Hypotheses . . . . . . . . . . . . . . . 198--204
E. J. Godolphin and
P. J. Harrison Equivalence Theorems for
Polynomial-Projecting Predictors . . . . 205--215
J. Durbin and
M. Knott and
C. C. Taylor Components of Cramér--von Mises
Statistics. II . . . . . . . . . . . . . 216--237
David Oakes Synchronous and Asynchronous
Distributions for Poisson Cluster
Processes . . . . . . . . . . . . . . . 238--247
A. P. Dawid On the Concepts of Sufficiency and
Ancillarity in the Presence of Nuisance
Parameters . . . . . . . . . . . . . . . 248--258
D. J. Daley and
D. N. Shanbhag Independent Inter-Departure Times in
M/G/1/N Queues . . . . . . . . . . . . . 259--263
Malay Ghosh Admissibility and Minimaxity of Some
Maximum Likelihood Estimators when the
Parameter Space is Restricted to
Integers . . . . . . . . . . . . . . . . 264--271
William Kruskal The Geometry of Generalized Inverses . . 272--283
J. W. Richardson Addition to the Nearest Whole Unit . . . 284--287
Robin Sibson and
Alan Kenny Coefficients in $D$-Optimal Experimental
Design . . . . . . . . . . . . . . . . . 288--292
Anders Agren The Consistency of the GEID-(FP-)
Estimates . . . . . . . . . . . . . . . 293--295
Anonymous Correction: Planning Experiments for
Discriminating Between Models . . . . . 296--296
Anonymous Front Matter . . . . . . . . . . . . . . ??
A. D. Cliff and
J. K. Ord Model Building and the Analysis of
Spatial Pattern in Human Geography . . . 297--348
K. V. Mardia Statistics of Directional Data . . . . . 349--393
D. Siegmund Error Probabilities and Average Sample
Number of the Sequential Probability
Ratio Test . . . . . . . . . . . . . . . 394--401
M. Goldstein Uniqueness Relations for Linear
Posterior Expectations . . . . . . . . . 402--405
W. Venables Calculation of Confidence Intervals for
Noncentrality Parameters . . . . . . . . 406--412
Michael Bagshaw and
Richard A. Johnson The Influence of Reference Values and
Estimated Variance on the ARL of Cusum
Tests . . . . . . . . . . . . . . . . . 413--420
J. S. Maritz and
T. Lwin Construction of Simple Empirical Bayes
Estimators . . . . . . . . . . . . . . . 421--425
Yosef Hochberg An Extension of the $T$-Method to
General Unbalanced Models of Fixed
Effects . . . . . . . . . . . . . . . . 426--433
H. O. Lancaster Joint Probability Distributions in the
Meixner Classes . . . . . . . . . . . . 434--443
D. J. Bartholomew Errors of Prediction for Markov Chain
Models . . . . . . . . . . . . . . . . . 444--456
P. D. Puri and
A. K. Nigam On Patterns of Efficiency-Balanced
Designs . . . . . . . . . . . . . . . . 457--458
Andrew D. Barbour A Note on the Maximum Size of a Closed
Epidemic . . . . . . . . . . . . . . . . 459--460
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . i--ii
T. W. Anderson Estimation of Linear Functional
Relationships: Approximate Distributions
and Connections with Simultaneous
Equations in Econometrics . . . . . . . 1--36
O. Barndorff-Nielsen Factorization of Likelihood Functions
for Full Exponential Families . . . . . 37--44
Martin J. Crowder Maximum Likelihood Estimation for
Dependent Observations . . . . . . . . . 45--53
Oldrich Vasicek A Test for Normality Based on Sample
Entropy . . . . . . . . . . . . . . . . 54--59
David R. Brillinger Estimation of the Second-Order
Intensities of a Bivariate Stationary
Point Process . . . . . . . . . . . . . 60--66
K. D. Glazebrook and
P. Nash On Multi-Server Stochastic Scheduling 67--72
Gary Chamberlain and
Edward E. Leamer Matrix Weighted Averages and Posterior
Bounds . . . . . . . . . . . . . . . . . 73--84
Edward E. Leamer and
Gary Chamberlain A Bayesian Interpretation of Pretesting 85--94
Tom Leonard and
Keith Ord An Investigation of the $F$-Test
Procedure as an Estimation Short-Cut . . 95--98
Andris Abakuks An Invariance Property of the Poisson
Distributions for a Hunted Immigrant
Population . . . . . . . . . . . . . . . 99--101
R. N. Curnow Corrigenda: The Number of Variables when
Searching for an Optimum . . . . . . . . 102--102
M. Stone Corrigenda: Cross-Validatory Choice and
Assessment of Statistical Predictions 102--102
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--ii
O. Barndorff-Nielsen Plausibility Inference . . . . . . . . . 103--131
Douglas M. Hawkins The Subset Problem in Multivariate
Analysis of Variance . . . . . . . . . . 132--139
Grace Wahba Histosplines with Knots which are Order
Statistics . . . . . . . . . . . . . . . 140--151
Wolfgang Pelz and
I. J. Good Approximating the Lower Tail-Areas of
the Kolmogorov--Smirnov One-Sample
Statistic . . . . . . . . . . . . . . . 152--156
Ruth Marcus and
Eric Peritz Some Simultaneous Confidence Bounds in
Normal Models with Restricted
Alternatives . . . . . . . . . . . . . . 157--165
James O. Berger and
M. E. Bock Eliminating Singularities of Stein-Type
Estimators of Location Vectors . . . . . 166--170
E. R. Williams Resolvable Paired-Comparison Designs . . 171--174
H. D. Patterson Generation of Factorial Designs . . . . 175--179
P. M. Robinson The Aliasing Problem in Differential
Equation Estimation . . . . . . . . . . 180--188
C. W. J. Granger and
P. Newbold Forecasting Transformed Series . . . . . 189--203
Anonymous Front Matter . . . . . . . . . . . . . . ??
P. J. Harrison and
C. F. Stevens Bayesian Forecasting . . . . . . . . . . 205--247
R. W. Farebrother Further Results on the Mean Square Error
of Ridge Regression . . . . . . . . . . 248--250
M. Breth Non-Parametric Confidence Intervals for
a Mean Using Censored Data . . . . . . . 251--254
P. Prescott On a Test for Normality Based on Sample
Entropy . . . . . . . . . . . . . . . . 254--256
F. Giesbrecht and
O. Kempthorne Maximum Likelihood Estimation in the
Three-Parameter Lognormal Distribution 257--264
Roy Saunders and
Richard J. Kryscio Parameter Estimation for the
Carrier-Borne Epidemic Model . . . . . . 265--269
Donald B. Rubin Noniterative Least Squares Estimates,
Standard Errors and $F$-Tests for
Analyses of Variance with Missing Data 270--274
J. P. Imhof Oscillations in the Finite Random
Sequence . . . . . . . . . . . . . . . . 275--278
B. L. Raktoe On Alias Matrices and Generalized
Defining Relationships of Equi-
Information Factorial Arrangements . . . 279--283
Agnes M. Herzberg and
David F. Andrews Some Considerations in the Optimal
Design of Experiments in Non-Optimal
Situations . . . . . . . . . . . . . . . 284--289
Bruce W. Turnbull The Empirical Distribution Function with
Arbitrarily Grouped, Censored and
Truncated Data . . . . . . . . . . . . . 290--295
E. R. Williams and
H. D. Patterson and
J. A. John Resolvable Designs with Two Replications 296--301
D. G. Hoel and
G. H. Weiss and
R. Simon Sequential Tests for Composite
Hypotheses with Two Binomial Populations 302--308
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
A. P. Dempster and
N. M. Laird and
D. B. Rubin Maximum Likelihood from Incomplete Data
via the EM Algorithm . . . . . . . . . . 1--38
J. A. John and
Toby J. Mitchell Optimal Incomplete Block Designs . . . . 39--43
M. Stone An Asymptotic Equivalence of Choice of
Model by Cross-Validation and Akaike's
Criterion . . . . . . . . . . . . . . . 44--47
D. M. Charnock Continuous Time Spectral Analysis of
Intervals Between Events in Stationary
Point Processes . . . . . . . . . . . . 48--55
Pamela Davy and
R. E. Miles Sampling Theory for Opaque Spatial
Specimens . . . . . . . . . . . . . . . 56--65
R. J. Bhansali Asymptotic Properties of the
Wiener--Kolmogorov Predictor. II . . . . 66--72
Julian Besag Errors-In-Variables Estimation for
Gaussian Lattice Schemes . . . . . . . . 73--78
P. Burr and
D. H. Young Properties of the Exponential Scores
Test for the $k$-Sample Problem Under
the Lehmann Model . . . . . . . . . . . 79--85
Jerome Cornfield and
Katherine Detre Bayesian Life Table Analysis . . . . . . 86--94
C. G. Khatri and
K. V. Mardia The von Mises--Fisher Matrix
Distribution in Orientation Statistics 95--106
R. M. Clark Non-Parametric Estimation of a Smooth
Regression Function . . . . . . . . . . 107--113
Denise R. Osborn Exact and Approximate Maximum Likelihood
Estimators for Vector Moving Average
Processes . . . . . . . . . . . . . . . 114--118
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
G. N. Wilkinson On Resolving the Controversy in
Statistical Inference . . . . . . . . . 119--171
B. D. Ripley Modelling Spatial Patterns . . . . . . . 172--212
A. Veevers and
M. C. K. Tweedie On the Moments of a Beta Function
Transformation of a Poisson Variate . . 213--216
A. I. Khuri and
I. J. Good The Distribution of Quadratic Forms in
Non-Normal Variables and an Application
to the Variance Ratio . . . . . . . . . 217--221
Richard A. Johnson and
Thomas Wehrly Measures and Models for Angular
Correlation and Angular-Linear
Correlation . . . . . . . . . . . . . . 222--229
D. M. Charnock Spectral Analysis of Intervals Between
Events in Stationary Bivariate Point
Processes . . . . . . . . . . . . . . . 230--237
E. J. Godolphin A Procedure for Estimating Seasonal
Moving Average Models Based on Large-
Sample Estimation of the Correlogram . . 238--247
Jacqueline K. Benedetti On the Nonparametric Estimation of
Regression Functions . . . . . . . . . . 248--253
A. P. Dawid Spherical Matrix Distributions and a
Multivariate Model . . . . . . . . . . . 254--261
Persi Diaconis and
R. L. Graham Spearman's Footrule as a Measure of
Disarray . . . . . . . . . . . . . . . . 262--268
Larry R. Muenz and
Sylvan B. Green Time Savings in Censored Life Testing 269--275
P. G. Gipps A Queueing Model for Traffic Flow . . . 276--282
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Denis Mollison Spatial Contact Models for Ecological
and Epidemic Spread . . . . . . . . . . 283--326
Piet De Jong The Fast Fourier Transform Spectral
Estimator . . . . . . . . . . . . . . . 327--330
D. N. Shanbhag and
M. Westcott A Note on Infinitely Divisible Point
Processes . . . . . . . . . . . . . . . 331--332
James A. Koziol On Goodness of Fit Tests Based on the
Empirical Distribution Function for
Uniform Spacings . . . . . . . . . . . . 333--336
T. W. Anderson and
S. G. Ghurye Identification of Parameters by the
Distribution of a Maximum Random
Variable . . . . . . . . . . . . . . . . 337--342
A. El-Shaarawi Marginal Likelihood Solution to Some
Problems Connected with Regression
Analysis . . . . . . . . . . . . . . . . 343--348
Ram C. Tripathi and
John Gurland A General Family of Discrete
Distributions with Hypergeometric
Probabilities . . . . . . . . . . . . . 349--356
R. S. Singh Applications of Estimators of a Density
and its Derivatives to Certain
Statistical Problems . . . . . . . . . . 357--363
A. N. Pettitt A Cramér--von Mises Type Goodness of Fit
Statistic Related to $ \surd b_1 $ and $
b_2 $ . . . . . . . . . . . . . . . . . 364--370
R. J. McKay Variable Selection in Multivariate
Regression: An Application of
Simultaneous Test Procedures . . . . . . 371--380
G. K. Robinson Conservative Statistical Inference . . . 381--386
T. N. T. Goodman Qualitative Probability and Improper
Distributions . . . . . . . . . . . . . 387--393
J. Durbin and
M. Knott and
C. C. Taylor Corrigenda: Components of Cramér--von
Mises Statistics. II . . . . . . . . . . 394--394
Douglas M. Hawkins Corrigenda: The Subset Problem in
Multivariate Analysis of Variance . . . 394--394
A. M. Herzberg and
D. F. Andrews Corrigenda: Some Considerations in the
Optimal Design of Experiments in
Non-Optimal Situations . . . . . . . . . 394--394
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--ii
A. O'Hagan and
J. F. C. Kingman Curve Fitting and Optimal Design for
Prediction . . . . . . . . . . . . . . . 1--42
J. M. Dickey and
E. Gunel Bayes Factors from Mixed Probabilities 43--46
R. W. Farebrother A Class of Shrinkage Estimators . . . . 47--49
R. J. Brooks Bayesian Analysis of a Two-Sample
Problem Based on the Rank Order
Statistic . . . . . . . . . . . . . . . 50--57
M. Singh and
A. Dey Two-Way Elimination of Heterogeneity . . 58--63
M. A. Stephens On the Half-Sample Method for
Goodness-of-Fit . . . . . . . . . . . . 64--70
Sarah C. Cotter Block Designs for Fractional Factorial
Experiments with Replication . . . . . . 71--78
A. M. Dean The Analysis of Interactions in Single
Replicate Generalized Cyclic Designs . . 79--84
David F. Andrews and
Daryl Pregibon Finding the Outliers that Matter . . . . 85--93
P. A. Jacobs and
P. A. W. Lewis Discrete Time Series Generated by
Mixtures. I: Correlational and Runs
Properties . . . . . . . . . . . . . . . 94--105
A. F. M. Smith and
U. E. Makov A Quasi-Bayes Sequential Procedure for
Mixtures . . . . . . . . . . . . . . . . 106--112
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--ii
Tom Leonard Density Estimation, Stochastic Processes
and Prior Information . . . . . . . . . 113--146
M. S. Bartlett Nearest Neighbour Models in the Analysis
of Field Experiments . . . . . . . . . . 147--174
J. D. Kalbfleisch and
R. J. MacKay Remarks on a Paper by Cornfield and
Detre . . . . . . . . . . . . . . . . . 175--177
Peter J. Diggle On Parameter Estimation for Spatial
Point Processes . . . . . . . . . . . . 178--181
E. McKenzie and
M. M. Peterson A Note on a Matrix Inversion in Multiple
Exponential Smoothing . . . . . . . . . 182--183
W. J. R. Eplett A Note About the Multipliers in Latent
Root Regression . . . . . . . . . . . . 184--185
K. R. Gabriel Least Squares Approximation of Matrices
by Additive and Multiplicative Models 186--196
C. W. Anderson Super-Slowly Varying Functions in
Extreme Value Theory . . . . . . . . . . 197--202
Paul D. Feigin and
Ayala Cohen On a Model for Concordance Between
Judges . . . . . . . . . . . . . . . . . 203--213
John D. Kalbfleisch Non-Parametric Bayesian Analysis of
Survival Time Data . . . . . . . . . . . 214--221
Patricia A. Jacobs and
Peter A. W. Lewis Discrete Time Series Generated by
Mixtures II: Asymptotic Properties . . . 222--228
K. V. Mardia and
T. W. Sutton A Model for Cylindrical Variables with
Applications . . . . . . . . . . . . . . 229--233
Robin Sibson Studies in the Robustness of
Multidimensional Scaling: Procrustes
Statistics . . . . . . . . . . . . . . . 234--238
J. Sedransk and
J. Meyer Confidence Intervals for the Quantiles
of a Finite Population: Simple Random
and Stratified Simple Random Sampling 239--252
Alona Raviv A Non-Parametric Test for Comparing Two
Non-Independent Distributions . . . . . 253--261
Anonymous Front Matter . . . . . . . . . . . . . . ??
J. L. Folks and
R. S. Chhikara The Inverse Gaussian Distribution and
Its Statistical Application --- A Review 263--289
E. J. Godolphin A Large-Sample Test for Detecting Gaps
in Moving Average Models . . . . . . . . 290--295
A. I. McLeod On the Distribution of Residual
Autocorrelations in Box--Jenkins Models 296--302
M. E. O'Neill Distributional Expansions for Canonical
Correlations from Contingency Tables . . 303--312
E. J. Godolphin and
M. De Tullio Invariance Properties of Uncorrelated
Residual Transformations . . . . . . . . 313--321
Richard R. Weber and
Peter Nash An Optimal Strategy in Multi-Server
Stochastic Scheduling . . . . . . . . . 322--327
Alice S. Whittemore Collapsibility of Multidimensional
Contingency Tables . . . . . . . . . . . 328--340
J. R. M. Hosking A Unified Derivation of the Asymptotic
Distributions of Goodness-of-Fit
Statistics for Autoregressive
Time-Series Models . . . . . . . . . . . 341--349
M. H. Gail and
J. L. Gastwirth A Scale-Free Goodness-of-Fit Test for
the Exponential Distribution Based on
the Gini Statistic . . . . . . . . . . . 350--357
Mark Berman Exponential Families and Conditioning on
Statistics Which are Not Minimal
Sufficient . . . . . . . . . . . . . . . 358--363
Grace Wahba Improper Priors, Spline Smoothing and
the Problem of Guarding Against Model
Errors in Regression . . . . . . . . . . 364--372
R. W. Farebrother An Historical Note on Recursive
Residuals . . . . . . . . . . . . . . . 373--375
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--ii
A. P. Dawid Conditional Independence in Statistical
Theory . . . . . . . . . . . . . . . . . 1--31
Albert M. Liebetrau Some Tests of Randomness Based Upon the
Variance-Time Curve of the Poisson
Process . . . . . . . . . . . . . . . . 32--39
D. Raghavarao and
W. T. Federer Block Total Response as an Alternative
to the Randomized Response Method in
Surveys . . . . . . . . . . . . . . . . 40--45
A. N. Pettitt Two-Sample Cramér--von Mises Type Rank
Statistics . . . . . . . . . . . . . . . 46--53
Stephen E. Fienberg The Use of Chi-Squared Statistics for
Categorical Data Problems . . . . . . . 54--64
C. A. McGilchrist and
R. L. Sandland Recursive Estimation of the General
Linear Model with Dependent Errors . . . 65--68
Alan Winterbottom Cornish--Fisher Expansions for
Confidence Limits . . . . . . . . . . . 69--75
Roderick J. A. Little Maximum Likelihood Inference for
Multiple Regression with Missing Values:
A Simulation Study . . . . . . . . . . . 76--87
G. H. Freeman Some Two-Dimensional Designs Balanced
for Nearest Neighbours . . . . . . . . . 88--95
Michael Goldstein The Variance Modified Linear Bayes
Estimator . . . . . . . . . . . . . . . 96--100
Ornulf Borgan Comparison of Two Sequential Tests for
Two-Sided Alternatives . . . . . . . . . 101--106
V. P. Godambe On Birnbaum's Axiom of Mathematically
Equivalent Experiments . . . . . . . . . 107--110
W. G. McGinley A Note on Dissociatedness and Order
Statistics . . . . . . . . . . . . . . . 111--112
Anonymous Front Matter . . . . . . . . . . . . . . ??
Jose M. Bernardo Reference Posterior Distributions for
Bayesian Inference . . . . . . . . . . . 113--147
J. C. Gittins Bandit Processes and Dynamic Allocation
Indices . . . . . . . . . . . . . . . . 148--177
Michael A. Fligner and
Thomas P. Hettmansperger On the Use of Conditional Asymptotic
Normality . . . . . . . . . . . . . . . 178--183
C. C. Heyde and
I. M. Johnstone On Asymptotic Posterior Normality for
Stochastic Processes . . . . . . . . . . 184--189
E. J. Hannan and
B. G. Quinn The Determination of the Order of an
Autoregression . . . . . . . . . . . . . 190--195
L. Billard and
H. Lacayo and
Naftali A. Langberg The Symmetric $m$-Dimensional Simple
Epidemic Process . . . . . . . . . . . . 196--202
Philip McDunnough The Estimation of an Autocorrelation
Parameter of a Gaussian Vector Process 203--209
Byron Jones Algorithms to Search for Optimal
Row-and-Column Designs . . . . . . . . . 210--216
Robin Sibson Studies in the Robustness of
Multidimensional Scaling: Perturbational
Analysis of Classical Scaling . . . . . 217--229
Martin J. Crowder Inference about the Intraclass
Correlation Coefficient in the
Beta-Binomial ANOVA for Proportions . . 230--234
Chan-Fu Chen Bayesian Inference for a Normal
Dispersion Matrix and Its Application to
Stochastic Multiple Regression Analysis 235--248
A. P. Dawid Some Misleading Arguments Involving
Conditional Independence . . . . . . . . 249--252
G. H. Freeman Complete Latin Squares and Related
Experimental Designs . . . . . . . . . . 253--262
Lai K. Chan and
Tak K. Mak Maximum Likelihood Estimation of a
Linear Structural Relationship with
Replication . . . . . . . . . . . . . . 263--268
R. A. Sugden Inference on Symmetric Functions of
Exchangeable Populations . . . . . . . . 269--273
David Oakes On Log-Linear Hazards . . . . . . . . . 274--275
M. Stone Comments on Model Selection Criteria of
Akaike and Schwarz . . . . . . . . . . . 276--278
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Back Matter . . . . . . . . . . . . . . i--ii
O. Barndorff-Nielsen and
D. R. Cox Edgeworth and Saddle-Point
Approximations with Statistical
Applications . . . . . . . . . . . . . . 279--312
B. Kleiner and
R. D. Martin Robust Estimation of Power Spectra . . . 313--351
S. M. Lewis The Construction of Resolution III
Fractions from Generalized Cyclic
Designs . . . . . . . . . . . . . . . . 352--357
A. O'Hagan On Outlier Rejection Phenomena in Bayes
Inference . . . . . . . . . . . . . . . 358--367
B. D. Ripley Tests of `Randomness' for Spatial Point
Patterns . . . . . . . . . . . . . . . . 368--374
J. Q. Smith A Generalization of the Bayesian Steady
Forecasting Model . . . . . . . . . . . 375--387
D. R. Cox A Remark on Systematic Latin Squares . . 388--389
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Douglas M. Bates and
Donald G. Watts Relative Curvature Measures of
Nonlinearity . . . . . . . . . . . . . . 1--25
Ajit C. Tamhane Selecting the Better Bernoulli Treatment
Using a Matched Samples Design . . . . . 26--30
Gary C. McDonald Some Algebraic Properties of Ridge
Coefficients . . . . . . . . . . . . . . 31--34
E. J. Godolphin and
J. M. Stone On the Structural Representation for
Polynomial-Projecting Predictor Models
Based on the Kalman Filter . . . . . . . 35--45
Hirotugu Akaike The Interpretation of Improper Prior
Distributions as Limits of Data
Dependent Proper Prior Distributions . . 46--52
Henry Braun A Simple Method for Testing Goodness of
Fit in the Presence of Nuisance
Parameters . . . . . . . . . . . . . . . 53--63
W. J. R. Eplett An Influence Curve for Two-Sample Rank
Tests . . . . . . . . . . . . . . . . . 64--70
Raymond J. Carroll A Robust Method for Testing
Transformations to Achieve Approximate
Normality . . . . . . . . . . . . . . . 71--78
G. E. P. Box and
N. R. Draper The Variance Function of the Difference
Between Two Estimated Responses . . . . 79--82
L. De Haan and
S. I. Resnick A Simple Asymptotic Estimate for the
Index of a Stable Distribution . . . . . 83--87
D. M. Eaves On Exchangeable Priors in Lot Acceptance 88--93
J. A. John Generalized Cyclic Designs with $ b < v $
as Duals of Cyclic Designs . . . . . . . 94--95
Regina C. Elandt-Johnson Some Prior and Posterior Distributions
in Survival Analysis: A Critical Insight
on Relationships Derived from
Cross-Sectional Data . . . . . . . . . . 96--106
P. Burridge On the Cliff--Ord Test for Spatial
Correlation . . . . . . . . . . . . . . 107--108
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Peter McCullagh Regression Models for Ordinal Data . . . 109--142
P. Whittle Multi-Armed Bandits and the Gittins
Index . . . . . . . . . . . . . . . . . 143--149
A. J. Lawrance and
P. A. W. Lewis The Exponential Autoregressive-Moving
Average EARMA (p,q) Process . . . . . . 150--161
Mir M. Ali Characterization of the Normal
Distribution Among the Continuous
Symmetric Spherical Class . . . . . . . 162--164
Peter Nash A Generalized Bandit Problem . . . . . . 165--169
J. R. M. Hosking Lagrange-Multiplier Tests of Time-Series
Models . . . . . . . . . . . . . . . . . 170--181
B. G. Quinn Order Determination for a Multivariate
Autoregression . . . . . . . . . . . . . 182--185
R. J. Brooks On the Relative Efficiency of Two
Paired-Data Experiments . . . . . . . . 186--191
Moshe Shaked On Mixtures from Exponential Families 192--198
Ching-Shui Cheng On the $E$-Optimality of Some Block
Designs . . . . . . . . . . . . . . . . 199--204
Mike Jacroux On the $E$-Optimality of Regular Graph
Designs . . . . . . . . . . . . . . . . 205--209
Marc Hallin Invertibility and Generalized
Invertibility of Time Series Models . . 210--212
A. F. M. Smith and
D. J. Spiegelhalter Bayes Factors and Choice Criteria for
Linear Models . . . . . . . . . . . . . 213--220
Roger G. Jones Best Linear Unbiased Estimators for
Repeated Surveys . . . . . . . . . . . . 221--226
G. P. Y. Clarke Moments of the Least Squares Estimators
in a Non-Linear Regression Model . . . . 227--237
Byron Jones and
John A. Eccleston Exchange and Interchange Procedures to
Search for Optimal Designs . . . . . . . 238--243
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
H. Tong and
K. S. Lim Threshold Autoregression, Limit Cycles
and Cyclical Data . . . . . . . . . . . 245--292
D. J. Bartholomew Factor Analysis for Categorical Data . . 293--321
J. A. Anderson and
A. Senthilselvan Smooth Estimates for the Hazard Function 322--327
Greg Reinsel Asymptotic Properties of Prediction
Errors for the Multivariate
Autoregressive Model Using Estimated
Parameters . . . . . . . . . . . . . . . 328--333
E. A. Blaisdell, Jr. and
D. Raghavarao Partially Balanced Change-Over Designs
Based on $m$-Associate Class PBIB
Designs . . . . . . . . . . . . . . . . 334--338
William D. Sudderth Finitely Additive Priors, Coherence and
the Marginalization Paradox . . . . . . 339--341
K. D. Glazebrook On Randomized Dynamic Allocation Indices
for the Sequential Design of Experiments 342--346
David Hinkley and
Hai-Li Wang A Trimmed Jackknife . . . . . . . . . . 347--356
M. E. O'Neill The Distribution of Higher-Order
Interactions in Contingency Tables . . . 357--365
Joseph W. McKean and
Ronald M. Schrader The Geometry of Robust Procedures in
Linear Models . . . . . . . . . . . . . 366--371
John A. Eccleston and
Byron Jones Exchange and Interchange Procedures to
Search for Optimal Row-and-Column
Designs . . . . . . . . . . . . . . . . 372--376
G. Nathan and
D. Holt The Effect of Survey Design on
Regression Analysis . . . . . . . . . . 377--386
K. Sankaranarayanan A Note on the Admissibility of Some
Non-Negative Quadratic Estimators . . . 387--389
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
P. Holgate Population Algebras . . . . . . . . . . 1--19
Andrey Feuerverger and
Philip McDunnough On the Efficiency of Empirical
Characteristic Function Procedures . . . 20--27
Phillip E. Pfeifer and
Stuart Jay Deutsch Variance of the Sample Space-Time
Autocorrelation Function . . . . . . . . 28--33
Masanobu Taniguchi An Estimation Procedure of Parameters of
a Certain Spectral Density Model . . . . 34--40
J. Burridge A Note on Maximum Likelihood Estimation
for Regression Models Using Grouped Data 41--45
F. J. Samaniego and
L. E. Jones Maximum Likelihood Estimation for a
Class of Multinomial Distributions
Arising in Realibility . . . . . . . . . 46--52
L. S. Hayre An Asymptotically Bayes Sequential Test
for Comparing Two Normal Means . . . . . 53--60
Michael A. Fligner A Note on Limit Theorems for Joint
Distributions with Applications to
Linear Signed Rank Statistics . . . . . 61--64
J. Burridge Empirical Bayes Analysis of Survival
Time Data . . . . . . . . . . . . . . . 65--75
J. A. John Efficient Cyclic Designs . . . . . . . . 76--80
R. J. Henery An Approximation to Certain Multivariate
Normal Probabilities . . . . . . . . . . 81--85
R. J. Henery Permutation Probabilities as Models for
Horse Races . . . . . . . . . . . . . . 86--91
P. B. Key and
E. J. Godolphin On the Bayesian Steady Forecasting Model 92--96
B. W. Silverman Using Kernel Density Estimates to
Investigate Multimodality . . . . . . . 97--99
M. S. Bartlett A Further Note on the Use of
Neighbouring Plot Values in the Analysis
of Field Experiments . . . . . . . . . . 100--102
M. Hallin Addendum to ``Invertibility and
Generalized Invertibility of Time Series
Models'' . . . . . . . . . . . . . . . . 103--103
R. J. Bhansali Corrections: Asymptotic Properties of
the Wiener--Kolmogorov Predictor. I . . 104--104
C. M. Theobald Corrections: Generalizations of Mean
Square Error Applied to Ridge Regression 104--104
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Michael Goldstein Revising Previsions: A Geometric
Interpretation . . . . . . . . . . . . . 105--130
Dorothy A. Anderson The Circular Structural Model . . . . . 131--141
A. G. Munford A First Passage Problem in a Random Walk
with a Quality Control Application . . . 142--146
Peter Hall On the Non-Parametric Estimation of
Mixture Proportions . . . . . . . . . . 147--156
M. West Robust Sequential Approximate Bayesian
Estimation . . . . . . . . . . . . . . . 157--166
L. V. White and
W. J. Welch A Method for Constructing Valid
Restricted Randomization Schemes Using
the Theory of $D$-Optimal Design of
Experiments . . . . . . . . . . . . . . 167--172
I. A. Koutrouvelis and
John Kellermeier A Goodness-of-Fit Test Based on the
Empirical Characteristic Function when
Parameters must be Estimated . . . . . . 173--176
Noel Cressie Transformations and The Jackknife . . . 177--182
M. K.-S. Tso Reduced-Rank Regression and Canonical
Analysis . . . . . . . . . . . . . . . . 183--189
D. Fakinos The G/G/1 Queueing System with a
Particular Queue Discipline . . . . . . 190--196
I. Stewart and
H. P. Wynn The Estimability Structure of Linear
Models and Submodels . . . . . . . . . . 197--207
A. F. M. Smith On Random Sequences with Centred
Spherical Symmetry . . . . . . . . . . . 208--209
R. Dennis Cook and
Mark E. Johnson A Family of Distributions for Modelling
Non-Elliptically Symmetric Multivariate
Data . . . . . . . . . . . . . . . . . . 210--218
J. R. M. Hosking Lagrange-Multiplier Tests of
Multivariate Time-Series Models . . . . 219--230
W. K. Li and
A. I. McLeod Distribution of the Residual
Autocorrelations in Multivariate ARMA
Time Series Models . . . . . . . . . . . 231--239
A. C. Harvey and
J. Tomenson A Note on Testing for Gaps in Seasonal
Moving Average Models . . . . . . . . . 240--243
T. Subba Rao On the Theory of Bilinear Time Series
Models . . . . . . . . . . . . . . . . . 244--255
J. Q. Smith The Multiparameter Steady Model . . . . 256--260
J. R. M. Hosking Equivalent Forms of the Multivariate
Portmanteau Statistic . . . . . . . . . 261--262
Maxwell L. King A Small Sample Property of the
Cliff--Ord Test for Spatial Correlation 263--264
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
J. A. Bather Randomized Allocation of Treatments in
Sequential Experiments . . . . . . . . . 265--292
Alan Agresti A Hierarchical System of Interaction
Measures for Multidimensional
Contingency Tables . . . . . . . . . . . 293--301
Julian Besag On a System of Two-Dimensional
Recurrence Equations . . . . . . . . . . 302--309
Mervyn J. Silvapulle On the Existence of Maximum Likelihood
Estimators for the Binomial Response
Models . . . . . . . . . . . . . . . . . 310--313
G. H. Freeman Further Results on Quasi-Complete Latin
Squares . . . . . . . . . . . . . . . . 314--320
V. R. Padmawar A Note on the Comparison of Certain
Sampling Strategies . . . . . . . . . . 321--326
D. R. Jensen and
I. J. Good Invariant Distributions Associated with
Matrix Laws Under Structural Symmetry 327--332
Trevor Sweeting Scale Parameters: A Bayesian Treatment 333--338
Cl. Lefevre Another Look at the Symmetric
$m$-Dimensional Simple Epidemic Process 339--341
W. M. Patefield Multivariate Linear Relationships:
Maximum Likelihood Estimation and
Regression Bounds . . . . . . . . . . . 342--352
William G. Cumberland and
Richard M. Royall Prediction Models and Unequal
Probability Sampling . . . . . . . . . . 353--367
K. Lam and
K. L. Mehra A Note on Some Results of Tamhane . . . 368--369
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
A. C. Atkinson Regression Diagnostics, Transformations
and Constructed Variables . . . . . . . 1--36
Peter Hall On Some Simple Estimates of an Exponent
of Regular Variation . . . . . . . . . . 37--42
S. K. Agarwal and
Pranesh Kumar and
A. Dey On Unequal Probability Sampling of Two
Units Without Replacement . . . . . . . 43--46
A. Veevers and
M. Zafar-Yab A Two-Variety Square Lattice Design
Balanced Under Besag's Coding Scheme . . 47--48
Steven F. Arnold and
James Lynch On Ali's Characterization of the
Spherical Normal Distribution . . . . . 49--51
T. W. Anderson and
Takamitsu Sawa Exact and Approximate Distributions of
the Maximum Likelihood Estimator of a
Slope Coefficient . . . . . . . . . . . 52--62
R. A. Bailey The Decomposition of Treatment Degrees
of Freedom in Quantitative Factorial
Experiments . . . . . . . . . . . . . . 63--70
John T. Kent The Fisher--Bingham Distribution on the
Sphere . . . . . . . . . . . . . . . . . 71--80
Louis-Paul Rivest Some Statistical Methods for Bivariate
Circular Data . . . . . . . . . . . . . 81--90
J. Robinson Saddlepoint Approximations for
Permutation Tests and Confidence
Intervals . . . . . . . . . . . . . . . 91--101
Yosihiko Ogata and
Hirotugu Akaike On Linear Intensity Models for Mixed
Doubly Stochastic Poisson and Self-
Exciting Point Processes . . . . . . . . 102--107
Anonymous Back Matter . . . . . . . . . . . . . . 108--108
Anonymous Front Matter . . . . . . . . . . . . . . ??
J. F. C. Kingman The Thrown String . . . . . . . . . . . 109--138
J. Aitchison The Statistical Analysis of
Compositional Data . . . . . . . . . . . 139--177
William C. Parr and
William R. Schucany Minimum Distance Estimation and
Components of Goodness-of-Fit Statistics 178--189
Nan M. Laird and
Thomas A. Louis Approximate Posterior Distributions for
Incomplete Data Problems . . . . . . . . 190--200
L. J. Wei Asymptotically Distribution-Free
Simultaneous Confidence Region of
Treatment Differences in a Randomized
Complete Block Design . . . . . . . . . 201--208
John Panaretos On a Structural Property of Finite
Distributions . . . . . . . . . . . . . 209--211
R. A. Rigby A Credibility Interval for the
Probability that a New Observation
Belongs to One of Two Multivariate
Normal Populations . . . . . . . . . . . 212--220
J. A. John and
E. R. Williams Conjectures for Optimal Block Designs 221--225
Thomas A. Louis Finding the Observed Information Matrix
when Using the EM Algorithm . . . . . . 226--233
A. N. Pettitt Inference for the Linear Model Using a
Likelihood Based on Ranks . . . . . . . 234--243
Philip Hougaard Parametrizations of Non-Linear Models 244--252
Mike Jacroux Some $E$-Optimal Designs for the One-Way
and Two-Way Elimination of Heterogeneity 253--261
I. V. Basawa and
P. J. Brockwell Non-Parametric Estimation for
Non-Decreasing Levy Processes . . . . . 262--269
W. J. R. Eplett Two Mann--Whitney Type Rank Tests . . . 270--286
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
P. J. Brown Multivariate Calibration . . . . . . . . 287--321
Glenn Shafer Belief Functions and Parametric Models 322--352
Federico J. O'Reilly and
Michael A. Stephens Characterizations and Goodness of Fit
Tests . . . . . . . . . . . . . . . . . 353--360
W. J. R. Eplett The Distributions of Smirnov Type
Two-Sample Rank Tests for Discontinuous
Distribution Functions . . . . . . . . . 361--369
R. D. Cook and
N. Holschuh and
S. Weisberg A Note on an Alternative Outlier Model 370--376
A. C. Harvey and
J. Tomenson A Note on Testing for Gaps in Seasonal
Moving Average Models: Correction . . . 376--376
D. J. Spiegelhalter and
A. F. M. Smith Bayes Factors for Linear and Log-Linear
Models with Vague Prior Information . . 377--387
David A. Binder Non-Parametric Bayesian Models for
Samples from Finite Populations . . . . 388--393
N. Gaffke and
O. Krafft Exact $D$-Optimum Designs for Quadratic
Regression . . . . . . . . . . . . . . . 394--397
Claire Milne Transient Behaviour of the Interrupted
Poisson Process . . . . . . . . . . . . 398--405
H. W. Lotwick and
B. W. Silverman Methods for Analysing Spatial Processes
of Several Types of Points . . . . . . . 406--413
David Oakes A Model for Association in Bivariate
Survival Data . . . . . . . . . . . . . 414--422
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
R. G. Jarrett Definitions and Properties for
$m$-Concurrence Designs . . . . . . . . 1--10
Peter J. Diggle and
Robin K. Milne Bivariate Cox Processes: Some Models for
Bivariate Spatial Point Patterns . . . . 11--21
B. R. Dansie A Note on Permutation Probabilities . . 22--24
B. M. Brown Statistical Uses of the Spatial Median 25--30
Gregory M. Constantine On the Trace Efficiency for Control of
Reinforced Balanced Incomplete Block
Designs . . . . . . . . . . . . . . . . 31--36
D. M. Titterington Minimum Distance Non-Parametric
Estimation of Mixture Proportions . . . 37--46
Russell A. Boyles On the Convergence of the EM Algorithm 47--50
Arthur P. Dempster and
Donald B. Rubin Rounding Error in Regression: The
Appropriateness of Sheppard's
Corrections . . . . . . . . . . . . . . 51--59
James H. Albert and
Arjun K. Gupta Estimation in Contingency Tables Using
Prior Information . . . . . . . . . . . 60--69
Mike Jacroux Some Minimum Variance Block Designs for
Estimating Treatment Differences . . . . 70--76
Katsuto Tanaka The One-Sided Lagrange Multiplier Test
of the AR (p) Model vs the AR (p) Model
with Measurement Error . . . . . . . . . 77--80
Peter Hall Orthogonal Series Distribution Function
Estimation, with Applications . . . . . 81--88
K. R. Sawyer Testing Separate Familes of Hypotheses:
An Information Criterion . . . . . . . . 89--99
Simon Tavare Serial Dependence in Contingency Tables 100--106
Paul Kabaila On Estimating Time Series Parameters
Using Sample Autocorrelations . . . . . 107--119
R. Butler Outlier Discordancy Test in the Normal
Linear Model . . . . . . . . . . . . . . 120--132
Grace Wahba Bayesian ``Confidence Intervals'' for
the Cross-Validated Smoothing Spline . . 133--150
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
G. N. Wilkinson and
S. R. Eckert and
T. W. Hancock and
O. Mayo Nearest Neighbour (NN) Analysis of Field
Experiments . . . . . . . . . . . . . . 151--211
P. R. Rosenbaum and
D. B. Rubin Assessing Sensitivity to an Unobserved
Binary Covariate in an Observational
Study with Binary Outcome . . . . . . . 212--218
Peter Hall Sequential Estimation Saving Sampling
Operations . . . . . . . . . . . . . . . 219--223
S. M. Lewis and
A. M. Dean and
P. H. Lewis Single Replicate Designs for Two-Factor
Experiments . . . . . . . . . . . . . . 224--227
Knut K. Aase Recursive Estimation in Non-Linear Time
Series Models of Autoregressive Type . . 228--237
W. S. Kendall and
I. W. Saunders Epidemics in Competition II: The General
Epidemic . . . . . . . . . . . . . . . . 238--244
J. A. John and
S. M. Lewis Factorial Experiments in Generalized
Cyclic Row-Column Designs . . . . . . . 245--251
A. M. Dean and
S. M. Lewis Upper Bounds for Average Efficiency
Factors of Two-Factor Interactions . . . 252--257
D. M. Titterington and
G. M. Mill Kernel-Based Density Estimates from
Incomplete Data . . . . . . . . . . . . 258--266
D. A. Preece and
G. H. Freeman Semi-Latin Squares and Related Designs 267--277
S. R. Dalal and
W. J. Hall Approximating Priors by Mixtures of
Natural Conjugate Priors . . . . . . . . 278--286
A. N. Pettitt Likelihood Based Inference Using Signed
Ranks for Matched Pairs . . . . . . . . 287--296
S. C. Gupta Some New Methods for Constructing Block
Designs Having Orthogonal Factorial
Structure . . . . . . . . . . . . . . . 297--307
W. J. R. Eplett Corrigenda: The Distributions of
Smirnov-Type Two-Sample Rank Tests for
Discontinuous Distribution Functions . . 308--309
R. A. Bailey Corrigenda: Decomposition of Treatment
Degrees of Freedom in Quantitative
Factorial Experiments . . . . . . . . . 309--309
A. E. Raftery Corrigenda: Comment in the Discussion of
Professor Kingman's Paper ``The Thrown
String'' . . . . . . . . . . . . . . . . 309--309
Alona Raviv Corrigenda: A Non-Parametric Test for
Comparing Two Non-Independent
Distributions . . . . . . . . . . . . . 309--309
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
J. B. Copas Regression, Prediction and Shrinkage . . 311--354
Michael Goldstein Outlier Resistant Distribution: Where
does the Probability Go? . . . . . . . . 355--357
James A. Koziol On Assessing Multivariate Normality . . 358--361
M. Anthony Wong and
Tom Lane A $k$ th Nearest Neighbour Clustering
Procedure . . . . . . . . . . . . . . . 362--368
Tzen-Ping Liu A General Completeness Theorem in
Sampling Theory . . . . . . . . . . . . 369--372
Richard J. Turek and
Ronald C. Suich An Exact Test on the Goodman--Kruskal $
\lambda $ for Prediction on a Dichotomy 373--379
Tak K. Mak On Sprent's Generalized Least-Squares
Estimator . . . . . . . . . . . . . . . 380--383
A. P. Basu and
J. K. Ghosh and
P. K. Sen A Unified Way of Deriving LMP Rank Tests
from Censored Data . . . . . . . . . . . 384--390
D. R. Cox A Remark on Censoring and Surrogate
Response Variables . . . . . . . . . . . 391--393
R. C. H. Cheng and
N. A. K. Amin Estimating Parameters in Continuous
Univariate Distributions with a Shifted
Origin . . . . . . . . . . . . . . . . . 394--403
Gauss M. Cordeiro Improved Likelihood Ratio Statistics for
Generalized Linear Models . . . . . . . 404--413
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
J. A. Anderson Regression and Ordered Categorical
Variables . . . . . . . . . . . . . . . 1--30
Ching-Shui Cheng and
G. M. Constantine and
A. S. Hedayat A Unified Method for Constructing PBIB
Designs Based on Triangular and $ L_2 $
Schemes . . . . . . . . . . . . . . . . 31--37
D. Pfeffermann Note on Large Sample Properties of
Balanced Samples . . . . . . . . . . . . 38--41
W. Hardle and
T. Gasser Robust Non-Parametric Function Fitting 42--51
Carlo Ferreri On the Hypergeometric Birth Process and
Some Implications about the Gamma
Distribution Representation . . . . . . 52--57
Katsuto Tanaka An Asymptotic Expansion Associated with
the Maximum Likelihood Estimators in
ARMA Models . . . . . . . . . . . . . . 58--67
Takis Papaioannou and
Sotiris Loukas Inequalities on Rank Correlation with
Missing Data . . . . . . . . . . . . . . 68--71
K. V. Mardia and
D. Holmes and
J. T. Kent A Goodness-of-Fit Test for The von
Mises--Fisher Distribution . . . . . . . 72--78
Rasul A. Khan On Cumulative Sum Procedures and the
SPRT with Applications . . . . . . . . . 79--85
Robert E. Kass Canonical Parameterizations and Zero
Parameter-Effects Curvature . . . . . . 86--92
Roger E. Miles Symmetric Sequential Analysis: The
Efficiencies of Sports Scoring Systems
(with Particular Reference to those of
Tennis) . . . . . . . . . . . . . . . . 93--108
Gregory Reinsel A Note on Conditional Prediction in the
Multivariate Linear Model . . . . . . . 109--117
P. M. E. Altham Improving the Precision of Estimation by
Fitting a Model . . . . . . . . . . . . 118--119
D. J. Bartholomew Scaling Binary Data Using a Factor Model 120--123
M. Mouchart and
L. Simar A Note on Least-Squares Approximation in
the Bayesian Analysis of Regression
Models . . . . . . . . . . . . . . . . . 124--133
Peter Hall An Optimal Property of Kernel Estimators
of a Probability Density . . . . . . . . 134--138
D. Pfeffermann On Extensions of the Gauss--Markov
Theorem to the Case of Stochastic
Regression Coefficients . . . . . . . . 139--148
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
P. J. Green Iteratively Reweighted Least Squares for
Maximum Likelihood Estimation, and some
Robust and Resistant Alternatives . . . 149--192
Peter J. Diggle and
Richard J. Gratton Monte Carlo Methods of Inference for
Implicit Statistical Models . . . . . . 193--227
J. S. Rao and
Morgan Kuo Asymptotic Results on the Greenwood
Statistic and Some of its
Generalizations . . . . . . . . . . . . 228--237
Robert Dufour and
Urs R. Maag and
Constance van Eeden Correcting a Proof of a Characterization
of the Exponential Distribution . . . . 238--241
Harold Sackrowitz and
Ester Samuel-Cahn Estimation of the Mean of a Selected
Negative Exponential Population . . . . 242--249
Peter McCullagh On the Elimination of Nuisance
Parameters in the Proportional Odds
Model . . . . . . . . . . . . . . . . . 250--256
D. M. Titterington Recursive Parameter Estimation Using
Incomplete Data . . . . . . . . . . . . 257--267
D. R. Bellhouse and
V. M. Joshi On the Admissibility of the Regression
Estimator . . . . . . . . . . . . . . . 268--269
W. F. Gross A Note on ``Chi-Squared Tests with
Survey Data'' . . . . . . . . . . . . . 270--272
S. M. Lewis and
A. M. Dean Upper Bounds for Factorial Efficiency
Factors . . . . . . . . . . . . . . . . 273--278
A. M. Dean and
S. M. Lewis A Comparison of Upper Bounds for
Efficiency Factors of Block Desings . . 279--283
J. Michael Price A Test for Comparing Estimators Under
the Generalized Mean Square Error
Criterion . . . . . . . . . . . . . . . 284--295
A. San Martini and
F. Spezzaferri A Predictive Model Selection Criterion 296--303
D. S. Poskitt and
A. R. Tremayne Testing Misspecification in Vector Time
Series Models with Exogenous Variables 304--315
Mike Jacroux On the Optimality and Usage of
Reinforced Block Designs for Comparing
Test Treatments with a Standard
Treatment . . . . . . . . . . . . . . . 316--322
R. A. Bailey Quasi-Complete Latin Squares:
Construction and Randomization . . . . . 323--334
A. Azzalini and
D. R. Cox Two New Tests Associated with Analysis
of Variance . . . . . . . . . . . . . . 335--343
Peter McCullagh and
Peter Lang Stochastic Models for Rock Instability
in Tunnels . . . . . . . . . . . . . . . 344--352
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
M. H. A. Davis Piecewise-Deterministic Markov
Processes: A General Class of
Non-Diffusion Stochastic Models . . . . 353--388
C. S. Withers Asymptotic Expansions for Distributions
and Quantiles with Power Series
Cumulants . . . . . . . . . . . . . . . 389--396
A. D. Barbour and
G. K. Eagleson Poisson Convergence for Dissociated
Statistics . . . . . . . . . . . . . . . 397--402
Christian Genest A Conflict Between Two Axioms for
Combining Subjective Distributions . . . 403--405
Norman R. Draper Schlaflian Rotatability . . . . . . . . 406--411
S. M. Manjunath Optimal Sequential Estimation for
Ergodic Birth-Death Processes . . . . . 412--418
K. R. Sawyer Multiple Hypothesis Testing . . . . . . 419--424
Shaul K. Bar-Lev Asymptotic Behaviour of Conditional
Maximum Likelihood Estimators in a
Certain Exponential Model . . . . . . . 425--430
Mike West Outlier Models and Prior Distributions
in Bayesian Linear Regression . . . . . 431--439
Noel Cressie and
Timothy R. C. Read Multinomial Goodness-of-Fit Tests . . . 440--464
Peter Hall and
D. M. Titterington Efficient Nonparametric Estimation of
Mixture Proportions . . . . . . . . . . 465--473
Malay Ghosh and
Glen Meeden A New Bayesian Analysis of a Random
Effects Model . . . . . . . . . . . . . 474--482
O. E. Barndorff-Nielsen and
D. R. Cox Bartlett Adjustments to the Likelihood
Ratio Statistic and the Distribution of
the Maximum Likelihood Estimator . . . . 483--495
Yosihiko Ogata and
Masaharu Tanemura Likelihood Analysis of Spatial Point
Patterns . . . . . . . . . . . . . . . . 496--518
Richard L. Smith Sequential Treatment Allocation Using
Biased Coin Designs . . . . . . . . . . 519--543
Samuel D. Oman A Different Empirical Bayes
Interpretation of Ridge and Stein
Estimators . . . . . . . . . . . . . . . 544--557
W. J. Krzanowski Sensitivity of Principal Components . . 558--563
A. K. Nigam and
Pranesh Kumar and
V. K. Gupta Some Methods of Inclusion Probability
Proportional to Size Sampling . . . . . 564--571
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
B. W. Silverman Some Aspects of the Spline Smoothing
Approach to Non-Parametric Regression
Curve Fitting . . . . . . . . . . . . . 1--52
R. Thompson A Note on Restricted Maximum Likelihood
Estimation with an Alternative Outlier
Model . . . . . . . . . . . . . . . . . 53--55
William C. Parr Jackknifing Differentiable Statistical
Functionals . . . . . . . . . . . . . . 56--66
Murray Aitkin and
Donald B. Rubin Estimation and Hypothesis Testing in
Finite Mixture Models . . . . . . . . . 67--75
Zvi Gilula On the Analysis of Heterogeneity Among
Populations . . . . . . . . . . . . . . 76--83
Eve Bofinger Monotonicity of the Probability of
Correct Selection or Are Bigger Samples
Better? . . . . . . . . . . . . . . . . 84--89
Lakhbir S. Hayre Group Sequential Sampling with Variable
Group Sizes . . . . . . . . . . . . . . 90--97
Maxwell L. King and
Grant H. Hillier Locally Best Invariant Tests of the
Error Covariance Matrix of the Linear
Regression Model . . . . . . . . . . . . 98--102
P. Hougaard The Appropriateness of the Asymptotic
Distribution in a Nonlinear Regression
Model in Relation to Curvature . . . . . 103--114
D. M. Titterington Comment on ``Estimating Parameters in
Continuous Univariate Distributions'' 115--116
D. J. Fletcher and
J. A. John Changeover Designs and Factorial
Structure . . . . . . . . . . . . . . . 117--124
Peter Hall Tailor-Made Tests of Goodness of Fit . . 125--131
D. Raghavarao and
E. A. Blaisdell, Jr. Efficiency Bounds for Partially Balanced
Change-Over Designs Based on
$M$-Associate Class PBIB Designs . . . . 132--135
J. Aitchison A General Class of Distributions on the
Simplex . . . . . . . . . . . . . . . . 136--146
C. F. Jeff Wu Variance Estimation for the Combined
Ratio and Combined Regression Estimators 147--154
Peter Hall and
D. M. Titterington The Use of Uncategorized Data to Improve
the Performance of a Nonparametric
Estimator of a Mixture Density . . . . . 155--163
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
A. J. Lawrance and
P. A. W. Lewis Modelling and Residual Analysis of
Nonlinear Autoregressive Time Series in
Exponential Variables . . . . . . . . . 165--202
Dorothy A. Anderson and
Murray Aitkin Variance Component Models with Binary
Response: Interviewer Variability . . . 203--210
Yoshiko Isogawa Estimating a Multivariate Linear
Structural Relationship with Replication 211--215
Jostein Paulsen and
Dag Tjostheim On the Estimation of Residual Variance
and Order in Autoregressive Time Series 216--228
Martin Crowder Gaussian Estimation for Correlated
Binomial Data . . . . . . . . . . . . . 229--237
T. Gasser and
H-G. Muller and
V. Mammitzsch Kernels for Nonparametric Curve
Estimation . . . . . . . . . . . . . . . 238--252
A. N. Pettitt Re-Weighted Least Squares Estimation
with Censored and Grouped Data: An
Application of the EM Algorithm . . . . 253--260
S. M. Lewis and
A. M. Dean A Note on Efficiency-Consistent Designs 261--262
D. M. Eaves On Maximizing Missing Information About
a Hypothesis . . . . . . . . . . . . . . 263--266
Andrew F. Siegel Modelling Data Containing Exact Zeroes
Using Zero Degrees of Freedom . . . . . 267--271
R. D. Snyder Recursive Estimation of Dynamic Linear
Models . . . . . . . . . . . . . . . . . 272--276
S. P. Langron and
A. J. Collins Perturbation Theory for Generalized
Procrustes Analysis . . . . . . . . . . 277--284
Richard L. Smith and
Ishay Weissman Maximum Likelihood Estimation of the
Lower Tail of a Probability Distribution 285--298
Peter Green and
Christopher Jennison and
Allan Seheult Analysis of Field Experiments by Least
Squares Smoothing . . . . . . . . . . . 299--315
R. N. Salia and
M. A. Shashiashvili On Palm's Model with a Large Number of
Machines and Repairmen . . . . . . . . . 316--322
B. M. Brown Multiparameter Linearization Theorems 323--331
R. L. Eubank Diagnostics for Smoothing Splines . . . 332--341
N. I. Fisher Spherical Medians . . . . . . . . . . . 342--348
Byron Jones Using Bricks to Build Block Designs . . 349--356
T. P. Speed and
E. R. Williams and
H. D. Patterson A Note on the Analysis of Resolvable
Block Designs . . . . . . . . . . . . . 357--361
David A. Wooff Bounds on Reciprocal Moments with
Applications and Developments in Stein
Estimation and Post-Stratification . . . 362--371
H. Oja and
A. Niinimaa Asymptotic Properties of the Generalized
Median in the Case of Multivariate
Normality . . . . . . . . . . . . . . . 372--377
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
F. P. Kelly Stochastic Models of Computer
Communication Systems . . . . . . . . . 379--395
I. Mitrani Response Time Problems in Communication
Networks . . . . . . . . . . . . . . . . 396--406
P. Whittle Scheduling and Characterization Problems
for Stochastic Networks . . . . . . . . 407--428
P. M. Robinson Testing for Serial Correlation in
Regression with Missing Observations . . 429--437
Gregory M. Constantine Preservation of Optimality Under Loss of
Varieties . . . . . . . . . . . . . . . 438--446
Martin Crowder A Distributional Model for Repeated
Failure Time Measurements . . . . . . . 447--452
R. A. Bailey Balance, Orthogonality and Efficiency
Factors in Factorial Design . . . . . . 453--458
Leon J. Gleser and
David S. Moore The Effect of Positive Dependence on
Chi-Squared Tests for Categorical Data 459--465
John Bather and
Gordon Simons The Minimax Risk for Two-Stage
Procedures in Clinical Trials . . . . . 466--475
G. Letac and
V. Seshadri and
G. A. Whitmore An Exact Chi-Squared Decomposition
Theorem for Inverse Gaussian Variates 476--481
Nicholas I. Fisher and
Toby Lewis A Note on Spherical Splines . . . . . . 482--488
E. R. Williams A Criterion for the Construction of
Optimal Neighbour Designs . . . . . . . 489--497
Ioannis G. Vlachonikolis On the Asymptotic Distribution of the
Location Linear Discriminant Function 498--509
Lai K. Chan and
Tak K. Mak On the Polynomial Functional
Relationship . . . . . . . . . . . . . . 510--518
J. Sedransk and
J. Monahan and
H. Y. Chiu Bayesian Estimation of Finite Population
Parameters in Categorical Data Models
Incorporating Order Restrictions . . . . 519--527
Adrian E. Raftery A Model for High-Order Markov Chains . . 528--539
Chan-Fu Chen On Asymptotic Normality of Limiting
Density Functions with Bayesian
Implications . . . . . . . . . . . . . . 540--546
H. W. Peers and
Mohammad Iqbal Asymptotic Expansions for Confidence
Limits in the Presence of Nuisance
Parameters, with Applications . . . . . 547--554
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
Ronald W. Butler Predictive Likelihood Inference with
Applications . . . . . . . . . . . . . . 1--38
C. R. Muirhead Distinguishing Outlier Types in Time
Series . . . . . . . . . . . . . . . . . 39--47
Jocelyn R. Dale Asymptotic Normality of Goodness-of-Fit
Statistics for Sparse Product
Multinomials . . . . . . . . . . . . . . 48--59
R. J. Boys and
I. R. Dunsmore Screening in a Normal Model . . . . . . 60--69
Mike West Bayesian Model Monitoring . . . . . . . 70--78
R. L. Smith and
J. E. Miller A Non-Gaussian State Space Model and
Application to Prediction of Records . . 79--88
C. J. Skinner Design Effects of Two-Stage Sampling . . 89--99
M. J. Silvapulle and
J. Burridge Existence of Maximum Likelihood
Estimates in Regression Models for
Grouped and Ungrouped Data . . . . . . . 100--106
Chung-Yi Suen and
I. M. Chakravarti Efficient Two-Factor Balanced Designs 107--114
Peter Hall On the Rate of Convergence of Orthogonal
Series Density Estimators . . . . . . . 115--122
F. P. Kelly On Auto-Repeat Facilities and Telephone
Network Performance . . . . . . . . . . 123--132
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
R. Dennis Cook Assessment of Local Influence . . . . . 133--169
A. J. Scott and
C. J. Wild Fitting Logistic Models Under
Case-Control or Choice Based Sampling 170--182
Mark Berman and
David Culpin The Statistical Behaviour of Some Least
Squares Estimators of the Centre and
Radius of a Circle . . . . . . . . . . . 183--196
Gilles R. Ducharme and
Yves Lepage Testing Collapsibility in Contingency
Tables . . . . . . . . . . . . . . . . . 197--205
T. W. Epps and
L. B. Pulley A Test of Exponentiality vs.
Monotone-Hazard Alternatives Derived
from the Empirical Characteristic
Function . . . . . . . . . . . . . . . . 206--213
Michael J. Prentice Orientation Statistics Without
Parametric Assumptions . . . . . . . . . 214--222
M. C. Jones and
J. B. Copas On the Robustness of Shrinkage
Predictors in Regression to Differences
between Past and Future Data . . . . . . 223--237
J. A. Eccleston and
J. A. John Recovery of Row and Column Information
in Row-Column Designs with Adjusted
Orthogonality . . . . . . . . . . . . . 238--243
Nancy E. Heckman Spline Smoothing in a Partly Linear
Model . . . . . . . . . . . . . . . . . 244--248
A. E. Raftery A Note on Bayes Factors for Log-Linear
Contingency Table Models with Vague
Prior Information . . . . . . . . . . . 249--250
Richard L. Smith Maximum Likelihood Estimation for the $
\operatorname {NEAR}(2) $ Model . . . . 251--257
William Kruskal Corrections: The Geometry of Generalized
Inverses . . . . . . . . . . . . . . . . 258--258
C. S. Withers Corrections: Asymptotic Expansions for
Distributions and Quantiles with Power
Series Cumulants . . . . . . . . . . . . 258--258
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Julian Besag On the Statistical Analysis of Dirty
Pictures . . . . . . . . . . . . . . . . 259--302
Michael A. Wincek and
Gregory C. Reinsel An Exact Maximum Likelihood Estimation
Procedure for Regression --- ARMA Time
Series Models with Possibly
Nonconsecutive Data . . . . . . . . . . 303--313
E. R. Williams and
D. Ratcliff and
P. H. van Ewijk The Analysis of Lattice Square Designs 314--321
V. E. Akman and
A. E. Raftery Bayes Factors for Non-Homogeneous
Poisson Processes with Vague Prior
Information . . . . . . . . . . . . . . 322--329
Peter Hall and
D. M. Titterington On Some Smoothing Techniques Used in
Image Restoration . . . . . . . . . . . 330--343
R. A. Lockhart and
F. J. O'Reilly and
M. A. Stephens Tests of Fit Based on Normalized
Spacings . . . . . . . . . . . . . . . . 344--352
O. E. Barndorff-Nielsen and
P. Blaesild A Note on the Calculation of Bartlett
Adjustments . . . . . . . . . . . . . . 353--358
M. A. Fligner and
J. S. Verducci Distance Based Ranking Models . . . . . 359--369
Peter J. Kempthorne Decision-Theoretic Measures of Influence
in Regression . . . . . . . . . . . . . 370--378
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
D. R. Cox and
N. Reid Parameter Orthogonality and Approximate
Conditional Inference . . . . . . . . . 1--39
L. J. Wei Two-Sample Problem with Bivariate
Exchangeable Observations . . . . . . . 40--45
Philip J. Brown and
Rolf Sundberg Confidence and Conflict in Multivariate
Calibration . . . . . . . . . . . . . . 46--57
A. N. Pettitt Estiamtes for a Regression Parameter
Using Ranks . . . . . . . . . . . . . . 58--67
Richard Valliant Some Prediction Properties of Balanced
Half-Sample Variance Estimators in
Single-Stage Sampling . . . . . . . . . 68--81
Peter Hall On the Bootstrap and Continuity
Correction . . . . . . . . . . . . . . . 82--89
Peter Wild On Circuits and Optimality Conjectures
for Block Designs . . . . . . . . . . . 90--94
R. C. H. Cheng and
T. C. Iles Corrected Maximum Likelihood in
Non-Regular Problems . . . . . . . . . . 95--101
Ruth Marcus and
Abraham Genizi Nonparametric Analysis of Covariance
with Ordered Alternatives . . . . . . . 102--111
S. G. Koreisha and
T. M. Pukkila Identification of Nonzero Elements in
the Polynomial Matrices of Mixed VARMA
Processes . . . . . . . . . . . . . . . 112--126
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Bent Jorgensen Exponential Dispersion Models . . . . . 127--162
D. B. Madan and
E. Seneta Chebyshev Polynomial Approximations and
Characteristic Function Estimation . . . 163--169
A. Senthilselvan Penalized Likelihood Estimation of
Hazard and Intensity Functions . . . . . 170--174
J. B. Copas Cross-Validation Shrinkage of Regression
Predictors . . . . . . . . . . . . . . . 175--183
Peter Hall and
D. M. Titterington Common Structure of Techniques for
Choosing Smoothing Parameters in
Regression Problems . . . . . . . . . . 184--198
D. S. Poskitt Precision, Complexity and Bayesian Model
Determination . . . . . . . . . . . . . 199--208
David Scott On Posterior Asymptotic Normality and
Asymptotic Normality of Estimators for
the Galton--Watson Process . . . . . . . 209--214
T. J. Sweeting and
A. O. Adekola Asymptotic Posterior Normality for
Stochastic Processes Revisited . . . . . 215--222
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Jorma Rissanen Stochastic Complexity . . . . . . . . . 223--239
C. S. Wallace and
P. R. Freeman Estimation and Inference by Compact
Coding . . . . . . . . . . . . . . . . . 240--265
Peter Clifford and
N. J. B. Green and
M. J. Pilling Statistical Models of Chemical Kinetics
in Liquids . . . . . . . . . . . . . . . 266--300
B. M. Brown and
T. P. Hettmansperger Affine Invariant Rank Methods in the
Bivariate Location Model . . . . . . . . 301--310
B. G. Quinn and
G. J. McLachlan and
N. L. Hjort A Note on the Aitkin--Rubin Approach to
Hypothesis Testing in Mixture Models . . 311--314
Masanobu Taniguchi Minimum Contrast Estimation for Spectral
Densities of Stationary Processes . . . 315--325
R. V. Lenth and
P. J. Green Consistency of Deviance-Based
$M$-Estimators . . . . . . . . . . . . . 326--330
Y. Ritov Tightness of Monotone Random Fields . . 331--333
J. M. Azais Designs of Experiments for Studying
Intergenotypic Competition . . . . . . . 334--345
M. W. Browne and
A. Shapiro Adjustments for Kurtosis in Factor
Analysis with Elliptically Distributed
Errors . . . . . . . . . . . . . . . . . 346--352
Nanny Wermuth Parametric Collapsibility and the Lack
of Moderating Effects in Contingency
Tables with a Dichotomous Response
Variable . . . . . . . . . . . . . . . . 353--364
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
A. P. Dawid Symmetry Models and Hypotheses for
Structured Data Layouts . . . . . . . . 1--34
Peter Hall On Symmetric Bootstrap Confidence
Intervals . . . . . . . . . . . . . . . 35--45
R. J. Bhansali Consistent Order Determination for
Processes with Infinite Variance . . . . 46--60
Stan Zachary Control of Stochastic Loss Networks,
with Applications . . . . . . . . . . . 61--73
M. Davidian and
R. J. Carroll A Note on Extended Quasi-Likelihood . . 74--82
Tak K. Mak Estimating Subgroup Means with
Misclassification . . . . . . . . . . . 83--92
J. P. Morgan Balanced Polycross Designs . . . . . . . 93--104
S. R. Adke and
S. R. Deshmukh Limit Distribution of a High Order
Markov Chain . . . . . . . . . . . . . . 105--108
L. J. Paterson The Efficiency Factors of Particular
Effects in Designs with Orthogonal
Factorial Structure . . . . . . . . . . 109--117
W. G. Cumberland and
R. M. Royall Does Simple Random Sampling Provide
Adequate Balance? . . . . . . . . . . . 118--124
Stephen G. Eick Gittins Procedures for Bandits with
Delayed Responses . . . . . . . . . . . 125--132
Michael Goldstein Adjusting Belief Structures . . . . . . 133--154
S. G. Koreisha and
T. M. Pukkila Corrigendum: Identification of Nonzero
Elements in the Polynomial Matrices of
Mixed VARMA Processes . . . . . . . . . 155--155
Anonymous Back Matter . . . . . . . . . . . . . . 156--156
Anonymous Front Matter . . . . . . . . . . . . . . ??
S. L. Lauritzen and
D. J. Spiegelhalter Local Computations with Probabilities on
Graphical Structures and Their
Application to Expert Systems . . . . . 157--224
J. B. Copas Binary Regression Models for
Contaminated Data . . . . . . . . . . . 225--265
David Firth Multiplicative Errors: Log-Normal or
Gamma? . . . . . . . . . . . . . . . . . 266--268
Ib M. Skovgaard Saddlepoint Expansions for Directional
Test Probabilities . . . . . . . . . . . 269--280
Louis M. Blackwell and
Nozer D. Singpurwalla Inference from Accelerated Life Tests
Using Filtering in Coloured Noise . . . 281--292
M. Hamada and
S. K. Tse A Note on the Existence of Maximum
Likelihood Estimates in Linear
Regression Models Using
Interval-Censored Data . . . . . . . . . 293--296
A. V. Vecchia Estimation and Model Identification for
Continuous Spatial Processes . . . . . . 297--312
Hans Karlsen and
Dag Tjostheim Consistent Estimates for the $
\operatorname {NEAR}(2) $ and $
\operatorname {NLAR}(2) $ Time Series
Models . . . . . . . . . . . . . . . . . 313--320
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
David V. Hinkley Bootstrap Methods . . . . . . . . . . . 321--337
Thomas J. Diciccio and
Joseph P. Romano A Review of Bootstrap Confidence
Intervals . . . . . . . . . . . . . . . 338--354
Anonymous Discussion of the Papers by Hinkley and
Diciccio and Romano . . . . . . . . . . 355--370
L. I. Pettit Bayes Methods for Outliers in
Exponential Samples . . . . . . . . . . 371--380
Peter Hall and
Simon J. Sheather On the Distribution of a Studentized
Quantile . . . . . . . . . . . . . . . . 381--391
D. P. Gaver and
P. A. Jacobs Nonparametric Estimation of the
Probability of a Long Delay in the M/G/1
Queue . . . . . . . . . . . . . . . . . 392--402
Jochen Mau A Generalization of a Nonparametric Test
for Stochastically Ordered Distributions
to Censored Survival Data . . . . . . . 403--412
Paul Speckman Kernel Smoothing in Partial Linear
Models . . . . . . . . . . . . . . . . . 413--436
Mara Tableman and
Thomas P. Hettmansperger Bahadur Efficiency of Two-Sample Tests
Based on One-Sample Sign Statistics . . 437--444
A. C. Davison Approximate Conditional Inference in
Generalized Linear Models . . . . . . . 445--461
Paul H. Garthwaite and
James M. Dickey Quantifying Expert Opinion in Linear
Regression Problems . . . . . . . . . . 462--474
Anonymous Volume Information . . . . . . . . . . . 475--476
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Report of the Editors . . . . . . . . . 1--2
Peter Hall and
R. J. Carroll Variance Function Estimation in
Regression: The Effect of Estimating the
Mean . . . . . . . . . . . . . . . . . . 3--14
G. Tunnicliffe Wilson On the Use of Marginal Likelihood in
Time Series Model Estimation . . . . . . 15--27
D. S. Poskitt A Method for the Estimation and
Identification of Transfer Function
Models . . . . . . . . . . . . . . . . . 29--46
Gordon K. Smyth Generalized Linear Models with Varying
Dispersion . . . . . . . . . . . . . . . 47--60
Eivind Damsleth and
A. H. El-Shaarawi ARMA Models with Double-Exponentially
Distributed Noise . . . . . . . . . . . 61--69
Yuzo Honda On the Optimality of Some Tests of the
Error Covariance Matrix in the Linear
Regression Model . . . . . . . . . . . . 71--79
Mark Berman and
Peter Diggle Estimating Weighted Integrals of the
Second-Order Intensity of a Spatial
Point Process . . . . . . . . . . . . . 81--92
Martin Crowder A Multivariate Distribution with Weibull
Connections . . . . . . . . . . . . . . 93--107
E. Lesaffre and
A. Albert Partial Separation in Logistic
Discrimination . . . . . . . . . . . . . 109--116
B. M. Brown and
T. P. Hettmansperger An Affine Invariant Bivariate Version of
the Sign Test . . . . . . . . . . . . . 117--125
Isaac Meilijson A Fast Improvement to the EM Algorithm
on its Own Terms . . . . . . . . . . . . 127--138
Jun Shao Jackknifing Weighted Least Squares
Estimators . . . . . . . . . . . . . . . 139--156
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
George C. Tiao and
Ruey S. Tsay Model Specification in Multivariate Time
Series . . . . . . . . . . . . . . . . . 157--213
V. M. Joshi A Counter-Example Against the Likelihood
Principle . . . . . . . . . . . . . . . 215--216
E. J. Hannan and
A. J. McDougall and
D. S. Poskitt Recursive Estimation of Autoregressions 217--233
Hél\`ene Massam An Exact Decomposition Theorem for a
Sample from the Three-Dimensional
Hyperboloid Distribution . . . . . . . . 235--240
Michael J. Prentice Spherical Regression on Matched Pairs of
Orientation Statistics . . . . . . . . . 241--248
Shean-Tsong Chiu Detecting Periodic Components in a White
Gaussian Time Series . . . . . . . . . . 249--259
Anthony Y. C. Kuk and
T. K. Mak Median Estimation in the Presence of
Auxiliary Information . . . . . . . . . 261--269
D. M. Greig and
B. T. Porteous and
A. H. Seheult Exact Maximum A Posteriori Estimation
for Binary Images . . . . . . . . . . . 271--279
D. B. Madan and
E. Seneta Chebyshev Polynomial Approximations for
Characteristic Function Estimation: Some
Theoretical Supplements . . . . . . . . 281--285
K. F. Turkman and
M. A. Amaral Turkman Optimal Screening Methods . . . . . . . 287--295
A. N. Donev Design of Experiments with Both Mixture
and Qualitative Factors . . . . . . . . 297--302
J. R. M. Hosking Corrigendum: Equivalent Forms of the
Multivariate Portmanteau Statistic . . . 303--303
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Christopher Jennison and
Bruce W. Turnbull Interim Analyses: The Repeated
Confidence Interval Approach . . . . . . 305--361
Andrew G. Bruce and
R. Douglas Martin Leave-$k$-Out Diagnostics for Time
Series . . . . . . . . . . . . . . . . . 363--424
Zvi Gilula and
Abba M. Krieger Collapsed Two-Way Contingency Tables and
the Chi-Square Reduction Principle . . . 425--433
Yuzo Hosoya Hierarchical Statistical Models and a
Generalized Likelihood Ratio Test . . . 435--447
K. V. Mardia Shape Analysis of Triangles Through
Directional Techniques . . . . . . . . . 449--458
Peter Hall and
D. M. Titterington The Effect of Simulation Order on Level
Accuracy and Power of Monte Carlo Tests 459--467
Anonymous Volume Information . . . . . . . . . . . 469--470
Thomas J. Diciccio and
Joseph P. Romano Corrigendum: A Review of Bootstrap
Confidence Intervals . . . . . . . . . . 470--470
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Report of the Editors . . . . . . . . . 1--2
David Edwards Hierarchical Interaction Models . . . . 3--20
Nanny Wermuth and
Steffen Lilholt Lauritzen On Substantive Research Hypotheses,
Conditional Independence Graphs and
Graphical Chain Models . . . . . . . . . 21--50
Anonymous Discussion of the Papers by Edwards, and
Wermuth and Lauritzen . . . . . . . . . 51--72
Jack Cuzick and
Robert Edwards Spatial Clustering for Inhomogeneous
Populations . . . . . . . . . . . . . . 73--104
J. R. M. Hosking $L$-Moments: Analysis and Estimation of
Distributions Using Linear Combinations
of Order Statistics . . . . . . . . . . 105--124
L. Pace and
A. Salvan Best Conditional Tests for Separate
Families of Hypotheses . . . . . . . . . 125--134
R. C. H. Cheng and
T. C. Iles Embedded Models in Three-Parameter
Distributions and Their Estimation . . . 135--149
Stefan Mittnik Computation of Theoretical
Autocovariance Matrices of Multivariate
Autoregressive Moving Average Time
Series . . . . . . . . . . . . . . . . . 151--155
Peter Guttorp and
Mary Lou Thompson Nonparametric Estimation of Intensities
for Sampled Counting Processes . . . . . 157--173
L. I. Pettit The Conditional Predictive Ordinate for
the Normal Distribution . . . . . . . . 175--184
R. L. Graham and
D. V. Hinkley and
P. W. M. John and
S. Shi Balanced Design of Bootstrap Simulations 185--202
B. Truong-Van A New Approach to Frequency Analysis
with Amplified Harmonics . . . . . . . . 203--221
Wolfgang Hardle and
J. S. Marron and
M. P. Wand Bandwidth Choice for Density Derivatives 223--232
Anonymous Notes for Authors . . . . . . . . . . . 233--236
Andrew G. Bruce and
R. Douglas Martin Corrigendum: Leave-$k$-Out Diagnostics
for Time Series . . . . . . . . . . . . 236--236
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
M. Stone and
R. J. Brooks Continuum Regression: Cross-Validated
Sequentially Constructed Prediction
Embracing Ordinary Least Squares,
Partial Least Squares and Principal
Components Regression . . . . . . . . . 237--269
B. W. Silverman and
M. C. Jones and
J. D. Wilson and
D. W. Nychka A Smoothed EM Approach to Indirect
Estimation Problems, with Particular,
Reference to Stereology and Emission
Tomography . . . . . . . . . . . . . . . 271--324
Peter McCullagh and
Robert Tibshirani A Simple Method for the Adjustment of
Profile Likelihoods . . . . . . . . . . 325--344
Leonard A. Stefanski and
Raymond J. Carroll Score Tests in Generalized Linear
Measurement Error Models . . . . . . . . 345--359
D. K. Park and
A. M. Dean Average Efficiency Factors and Adjusted
Orthogonality in Multidimensional
Designs . . . . . . . . . . . . . . . . 361--368
Mark P. Becker Quasisymmetric Models for the Analysis
of Square Contingency Tables . . . . . . 369--378
Edsel A. Pena and
Arjun K. Gupta Bayes Estimation for the Marshall--Olkin
Exponential Distribution . . . . . . . . 379--389
D. S. Poskitt Corrigendum: A Method for the Estimation
and Identification of Transfer Function
Models . . . . . . . . . . . . . . . . . 391--391
Anonymous Back Matter . . . . . . . . . . . . . . 392--392
Anonymous Front Matter . . . . . . . . . . . . . . ??
A. C. Davison and
R. L. Smith Models for Exceedances over High
Thresholds . . . . . . . . . . . . . . . 393--442
Peter J. Green On Use of the EM for Penalized
Likelihood Estimation . . . . . . . . . 443--452
William W. S. Wei and
Daniel O. Stram Disaggregation of Time Series Models . . 453--467
K. S. Chan and
H. Tong On Likelihood Ratio Tests for Threshold
Autoregression . . . . . . . . . . . . . 469--476
G. A. Young Alternative Smoothed Bootstraps . . . . 477--484
O. E. Barndorff-Nielsen Approximate Interval Probabilities . . . 485--496
D. Whitaker and
C. M. Triggs and
J. A. John Construction of Block Designs Using
Mathematical Programming . . . . . . . . 497--503
Anonymous Volume Information . . . . . . . . . . . 505--506
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Report of the Editor . . . . . . . . . . 1--2
Alun Thomas Gene Hunting with Gradients of
Likelihoods . . . . . . . . . . . . . . 3--26
R. A. Bailey Strata for Randomized Experiments . . . 27--78
A. P. Dawid Fisherian Inference in Likelihood and
Prequential Frames of Reference . . . . 79--109
Murray Aitkin Posterior Bayes Factors . . . . . . . . 111--142
E. Moreno and
J. A. Cano Robust Bayesian Analysis With $ \epsilon
$-Contaminations Partially Known . . . . 143--155
Jens Ledet Jensen Uniform Saddlepoint Approximations and
Log-Concave Densities . . . . . . . . . 157--172
Jeffrey D. Hart Kernel Regression Estimation With Time
Series Errors . . . . . . . . . . . . . 173--187
Bradley P. Carlin and
Alan E. Gelfand A Sample Reuse Method for Accurate
Parametric Empirical Bayes Confidence
Intervals . . . . . . . . . . . . . . . 189--200
E. M. Hemerly and
M. H. A. Davis Recursive Order Estimation of
Autoregressions Without Bounding the
Model Set . . . . . . . . . . . . . . . 201--210
T. Nakamura Existence of Maximum Likelihood
Estimates for Interval-Censored Data
From Some Three-Parameter Models with a
Shifted Origin . . . . . . . . . . . . . 211--220
Govind S. Mudholkar and
Georgia D. Kollia and
C. Thomas Lin and
Kartik R. Patel A Graphical Procedure for Comparing
Goodness-of-Fit Tests . . . . . . . . . 221--232
John A. Rice and
B. W. Silverman Estimating the Mean and Covariance
Structure Nonparametrically When the
Data are Curves . . . . . . . . . . . . 233--243
Peter Hall and
J. S. Marron Local Minima in Cross-Validation
Functions . . . . . . . . . . . . . . . 245--252
Subhash Lele Jackknifing Linear Estimating Equations:
Asymptotic Theory and Applications in
Stochastic Processes . . . . . . . . . . 253--267
Wasima N. Rida Asymptotic Properties of Some Estimators
for the Infection Rate in the General
Stochastic Epidemic Model . . . . . . . 269--283
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Colin Goodall Procrustes Methods in the Statistical
Analysis of Shape . . . . . . . . . . . 285--339
Margaret Sullivan Pepe and
Thomas R. Fleming Weighted Kaplan--Meier Statistics: Large
Sample and Optimality Considerations . . 341--352
Charles C. Taylor and
S. James Taylor Estimating the Dimension of a Fractal 353--364
B. C. Arnold and
D. J. Strauss Bivariate Distributions with
Conditionals in Prescribed Exponential
Families . . . . . . . . . . . . . . . . 365--375
Stuart G. Coles and
Jonathan A. Tawn Modelling Extreme Multivariate Events 377--392
D. Lugtenburg An Approximate Bartlett Adjustment for
Testing the Goodness of Fit of
Multinomial Regression Models . . . . . 393--398
Dulal K. Bhaumik and
Dexter C. Whittinghill III Optimality and Robustness to the
Unavailability of Blocks in Block
Designs . . . . . . . . . . . . . . . . 399--407
B. R. Cullis and
C. A. McGilchrist and
A. C. Gleeson Error Model Diagnostics in the General
Linear Model Relevant to the Analysis of
Repeated Measurements and Field
Experiments . . . . . . . . . . . . . . 409--416
Douglas B. Clarkson and
Robert I. Jennrich Computing Extended Maximum Likelihood
Estimates for Linear Parameter Models 417--426
Wesley O. Johnson and
Joseph L. Gastwirth Bayesian Inference for Medical Screening
Tests: Approximations Useful for the
Analysis of Acquired Immune Deficiency
Syndrome . . . . . . . . . . . . . . . . 427--439
Alan H. Dorfman Sound Confidence Intervals in the
Heteroscedastic Linear Model Through
Releveraging . . . . . . . . . . . . . . 441--452
Philippe Vieu Nonparametric Regression: Optimal Local
Bandwidth Choice . . . . . . . . . . . . 453--464
Andrew Luong Minimum Distance Methods Based on
Quadratic Distances for Transforms in
Simple Linear Regression Models . . . . 465--471
Anthony C. Atkinson and
Luis R. Pericchi Grouped Likelihood for the Shifted Power
Transformation . . . . . . . . . . . . . 473--482
D. A. S. Fraser and
N. Reid and
A. Wong Exponential Linear Models: A Two-pass
Procedure for Saddlepoint Approximation 483--492
Dawn Peters and
Ronald H. Randles A Bivariate Signed Rank Test for the
Two-Sample Location Problem . . . . . . 493--504
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
P. Whittle Likelihood and Cost as Path Integrals 505--538
J. O. Ramsay and
C. J. Dalzell Some Tools for Functional Data Analysis 539--572
R. J. Carroll and
M. P. Wand Semiparametric Estimation in Logistic
Measurement Error Models . . . . . . . . 573--585
William R. Schucany and
Suojin Wang One-Step Bootstrapping for Smooth
Iterative Procedures . . . . . . . . . . 587--596
Paul R. Rosenbaum A Characterization of Optimal Designs
for Observational Studies . . . . . . . 597--610
Thomas A. Severini On the Relationship Between Bayesian and
Non-Bayesian Interval Estimates . . . . 611--618
M. Goldstein and
J. V. Howard A Likelihood Paradox . . . . . . . . . . 619--628
Gauss M. Cordeiro and
Peter McCullagh Bias Correction in Generalized Linear
Models . . . . . . . . . . . . . . . . . 629--643
R. A. Bailey and
H. D. Patterson A Note on the Construction of
Row-and-Column Designs With Two
Replicates . . . . . . . . . . . . . . . 645--648
Sadanori Konishi and
C. G. Khatri and
C. Radhakrishna Rao Inferences on Multivariate Measures of
Interclass and Intraclass Correlations
in Familial Data . . . . . . . . . . . . 649--659
W. Qian and
D. M. Titterington Multidimensional Markov Chain Models for
Image Textures . . . . . . . . . . . . . 661--674
Nicholas G. Polson and
Gareth O. Roberts A Bayesian Decision Theoretic
Characterization of Poisson Processes 675--682
S. J. Sheather and
M. C. Jones A Reliable Data-Based Bandwidth
Selection Method for Kernel Density
Estimation . . . . . . . . . . . . . . . 683--690
K. S. Chan Percentage Points of Likelihood Ratio
Tests for Threshold Autoregression . . . 691--696
Anonymous Volume Information . . . . . . . . . . . 697--699
B. C. Arnold and
D. J. Strauss Corrigendum: Bivariate Distributions
With Conditionals in Prescribed
Exponential Families . . . . . . . . . . 700--700
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Report of the Editors . . . . . . . . . 1--2
Kung-Yee Liang and
Scott L. Zeger and
Bahjat Qaqish Multivariate Regression Analyses for
Categorical Data . . . . . . . . . . . . 3--40
David L. Donoho and
Iain M. Johnstone and
Jeffrey C. Hoch and
Alan S. Stern Maximum Entropy and the Nearly Black
Object . . . . . . . . . . . . . . . . . 41--81
Bradley Efron Jackknife-After-Bootstrap Standard
Errors and Influence Functions . . . . . 83--127
Robert E. Kass and
Suresh K. Vaidyanathan Approximate Bayes Factors and Orthogonal
Parameters, with Application to Testing
Equality of Two Binomial Proportions . . 129--144
Nozer D. Singpurwalla and
Refik Soyer Non-Homogeneous Autoregressive Processes
for Tracking (Software) Reliability
Growth, and Their Bayesian Analysis . . 145--156
Richard J. Boys On a Kernel Approach to a Screening
Problem . . . . . . . . . . . . . . . . 157--169
Harry Joe and
Richard L. Smith and
Ishay Weissman Bivariate Threshold Methods for Extremes 171--183
John J. Gart The Identity of Armitage's Two Tests of
Heterogeneity of Proportions for
Proportional Subclass Numbers . . . . . 185--187
Rahul Mukerjee Comparison Between the Conditional
Likelihood Ratio and the Usual
Likelihood Ratio Tests . . . . . . . . . 189--194
C. S. Wallace and
P. R. Freeman Single-Factor Analysis by Minimum
Message Length Estimation . . . . . . . 195--209
Kunio Tanabe and
Masahiko Sagae An Exact Cholesky Decomposition and the
Generalized Inverse of the
Variance-Covariance Matrix of the
Multinomial Distribution, with
Applications . . . . . . . . . . . . . . 211--219
Peter Hall On the Removal of Skewness by
Transformation . . . . . . . . . . . . . 221--228
L. Benkherouf and
K. D. Glazebrook and
R. W. Owen Gittins Indices and Oil Exploration . . 229--241
David F. Percy Prediction for Seemingly Unrelated
Regressions . . . . . . . . . . . . . . 243--252
Andre I. Khuri Diagnostic Results Concerning a Measure
of Rotatability . . . . . . . . . . . . 253--267
Ta Chen Liang and
N. Balakrishnan A Characterization of Exponential
Distributions Through Conditional
Independence . . . . . . . . . . . . . . 269--271
J. A. Nelder and
Y. Lee Likelihood, Quasi-Likelihood and
Pseudolikelihood: Some Comparisons . . . 273--284
Mike West and
Jo Crosse Modelling Probabilistic Agent Opinion 285--299
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Introduction . . . . . . . . . . . . . . 301--302
Martin Casdagli Chaos and Deterministic versus
Stochastic Non-Linear Modelling . . . . 303--328
Richard L. Smith Estimating Dimension in Noisy Chaotic
Time Series . . . . . . . . . . . . . . 329--351
Rodney C. L. Wolff Local Lyapunov Exponents: Looking
Closely at Chaos . . . . . . . . . . . . 353--371
D. S. Broomhead and
J. P. Huke and
M. R. Muldoon Linear Filters and Non-Linear Systems 373--382
B. T. Grenfell Chance and Chaos in Measles Dynamics . . 383--398
Douglas Nychka and
Stephen Ellner and
A. Ronald Gallant and
Daniel McCaffrey Finding Chaos in Noisy Systems . . . . . 399--426
B. Cheng and
H. Tong On Consistent Nonparametric Order
Determination and Chaos . . . . . . . . 427--449
Anonymous Discussion on the Meeting on Chaos . . . 451--474
Peter Hall and
Iain Johnstone Empirical Functionals and Efficient
Smoothing Parameter Selection . . . . . 475--530
John J. Gart Pooling $ 2 \times 2 $ Tables:
Asymptotic Moments of Estimators . . . . 531--539
Art B. Owen A Central Limit Theorem for Latin
Hypercube Sampling . . . . . . . . . . . 541--551
Mike West Modelling Agent Forecast Distributions 553--567
I. Ford and
B. Torsney and
C. F. J. Wu The Use of a Canonical Form in the
Construction of Locally Optimal Designs
for Non-Linear Problems . . . . . . . . 569--583
Zhi Geng Collapsibility of Relative Risk in
Contingency Tables with a Response
Variable . . . . . . . . . . . . . . . . 585--593
Kim-Anh Do and
Peter Hall Distribution Estimation Using
Concomitants of Order Statistics, with
Application to Monte Carlo Simulation
for the Bootstrap . . . . . . . . . . . 595--607
Zhaohai Li and
Cun-Hui Zhang Asymptotically Efficient Allocation
Rules for Two Bernoulli Populations . . 609--616
Peter Sasieni Information Bounds for the Conditional
Hazard Ratio in a Nested Family of
Regression Models . . . . . . . . . . . 617--635
Inge S. Helland Maximum Likelihood Regression on
Relevant Components . . . . . . . . . . 637--647
Tak K. Mak Estimation of Parameters in
Heteroscedastic Linear Models . . . . . 649--655
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Charles J. Geyer and
Elizabeth A. Thompson Constrained Monte Carlo Maximum
Likelihood for Dependent Data . . . . . 657--699
Donald A. Pierce and
Dawn Peters Practical Use of Higher Order
Asymptotics for Multiparameter
Exponential Families . . . . . . . . . . 701--737
Nader Ebrahimi and
Mohamed Habibullah and
Ehsan S. Soofi Testing Exponentiality Based on
Kullback--Leibler Information . . . . . 739--748
Jan Beran A Goodness-of-Fit Test for Time Series
with Long Range Dependence . . . . . . . 749--760
Ali S. Hadi Identifying Multiple Outliers in
Multivariate Data . . . . . . . . . . . 761--771
C. K. Carter and
G. K. Eagleson A Comparison of Variance Estimators in
Nonparametric Regression . . . . . . . . 773--780
Erling B. Andersen Diagnostics in Categorical Data Analysis 781--791
L. R. Pericchi and
A. F. M. Smith Exact and Approximate Posterior Moments
for a Normal Location Parameter . . . . 793--804
Lue Ping Zhao and
Ross L. Prentice and
Steven G. Self Multivariate Mean Parameter Estimation
by Using a Partly Exponential Model . . 805--811
A. V. Vecchia A New Method of Prediction for Spatial
Regression Models with Correlated Errors 813--830
Jack Cuzick Semiparametric Additive Regression . . . 831--843
François Perron Confidence Sets having the Shape of a
Half-Space . . . . . . . . . . . . . . . 845--852
Halina Frydman A Nonparametric Estimation Procedure for
a Periodically Observed Three-State
Markov Process, with Application to Aids 853--866
J. K. Ghosh and
Rahul Mukerjee Bayesian and Frequentist Bartlett
Corrections for Likelihood Ratio and
Conditional Likelihood Ratio Tests . . . 867--875
R. C. H. Cheng and
B. E. Evans and
T. C. Iles Embedded Models in Non-Linear Regression 877--888
Nicholas G. Polson On the Expected Amount of Information
from a Non-Linear Model . . . . . . . . 889--895
O. E. Barndorff-Nielsen and
P. Blaesild A Type of Second-Order Asymptotic
Independence . . . . . . . . . . . . . . 897--901
Anonymous Volume Information . . . . . . . . . . . 903--905
M. Stone and
R. J. Brooks Corrigendum: Continuum Regression:
Cross-Validated Sequentially Constructed
Prediction Embracing Ordinary Least
Squares, Partial Least Squares and
Principal Components Regression . . . . 906--907
Peter Hall and
J. S. Marron Corrigendum: Local Minima in
Cross-Validation Functions . . . . . . . 907--907
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Report of the Editors . . . . . . . . . 1--1
A. F. M. Smith and
G. O. Roberts Bayesian Computation Via the Gibbs
Sampler and Related Markov Chain Monte
Carlo Methods . . . . . . . . . . . . . 3--23
Julian Besag and
Peter J. Green Spatial Statistics and Bayesian
Computation . . . . . . . . . . . . . . 25--37
W. R. Gilks and
D. G. Clayton and
D. J. Spiegelhalter and
N. G. Best and
A. J. McNeil Modelling Complexity: Applications of
Gibbs Sampling in Medicine . . . . . . . 39--52
Anonymous Discussion on the Meeting on the Gibbs
Sampler and Other Markov Chain Monte
Carlo Methods . . . . . . . . . . . . . 53--102
Gary K. Grunwald and
Adrian E. Raftery and
Peter Guttorp Time Series of Continuous Proportions 103--116
N. I. Fisher and
A. D. Lunn and
S. J. Davies Spherical Median Axes . . . . . . . . . 117--124
G. T. Macaskill A Note on Adjusted Profile Likelihoods
in Non-Linear Regression . . . . . . . . 125--131
B. P. M. McCabe and
S. J. Leybourne Testing for Parameter Variation in
Non-Linear Regression Models . . . . . . 133--144
R. L. Eubank and
Will Thomas Detecting Heteroscedasticity in
Nonparametric Regression . . . . . . . . 145--155
R. L. Chambers and
A. H. Welsh Log-Linear Models for Survey Data with
Non-Ignorable Non-Response . . . . . . . 157--170
Ronald W. Butler and
S. Huzurbazar and
James G. Booth Saddlepoint Approximations for Tests of
Block Independence, Sphericity and Equal
Variances and Covariances . . . . . . . 171--183
Andrew Gelman and
T. P. Speed Characterizing a Joint Probability
Distribution by Conditionals . . . . . . 185--188
Martin T. Wells and
S. Rao Jammalamadaka and
Ram C. Tiwari Large Sample Theory of Spacings
Statistics for Tests of Fit for the
Composite Hypothesis . . . . . . . . . . 189--203
Arnoldo Frigessi and
Patrizia Di Stefano and
Chii-Ruey Hwang and
Shuenn-Jyi Sheu Convergence Rates of the Gibbs Sampler,
the Metropolis Algorithm and Other
Single-Site Updating Dynamics . . . . . 205--219
Peter M. Hooper Nearly Orthogonal Randomized Designs . . 221--236
Herve Monod and
R. A. Bailey Valid Restricted Randomization for
Unbalanced Designs . . . . . . . . . . . 237--251
V. G. Vovk and
V. V. V'Yugin On the Empirical Validity of the
Bayesian Method . . . . . . . . . . . . 253--266
Andre Robert Dabrowski and
David McDonald Consistent Estimation in the Presence of
Bandwidth Limitation . . . . . . . . . . 267--289
Peter Hall On Edgeworth Expansion and Bootstrap
Confidence Bands in Nonparametric Curve
Estimation . . . . . . . . . . . . . . . 291--304
Thomas J. DiCiccio and
Michael A. Martin Simple Modifications for Signed Roots of
Likelihood Ratio Statistics . . . . . . 305--316
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
V. G. Vovk A Logic of Probability, with Application
to the Foundations of Statistics . . . . 317--351
Chong Gu and
Grace Wahba Semiparametric Analysis of Variance with
Tensor Product Thin Plate Splines . . . 353--368
T. T. Dunne and
M. Stone Downdating the Moore--Penrose
Generalized Inverse for Cross-Validation
of Centred Least Squares Prediction . . 369--375
Anna Nicolaou Bayesian Intervals with Good Frequentist
Behaviour in the Presence of Nuisance
Parameters . . . . . . . . . . . . . . . 377--390
Barry W. McDonald Estimating Logistic Regression
Parameters for Bivariate Binary Data . . 391--397
B. Nandram and
J. Sedransk Bayesian Predictive Inference for a
Finite Population Proportion: Two-Stage
Cluster Sampling . . . . . . . . . . . . 399--408
Mike West Approximating Posterior Distributions by
Mixture . . . . . . . . . . . . . . . . 409--422
Bruce M. Hill Parametric Models for $ A_n $: Splitting
Processes and Mixtures . . . . . . . . . 423--433
Stefan Mittnik Computing Theoretical Autocovariances of
Multivariate Autoregressive Moving
Average Models by Using a Block Levinson
Method . . . . . . . . . . . . . . . . . 435--440
Kung-Yee Liang and
Steven G. Self and
Yue-Cune Chang Modelling Marginal Hazards in
Multivariate Failure Time Data . . . . . 441--453
Richard Stone The Assumptions on Which Causal
Inferences Rest . . . . . . . . . . . . 455--466
D. R. Cox and
N. Reid A Note on the Calculation of Adjusted
Profile Likelihood . . . . . . . . . . . 467--471
Zehua Chen Fitting Multivariate Regression
Functions by Interaction Spline Models 473--491
A. P. Verbyla Modelling Variance Heterogeneity:
Residual Maximum Likelihood and
Diagnostics . . . . . . . . . . . . . . 493--508
Finbarr O'Sullivan and
Yudi Pawitan Multidimensional Density Estimation by
Tomography . . . . . . . . . . . . . . . 509--521
Peter J. Diggle and
Peter Hall A Fourier Approach to Nonparametric
Deconvolution of a Density Estimate . . 523--531
Thomas A. Severini Bayesian Interval Estimates which are
also Confidence Intervals . . . . . . . 533--540
A. D. Barbour and
M. Costi Correlation Tests for Non-Linear
Alternatives . . . . . . . . . . . . . . 541--548
Adelchi Azzalini and
Adrian Bowman On the Use of Nonparametric Regression
for Checking Linear Relationships . . . 549--557
Greta M. Ljung On Outlier Detection in Time Series . . 559--567
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Y. Vardi and
D. Lee From Image Deblurring to Optimal
Investments: Maximum Likelihood
Solutions for Positive Linear Inverse
Problems . . . . . . . . . . . . . . . . 569--612
David F. Andrews and
James E. Stafford Tools for the Symbolic Computation of
Asymptotic Expansions . . . . . . . . . 613--627
Dani Gamerman and
Helio S. Migon Dynamic Hierarchical Models . . . . . . 629--642
Rudolf Beran and
Peter Hall Interpolated Nonparametric Prediction
Intervals and Confidence Intervals . . . 643--652
Rolf Sundberg Continuum Regression and Ridge
Regression . . . . . . . . . . . . . . . 653--659
Gauss M. Cordeiro and
Silvia L. De Paula Ferrari and
Gilberto A. Paula Improved Score Tests for Generalized
Linear Models . . . . . . . . . . . . . 661--674
A. J. Girling Shape Analysis for the Anisotropic
Corpuscle Problem . . . . . . . . . . . 675--686
K. Balasubramanian and
N. Balakrishnan Duality Principle in Order Statistics 687--691
R. J. Carroll and
Shane Pederson On Robustness in the Logistic Regression
Model . . . . . . . . . . . . . . . . . 693--706
R. N. Edmondson Systematic Row-and-Column Designs
Balanced for Low Order Polynomial
Interactions Between Rows and Columns 707--723
S. E. Leurgans and
R. A. Moyeed and
B. W. Silverman Canonical Correlation Analysis when the
Data are Curves . . . . . . . . . . . . 725--740
Zhi Geng and
Chooichiro Asano Strong Collapsibility of Association
Measures in Linear Models . . . . . . . 741--747
G. F. V. Glonek On the Behaviour of Wald Statistics for
the Disjunction of Two Regular
Hypotheses . . . . . . . . . . . . . . . 749--755
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Trevor Hastie and
Robert Tibshirani Varying-Coefficient Models . . . . . . . 757--796
Stuart G. Coles Regional Modelling of Extreme Storms via
Max-Stable Processes . . . . . . . . . . 797--816
D. M. Titterington A Contamination Model and Resistant
Estimation within the Sampling Paradigm 817--827
Ross H. Taplin Robust Likelihood Calculation for Time
Series . . . . . . . . . . . . . . . . . 829--836
Dennis V. Lindley and
Nozer D. Singpurwalla Adversarial Life Testing . . . . . . . . 837--847
Catriona M. Queen and
Jim Q. Smith Multiregression Dynamic Models . . . . . 849--870
Weng Kee Wong and
R. Dennis Cook Heteroscedastic $G$-Optimal Designs . . 871--880
Lawrence G. Tatum and
Clifford M. Hurvich High Breakdown Methods of Time Series
Analysis . . . . . . . . . . . . . . . . 881--896
Robert J. Kelly and
Thomas Mathew Improved Estimators of Variance
Components with Smaller Probability of
Negativity . . . . . . . . . . . . . . . 897--911
N. J. Gordon and
A. F. M. Smith Approximate Non-Gaussian Bayesian
Estimation and Modal Consistency . . . . 913--918
J. Kunert and
B. P. Utzig Estimation of Variance in Crossover
Designs . . . . . . . . . . . . . . . . 919--927
Xizhi Wu and
Zhen Luo Second-Order Approach to Local Influence 929--936
Gary K. Grunwald and
Peter Guttorp and
Adrian E. Raftery Prediction Rules for Exponential Family
State Space Models . . . . . . . . . . . 937--943
Tak K. Mak Solving Non-Linear Estimation Equations 945--955
Anonymous Volume Information . . . . . . . . . . . 957--960
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Report of the Editors . . . . . . . . . 1--1
Michael A. Newton and
Adrian E. Raftery Approximate Bayesian Inference with the
Weighted Likelihood Bootstrap . . . . . 3--48
Maarten Lindeboom and
Gerard J. Van Den Berg Heterogeneity in Models for Bivariate
Survival: The Importance of the Mixing
Distribution . . . . . . . . . . . . . . 49--60
C. A. McGilchrist Estimation in Generalized Mixed Models 61--69
Halina Frydman A Note on Nonparametric Estimation of
the Distribution Function from
Interval-Censored and Truncated
Observations . . . . . . . . . . . . . . 71--74
Eric Renshaw The Linear Spatial-Temporal Interaction
Process and Its Relation to $ 1 / \omega
$-Noise . . . . . . . . . . . . . . . . 75--91
N. S. Mangat An Improved Randomized Response Strategy 93--95
A. G. Constantine and
Peter Hall Characterizing Surface Smoothness via
Estimation of Effective Fractal
Dimension . . . . . . . . . . . . . . . 97--113
V. G. Vovk and
V. V. V'Yugin Prequential Level of Impossibility with
Some Applications . . . . . . . . . . . 115--123
O. E. Barndorff-Nielsen Adjusted Versions of Profile Likelihood
and Directed Likelihood, and Extended
Likelihood . . . . . . . . . . . . . . . 125--140
J. Belcher and
J. S. Hampton and
G. Tunnicliffe Wilson Parameterization of Continuous Time
Autoregressive Models for Irregularly
Sampled Time Series Data . . . . . . . . 141--155
E. B. Fosam and
D. N. Shanbhag Certain Characterizations of Exponential
and Geometric Distributions . . . . . . 157--160
A. Gerami and
S. M. Lewis Completely Randomized Designs for
Comparing Dual with Single Treatments 161--165
Chi-Lun Cheng and
John W. Van Ness On Estimating Linear Relationships when
Both Variables are Subject to Errors . . 167--183
J. K. Ghosh and
Rahul Mukerjee Adjusted versus Conditional Likelihood:
Power Properties and Bartlett-Type
Adjustment . . . . . . . . . . . . . . . 185--188
A. J. McDougall Robust Methods for Recursive
Autoregressive Moving Average Estimation 189--207
J. D. Naranjo and
T. P. Hettmansperger Bounded Influence Rank Regression . . . 209--220
Thomas P. Hettmansperger and
Jukka Nyblom and
Hannu Oja Affine Invariant Multivariate One-Sample
Sign Tests . . . . . . . . . . . . . . . 221--234
Thomas P. Hettmansperger and
Hannu Oja Affine Invariant Multivariate
Multisample Sign Tests . . . . . . . . . 235--249
Hendrik Schabe Nonparametric Estimation of Component
Lifetime Based on Masked System Life
Test Data . . . . . . . . . . . . . . . 251--259
Charles J. Geyer On the Convergence of Monte Carlo
Maximum Likelihood Calculations . . . . 261--274
B. M. Brown Grouping Corrections for Circular
Goodness-of-Fit Tests . . . . . . . . . 275--283
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
John T. Kent The Complex Bingham Distribution and
Shape Analysis . . . . . . . . . . . . . 285--299
K. S. Chan and
H. Tong A Note on Noisy Chaos . . . . . . . . . 301--311
Elvezio Ronchetti and
A. H. Welsh Empirical Saddlepoint Approximations for
Multivariate $M$-Estimators . . . . . . 313--326
N. I. Fisher and
A. J. Lee Time Series Analysis of Circular Data 327--339
Niels C. Lind Information Theory and Maximum Product
of Spacings Estimation . . . . . . . . . 341--343
Mark R. Segal and
Peter Bacchetti and
Nicholas P. Jewell Variances for Maximum Penalized
Likelihood Estimates Obtained via the EM
Algorithm . . . . . . . . . . . . . . . 345--352
Thomas A. Severini Nonparametric Conditional Inference for
a Location Parameter . . . . . . . . . . 353--362
Jean Diebolt and
Christian P. Robert Estimation of Finite Mixture
Distributions through Bayesian Sampling 363--375
Gareth O. Roberts and
Nicholas G. Polson On the Geometric Convergence of the
Gibbs Sampler . . . . . . . . . . . . . 377--384
E. A. Catchpole and
B. J. T. Morgan Boundary Estimation in Ring Recovery
Models . . . . . . . . . . . . . . . . . 385--391
Ali S. Hadi A Modification of a Method for the
Detection of Outliers in Multivariate
Samples . . . . . . . . . . . . . . . . 393--396
Thomas J. DiCiccio and
Steven E. Stern Frequentist and Bayesian Bartlett
Correction of Test Statistics Based on
Adjusted Profile Likelihoods . . . . . . 397--408
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
B. D. Ripley Neural Networks and Related Methods for
Classification . . . . . . . . . . . . . 409--456
S. M. Lewis and
A. M. Dean and
N. R. Draper and
P. Prescott Mixture Designs for q Components in
Orthogonal Blocks . . . . . . . . . . . 457--467
S. C. Pearce Reinforced Lattices . . . . . . . . . . 469--476
Gangaji Maguluri and
Cun-Hui Zhang Estimation in the Mean Residual Life
Regression Model . . . . . . . . . . . . 477--489
Richard A. Lockhart and
Michael A. Stephens Estimation and Tests of Fit for the
Three-Parameter Weibull Distribution . . 491--500
A. E. Gelfand and
D. K. Dey Bayesian Model Choice: Asymptotics and
Exact Calculations . . . . . . . . . . . 501--514
Richard L. Smith and
Ishay Weissman Estimating the Extremal Index . . . . . 515--528
Jeffrey D. Hart Automated Kernel Smoothing of Dependent
Data by Using Time Series Cross-
Validation . . . . . . . . . . . . . . . 529--542
J. Q. Smith The Inadmissibility of Certain Bayes
Decision Rules Under Vague Priors in
Location Problems . . . . . . . . . . . 543--548
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Ulf Grenander and
Michael I. Miller Representations of Knowledge in Complex
Systems . . . . . . . . . . . . . . . . 549--603
Ann F. S. Mitchell A Note on Posterior Moments for a Normal
Mean with Double-Exponential Prior . . . 605--610
R. N. Edmondson Fractional Factorial Designs for Factors
with a Prime Number of Quantitative
Levels . . . . . . . . . . . . . . . . . 611--622
Tamas Rudas and
Clifford C. Clogg and
Bruce G. Lindsay A New Index of Fit Based on Mixture
Methods for the Analysis of Contingency
Tables . . . . . . . . . . . . . . . . . 623--639
Paul R. Rosenbaum Dispersion Effects from Fractional
Factorials in Taguchi's Method of
Quality Design . . . . . . . . . . . . . 641--652
J. S. Marron and
D. Ruppert Transformations to Reduce Boundary Bias
in Kernel Density Estimation . . . . . . 653--671
L. Billard and
Zhen Zhao Multiple-Stage Non-Homogeneous Markov
Models for the Acquired Immune
Deficiency Syndrome Epidemic . . . . . . 673--686
Jiahua Chen and
J. D. Kalbfleisch Inverse Problems in Fractal
Construction: Hellinger Distance Method 687--700
Qiwei Yao and
Howell Tong Quantifying the Influence of Initial
Values on Non-Linear Prediction . . . . 701--725
Richard William Farebrother The Cholesky Decomposition of $ P - p p'
$ . . . . . . . . . . . . . . . . . . . 727--727
Anonymous Volume Information . . . . . . . . . . . 729--731
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Report of the Editors: 1994 . . . . . . 1--1
R. C. H. Cheng and
L. Traylor Non-Regular Maximum Likelihood Problems 3--44
David Draper Assessment and Propagation of Model
Uncertainty . . . . . . . . . . . . . . 45--97
Anthony O'Hagan Fractional Bayes Factors for Model
Comparison . . . . . . . . . . . . . . . 99--138
Dulal K. Bhaumik Majorization and $D$-Optimality for
Complete Block Designs under
Correlations . . . . . . . . . . . . . . 139--143
Daniel Pena and
Victor J. Yohai The Detection of Influential Subsets in
Linear Regression by using an Influence
Matrix . . . . . . . . . . . . . . . . . 145--156
Jun S. Liu and
Wing H. Wong and
Augustine Kong Covariance Structure and Convergence
Rate of the Gibbs Sampler with Various
Scans . . . . . . . . . . . . . . . . . 157--169
Eva Herrmann and
Joachim Engel and
M. P. Wand and
Theo Gasser A Bandwidth Selector for Bivariate
Kernel Regression . . . . . . . . . . . 171--180
A. J. Lawrence Deletion Influence and Masking in
Regression . . . . . . . . . . . . . . . 181--189
P. J. Laycock and
P. J. Rowley A Method for Generating and Labelling
All Regular Fractions or Blocks for $
q^{n - m}$-designs . . . . . . . . . . . 191--204
Bernard Prum and
François Rodolphe and
Elisabeth de Turckheim Finding Words with Unexpected
Frequencies in Deoxyribonucleic Acid
Sequences . . . . . . . . . . . . . . . 205--220
J. B. Copas Local Likelihood Based on Kernel
Censoring . . . . . . . . . . . . . . . 221--235
Sylvia Fruhwirth-Schnatter Bayesian Model Discrimination and Bayes
Factors for Linear Gaussian State Space
Models . . . . . . . . . . . . . . . . . 237--246
Purushottam W. Laud and
Joseph G. Ibrahim Predictive Model Selection . . . . . . . 247--262
Jianhua Guo and
Zhi Geng Collapsibility of Logistic Regression
Coefficients . . . . . . . . . . . . . . 263--267
F. G. Ball and
S. S. Davies Statistical Inference for a Two-State
Markov Model of a Single Ion Channel,
Incorporating Time Interval Omission . . 269--287
Yoav Benjamini and
Yosef Hochberg Controlling the False Discovery Rate: A
Practical and Powerful Approach to
Multiple Testing . . . . . . . . . . . . 289--300
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
David L. Donoho and
Iain M. Johnstone and
Gerard Kerkyacharian and
Dominique Picard Wavelet Shrinkage: Asymptopia? . . . . . 301--369
Jianqing Fan and
Irene Gijbels Data-Driven Bandwidth Selection in Local
Polynomial Fitting: Variable Bandwidth
and Spatial Adaptation . . . . . . . . . 371--394
Anthony Y. C. Kuk Asymptotically Unbiased Estimation in
Generalized Linear Models with Random
Effects . . . . . . . . . . . . . . . . 395--407
James M. Robins and
Fushing Hsieh and
Whitney Newey Semiparametric Efficient Estimation of a
Conditional Density with Missing or
Mismeasured Covariates . . . . . . . . . 409--424
Kenneth Lange A Gradient Algorithm Locally Equivalent
to the EM Algorithm . . . . . . . . . . 425--437
Peter Hall and
Rodney C. L. Wolff Properties of Invariant Distributions
and Lyapunov Exponents for Chaotic
Logistic Maps . . . . . . . . . . . . . 439--452
Tak K. Mak Regression Models with Incidental
Parameters . . . . . . . . . . . . . . . 453--457
R. A. Bailey and
D. A. Preece and
C. A. Rowley Randomization for a Balanced
Superimposition of One Youden Square on
Another . . . . . . . . . . . . . . . . 459--469
Ann F. S. Mitchell Corrigendum: A Note on Posterior Moments
for a Normal Mean with
Double-Exponential Prior . . . . . . . . 471--471
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Bradley P. Carlin and
Siddhartha Chib Bayesian Model Choice via Markov Chain
Monte Carlo Methods . . . . . . . . . . 473--484
Pablo A. Ferrari and
Arnoldo Frigessi and
Paula Gonzaga de Sa Fast Approximate Maximum a Posteriori
Restoration of Multicolour Images . . . 485--500
Vincent Granville and
Jean Paul Rasson Multivariate Discriminant Analysis and
Maximum Penalized Likelihood Density
Estimation . . . . . . . . . . . . . . . 501--517
Douglas Nychka and
David Ruppert Nonparametric Transformations for Both
Sides of a Regression Model . . . . . . 519--532
G. F. V. Glonek and
P. McCullagh Multivariate Logistic Models . . . . . . 533--546
Paul Damien and
Purushottam W. Laud and
Adrian F. M. Smith Approximate Random Variate Generation
from Infinitely Divisible Distributions
with Applications to Bayesian Inference 547--563
A. Niinimaa and
H. Oja On the Influence Functions of Certain
Bivariate Medians . . . . . . . . . . . 565--574
Linda M. Haines A Geometric Approach to Optimal Design
for One-Parameter Non-linear Models . . 575--598
Michael P. Windham Robustifying Model Fitting . . . . . . . 599--609
Daniel Pena and
Victor J. Yohai Corrigendum: The Detection of
Influential Subsets in Linear Regression
by Using an Influence Matrix . . . . . . 611--611
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Tze Leung Lai Sequential Changepoint Detection in
Quality Control and Dynamical Systems 613--658
Jan Beran Maximum Likelihood Estimation of the
Differencing Parameter for Invertible
Short and Long Memory Autoregressive
Integrated Moving Average Models . . . . 659--672
B. W. Silverman Incorporating Parametric Effects into
Functional Principal Components Analysis 673--689
Garrett M. Fitzmaurice and
Geert Molenberghs and
Stuart R. Lipsitz Regression Models for Longitudinal
Binary Responses with Informative Drop-
Outs . . . . . . . . . . . . . . . . . . 691--704
K. D. Glazebrook and
R. J. Boys A Class of Bayesian Models for Optimal
Exploration . . . . . . . . . . . . . . 705--720
Eve Bofinger and
Mark Bofinger Equivalence with Respect to a Control:
Stepwise Tests . . . . . . . . . . . . . 721--733
Fushing Hsieh The Empirical Process Approach for
Semiparametric Two-Sample Models with
Heterogeneous Treatment Effect . . . . . 735--748
Zhenming Shun and
Peter McCullagh Laplace Approximation of High
Dimensional Integrals . . . . . . . . . 749--760
J. K. Ghosh and
Rahul Mukerjee On Perturbed Ellipsoidal and Highest
Posterior Density Regions with
Approximate Frequentist Validity . . . . 761--769
Josep Ginebra and
Murray K. Clayton Response Surface Bandits . . . . . . . . 771--784
Anonymous Volume Information . . . . . . . . . . . 785--787
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Report of the Editor: 1995 . . . . . . . 1--1
Peter Walley Inferences from Multinomial Data:
Learning about a Bag of Marbles . . . . 3--57
A. C. Atkinson The Usefulness of Optimum Experimental
Designs . . . . . . . . . . . . . . . . 59--76
R. A. Bates and
R. J. Buck and
E. Riccomagno and
H. P. Wynn Experimental Design and Observation for
Large Systems . . . . . . . . . . . . . 77--94
Anonymous Discussion of the Papers by Atkinson,
and Bates et al . . . . . . . . . . . . 95--111
Martyn Plummer and
David Clayton Estimation of Population Exposure in
Ecological Studies . . . . . . . . . . . 113--126
Michael F. W. Festing and
David P. Lovell Reducing the Use of Laboratory Animals
in Toxicological Research and Testing by
Better Experimental Design . . . . . . . 127--140
Anonymous Discussion of the Papers by Plummer and
Clayton, and Festing and Lovell . . . . 141--153
Trevor Hastie and
Robert Tibshirani Discriminant Analysis by Gaussian
Mixtures . . . . . . . . . . . . . . . . 155--176
Richard P. Waterman and
Bruce G. Lindsay A Simple and Accurate Method for
Approximate Conditional Inference
Applied to Exponential Family Models . . 177--188
Thomas J. DiCiccio and
Michael A. Martin and
Steven E. Stern and
G. Alastair Young Information Bias and Adjusted Profile
Likelihoods . . . . . . . . . . . . . . 189--203
James Rochon Accounting for Covariates Observed Post
Randomization for Discrete and
Continuous Repeated Measures Data . . . 205--219
Sandor Csorgo and
Julian J. Faraway The Exact and Asymptotic Distributions
of Cramér--von Mises Statistics . . . . . 221--234
Stephen M. S. Lee and
G. Alastair Young Sequential Iterated Bootstrap Confidence
Intervals . . . . . . . . . . . . . . . 235--251
Joseph B. Lang On the Comparison of Multinomial and
Poisson Log-Linear Models . . . . . . . 253--266
Robert Tibshirani Regression Shrinkage and Selection via
the Lasso . . . . . . . . . . . . . . . 267--288
Geoffrey S. Watson Spectral Decomposition of the Covariance
Matrix of a Multinomial . . . . . . . . 289--291
Daniela Cocchi and
Michel Mouchart Quasi-Linear Bayes Estimation in
Stratified Finite Populations . . . . . 293--300
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
M. Goldstein and
A. O'Hagan Bayes Linear Sufficiency and Systems of
Expert Posterior Assessments . . . . . . 301--316
C. C. Heyde and
R. Morton Quasi-Likelihood and Generalizing the EM
Algorithm . . . . . . . . . . . . . . . 317--327
Stuart G. Coles and
Jonathan A. Tawn Modelling Extremes of the Areal Rainfall
Process . . . . . . . . . . . . . . . . 329--347
C. P. Farrington On Assessing Goodness of Fit of
Generalized Linear Models to Sparse Data 349--360
Peter Hall and
Prakash Patil On the Choice of Smoothing Parameter,
Threshold and Truncation in
Nonparametric Regression by Non-Linear
Wavelet Methods . . . . . . . . . . . . 361--377
Trevor Hastie Pseudosplines . . . . . . . . . . . . . 379--396
Rong Chen and
Jun S. Liu Predictive Updating Methods with
Application to Bayesian Classification 397--415
Martin Crowder Some Tests Based on Extreme Values for a
Parametric Survival Model . . . . . . . 417--424
A. P. Dawid and
J. Mortera Coherent Analysis of Forensic
Identification Evidence . . . . . . . . 425--443
Jonathan J. Forster and
John W. McDonald and
Peter W. F. Smith Monte Carlo Exact Conditional Tests for
Log-Linear and Logistic Models . . . . . 445--453
Wei Liu Multiple Tests of a Non-Hierarchical
Finite Family of Hypotheses . . . . . . 455--461
G. P. Nason Wavelet Shrinkage Using Cross-Validation 463--479
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
T. W. Yee and
C. J. Wild Vector Generalized Additive Models . . . 481--493
J. O. Ramsay Principal Differential Analysis: Data
Reduction by Differential Operators . . 495--508
Michael Sherman Variance Estimation for Statistics
Computed from Spatial Lattice Data . . . 509--523
Huibin Yue and
K. S. Chan Asymptotic Efficiency of the Sample Mean
in Markov Chain Monte Carlo Schemes . . 525--539
Daniel Rabinowitz and
Nicholas P. Jewell Regression with Doubly Censored Current
Status Data . . . . . . . . . . . . . . 541--550
Ann Cowling and
Peter Hall On Pseudodata Methods for Removing
Boundary Effects in Kernel Density
Estimation . . . . . . . . . . . . . . . 551--563
Gordon K. Smyth and
Arunas P. Verbyla A Conditional Likelihood Approach to
Residual Maximum Likelihood Estimation
in Generalized Linear Models . . . . . . 565--572
Bent Jorgensen and
Rodrigo Labouriau and
Soren Lundbye-Christensen Linear Growth Curve Analysis Based on
Exponential Dispersion Models . . . . . 573--592
Jeremy M. G. Taylor and
Arminda L. Siqueira and
Robert T. Weiss The Cost of Adding Parameters to a Model 593--607
Z. D. Feng and
C. E. McCulloch Using Bootstrap Likelihood Ratios in
Finite Mixture Models . . . . . . . . . 609--617
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Y. Lee and
J. A. Nelder Hierarchical Generalized Linear Models 619--678
K. D. S. Young and
L. I. Pettit Measuring Discordancy Between Prior and
Data . . . . . . . . . . . . . . . . . . 679--689
Sucharita Ghosh A New Graphical Tool to Detect
Non-Normality . . . . . . . . . . . . . 691--702
Anders Bjorkstrom and
Rolf Sundberg Continuum Regression is Not Always
Continuous . . . . . . . . . . . . . . . 703--710
C. J. Wild and
T. W. Yee Additive Extensions to Generalized
Estimation Equation Methods . . . . . . 711--725
Peter Hall and
Bingyi Jing On Sample Reuse Methods for Dependent
Data . . . . . . . . . . . . . . . . . . 727--737
Robert Weiss An Approach to Bayesian Sensitivity
Analysis . . . . . . . . . . . . . . . . 739--750
Philip H. Rhodes and
M. Elizabeth Halloran and
Ira M. Longini, Jr. Counting Process Models for Infectious
Disease Data: Distinguishing Exposure to
Infection from Susceptibility . . . . . 751--762
E. A. Catchpole and
S. N. Freeman and
B. J. T. Morgan Steps to Parameter Redundancy in
Age-Dependent Recovery Models . . . . . 763--774
M. J. Phillips and
T. J. Sweeting Estimation for Censored Exponential Data
when The Censoring Times are Subject to
Error . . . . . . . . . . . . . . . . . 775--783
Kung-Yee Liang and
Steven G. Self On the Asymptotic Behaviour of the
Pseudolikelihood Ratio Test Statistic 785--796
Anonymous Volume Information . . . . . . . . . . . 797--799
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
M. C. Jones and
G. A. Young Editorial: Report of the Editors ---
1996 . . . . . . . . . . . . . . . . . . 1--2
Leo Breiman and
Jerome H. Friedman Predicting Multivariate Responses in
Multiple Linear Regression . . . . . . . 3--54
J. B. Copas and
H. G. Li Inference for Non-Random Samples . . . . 55--95
Holger Dette Designing Experiments with Respect to
`Standardized' Optimality Criteria . . . 97--110
Anthony C. Atkinson and
R. Dennis Cook Designing for a Response Transformation
Parameter . . . . . . . . . . . . . . . 111--124
J. L. Hutton and
P. J. Solomon Parameter Orthogonality in Mixed
Regression Models for Survival Data . . 125--136
R. C. H. Cheng and
W. B. Liu A Continuous Representation of the
Family of Stable Law Distributions . . . 137--145
V. K. Jandhyala and
I. B. MacNeill Iterated Partial Sum Sequences of
Regression Residuals and Tests for
Changepoints with Continuity Constraints 147--156
D. Commenges and
H. Jacqmin-Gadda Generalized Score Test of Homogeneity
Based on Correlated Random Effects
Models . . . . . . . . . . . . . . . . . 157--171
G. K. Eagleson and
H. G. Müller Transformations for Smooth Regression
Models with Multiplicative Errors . . . 173--189
Ming-Yen Cheng Boundary Aware Estimators of Integrated
Density Derivative Products . . . . . . 191--203
Naomi Altman and
Christian Léger On the Optimality of Prediction-based
Selection Criteria and the Convergence
Rates of Estimators . . . . . . . . . . 205--216
Sibusiso Sibisi and
John Skilling Prior Distributions on Measure Space . . 217--235
J. Haywood and
G. Tunnicliffe Wilson Fitting Time Series Models by Minimizing
Multistep-Ahead Errors: A Frequency
Domain Approach . . . . . . . . . . . . 237--254
C. K. Carter and
R. Kohn Semiparametric Bayesian Inference for
Time Series with Mixed Spectra . . . . . 255--268
Yu Shen and
Thomas R. Fleming Weighted Mean Survival Test Statistics:
A Class of Distance Tests for Censored
Survival Data . . . . . . . . . . . . . 269--280
John T. Kent and
Kanti V. Mardia Consistency of Procrustes Estimators . . 281--290
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
G. O. Roberts and
S. K. Sahu Updating Schemes, Correlation Structure,
Blocking and Parameterization for the
Gibbs Sampler . . . . . . . . . . . . . 291--317
Iain M. Johnstone and
Bernard W. Silverman Wavelet Threshold Estimators for Data
with Correlated Noise . . . . . . . . . 319--351
Ian L. Dryden and
Mohammad Reza Faghihi and
Charles C. Taylor Procrustes Shape Analysis of Planar
Point Subsets . . . . . . . . . . . . . 353--374
Daniel F. Heitjan Ignorability, Sufficiency and
Ancillarity . . . . . . . . . . . . . . 375--381
Stephen M. S. Lee and
G. Alastair Young Estimation of the Distribution Function
of a Standardized Statistic . . . . . . 383--400
Geert Molenberghs and
Els Goetghebeur Simple Fitting Algorithms for Incomplete
Categorical Data . . . . . . . . . . . . 401--414
Niels G. Becker and
Abraham M. Hasofer Estimation in Epidemics with Incomplete
Observations . . . . . . . . . . . . . . 415--429
Per M. Brockhoff and
Hans-Georg Müller Random Effect Threshold Models for
Dose--Response Relationships with
Repeated Measurements . . . . . . . . . 431--446
Norman E. Breslow and
Richard Holubkov Maximum Likelihood Estimation of
Logistic Regression Parameters Under
Two- Phase, Outcome-Dependent Sampling 447--461
S. T. Boris Choy and
Adrian F. M. Smith On Robust Analysis of a Normal Location
Parameter . . . . . . . . . . . . . . . 463--474
Anthony W. Ledford and
Jonathan A. Tawn Modelling Dependence Within Joint Tail
Regions . . . . . . . . . . . . . . . . 475--499
Nhu D. Le and
Weimin Sun and
James V. Zidek Bayesian Multivariate Spatial
Interpolation with Data Missing by
Design . . . . . . . . . . . . . . . . . 501--510
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Xiao-Li Meng and
David Van Dyk The EM Algorithm --- An Old Folk-Song
Sung to a Fast New Tune . . . . . . . . 511--567
Mortaza Jamshidian and
Robert I. Jennrich Acceleration of the EM Algorithm by
Using Quasi-Newton Methods . . . . . . . 569--587
Alice S. Whittemore Multistage Sampling Designs and
Estimating Equations . . . . . . . . . . 589--602
Yazhen Wang Fractal Function Estimation via Wavelet
Shrinkage . . . . . . . . . . . . . . . 603--613
Gary K. Grunwald and
Kais Hamza and
Rob J. Hyndman Some Properties and Generalizations of
Non-Negative Bayesian Time Series Models 615--626
John J. Hanfelt and
Kung-Yee Liang Approximate Likelihoods for Generalized
Linear Errors-in-Variables Models . . . 627--637
Arthur B. Yeh and
Kesar Singh Balanced Confidence Regions Based on
Tukey's Depth and the Bootstrap . . . . 639--652
Steven E. Stern A Second-Order Adjustment to the Profile
Likelihood in the Case of a
Multidimensional Parameter of Interest 653--665
Mary Dupuis Sammel and
Louise M. Ryan and
Julie M. Legler Latent Variable Models for Mixed
Discrete and Continuous Outcomes . . . . 667--678
John T. Kent and
Andrew T. A. Wood Estimating the Fractal Dimension of a
Locally Self-Similar Gaussian Process by
Using Increments . . . . . . . . . . . . 679--699
S. J. Welham and
R. Thompson Likelihood Ratio Tests for Fixed Model
Terms Using Residual Maximum Likelihood 701--714
Maria-Pia Victoria-Feser A Robust Test for Non-Nested Hypotheses 715--727
R. C. H. Cheng and
W. B. Liu Acknowledgement of Priority:
Acknowledgement of Priority: A
Continuous Representation of the Family
of Stable Law Distributions . . . . . . 729--729
R. C. H. Cheng and
W. B. Liu Acknowledgement of Priority: A
Continuous Representation of the Family
of Stable Law Distributions . . . . . . 729--729
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Sylvia Richardson and
Peter J. Green On Bayesian Analysis of Mixtures with an
Unknown Number of Components (with
discussion) . . . . . . . . . . . . . . 731--792
D. Firth and
J. P. Hinde On Bayesian $D$-Optimum Design Criteria
and the Equivalence Theorem in
Non-Linear Models . . . . . . . . . . . 793--797
D. Firth and
J. P. Hinde Parameter Neutral Optimum Design for
Non-Linear Models . . . . . . . . . . . 799--811
Scott M. Berry and
Joseph B. Kadane Optimal Bayesian Randomization . . . . . 813--819
Alan M. Polansky and
William. R. Schucany Kernel Smoothing to Improve Bootstrap
Confidence Intervals . . . . . . . . . . 821--838
Wing K. Fung and
C. W. Kwan A Note on Local Influence Based on
Normal Curvature . . . . . . . . . . . . 839--843
Stephen G. Walker and
Bani K. Mallick Hierarchical Generalized Linear Models
and Frailty Models with Bayesian
Nonparametric Mixing . . . . . . . . . . 845--860
Peter M. Heffernan Unbiased Estimation of Central Moments
by Using $U$-Statistics . . . . . . . . 861--863
Anonymous Index: Author Index: Volume 59, 1997 . . 865--867
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
M. C. Jones and
G. A. Young Editorial: Report of the Editors ---
1997 . . . . . . . . . . . . . . . . . . 1--2
D. Firth and
K. E. Bennett Robust Models in Probability Sampling 3--21
D. Pfeffermann and
C. J. Skinner and
D. J. Holmes and
H. Goldstein and
J. Rasbash Weighting for Unequal Selection
Probabilities in Multilevel Models . . . 23--40
Anonymous Discussion on the papers by Firth and
Bennett and Pfeffermann et al. . . . . . 41--56
Jonathan J. Forster and
Peter W. F. Smith Model-Based Inference for Categorical
Survey Data Subject to Non-Ignorable
Non-Response . . . . . . . . . . . . . . 57--70
David Clayton and
David Spiegelhalter and
Graham Dunn and
Andrew Pickles Analysis of Longitudinal Binary Data
from Multi-Phase Sampling . . . . . . . 71--87
Anonymous Discussion on the papers by Forster and
Smith and Clayton et al. . . . . . . . . 89--102
Constantinos Goutis Second-Derivative Functional Regression
with Applications to Near Infra-Red
Spectroscopy . . . . . . . . . . . . . . 103--114
Lonnie Magee Improving Survey-Weighted Least Squares
Regression . . . . . . . . . . . . . . . 115--126
Stuart R. Lipsitz and
Lue Ping Zhao and
Geert Molenberghs A Semiparametric Method of Multiple
Imputation . . . . . . . . . . . . . . . 127--144
Biman Chakraborty and
Probal Chaudhuri On an adaptive
transformation--retransformation
estimate of multivariate location . . . 145--157
Yuedong Wang Mixed Effects Smoothing Spline Analysis
of Variance . . . . . . . . . . . . . . 159--174
Pietro Muliere and
Stephen Walker Extending the Family of Bayesian
Bootstraps and Exchangeable Urn Schemes 175--182
Thomas W. Yee On an Alternative Solution to the Vector
Spline Problem . . . . . . . . . . . . . 183--188
Chi-Lung Cheng and
Hans Schneeweiss Polynomial Regression With Errors in the
Variables . . . . . . . . . . . . . . . 189--199
John Haslett and
Kevin Hayes Residuals For the Linear Model With
General Covariance Structure . . . . . . 201--215
J. P. Nielsen and
O. B. Linton An Optimization Interpretation of
Integration and Back-Fitting Estimators
For Separable Nonparametric Models . . . 217--222
Axel Munk and
Claudia Czado Nonparametric Validation of Similar
Distributions and Assessment of Goodness
of Fit . . . . . . . . . . . . . . . . . 223--241
Gang Li and
Jing Qin Semiparametric Likelihood-Based
Inference for Biased and Truncated Data
When the Total Sample Size is Known . . 243--254
Gareth O. Roberts and
Jeffrey S. Rosenthal Optimal Scaling of Discrete
Approximations to Langevin Diffusions 255--268
Murray Aitkin Simpson's Paradox and the Bayes Factor 269--270
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Clifford M. Hurvich and
Jeffrey S. Simonoff and
Chih-Ling Tsai Smoothing Parameter Selection in
Nonparametric Regression Using an
Improved Akaike Information Criterion 271--293
Alberto Luceño Detecting Possibly Non-Consecutive
Outliers in Industrial Time Series . . . 295--310
Michael Smith and
Chi-Ming Wong and
Robert Kohn Additive Nonparametric Regression with
Autocorrelated Errors . . . . . . . . . 311--331
D. G. T. Denison and
B. K. Mallick and
A. F. M. Smith Automatic Bayesian Curve Fitting . . . . 333--350
J. O. Ramsay and
Xiaochun Li Curve Registration . . . . . . . . . . . 351--363
J. O. Ramsay Estimating Smooth Monotone Functions . . 365--375
A. C. Singh and
D. M. Stukel and
D. Pfeffermann Bayesian Versus Frequentist Measures of
Error in Small Area Estimation . . . . . 377--396
Raymond L. Chambers and
Alan H. Dorfman and
Suojin Wang Limited Information Likelihood Analysis
of Survey Data . . . . . . . . . . . . . 397--411
A. H. Welsh and
Elvezio Ronchetti Bias-Calibrated Estimation from Sample
Surveys Containing Outliers . . . . . . 413--428
Yongmiao Hong Testing for Pairwise Serial Independence
via the Empirical Distribution Function 429--453
Wei Shen and
Thomas A. Louis Triple-Goal Estimates in Two-Stage
Hierarchical Models . . . . . . . . . . 455--471
S. Nadarajah and
C. W. Anderson and
J. A. Tawn Ordered Multivariate Extremes . . . . . 473--496
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
James S. Hodges Some Algebra and Geometry for
Hierarchical Models, Applied to
Diagnostics . . . . . . . . . . . . . . 497--536
Xuming He and
Pin Ng and
Stephen Portnoy Bivariate Quantile Smoothing Splines . . 537--550
Peide Shi and
Chih-Ling Tsai A Note on the Unification of the Akaike
Information Criterion . . . . . . . . . 551--558
Xiao-Li Meng and
David van Dyk Fast EM-type implementations for mixed
effects models . . . . . . . . . . . . . 559--578
Ming-Yen Cheng and
Peter Hall Calibrating the Excess Mass and Dip
Tests of Modality . . . . . . . . . . . 579--589
Jianqing Fan and
Mark Farmen and
Irene Gijbels Local Maximum Likelihood Estimation and
Inference . . . . . . . . . . . . . . . 591--608
A. Pievatolo and
Peter J. Green Boundary Detection Through Dynamic
Polygons . . . . . . . . . . . . . . . . 609--626
P. J. Brown and
M. Vannucci and
T. Fearn Multivariate Bayesian Variable Selection
and Prediction . . . . . . . . . . . . . 627--641
Geoff K. Nicholls Bayesian Image Analysis with Markov
Chain Monte Carlo and Coloured Continuum
Triangulation Models . . . . . . . . . . 643--659
Sylvia Richardson and
Peter J. Green Corrigendum: On Bayesian Analysis of
Mixtures with an Unknown Number of
Components . . . . . . . . . . . . . . . 661--661
S. Richardson and
P. J. Green Correction: Corrigendum: On Bayesian
analysis of mixtures with an unknown
number of components . . . . . . . . . . 661--661
Anonymous Back Matter . . . . . . . . . . . . . . 662--662
Anonymous Front Matter . . . . . . . . . . . . . . ??
Tom Britton Estimation in Multitype Epidemics . . . 663--679
Theo Gasser and
Peter Hall and
Brett Presnell Nonparametric Estimation of the Mode of
a Distribution of Random Curves . . . . 681--691
Holger Dette and
Axel Munk Testing Heteroscedasticity in
Nonparametric Regression . . . . . . . . 693--708
Shinto Eguchi and
John Copas A Class of Local Likelihood Methods and
Near-Parametric Asymptotics . . . . . . 709--724
F. Abramovich and
T. Sapatinas and
B. W. Silverman Wavelet Thresholding via a Bayesian
Approach . . . . . . . . . . . . . . . . 725--749
Holger Dette and
Axel Munk and
Thorsten Wagner Estimating the variance in nonparametric
regression --- what is a reasonable
choice? . . . . . . . . . . . . . . . . 751--764
Kostas Skouras and
A. Philip Dawid On Efficient Point Prediction Systems 765--780
Jean-Pierre Stockis and
Howell Tong On the Statistical Inference of a
Machine-Generated Autoregressive AR(1)
Model . . . . . . . . . . . . . . . . . 781--796
Yingcun Xia Bias-Corrected Confidence Bands in
Nonparametric Regression . . . . . . . . 797--811
Peter M. Heffernan Acknowledgement of Priority: Unbiased
Estimation of Central Moments by Using
$U$-Statistics . . . . . . . . . . . . . 813--813
Anonymous Index of authors, volume 60, 1998 . . . 814--816
Anonymous Contents of volume 60, 1998 . . . . . . 817--818
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
D. Firth and
M. C. Jones Report of the Editors: 1998 . . . . . . 1--2
Steve Davies and
Peter Hall Fractal Analysis of Surface Roughness by
Using Spatial Data . . . . . . . . . . . 3--37
I. Gijbels and
A. Pope and
M. P. Wand Understanding Exponential Smoothing via
Kernel Regression . . . . . . . . . . . 39--50
Wai-Yin Poon and
Yat Sun Poon Conformal Normal Curvature and
Assessment of Local Influence . . . . . 51--61
Anestis Antoniadis and
Gerard Grégoire and
Guy Nason Density and Hazard Rate Estimation for
Right-Censored Data by Using Wavelet
Methods . . . . . . . . . . . . . . . . 63--84
Ching-Shui Cheng and
David M. Steinberg and
Don X. Sun Minimum Aberration and Model Robustness
for Two-Level Fractional Factorial
Designs . . . . . . . . . . . . . . . . 85--93
M. E. A. Hodgson A Bayesian Restoration of an Ion Channel
Signal . . . . . . . . . . . . . . . . . 95--114
Thomas A. Severini On the Effect of Overdispersion on Exact
Conditional Tests . . . . . . . . . . . 115--126
Qiwei Yao and
Byron J. T. Morgan Empirical Transform Estimation for
Indexed Stochastic Models . . . . . . . 127--141
Peter Hall and
Brett Presnell Intentionally Biased Bootstrap Methods 143--158
James Carpenter Test Inversion Bootstrap Confidence
Intervals . . . . . . . . . . . . . . . 159--172
Joseph G. Ibrahim and
Stuart R. Lipsitz and
Ming-Hui Chen Missing Covariates in Generalized Linear
Models When the Missing Data Mechanism
Is Non-Ignorable . . . . . . . . . . . . 173--190
D. S. Poskitt and
K. Dogancay and
Shin-Ho Chung Double-Blind Deconvolution: The Analysis
of Post-Synaptic Currents in Nerve Cells 191--212
Paolo Vidoni Exponential Family State Space Models
Based on a Conjugate Latent Process . . 213--221
Ming-Hui Chen and
Joseph G. Ibrahim and
Constantin Yiannoutsos Prior Elicitation, Variable Selection
and Bayesian Computation for Logistic
Regression Models . . . . . . . . . . . 223--242
Jianguo Sun A Nonparametric Test for Current Status
Data with Unequal Censoring . . . . . . 243--250
Jesper Mòller Perfect Simulation of Conditionally
Specified Models . . . . . . . . . . . . 251--264
James G. Booth and
James P. Hobert Maximizing Generalized Linear Mixed
Model Likelihoods with an Automated
Monte Carlo EM Algorithm . . . . . . . . 265--285
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Niels G. Becker and
Tom Britton Statistical Studies of Infectious
Disease Incidence . . . . . . . . . . . 287--307
Ingemar Nåsell On the Time to Extinction in Recurrent
Epidemics . . . . . . . . . . . . . . . 309--330
Paul Damien and
Jon Wakefield and
Stephen Walker Gibbs Sampling for Bayesian
Non-Conjugate and Hierarchical Models by
Using Auxiliary Variables . . . . . . . 331--344
Alberto Luceño Discrete approximations to continuous
univariate distributions --- an
alternative to simulation . . . . . . . 345--352
Stephen M. S. Lee and
G. Alastair Young The Effect of Monte Carlo Approximation
on Coverage Error of Double-Bootstrap
Confidence Intervals . . . . . . . . . . 353--366
Robin Henderson and
Paul Oman Effect of Frailty on Marginal Regression
Estimates in Survival Analysis . . . . . 367--379
Xihong Lin and
Daowen Zhang Inference in Generalized Additive Mixed
Models by Using Smoothing Splines . . . 381--400
D. Y. Lin and
Paul S. F. Yip Parametric Regression Models for
Continuous Time Removal and Recapture
Studies . . . . . . . . . . . . . . . . 401--411
J. F. Lawless and
J. D. Kalbfleisch and
C. J. Wild Semiparametric Methods for
Response-Selective and Missing Data
Problems in Regression . . . . . . . . . 413--438
H. G. Müller and
U. Stadtmüller Multivariate Boundary Kernels and a
Continuous Least Squares Principle . . . 439--458
Thomas Lumley and
Patrick Heagerty Weighted Empirical Adaptive Variance
Estimators for Correlated Data
Regression . . . . . . . . . . . . . . . 459--477
David Oakes Direct Calculation of the Information
Matrix via the EM Algorithm . . . . . . 479--482
A. Gelman and
T. P. Speed Corrigendum: Characterizing a Joint
Probability Distribution by Conditionals 483--483
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Stephen G. Walker and
Paul Damien and
Purushottam W. Laud and
Adrian F. M. Smith Bayesian Nonparametric Inference for
Random Distributions and Related
Functions . . . . . . . . . . . . . . . 485--527
Robert Tibshirani and
Keith Knight The Covariance Inflation Criterion for
Adaptive Model Selection . . . . . . . . 529--546
Stephen J. Iturria and
Raymond J. Carroll and
David Firth Polynomial Regression and Estimating
Functions in the Presence of
Multiplicative Measurement Error . . . . 547--561
Chunsheng Ma and
John Robinson Saddlepoint Approximations for the
Difference of Order Statistics and
Studentized Sample Quantiles . . . . . . 563--577
A. Azzalini and
A. Capitanio Statistical Applications of the
Multivariate Skew Normal Distribution 579--602
John Haslett A Simple Derivation of Deletion
Diagnostic Results for the General
Linear Model with Correlated Errors . . 603--609
Michael E. Tipping and
Christopher M. Bishop Probabilistic Principal Component
Analysis . . . . . . . . . . . . . . . . 611--622
George S. Fishman An Analysis of Swendsen--Wang and
Related Sampling Methods . . . . . . . . 623--641
Gareth O. Roberts and
Jeffrey S. Rosenthal Convergence of Slice Sampler Markov
Chains . . . . . . . . . . . . . . . . . 643--660
Peter Hall and
Brett Presnell Biased Bootstrap Methods for Reducing
the Effects of Contamination . . . . . . 661--680
Ibrahim A. Ahmad and
Ibrahim A. Alwasel A Goodness-of-Fit Test for
Exponentiality Based on the Memoryless
Property . . . . . . . . . . . . . . . . 681--689
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Julian Besag and
David Higdon Bayesian Analysis of Agricultural Field
Experiments . . . . . . . . . . . . . . 691--746
Marcus Dacre and
Kevin Glazebrook and
Jose Niño-Mora The Achievable Region Approach to the
Optimal Control of Stochastic Systems 747--791
Lijian Yang and
Rolf Tschernig Multivariate Bandwidth Selection for
Local Linear Regression . . . . . . . . 793--815
J. P. Fine Analysing Competing Risks Data with
Transformation Models . . . . . . . . . 817--830
Peter Walley and
Serafin Moral Upper Probabilities Based Only on the
Likelihood Function . . . . . . . . . . 831--847
Trevor J. Sweeting On the construction of Bayes--confidence
regions . . . . . . . . . . . . . . . . 849--861
Peter J. Lenk Bayesian Inference for Semiparametric
Regression Using a Fourier
Representation . . . . . . . . . . . . . 863--879
Gabriel Huerta and
Mike West Priors and Component Structures in
Autoregressive Time Series Models . . . 881--899
Stephen M. S. Lee On a Class of m out of n Bootstrap
Confidence Intervals . . . . . . . . . . 901--911
K. V. Mardia and
I. L. Dryden The Complex Watson Distribution and
Shape Analysis . . . . . . . . . . . . . 913--926
Jianqing Fan and
Jianwei Chen One-Step Local Quasi-Likelihood
Estimation . . . . . . . . . . . . . . . 927--943
Rahul Mukerjee and
N. Reid On Confidence Intervals Associated with
the Usual and Adjusted Likelihoods . . . 945--953
Jesper Moller and
Katja Schladitz Extensions of Fill's Algorithm for
Perfect Simulation . . . . . . . . . . . 955--969
Marina Vannucci and
Fabio Corradi Covariance Structure of Wavelet
Coefficients: Theory and Models in a
Bayesian Perspective . . . . . . . . . . 971--986
Anonymous Index of authors, volume 61, 1999 . . . 987--989
X. Wu and
Z. Luo Corrigendum: Second-order approach to
local influence . . . . . . . . . . . . 990--990
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
D. Firth and
M. C. Jones Report of the Editors: 1999 . . . . . . 1--2
J. Durbin and
S. J. Koopman Time Series Analysis of Non-Gaussian
Observations Based on State Space Models
from Both Classical and Bayesian
Perspectives . . . . . . . . . . . . . . 3--56
Christian P. Robert and
Tobias Rydén and
D. M. Titterington Bayesian Inference in Hidden Markov
Models through the Reversible Jump
Markov Chain Monte Carlo Method . . . . 57--75
Jian-Qing Shi and
Sik-Yum Lee Latent Variable Models with Mixed
Continuous and Polytomous Data . . . . . 77--87
Alan D. Hutson and
Michael D. Ernst The Exact Bootstrap Mean and Variance of
an $L$-Estimator . . . . . . . . . . . . 89--94
Chun Shan Wong and
Wai Keung Li On a Mixture Autoregressive Model . . . 95--115
Michael E. Robinson and
Jonathan A. Tawn Extremal Analysis of Processes Sampled
at Different Frequencies . . . . . . . . 117--135
Peter Hall and
Yoshihiko Maesono A Weighted Bootstrap Approach to
Bootstrap Iteration . . . . . . . . . . 137--144
Paola Sebastiani and
Henry P. Wynn Maximum Entropy Sampling and Optimal
Bayesian Experimental Design . . . . . . 145--157
Larry Wasserman Asymptotic Inference for Mixture Models
Using Data-Dependent Priors . . . . . . 159--180
Juanjuan Fan and
Ross L. Prentice and
Li Hsu A Class of Weighted Dependence Measures
for Bivariate Failure Time Data . . . . 181--190
A. C. Davison and
N. I. Ramesh Local Likelihood Smoothing of Sample
Extremes . . . . . . . . . . . . . . . . 191--208
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Peter McCullagh Invariance and Factorial Models . . . . 209--256
Mortaza Jamshidian and
Robert I. Jennrich Standard Errors for EM Estimation . . . 257--270
Guy P. Nason and
Rainer von Sachs and
Gerald Kroisandt Wavelet Processes and Adaptive
Estimation of the Evolutionary Wavelet
Spectrum . . . . . . . . . . . . . . . . 271--292
Jianguo Sun and
L. J. Wei Regression Analysis of Panel Count Data
with Covariate-Dependent Observation and
Censoring Times . . . . . . . . . . . . 293--302
Jianqing Fan and
Jin-Ting Zhang Two-Step Estimation of Functional Linear
Models with Applications to Longitudinal
Data . . . . . . . . . . . . . . . . . . 303--322
Sudhir R. Paul and
Dianliang Deng Goodness of Fit of Generalized Linear
Models to Sparse Data . . . . . . . . . 323--333
Jörg Polzehl and
Vladimir G. Spokoiny Adaptive Weights Smoothing with
Applications to Image Restoration . . . 335--354
David B. Dunson Bayesian Latent Variable Models for
Clustered Mixed Outcomes . . . . . . . . 355--366
A. J. Girling Rank Statistics Expressible as Integrals
under $P$--$P$-Plots and Receiver
Operating Characteristic Curves . . . . 367--382
Yingcun Xia and
Howell Tong and
W. K. Li and
Li-Xing Zhu On the Estimation of an Instantaneous
Transformation for Time Series . . . . . 383--397
Philip J. Everson and
Carl N. Morris Inference for Multivariate Normal
Hierarchical Models . . . . . . . . . . 399--412
S. N. Wood Modelling and Smoothing Parameter
Estimation with Multiple Quadratic
Penalties . . . . . . . . . . . . . . . 413--428
G. Huerta and
M. West Corrigendum: Priors and Component
Structures in Autoregressive Time Series
Models . . . . . . . . . . . . . . . . . 429--429
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Kjell Doksum and
Derick Peterson and
Alex Samarov On Variable Bandwidth Selection in Local
Polynomial Regression . . . . . . . . . 431--448
Yi-Hau Chen and
Hung Chen A Unified Approach to Regression
Analysis under Double-Sampling Designs 449--460
Edwin Choi and
Peter Hall Bootstrap Confidence Regions Computed
from Autoregressions of Arbitrary Order 461--477
Peter Hall and
Stephen M.-S. Lee and
G. Alastair Young Importance of Interpolation When
Constructing Double-Bootstrap Confidence
Intervals . . . . . . . . . . . . . . . 479--491
Rong Chen and
Jun S. Liu Mixture Kalman Filters . . . . . . . . . 493--508
C.-Y. Wang and
Margaret Sullivan Pepe Expected Estimating Equations to
Accommodate Covariate Measurement Error 509--524
Jim Q. Smith and
Álvaro E. Faria, Jr. Bayesian Poisson Models for the
Graphical Combination of Dependent
Expert Information . . . . . . . . . . . 525--544
Joseph L. Gastwirth and
Abba M. Krieger and
Paul R. Rosenbaum Asymptotic Separability in Sensitivity
Analysis . . . . . . . . . . . . . . . . 545--555
Yongmiao Hong Generalized Spectral Tests for Serial
Dependence . . . . . . . . . . . . . . . 557--574
J. A. John and
D. Whitaker Recursive Formulae for the Average
Efficiency Factor in Block and Row-
Column Designs . . . . . . . . . . . . . 575--583
Neil A. Butler and
Michael C. Denham The Peculiar Shrinkage Properties of
Partial Least Squares Regression . . . . 585--593
Myoung-jae Lee Median Treatment Effect in Randomized
Trials . . . . . . . . . . . . . . . . . 595--604
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Matthew Stephens and
Peter Donnelly Inference in Molecular Population
Genetics . . . . . . . . . . . . . . . . 605--655
Haibo Zhou and
C.-Y. Wang Failure Time Regression with Continuous
Covariates Measured with Error . . . . . 657--665
Ronghui Xu and
John O'Quigley Proportional Hazards Estimate of the
Conditional Survival Function . . . . . 667--680
Merlise Clyde and
Edward I. George Flexible Empirical Bayes Estimation for
Wavelets . . . . . . . . . . . . . . . . 681--698
Chi-Lun Cheng and
Hans Schneeweiss and
Markus Thamerus A Small Sample Estimator for a
Polynomial Regression with Errors in the
Variables . . . . . . . . . . . . . . . 699--709
D. Y. Lin and
L. J. Wei and
I. Yang and
Z. Ying Semiparametric Regression for the Mean
and Rate Functions of Recurrent Events 711--730
John Whitehead and
Susan Todd and
W. J. Hall Confidence Intervals for Secondary
Parameters Following a Sequential Test 731--745
Mei-Ling Ting Lee and
Victor DeGruttola and
David Schoenfeld A Model for Markers and Latent Health
Status . . . . . . . . . . . . . . . . . 747--762
Prasad Naik and
Chih-Ling Tsai Partial Least Squares Estimator for
Single-Index Models . . . . . . . . . . 763--771
Kung-Yee Liang and
Jing Qin Regression Analysis under Non-Standard
Situations: A Pairwise Pseudolikelihood
Approach . . . . . . . . . . . . . . . . 773--786
R. A. Sugden and
T. M. F. Smith and
R. P. Jones Cochran's Rule for Simple Random
Sampling . . . . . . . . . . . . . . . . 787--793
Matthew Stephens Dealing with Label Switching in Mixture
Models . . . . . . . . . . . . . . . . . 795--809
T. P. Hettmansperger and
Hoben Thomas Almost Nonparametric Inference for
Repeated Measures in Mixture Models . . 811--825
David M. Zucker and
Offer Lieberman and
Orly Manor Improved Small Sample Inference in the
Mixed Linear Model: Bartlett Correction
and Adjusted Likelihood . . . . . . . . 827--838
John M. Neuhaus Closure of the Class of Binary
Generalized Linear Models in Some
Non-Standard Settings . . . . . . . . . 839--846
Patrick E. Brown and
Kjetil F. Kåresen and
Gareth O. Roberts and
Stefano Tonellato Blur-generated non-separable space--time
models . . . . . . . . . . . . . . . . . 847--860
Anonymous Index of Authors . . . . . . . . . . . . 861--863
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
A. C. Davison and
D. Firth Editorial: Report of the Editors ---
2000 . . . . . . . . . . . . . . . . . . 1--2
C. C. Holmes and
B. K. Mallick Bayesian Regression with Multivariate
Linear Splines . . . . . . . . . . . . . 3--17
Hanfeng Chen and
Jiahua Chen and
John D. Kalbfleisch A Modified Likelihood Ratio Test for
Homogeneity in Finite Mixture Models . . 19--29
Simon C. Barry and
A. H. Welsh Distance Sampling Methodology . . . . . 31--53
Martin Crowder On Repeated Measures Analysis with
Misspecified Covariance Structure . . . 55--62
Fushing Hsieh On Heteroscedastic Hazards Regression
Models: Theory and Application . . . . . 63--79
Paul Gustafson On Measuring Sensitivity to Parametric
Model Misspecification . . . . . . . . . 81--94
Paul H. Garthwaite and
Shafeeqah A. Al-Awadhi Non-Conjugate Prior Distribution
Assessment for Multivariate Normal
Sampling . . . . . . . . . . . . . . . . 95--110
Hong-Tu Zhu and
Sik-Yum Lee Local Influence for Incomplete-Data
Models . . . . . . . . . . . . . . . . . 111--126
Walter R. Gilks and
Carlo Berzuini Following a moving target --- Monte
Carlo inference for dynamic Bayesian
models . . . . . . . . . . . . . . . . . 127--146
Göran Kauermann and
Gerhard Tutz Testing Generalized Linear and
Semiparametric Models against Smooth
Alternatives . . . . . . . . . . . . . . 147--166
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Ole E. Barndorff-Nielsen and
Neil Shephard Non-Gaussian Ornstein--Uhlenbeck-Based
Models and Some of Their Uses in
Financial Economics . . . . . . . . . . 167--241
Birgitte B. Rònn Nonparametric Maximum Likelihood
Estimation for Shifted Curves . . . . . 243--259
Dimitris N. Politis and
Michael Sherman Moment Estimation for Statistics from
Marked Point Processes . . . . . . . . . 261--275
Anthony Y. C. Kuk and
A. H. Welsh Robust Estimation for Finite Populations
Based on a Working Model . . . . . . . . 277--292
Armelle Guillou and
Peter Hall A Diagnostic for Selecting the Threshold
in Extreme Value Analysis . . . . . . . 293--305
Frank Critchley and
Richard A. Atkinson and
Guobing Lu and
Elenice Biazi Influence Analysis Based on the Case
Sensitivity Function . . . . . . . . . . 307--323
Håvard Rue Fast Sampling of Gaussian Markov Random
Fields . . . . . . . . . . . . . . . . . 325--338
Ming Gao Gu and
Hong-Tu Zhu Maximum Likelihood Estimation for
Spatial Models by Markov Chain Monte
Carlo Stochastic Approximation . . . . . 339--355
Zongwu Cai and
Qiwei Yao and
Wenyang Zhang Smoothing for Discrete-Valued Time
Series . . . . . . . . . . . . . . . . . 357--375
Artur Klinger Inference in High Dimensional
Generalized Linear Models Based on Soft
Thresholding . . . . . . . . . . . . . . 377--392
Efstathia Bura and
R. Dennis Cook Estimating the Structural Dimension of
Regressions via Parametric Inverse
Regression . . . . . . . . . . . . . . . 393--410
Robert Tibshirani and
Guenther Walther and
Trevor Hastie Estimating the Number of Clusters in a
Data Set via the Gap Statistic . . . . . 411--423
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Marc C. Kennedy and
Anthony O'Hagan Bayesian Calibration of Computer Models 425--464
C. A. Glasbey and
K. V. Mardia A Penalized Likelihood Approach to Image
Warping . . . . . . . . . . . . . . . . 465--514
Sergio G. Koreisha and
Yue Fang Generalized Least Squares with
Misspecified Serial Correlation
Structures . . . . . . . . . . . . . . . 515--531
Gareth M. James and
Trevor J. Hastie Functional Linear Discriminant Analysis
for Irregularly Sampled Curves . . . . . 533--550
Guy P. Nason Robust Projection Indices . . . . . . . 551--567
Peter Hall and
Liang Peng and
Christian Rau Local Likelihood Tracking of Fault Lines
and Boundaries . . . . . . . . . . . . . 569--582
Wenxin Jiang and
Victor Kipnis and
Douglas Midthune and
Raymond J. Carroll Parameterization and Inference for
Nonparametric Regression Problems . . . 583--591
A. Mira and
J. Mòller and
G. O. Roberts Perfect Slice Samplers . . . . . . . . . 593--606
Kani Chen Parametric and Semiparametric Models for
Recapture and Removal Studies: A
Likelihood Approach . . . . . . . . . . 607--619
Neil A. Butler and
Roger Mead and
Kent M. Eskridge and
Steven G. Gilmour A general method of constructing $
E(s^2) $-optimal supersaturated designs 621--632
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
S. M. Lewis and
A. M. Dean Detection of Interactions in Experiments
on Large Numbers of Factors . . . . . . 633--672
Jonathan R. Stroud and
Peter Müller and
Bruno Sansó Dynamic Models for Spatiotemporal Data 673--689
Gauri S. Datta and
Thomas J. DiCiccio On Expected Volumes of Multidimensional
Confidence Sets Associated with the
Usual and Adjusted Likelihoods . . . . . 691--703
Tom Britton Epidemics in Heterogeneous Communities:
Estimation of R$_O$ and Secure
Vaccination Coverage . . . . . . . . . . 705--715
Peter Hall and
Andrew Rieck Improving Coverage Accuracy of
Nonparametric Prediction Intervals . . . 717--725
Francesco Audrino and
Peter Bühlmann Tree-Structured Generalized
Autoregressive Conditional
Heteroscedastic Models . . . . . . . . . 727--744
A. G. DiRienzo and
S. W. Lagakos Effects of Model Misspecification on
Tests of No Randomized Treatment Effect
Arising from Cox's Proportional Hazards
Model . . . . . . . . . . . . . . . . . 745--757
Marshall M. Joffe Using Information on Realized Effects to
Determine Prospective Causal Effects . . 759--774
Kani Chen Parametric Models for Response-Biased
Sampling . . . . . . . . . . . . . . . . 775--789
Kani Chen Generalized case--cohort sampling . . . 791--809
Stephen Walker and
Nils Lid Hjort On Bayesian Consistency . . . . . . . . 811--821
Anders Brix and
Peter J. Diggle Spatiotemporal Prediction for
Log-Gaussian Cox Processes . . . . . . . 823--841
A. J. Lawrance and
N. Balakrishna Statistical Aspects of Chaotic Maps with
Negative Dependence in a Communications
Setting . . . . . . . . . . . . . . . . 843--853
Sharon X. Xie and
C. Y. Wang and
Ross L. Prentice A Risk Set Calibration Method for
Failure Time Regression by Using a
Covariate Reliability Sample . . . . . . 855--870
John Copas and
Shinto Eguchi Local Sensitivity Approximations for
Selectivity Bias . . . . . . . . . . . . 871--895
Anonymous Index of authors, volume 63, 2001 . . . 897--899
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
A. C. Davison and
D. Firth Report of the Editors --- 2001 . . . . . 1--2
Zhi Geng and
Jianhua Guo and
Wing-Kam Fung Criteria for Confounders in
Epidemiological Studies . . . . . . . . 3--15
Yijian Huang Censored Regression with the Multistate
Accelerated Sojourn Times Model . . . . 17--29
Ronald W. Butler and
Douglas A. Bronson Bootstrapping Survival Times in
Stochastic Systems by Using Saddlepoint
Approximations . . . . . . . . . . . . . 31--49
Yi-Hau Chen Cox Regression in Cohort Studies with
Validation Sampling . . . . . . . . . . 51--62
Burt Holland and
Siu Hung Cheung Familywise Robustness Criteria for
Multiple-Comparison Procedures . . . . . 63--77
Sonia Petrone and
Larry Wasserman Consistency of Bernstein Polynomial
Posteriors . . . . . . . . . . . . . . . 79--100
Kelvin K. W. Yau and
Anthony Y. C. Kuk Robust Estimation in Generalized Linear
Mixed Models . . . . . . . . . . . . . . 101--117
Sally Wood and
Robert Kohn and
Tom Shively and
Wenxin Jiang Model Selection in Spline Nonparametric
Regression . . . . . . . . . . . . . . . 119--139
Peter Hall and
Michael C. Minnotte High Order Data Sharpening for Density
Estimation . . . . . . . . . . . . . . . 141--157
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Xiangrong Yin and
R. Dennis Cook Dimension reduction for the conditional
k th moment in regression . . . . . . . 159--175
Steven N. MacEachern and
Ömer Öztürk and
Douglas A. Wolfe and
Gregory V. Stark A New Ranked Set Sample Estimator of
Variance . . . . . . . . . . . . . . . . 177--188
Stuart Barber and
Guy P. Nason and
Bernard W. Silverman Posterior Probability Intervals for
Wavelet Thresholding . . . . . . . . . . 189--205
Alastair Scott and
Chris Wild On the robustness of weighted methods
for fitting models to case--control data 207--219
Jian Qing Shi and
John Copas Publication bias and meta-analysis for $
2 \times 2 $ tables: an average Markov
chain Monte Carlo EM algorithm . . . . . 221--236
Peide Shi and
Chih-Ling Tsai Regression Model Selection: A Residual
Likelihood Approach . . . . . . . . . . 237--252
Ole E. Barndorff-Nielsen and
Neil Shephard Econometric Analysis of Realized
Volatility and Its Use in Estimating
Stochastic Volatility Models . . . . . . 253--280
Jin Zhang Powerful Goodness-of-Fit Tests Based on
the Likelihood Ratio . . . . . . . . . . 281--294
C. C. Holmes and
N. M. Adams A Probabilistic Nearest Neighbour Method
for Statistical Pattern Recognition . . 295--306
Tim Ramsay Spline Smoothing over Difficult Regions 307--319
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Steffen L. Lauritzen and
Thomas S. Richardson Chain Graph Models and Their Causal
Interpretations . . . . . . . . . . . . 321--348
Anonymous Discussion on the paper by Lauritzen and
Richardson . . . . . . . . . . . . . . . 348--361
Yingcun Xia and
Howell Tong and
W. K. Li and
Li-Xing Zhu An Adaptive Estimation of Dimension
Reduction Space . . . . . . . . . . . . 363--410
Gareth M. James Generalized Linear Models with
Functional Predictors . . . . . . . . . 411--432
Jayanti Gupta and
Paul Damien Conjugacy Class Prior Distributions on
Metric-Based Ranking Models . . . . . . 433--445
Esa Ollila and
Hannu Oja and
Thomas P. Hettmansperger Estimates of Regression Coefficients
Based on the Sign Covariance Matrix . . 447--466
Debajyoti Sinha and
Joseph G. Ibrahim and
Ming-Hui Chen Models for Survival Data from Cancer
Prevention Studies . . . . . . . . . . . 467--477
John D. Storey A Direct Approach to False Discovery
Rates . . . . . . . . . . . . . . . . . 479--498
Christopher Genovese and
Larry Wasserman Operating Characteristics and Extensions
of the False Discovery Rate Procedure 499--517
P. J. Brown and
M. Vannucci and
T. Fearn Bayes Model Averaging with Selection of
Regressors . . . . . . . . . . . . . . . 519--536
Peter Hall and
Terence Tao Relative Efficiencies of Kernel and
Local Likelihood Density Estimators . . 537--547
Peter Hall and
K. Humphreys and
D. M. Titterington On the Adequacy of Variational Lower
Bound Functions for Likelihood-Based
Inference in Markovian Models with
Missing Values . . . . . . . . . . . . . 549--564
Wing-Kam Fung and
Zhong-Yi Zhu and
Bo-Cheng Wei and
Xuming He Influence Diagnostics and Outlier Tests
for Semiparametric Mixed Models . . . . 565--579
A. Mira and
J. Mòller and
G. O. Roberts Corrigendum: Perfect Slice Samplers . . 581--581
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
David J. Spiegelhalter and
Nicola G. Best and
Bradley P. Carlin and
Angelika Van Der Linde Bayesian Measures of Model Complexity
and Fit . . . . . . . . . . . . . . . . 583--639
Karl W. Broman and
Terence P. Speed A Model Selection Approach for the
Identification of Quantitative Trait
Loci in Experimental Crosses . . . . . . 641--656
Paul Fearnhead and
Peter Donnelly Approximate Likelihood Methods for
Estimating Local Recombination Rates . . 657--680
Bret Larget and
Donald L. Simon and
Joseph B. Kadane Bayesian Phylogenetic Inference from
Animal Mitochondrial Genome Arrangements 681--693
George Nicholson and
Albert V. Smith and
Frosti Jónsson and
Ómar Gústafsson and
Kári Stefánsson and
Peter Donnelly Assessing Population Differentiation and
Isolation from Single-Nucleotide
Polymorphism Data . . . . . . . . . . . 695--715
Giovanni Parmigiani and
Elizabeth S. Garrett and
Ramaswamy Anbazhagan and
Edward Gabrielson A Statistical Framework for
Expression-Based Molecular
Classification in Cancer . . . . . . . . 717--736
David J. Balding and
Andrew D. Carothers and
Jonathan L. Marchini and
Lon R. Cardon and
Atam Vetta and
Bob Griffiths and
B. S. Weir and
W. G. Hill and
Darlene Goldstein and
Korbinian Strimmer and
Simon Myers and
Mark A. Beaumont and
C. A. Glasbey and
C. D. Mayer and
Richard Durrett and
Rasmus Nielsen and
P. M. Visscher and
S. A. Knott and
C. S. Haley and
Roderick D. Ball and
Christine A. Hackett and
Susan Holmes and
Dirk Husmeier and
Ritsert C. Jansen and
Cajo J. F. ter Braak and
Chris A. Maliepaard and
Martin P. Boer and
Paul Joyce and
Na Li and
Matthew Stephens and
George A. Marcoulides and
Zvi Drezner and
Kanti Mardia and
Gilean McVean and
Xiao-Li Meng and
Michael F. Ochs and
Mark Pagel and
Naijun Sha and
Marina Vannucci and
Mikko J. Sillanpää and
Scott Sisson and
Brian S. Yandell and
Chunfang Jin and
Jaya M. Satagopan and
Patrick J. Gaffney and
Zhao-Bang Zeng and
Karl W. Broman and
Terence P. Speed and
Paul Fearnhead and
Peter Donnelly and
Bret Larget and
Donald L. Simon and
Joseph B. Kadane and
George Nicholson and
Albert V. Smith and
Frosti Jónsson and
Ómar Gústafsson and
Kárl Stefánsson and
Peter Donnelly and
Giovanni Parmigiani and
Elizabeth S. Garrett and
Ramaswamy Anbazhagan and
Edward Gabrielson Discussion on the meeting on
`Statistical modelling and analysis of
genetic data' . . . . . . . . . . . . . 737--775
G. Casella and
K. L. Mengersen and
C. P. Robert and
D. M. Titterington Perfect Samplers for Mixtures of
Distributions . . . . . . . . . . . . . 777--790
Nicolas W. Hengartner and
Marten H. Wegkamp and
Eric Matzner-Lòber Bandwidth Selection for Local Linear
Regression Smoothers . . . . . . . . . . 791--804
Carmen Fernández and
Peter J. Green Modelling Spatially Correlated Data via
Mixtures: A Bayesian Approach . . . . . 805--826
Christophe Andrieu and
Arnaud Doucet Particle Filtering for Partially
Observed Gaussian State Space Models . . 827--836
Yoon Dong Lee and
Soumendra N. Lahiri Least Squares Variogram Fitting by
Spatial Subsampling . . . . . . . . . . 837--854
C. J. Skinner and
M. J. Elliot A Measure of Disclosure Risk for
Microdata . . . . . . . . . . . . . . . 855--867
A. Delaigle and
I. Gijbels Estimation of Integrated Squared Density
Derivatives from a Contaminated Sample 869--886
Wensheng Guo Inference in Smoothing Spline Analysis
of Variance . . . . . . . . . . . . . . 887--898
Bradley Efron The Two-Way Proportional Hazards Model 899--909
Anonymous Index of Authors, volume 64, 2002 . . . 911--916
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
A. C. Davison and
R. Henderson Report of the Editors, 2002 . . . . . . 1--2
S. P. Brooks and
P. Giudici and
G. O. Roberts Efficient Construction of Reversible
Jump Markov Chain Monte Carlo Proposal
Distributions . . . . . . . . . . . . . 3--39
Christian P. Robert and
Xiao-Li Meng and
Jesper Mòller and
Jeffrey S. Rosenthal and
C. Jennison and
M. A. Hurn and
F. Al-Awadhi and
Peter McCullagh and
Christophe Andrieu and
Arnaud Doucet and
Petros Dellaportas and
Ioulia Papageorgiou and
Ricardo S. Ehlers and
Elena A. Erosheva and
Stephen E. Fienberg and
Jonathan J. Forster and
Roger C. Gill and
Nial Friel and
Peter Green and
David Hastie and
R. King and
Hans R. Künsch and
N. A. Lazar and
C. Osinski Discussion on the paper by Brooks,
Giudici and Roberts . . . . . . . . . . 39--55
Jianqing Fan and
Qiwei Yao and
Zongwu Cai Adaptive Varying-Coefficient Linear
Models . . . . . . . . . . . . . . . . . 57--80
Marc G. Genton and
André Lucas Comprehensive Definitions of Breakdown
Points for Independent and Dependent
Observations . . . . . . . . . . . . . . 81--94
Simon N. Wood Thin Plate Regression Splines . . . . . 95--114
J. Fortiana and
A. Grané Goodness-of-Fit Tests Based on Maximum
Correlations and Their Orthogonal
Decompositions . . . . . . . . . . . . . 115--126
Annie Qu and
Bruce G. Lindsay Building Adaptive Estimating Equations
When Inverse of Covariance Estimation Is
Difficult . . . . . . . . . . . . . . . 127--142
Curtis Tatsuoka and
Thomas Ferguson Sequential Classification on Partially
Ordered Sets . . . . . . . . . . . . . . 143--157
M. C. Jones and
M. J. Faddy A Skew Extension of the
$t$-Distribution, with Applications . . 159--174
Edward L. Korn and
Barry I. Graubard Estimating Variance Components by Using
Survey Data . . . . . . . . . . . . . . 175--190
Haihong Li and
Bruce G. Lindsay and
Richard P. Waterman Efficiency of Projected Score Methods in
Rectangular Array Asymptotics . . . . . 191--208
Manabu Kuroki and
Masami Miyakawa Covariate Selection for Estimating the
Causal Effect of Control Plans by Using
Causal Diagrams . . . . . . . . . . . . 209--222
Tetsuhisa Miwa and
A. J. Hayter and
Satoshi Kuriki The Evaluation of General Non-Centred
Orthant Probabilities . . . . . . . . . 223--234
A. N. Pettitt and
N. Friel and
R. Reeves Efficient Calculation of the Normalizing
Constant of the Autologistic and Related
Models on the Cylinder and Lattice . . . 235--246
Jiannong Liu and
James S. Hodges Posterior Bimodality in the Balanced
One-Way Random-Effects Model . . . . . . 247--255
Weijing Wang Estimating the Association Parameter for
Copula Models under Dependent Censoring 257--273
Jolene Birmingham and
Andrea Rotnitzky and
Garrett M. Fitzmaurice Pattern--Mixture and Selection Models
for Analysing Longitudinal Data with
Monotone Missing Patterns . . . . . . . 275--297
Rolf Sundberg Conditional Statistical Inference and
Quantification of Relevance . . . . . . 299--315
Jason P. Fine and
David V. Glidden and
Kristine E. Lee A Simple Estimator for a Shared Frailty
Regression Model . . . . . . . . . . . . 317--329
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
S. A. Murphy Optimal Dynamic Treatment Regimes . . . 331--355
Anonymous Discussion on the paper by Murphy . . . 355--366
Adelchi Azzalini and
Antonella Capitanio Distributions Generated by Perturbation
of Symmetry with Emphasis on a
Multivariate Skew $t$-Distribution . . . 367--389
Richard Royall and
Tsung-Shan Tsou Interpreting Statistical Evidence by
Using Imperfect Models: Robust Adjusted
Likelihood Functions . . . . . . . . . . 391--404
Jeng-Min Chiou and
Hans-Georg Müller and
Jane-Ling Wang Functional Quasi-Likelihood Regression
Models with Smooth Random Effects . . . 405--423
Peter Hall and
Qiwei Yao Data Tilting for Time Series . . . . . . 425--442
Peter Hall and
Ingrid Van Keilegom Using Difference-Based Methods for
Inference in Nonparametric Regression
with Time Series Errors . . . . . . . . 443--456
Michael G. Akritas and
Ingrid Van Keilegom Estimation of Bivariate and Marginal
Distributions with Censored Data . . . . 457--471
Angela Winnett and
Peter Sasieni Iterated Residuals and Time-Varying
Covariate Effects in Cox Regression . . 473--488
Jong S. Kim Maximum Likelihood Estimation for the
Proportional Hazards Model with Partly
Interval-Censored Data . . . . . . . . . 489--502
S. P. Brooks and
N. Friel and
R. King Classical Model Selection via Simulated
Annealing . . . . . . . . . . . . . . . 503--520
Anthony W. Ledford and
Jonathan A. Tawn Diagnostics for Dependence within Time
Series Extremes . . . . . . . . . . . . 521--543
Christopher A. T. Ferro and
Johan Segers Inference for Clusters of Extreme Values 545--556
Fernando A. Quintana and
Pilar L. Iglesias Bayesian Clustering and Product
Partition Models . . . . . . . . . . . . 557--574
Hua Yun Chen A Note on the Prospective Analysis of
Outcome-Dependent Samples . . . . . . . 575--584
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
A. Kong and
P. McCullagh and
X.-L. Meng and
D. Nicolae and
Z. Tan A Theory of Statistical Models for Monte
Carlo Integration . . . . . . . . . . . 585--604
Anonymous Discussion on the paper by Kong,
McCullagh, Meng, Nicolae and Tan . . . . 604--618
Kim E. Andersen and
Stephen P. Brooks and
Martin B. Hansen Bayesian Inversion of Geoelectrical
Resistivity Data . . . . . . . . . . . . 619--642
Malka Gorfine and
Li Hsu and
Ross L. Prentice Estimation of Dependence between Paired
Correlated Failure Times in the Presence
of Covariate Measurement Error . . . . . 643--661
Song Xi Chen and
Wolfgang Härdle and
Ming Li An Empirical Likelihood Goodness-of-Fit
Test for Time Series . . . . . . . . . . 663--678
Olivier Cappé and
Christian P. Robert and
Tobias Rydén Reversible Jump, Birth-and-Death and
More General Continuous Time Markov
Chain Monte Carlo Samplers . . . . . . . 679--700
Jaap H. Abbring and
Gerard J. Van Den Berg The Identifiability of the Mixed
Proportional Hazards Competing Risks
Model . . . . . . . . . . . . . . . . . 701--710
Paul J. Rathouz Likelihood Methods for Missing Covariate
Data in Highly Stratified Studies . . . 711--723
Holger Dette and
Viatcheslav B. Melas and
Andrey Pepelyshev and
Nikolai Strigul Efficient Design of Experiments in the
Monod Model . . . . . . . . . . . . . . 725--742
Alexandra M. Schmidt and
Anthony O'Hagan Bayesian Inference for Non-Stationary
Spatial Covariance Structure via Spatial
Deformations . . . . . . . . . . . . . . 743--758
A. Tsodikov Semiparametric Models: A Generalized
Self-Consistency Approach . . . . . . . 759--774
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Ole E. Barndorff-Nielsen and
Richard D. Gill and
Peter E. Jupp On Quantum Statistical Inference . . . . 775--804
Anonymous Discussion on the paper by
Barndorff-Nielsen, Gill and Jupp . . . . 805--816
S. Vansteelandt and
E. Goetghebeur Causal Inference with Generalized
Structural Mean Models . . . . . . . . . 817--835
Kevin K. Dobbin and
Thomas A. Louis Accommodating Stochastic Departures from
Percentile Invariance in Causal Models 837--849
Paola Bortot and
Stuart Coles Extremes of Markov Chains with Tail
Switching Potential . . . . . . . . . . 851--867
Peter Hall and
Jiying Yin Nonparametric Methods for Deconvolving
Multiperiodic Functions . . . . . . . . 869--886
Paul Fearnhead and
Peter Clifford On-Line Inference for Hidden Markov
Models via Particle Filters . . . . . . 887--899
Wenxin Mao and
Linda H. Zhao Free-Knot Polynomial Splines with
Confidence Intervals . . . . . . . . . . 901--919
Weijing Wang Nonparametric Estimation of the Sojourn
Time Distributions for a Multipath Model 921--935
D. R. Cox and
Nanny Wermuth A General Condition for Avoiding Effect
Reversal after Marginalization . . . . . 937--941
Anonymous Index of authors, volume 65, 2003 . . . 943--945
Anders Brix and
Peter J. Diggle Corrigendum: Spatiotemporal Prediction
for Log-Gaussian Cox Processes . . . . . 946--946
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Contents of volume 65, 2003 . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
A. C. Davison and
R. Henderson Report of the Editors, 2003 . . . . . . 1--2
Hong-Tu Zhu and
Heping Zhang Hypothesis Testing in Mixture Regression
Models . . . . . . . . . . . . . . . . . 3--16
John Staudenmayer and
David Ruppert Local polynomial regression and
simulation--extrapolation . . . . . . . 17--30
Raymond J. Carroll and
Peter Hall Low Order Approximations in
Deconvolution and Regression with Errors
in Variables . . . . . . . . . . . . . . 31--46
Alberto Roverato and
Guido Consonni Compatible Prior Distributions for
Directed Acyclic Graph Models . . . . . 47--61
Shiqing Ling Estimation and Testing Stationarity for
Double-Autoregressive Models . . . . . . 63--78
Martin Schlather and
Paulo J. Ribeiro, Jr. and
Peter J. Diggle Detecting Dependence between Marks and
Locations of Marked Point Processes . . 79--93
Hanfeng Chen and
Jiahua Chen and
John D. Kalbfleisch Testing for a Finite Mixture Model with
Two Components . . . . . . . . . . . . . 95--115
Willa W. Chen and
Rohit S. Deo Power Transformations to Induce
Normality and Their Applications . . . . 117--130
John Haslett and
Dominic Dillane Application of `Delete = Replace' to
Deletion Diagnostics for Variance
Component Estimation in the Linear Mixed
Model . . . . . . . . . . . . . . . . . 131--143
Roger Koenker and
Ivan Mizera Penalized Triograms: Total Variation
Regularization for Bivariate Smoothing 145--163
Ciprian M. Crainiceanu and
David Ruppert Likelihood Ratio Tests in Linear Mixed
Models with One Variance Component . . . 165--185
John D. Storey and
Jonathan E. Taylor and
David Siegmund Strong Control, Conservative Point
Estimation and Simultaneous Conservative
Consistency of False Discovery Rates: A
Unified Approach . . . . . . . . . . . . 187--205
Christian Bressen Pipper and
Torben Martinussen An Estimating Equation for Parametric
Shared Frailty Models with Marginal
Additive Hazards . . . . . . . . . . . . 207--220
Hee-Seok Oh and
Ta-Hsin Li Estimation of Global Temperature Fields
from Scattered Observations by a
Spherical-Wavelet-Based Spatially
Adaptive Method . . . . . . . . . . . . 221--238
Maja Miloslavsky and
Sündüz Kele\cs and
Mark J. van der Laan and
Steve Butler Recurrent Events Analysis in the
Presence of Time-Dependent Covariates
and Dependent Censoring . . . . . . . . 239--257
John J. Hanfelt Composite Conditional Likelihood for
Sparse Clustered Data . . . . . . . . . 259--273
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Michael L. Stein and
Zhiyi Chi and
Leah J. Welty Approximating Likelihoods for Large
Spatial Data Sets . . . . . . . . . . . 275--296
M. A. Black A Note on the Adaptive Control of False
Discovery Rates . . . . . . . . . . . . 297--304
Ross L. Prentice and
F. Zoe Moodie and
Jianrong Wu Hazard-Based Nonparametric Survivor
Function Estimation . . . . . . . . . . 305--319
Jiti Gao and
Howell Tong Semiparametric Non-Linear Time Series
Model Selection . . . . . . . . . . . . 321--336
Young-Ju Kim and
Chong Gu Smoothing Spline Gaussian Regression:
More Scalable Computation via Efficient
Approximation . . . . . . . . . . . . . 337--356
Paul S. Clarke and
Peter W. F. Smith Interval Estimation for Log-Linear
Models with One Variable Subject to
Non-Ignorable Non-Response . . . . . . . 357--368
Gareth O. Roberts and
Omiros Papaspiliopoulos and
Petros Dellaportas Bayesian Inference for Non-Gaussian
Ornstein--Uhlenbeck Stochastic
Volatility Processes . . . . . . . . . . 369--393
D. R. Cox and
Man Yu Wong A Simple Procedure for the Selection of
Significant Effects . . . . . . . . . . 395--400
Wenzheng Huang Stepwise Likelihood Ratio Statistics in
Sequential Studies . . . . . . . . . . . 401--409
Håkon Tjelmeland and
Jo Eidsvik On the Use of Local Optimizations within
Metropolis--Hastings Updates . . . . . . 411--427
C. G. Wager and
B. A. Coull and
N. Lange Modelling Spatial Intensity for
Replicated Inhomogeneous Point Patterns
in Brain Imaging . . . . . . . . . . . . 429--446
Knut Heggland and
Arnoldo Frigessi Estimating Functions in Indirect
Inference . . . . . . . . . . . . . . . 447--462
Jianhua Z. Huang and
Lijian Yang Identification of Non-Linear Additive
Autoregressive Models . . . . . . . . . 463--477
Li-Chun Zhang and
Raymond L. Chambers Small Area Estimates for
Cross-Classifications . . . . . . . . . 479--496
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Janet E. Heffernan and
Jonathan A. Tawn A Conditional Approach for Multivariate
Extreme Values . . . . . . . . . . . . . 497--529
Anonymous Discussion on the paper by Heffernan and
Tawn . . . . . . . . . . . . . . . . . . 530--546
Iain M. Johnstone and
Gérard Kerkyacharian and
Dominique Picard and
Marc Raimondo Wavelet Deconvolution in a Periodic
Setting . . . . . . . . . . . . . . . . 547--573
Patrick J. Wolfe and
Simon J. Godsill and
Wee-Jing Ng Bayesian variable selection and
regularization for time--frequency
surface estimation . . . . . . . . . . . 575--589
H. Haario and
M. Laine and
M. Lehtinen and
E. Saksman and
J. Tamminen Markov Chain Monte Carlo Methods for
High Dimensional Inversion in Remote
Sensing . . . . . . . . . . . . . . . . 591--607
Dan Cornford and
Lehel Csató and
David J. Evans and
Manfred Opper Bayesian Analysis of the Scatterometer
Wind Retrieval Inverse Problem: Some New
Approaches . . . . . . . . . . . . . . . 609--626
Anonymous Discussion on the meeting on
`Statistical approaches to inverse
problems' . . . . . . . . . . . . . . . 627--652
R. L. Eubank and
Chunfeng Huang and
Y. Muñoz Maldonado and
Naisyin Wang and
Suojin Wang and
R. J. Buchanan Smoothing Spline Estimation in
Varying-Coefficient Models . . . . . . . 653--667
Rong Chen and
Lijian Yang and
Christian Hafner Nonparametric Multistep-Ahead Prediction
in Time Series Analysis . . . . . . . . 669--686
Nanny Wermuth and
D. R. Cox Joint Response Graphs and Separation
Induced by Triangular Systems . . . . . 687--717
Glenn Heller and
E. S. Venkatraman A Nonparametric Test to Compare Survival
Distributions with Covariate Adjustment 719--733
Peter Müller and
Fernando Quintana and
Gary Rosner A Method for Combining Inference across
Related Nonparametric Bayesian Models 735--749
Jeremy E. Oakley and
Anthony O'Hagan Probabilistic Sensitivity Analysis of
Complex Models: A Bayesian Approach . . 751--769
Paul Fearnhead and
Loukia Meligkotsidou Exact Filtering for Partially Observed
Continuous Time Models . . . . . . . . . 771--789
Haiqun Lin and
Daniel O. Scharfstein and
Robert A. Rosenheck Analysis of Longitudinal Data with
Irregular, Outcome-Dependent Follow-Up 791--813
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Jerome H. Friedman and
Jacqueline J. Meulman Clustering Objects on Subsets of
Attributes . . . . . . . . . . . . . . . 815--849
N. Rao Chaganty and
Harry Joe Efficiency of Generalized Estimating
Equations for Binary Responses . . . . . 851--860
Peter Hall and
Juhyun Park Nonparametric Inference about Service
Time Distribution from Indirect
Measurements . . . . . . . . . . . . . . 861--875
Håvard Rue and
Ingelin Steinsland and
Sveinung Erland Approximating Hidden Gaussian Markov
Random Fields . . . . . . . . . . . . . 877--892
Philippe Huber and
Elvezio Ronchetti and
Maria-Pia Victoria-Feser Estimation of Generalized Linear Latent
Variable Models . . . . . . . . . . . . 893--908
Gerda Claeskens Restricted Likelihood Ratio Lack-of-Fit
Tests Using Mixed Spline Models . . . . 909--926
Stuart Barber and
Guy P. Nason Real Nonparametric Regression Using
Complex Wavelets . . . . . . . . . . . . 927--939
Konstantinos Fokianos Merging Information for Semiparametric
Density Estimation . . . . . . . . . . . 941--958
Daniel Gervini and
Theo Gasser Self-Modelling Warping Functions . . . . 959--971
Hee-Seok Oh and
Ta-Hsin Li Corrigendum: Estimation of Global
Temperature Fields from Scattered
Observations by a
Spherical-Wavelet-Based Spatially
Adaptive Method . . . . . . . . . . . . 973--973
Anonymous Index of Authors, volume 66, 2004 . . . 974--977
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
R. Henderson and
A. Wood Report of the Editors, 2004 . . . . . . 1--2
Dariusz Uci\'nski and
Barbara Bogacka $T$-Optimum Designs for Discrimination
between Two Multiresponse Dynamic Models 3--18
Axel Munk and
Nicolai Bissantz and
Thorsten Wagner and
Gudrun Freitag On Difference-Based Variance Estimation
in Nonparametric Regression When the
Covariate Is High Dimensional . . . . . 19--41
Jens Perch Nielsen and
Stefan Sperlich Smooth Backfitting in Practice . . . . . 43--61
Wenqing He and
Jerald F. Lawless Bivariate location--scale models for
regression analysis, with applications
to lifetime data . . . . . . . . . . . . 63--78
Yves G. Berger and
Chris J. Skinner A Jackknife Variance Estimator for
Unequal Probability Sampling . . . . . . 79--89
Robert Tibshirani and
Michael Saunders and
Saharon Rosset and
Ji Zhu and
Keith Knight Sparsity and Smoothness via the Fused
Lasso . . . . . . . . . . . . . . . . . 91--108
L. M. Artiles and
R. D. Gill and
M. I. Gu\ct\ua An Invitation to Quantum Tomography . . 109--134
Wenzheng Huang and
Garrett M. Fitzmaurice Analysis of Longitudinal Data Unbalanced
over Time . . . . . . . . . . . . . . . 135--155
Arthur L. Dryver and
Steven K. Thompson Improved Unbiased Estimators in Adaptive
Cluster Sampling . . . . . . . . . . . . 157--166
Chandan Saha and
Michael P. Jones Asymptotic Bias in the Linear Mixed
Effects Model under Non-Ignorable
Missing Data Mechanisms . . . . . . . . 167--182
Dan J. Spitzner Risk-Reducing Shrinkage Estimation for
Generalized Linear Models . . . . . . . 183--196
John D. Storey and
Jonathan E. Taylor and
David Siegmund Acknowledgment of priority:
Acknowledgement of priority: Strong
control, conservative point estimation
and simultaneous conservative
consistency of false discovery rates: a
unified approach . . . . . . . . . . . . 197--197
John D. Storey and
Jonathan E. Taylor and
David Siegmund Acknowledgement of Priority: Strong
Control, Conservative Point Estimation
and Simultaneous Conservative
Consistency of False Discovery Rates: A
Unified Approach . . . . . . . . . . . . 197--197
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Yuguo Chen and
Junyi Xie and
Jun S. Liu Stopping-Time Resampling for Sequential
Monte Carlo Methods . . . . . . . . . . 199--217
Bani K. Mallick and
Debashis Ghosh and
Malay Ghosh Bayesian Classification of Tumours by
Using Gene Expression Data . . . . . . . 219--234
Brian S. Caffo and
Wolfgang Jank and
Galin L. Jones Ascent-based Monte Carlo expectation--
maximization . . . . . . . . . . . . . . 235--251
Ole F. Christensen and
Gareth O. Roberts and
Jeffrey S. Rosenthal Scaling Limits for the Transient Phase
of Local Metropolis--Hastings Algorithms 253--268
Petros Dellaportas and
Claudia Tarantola Model Determination for Categorical Data
with Factor Level Merging . . . . . . . 269--283
Lexin Li and
R. Dennis Cook and
Christopher J. Nachtsheim Model-Free Variable Selection . . . . . 285--299
Hui Zou and
Trevor Hastie Regularization and Variable Selection
via the Elastic Net . . . . . . . . . . 301--320
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Makram Talih and
Nicolas Hengartner Structural Learning with Time-Varying
Components: Tracking the Cross-Section
of Financial Time Series . . . . . . . . 321--341
Richard Samworth Small Confidence Sets for the Mean of a
Spherically Symmetric Distribution . . . 343--361
Peter Hall and
Richard J. Samworth Properties of Bagged Nearest Neighbour
Classifiers . . . . . . . . . . . . . . 363--379
Shiqing Ling Self-Weighted Least Absolute Deviation
Estimation for Infinite Variance
Autoregressive Models . . . . . . . . . 381--393
Mogens Bladt and
Michael Sòrensen Statistical Inference for Discretely
Observed Markov Jump Processes . . . . . 395--410
Art B. Owen Variance of the Number of False
Discoveries . . . . . . . . . . . . . . 411--426
Peter Hall and
J. S. Marron and
Amnon Neeman Geometric Representation of High
Dimension, Low Sample Size Data . . . . 427--444
Jean-François Beaumont Calibrated Imputation in Surveys under a
Quasi-Model-Assisted Approach . . . . . 445--458
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
John Copas and
Shinto Eguchi Local Model Uncertainty and
Incomplete-Data Bias (with discussion) 459--513
Paul R. Rosenbaum An Exact Distribution-Free Test
Comparing Two Multivariate Distributions
Based on Adjacency . . . . . . . . . . . 515--530
Jeng-Min Chiou and
Hans-Georg Müller Estimated Estimating Equations:
Semiparametric Inference for Clustered
and Longitudinal Data . . . . . . . . . 531--553
Mette Langaas and
Bo Henry Lindqvist and
Egil Ferkingstad Estimating the Proportion of True Null
Hypotheses, with Application to DNA
Microarray Data . . . . . . . . . . . . 555--572
Michael G. Hudgens On Nonparametric Maximum Likelihood
Estimation with Interval Censoring and
Left Truncation . . . . . . . . . . . . 573--587
Henghsiu Tsai and
K. S. Chan A Note on Non-Negative Continuous Time
Processes . . . . . . . . . . . . . . . 589--597
José T. A. S. Ferreira and
Mark F. J. Steel Modelling Directional Dispersion through
Hyperspherical Log-Splines . . . . . . . 599--616
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
A. Baddeley and
R. Turner and
J. Mòller and
M. Hazelton Residual Analysis for Spatial Point
Processes (with discussion) . . . . . . 617--666
Michael L. Stein Statistical Methods for Regular
Monitoring Data . . . . . . . . . . . . 667--687
Valen E. Johnson Bayes Factors Based on Test Statistics 689--701
Henghsiu Tsai and
K. S. Chan Maximum Likelihood Estimation of Linear
Continuous Time Long Memory Processes
with Discrete Time Data . . . . . . . . 703--716
Peter Hall and
Julian Z. Wang Bayesian Likelihood Methods for
Estimating the End Point of a
Distribution . . . . . . . . . . . . . . 717--729
Nikolaos Demiris and
Philip D. O'Neill Bayesian Inference for Stochastic
Multitype Epidemics in Structured
Populations via Random Graphs . . . . . 731--745
Vladimir Vovk and
Glenn Shafer Good Randomized Sequential Probability
Forecasting Is Always Possible . . . . . 747--763
Anonymous Index of authors, volume 67, 2005 . . . 765--767
Anonymous Addendum: Regularization and Variable
Selection via the Elastic Net . . . . . 768--768
Hui Zou and
Trevor Hastie Addendum: Addendum: Regularization and
variable selection via the elastic net 768--768
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
R. Henderson and
A. Wood Report of the Editors, 2005 . . . . . . 1--2
Fang Yao and
Thomas C. M. Lee Penalized Spline Models for Functional
Principal Component Analysis . . . . . . 3--25
Maarten Jansen Multiscale Poisson Data Smoothing . . . 27--48
Ming Yuan and
Yi Lin Model Selection and Estimation in
Regression with Grouped Variables . . . 49--67
Xihong Lin and
Raymond J. Carroll Semiparametric Estimation in General
Repeated Measures Problems . . . . . . . 69--88
Liqiang Ni and
R. Dennis Cook Sufficient Dimension Reduction in
Regressions across Heterogeneous
Subpopulations . . . . . . . . . . . . . 89--107
Peter Hall and
Mohammad Hosseini-Nasab On Properties of Functional Principal
Components Analysis . . . . . . . . . . 109--126
Zongming Ma and
Xianchao Xie and
Zhi Geng Collapsibility of Distribution
Dependence . . . . . . . . . . . . . . . 127--133
Kathryn Prewitt and
Sharon Lohr Bandwidth Selection in Local Polynomial
Regression Using Eigenvalues . . . . . . 135--154
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Francesco Bartolucci Likelihood Inference for a Class of
Latent Markov Models under Linear
Hypotheses on the Transition
Probabilities . . . . . . . . . . . . . 155--178
Jeffrey S. Morris and
Raymond J. Carroll Wavelet-Based Functional Mixed Models 179--199
Aurore Delaigle and
Peter Hall and
Peihua Qiu Nonparametric Methods for Solving the
Berkson Errors-in-Variables Problem . . 201--220
Peter Hall and
Tapabrata Maiti On Parametric Bootstrap Methods for
Small Area Prediction . . . . . . . . . 221--238
Eric V. Slud and
Tapabrata Maiti Mean-Squared Error Estimation in
Transformed Fay--Herriot Models . . . . 239--257
I. D. Currie and
M. Durban and
P. H. C. Eilers Generalized Linear Array Models with
Applications to Multidimensional
Smoothing . . . . . . . . . . . . . . . 259--280
Thomas J. DiCiccio and
Anna Clara Monti and
G. Alastair Young Variance Stabilization for a Scalar
Parameter . . . . . . . . . . . . . . . 281--303
Shubhankar Ray and
Bani Mallick Functional Clustering by Bayesian
Wavelet Methods . . . . . . . . . . . . 305--332
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Alexandros Beskos and
Omiros Papaspiliopoulos and
Gareth O. Roberts and
Paul Fearnhead Exact and Computationally Efficient
Likelihood-Based Estimation for
Discretely Observed Diffusion Processes
(with discussion) . . . . . . . . . . . 333--382
Diana M. Sima and
Sabine Van Huffel Regularized Semiparametric Model
Identification with Application to
Nuclear Magnetic Resonance Signal
Quantification with Unknown
Macromolecular Base-Line . . . . . . . . 383--409
Pierre Del Moral and
Arnaud Doucet and
Ajay Jasra Sequential Monte Carlo Samplers . . . . 411--436
Ramani S. Pilla and
Annie Qu and
Catherine Loader Testing for Order-Restricted Hypotheses
in Longitudinal Data . . . . . . . . . . 437--455
Baibing Li A New Approach to Cluster Analysis: The
Clustering-Function-Based Method . . . . 457--476
Jelle J. Goeman and
Sara A. Van De Geer and
Hans C. Van Houwelingen Testing against a High Dimensional
Alternative . . . . . . . . . . . . . . 477--493
A. C. Davison and
D. A. S. Fraser and
N. Reid Improved Likelihood Inference for
Discrete Data . . . . . . . . . . . . . 495--508
Jae Kwang Kim and
J. Michael Brick and
Wayne A. Fuller and
Graham Kalton On the Bias of the Multiple-Imputation
Variance Estimator in Survey Sampling 509--521
Christopher R. Gjestvang and
Sarjinder Singh A New Randomized Response Model . . . . 523--530
Yves G. Berger and
J. N. K. Rao Adjusted Jackknife for Imputation under
Unequal Probability Sampling without
Replacement . . . . . . . . . . . . . . 531--547
Lixing Zhu and
Liugen Xue Empirical Likelihood Confidence Regions
in a Partially Linear Single-Index Model 549--570
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
C. J. Brien and
R. A. Bailey Multiple Randomizations . . . . . . . . 571--609
Piotr Fryzlewicz and
Guy P. Nason Haar--Fisz Estimation of Evolutionary
Wavelet Spectra . . . . . . . . . . . . 611--634
Jiancang Zhuang Second-Order Residual Analysis of
Spatiotemporal Point Processes and
Applications in Model Evaluation . . . . 635--653
Bradley Efron Minimum Volume Confidence Regions for a
Multivariate Normal Mean Vector . . . . 655--670
Daniel Gervini Free-Knot Spline Smoothing for
Functional Data . . . . . . . . . . . . 671--687
Peter Hall and
Céline Vial Assessing the Finite Dimensionality of
Functional Data . . . . . . . . . . . . 689--705
Bent Nielsen Correlograms for Non-Stationary
Autoregressions . . . . . . . . . . . . 707--720
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Sébastien Van Bellegem and
Rainer Dahlhaus Semiparametric Estimation by Model
Selection for Locally Stationary
Processes . . . . . . . . . . . . . . . 721--746
J. T. Kent and
K. V. Mardia and
P. McDonnell The Complex Bingham Quartic Distribution
and Shape Analysis . . . . . . . . . . . 747--765
Paul Fearnhead and
Chris Sherlock An Exact Gibbs Sampler for the
Markov-Modulated Poisson Process . . . . 767--784
Earl Lawrence and
George Michailidis and
Vijayan N. Nair Network Delay Tomography Using Flexicast
Experiments . . . . . . . . . . . . . . 785--813
Jing Cheng and
Dylan S. Small Bounds on Causal Effects in Three-Arm
Trials with Non-Compliance . . . . . . . 815--836
Anestis Antoniadis and
Efstathios Paparoditis and
Theofanis Sapatinas A functional wavelet--kernel approach
for time series prediction . . . . . . . 837--857
John M. Neuhaus and
Charles E. McCulloch Separating between- and within-Cluster
Covariate Effects by Using Conditional
and Partitioning Methods . . . . . . . . 859--872
Anonymous Index of authors, volume 68, 2006 . . . 873--875
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
C. P. Robert and
A. T. A. Wood Report of the Editors, 2006 . . . . . . 1--2
S. Allassonni\`ere and
Y. Amit and
A. Trouvé Towards a Coherent Statistical Framework
for Dense Deformable Template Estimation 3--29
Yongtao Guan and
Michael Sherman On Least Squares Fitting for Stationary
Spatial Point Processes . . . . . . . . 31--49
Neil A. Butler and
Victorino M. Ramos Optimal Additions to and Deletions from
Two-Level Orthogonal Arrays . . . . . . 51--61
Hansheng Wang and
Guodong Li and
Chih-Ling Tsai Regression Coefficient and
Autoregressive Order Shrinkage and
Selection Via the Lasso . . . . . . . . 63--78
Tze Leung Lai and
Dylan Small Marginal Regression Analysis of
Longitudinal Data with Time-Dependent
Covariates: A Generalized
Method-of-Moments Approach . . . . . . . 79--99
Jing Qin and
Biao Zhang Empirical-Likelihood-Based Inference in
Missing Response Problems and Its
Application in Observational Studies . . 101--122
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Nilanjan Chatterjee and
Yi-Hau Chen Maximum Likelihood Inference on a Mixed
Conditionally and Marginally Specified
Regression Model for Genetic
Epidemiologic Studies with Two-Phase
Sampling . . . . . . . . . . . . . . . . 123--142
Ming Yuan and
Yi Lin On the Non-Negative Garrotte Estimator 143--161
David B. Dunson and
Natesh Pillai and
Ju-Hyun Park Bayesian Density Regression . . . . . . 163--183
Yong Wang On Fast Computation of the
Non-Parametric Maximum Likelihood
Estimate of a Mixing Distribution . . . 185--198
Sara Geneletti Identifying Direct and Indirect Effects
in a Non-Counterfactual Framework . . . 199--215
M.-O. Boldi and
A. C. Davison A Mixture Model for Multivariate
Extremes . . . . . . . . . . . . . . . . 217--229
J. López-Fidalgo and
C. Tommasi and
P. C. Trandafir An Optimal Experimental Design Criterion
for Discriminating between Non-Normal
Models . . . . . . . . . . . . . . . . . 231--242
Tilmann Gneiting and
Fadoua Balabdaoui and
Adrian E. Raftery Probabilistic Forecasts, Calibration and
Sharpness . . . . . . . . . . . . . . . 243--268
Nicolas Chopin Inference and Model Choice for
Sequentially Ordered Hidden Markov
Models . . . . . . . . . . . . . . . . . 269--284
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Yi Li and
Ram C. Tiwari and
Subharup Guha Mixture Cure Survival Models with
Dependent Censoring . . . . . . . . . . 285--306
Andrea Rotnitzky and
Andres Farall and
Andrea Bergesio and
Daniel Scharfstein Analysis of Failure Time Data under
Competing Censoring Mechanisms . . . . . 307--327
Ming Yuan and
Ali Ekici and
Zhaosong Lu and
Renato Monteiro Dimension Reduction and Coefficient
Estimation in Multivariate Linear
Regression . . . . . . . . . . . . . . . 329--346
John D. Storey The Optimal Discovery Procedure: A New
Approach to Simultaneous Significance
Testing . . . . . . . . . . . . . . . . 347--368
C. A. Field and
A. H. Welsh Bootstrapping Clustered Data . . . . . . 369--390
Wei Biao Wu and
Zhibiao Zhao Inference of Trends in Time Series . . . 391--410
Molin Wang and
John J. Hanfelt Orthogonal Locally Ancillary Estimating
Functions for Matched Pair Studies and
Errors in Covariates . . . . . . . . . . 411--428
Peter Hall and
Yanyuan Ma Semiparametric Estimators of Functional
Measurement Error Models with Unknown
Error . . . . . . . . . . . . . . . . . 429--446
David J. Nott and
Anthony Y. C. Kuk Coefficient Sign Prediction Methods for
Model Selection . . . . . . . . . . . . 447--461
Mark J. van der Laan and
Alan Hubbard and
Nicholas P. Jewell Estimation of Treatment Effects in
Randomized Trials with Non-Compliance
and a Dichotomous Outcome . . . . . . . 463--482
Nicolai Bissantz and
Lutz Dümbgen and
Hajo Holzmann and
Axel Munk Non-Parametric Confidence Bands in
Deconvolution Density Estimation . . . . 483--506
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
D. Zeng and
D. Y. Lin Maximum Likelihood Estimation in
Semiparametric Regression Models with
Censored Data . . . . . . . . . . . . . 507--564
Jack Cuzick and
Peter Sasieni and
Jonathan Myles and
Jonathan Tyrer Estimating the Effect of Treatment in a
Proportional Hazards Model in the
Presence of Non-Compliance and
Contamination . . . . . . . . . . . . . 565--588
Paul Fearnhead and
Zhen Liu On-Line Inference for Multiple
Changepoint Problems . . . . . . . . . . 589--605
Vivekananda Roy and
James P. Hobert Convergence Rates and Asymptotic
Standard Errors for Markov Chain Monte
Carlo Algorithms for Bayesian Probit
Regression . . . . . . . . . . . . . . . 607--623
Renjun Ma and
Bent Jòrgensen Nested Generalized Linear Mixed Models:
An Orthodox Best Linear Unbiased
Predictor Approach . . . . . . . . . . . 625--641
Marc G. Genton and
Peter Hall Statistical Inference for Evolving
Periodic Functions . . . . . . . . . . . 643--657
Mee Young Park and
Trevor Hastie $ L_1 $-Regularization Path Algorithm
for Generalized Linear Models . . . . . 659--677
Jeng-Min Chiou and
Pai-Ling Li Functional Clustering and Identifying
Substructures of Longitudinal Data . . . 679--699
Jakob G. Rasmussen and
Jesper Mòller and
Brian H. Aukema and
Kenneth F. Raffa and
Jun Zhu Continuous Time Modelling of Dynamical
Spatial Lattice Data Observed at
Sparsely Distributed Times . . . . . . . 701--713
Antonio Lijoi and
Ramsés H. Mena and
Igor Prünster Controlling the Reinforcement in
Bayesian Non-Parametric Mixture Models 715--740
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
J. O. Ramsay and
G. Hooker and
D. Campbell and
J. Cao Parameter Estimation for Differential
Equations: A Generalized Smoothing
Approach . . . . . . . . . . . . . . . . 741--796
Paul Gustafson Measurement Error Modelling with an
Approximate Instrumental Variable . . . 797--815
Xiaoping Jin and
Sudipto Banerjee and
Bradley P. Carlin Order-Free Co-Regionalized Areal Data
Models with Application to
Multiple-Disease Mapping . . . . . . . . 817--838
Majid Mojirsheibani and
Zahra Montazeri Statistical Classification with Missing
Covariates . . . . . . . . . . . . . . . 839--857
Raymond J. Carroll and
Aurore Delaigle and
Peter Hall Non-Parametric Regression Estimation
from Data Contaminated by a Mixture of
Berkson and Classical Errors . . . . . . 859--878
Yannis Jemiai and
Andrea Rotnitzky and
Bryan E. Shepherd and
Peter B. Gilbert Semiparametric Estimation of Treatment
Effects Given Base-Line Covariates on an
Outcome Measured after a
Post-Randomization Event Occurs . . . . 879--901
Holger Dette and
Natalie Neumeyer and
Ingrid Van Keilegom A New Test for the Parametric Form of
the Variance Function in Non-Parametric
Regression . . . . . . . . . . . . . . . 903--917
Hua Chen and
Zhi Geng and
Jinzhu Jia Criteria for Surrogate End Points . . . 919--932
Anonymous Index of authors, volume 69, 2007 . . . 933--935
Anonymous Contents of volume 69, 2007 . . . . . . 937--938
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
C. P. Robert and
A. T. A. Wood Report of the Editors, 2007 . . . . . . 1--2
Jin-Jian Hsieh and
Weijing Wang and
A. Adam Ding Regression Analysis Based on
Semicompeting Risks Data . . . . . . . . 3--20
Maarten J. L. F. Cruyff and
Ardo Van Den Hout and
Peter G. M. Van Der Heijden The Analysis of Randomized Response Sum
Score Variables . . . . . . . . . . . . 21--30
M. Ivette Gomes and
Laurens De Haan and
Lígia Henriques Rodrigues Tail Index Estimation for Heavy-Tailed
Models: Accommodation of Bias in
Weighted Log-Excesses . . . . . . . . . 31--52
Lukas Meier and
Sara Van De Geer and
Peter Bühlmann The Group Lasso for Logistic Regression 53--71
Sebastien J.-P. A. Haneuse and
Jonathan C. Wakefield The combination of ecological and
case--control data . . . . . . . . . . . 73--93
Surajit Ray and
Bruce G. Lindsay Model Selection in High Dimensions: A
Quadratic-Risk-Based Approach . . . . . 95--118
James G. Booth and
George Casella and
James P. Hobert Clustering Using Objective Functions and
Stochastic Search . . . . . . . . . . . 119--139
Jianwen Cai and
Jianqing Fan and
Jiancheng Jiang and
Haibo Zhou Partially Linear Hazard Regression with
Varying Coefficients for Multivariate
Survival Data . . . . . . . . . . . . . 141--158
Peter Hall and
Yvonne Pittelkow and
Malay Ghosh Theoretical Measures of Relative
Performance of Classifiers for High
Dimensional Data with Small Sample Sizes 159--173
Yongtao Guan Variance Estimation for Statistics
Computed from Inhomogeneous Spatial
Point Processes . . . . . . . . . . . . 175--190
Peihua Qiu and
Jun Sheng A Two-Stage Procedure for Comparing
Hazard Rate Functions . . . . . . . . . 191--208
Noel Cressie and
Gardar Johannesson Fixed Rank Kriging for Very Large
Spatial Data Sets . . . . . . . . . . . 209--226
Peter Craig A New Reconstruction of Multivariate
Normal Orthant Probabilities . . . . . . 227--243
Vanessa Didelez Graphical Models for Marked Point
Processes Based on Local Independence 245--264
J. D. Opsomer and
G. Claeskens and
M. G. Ranalli and
G. Kauermann and
F. J. Breidt Non-Parametric Small Area Estimation
Using Penalized Spline Regression . . . 265--286
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Mathias Drton and
Thomas S. Richardson Binary Models for Marginal Independence 287--309
Sanjay Chaudhuri and
Mark S. Handcock and
Michael S. Rendall Generalized Linear Models Incorporating
Population Level Information: An
Empirical-Likelihood-Based Approach . . 311--328
Jing Qin and
Biao Zhang Empirical-Likelihood-Based
Difference-in-Differences Estimators . . 329--349
Brent A. Johnson Variable Selection in Semiparametric
Linear Regression with Censored Data . . 351--370
Geert Molenberghs and
Caroline Beunckens and
Cristina Sotto and
Michael G. Kenward Every Missingness Not at Random Model
Has a Missingness at Random Counterpart
with Equal Fit . . . . . . . . . . . . . 371--388
Marc Hallin and
Catherine Vermandele and
Bas J. M. Werker Semiparametrically Efficient Inference
Based on Signs and Ranks for
Median-Restricted Models . . . . . . . . 389--412
Nicholas G. Polson and
Jonathan R. Stroud and
Peter Müller Practical Filtering with Sequential
Parameter Learning . . . . . . . . . . . 413--428
Dean P. Foster and
Robert A. Stine $ \alpha $-Investing: A Procedure for
Sequential Control of Expected False
Discoveries . . . . . . . . . . . . . . 429--444
E. A. Catchpole and
B. J. T. Morgan and
G. Tavecchia A New Method for Analysing Discrete Life
History Data with Missing Covariate
Values . . . . . . . . . . . . . . . . . 445--460
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Jiashun Jin Proportion of Non-Zero Normal Means:
Universal Oracle Equivalences and
Uniformly Consistent Estimators . . . . 461--493
Simon N. Wood Fast Stable Direct Fitting and
Smoothness Selection for Generalized
Additive Models . . . . . . . . . . . . 495--518
Yingcun Xia A Semiparametric Approach to Canonical
Analysis . . . . . . . . . . . . . . . . 519--543
Geoff K. Nicholls and
Russell D. Gray Dated Ancestral Trees from Binary Trait
Data and Their Application to the
Diversification of Languages . . . . . . 545--566
T. J. Heaton and
B. W. Silverman A Wavelet- or Lifting-Scheme-Based
Imputation Method . . . . . . . . . . . 567--587
N. Friel and
A. N. Pettitt Marginal Likelihood Estimation via Power
Posteriors . . . . . . . . . . . . . . . 589--607
Holger Dette and
Stanislav Volgushev Non-Crossing Non-Parametric Estimates of
Quantile Curves . . . . . . . . . . . . 609--627
Ramani S. Pilla and
Yongdai Kim and
Hakbae Lee On Casting Random-Effects Models in a
Survival Framework . . . . . . . . . . . 629--642
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Peter McCullagh Sampling Bias and Logistic Models . . . 643--677
Jianqing Fan and
Mingjin Wang and
Qiwei Yao Modelling Multivariate Volatilities via
Conditionally Uncorrelated Components 679--702
Peter Hall and
Hans-Georg Müller and
Fang Yao Modelling Sparse Generalized
Longitudinal Observations with Latent
Gaussian Processes . . . . . . . . . . . 703--723
Peter Hall and
Tapabrata Maiti Non-Parametric Inference for Clustered
Binary and Count Data When Only Summary
Information Is Available . . . . . . . . 725--738
Miro R. Powojowski Isotropic Spectral Additive Models of
the Covariogram . . . . . . . . . . . . 739--753
Paul Fearnhead and
Omiros Papaspiliopoulos and
Gareth O. Roberts Particle Filters for Partially Observed
Diffusions . . . . . . . . . . . . . . . 755--777
J. A. Cuesta-Albertos and
C. Matrán and
A. Mayo-Iscar Robust Estimation in the Normal Mixture
Model Based on Robust Clustering . . . . 779--802
Song Xi Chen and
Denis H. Y. Leung and
Jing Qin Improving Semiparametric Estimation by
Using Surrogate Data . . . . . . . . . . 803--823
Sudipto Banerjee and
Alan E. Gelfand and
Andrew O. Finley and
Huiyan Sang Gaussian Predictive Process Models for
Large Spatial Data Sets . . . . . . . . 825--848
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Jianqing Fan and
Jinchi Lv Sure Independence Screening for
Ultrahigh Dimensional Feature Space . . 849--911
María José Lombardía and
Stefan Sperlich Semiparametric Inference in Generalized
Mixed Effects Models . . . . . . . . . . 913--930
Simon N. Wood and
Mark V. Bravington and
Sharon L. Hedley Soap Film Smoothing . . . . . . . . . . 931--955
Jim Q. Smith and
Paul E. Anderson and
Silvia Liverani Separation Measures and the Geometry of
Bayes Factor Selection for
Classification . . . . . . . . . . . . . 957--980
M. J. Bayarri and
G. García-Donato Generalization of Jeffreys
Divergence-Based Priors for Bayesian
Hypothesis Testing . . . . . . . . . . . 981--1003
Sòren Hòjsgaard and
Steffen L. Lauritzen Graphical Gaussian Models with Edge and
Vertex Symmetries . . . . . . . . . . . 1005--1027
Xiao-Hua Zhou and
Huazhen Lin and
Eric Johnson Non-Parametric Heteroscedastic
Transformation Regression Models for
Skewed Data with an Application to
Health Care Costs . . . . . . . . . . . 1029--1047
Sylvie Goetgeluk and
Stijn Vansteelandt and
Els Goetghebeur Estimation of Controlled Direct Effects 1049--1066
Chenlei Leng and
Peide Shi and
Chih-Ling Tsai Clarification: Regression Model
Selection: A Residual Likelihood
Approach . . . . . . . . . . . . . . . . 1067--1067
Anonymous Index of authors, volume 70, 2008 . . . 1069--1071
Anonymous Contents of volume 70, 2008 . . . . . . 1073--1074
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
G. Casella and
C. P. Robert Report of the Editors, 2008 . . . . . . 1--2
Fengchang Lin and
Jason P. Fine Pseudomartingale Estimating Equations
for Modulated Renewal Process Models . . 3--23
Nicolai Bissantz and
Gerda Claeskens and
Hajo Holzmann and
Axel Munk Testing for Lack of Fit in Inverse
Regression --- With Applications to
Biophotonic Imaging . . . . . . . . . . 25--48
Yvo Pokern and
Andrew M. Stuart and
Petter Wiberg Parameter Estimation for Partially
Observed Hypoelliptic Diffusions . . . . 49--73
Arnab Maity and
Raymond J. Carroll and
Enno Mammen and
Nilanjan Chatterjee Testing in semiparametric models with
interaction, with applications to
gene--environment interactions . . . . . 75--96
Maarten Jansen and
Guy P. Nason and
B. W. Silverman Multiscale Methods for Data on Graphs
and Irregular Multidimensional
Situations . . . . . . . . . . . . . . . 97--125
Gareth M. James and
Peter Radchenko and
Jinchi Lv DASSO: Connections between the Dantzig
Selector and Lasso . . . . . . . . . . . 127--142
Jianhua Hu and
Valen E. Johnson Bayesian Model Selection Using Test
Statistics . . . . . . . . . . . . . . . 143--158
Thomas S. Shively and
Thomas W. Sager and
Stephen G. Walker A Bayesian Approach to Non-Parametric
Monotone Function Estimation . . . . . . 159--175
Lan Wang and
Annie Qu Consistent Model Selection and
Data-Driven Smooth Tests for
Longitudinal Data in the Estimating
Equations Approach . . . . . . . . . . . 177--190
Yasumasa Matsuda and
Yoshihiro Yajima Fourier Analysis of Irregularly Spaced
Data on $ R^d $ . . . . . . . . . . . . 191--217
Alexandra Ramos and
Anthony Ledford A New Class of Models for Bivariate
Joint Tails . . . . . . . . . . . . . . 219--241
Myoung-Jae Lee Non-Parametric Tests for Distributional
Treatment Effect for Randomly Censored
Responses . . . . . . . . . . . . . . . 243--264
J. T. Gene Hwang and
Jing Qiu and
Zhigen Zhao Empirical Bayes Confidence Intervals
Shrinking Both Means and Variances . . . 265--285
Howard D. Bondell and
Lexin Li Shrinkage Inverse Regression Estimation
for Model-Free Variable Selection . . . 287--299
L. A. García-Escudero and
A. Gordaliza and
R. San Martín and
S. Van Aelst and
R. Zamar Robust Linear Clustering . . . . . . . . 301--318
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Håvard Rue and
Sara Martino and
Nicolas Chopin Approximate Bayesian Inference for
Latent Gaussian Models by Using
Integrated Nested Laplace Approximations 319--392
Wenguang Sun and
T. Tony Cai Large-Scale Multiple Testing under
Dependence . . . . . . . . . . . . . . . 393--424
Yuedong Wang and
Yanyuan Ma and
Raymond J. Carroll Variance Estimation in the Analysis of
Microarray Data . . . . . . . . . . . . 425--445
Marco Riani and
Anthony C. Atkinson and
Andrea Cerioli Finding an Unknown Number of
Multivariate Outliers . . . . . . . . . 447--466
Feike C. Drost and
Ramon van den Akker and
Bas J. M. Werker Efficient estimation of auto-regression
parameters and innovation distributions
for semiparametric integer-valued $ {\rm
AR}(p) $ models . . . . . . . . . . . . 467--485
Göran Kauermann and
Tatyana Krivobokova and
Ludwig Fahrmeir Some Asymptotic Results on Generalized
Penalized Spline Smoothing . . . . . . . 487--503
Philip T. Reiss and
R. Todd Ogden Smoothing Parameter Selection for a
Class of Semiparametric Linear Models 505--523
Li-Ping Zhu and
Li-Xing Zhu On Distribution-Weighted Partial Least
Squares with Diverging Number of Highly
Correlated Predictors . . . . . . . . . 525--548
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
David E. Tyler and
Frank Critchley and
Lutz Dümbgen and
Hannu Oja Invariant co-ordinate selection . . . . 549--592
Olivier Cappé and
Eric Moulines On-line expectation--maximization
algorithm for latent data models . . . . 593--613
Daniela M. Witten and
Robert Tibshirani Covariance-Regularized Regression and
Classification for High Dimensional
Problems . . . . . . . . . . . . . . . . 615--636
Dimitris Rizopoulos and
Geert Verbeke and
Emmanuel Lesaffre Fully Exponential Laplace Approximations
for the Joint Modelling of Survival and
Longitudinal Data . . . . . . . . . . . 637--654
Francesco Audrino and
Peter Bühlmann Splines for Financial Volatility . . . . 655--670
Hansheng Wang and
Bo Li and
Chenlei Leng Shrinkage Tuning Parameter Selection
with a Diverging Number of Parameters 671--683
Rasmus Waagepetersen and
Yongtao Guan Two-Step Estimation for Inhomogeneous
Spatial Point Processes . . . . . . . . 685--702
Peter Hall and
Tapabrata Maiti Deconvolution Methods for Non-Parametric
Inference in Two-Level Mixed Models . . 703--718
Daniel Commenges and
Anne Gégout-Petit A General Dynamical Statistical Model
with Causal Interpretation . . . . . . . 719--736
Claudia Klüppelberg and
Gabriel Kuhn Copula Structure Analysis . . . . . . . 737--753
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Sonia Petrone and
Michele Guindani and
Alan E. Gelfand Hybrid Dirichlet Mixture Models for
Functional Data . . . . . . . . . . . . 755--782
Peter Hall and
D. M. Titterington and
Jing-Hao Xue Tilting Methods for Assessing the
Influence of Components in a Classifier 783--803
Douglas P. Wiens Robust Discrimination Designs . . . . . 805--829
Holger Dette and
Efstathios Paparoditis Bootstrapping Frequency Domain Tests in
Multivariate Time Series with an
Application to Comparing Spectral
Densities . . . . . . . . . . . . . . . 831--857
Zudi Lu and
Dag Johan Steinskog and
Dag Tjòstheim and
Qiwei Yao Adaptively Varying-Coefficient
Spatiotemporal Models . . . . . . . . . 859--880
Jing Cheng and
Jing Qin and
Biao Zhang Semiparametric Estimation and Inference
for Distributional and General Treatment
Effects . . . . . . . . . . . . . . . . 881--904
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Michele Guindani and
Peter Müller and
Song Zhang A Bayesian Discovery Procedure . . . . . 905--925
István Berkes and
Robertas Gabrys and
Lajos Horváth and
Piotr Kokoszka Detecting Changes in the Mean of
Functional Observations . . . . . . . . 927--946
Weiwei Wang and
Daniel Scharfstein and
Zhiqiang Tan and
Ellen J. MacKenzie Causal Inference in Outcome-Dependent
Two-Phase Sampling Designs . . . . . . . 947--969
Peter D. Hoff A Hierarchical Eigenmodel for Pooled
Covariance Estimation . . . . . . . . . 971--992
Stefano Favaro and
Antonio Lijoi and
Ramsés H. Mena and
Igor Prünster Bayesian Non-Parametric Inference for
Species Variety with a Two-Parameter
Poisson--Dirichlet Process Prior . . . . 993--1008
Pradeep Ravikumar and
John Lafferty and
Han Liu and
Larry Wasserman Sparse Additive Models . . . . . . . . . 1009--1030
Helmut Finner and
Veronika Gontscharuk Controlling the Familywise Error Rate
with Plug-in Estimator for the
Proportion of True Null Hypotheses . . . 1031--1048
Anonymous Index of authors, volume 71, 2009 . . . 1049--1052
Anonymous Contents of volume 71, 2009 . . . . . . 1053--1054
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Anonymous Volume Information . . . . . . . . . . . ??
G. Casella and
C. P. Robert Report of the Editors --- 2009 . . . . . 1--2
Hyonho Chun and
Sündüz Kele\cs Sparse Partial Least Squares Regression
for Simultaneous Dimension Reduction and
Variable Selection . . . . . . . . . . . 3--25
Takis Merkouris Combining Information from Multiple
Surveys by Using Regression for
Efficient Small Domain Estimation . . . 27--48
Bo Kai and
Runze Li and
Hui Zou Local Composite Quantile Regression
Smoothing: An Efficient and Safe
Alternative to Local Polynomial
Regression . . . . . . . . . . . . . . . 49--69
Roopesh Ranjan and
Tilmann Gneiting Combining Probability Forecasts . . . . 71--91
Peter Hall and
You-Jun Yang Ordering and Selecting Components in
Multivariate or Functional Data Linear
Prediction . . . . . . . . . . . . . . . 93--110
Tyler J. VanderWeele and
James M. Robins Signed Directed Acyclic Graphs for
Causal Inference . . . . . . . . . . . . 111--127
Chuan Ju and
Zhi Geng Criteria for Surrogate End Points Based
on Causal Distributions . . . . . . . . 129--142
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Valen E. Johnson and
David Rossell On the Use of Non-Local Prior Densities
in Bayesian Hypothesis Tests . . . . . . 143--170
Juhyun Park and
Burkhardt Seifert Local Additive Estimation . . . . . . . 171--191
John Copas and
Shinto Eguchi Likelihood for Statistically Equivalent
Models . . . . . . . . . . . . . . . . . 193--217
William E. Strawderman and
Andrew L. Rukhin Simultaneous Estimation and Reduction of
Nonconformity in Interlaboratory Studies 219--234
Yi-Hau Chen Semiparametric Marginal Regression
Analysis for Dependent Competing Risks
under an Assumed Copula . . . . . . . . 235--251
Christopher A. Bush and
Juhee Lee and
Steven N. MacEachern Minimally Informative Prior
Distributions for Non-Parametric
Bayesian Analysis . . . . . . . . . . . 253--268
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Christophe Andrieu and
Arnaud Doucet and
Roman Holenstein Particle Markov chain Monte Carlo
methods . . . . . . . . . . . . . . . . 269--342
Xiaofeng Shao A self-normalized approach to confidence
interval construction in time series . . 343--366
Yongtao Guan and
Hansheng Wang Sufficient dimension reduction for
spatial point processes directed by
Gaussian random fields . . . . . . . . . 367--387
Jun Zhu and
Hsin-Cheng Huang and
Perla E. Reyes On selection of spatial linear models
for lattice data . . . . . . . . . . . . 389--402
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
David Firth Preface: `Retrospective read paper' . . 403--403
Yoav Benjamini Discovering the false discovery rate . . 405--416
Nicolai Meinshausen and
Peter Bühlmann Stability selection . . . . . . . . . . 417--473
Yanyuan Ma and
Marc G. Genton Explicit estimating equations for
semiparametric generalized linear latent
variable models . . . . . . . . . . . . 475--495
Paul Fearnhead and
Omiros Papaspiliopoulos and
Gareth O. Roberts and
Andrew Stuart Random-weight particle filtering of
continuous time processes . . . . . . . 497--512
Zhou Zhou and
Wei Biao Wu Simultaneous inference of linear models
with time varying coefficients . . . . . 513--531
J. N. K. Rao and
Changbao Wu Bayesian pseudo-empirical-likelihood
intervals for complex surveys . . . . . 533--544
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
Madeleine Cule and
Richard Samworth and
Michael Stewart Maximum likelihood estimation of a
multidimensional log-concave density . . 545--607
Jing Ning and
Jing Qin and
Yu Shen Non-parametric tests for right-censored
data with biased sampling . . . . . . . 609--630
D. A. S. Fraser and
N. Reid and
E. Marras and
G. Y. Yi Default priors for Bayesian and
frequentist inference . . . . . . . . . 631--654
Shogo Kato A Markov process for circular data . . . 655--672
Gerda Claeskens and
Bernard W. Silverman and
Leen Slaets A multiresolution approach to time
warping achieved by a Bayesian
prior--posterior transfer fitting
strategy . . . . . . . . . . . . . . . . 673--694
Xiaofeng Shao Corrigendum: A self-normalized approach
to confidence interval construction in
time series . . . . . . . . . . . . . . 695--696
Anonymous Index of authors, volume 72, 2010 . . . 697--699
Anonymous Back Matter . . . . . . . . . . . . . . ??
Anonymous Front Matter . . . . . . . . . . . . . . ??
G. Casella and
G. Roberts Report of the Editors --- 2010 . . . . . 1--2
Simon N. Wood Fast stable restricted maximum
likelihood and marginal likelihood
estimation of semiparametric generalized
linear models . . . . . . . . . . . . . 3--36
C. Yau and
O. Papaspiliopoulos and
G. O. Roberts and
C. Holmes Bayesian non-parametric hidden Markov
models with applications in genomics . . 37--57
Lexin Li and
Liping Zhu and
Lixing Zhu Inference on the primary parameter of
interest with the aid of dimension
reduction estimation . . . . . . . . . . 59--80
Yanyuan Ma and
Jeffrey D. Hart and
Ryan Janicki and
Raymond J. Carroll Local and omnibus goodness-of-fit tests
in classical measurement error models 81--98
Nan Shao and
Keh-Shin Lii Modelling non-homogeneous Poisson
processes with almost periodic intensity
functions . . . . . . . . . . . . . . . 99--122
Mark Girolami and
Ben Calderhead Riemann manifold Langevin and
Hamiltonian Monte Carlo methods . . . . 123--214
Pengfei Li and
Douglas P. Wiens Robustness of design in dose--response
studies . . . . . . . . . . . . . . . . 215--238
Tim Holland-Letz and
Holger Dette and
Andrey Pepelyshev A geometric characterization of optimal
designs for regression models with
correlated observations . . . . . . . . 239--252
Brendan P. M. McCabe and
Gael M. Martin and
David Harris Efficient probabilistic forecasts for
counts . . . . . . . . . . . . . . . . . 253--272
Robert Tibshirani Regression shrinkage and selection via
the lasso: a retrospective . . . . . . . 273--282
Aurore Delaigle and
Peter Hall and
Jiashun Jin Robustness and accuracy of methods for
high dimensional data analysis based on
Student's $t$-statistic . . . . . . . . 283--301
Wenjing Yang and
Hans-Georg Müller and
Ulrich Stadtmüller Functional singular component analysis 303--324
Jelena Bradic and
Jianqing Fan and
Weiwei Wang Penalized composite quasi-likelihood for
ultrahigh dimensional variable selection 325--349
J. L. Scealy and
A. H. Welsh Regression for compositional data by
using distributions defined on the
hypersphere . . . . . . . . . . . . . . 351--375
Simon Guillotte and
François Perron and
Johan Segers Non-parametric Bayesian inference on
bivariate extremes . . . . . . . . . . . 377--406
Alberto Bernacchia and
Simone Pigolotti Self-consistent method for density
estimation . . . . . . . . . . . . . . . 407--422
Finn Lindgren and
Håvard Rue and
Johan Lindström and
John T. Kent and
Peter J. Diggle and
J. B. Illian and
D. P. Simpson and
Tilmann Gneiting and
Michael Scheuerer and
R. Furrer and
E. Furrer and
D. Nychka and
Paul Fearnhead and
Peter Challenor and
Yiannis Andrianakis and
Gemma Stephenson and
Jesper Mòller and
Xiangping Hu and
Daniel Simpson and
David Bolin and
Patrick E. Brown and
Michela Cameletti and
Sara Martino and
Daniel Cooley and
Jennifer A. Hoeting and
Rosa M. Crujeiras and
Andrés Prieto and
Marco A. R. Ferreira and
Geir-Arne Fuglstad and
Andrew Gelman and
Peter Guttorp and
Barnali Das and
Ben Haaland and
David J. Nott and
John Haslett and
Chaitanya Joshi and
Vincent Garreta and
Michael Höhle and
L. Ippoliti and
R. J. Martin and
R. J. Bhansali and
Venkata K. Jandhyala and
Stergios B. Fotopoulos and
Mikyoung Jun and
Håvard Wahl Kongsgård and
Giovanna Jona Lasinio and
Alessio Pollice and
Chihoon Lee and
Wayne T. Lee and
Cari G. Kaufman and
Bo Li and
Marc G. Genton and
Georg Lindgren and
K. V. Mardia and
Jorge Mateu and
Debashis Mondal and
Werner G. Müller and
Helmut Waldl and
Alessandro Ottavi and
Omiros Papaspiliopoulos and
Emilio Porcu and
Marc Saez and
Alexandra M. Schmidt and
Alfred Stein and
Paul Switzer and
Kamil Turkman and
Christopher K. Wikle and
Mevin B. Hooten An explicit link between Gaussian fields
and Gaussian Markov random fields: the
stochastic partial differential equation
approach [with Discussion] . . . . . . . 423--498
P. Fryzlewicz and
H.-S. Oh Thick pen transformation for time series 499--529
Florentina Bunea and
Andrada E. Ivanescu and
Marten H. Wegkamp Adaptive inference for the mean of a
Gaussian process in functional data . . 531--558
Yimei Li and
Hongtu Zhu and
Dinggang Shen and
Weili Lin and
John H. Gilmore and
Joseph G. Ibrahim Multiscale adaptive regression models
for neuroimaging data . . . . . . . . . 559--578
John Thomas White and
Subhashis Ghosal Bayesian smoothing of photon-limited
images with applications in astronomy 579--599
F. Comte and
C. Lacour Data-driven density estimation in the
presence of additive noise with unknown
distribution . . . . . . . . . . . . . . 601--627
T. Tony Cai and
X. Jessie Jeng and
Jiashun Jin Optimal detection of heterogeneous and
heteroscedastic mixtures . . . . . . . . 629--662
Marco A. R. Ferreira and
Scott H. Holan and
Adelmo I. Bertolde Dynamic multiscale spatiotemporal models
for Gaussian areal data . . . . . . . . 663--688
Judith Rousseau and
Kerrie Mengersen Asymptotic behaviour of the posterior
distribution in overfitted mixture
models . . . . . . . . . . . . . . . . . 689--710
Peter J. Bickel and
Yulia R. Gel Banded regularization of autocovariance
matrices in application to parameter
estimation and forecasting of time
series . . . . . . . . . . . . . . . . . 711--728
Alessandra Mattei and
Fabrizia Mealli Augmented designs to assess principal
strata direct effects . . . . . . . . . 729--752
Daniela M. Witten and
Robert Tibshirani Penalized classification using Fisher's
linear discriminant . . . . . . . . . . 753--772
Torben Martinussen and
Stijn Vansteelandt and
Mette Gerster and
Jacob von Bornemann Hjelmborg Estimation of direct effects for
survival data by using the Aalen
additive hazards model . . . . . . . . . 773--788
Anonymous Index of authors, volume 73, 2011 . . . 789--791
Olivier Cappé and
Eric Moulines Corrigendum: On-line
expectation--maximization algorithm for
latent data models . . . . . . . . . . . 792--792
Olivier Cappé and
Eric Moulines Corrigendum: On-line
expectation--maximization algorithm for
latent data models . . . . . . . . . . . 792--792
G. Casella and
G. Roberts Report of the Editors --- 2011 . . . . . 1--2
Christophe Ambroise and
Catherine Matias New consistent and asymptotically normal
parameter estimates for random-graph
mixture models . . . . . . . . . . . . . 3--35
Jianqing Fan and
Shaojun Guo and
Ning Hao Variance estimation using refitted
cross-validation in ultrahigh
dimensional regression . . . . . . . . . 37--65
Kehui Chen and
Hans-Georg Müller Conditional quantile analysis when
covariates are functions, with
application to growth data . . . . . . . 67--89
Stephen M. S. Lee Hybrid confidence regions based on data
depth . . . . . . . . . . . . . . . . . 91--109
Huiyan Sang and
Jianhua Z. Huang A full scale approximation of covariance
functions for large spatial data sets 111--132
Petros Dellaportas and
Ioannis Kontoyiannis Control variates for estimation based on
reversible Markov chain Monte Carlo
samplers . . . . . . . . . . . . . . . . 133--161
Kun Liang and
Dan Nettleton Adaptive and dynamic adaptive procedures
for false discovery rate control and
estimation . . . . . . . . . . . . . . . 163--182
Yu Cheng and
Jason P. Fine Cumulative incidence association models
for bivariate competing risks data . . . 183--202
Kun Chen and
Kung-Sik Chan and
Nils Chr. Stenseth Reduced rank stochastic regression with
a sparse singular value decomposition 203--221
Stijn Vansteelandt and
Tyler J. VanderWeele and
James M. Robins Semiparametric tests for sufficient
cause interaction . . . . . . . . . . . 223--244
Robert Tibshirani and
Jacob Bien and
Jerome Friedman and
Trevor Hastie and
Noah Simon and
Jonathan Taylor and
Ryan J. Tibshirani Strong rules for discarding predictors
in lasso-type problems . . . . . . . . . 245--266
Aurore Delaigle and
Peter Hall Achieving near perfect classification
for functional data . . . . . . . . . . 267--286
Nicholas G. Polson and
James G. Scott Local shrinkage rules, Lévy processes and
regularized regression . . . . . . . . . 287--311
Yunxiao He and
Chuanhai Liu The dynamic `expectation --- conditional
maximization either' algorithm . . . . . 313--336
Daniel B. Neill Fast subset scan for spatial pattern
detection . . . . . . . . . . . . . . . 337--360
Tim van Erven and
Peter Grünwald and
Steven de Rooij Catching up faster by switching sooner:
a predictive approach to adaptive
estimation with an application to the
AIC--BIC dilemma [with Discussion] . . . 361--417
Paul Fearnhead and
Dennis Prangle Constructing summary statistics for
approximate Bayesian computation:
semi-automatic approximate Bayesian
computation [with Discussion] . . . . . 419--474
Mathilde Mougeot and
Dominique Picard and
Karine Tribouley Learning out of leaders . . . . . . . . 475--513
Daniel Yekutieli Adjusted Bayesian inference for selected
parameters . . . . . . . . . . . . . . . 515--541
J. L. Wadsworth and
J. A. Tawn Likelihood-based procedures for
threshold diagnostics and uncertainty in
extreme value modelling . . . . . . . . 543--567
Steven N. Evans and
Frederick A. Matsen The phylogenetic Kantorovich--Rubinstein
metric for environmental sequence
samples . . . . . . . . . . . . . . . . 569--592
Haeran Cho and
Piotr Fryzlewicz High dimensional variable selection via
tilting . . . . . . . . . . . . . . . . 593--622
Olivier Thas and
Jan De Neve and
Lieven Clement and
Jean-Pierre Ottoy Probabilistic index models . . . . . . . 623--671
C. Paddy Farrington and
Steffen Unkel and
Karim Anaya-Izquierdo The relative frailty variance and shared
frailty models . . . . . . . . . . . . . 673--696
Ying Yuan and
Hongtu Zhu and
Weili Lin and
J. S. Marron Local polynomial regression for
symmetric positive definite matrices . . 697--719
Genevera I. Allen and
Robert Tibshirani Inference with transposable data:
modelling the effects of row and column
correlations . . . . . . . . . . . . . . 721--743
Jianqing Fan and
Yang Feng and
Xin Tong A road to classification in high
dimensional space: the regularized
optimal affine discriminant . . . . . . 745--771
T. Tony Cai and
X. Jessie Jeng and
Hongzhe Li Robust detection and Identification of
sparse segments in ultrahigh dimensional
data analysis . . . . . . . . . . . . . 773--797
Yun Bai and
Peter X.-K. Song and
T. E. Raghunathan Joint composite estimating functions in
spatiotemporal models . . . . . . . . . 799--824
Ori Davidov and
Amir Herman Ordinal dominance curve based inference
for stochastically ordered distributions 825--847
Wenxuan Zhong and
Tingting Zhang and
Yu Zhu and
Jun S. Liu Correlation pursuit: forward stepwise
variable selection for index models . . 849--870
Zhigen Zhao and
J. T. Gene Hwang Empirical Bayes false coverage rate
controlling confidence intervals . . . . 871--891
Anonymous Index of authors, volume 74, 2012 . . . 893--895
Anonymous Contents of volume 74, 2012 . . . . . . 896--897
G. O. Roberts and
I. Van Keilegom Editorial: Report of the Editors ---
2012 . . . . . . . . . . . . . . . . . . 1--2
Lisa V. Hampson and
Christopher Jennison Group sequential tests for delayed
responses (with discussion) . . . . . . 3--39
Steven A. Julious and
Munyaradzi Dimairo and
Nigel Stallard and
Ekkehard Glimm and
Frank Bretz and
Paul Gallo and
Giorgos Minas and
John A. D. Aston and
Marc Vandemeulebroecke and
Martin Posch and
Steven Gilmour and
Peter Bauer and
Bertrand Clarke and
Jay Bartroff and
Carl-Fredrik Burman and
D. S. Coad and
David Draper and
Jorge Mateu and
Francisco J. Rodríguez-Cortés and
Kit C. B. Roes and
Weng Kee Wong and
Oleksandr Sverdlov and
Roger Lewis and
Alessandro Zini and
Emilio Porcu and
Roberto D'Ercole Discussion on the paper by Hampson and
Jennison . . . . . . . . . . . . . . . . 40--54
Rajen D. Shah and
Richard J. Samworth and
R. J. Samsworth Variable selection with error control:
another look at stability selection . . 55--80
Song Xi Chen and
Jing Qin and
Cheng Yong Tang Mann--Whitney test with adjustments to
pretreatment variables for missing
values and observational study . . . . . 81--102
Lajos Horváth and
Piotr Kokoszka and
Ron Reeder Estimation of the mean of functional
time series and a two-sample problem . . 103--122
Weixin Yao and
Runze Li New local estimation procedure for a
non-parametric regression function for
longitudinal data . . . . . . . . . . . 123--138
John Hughes and
Murali Haran Dimension reduction and alleviation of
confounding for spatial generalized
linear mixed models . . . . . . . . . . 139--159
Xiaofeng Shao and
Dimitris N. Politis Fixed b subsampling and the block
bootstrap: improved confidence sets
based on $p$-value calibration . . . . . 161--184
Jiawei Wei and
Raymond J. Carroll and
Ursula U. Müller and
Ingrid Van Keilegom and
Nilanjan Chatterjee Robust estimation for homoscedastic
regression in the secondary analysis of
case --- control data . . . . . . . . . 185--206
D. R. Cox A return to an old paper: `Tests of
separate families of hypotheses' . . . . 207--211
J. T. Kent and
Grayham E. Mizon Comments on the presentation . . . . . . 212--215
Anders Gorst-Rasmussen and
Thomas Scheike Independent screening for single-index
hazard rate models with ultrahigh
dimensional features . . . . . . . . . . 217--245
Jean-François Coeurjolly and
Frédéric Lavancier Residuals and goodness-of-fit tests for
stationary marked Gibbs point processes 247--276
Eben Kenah Non-parametric survival analysis of
infectious disease data . . . . . . . . 277--303
Yanyuan Ma and
Liping Zhu Doubly robust and efficient estimators
for heteroscedastic partially linear
single-index models allowing high
dimensional covariates . . . . . . . . . 305--322
Zhou Zhou and
Xiaofeng Shao Inference for linear models with
dependent errors . . . . . . . . . . . . 323--343
Christian Francq and
Jean-Michel Zako\"\ian Optimal predictions of powers of
conditionally heteroscedastic processes 345--367
Luke W. Miratrix and
Jasjeet S. Sekhon and
Bin Yu Adjusting treatment effect estimates by
post-stratification in randomized
experiments . . . . . . . . . . . . . . 369--396
N. Chopin and
P. E. Jacob and
O. Papaspiliopoulos SMC$^2$: an efficient algorithm for
sequential analysis of state space
models . . . . . . . . . . . . . . . . . 397--426
Joong-Ho Won and
Johan Lim and
Seung-Jean Kim and
Bala Rajaratnam Condition-number-regularized covariance
estimation . . . . . . . . . . . . . . . 427--450
Andrew L. Rukhin Estimating heterogeneity variance in
meta-analysis . . . . . . . . . . . . . 451--469
Luigi Augugliaro and
Angelo M. Mineo and
Ernst C. Wit Differential geometric least angle
regression: a differential geometric
approach to sparse generalized linear
models . . . . . . . . . . . . . . . . . 471--498
J. E. Griffin and
M. Kolossiatis and
M. F. J. Steel Comparing distributions by using
dependent normalized random-measure
mixtures . . . . . . . . . . . . . . . . 499--529
Yingying Fan and
Cheng Yong Tang Tuning parameter selection in high
dimensional penalized likelihood . . . . 531--552
Youngjo Lee and
Jan F. Bjòrnstad Extended likelihood approach to
large-scale multiple testing . . . . . . 553--575
Luo Xiao and
Yingxing Li and
David Ruppert Fast bivariate $P$-splines: the sandwich
smoother . . . . . . . . . . . . . . . . 577--599
Benjamin M. Taylor and
Peter J. Diggle Corrigendum: Spatiotemporal prediction
for log-Gaussian Cox processes . . . . . 601--602
Jianqing Fan and
Yuan Liao and
Martina Mincheva Large covariance estimation by
thresholding principal orthogonal
complements . . . . . . . . . . . . . . 603--680
Laura M. Sangalli and
James O. Ramsay and
Timothy O. Ramsay Spatial spline regression models . . . . 681--703
Roland R. Ramsahai Probabilistic causality and detecting
collections of interdependence patterns 705--723
Tatyana Krivobokova Smoothing parameter selection in two
frameworks for penalized splines . . . . 725--741
Robin J. Evans and
Thomas S. Richardson Marginal log-linear parameters for
graphical Markov models . . . . . . . . 743--768
Fadoua Balabdaoui and
Hanna Jankowski and
Kaspar Rufibach and
Marios Pavlides Asymptotics of the discrete log-concave
maximum likelihood estimator and related
applications . . . . . . . . . . . . . . 769--790
Richard A. Davis and
Claudia Klüppelberg and
Christina Steinkohl Statistical inference for max-stable
processes in space and time . . . . . . 791--819
Patrick O. Perry and
Patrick J. Wolfe Point process modelling for directed
interaction networks . . . . . . . . . . 821--849
R. D. Cook and
I. S. Helland and
Z. Su Envelopes and partial least squares
regression . . . . . . . . . . . . . . . 851--877
Guy Nason A test for second-order stationarity and
approximate confidence intervals for
localized autocovariances for locally
stationary time series . . . . . . . . . 879--904
Anonymous Index of authors: Index of Authors . . . 905--907
Anonymous Contents of volume 75, 2013 . . . . . . 909--910
G. O. Roberts and
I. Van Keilegom Editorial: Report of the Editors ---
2013 . . . . . . . . . . . . . . . . . . 1--2
Torsten Hothorn and
Thomas Kneib and
Peter Bühlmann Conditional transformation models . . . 3--27
Pavel N. Krivitsky and
Mark S. Handcock A separable model for dynamic networks 29--46
Ray Chambers and
Hukum Chandra and
Nicola Salvati and
Nikos Tzavidis Outlier robust small area estimation . . 47--69
Jing Lei and
Larry Wasserman Distribution-free prediction bands for
non-parametric regression . . . . . . . 71--96
Hiroyuki Kasahara and
Katsumi Shimotsu Non-parametric identification and
estimation of the number of components
in multivariate mixtures . . . . . . . . 97--111
Camelia Goga and
Anne Ruiz-Gazen Efficient estimation of non-linear
finite population parameters by using
non-parametrics . . . . . . . . . . . . 113--140
Jinchi Lv and
Jun S. Liu Model selection principles in
misspecified models . . . . . . . . . . 141--167
Ioannis Kosmidis Improved estimation in cumulative link
models . . . . . . . . . . . . . . . . . 169--196
Haibo Zhou and
Wangli Xu and
Donglin Zeng and
Jianwen Cai Semiparametric inference for data with a
continuous outcome from a two-phase
probability-dependent sampling scheme 197--215
Cun-Hui Zhang and
Stephanie S. Zhang Confidence intervals for low dimensional
parameters in high dimensional linear
models . . . . . . . . . . . . . . . . . 217--242
Kosuke Imai and
Marc Ratkovic Covariate balancing propensity score . . 243--263
Holger Dette and
Christine Kiss and
Norbert Benda and
Frank Bretz Optimal designs for dose finding studies
with an active control . . . . . . . . . 265--295
Yoav Benjamini and
Marina Bogomolov Selective inference on multiple families
of hypotheses . . . . . . . . . . . . . 297--318
Ke Deng and
Zhi Geng and
Jun S. Liu Association pattern discovery via theme
dictionary models . . . . . . . . . . . 319--347
T. Tony Cai and
Weidong Liu and
Yin Xia Two-sample test of high dimensional
means under dependence . . . . . . . . . 349--372
Patrick Danaher and
Pei Wang and
Daniela M. Witten The joint graphical lasso for inverse
covariance estimation across multiple
classes . . . . . . . . . . . . . . . . 373--397
Noël Veraverbeke and
Ir\`ene Gijbels and
Marek Omelka Preadjusted non-parametric estimation of
a conditional distribution function . . 399--438
R. Huser and
A. C. Davison Space--time modelling of extreme events 439--461
Hua Zhou and
Lexin Li Regularized matrix regression . . . . . 463--483
David J. Spiegelhalter and
Nicola G. Best and
Bradley P. Carlin and
Angelika van der Linde The deviance information criterion: 12
years on . . . . . . . . . . . . . . . . 485--493
Klaus Frick and
Axel Munk and
Hannes Sieling Multiscale change point inference . . . 495--580
Hongxiao Zhu and
Fang Yao and
Hao Helen Zhang Structured functional additive
regression in reproducing kernel Hilbert
spaces . . . . . . . . . . . . . . . . . 581--603
Jeng-Min Chiou and
Hans-Georg Müller Linear manifold modelling of
multivariate functional data . . . . . . 605--626
Zemin Zheng and
Yingying Fan and
Jinchi Lv High dimensional thresholded regression
and shrinkage effect . . . . . . . . . . 627--649
Yu-Chun Chen and
Ming-Yen Cheng and
Hau-Tieng Wu Non-parametric and adaptive modelling of
dynamic periodicity and trend with
heteroscedastic and dependent errors . . 651--682
Hani Doss and
Aixin Tan Estimates and standard errors for ratios
of normalizing constants from multiple
Markov chains via regeneration . . . . . 683--712
Nicholas G. Polson and
James G. Scott and
Jesse Windle The Bayesian bridge . . . . . . . . . . 713--733
Peter Hall and
Yanyuan Ma Quick and easy one-step parameter
estimation in differential equations . . 735--748
Craig A. Rolling and
Yuhong Yang Model selection for estimating treatment
effects . . . . . . . . . . . . . . . . 749--769
Ehud Aharoni and
Saharon Rosset Generalized $ \alpha $-investing:
definitions, optimality results and
application to public databases . . . . 771--794
Ariel Kleiner and
Ameet Talwalkar and
Purnamrita Sarkar and
Michael I. Jordan A scalable bootstrap for massive data 795--816
Tingjin Chu and
Haonan Wang and
Jun Zhu On semiparametric inference of
geostatistical models via local
Karhunen--Lo\`eve expansion . . . . . . 817--832
Jean-Michel Marin and
Natesh S. Pillai and
Christian P. Robert and
Judith Rousseau Relevant statistics for Bayesian model
choice . . . . . . . . . . . . . . . . . 833--859
Philippe Naveau and
Armelle Guillou and
Théo Rietsch A non-parametric entropy-based approach
to detect changes in climate extremes 861--884
Yanyuan Ma and
Liping Zhu On estimation efficiency of the central
mean subspace . . . . . . . . . . . . . 885--901
P. Fryzlewicz and
S. Subba Rao Multiple-change-point detection for
auto-regressive conditional
heteroscedastic processes . . . . . . . 903--924
E. Borgonovo and
S. Tarantola and
E. Plischke and
M. D. Morris Transformations and invariance in the
sensitivity analysis of computer
experiments . . . . . . . . . . . . . . 925--947
Geoffrey Decrouez and
Peter Hall Split sample methods for constructing
confidence intervals for binomial and
Poisson parameters . . . . . . . . . . . 949--975
Anonymous Index of authors, volume 76, 2014 . . . 977--979
Anonymous Contents of volume 76, 2014 . . . . . . 981--982
Anonymous Report of the Editors --- 2014: Report
of the Editors --- 2014 . . . . . . . . 1--1
Fabio Sigrist and
Hans R. Künsch and
Werner A. Stahel Stochastic partial differential equation
based modelling of large space--time
data sets . . . . . . . . . . . . . . . 3--33
David C. Kessler and
Peter D. Hoff and
David B. Dunson Marginally specified priors for
non-parametric Bayesian estimation . . . 35--58
Wenguang Sun and
Brian J. Reich and
T. Tony Cai and
Michele Guindani and
Armin Schwartzman False discovery control in large-scale
spatial multiple testing . . . . . . . . 59--83
David Bolin and
Finn Lindgren Excursion and contour uncertainty
regions for latent Gaussian models . . . 85--106
Ruosha Li and
Limin Peng Quantile regression adjusting for
dependent censoring from semicompeting
risks . . . . . . . . . . . . . . . . . 107--130
Jessica Barrett and
Peter Diggle and
Robin Henderson and
David Taylor-Robinson Joint modelling of repeated measurements
and time-to-event outcomes: flexible
model specification and exact likelihood
inference . . . . . . . . . . . . . . . 131--148
Aurore Delaigle and
Peter Hall and
Farshid Jamshidi Confidence bands in non-parametric
errors-in-variables regression . . . . . 149--169
Heng Lian and
Hua Liang and
Raymond J. Carroll Variance function partially linear
single-index models . . . . . . . . . . 171--194
Ryan Martin and
Chuanhai Liu Conditional inferential models:
combining information for prior-free
probabilistic inference . . . . . . . . 195--217
Weiping Zhang and
Chenlei Leng and
Cheng Yong Tang A joint modelling approach for
longitudinal studies . . . . . . . . . . 219--238
Sebastian Engelke and
Alexander Malinowski and
Zakhar Kabluchko and
Martin Schlather Estimation of Hüsler--Reiss distributions
and Brown--Resnick processes . . . . . . 239--265
Jens-Peter Kreiss and
Efstathios Paparoditis Bootstrapping locally stationary
processes . . . . . . . . . . . . . . . 267--290
Alain Hauser and
Peter Bühlmann Jointly interventional and observational
data: estimation of interventional
Markov equivalence classes of directed
acyclic graphs . . . . . . . . . . . . . 291--318
Siegfried Hörmann and
Lukasz Kidzi\'nski and
Marc Hallin Dynamic functional principal components 319--348
Zhou Zhou Inference for non-stationary time series
regression with or without inequality
constraints . . . . . . . . . . . . . . 349--371
Elizabeth L. Ogburn and
Andrea Rotnitzky and
James M. Robins Doubly robust estimation of the local
average treatment effect curve . . . . . 373--396
Wen Yu and
Kani Chen and
Michael E. Sobel and
Zhiliang Ying Semiparametric transformation models for
causal inference in time-to-event
studies with all-or-nothing compliance 397--415
Juan-Juan Cai and
John H. J. Einmahl and
Laurens de Haan and
Chen Zhou Estimation of the marginal expected
shortfall: the mean when a related
variable is extreme . . . . . . . . . . 417--442
Felix Abramovich and
Tal Lahav Sparse additive regression on a regular
lattice . . . . . . . . . . . . . . . . 443--459
Markus Pauly and
Edgar Brunner and
Frank Konietschke Asymptotic permutation tests in general
factorial designs . . . . . . . . . . . 461--473
Haeran Cho and
Piotr Fryzlewicz Multiple-change-point detection for high
dimensional time series via sparsified
binary segmentation . . . . . . . . . . 475--507
Mathieu Gerber and
Nicolas Chopin Sequential quasi Monte Carlo . . . . . . 509--579
Cheng Zheng and
Xiao-Hua Zhou Causal mediation analysis in the
multilevel intervention and
multicomponent mediator case . . . . . . 581--615
Bradley Efron Frequentist accuracy of Bayesian
estimates . . . . . . . . . . . . . . . 617--646
Michael Schweinberger and
Mark S. Handcock Local dependence in random graph models:
characterization, properties and
statistical inference . . . . . . . . . 647--676
Yongtao Guan and
Abdollah Jalilian and
Rasmus Waagepetersen Quasi-likelihood for spatial point
processes . . . . . . . . . . . . . . . 677--697
Somak Dutta and
Debashis Mondal An $h$-likelihood method for spatial
mixed linear models based on intrinsic
auto-regressions . . . . . . . . . . . . 699--726
Tirthankar Dasgupta and
Natesh S. Pillai and
Donald B. Rubin Causal inference from $ 2^K $ factorial
designs by using potential outcomes . . 727--753
Hongyuan Cao and
Donglin Zeng and
Jason P. Fine Regression analysis of sparse
asynchronous longitudinal data . . . . . 755--776
David Kraus Components and completion of partially
observed functional data . . . . . . . . 777--801
Kshitij Khare and
Sang-Yun Oh and
Bala Rajaratnam A convex pseudolikelihood framework for
high dimensional partial correlation
estimation with convergence guarantees 803--825
Ning Hao and
Bin Dong and
Jianqing Fan Sparsifying the Fisher linear
discriminant by rotation . . . . . . . . 827--851
Frédéric Lavancier and
Jesper Mòller and
Ege Rubak Determinantal point process models and
statistical inference . . . . . . . . . 853--877
Xiangrong Yin and
Haileab Hilafu Sequential sufficient dimension
reduction for large $p$, small $n$
problems . . . . . . . . . . . . . . . . 879--892
Lei Jin and
Suojin Wang and
Haiyan Wang A new non-parametric stationarity test
of time series in the time domain . . . 893--922
Nicolai Meinshausen Group bound: confidence intervals for
groups of variables in sparse high
dimensional regression without
assumptions on the design . . . . . . . 923--945
Qifan Song and
Faming Liang A split-and-merge Bayesian variable
selection approach for ultrahigh
dimensional regression . . . . . . . . . 947--972
Georgios Papageorgiou and
Sylvia Richardson and
Nicky Best Bayesian non-parametric models for
spatially indexed data of mixed type . . 973--999
Jinguo Gong and
Yadong Li and
Liang Peng and
Qiwei Yao Estimation of extreme quantiles for
functions of dependent random variables 1001--1024
Anonymous Index of authors, volume 77, 2015 . . . 1025--1027
Anonymous Contents of volume 77, 2015 . . . . . . 1029--1030
Anonymous Report of the Editors-2015 . . . . . . . 1--2
Abdelaati Daouia and
Hohsuk Noh and
Byeong U. Park Data envelope fitting with constrained
polynomial splines . . . . . . . . . . . 3--30
John H. J. Einmahl and
Laurens de Haan and
Chen Zhou Statistics of heteroscedastic extremes 31--51
Xiang Zhang and
Yichao Wu and
Lan Wang and
Runze Li Variable selection for support vector
machines in moderately high dimensions 53--76
Marc G. Genton and
Peter Hall A tilting approach to ranking influence 77--97
Christopher R. Genovese and
Marco Perone-Pacifico and
Isabella Verdinelli and
Larry Wasserman Non-parametric inference for density
modes . . . . . . . . . . . . . . . . . 99--126
Yanyuan Ma and
Raymond J. Carroll Semiparametric estimation in the
secondary analysis of case-control
studies . . . . . . . . . . . . . . . . 127--151
Bala Rajaratnam and
Steven Roberts and
Doug Sparks and
Onkar Dalal Lasso regression: estimation and
shrinkage via the limit of Gibbs
sampling . . . . . . . . . . . . . . . . 153--174
Maryna Prus and
Rainer Schwabe Optimal designs for the prediction of
individual parameters in hierarchical
models . . . . . . . . . . . . . . . . . 175--191
Sokbae Lee and
Myung Hwan Seo and
Youngki Shin The lasso for high dimensional
regression with a possible change point 193--210
Stéphane Bonhomme and
Koen Jochmans and
Jean-Marc Robin Non-parametric estimation of finite
mixtures from repeated measurements . . 211--229
Aurore Delaigle and
Peter Hall Methodology for non-parametric
deconvolution when the error
distribution is unknown . . . . . . . . 231--252
Peter J. Bickel and
Purnamrita Sarkar Hypothesis testing for automated
community detection in networks . . . . 253--273
John H. J. Einmahl and
Anna Kiriliouk and
Andrea Krajina and
Johan Segers An $M$-estimator of spatial tail
dependence . . . . . . . . . . . . . . . 275--298
Fan Yang and
Dylan S. Small Using post-outcome measurement
information in censoring-by-death
problems . . . . . . . . . . . . . . . . 299--318
Y. G. Berger and
O. De La Riva Torres Empirical likelihood confidence
intervals for complex sampling designs 319--341
Mogens Bladt and
Samuel Finch and
Michael Sòrensen Simulation of multivariate diffusion
bridges . . . . . . . . . . . . . . . . 343--369
Holger Dette and
Dominik Wied Detecting relevant changes in time
series models . . . . . . . . . . . . . 371--394
Xianyang Zhang and
Xiaofeng Shao On the coverage bound problem of
empirical likelihood methods for time
series . . . . . . . . . . . . . . . . . 395--421
Max Grazier G'Sell and
Stefan Wager and
Alexandra Chouldechova and
Robert Tibshirani Sequential selection procedures and
false discovery rate control . . . . . . 423--444
Hassan Doosti and
Peter Hall Making a non-parametric density
estimator more attractive, and more
accurate, by data perturbation . . . . . 445--462
Ke Zhu Bootstrapping the portmanteau tests in
weak auto-regressive moving average
models . . . . . . . . . . . . . . . . . 463--485
Huitong Qiu and
Fang Han and
Han Liu and
Brian Caffo Joint estimation of multiple graphical
models from high dimensional time series 487--504
Werner Ehm and
Tilmann Gneiting and
Alexander Jordan and
Fabian Krüger Of quantiles and expectiles: consistent
scoring functions, Choquet
representations and forecast rankings 505--562
Alexander Hartmann and
Stephan Huckemann and
Jörn Dannemann and
Oskar Laitenberger and
Claudia Geisler and
Alexander Egner and
Axel Munk Drift estimation in sparse sequential
dynamic imaging, with application to
nanoscale fluorescence microscopy . . . 563--587
Xiangyu Wang and
Chenlei Leng High dimensional ordinary least squares
projection for screening variables . . . 589--611
Christian Francq and
Jean-Michel Zako\"\ian Estimating multivariate volatility
models equation by equation . . . . . . 613--635
Peter Hall and
Giles Hooker Truncated linear models for functional
data . . . . . . . . . . . . . . . . . . 637--653
Peng Ding and
Avi Feller and
Luke Miratrix Randomization inference for treatment
effect variation . . . . . . . . . . . . 655--671
Kwun Chuen Gary Chan and
Sheung Chi Phillip Yam and
Zheng Zhang Globally efficient non-parametric
inference of average treatment effects
by empirical balancing calibration
weighting . . . . . . . . . . . . . . . 673--700
Nicholas G. Polson and
James G. Scott Mixtures, envelopes and hierarchical
duality . . . . . . . . . . . . . . . . 701--727
Yining Chen and
Richard J. Samworth Generalized additive and index models
with shape constraints . . . . . . . . . 729--754
María Luz Gámiz and
Enno Mammen and
María Dolores Martínez Miranda and
Jens Perch Nielsen Double one-sided cross-validation of
local linear hazards . . . . . . . . . . 755--779
Nicholas C. Henderson and
Michael A. Newton Making the cut: improved ranking and
selection for large-scale inference . . 781--804
Mikhail Zhelonkin and
Marc G. Genton and
Elvezio Ronchetti Robust inference in sample selection
models . . . . . . . . . . . . . . . . . 805--827
Zhichao Jiang and
Peng Ding and
Zhi Geng Principal causal effect identification
and surrogate end point evaluation by
multiple trials . . . . . . . . . . . . 829--848
Luwan Zhang and
Grace Wahba and
Ming Yuan Distance shrinkage and Euclidean
embedding via regularized kernel
estimation . . . . . . . . . . . . . . . 849--867
Rohit Kumar Patra and
Bodhisattva Sen Estimation of a two-component mixture
model with applications to multiple
testing . . . . . . . . . . . . . . . . 869--893
Chun Yip Yau and
Zifeng Zhao Inference for multiple change points in
time series via likelihood ratio scan
statistics . . . . . . . . . . . . . . . 895--916
Zhijian He and
Art B. Owen Extensible grids: uniform sampling on a
space filling curve . . . . . . . . . . 917--931
Sergio Bacallado and
Vijay Pande and
Stefano Favaro and
Lorenzo Trippa Bayesian regularization of the length of
memory in reversible sequences . . . . . 933--946
Jonas Peters and
Peter Bühlmann and
Nicolai Meinshausen Causal inference by using invariant
prediction: identification and
confidence intervals . . . . . . . . . . 947--1012
Xu Guo and
Tao Wang and
Lixing Zhu Model checking for parametric
single-index models: a dimension
reduction model-adaptive approach . . . 1013--1035
Kuang-Yao Lee and
Bing Li and
Hongyu Zhao Variable selection via additive
conditional independence . . . . . . . . 1037--1055
Alejandro Cholaquidis and
Ricardo Fraiman and
Gábor Lugosi and
Beatriz Pateiro-López Set estimation from reflected Brownian
motion . . . . . . . . . . . . . . . . . 1057--1078
Bin Guo and
Song Xi Chen Tests for high dimensional generalized
linear models . . . . . . . . . . . . . 1079--1102
P. G. Bissiri and
C. C. Holmes and
S. G. Walker A general framework for updating belief
distributions . . . . . . . . . . . . . 1103--1130
Anonymous Index of authors, volume 78, 2016 . . . 1131--1134
Anonymous Contents of volume 78, 2016 . . . . . . 1135--1136
Anonymous Issue Information . . . . . . . . . . . 1--2
David Dunson and
Piotr Fryzlewicz Report of the Editors --- 2016 . . . . . 3--4
Michael Vogt and
Oliver Linton Classification of non-parametric
regression functions in longitudinal
data models . . . . . . . . . . . . . . 5--27
Oleksandr Gromenko and
Piotr Kokoszka and
Matthew Reimherr Detection of change in the
spatiotemporal mean function . . . . . . 29--50
Damien Passemier and
Zhaoyuan Li and
Jianfeng Yao On estimation of the noise variance in
high dimensional probabilistic principal
component analysis . . . . . . . . . . . 51--67
Fabienne Comte and
Charles-A. Cuenod and
Marianna Pensky and
Yves Rozenholc Laplace deconvolution on the basis of
time domain data and its application to
dynamic contrast-enhanced imaging . . . 69--94
Soutir Bandyopadhyay and
Suhasini Subba Rao A test for stationarity for irregularly
spaced spatial data . . . . . . . . . . 95--123
Z. I. Botev The normal law under linear
restrictions: simulation and estimation
via minimax tilting . . . . . . . . . . 125--148
J. L. Wadsworth and
J. A. Tawn and
A. C. Davison and
D. M. Elton Modelling across extremal dependence
classes . . . . . . . . . . . . . . . . 149--175
Kehui Chen and
Pedro Delicado and
Hans-Georg Müller Modelling function-valued stochastic
processes, with applications to
fertility dynamics . . . . . . . . . . . 177--196
T. Tony Cai and
Wenguang Sun Optimal screening and discovery of
sparse signals with applications to
multistage high throughput studies . . . 197--223
Nicolas Städler and
Sach Mukherjee Two-sample testing in high dimensions 225--246
Jianqing Fan and
Quefeng Li and
Yuyan Wang Estimation of high dimensional mean
regression in the absence of symmetry
and light tail assumptions . . . . . . . 247--265
Patrick O. Perry Fast moment-based estimation for
hierarchical models . . . . . . . . . . 267--291
Sanjay Chaudhuri and
Debashis Mondal and
Teng Yin Hamiltonian Monte Carlo sampling in
Bayesian empirical likelihood
computation . . . . . . . . . . . . . . 293--320
Anonymous Issue Information . . . . . . . . . . . 321--322
Mathias Drton and
Martyn Plummer A Bayesian information criterion for
singular models . . . . . . . . . . . . 323--380
Mari Myllymäki and
Tomá\vs Mrkvi\vcka and
Pavel Grabarnik and
Henri Seijo and
Ute Hahn Global envelope tests for spatial
processes . . . . . . . . . . . . . . . 381--404
Jianqing Fan and
Han Liu and
Yang Ning and
Hui Zou High dimensional semiparametric latent
graphical model for mixed data . . . . . 405--421
Bodhisattva Sen and
Mary Meyer Testing against a linear regression
model using ideas from shape-restricted
estimation . . . . . . . . . . . . . . . 423--448
Yi He and
John H. J. Einmahl Estimation of extreme depth-based
quantile regions . . . . . . . . . . . . 449--461
Emil Cornea and
Hongtu Zhu and
Peter Kim and
Joseph G. Ibrahim and
for the Alzheimer's Disease Neuroimaging Initiative Regression models on Riemannian
symmetric spaces . . . . . . . . . . . . 463--482
Leen Prenen and
Roel Braekers and
Luc Duchateau Extending the Archimedean copula
methodology to model multivariate
survival data grouped in clusters of
variable size . . . . . . . . . . . . . 483--505
Qin Shao and
Lijian Yang Oracally efficient estimation and
consistent model selection for
auto-regressive moving average time
series with trend . . . . . . . . . . . 507--524
Jim E. Griffin and
Fabrizio Leisen Compound random measures and their use
in Bayesian non-parametrics . . . . . . 525--545
Jacopo Soriano and
Li Ma Probabilistic multi-resolution scanning
for two-sample differences . . . . . . . 547--572
Lu Mao and
D. Y. Lin Efficient estimation of semiparametric
transformation models for the cumulative
incidence of competing risks . . . . . . 573--587
Shu Lu and
Yufeng Liu and
Liang Yin and
Kai Zhang Confidence intervals and regions for the
lasso by using stochastic variational
inequality techniques in optimization 589--611
Manuela Schreyer and
Roland Paulin and
Wolfgang Trutschnig On the exact region determined by
Kendall's $ \tau $ and Spearman's $ \rho
$ . . . . . . . . . . . . . . . . . . . 613--633
Raymond K. W. Wong and
Curtis B. Storlie and
Thomas C. M. Lee A frequentist approach to computer model
calibration . . . . . . . . . . . . . . 635--648
Anonymous Issue Information . . . . . . . . . . . 649--650
Arnak S. Dalalyan Theoretical guarantees for approximate
sampling from smooth and log-concave
densities . . . . . . . . . . . . . . . 651--676
Jiti Gao and
Xiao Han and
Guangming Pan and
Yanrong Yang High dimensional correlation matrices:
the central limit theorem and its
applications . . . . . . . . . . . . . . 677--693
Chris J. Oates and
Mark Girolami and
Nicolas Chopin Control functionals for Monte Carlo
integration . . . . . . . . . . . . . . 695--718
Linbo Wang and
Thomas S. Richardson and
Xiao-Hua Zhou Causal analysis of ordinal treatments
and binary outcomes under truncation by
death . . . . . . . . . . . . . . . . . 719--735
Christian Gouriéroux and
Jean-Michel Zako\"\ian Local explosion modelling by non-causal
process . . . . . . . . . . . . . . . . 737--756
Peng Ding and
Jiannan Lu Principal stratification analysis using
principal scores . . . . . . . . . . . . 757--777
Siddhartha Nandy and
Chae Young Lim and
Tapabrata Maiti Additive model building for spatial
regression . . . . . . . . . . . . . . . 779--800
Hannes Leeb and
Paul Kabaila Admissibility of the usual confidence
set for the mean of a univariate or
bivariate normal population: the unknown
variance case . . . . . . . . . . . . . 801--813
Jonathan R. Bradley and
Christopher K. Wikle and
Scott H. Holan Regionalization of multiscale spatial
processes by using a criterion for
spatial aggregation error . . . . . . . 815--832
Peter J. Brockwell and
Yasumasa Matsuda Continuous auto-regressive moving
average random fields on $ \mathbb {R}^n
$ . . . . . . . . . . . . . . . . . . . 833--857
Hao Ji and
Hans-Georg Müller Optimal designs for longitudinal and
functional data . . . . . . . . . . . . 859--876
Vinayak Rao and
Ryan P. Adams and
David D. Dunson Bayesian inference for Matérn repulsive
processes . . . . . . . . . . . . . . . 877--897
Will Wei Sun and
Junwei Lu and
Han Liu and
Guang Cheng Provable sparse tensor decomposition . . 899--916
Tyler J. VanderWeele and
Eric J. Tchetgen Tchetgen Mediation analysis with time varying
exposures and mediators . . . . . . . . 917--938
Alexandre Belloni and
Mathieu Rosenbaum and
Alexandre B. Tsybakov Linear and conic programming estimators
in high dimensional errors-in-variables
models . . . . . . . . . . . . . . . . . 939--956
Anonymous Issue Information . . . . . . . . . . . 957--958
Timothy I. Cannings and
Richard J. Samworth Random-projection ensemble
classification . . . . . . . . . . . . . 959--1035
Lucas Janson and
Rina Foygel Barber and
Emmanuel Cand\`es EigenPrism: inference for high
dimensional signal-to-noise ratios . . . 1037--1065
Paul Bastide and
Mahendra Mariadassou and
Stéphane Robin Detection of adaptive shifts on
phylogenies by using shifted stochastic
processes on a tree . . . . . . . . . . 1067--1093
Bhaskar Bhattacharya and
Mohammad Al-talib A minimum relative entropy based
correlation model between the response
and covariates . . . . . . . . . . . . . 1095--1118
Catherine Matias and
Vincent Miele Statistical clustering of temporal
networks through a dynamic stochastic
block model . . . . . . . . . . . . . . 1119--1141
Jianqing Fan and
Xu Han Estimation of the false discovery
proportion with unknown dependence . . . 1143--1164
Runchao Jiang and
Wenbin Lu and
Rui Song and
Marie Davidian On estimation of optimal treatment
regimes for maximizing $t$-year survival
probability . . . . . . . . . . . . . . 1165--1185
Sandipan Roy and
Yves Atchadé and
George Michailidis Change point estimation in high
dimensional Markov random-field models 1187--1206
Florian Pein and
Hannes Sieling and
Axel Munk Heterogeneous change point inference . . 1207--1227
Edward H. Kennedy and
Zongming Ma and
Matthew D. McHugh and
Dylan S. Small Non-parametric methods for doubly robust
estimation of continuous treatment
effects . . . . . . . . . . . . . . . . 1229--1245
Rina Foygel Barber and
Aaditya Ramdas The $p$-filter: multilayer false
discovery rate control for grouped
hypotheses . . . . . . . . . . . . . . . 1247--1268
Piotr Zwiernik and
Caroline Uhler and
Donald Richards Maximum likelihood estimation for linear
Gaussian covariance models . . . . . . . 1269--1292
Anonymous Issue Information . . . . . . . . . . . 1293--1294
François Caron and
Emily B. Fox Sparse graphs using exchangeable random
measures . . . . . . . . . . . . . . . . 1295--1366
Algo Car\`e and
Simone Garatti and
Marco C. Campi A coverage theory for least squares . . 1367--1389
Lionel Truquet Parameter stability and semiparametric
inference in time varying
auto-regressive conditional
heteroscedasticity models . . . . . . . 1391--1414
Ethan X. Fang and
Yang Ning and
Han Liu Testing and confidence intervals for
high dimensional proportional hazards
models . . . . . . . . . . . . . . . . . 1415--1437
Stephen Chick and
Martin Forster and
Paolo Pertile A Bayesian decision theoretic model of
sequential experimentation with delayed
response . . . . . . . . . . . . . . . . 1439--1462
Edgar Brunner and
Frank Konietschke and
Markus Pauly and
Madan L. Puri Rank-based procedures in factorial
designs: hypotheses about non-parametric
treatment effects . . . . . . . . . . . 1463--1485
M. Clertant and
J. O'Quigley Semiparametric dose finding methods . . 1487--1508
Kara E. Rudolph and
Mark J. van der Laan Robust estimation of encouragement
design intervention effects transported
across sites . . . . . . . . . . . . . . 1509--1525
Peter Radchenko and
Gourab Mukherjee Convex clustering via $ l_1 $ fusion
penalization . . . . . . . . . . . . . . 1527--1546
Shih-Hao Huang and
Mong-Na Lo Huang and
Kerby Shedden and
Weng Kee Wong Optimal group testing designs for
estimating prevalence with uncertain
testing errors . . . . . . . . . . . . . 1547--1563
Caiyun Fan and
Wenbin Lu and
Rui Song and
Yong Zhou Concordance-assisted learning for
estimating optimal individualized
treatment regimes . . . . . . . . . . . 1565--1582
Ching-Yun Wang and
Harry Cullings and
Xiao Song and
Kenneth J. Kopecky Joint non-parametric correction
estimator for excess relative risk
regression in survival analysis with
exposure measurement error . . . . . . . 1583--1599
Andrew L. Rukhin Estimation of the common mean from
heterogeneous normal observations with
unknown variances . . . . . . . . . . . 1601--1618
Stefan Birr and
Stanislav Volgushev and
Tobias Kley and
Holger Dette and
Marc Hallin Quantile spectral analysis for locally
stationary time series . . . . . . . . . 1619--1643
Markus Frölich and
Martin Huber Direct and indirect treatment
effects--causal chains and mediation
analysis with instrumental variables . . 1645--1666
Anonymous Index of authors: Index of authors,
volume 79, 2017 . . . . . . . . . . . . 1667--1671
Anonymous Contents: Contents of volume 79, 2017 1673--1675
Anonymous Issue Information . . . . . . . . . . . 1--2
David Dunson and
Piotr Fryzlewicz Report of the Editors --- 2017 . . . . . 3--4
Niklas Pfister and
Peter Bühlmann and
Bernhard Schölkopf and
Jonas Peters Kernel-based tests for joint
independence . . . . . . . . . . . . . . 5--31
Barry Schouten Statistical inference based on randomly
generated auxiliary variables . . . . . 33--56
Tengyao Wang and
Richard J. Samworth High dimensional change point estimation
via sparse projection . . . . . . . . . 57--83
Nathan Kallus Optimal a priori balance in the design
of controlled experiments . . . . . . . 85--112
Rajen D. Shah and
Peter Bühlmann Goodness-of-fit tests for high
dimensional linear models . . . . . . . 113--135
Jesse Hemerik and
Jelle J. Goeman False discovery proportion estimation by
permutations: confidence for
significance analysis of microarrays . . 137--155
Flávio B. Gonçalves and
Dani Gamerman Exact Bayesian inference in
spatiotemporal Cox processes driven by
multivariate Gaussian processes . . . . 157--175
Boxiang Wang and
Hui Zou Another look at distance-weighted
discrimination . . . . . . . . . . . . . 177--198
Guillaume Dehaene and
Simon Barthelmé Expectation propagation in the large
data limit . . . . . . . . . . . . . . . 199--217
Max Sommerfeld and
Axel Munk Inference for empirical Wasserstein
distances on finite spaces . . . . . . . 219--238
Hyunphil Choi and
Matthew Reimherr A geometric approach to confidence
regions and bands for functional
parameters . . . . . . . . . . . . . . . 239--260
Anonymous Issue Information . . . . . . . . . . . 261--262
Abdelaati Daouia and
Stéphane Girard and
Gilles Stupfler Estimation of tail risk based on extreme
expectiles . . . . . . . . . . . . . . . 263--292
Weiming Li and
Jianfeng Yao On structure testing for component
covariance matrices of a high
dimensional mixture . . . . . . . . . . 293--318
Mark Koudstaal and
Fang Yao From multiple Gaussian sequences to
functional data and beyond: a Stein
estimation approach . . . . . . . . . . 319--342
Honglang Wang and
Ping-Shou Zhong and
Yuehua Cui and
Yehua Li Unified empirical likelihood ratio tests
for functional concurrent linear models
and the phase transition from sparse to
dense functional data . . . . . . . . . 343--364
Srijan Sengupta and
Yuguo Chen A block model for node popularity in
networks with community structure . . . 365--386
Shanshan Ding and
R. Dennis Cook Matrix variate regressions and envelope
models . . . . . . . . . . . . . . . . . 387--408
Zifeng Zhao and
Zhengjun Zhang Semiparametric dynamic max-copula model
for multivariate time series . . . . . . 409--432
Huixia Judy Wang and
Ian W. McKeague and
Min Qian Testing for marginal linear effects in
quantile regression . . . . . . . . . . 433--452
Anonymous Issue Information . . . . . . . . . . . 453--454
Shun Yao and
Xianyang Zhang and
Xiaofeng Shao Testing mutual independence in high
dimension via distance covariance . . . 455--480
Steffen Lauritzen and
Alessandro Rinaldo and
Kayvan Sadeghi Random networks, graphical models and
exchangeability . . . . . . . . . . . . 481--508
Alexander Aue and
Gregory Rice and
Ozan Sönmez Detecting and dating structural breaks
in functional data without dimension
reduction . . . . . . . . . . . . . . . 509--529
Linbo Wang and
Eric Tchetgen Tchetgen Bounded, efficient and multiply robust
estimation of average treatment effects
using instrumental variables . . . . . . 531--550
Emmanuel Cand\`es and
Yingying Fan and
Lucas Janson and
Jinchi Lv Panning for gold: `model-X' knockoffs
for high dimensional controlled variable
selection . . . . . . . . . . . . . . . 551--577
Jessica L. Gronsbell and
Tianxi Cai Semi-supervised approaches to efficient
evaluation of model prediction
performance . . . . . . . . . . . . . . 579--594
Anonymous Issue Information . . . . . . . . . . . 595--596
Susan Athey and
Guido W. Imbens and
Stefan Wager Approximate residual balancing: debiased
inference of average treatment effects
in high dimensions . . . . . . . . . . . 597--623
Liang Liang and
Yanyuan Ma and
Ying Wei and
Raymond J. Carroll Semiparametrically efficient estimation
in quantile regression of secondary
analysis . . . . . . . . . . . . . . . . 625--648
Lihua Lei and
William Fithian AdaPT: an interactive procedure for
multiple testing with side information 649--679
Chengchun Shi and
Rui Song and
Wenbin Lu and
Bo Fu Maximin projection learning for optimal
treatment decision with heterogeneous
individualized treatment effects . . . . 681--702
Jonas Krampe and
Jens-Peter Kreiss and
Efstathios Paparoditis Estimated Wold representation and
spectral-density-driven bootstrap for
time series . . . . . . . . . . . . . . 703--726
Kshitij Khare and
Bala Rajaratnam and
Abhishek Saha Bayesian inference for Gaussian
graphical models beyond decomposable
graphs . . . . . . . . . . . . . . . . . 727--747
Michalis K. Titsias and
Omiros Papaspiliopoulos Auxiliary gradient-based sampling
algorithms . . . . . . . . . . . . . . . 749--767
Fangfang Wang and
Haonan Wang Modelling non-stationary multivariate
time series of counts via common factors 769--791
Zijian Guo and
Hyunseung Kang and
T. Tony Cai and
Dylan S. Small Confidence intervals for causal effects
with invalid instruments by using
two-stage hard thresholding with voting 793--815
Dalei Yu and
Xinyu Zhang and
Kelvin K. W. Yau Asymptotic properties and information
criteria for misspecified generalized
linear mixed models . . . . . . . . . . 817--836
Anonymous Issue Information . . . . . . . . . . . 837--838
George Deligiannidis and
Arnaud Doucet and
Michael K. Pitt The correlated pseudomarginal method . . 839--870
Benjamin Bloem-Reddy and
Peter Orbanz Random-walk models of network formation
and sequential Monte Carlo methods for
graphs . . . . . . . . . . . . . . . . . 871--898
Faming Liang and
Bochao Jia and
Jingnan Xue and
Qizhai Li and
Ye Luo An imputation-regularized optimization
algorithm for high dimensional missing
data problems and beyond . . . . . . . . 899--926
Yunzhang Zhu and
Lexin Li Multiple matrix Gaussian graphs
estimation . . . . . . . . . . . . . . . 927--950
Justin Chown and
Ursula U. Müller Detecting heteroscedasticity in
non-parametric regression using weighted
empirical processes . . . . . . . . . . 951--974
Yao Zheng and
Qianqian Zhu and
Guodong Li and
Zhijie Xiao Hybrid quantile regression estimation
for time series models with conditional
heteroscedasticity . . . . . . . . . . . 975--993
Yang Liu and
Yukun Liu and
Pengfei Li and
Jing Qin Full likelihood inference for abundance
from continuous time capture-recapture
data . . . . . . . . . . . . . . . . . . 995--1014
Jichun Xie and
Ruosha Li False discovery rate control for high
dimensional networks of quantile
associations conditioning on covariates 1015--1034
Colin B. Fogarty On mitigating the analytical limitations
of finely stratified experiments . . . . 1035--1056
Kean Ming Tan and
Zhaoran Wang and
Han Liu and
Tong Zhang Sparse generalized eigenvalue problem:
optimal statistical rates via truncated
Rayleigh flow . . . . . . . . . . . . . 1057--1086
Antonio R. Linero and
Yun Yang Bayesian regression tree ensembles that
adapt to smoothness and sparsity . . . . 1087--1110
Anonymous Index of authors, volume 80, 2018 . . . 1111--1113
Anonymous Contents of volume 80, 2018 . . . . . . 1115--1116
Anonymous Issue Information . . . . . . . . . . . 1--2
David Dunson and
Simon Wood Report of the Editors --- 2018 . . . . . 3--4
Luke Bornn and
Neil Shephard and
Reza Solgi Moment conditions and Bayesian
non-parametrics . . . . . . . . . . . . 5--43
Ang Li and
Rina Foygel Barber Multiple testing with the
structure-adaptive Benjamini--Hochberg
algorithm . . . . . . . . . . . . . . . 45--74
Alex Luedtke and
Marco Carone and
Mark J. van der Laan An omnibus non-parametric test of
equality in distribution for unknown
functions . . . . . . . . . . . . . . . 75--99
Dennis Schmidt Characterization of $c$-, $L$- and $
\varphi_k$-optimal designs for a class
of non-linear multiple-regression models 101--120
Edward H. Kennedy and
Scott Lorch and
Dylan S. Small Robust causal inference with continuous
instruments using the local instrumental
variable curve . . . . . . . . . . . . . 121--143
Yiyuan She and
Hoang Tran On cross-validation for sparse reduced
rank regression . . . . . . . . . . . . 145--161
Edgar Dobriban and
Art B. Owen Deterministic parallel analysis: an
improved method for selecting factors
and principal components . . . . . . . . 163--183
Anonymous Issue Information . . . . . . . . . . . 185--186
T. Tony Cai and
Wenguang Sun and
Weinan Wang Covariate-assisted ranking and screening
for large-scale two-sample inference . . 187--234
Espen Bernton and
Pierre E. Jacob and
Mathieu Gerber and
Christian P. Robert Approximate Bayesian computation with
the Wasserstein distance . . . . . . . . 235--269
Aurore Delaigle and
Peter Hall and
Tung Pham Clustering functional data into groups
by using projections . . . . . . . . . . 271--304
Peisong Han and
Linglong Kong and
Jiwei Zhao and
Xingcai Zhou A general framework for quantile
estimation with incomplete data . . . . 305--333
J. D. Godolphin Construction of row-column factorial
designs . . . . . . . . . . . . . . . . 335--360
Susanne Ditlevsen and
Adeline Samson Hypoelliptic diffusions: filtering and
inference from complete and partial
observations . . . . . . . . . . . . . . 361--384
Junlong Zhao and
Chao Liu and
Lu Niu and
Chenlei Leng Multiple influential point detection in
high dimensional regression spaces . . . 385--408
Jin Piao and
Jing Ning and
Yu Shen Semiparametric model for bivariate
survival data subject to biased sampling 409--429
Tengyuan Liang and
Weijie J. Su Statistical inference for the population
landscape via moment-adjusted stochastic
gradients . . . . . . . . . . . . . . . 431--456
Anonymous Issue Information . . . . . . . . . . . 457--458
Benjamin Frot and
Preetam Nandy and
Marloes H. Maathuis Robust causal structure learning with
some hidden variables . . . . . . . . . 459--487
Giacomo Zanella and
Gareth Roberts Scalable importance tempering and
Bayesian variable selection . . . . . . 489--517
Matthew Plumlee Computer model calibration with
confidence and consistency . . . . . . . 519--545
Ruth Heller and
Amit Meir and
Nilanjan Chatterjee Post-selection estimation and testing
following aggregate association tests 547--573
Bhaswar B. Bhattacharya A general asymptotic framework for
distribution-free graph-based two-sample
tests . . . . . . . . . . . . . . . . . 575--602
Mu Niu and
Pokman Cheung and
Lizhen Lin and
Zhenwen Dai and
Neil Lawrence and
David Dunson Intrinsic Gaussian processes on complex
constrained domains . . . . . . . . . . 603--627
Chen Dong and
Guodong Li and
Xingdong Feng Lack-of-fit tests for quantile
regression models . . . . . . . . . . . 629--648
Rafal Baranowski and
Yining Chen and
Piotr Fryzlewicz Narrowest-over-threshold detection of
multiple change points and
change-point-like features . . . . . . . 649--672
Anonymous Issue Information . . . . . . . . . . . 673--674
T. Tony Cai and
Linjun Zhang High dimensional linear discriminant
analysis: optimality, adaptive algorithm
and missing data . . . . . . . . . . . . 675--705
Dongdong Xiang and
Sihai Dave Zhao and
T. Tony Cai Signal classification for the
integrative analysis of multiple
sequences of large-scale multiple tests 707--734
Qingyuan Zhao and
Dylan S. Small and
Bhaswar B. Bhattacharya Sensitivity analysis for inverse
probability weighting estimators via the
percentile bootstrap . . . . . . . . . . 735--761
Xinyu Zhang and
Yanyuan Ma and
Raymond J. Carroll MALMEM: model averaging in linear
measurement error models . . . . . . . . 763--779
Daniel R. Kowal and
David S. Matteson and
David Ruppert Dynamic shrinkage processes . . . . . . 781--804
Justin Chown and
Ursula U. Müller Corrigendum: Detecting
heteroscedasticity in non-parametric
regression using weighted empirical
processes . . . . . . . . . . . . . . . 805--806
Anonymous Issue Information . . . . . . . . . . . 807--808
Jairo Fúquene and
Mark Steel and
David Rossell On choosing mixture components via
non-local priors . . . . . . . . . . . . 809--837
Robert Bassett and
James Sharpnack Fused density estimation: theory and
methods . . . . . . . . . . . . . . . . 839--860
Mikael Escobar-Bach and
Ingrid Van Keilegom Non-parametric cure rate estimation
under insufficient follow-up by using
extremes . . . . . . . . . . . . . . . . 861--880
Satya Prakash Singh and
Ori Davidov On the design of experiments with
ordered treatments . . . . . . . . . . . 881--900
Kristjan Greenewald and
Shuheng Zhou and
Alfred Hero III Tensor graphical lasso (TeraLasso) . . . 901--931
Anonymous Index of authors, volume 81, 2019 . . . 933--935
Anonymous Contents of volume 81, 2019 . . . . . . 937--938
Anonymous Issue Information . . . . . . . . . . . 1--2
David Dunson and
Simon Wood Report of the Editors --- 2019 . . . . . 3--4
Marina Khismatullina and
Michael Vogt Multiscale inference and long-run
variance estimation in non-parametric
regression with time series errors . . . 5--37
Carlos Cinelli and
Chad Hazlett Making sense of sensitivity: extending
omitted variable bias . . . . . . . . . 39--67
Lan Luo and
Peter X.-K. Song Renewable estimation and incremental
inference in generalized linear models
with streaming data sets . . . . . . . . 69--97
Fan Chen and
Yini Zhang and
Karl Rohe Targeted sampling from massive block
model graphs with personalized PageRank 99--126
Jonathan Christensen and
Li Ma A Bayesian hierarchical model for
related densities by using Pólya trees 127--153
Puying Zhao and
Malay Ghosh and
J. N. K. Rao and
Changbao Wu Bayesian empirical likelihood inference
with complex survey data . . . . . . . . 155--174
Thomas B. Berrett and
Yi Wang and
Rina Foygel Barber and
Richard J. Samworth The conditional permutation test for
independence while controlling for
confounders . . . . . . . . . . . . . . 175--197
Isabel R. Fulcher and
Ilya Shpitser and
Stella Marealle and
Eric J. Tchetgen Tchetgen Robust inference on population indirect
causal effects: the generalized front
door criterion . . . . . . . . . . . . . 199--214
David Bolin and
Jonas Wallin Multivariate type $G$ Matérn stochastic
partial differential equation random
fields . . . . . . . . . . . . . . . . . 215--239
Xinran Li and
Peng Ding Rerandomization and regression
adjustment . . . . . . . . . . . . . . . 241--268
Lovleen Kumar Grover and
Amanpreet Kaur Correction: `A new randomized response
model' . . . . . . . . . . . . . . . . . 269--271
Anonymous Issue Information . . . . . . . . . . . 273--274
Paromita Dubey and
Hans-Georg Müller Functional models for time-varying
random objects . . . . . . . . . . . . . 275--327
Milana Gataric and
Tengyao Wang and
Richard J. Samworth Sparse principal component analysis via
axis-aligned random projections . . . . 329--359
Rajen D. Shah and
Benjamin Frot and
Gian-Andrea Thanei and
Nicolai Meinshausen Right singular vector projection graphs:
fast high dimensional covariance matrix
estimation under latent confounding . . 361--389
T. Tony Cai and
Zijian Guo Semisupervised inference for explained
variance in high dimensional linear
regression and its applications . . . . 391--419
David T. Frazier and
Christian P. Robert and
Judith Rousseau Model misspecification in approximate
Bayesian computation: consequences and
diagnostics . . . . . . . . . . . . . . 421--444
Shu Yang and
Jae Kwang Kim and
Rui Song Doubly robust inference when combining
probability and non-probability samples
with high dimensional data . . . . . . . 445--465
Jiming Jiang and
Mahmoud Torabi Sumca: simple, unified,
Monte-Carlo-assisted approach to
second-order unbiased mean-squared
prediction error estimation . . . . . . 467--485
Adrien Todeschini and
Xenia Miscouridou and
François Caron Exchangeable random measures for sparse
and modular graphs with overlapping
communities . . . . . . . . . . . . . . 487--520
Xu Shi and
Wang Miao and
Jennifer C. Nelson and
Eric J. Tchetgen Tchetgen Multiply robust causal inference with
double-negative control adjustment for
categorical unmeasured confounding . . . 521--540
Anonymous Issue Information . . . . . . . . . . . 541--542
Pierre E. Jacob and
John O'Leary and
Yves F. Atchadé Unbiased Markov chain Monte Carlo
methods with couplings . . . . . . . . . 543--600
Adarsh Prasad and
Arun Sai Suggala and
Sivaraman Balakrishnan and
Pradeep Ravikumar Robust estimation via robust gradient
estimation . . . . . . . . . . . . . . . 601--627
Holger Dette and
Kevin Kokot and
Stanislav Volgushev Testing relevant hypotheses in
functional time series via
self-normalization . . . . . . . . . . . 629--660
Iván Díaz and
Nima S. Hejazi Causal mediation analysis for stochastic
interventions . . . . . . . . . . . . . 661--683
Adel Javanmard and
Jason D. Lee A flexible framework for hypothesis
testing in high dimensions . . . . . . . 685--718
Ted Westling and
Peter Gilbert and
Marco Carone Causal isotonic regression . . . . . . . 719--747
Michael Rosenblum and
Ethan X. Fang and
Han Liu Optimal, two-stage, adaptive enrichment
designs for randomized trials, using
sparse linear programming . . . . . . . 749--772
Jana Janková and
Rajen D. Shah and
Peter Bühlmann and
Richard J. Samworth Goodness-of-fit testing in high
dimensional generalized linear models 773--795
Guillaume Chauvet and
Audrey-Anne Vallée Inference for two-stage sampling designs 797--815
Zhenyu Jiang and
Nengxiang Ling and
Zudi Lu and
Dag Tjòstheim and
Qiang Zhang On bandwidth choice for spatial data
density estimation . . . . . . . . . . . 817--840
Jesse Hemerik and
Jelle J. Goeman and
Livio Finos Robust testing in generalized linear
models by sign flipping score
contributions . . . . . . . . . . . . . 841--864
Sarjinder Singh Reply to the correction by Grover and
Kaur: a new randomized response model 865--868
Anonymous Issue Information . . . . . . . . . . . 869--870
Sebastian Engelke and
Adrien S. Hitz Graphical models for extremes . . . . . 871--932
Bin Liu and
Cheng Zhou and
Xinsheng Zhang and
Yufeng Liu A unified data-adaptive framework for
high dimensional change point detection 933--963
Kamiar Rahnama Rad and
Arian Maleki A scalable estimate of the out-of-sample
prediction error via approximate
leave-one-out cross-validation . . . . . 965--996
Armeen Taeb and
Parikshit Shah and
Venkat Chandrasekaran False discovery and its control in low
rank estimation . . . . . . . . . . . . 997--1027
Adam Lane Adaptive designs for optimal observed
Fisher information . . . . . . . . . . . 1029--1058
Daniel W. Apley and
Jingyu Zhu Visualizing the effects of predictor
variables in black box supervised
learning models . . . . . . . . . . . . 1059--1086
Sandra Fortini and
Sonia Petrone Quasi-Bayes properties of a procedure
for sequential learning in mixture
models . . . . . . . . . . . . . . . . . 1087--1114
Dominik Poß and
Dominik Liebl and
Alois Kneip and
Hedwig Eisenbarth and
Tor D. Wager and
Lisa Feldman Barrett Superconsistent estimation of points of
impact in non-parametric regression with
functional predictors . . . . . . . . . 1115--1140
Ivair R. Silva and
Martin Kulldorff and
W. Katherine Yih Optimal alpha spending for sequential
analysis with binomial data . . . . . . 1141--1164
Anonymous Issue Information . . . . . . . . . . . 1165--1166
Murray Pollock and
Paul Fearnhead and
Adam M. Johansen and
Gareth O. Roberts Quasi-stationary Monte Carlo and the
ScaLE algorithm . . . . . . . . . . . . 1167--1221
Pavel Mozgunov and
Thomas Jaki An information theoretic approach for
selecting arms in clinical trials . . . 1223--1247
Minerva Mukhopadhyay and
Didong Li and
David B. Dunson Estimating densities with non-linear
support by using Fisher--Gaussian
kernels . . . . . . . . . . . . . . . . 1249--1271
Gao Wang and
Abhishek Sarkar and
Peter Carbonetto and
Matthew Stephens A simple new approach to variable
selection in regression, with
application to genetic fine mapping . . 1273--1300
Ting Ye and
Jun Shao Robust tests for treatment effect in
survival analysis under
covariate-adaptive randomization . . . . 1301--1323
Paolo Gorgi Beta-negative binomial auto-regressions
for modelling integer-valued time series
with extreme observations . . . . . . . 1325--1347
Yanbo Tang and
Nancy Reid Modified likelihood root in high
dimensions . . . . . . . . . . . . . . . 1349--1369
Robert Richardson and
Athanasios Kottas and
Bruno Sansó Spatiotemporal modelling using
integro-difference equations with
bivariate stable kernels . . . . . . . . 1371--1392
Anonymous Index of authors, volume 82, 2020 . . . 1393--1396
Anonymous Contents of volume 82, 2020 . . . . . . 1397--1398
Anonymous Issue Information . . . . . . . . . . . 1--2
Aurore Delaigle and
Simon Wood Report of the Editors --- 2020 . . . . . 3--4
J. D. Godolphin Construction of blocked factorial
designs to estimate main effects and
selected two-factor interactions . . . . 5--29
Linda S. L. Tan Use of model reparametrization to
improve variational Bayes . . . . . . . 30--57
Dong Xia and
Ming Yuan Statistical inferences of linear forms
for noisy matrix completion . . . . . . 58--77
N. Salvati and
E. Fabrizi and
M. G. Ranalli and
R. L. Chambers Small area estimation with linked data 78--107
Kwang-Rae Kim and
Ian L. Dryden and
Huiling Le and
Katie E. Severn Book Review: \booktitleSmoothing splines
on Riemannian manifolds, with
applications to $3$D shape space . . . . 108--132
Ruth Heller and
Saharon Rosset Optimal control of false discovery
criteria in the two-group model . . . . 133--155
Jeremy Heng and
Arnaud Doucet and
Yvo Pokern Gibbs flow for approximate transport
with applications to Bayesian
computation . . . . . . . . . . . . . . 156--187
Panos Toulis and
Thibaut Horel and
Edoardo M. Airoldi The proximal Robbins--Monro method . . . 188--212
Anonymous Issue Information . . . . . . . . . . . 213--214
Dominik Rothenhäusler and
Nicolai Meinshausen and
Peter Bühlmann and
Jonas Peters Anchor regression: Heterogeneous data
meet causality . . . . . . . . . . . . . 215--246
Mengjia Yu and
Xiaohui Chen Finite sample change point inference and
identification for high-dimensional mean
vectors . . . . . . . . . . . . . . . . 247--270
Sheng Xu and
Zhou Fan Iterative Alpha Expansion for estimating
gradient-sparse signals from linear
measurements . . . . . . . . . . . . . . 271--292
Majid Noroozi and
Ramchandra Rimal and
Marianna Pensky Estimation and clustering in popularity
adjusted block model . . . . . . . . . . 293--317
Hongming Pu and
Bo Zhang Estimating optimal treatment rules with
an instrumental variable: A partial
identification learning approach . . . . 318--345
Federico Ferraccioli and
Eleonora Arnone and
Livio Finos and
James O. Ramsay and
Laura M. Sangalli Nonparametric density estimation over
complicated domains . . . . . . . . . . 346--368
Kun Meng and
Ani Eloyan Principal manifold estimation via model
complexity selection . . . . . . . . . . 369--394
Per Johansson and
Donald B. Rubin and
Mårten Schultzberg On optimal rerandomization designs . . . 395--403
Nathan Kallus On the optimality of randomization in
experimental design: How to randomize
for minimax variance and design-based
inference . . . . . . . . . . . . . . . 404--409
Anonymous Issue Information . . . . . . . . . . . 411--412
Matthew Reimherr and
Xiao-Li Meng and
Dan L. Nicolae Prior sample size extensions for
assessing prior impact and
prior-likelihood discordance . . . . . . 413--437
Sungwook Kim and
Michael P. Fay and
Michael A. Proschan Valid and approximately valid confidence
intervals for current status data . . . 438--452
Yi Liu and
Veronika Rocková and
Yuexi Wang Variable selection with ABC Bayesian
forests . . . . . . . . . . . . . . . . 453--481
Siyu Heng and
Hyunseung Kang and
Dylan S. Small and
Colin B. Fogarty Increasing power for observational
studies of aberrant response: An
adaptive approach . . . . . . . . . . . 482--504
Jaouad Mourtada and
Stéphane Ga\"\iffas and
Erwan Scornet AMF: Aggregated Mondrian forests for
online learning . . . . . . . . . . . . 505--533
Jinzhou Li and
Marloes H. Maathuis GGM knockoff filter: False discovery
rate control for Gaussian graphical
models . . . . . . . . . . . . . . . . . 534--558
Bo Wei and
Limin Peng and
Mei-Jie Zhang and
Jason P. Fine Estimation of causal quantile effects
with a binary instrumental variable and
censored data . . . . . . . . . . . . . 559--578
Benjamin G. Stokell and
Rajen D. Shah and
Ryan J. Tibshirani Modelling high-dimensional categorical
data using nonconvex fusion penalties 579--611
Myoung-jae Lee Instrument residual estimator for any
response variable with endogenous binary
treatment . . . . . . . . . . . . . . . 612--635
Anonymous Issue Information . . . . . . . . . . . 637--638
Harry Crane and
Min Xu Inference on the history of a randomly
growing tree . . . . . . . . . . . . . . 639--668
Tianxi Cai and
T. Tony Cai and
Zijian Guo Optimal statistical inference for
individualized treatment effects in
high-dimensional models . . . . . . . . 669--719
Nikolaos Ignatiadis and
Wolfgang Huber Covariate powered cross-weighted
multiple testing . . . . . . . . . . . . 720--751
Frank Windmeijer and
Xiaoran Liang and
Fernando P. Hartwig and
Jack Bowden The confidence interval method for
selecting valid instrumental variables 752--776
Xiaokang Luo and
Tirthankar Dasgupta and
Minge Xie and
Regina Y. Liu Leveraging the Fisher randomization test
using confidence distributions:
Inference, combination and fusion
learning . . . . . . . . . . . . . . . . 777--797
Frédéric Lavancier and
Ronan Le Guével Spatial birth-death-move processes:
Basic properties and estimation of their
intensity functions . . . . . . . . . . 798--825
Xu Chen and
Surya T. Tokdar Joint quantile regression for spatial
data . . . . . . . . . . . . . . . . . . 826--852
David Rossell and
Oriol Abril and
Anirban Bhattacharya Approximate Laplace approximations for
scalable model selection . . . . . . . . 853--879
Xiangyu Wang and
Chenlei Leng and
Tom Boot Corrigendum: Wang and Leng (2016),
High-dimensional ordinary least-squares
projection for screening variables,
Journal of the Royal Statistical Society
Series B, \bf 78, 589--611 . . . . . . . 880--881
Xiangyu Wang and
Chenlei Leng Erratum: Optimal control of false
discovery criteria in the two-group
model . . . . . . . . . . . . . . . . . 882--882
Paromita Dubey and
Hans-Georg Müller Errata to ``Functional models for
time-varying random objects'' . . . . . 883--883
Anonymous Issue Information . . . . . . . . . . . 885--886
Mingli Chen and
Kengo Kato and
Chenlei Leng Analysis of networks via the sparse $
\beta $-model . . . . . . . . . . . . . 887--910
Lihua Lei and
Emmanuel J. Cand\`es Conformal inference of counterfactuals
and individual treatment effects . . . . 911--938
Byol Kim and
Song Liu and
Mladen Kolar Two-sample inference for
high-dimensional Markov networks . . . . 939--962
Alexander Henzi and
Johanna F. Ziegel and
Tilmann Gneiting Isotonic distributional regression . . . 963--993
Fangzhou Su and
Peng Ding Model-assisted analyses of
cluster-randomized experiments . . . . . 994--1015
Yumou Qiu and
Jing Tao and
Xiao-Hua Zhou Inference of heterogeneous treatment
effects using observational data with
high-dimensional covariates . . . . . . 1016--1043
Wenpin Tang and
Lu Zhang and
Sudipto Banerjee On identifiability and consistency of
the nugget in Gaussian spatial process
models . . . . . . . . . . . . . . . . . 1044--1070
Anonymous Erratum: Anchor regression:
Heterogeneous data meet causality . . . 1071--1071
Dominik Rothenhäusler and
Nicolai Meinshausen and
Peter Bühlmann and
Jonas Peters Contents of volume 83, 2021 . . . . . . 1072--1073
Anonymous Issue Information . . . . . . . . . . . 1--2
Jinshuo Dong and
Aaron Roth and
Weijie J. Su Gaussian differential privacy . . . . . 3--37
Borja Balle Proposer of the vote of thanks to Dong
\textitet al. and contribution to the
Discussion of `Gaussian Differential
Privacy' . . . . . . . . . . . . . . . . 37--38
Marco Avella-Medina Seconder of the vote of thanks to Dong
\textitet al. and contribution to the
Discussion of `Gaussian Differential
Privacy' . . . . . . . . . . . . . . . . 39--41
Peter Krusche and
Frank Bretz Peter Krusche and Frank Bretz's
contribution to the Discussion of
`Gaussian Differential Privacy' by Dong
\textitet al. . . . . . . . . . . . . . 42--43
Christine P. Chai Christine P. Chai's contribution to the
Discussion of `Gaussian Differential
Privacy' by Dong \textitet al. . . . . . 43--44
Sebastian Dietz Sebastian Dietz's contribution to the
Discussion of `Gaussian Differential
Privacy' by Dong \textitet al. . . . . . 44--45
J. Goseling and
M. N. M. van Lieshout J. Goseling and M. N. M. van Lieshout's
contribution to the Discussion of
`Gaussian Differential Privacy' by Dong
\textitet al. . . . . . . . . . . . . . 46--47
Jorge Mateu Jorge Mateu's contribution to the
Discussion of `Gaussian Differential
Privacy' by Dong \textitet al. . . . . . 47--48
Priyantha Wijayatunga Priyantha Wijayatunga's contribution to
the Discussion of `Gaussian Differential
Privacy' by Dong \textitet al. . . . . . 49--50
Jinshuo Dong and
Aaron Roth and
Weijie J. Su Authors' reply to the Discussion of
`Gaussian Differential Privacy' by Dong
\textitet al. . . . . . . . . . . . . . 50--54
Jiming Jiang and
Matt P. Wand and
Aishwarya Bhaskaran Usable and precise asymptotics for
generalized linear mixed model analysis
and design . . . . . . . . . . . . . . . 55--82
Yao Chen and
Qingyi Gao and
Xiao Wang Inferential Wasserstein generative
adversarial networks . . . . . . . . . . 83--113
Hai-Dang Dau and
Nicolas Chopin Waste-free sequential Monte Carlo . . . 114--148
Sai Li and
T. Tony Cai and
Hongzhe Li Transfer learning for high-dimensional
linear regression: Prediction,
estimation and minimax optimality . . . 149--173
David Puelz and
Guillaume Basse and
Avi Feller and
Panos Toulis A graph-theoretic approach to
randomization tests of causal effects
under general interference . . . . . . . 174--204
Kean Ming Tan and
Lan Wang and
Wen-Xin Zhou High-dimensional quantile regression:
Convolution smoothing and concave
regularization . . . . . . . . . . . . . 205--233
Yudong Chen and
Tengyao Wang and
Richard J. Samworth High-dimensional, multiscale online
changepoint detection . . . . . . . . . 234--266
Anonymous Issue Information . . . . . . . . . . . 267--268
Wei Luo On efficient dimension reduction with
respect to the interaction between two
response variables . . . . . . . . . . . 269--294
Peter L. Cohen and
Colin B. Fogarty Gaussian prepivoting for finite
population causal inference . . . . . . 295--320
Saifuddin Syed and
Alexandre Bouchard-Côté and
George Deligiannidis and
Arnaud Doucet Non-reversible parallel tempering: a
scalable highly parallel MCMC scheme . . 321--350
Eli Ben-Michael and
Avi Feller and
Jesse Rothstein Synthetic controls with staggered
adoption . . . . . . . . . . . . . . . . 351--381
Qingyuan Zhao and
Dylan S. Small and
Ashkan Ertefaie Selective inference for effect
modification via the lasso . . . . . . . 382--413
David B. Dunson and
Hau-Tieng Wu and
Nan Wu Graph based Gaussian processes on
restricted domains . . . . . . . . . . . 414--439
Weibin Mo and
Yufeng Liu Efficient learning of optimal
individualized treatment rules for
heteroscedastic or misspecified
treatment-free effect models . . . . . . 440--472
Tucker S. McElroy and
Anindya Roy Model identification via total Frobenius
norm of multivariate spectra . . . . . . 473--495
Samuel Livingstone and
Giacomo Zanella The Barker proposal: Combining
robustness and efficiency in
gradient-based MCMC . . . . . . . . . . 496--523
Leying Guan and
Robert Tibshirani Prediction and outlier detection in
classification problems . . . . . . . . 524--546
Yan Sun and
Faming Liang A kernel-expanded stochastic neural
network . . . . . . . . . . . . . . . . 547--578
Leonard Henckel and
Emilija Perkovi\'c and
Marloes H. Maathuis Graphical criteria for efficient total
effect estimation via adjustment in
causal linear models . . . . . . . . . . 579--599
Kuang-Yao Lee and
Lexin Li Functional structural equation model . . 600--629
Jianqing Fan and
Yingying Fan and
Xiao Han and
Jinchi Lv SIMPLE: Statistical inference on
membership profiles in large networks 630--653
Anonymous Issue Information . . . . . . . . . . . 655--656
Stijn Vansteelandt and
Oliver Dukes Assumption-lean inference for
generalised linear model parameters . . 657--685
Rhian M. Daniel Proposer of the vote of thanks and
contribution to the Discussion of
`Assumption-lean inference for
generalised linear model parameters' by
Vansteelandt and Dukes . . . . . . . . . 686--689
Vanessa Didelez Seconder of the vote of thanks to
Vansteelandt and Dukes and contribution
to the Discussion of `Assumption-lean
inference for generalised linear model
parameters' . . . . . . . . . . . . . . 689--691
Peng Ding Peng Ding's contribution to the
Discussion of `Assumption-lean inference
for generalised linear model parameters'
by Vansteelandt and Dukes . . . . . . . 691--693
Mats J. Stensrud and
Aaron L. Sarvet Mats J. Stensrud and Aaron L. Sarvet's
contribution to the Discussion of
`Assumption-lean inference for
generalised linear model parameters' by
Vansteelandt and Dukes . . . . . . . . . 694--696
Heather Battey Heather Battey's contribution to the
Discussion of `Assumption-lean inference
for generalised linear model parameters'
by Vansteelandt and Dukes . . . . . . . 696--698
Christian Hennig Christian Hennig's contribution to the
Discussion of `Assumption-lean inference
for generalised linear model parameters'
by Vansteelandt and Dukes . . . . . . . 698--699
Pallavi Basu Pallavi Basu's contribution to the
Discussion of `Assumption-lean inference
for generalised linear model parameters'
by Vansteelandt and Dukes . . . . . . . 700--701
Blair Bilodeau Blair Bilodeau's contribution to the
Discussion of `Assumption-lean inference
for generalised linear model parameters'
by Vansteelandt and Dukes . . . . . . . 701--702
Andreas Buja and
Richard A. Berk and
Arun K. Kuchibhotla and
Linda Zhao and
Ed George Andreas Buja, Richard A. Berk, Arun K.
Kuchibhotla, Linda Zhao and Ed George's
contribution to the Discussion of
`Assumption-lean inference for
generalised linear model parameters' by
Vansteelandt and Dukes . . . . . . . . . 703--705
Anna Choi and
Weng Kee Wong Anna Choi and Weng Kee Wong's
contribution to the Discussion of
`Assumption-lean inference for
generalised linear model parameters' by
Vansteelandt and Dukes . . . . . . . . . 705--706
Chaohua Dong and
Jiti Gao and
Oliver Linton Chaohua Dong, Jiti Gao and Oliver
Linton's contribution to the Discussion
of `Assumption-lean inference for
generalised linear model parameters' by
Vansteelandt and Dukes . . . . . . . . . 707--708
Oliver Hines and
Karla Diaz-Ordaz Oliver Hines and Karla Diaz-Ordaz's
contribution to the Discussion of
`Assumption-lean inference for
generalised linear model parameters' by
Vansteelandt and Dukes . . . . . . . . . 709--710
Ian Hunt Ian Hunt's contribution to the
Discussion of `Assumption-lean inference
for generalised linear model parameters'
by Vansteelandt and Dukes . . . . . . . 711--712
Kuldeep Kumar Kuldeep Kumar's contribution to the
Discussion of `Assumption-lean inference
for generalised linear model parameters'
by Vansteelandt and Dukes . . . . . . . 712--713
Michael Lavine and
James Hodges Michael Lavine and James Hodges'
contribution to the Discussion of
`Assumption-lean inference for
generalised linear model parameters' by
Vansteelandt and Dukes . . . . . . . . . 713--714
Elizabeth L. Ogburn and
Junhui Cai and
Arun K. Kuchibhotla and
Richard A. Berk and
Andreas Buja Elizabeth L Ogburn, Junhui Cai, Arun K
Kuchibhotla, Richard A Berk and Andreas
Buja's contribution to the Discussion of
`Assumption-lean inference for
generalised linear model parameters' by
Vansteelandt and Dukes . . . . . . . . . 715--716
Rachael V. Phillips and
Mark J. van der Laan Rachael V. Phillips and Mark J. van der
Laan's contribution to the Discussion of
`Assumption-lean inference for
generalised linear model parameters' by
Vansteelandt and Dukes . . . . . . . . . 717--718
Thomas S. Richardson Thomas S. Richardson's contribution to
the Discussion of `Assumption-lean
inference for generalised linear model
parameters' by Vansteelandt and Dukes 719--720
Ilya Shpitser Ilya Shpitser's contribution to the
Discussion of `Assumption-lean inference
for generalised linear model parameters'
by Vansteelandt and Dukes . . . . . . . 720--721
Yanbo Tang Yanbo Tang's contribution to the
Discussion of `Assumption-lean inference
for generalised linear model parameters'
by Vansteelandt and Dukes . . . . . . . 722--723
Eric J. Tchetgen Tchetgen Eric J. Tchetgen Tchetgen's contribution
to the Discussion of `Assumption-lean
inference for generalised linear model
parameters' by Vansteelandt and Dukes 723--725
Jiwei Zhao Jiwei Zhao's contribution to the
Discussion of `Assumption-lean inference
for generalised linear model parameters'
by Vansteelandt and Dukes . . . . . . . 725--726
Niwen Zhou and
Xu Guo Niwen Zhou and Xu Guo's contribution to
the Discussion of `Assumption-lean
inference for generalised linear model
parameters' by Vansteelandt and Dukes 727--729
Stijn Vansteelandt and
Oliver Dukes Authors' reply to the Discussion of
`Assumption-lean inference for
generalised linear model parameters' by
Vansteelandt and Dukes . . . . . . . . . 729--739
Siddhartha Chib and
Minchul Shin and
Anna Simoni Bayesian estimation and comparison of
conditional moment models . . . . . . . 740--764
Chengchun Shi and
Sheng Zhang and
Wenbin Lu and
Rui Song Statistical inference of the value
function for reinforcement learning in
infinite-horizon settings . . . . . . . 765--793
Xiang Zhou Semiparametric estimation for causal
mediation analysis with multiple
causally ordered mediators . . . . . . . 794--821
Ruodu Wang and
Aaditya Ramdas False discovery rate control with
$e$-values . . . . . . . . . . . . . . . 822--852
Xinyi Zhong and
Chang Su and
Zhou Fan Empirical Bayes PCA in high dimensions 853--878
Samuel Pawel and
Leonhard Held The sceptical Bayes factor for the
assessment of replication success . . . 879--911
Yiyuan She and
Jiahui Shen and
Chao Zhang Supervised multivariate learning with
simultaneous feature auto-grouping and
dimension reduction . . . . . . . . . . 912--932
Jialiang Li and
Yaguang Li and
Tailen Hsing On functional processes with multiple
discontinuities . . . . . . . . . . . . 933--972
Niloy Biswas and
Anirban Bhattacharya and
Pierre E. Jacob and
James E. Johndrow Coupling-based convergence assessment of
some Gibbs samplers for high-dimensional
Bayesian regression with shrinkage
priors . . . . . . . . . . . . . . . . . 973--996
Takuo Matsubara and
Jeremias Knoblauch and
François-Xavier Briol and
Chris J. Oates Robust generalised Bayesian inference
for intractable likelihoods . . . . . . 997--1022
Bertille Follain and
Tengyao Wang and
Richard J. Samworth High-dimensional changepoint estimation
with heterogeneous missingness . . . . . 1023--1055
Anonymous Issue Information . . . . . . . . . . . 1057--1058
Marina Riabiz and
Wilson Ye Chen and
Jon Cockayne and
Pawel Swietach and
Steven A. Niederer and
Lester Mackey and
Chris. J. Oates Optimal thinning of MCMC output . . . . 1059--1081
Sean Jewell and
Paul Fearnhead and
Daniela Witten Testing for a change in mean after
changepoint detection . . . . . . . . . 1082--1104
Saharon Rosset and
Ruth Heller and
Amichai Painsky and
Ehud Aharoni Optimal and maximin procedures for
multiple testing problems . . . . . . . 1105--1128
Didong Li and
Minerva Mukhopadhyay and
David B. Dunson Efficient manifold approximation with
spherelets . . . . . . . . . . . . . . . 1129--1149
Zhonglei Wang and
Liuhua Peng and
Jae Kwang Kim Bootstrap inference for the finite
population mean under complex sampling
designs . . . . . . . . . . . . . . . . 1150--1174
Wei Zhao and
Limin Peng and
John Hanfelt Semiparametric latent class analysis of
recurrent event data . . . . . . . . . . 1175--1197
Kelly R. Moran and
Matthew W. Wheeler Fast increased fidelity samplers for
approximate Bayesian Gaussian process
regression . . . . . . . . . . . . . . . 1198--1228
Matthew M. Graham and
Alexandre H. Thiery and
Alexandros Beskos Manifold Markov chain Monte Carlo
methods for Bayesian inference in
diffusion models . . . . . . . . . . . . 1229--1256
Rong Tang and
Yun Yang Bayesian inference for risk minimization
via exponentially tilted empirical
likelihood . . . . . . . . . . . . . . . 1257--1286
Ioannis Kontoyiannis and
Lambros Mertzanis and
Athina Panotopoulou and
Ioannis Papageorgiou and
Maria Skoularidou Bayesian context trees: Modelling and
exact inference for discrete time series 1287--1323
Oliver Y. Feng and
Yining Chen and
Qiyang Han and
Raymond J. Carroll and
Richard J. Samworth Nonparametric, tuning-free estimation of
$S$-shaped functions . . . . . . . . . . 1324--1352
Jessica Gronsbell and
Molei Liu and
Lu Tian and
Tianxi Cai Efficient evaluation of prediction rules
in semi-supervised settings under
stratified sampling . . . . . . . . . . 1353--1391
Raphaël de Fondeville and
Anthony C. Davison Functional peaks-over-threshold analysis 1392--1422
Zhichao Jiang and
Shu Yang and
Peng Ding Multiply robust estimation of causal
effects under principal ignorability . . 1423--1445
Patrick Rubin-Delanchy and
Joshua Cape and
Minh Tang and
Carey E. Priebe A statistical interpretation of spectral
embedding: The generalised random dot
product graph . . . . . . . . . . . . . 1446--1473
Amit Moscovich and
Saharon Rosset On the cross-validation bias due to
unsupervised preprocessing . . . . . . . 1474--1502
Yudong Wang and
Yanlin Tang and
Zhi-Sheng Ye Paired or partially paired two-sample
tests with unordered samples . . . . . . 1503--1525
Arthur P. Guillaumin and
Adam M. Sykulski and
Sofia C. Olhede and
Frederik J. Simons The Debiased Spatial Whittle likelihood 1526--1557
Tengyuan Liang Universal prediction band via
semi-definite programming . . . . . . . 1558--1580
Mogens Bladt and
Samuel Finch and
Michael Sòrensen Corrigendum to `Simulation of
multivariate diffusion bridges' . . . . 1581--1585
Anonymous Issue Information . . . . . . . . . . . 1587--1588
Feiyu Jiang and
Zifeng Zhao and
Xiaofeng Shao Modelling the COVID-19 infection
trajectory: a piecewise linear quantile
trend model . . . . . . . . . . . . . . 1589--1607
Guenther Walther and
Andrew Perry Calibrating the scan statistic: Finite
sample performance versus asymptotics 1608--1639
Jack Jewson and
David Rossell General Bayesian loss function selection
and the use of improper models . . . . . 1640--1665
Rungang Han and
Yuetian Luo and
Miaoyan Wang and
Anru R. Zhang Exact clustering in tensor block model:
Statistical optimality and computational
limit . . . . . . . . . . . . . . . . . 1666--1698
Zifeng Zhao and
Feiyu Jiang and
Xiaofeng Shao Segmenting time series via
self-normalisation . . . . . . . . . . . 1699--1725
Bikram Karmakar An approximation algorithm for blocking
of an experimental design . . . . . . . 1726--1750
Quan Zhou and
Jun Yang and
Dootika Vats and
Gareth O. Roberts and
Jeffrey S. Rosenthal Dimension-free mixing for
high-dimensional Bayesian variable
selection . . . . . . . . . . . . . . . 1751--1784
Soham Sarkar and
Victor M. Panaretos CovNet: Covariance networks for
functional data on multidimensional
domains . . . . . . . . . . . . . . . . 1785--1820
Anton Rask Lundborg and
Rajen D. Shah and
Jonas Peters Conditional independence testing in
Hilbert spaces with applications to
functional data analysis . . . . . . . . 1821--1850
Can M. Le and
Tianxi Li Linear regression and its inference on
noisy network-linked data . . . . . . . 1851--1885
Dennis Leung and
Wenguang Sun ZAP: $Z$-value adaptive procedures for
false discovery rate control with side
information . . . . . . . . . . . . . . 1886--1946
Hsin-wen Chang and
Ian W. McKeague Empirical likelihood-based inference for
functional means with application to
wearable device data . . . . . . . . . . 1947--1968
Georgia Papadogeorgou and
Kosuke Imai and
Jason Lyall and
Fan Li Causal inference with spatio-temporal
data: Estimating the effects of
airstrikes on insurgent violence in Iraq 1969--1999
Ziwei Zhu and
Tengyao Wang and
Richard J. Samworth High-dimensional principal component
analysis with heterogeneous missingness 2000--2031
Tyler J. VanderWeele and
Stijn Vansteelandt A statistical test to reject the
structural interpretation of a latent
factor model . . . . . . . . . . . . . . 2032--2054
Sebastian Engelke and
Stanislav Volgushev Structure learning for extremal tree
models . . . . . . . . . . . . . . . . . 2055--2087
Anonymous Contents of volume 84, 2022 . . . . . . 2088--2089
Anqi Zhao and
Peng Ding Covariate adjustment in multiarmed,
possibly factorial experiments . . . . . 1--23
Emmanuel Cand\`es and
Lihua Lei and
Zhimei Ren Conformalized survival analysis . . . . 24--45
Torben Sell and
Sumeetpal Sidhu Singh Trace-class Gaussian priors for Bayesian
learning of neural networks with MCMC 46--66
Yukun Liu and
Yan Fan Biased-sample empirical likelihood
weighting for missing data problems: an
alternative to inverse probability
weighting . . . . . . . . . . . . . . . 67--83
Hongsheng Dai and
Murray Pollock and
Gareth O. Roberts Bayesian fusion: scalable unification of
distributed statistical analyses . . . . 84--107
Ruizhong Miao and
Tianxi Li Informative core identification in
complex networks . . . . . . . . . . . . 108--126
Jinyuan Chang and
Jing He and
Lin Yang and
Qiwei Yao Modelling matrix time series via a
tensor CP-decomposition . . . . . . . . 127--148
Heather S. Battey and
Nancy Reid On inference in high-dimensional
regression . . . . . . . . . . . . . . . 149--175
Flávio B. Gonçalves and
Dani Gamerman Corrigendum: Exact Bayesian inference in
spatiotemporal Cox processes driven by
multivariate Gaussian processes . . . . 176--176
Anonymous Erratum: Usable and precise asymptotics
for generalized linear mixed model
analysis and design . . . . . . . . . . 177--177
Yifan Cui and
Michael R. Kosorok and
Erik Sverdrup and
Stefan Wager and
Ruoqing Zhu Estimating heterogeneous treatment
effects with right-censored data via
causal survival forests . . . . . . . . 179--211
Partha Lahiri and
Nicola Salvati A nested error regression model with
high-dimensional parameter for small
area estimation . . . . . . . . . . . . 212--239
Shane Lubold and
Arun G. Chandrasekhar and
Tyler H. McCormick Identifying the latent space geometry of
network models through analysis of
curvature . . . . . . . . . . . . . . . 240--292
Ricardo Fraiman and
Leonardo Moreno and
Thomas Ransford A quantitative Heppes theorem and
multivariate Bernoulli distributions . . 293--314
Alessandro Lanteri and
Samantha Leorato and
Jesús López-Fidalgo and
Chiara Tommasi Designing to detect heteroscedasticity
in a regression model . . . . . . . . . 315--326
Yunyi Zhang and
Dimitris N. Politis Debiased and thresholded ridge
regression for linear models with
heteroskedastic and correlated errors 327--355
Xiudi Li and
Sijia Li and
Alex Luedtke Estimating the efficiency gain of
covariate-adjusted analyses in future
clinical trials using external data . . 356--377
Zhenhua Lin and
Dehan Kong and
Linbo Wang Causal inference on distribution
functions . . . . . . . . . . . . . . . 378--398
Yuqi Gu and
David B. Dunson Bayesian Pyramids: identifiable
multilayer discrete latent structure
models for discrete data . . . . . . . . 399--426
Shuxiao Chen and
Bo Zhang Estimating and improving dynamic
treatment regimes with a time-varying
instrumental variable . . . . . . . . . 427--453
Tucker S. McElroy and
Anindya Roy Model identification via total Frobenius
norm of multivariate spectra . . . . . . 454--473
Wei Huang and
Zheng Zhang Nonparametric estimation of the
continuous treatment effect with
measurement error . . . . . . . . . . . 474--496
Ying Kuen Cheung and
Keith M. Diaz Monotone response surface of
multi-factor condition: estimation and
Bayes classifiers . . . . . . . . . . . 497--522
Zhou Zhou and
Holger Dette Statistical inference for
high-dimensional panel functional time
series . . . . . . . . . . . . . . . . . 523--549
Weichang Yu and
Howard D. Bondell Bayesian likelihood-based regression for
estimation of optimal dynamic treatment
regimes . . . . . . . . . . . . . . . . 551--574
Shu Yang and
Chenyin Gao and
Donglin Zeng and
Xiaofei Wang Elastic integrative analysis of
randomised trial and real-world data for
treatment heterogeneity estimation . . . 575--596
Nikolaj Thams and
Sorawit Saengkyongam and
Niklas Pfister and
Jonas Peters Statistical testing under distributional
shifts . . . . . . . . . . . . . . . . . 597--663
Anna Vesely and
Livio Finos and
Jelle J. Goeman Permutation-based true discovery
guarantee by sum tests . . . . . . . . . 664--683
Andrew Ying and
Wang Miao and
Xu Shi and
Eric J. Tchetgen Tchetgen Proximal causal inference for complex
longitudinal studies . . . . . . . . . . 684--704
Changbo Zhu and
Jane-Ling Wang Testing homogeneity: the trouble with
sparse functional data . . . . . . . . . 705--731
Flávio B. Gonçalves and
Krzysztof \Latuszy\'nski and
Gareth O. Roberts Exact Monte Carlo likelihood-based
inference for jump-diffusion processes 732--756
Khai Xiang Au and
Matthew M. Graham and
Alexandre H. Thiery Manifold lifting: scaling Markov chain
Monte Carlo to the vanishing noise
regime . . . . . . . . . . . . . . . . . 757--782
Sanyou Wu and
Long Feng Sparse Kronecker product decomposition:
a general framework of signal region
detection in image regression . . . . . 783--809
Andrew Bennett and
Nathan Kallus The variational method of moments . . . 810--841
Dominik Liebl and
Matthew Reimherr Fast and fair simultaneous confidence
bands for functional parameters . . . . 842--868
Liuqing Yang and
Yongdao Zhou and
Min-Qian Liu Ordering factorial experiments . . . . . 869--885
Vanessa Berenguer-Rico and
Sòren Johansen and
Bent Nielsen A model where the least trimmed squares
estimator is maximum likelihood . . . . 886--912
Wei Li and
Wang Miao and
Eric Tchetgen Tchetgen Non-parametric inference about mean
functionals of non-ignorable
non-response data without identifying
the joint distribution . . . . . . . . . 913--935
Guanghui Wang and
Long Feng Computationally efficient and
data-adaptive changepoint inference in
high dimension . . . . . . . . . . . . . 936--958
Zijian Guo Causal inference with invalid
instruments: post-selection problems and
a solution using searching and sampling 959--985
Heishiro Kanagawa and
Wittawat Jitkrittum and
Lester Mackey and
Kenji Fukumizu and
Arthur Gretton A kernel Stein test for comparing latent
variable models . . . . . . . . . . . . 986--1011
Changbo Zhu and
Hans-Georg Müller Autoregressive optimal transport models 1012--1033
Anonymous Correction to: Ordering factorial
experiments . . . . . . . . . . . . . . 1034--1034
Anonymous Correction to: Autoregressive optimal
transport models . . . . . . . . . . . . 1035--1035
Karl Rohe and
Muzhe Zeng Vintage factor analysis with Varimax
performs statistical inference . . . . . 1037--1060
Peter Hoff Proposer of the vote of thanks to Rohe &
Zeng and contribution to the Discussion
of `Vintage Factor Analysis with Varimax
Performs Statistical Inference' . . . . 1061--1062
Marianna Pensky Seconder of the vote of thanks to Rohe &
Zeng and contribution to the Discussion
of `Vintage Factor Analysis with Varimax
Performs Statistical Inference' . . . . 1062--1066
Joshua Cape Joshua Cape's contribution to the
Discussion of `Vintage Factor Analysis
with Varimax Performs Statistical
Inference' by Rohe & Zeng . . . . . . . . 1066--1067
Kaizheng Wang Kaizheng Wang's contribution to the
Discussion of `Vintage Factor Analysis
with Varimax Performs Statistical
Inference' by Rohe & Zeng . . . . . . . . 1068--1068
Rungang Han and
Anru R. Zhang Rungang Han and Anru R. Zhang's
contribution to the Discussion of
`Vintage factor analysis with varimax
performs statistical inference' by Rohe &
Zeng . . . . . . . . . . . . . . . . . . 1069--1070
Alexander Van Werde Alexander Van Werde's contribution to
the Discussion of `Vintage Factor
Analysis with Varimax Performs
Statistical Inference' by Rohe & Zeng . . 1070--1071
Yinqiu He and
Yuqi Gu and
Zhiliang Ying Yinqiu He, Yuqi Gu and Zhilian Ying's
contribution to the Discussion of
`Vintage Factor Analysis with Varimax
Performs Statistical Inference' by Rohe &
Zeng . . . . . . . . . . . . . . . . . . 1071--1074
Peter J. Bickel and
Derek Bean and
Aiyou Chen and
Purnamrita Sarkar Peter J. Bickel, Derek Bean, Aiyou Chen
and Purnamrita Sarkar's contribution to
the Discussion of `Vintage Factor
Analysis with Varimax Performs
Statistical Inference' by Rohe & Zeng . . 1074--1075
Junhui Cai and
Dan Yang and
Linda Zhao and
Wu Zhu Junhui Cai, Dan Yang, Linda Zhao and Wu
Zhu's contribution to the Discussion of
`Vintage Factor Analysis with Varimax
Performs Statistical Inference' by Rohe &
Zeng . . . . . . . . . . . . . . . . . . 1076--1080
Christine P. Chai Christine P. Chai's contribution to the
Discussion of `Vintage Factor Analysis
with Varimax Performs Statistical
Inference' by Rohe & Zeng . . . . . . . . 1081--1082
Yunxiao Chen and
Gongjun Xu Yunxiao Chen and Gongjun Xu's
contribution to the Discussion of
`Vintage Factor Analysis with Varimax
Performs Statistical Inference' by Rohe &
Zeng . . . . . . . . . . . . . . . . . . 1082--1084
Kuldeep Kumar Kuldeep Kumar's contribution to the
Discussion of `Vintage Factor Analysis
with Varimax Performs Statistical
Inference' by Rohe & Zeng . . . . . . . . 1084--1084
Yang Liu Yang Liu's contribution to the
Discussion of `Vintage Factor Analysis
with Varimax Performs Statistical
Inference' by Rohe & Zeng . . . . . . . . 1085--1086
Xiaoyue Niu Xiaoyue Niu's contribution to the
Discussion of `Vintage Factor Analysis
with Varimax Performs Statistical
Inference' by Rohe & Zeng . . . . . . . . 1086--1087
Florian Pargent and
David Goretzko and
Timo von Oertzen Florian Pargent, David Goretzko and Timo
von Oertzen's contribution to the
Discussion of `Vintage Factor Analysis
with Varimax Performs Statistical
Inference' by Rohe & Zeng . . . . . . . . 1087--1088
Mark Pilling Mark Pilling's contribution to the
Discussion of `Vintage Factor Analysis
with Varimax Performs Statistical
Inference' by Rohe & Zeng . . . . . . . . 1089--1089
Konstantin Siroki and
Korbinian Strimmer Konstantin Siroki and Korbinian
Strimmer's contribution to the
Discussion of `Vintage factor analysis
with varimax performs statistical
inference' by Rohe and Zeng . . . . . . 1089--1090
Tyler J. VanderWeele Tyler J. VanderWeele's contribution to
the Discussion of `Vintage Factor
Analysis with Varimax Performs
Statistical Inference' by Rohe & Zeng . . 1091--1092
Tao Wang Tao Wang's contribution to the
Discussion of `Vintage Factor Analysis
with Varimax Performs Statistical
Inference' by Rohe & Zeng . . . . . . . . 1092--1093
Ying Zhou and
Xinyi Zhang Ying Zhou and Xinyi Zhang's contribution
to the Discussion of `Vintage Factor
Analysis with Varimax Performs
Statistical Inference' by Rohe & Zeng . . 1093--1094
Karl Rohe and
Muzhe Zeng Karl Rohe and Muzhe Zeng's reply to the
Discussion of `Vintage factor analysis
with varimax performs statistical
inference' . . . . . . . . . . . . . . . 1094--1098
Qianqian Zhu and
Songhua Tan and
Yao Zheng and
Guodong Li Quantile autoregressive conditional
heteroscedasticity . . . . . . . . . . . 1099--1127
Jelle J. Goeman and
Pawe\l Górecki and
Ramin Monajemi and
Xu Chen and
Thomas E. Nichols and
Wouter Weeda Cluster extent inference revisited:
quantification and localisation of brain
activity . . . . . . . . . . . . . . . . 1128--1153
Caleb H. Miles On the causal interpretation of
randomised interventional indirect
effects . . . . . . . . . . . . . . . . 1154--1172
Michael Whitehouse and
Nick Whiteley and
Lorenzo Rimella Consistent and fast inference in
compartmental models of epidemics using
Poisson Approximate Likelihoods . . . . 1173--1203
Yunzhe Zhou and
Chengchun Shi and
Lexin Li and
Qiwei Yao Testing for the Markov property in time
series via deep conditional generative
learning . . . . . . . . . . . . . . . . 1204--1222
Xuming He and
Kean Ming Tan and
Wen-Xin Zhou Robust estimation and inference for
expected shortfall regression with many
regressors . . . . . . . . . . . . . . . 1223--1246
Mario Beraha and
Jim E. Griffin Normalised latent measure factor models 1247--1270
Zengjing Chen and
Xiaodong Yan and
Guodong Zhang Strategic two-sample test via the
two-armed bandit process . . . . . . . . 1271--1298
Liugen Xue Two-stage estimation and bias-corrected
empirical likelihood in a partially
linear single-index varying-coefficient
model . . . . . . . . . . . . . . . . . 1299--1325
Shuyuan Wu and
Danyang Huang and
Hansheng Wang Quasi-Newton updating for large-scale
distributed learning . . . . . . . . . . 1326--1354
Anonymous Correction to: Sensitivity Analysis for
Inverse Probability Weighting Estimators
via the Percentile Bootstrap . . . . . . 1355--1355
Edwin Fong and
Chris Holmes and
Stephen G. Walker Martingale posterior distributions . . . 1357--1391
Philip Dawid Proposer of the vote of thanks to Fong,
Holmes and Walker and contribution to
the Discussion of `Martingale Posterior
Distributions' . . . . . . . . . . . . . 1392--1393
Steffen Lauritzen Seconder of the vote of thanks to Fong,
Holmes and Walker and contribution to
the Discussion of `Martingale Posterior
Distributions' . . . . . . . . . . . . . 1394--1396
Blake Moya Blake Moya's contribution to the
Discussion of `Martingale Posterior
Distributions' by Fong, Holmes and
Walker . . . . . . . . . . . . . . . . . 1396--1397
Isadora Antoniano-Villalobos Isadora Antoniano Villalobos's
contribution to the Discussion of
`Martingale Posterior Distributions' by
Fong, Holmes and Walker . . . . . . . . 1398--1398
Ramsés H. Mena Ramses Mena Chavez's contribution to the
Discussion of `Martingale Posterior
Distributions' by Fong, Holmes and
Walker . . . . . . . . . . . . . . . . . 1399--1400
Bertrand Clarke Bertrand Clarke's contribution to the
Discussion of `Martingale Posterior
Distributions' by Fong, Holmes and
Walker . . . . . . . . . . . . . . . . . 1400--1401
David Draper and
Erdong Guo David Draper and Erdong Guo's
contribution to the discussion of
`Martingale posterior distributions', by
Fong, Holmes and Walker . . . . . . . . 1401--1402
Jiaqi Gu and
Guosheng Yin Jiaqi Gu and Guosheng Yin's contribution
to the Discussion of `Martingale
Posterior Distributions' by Fong, Holmes
and Walker . . . . . . . . . . . . . . . 1403--1404
Filippo Ascolani and
Antonio Lijoi and
Igor Prünster Filippo Ascolani, Antonio Lijoi, and
Igor Prünster's contribution to the
Discussion of `Martingale Posterior
Distributions' by Fong, Holmes and
Walker . . . . . . . . . . . . . . . . . 1404--1405
David Huk and
Lorenzo Pacchiardi and
Ritabrata Dutta and
Mark Steel David Huk, Lorenzo Pacchiardi, Ritabrata
Dutta and Mark Steel's contribution to
the Discussion of `Martingale posterior
distributions' by Fong, Holmes and
Walker . . . . . . . . . . . . . . . . . 1405--1406
Marta Catalano and
Augusto Fasano and
Giovanni Rebaudo Marta Catalano, Augusto Fasano, and
Giovanni Rebaudo's contribution to the
discussion of `Martingale posterior
distributions' by Fong, Holmes and
Walker . . . . . . . . . . . . . . . . . 1406--1407
Pietro Rigo Pietro Rigo's contribution to the
Discussion of `Martingale Posterior
Distributions' by Fong, Holmes and
Walker . . . . . . . . . . . . . . . . . 1407--1408
David Rossell David Rossell's contribution to the
Discussion of `Martingale Posterior
Distributions' by Fong, Holmes and
Walker . . . . . . . . . . . . . . . . . 1408--1409
Ben Swallow Ben Swallow's contribution to the
Discussion of `Martingale Posterior
Distributions' by Fong, Holmes and
Walker . . . . . . . . . . . . . . . . . 1410--1410
Kolyan Ray and
Botond Szabó Kolyan Ray and Botond Szabo's
contribution to the Discussion of
`Martingale Posterior Distributions' by
Fong, Holmes and Walker . . . . . . . . 1410--1411
Priyantha Wijayatunga Priyantha Wijayatunga's contribution to
the Discussion of `Martingale Posterior
Distributions' by Fong, Holmes, and
Walker . . . . . . . . . . . . . . . . . 1412--1412
Edwin Fong and
Chris Holmes and
Stephen G. Walker Authors' reply to the Discussion of
`Martingale Posterior Distributions' . . 1413--1416
Emilio Porcu and
Philip A. White and
Marc G. Genton Stationary nonseparable space-time
covariance functions on networks . . . . 1417--1440
Shuangning Li and
Molei Liu Maxway CRT: improving the robustness of
the model-X inference . . . . . . . . . 1441--1470
Devin Caughey and
Allan Dafoe and
Xinran Li and
Luke Miratrix Randomisation inference beyond the sharp
null: bounded null hypotheses and
quantiles of individual treatment
effects . . . . . . . . . . . . . . . . 1471--1491
Yves Atchadé and
Liwei Wang A fast asynchronous Markov chain Monte
Carlo sampler for sparse Bayesian
inference . . . . . . . . . . . . . . . 1492--1516
Chaofeng Yuan and
Zhigen Gao and
Xuming He and
Wei Huang and
Jianhua Guo Two-way dynamic factor models for
high-dimensional matrix-valued time
series . . . . . . . . . . . . . . . . . 1517--1537
Maoran Xu and
Leo L. Duan Bayesian inference with the $ l_1 $
-ball prior: solving combinatorial
problems with exact zeros . . . . . . . 1538--1560
Alexander Giessing and
Jingshen Wang Debiased inference on heterogeneous
quantile treatment effects with
regression rank scores . . . . . . . . . 1561--1588
Daiwei Zhang and
Lexin Li and
Chandra Sripada and
Jian Kang Image response regression via deep
neural networks . . . . . . . . . . . . 1589--1614
Susan Athey and
Peter J. Bickel and
Aiyou Chen and
Guido W. Imbens and
Michael Pollmann Semi-parametric estimation of treatment
effects in randomised experiments . . . 1615--1638
Raj Agrawal and
Chandler Squires and
Neha Prasad and
Caroline Uhler The DeCAMFounder: nonlinear causal
discovery in the presence of hidden
variables . . . . . . . . . . . . . . . 1639--1658
Peter Hoff and
Andrew McCormack and
Anru R. Zhang Core shrinkage covariance estimation for
matrix-variate data . . . . . . . . . . 1659--1679
Hongxiang Qiu and
Edgar Dobriban and
Eric Tchetgen Tchetgen Prediction sets adaptive to unknown
covariate shift . . . . . . . . . . . . 1680--1705
Anonymous Correction to: Semi-supervised
approaches to efficient evaluation of
model prediction performance . . . . . . 1706--1706
Anonymous Contents of Volume 85, 2023 . . . . . . 1707--1709
Ian Waudby-Smith and
Aaditya Ramdas Estimating means of bounded random
variables by betting . . . . . . . . . . 1--27
Peter Grünwald Proposer of the vote of thanks to
Waudy-Smith and Ramdas and contribution
to the Discussion of `Estimating means
of bounded random variables by betting' 28--30
Gergely Neu Seconder of the vote of thanks to
Waudby-Smith and Ramdas and contribution
to the Discussion of `Estimating means
of bounded random variables by betting' 30--32
Ruodu Wang Ruodu Wang's contribution to the
Discussion of `Estimating means of
bounded random variables by betting' by
Waudby-Smith and Ramdas . . . . . . . . 32--33
Anastasios N. Angelopoulos Anastasios N. Angelopoulos' contribution
to the Discussion of `Estimating means
of bounded random variables by betting'
by Waudby-Smith and Ramdas . . . . . . . 33--34
Anthony C. Davison and
Igor Rodionov Anthony C. Davison and Igor Rodionov's
contribution to the Discussion of
`Estimating means of bounded random
variables by betting' by Waudby-Smith
and Ramdas . . . . . . . . . . . . . . . 35--36
Steven R. Howard Steven R. Howard's contribution to the
Discussion of `Estimating means of
bounded random variables by betting' by
Waudby-Smith and Ramdas . . . . . . . . 36--38
Rong Jiang and
Keming Yu Rong Jiang and Keming Yu's contribution
to the Discussion of `Estimating means
of bounded random variables by betting'
by Waudby-Smith and Ramdas . . . . . . . 38--39
Martin Larsson and
Johannes Ruf Martin Larsson and Johannes Ruf's
contribution to the Discussion of
`Estimating means of bounded random
variables by betting' by Waudby-Smith
and Ramdas . . . . . . . . . . . . . . . 39--40
Jiayi Li and
Yuantong Li and
Xiaowu Dai Jiayi Li, Yuantong Li and Xiaowu Dai's
contribution to the Discussion of
`Estimating means of bounded random
variables by betting' by Waudby-Smith
and Ramdas . . . . . . . . . . . . . . . 41--43
Ryan Martin Ryan Martin's contribution to the
Discussion of `Estimating means of
bounded random variables by betting' by
Waudby-Smith and Ramdas . . . . . . . . 43--44
Hien Nguyen Hien Nguyen's contribution to the
Discussion of``Estimating means of
bounded random variables by betting'' by
Waudby-Smith and Ramdas . . . . . . . . 45--46
Art B. Owen Art Owen's contribution to the
Discussion of `Estimating means of
bounded random variables by betting' by
Waudby-Smith and Ramdas . . . . . . . . 47--48
David Siegmund David Siegmund's contribution to the
Discussion of ``Estimating means of
bounded random variables by betting'' by
Waudby-Smith and Ramdas . . . . . . . . 48--49
Philip B. Stark Philip B. Stark's contribution to the
Discussion of `Estimating means of
bounded random variables by betting' by
Waudby-Smith and Ramdas . . . . . . . . 49--51
Philip S. Thomas and
Erik Learned-Miller and
My Phan Philip S. Thomas, Erik Learned-Miller
and My Phan's contribution to the
Discussion of `Estimating means of
bounded random variables by betting' by
Waudby-Smith and Ramdas . . . . . . . . 51--52
Vladimir Vovk Vladimir Vovk's contribution to the
Discussion of ``Estimating means of
bounded random variables by betting'' by
Waudby-Smith and Ramdas . . . . . . . . 52--53
Ian Waudby-Smith and
Aaditya Ramdas Authors' reply to the Discussion of
`Estimating means of bounded random
variables by betting' . . . . . . . . . 53--61
Ioannis Kosmidis and
Nicola Lunardon Empirical bias-reducing adjustments to
estimating functions . . . . . . . . . . 62--89
Vishesh Karwa and
Debdeep Pati and
Sonja Petrovi\'c and
Liam Solus and
Nikita Alexeev and
Mateja Rai\vc and
Dane Wilburne and
Robert Williams and
Bowei Yan Monte Carlo goodness-of-fit tests for
degree corrected and related stochastic
blockmodels . . . . . . . . . . . . . . 90--121
Zhimei Ren and
Rina Foygel Barber Derandomised knockoffs: leveraging
$e$-values for false discovery rate
control . . . . . . . . . . . . . . . . 122--154
Xiangyu Zheng and
Song Xi Chen Dynamic synthetic control method for
evaluating treatment effects in
auto-regressive processes . . . . . . . 155--176
Thomas Maullin-Sapey and
Armin Schwartzman and
Thomas E. Nichols Spatial confidence regions for
combinations of excursion sets in image
analysis . . . . . . . . . . . . . . . . 177--193
Gemma E. Moran and
David M. Blei and
Rajesh Ranganath Holdout predictive checks for Bayesian
model criticism . . . . . . . . . . . . 194--214
Adel Javanmard and
Mohammad Mehrabi GRASP: a goodness-of-fit test for
classification learning . . . . . . . . 215--245
Yi Zhang and
Xiaofeng Shao Another look at bandwidth-free
inference: a sample splitting approach 246--272
Jie Li and
Paul Fearnhead and
Piotr Fryzlewicz and
Tengyao Wang Automatic change-point detection in time
series via deep learning . . . . . . . . 273--285
Joe Benton and
Yuyang Shi and
Valentin De Bortoli and
George Deligiannidis and
Arnaud Doucet From denoising diffusions to denoising
Markov models . . . . . . . . . . . . . 286--301
Darren Wilkinson Proposer of the vote of thanks and
contribution to the Discussion of `the
Discussion Meeting on Probabilistic and
statistical aspects of machine learning' 302--304
Christopher Nemeth Seconder of the vote of thanks and
contribution to the Discussion of `the
Discussion Meeting on Probabilistic and
statistical aspects of machine learning' 304--306
Marie-Colette van Lieshout and
Changqing Lu M. N. M. van Lieshout and C. Lu's
contribution to the Discussion of `the
Discussion Meeting on Probabilistic and
statistical aspects of machine learning' 306--307
Gilbert MacKenzie Gilbert MacKenzie's contribution to the
Discussion of `the Discussion Meeting on
Probabilistic and statistical aspects of
machine learning' . . . . . . . . . . . 307--308
Bo Zhang Bo Zhang's contribution to the
Discussion of `the Discussion Meeting on
Probabilistic and statistical aspects of
machine learning' . . . . . . . . . . . 309--310
Andi Q. Wang Andi Wang's contribution to the
Discussion of `the Discussion Meeting on
Probabilistic and statistical aspects of
machine learning' . . . . . . . . . . . 310--311
Kanti V. Mardia Kanti Mardia's contribution to the
Discussion of `the Discussion Meeting on
Probabilistic and statistical aspects of
machine learning' . . . . . . . . . . . 311--312
Shakeel Gavioli-Akilagun Shakeel Gavioli-Akilagun's contribution
to the Discussion of `the Discussion
Meeting on Probabilistic and statistical
aspects of machine learning' . . . . . . 312--313
Andreas Anastasiou and
Ivor Cribben Ivor Cribben and Anastasiou Andreas's
contribution to the Discussion of `the
Discussion Meeting on Probabilistic and
statistical aspects of machine learning' 313--314
Dean Bodenham and
Niall Adams Dean Bodenham and Niall Adams's
contribution to the Discussion of `the
Discussion Meeting on Probabilistic and
statistical aspects of machine learning' 315--315
Yudong Chen and
Yining Chen Yudong Chen and Yining Chen's
contribution to the Discussion of `the
Discussion Meeting on Probabilistic and
statistical aspects of machine learning' 316--317
Daniela Cialfi Daniela Cialfi's contribution to the
Discussion of `the Discussion Meeting on
Probabilistic and statistical aspects of
machine learning' . . . . . . . . . . . 318--318
Pierre-Aurelien Gilliot and
Christophe Andrieu and
Anthony Lee and
Song Liu and
Michael Whitehouse Pierre-Aurelien Gilliot, Christophe
Andrieu, Anthony Lee, Song Liu, and
Michael Whitehouse's contribution to the
Discussion of `the Discussion Meeting on
Probabilistic and statistical aspects of
machine learning' . . . . . . . . . . . 318--320
Yongmiao Hong and
Oliver Linton and
Jiajing Sun and
Meiting Zhu Yongmiao Hong, Oliver Linton, Jiajing
Sun, and Meiting Zhu's contribution to
the Discussion of `the Discussion
Meeting on Probabilistic and statistical
aspects of machine learning' . . . . . . 320--321
James Jackson James Jackson's contribution to the
Discussion of `the Discussion Meeting on
Probabilistic and statistical aspects of
machine learning' . . . . . . . . . . . 322--322
Ayla Jungbluth and
Johannes Lederer Ayla Jungbluth and Johannes Lederer's
contribution to the Discussion of `the
Discussion Meeting on Probabilistic and
statistical aspects of machine learning' 322--323
John T. Kent John Kent's contribution to the
Discussion of the `Discussion Meeting on
Probabilistic and statistical aspects of
machine learning' . . . . . . . . . . . 324--324
Jorge Mateu Jorge Mateu's contribution to the
Discussion of `the Discussion Meeting on
Probabilistic and statistical aspects of
machine learning' . . . . . . . . . . . 325--326
Hernando Ombao Hernando Ombao's contribution to the
Discussion of `the Discussion Meeting on
Probabilistic and statistical aspects of
machine learning' . . . . . . . . . . . 326--326
Tamás P. Papp and
Paul Fearnhead and
Chris Sherlock Tamás P. Papp, Paul Fearnhead, and Chris
Sherlock's contribution to the
Discussion of `the Discussion Meeting on
Probabilistic and statistical aspects of
machine learning' . . . . . . . . . . . 327--328
Sam Power Sam Power's contribution to the
Discussion of `the Discussion Meeting on
Probabilistic and statistical aspects of
machine learning' . . . . . . . . . . . 328--328
Johannes Schmidt-Hieber Johannes Schmidt-Hieber's contribution
to the Discussion of `the Discussion
Meeting on Probabilistic and statistical
aspects of machine learning' . . . . . . 329--329
Frederic Schoenberg and
Weng Kee Wong Frederic Schoenberg and Weng Kee Wong's
contribution to the Discussion of `the
Discussion Meeting on Probabilistic and
statistical aspects of machine learning' 330--330
Ying Nian Wu and
Weng Kee Wong Yingnian Wu and Weng Kee Wong's
contribution to the Discussion of `the
Discussion Meeting on Probabilistic and
statistical aspects of machine learning' 331--331
Jie Li and
Paul Fearnhead and
Piotr Fryzlewicz and
Tengyao Wang Authors' reply to the Discussion of
`Automatic change-point detection in
time series via deep learning' at the
Discussion Meeting on `Probabilistic and
statistical aspects of machine learning' 332--334
Joe Benton and
Yuyang Shi and
Valentin De Bortoli and
George Deligiannidis and
Arnaud Doucet Authors' reply to the Discussion of
`From denoising diffusions to denoising
Markov models' at the Discussion Meeting
on `Probabilistic and statistical
aspects of machine learning' . . . . . . 335--339
Emily Tallman and
Mike West Bayesian predictive decision synthesis 340--363
Ye Tian and
Hongquan Xu Stratification pattern enumerator and
its applications . . . . . . . . . . . . 364--385
Yang Cao and
Xinwei Sun and
Yuan Yao Controlling the false discovery rate in
transformational sparsity: Split
Knockoffs . . . . . . . . . . . . . . . 386--410
Yinqiu He and
Peter X. K. Song and
Gongjun Xu Adaptive bootstrap tests for composite
null hypotheses in the mediation pathway
analysis . . . . . . . . . . . . . . . . 411--434
Iván Díaz Non-agency interventions for causal
mediation in the presence of
intermediate confounding . . . . . . . . 435--460
Yaowu Liu and
Zhonghua Liu and
Xihong Lin Ensemble methods for testing a global
null . . . . . . . . . . . . . . . . . . 461--486
Naoki Egami and
Eric J. Tchetgen Tchetgen Identification and estimation of causal
peer effects using double negative
controls for unmeasured network
confounding . . . . . . . . . . . . . . 487--511
Somabha Mukherjee and
Rohit K. Patra and
Andrew L. Johnson and
Hiroshi Morita Least squares estimation of a
quasiconvex regression function . . . . 512--534
Robin J. Evans and
Vanessa Didelez Parameterizing and simulating from
causal models . . . . . . . . . . . . . 535--568
Shaun R. Seaman Proposer of the vote of thanks to Evans
and Didelez and contribution to the
Discussion of `Parameterizing and
simulating from causal models' . . . . . 569--570
Ricardo Silva Seconder of the vote of thanks to Evans
and Didelez and contribution to the
Discussion of `Parameterizing and
simulating from causal models' . . . . . 571--572
F. Richard Guo Richard Guo's contribution to the
Discussion of `Parameterizing and
simulating from causal models' by Evans
and Didelez . . . . . . . . . . . . . . 572--574
Rajendra Bhansali Rajendra Bhansali's contribution to the
Discussion of `Parameterizing and
simulating from causal models' by Evans
and Didelez . . . . . . . . . . . . . . 575--575
Heather S. Battey Heather Battey's contribution to the
Discussion of `Parameterizing and
simulating from causal models' by Evans
and Didelez . . . . . . . . . . . . . . 575--576
A. Philip Dawid A. Philip Dawid's contribution to the
Discussion of `Parameterizing and
simulating from causal models' by Evans
and Didelez . . . . . . . . . . . . . . 576--577
Torben Martinussen Torben Martinussen's contribution to the
Discussion of `Parameterizing and
simulating from causal models' by Evans
and Didelez . . . . . . . . . . . . . . 577--578
Thomas S. Richardson and
James M. Robins Thomas S. Richardson and James M.
Robins' contribution to the Discussion
of `Parameterizing and simulating from
causal models' by Evans and Didelez . . 578--580
Gregor Steiner and
Mark F. J. Steel Gregor Steiner and Mark Steel's
contribution to the Discussion of
`Parameterizing and simulating from
causal models' by Evans and Didelez . . 580--582
Robin J. Evans and
Vanessa Didelez Authors' reply to the Discussion of
`Parameterizing and simulating from
causal models' . . . . . . . . . . . . . 582--585
Arun Kumar Kuchibhotla and
Sivaraman Balakrishnan and
Larry Wasserman The HulC: confidence regions from convex
hulls . . . . . . . . . . . . . . . . . 586--622
Shikai Luo and
Ying Yang and
Chengchun Shi and
Fang Yao and
Jieping Ye and
Hongtu Zhu Policy evaluation for temporal and/or
spatial dependent experiments . . . . . 623--649
Ruth Heller and
Aldo Solari Simultaneous directional inference . . . 650--670
Ziyi Liang and
Matteo Sesia and
Wenguang Sun Integrative conformal $p$-values for
out-of-distribution testing with
labelled outliers . . . . . . . . . . . 671--693
Yaqing Chen and
Shu-Chin Lin and
Yang Zhou and
Owen Carmichael and
Hans-Georg / Müller and
Jane-Ling Wang Gradient synchronization for
multivariate functional data, with
application to brain connectivity . . . 694--713
Qi Xu and
Haoda Fu and
Annie Qu Optimal individualized treatment rule
for combination treatments under budget
constraints . . . . . . . . . . . . . . 714--741
Yangfan Zhang and
Yun Yang Bayesian model selection via mean-field
variational approximation . . . . . . . 742--770
Ngoc Mai Tran and
Johannes Buck and
Claudia / Klüppelberg Estimating a directed tree for extremes 771--792
Elynn Y Chen and
Dong Xia and
Chencheng Cai and
Jianqing Fan Semi-parametric tensor factor analysis
by iteratively projected singular value
decomposition . . . . . . . . . . . . . 793--823
Anonymous Correction to: Ruodu Wang's contribution
to the Discussion of `Estimating means
of bounded random variables by betting'
by Waudby-Smith and Ramdas . . . . . . . 824--824
Harry Crane and
Min Xu Root and community inference on the
latent growth process of a network . . . 825--865
Varun Jog and
Po-Ling Loh Proposers of the vote of thanks to Crane
and Xu and contribution to the
Discussion of `Root and community
inference on the latent growth process
of a network' . . . . . . . . . . . . . 866--867
Patrick Rubin-Delanchy Seconder of the vote of thanks to Crane
and Xu and contribution to the
Discussion of `Root and community
inference on the latent growth process
of a network' . . . . . . . . . . . . . 867--870
Andrej Srakar Andrej Srakar's contribution to the
Discussion of `Root and community
inference on the latent growth process
of a network' by Crane and Xu . . . . . 870--871
Filippo Ascolani and
Antonio Lijoi and
Igor / Prünster Filippo Ascolani, Antonio Lijoi and Igor
Prünster's contribution to the Discussion
of `Root and community inference on the
latent growth process of a network' by
Crane and Xu . . . . . . . . . . . . . . 871--872
Sayan Banerjee Sayan Banerjee's contribution to the
Discussion of `Root and community
inference on the latent growth process
of a network' by Crane and Xu . . . . . 873--874
Marta Catalano and
Augusto Fasano and
Matteo Giordano and
Giovanni Rebaudo Marta Catalano, Augusto Fasano, Matteo
Giordano, and Giovanni Rebaudo's
contribution to the Discussion of `Root
and community inference on the latent
growth process of a network' by Crane
and Xu . . . . . . . . . . . . . . . . . 874--875
Yang Feng and
Jiajin Sun Yang Feng and Jiajin Sun's contribution
to the Discussion of `Root and community
inference on the latent growth process
of a network' by Crane and Xu . . . . . 875--878
Yicong Jiang and
Zheng Tracy Ke Yicong Jiang and Zheng Tracy Ke's
contribution to the Discussion of `Root
and community inference on the latent
growth process of a network' by Crane
and Xu . . . . . . . . . . . . . . . . . 878--880
Tianxi Li Tianxi Li's contribution to the
Discussion of `Root and community
inference on the latent growth process
of a network' by Crane and Xu . . . . . 880--881
Qing Yang and
Xin Tong Qing Yang and Xin Tong's contribution to
the Discussion of `Root and community
inference on the latent growth process
of a network' by Crane and Xu . . . . . 881--882
Fan Wang and
Yi Yu and
Alessandro Rinaldo Fan Wang, Yi Yu and Alessandro Rinaldo's
contribution to the Discussion of `Root
and community inference on the latent
growth process of a network' by Crane
and Xu . . . . . . . . . . . . . . . . . 883--884
Jason Wyse and
James Ng and
Arthur White and
Michael Fop Jason Wyse, James Ng, Arthur White and
Michael Fop's contribution to the
Discussion of `Root and community
inference on the latent growth process
of a network' by Crane and Xu . . . . . 884--885
Harry Crane and
Min Xu Authors' reply to the Discussion of
`Root and community inference on the
latent growth process of a network' . . 885--895
Marie Du Roy de Chaumaray and
Matthieu Marbac Full-model estimation for non-parametric
multivariate finite mixture models . . . 896--921
T Tony Cai and
Zheng T Ke and
Paxton Turner Testing high-dimensional multinomials
with applications to text analysis . . . 922--942
Yachong Yang and
Arun Kumar Kuchibhotla and
Eric Tchetgen Tchetgen Doubly robust calibration of prediction
sets under covariate shift . . . . . . . 943--965
Jinzhou Li and
Marloes H Maathuis and
Jelle J Goeman Simultaneous false discovery proportion
bounds via knockoffs and closed testing 966--986
Nils Sturma and
Mathias Drton and
Dennis Leung Testing many constraints in possibly
irregular models using incomplete
$U$-statistics . . . . . . . . . . . . . 987--1012
Eardi Lila and
Wenbo Zhang and
Swati Rane Levendovszky and
Michael W. Weiner and
Paul Aisen and
Michael W. Weiner and
Paul Aisen and
Ronald Petersen and
Clifford R. Jack and
William Jagust and
John Q. Trojanowki and
Arthur W. Toga and
Laurel Beckett and
Robert C. Green and
Andrew J. Saykin and
John C. Morris and
Richard J. Perrin and
Leslie M. Shaw and
Zaven Khachaturian and
Maria Carrillo and
William Potter and
Lisa Barnes and
Marie Bernard and
Carole Ho and
John K. Hsiao and
Jonathan Jackson and
Eliezer Masliah and
Donna Masterman and
Ozioma Okonkwo and
Richard Perrin and
Laurie Ryan and
Nina Silverberg and
Adam Fleisher and
Michael W. Weiner and
Juliet Fockler and
Cat Conti and
Dallas Veitch and
John Neuhaus and
Chengshi Jin and
Rachel Nosheny and
Miriam Ashford and
Derek Flenniken and
Adrienne Kormos and
Robert C. Green and
Tom Montine and
Cat Conti and
Ronald Petersen and
Paul Aisen and
Michael Rafii and
Rema Raman and
Gustavo Jimenez and
Michael Donohue and
Devon Gessert and
Jennifer Salazar and
Caileigh Zimmerman and
Yuliana Cabrera and
Sarah Walter and
Garrett Miller and
Godfrey Coker and
Taylor Clanton and
Lindsey Hergesheimer and
Stephanie Smith and
Olusegun Adegoke and
Payam Mahboubi and
Shelley Moore and
Jeremy Pizzola and
Elizabeth Shaffer and
Brittany Sloan and
Laurel Beckett and
Danielle Harvey and
Michael Donohue and
Clifford R. Jack and
Arvin Forghanian-Arani and
Bret Borowski and
Chad Ward and
Christopher Schwarz and
David Jones and
Jeff Gunter and
Kejal Kantarci and
Matthew Senjem and
Prashanthi Vemuri and
Robert Reid and
Nick C. Fox and
Ian Malone and
Paul Thompson and
Sophia I. Thomopoulos and
Talia M. Nir and
Neda Jahanshad and
Charles DeCarli and
Alexander Knaack and
Evan Fletcher and
Danielle Harvey and
Duygu Tosun-Turgut and
Stephanie Rossi Chen and
Mark Choe and
Karen Crawford and
Paul A. Yushkevich and
Sandhitsu Das and
William Jagust and
Robert A. Koeppe and
Eric M. Reiman and
Kewei Chen and
Chet Mathis and
Susan Landau and
John C. Morris and
Richard Perrin and
Nigel J. Cairns and
Erin Householder and
Erin Franklin and
Haley Bernhardt and
Lisa Taylor-Reinwald and
Leslie M. Shaw and
John Q. Trojanowki and
Magdalena Korecka and
Michal Figurski and
Arthur W. Toga and
Karen Crawford and
Scott Neu and
Andrew J. Saykin and
Kwangsik Nho and
Shannon L. Risacher and
Liana G. Apostolova and
Li Shen and
Tatiana M. Foroud and
Kelly Nudelman and
Kelley Faber and
Kristi Wilmes and
Michael W. Weiner and
Leon Thal and
Zaven Khachaturian and
John K. Hsiao and
Lisa C. Silbert and
Betty Lind and
Rachel Crissey and
Jeffrey A. Kaye and
Raina Carter and
Sara Dolen and
Joseph Quinn and
Lon S. Schneider and
Sonia Pawluczyk and
Mauricio Becerra and
Liberty Teodoro and
Karen Dagerman and
Bryan M. Spann and
James Brewer and
Helen Vanderswag and
Adam Fleisher and
Jaimie Ziolkowski and
Judith L. Heidebrink and
Lisa Zbizek-Nulph and
Joanne L. Lord and
Lisa Zbizek-Nulph and
Ronald Petersen and
Sara S. Mason and
Colleen S. Albers and
David Knopman and
Kris Johnson and
Javier Villanueva-Meyer and
Valory Pavlik and
Nathaniel Pacini and
Ashley Lamb and
Joseph S. Kass and
Rachelle S. Doody and
Victoria Shibley and
Munir Chowdhury and
Susan Rountree and
Mimi Dang and
Yaakov Stern and
Lawrence S. Honig and
Akiva Mintz and
Beau Ances and
John C. Morris and
David Winkfield and
Maria Carroll and
Georgia Stobbs-Cucchi and
Angela Oliver and
Mary L. Creech and
Mark A. Mintun and
Stacy Schneider and
David Geldmacher and
Marissa Natelson Love and
Randall Griffith and
David Clark and
John Brockington and
Daniel Marson and
Hillel Grossman and
Martin A. Goldstein and
Jonathan Greenberg and
Effie Mitsis and
Raj C. Shah and
Melissa Lamar and
Patricia Samuels and
Ranjan Duara and
Maria T. Greig-Custo and
Rosemarie Rodriguez and
Marilyn Albert and
Chiadi Onyike and
Leonie Farrington and
Scott Rudow and
Rottislav Brichko and
Stephanie Kielb and
Amanda Smith and
Balebail Ashok Raj and
Kristin Fargher and
Martin Sadowski and
Thomas Wisniewski and
Melanie Shulman and
Arline Faustin and
Julia Rao and
Karen M. Castro and
Anaztasia Ulysse and
Shannon Chen and
Mohammed O. Sheikh and
Jamika Singleton-Garvin and
P. Murali Doraiswamy and
Jeffrey R. Petrella and
Olga James and
Terence Z. Wong and
Salvador Borges-Neto and
Jason H. Karlawish and
David A. Wolk and
Sanjeev Vaishnavi and
Christopher M. Clark and
Steven E. Arnold and
Charles D. Smith and
Gregory A. Jicha and
Riham El Khouli and
Flavius D. Raslau and
Oscar L. Lopez and
MaryAnn Oakley and
Donna M. Simpson and
Anton P. Porsteinsson and
Kim Martin and
Nancy Kowalski and
Melanie Keltz and
Bonnie S. Goldstein and
Kelly M. Makino and
M. Saleem Ismail and
Connie Brand and
Gaby Thai and
Aimee Pierce and
Beatriz Yanez and
Elizabeth Sosa and
Megan Witbracht and
Brendan Kelley and
Trung Nguyen and
Kyle Womack and
Dana Mathews and
Mary Quiceno and
Allan I. Levey and
James J. Lah and
Ihab Hajjar and
Janet S. Cellar and
Jeffrey M. Burns and
Russell H. Swerdlow and
William M. Brooks and
Daniel H. S. Silverman and
Sarah Kremen and
Liana Apostolova and
Kathleen Tingus and
Po H. Lu and
George Bartzokis and
Ellen Woo and
Edmond Teng and
Neill R. Graff-Radford and
Francine Parfitt and
Kim Poki-Walker and
Martin R. Farlow and
Ann Marie Hake and
Brandy R. Matthews and
Jared R. Brosch and
Scott Herring and
Christopher H. van Dyck and
Adam P. Mecca and
Adam P. Mecca and
Susan P. Good and
Martha G. MacAvoy and
Richard E. Carson and
Pradeep Varma and
Howard Chertkow and
Susan Vaitekunis and
Chris Hosein and
Sandra Black and
Bojana Stefanovic and
Heyn, Chris (Chinthaka) and
Ging-Yuek Robin Hsiung and
Ellen Kim and
Benita Mudge and
Vesna Sossi and
Howard Feldman and
Michele Assaly and
Elizabeth Finger and
Stephen Pasternak and
Irina Rachinsky and
Andrew Kertesz and
Dick Drost and
John Rogers and
Ian Grant and
Brittanie Muse and
Emily Rogalski and
Jordan Robson and
M. -Marsel Mesulam and
Diana Kerwin and
Chuang-Kuo Wu and
Nancy Johnson and
Kristine Lipowski and
Sandra Weintraub and
Borna Bonakdarpour and
Nunzio Pomara and
Raymundo Hernando and
Antero Sarrael and
Howard J. Rosen and
Bruce L. Miller and
David Perry and
Raymond Scott Turner and
Kathleen Johnson and
Brigid Reynolds and
Kelly MCCann and
Jessica Poe and
Reisa A. Sperling and
Keith A. Johnson and
Gad A. Marshall and
Jerome Yesavage and
Joy L. Taylor and
Steven Chao and
Jaila Coleman and
Jessica D. White and
Barton Lane and
Allyson Rosen and
Jared Tinklenberg and
Christine M. Belden and
Alireza Atri and
Bryan M. Spann and
Kelly A. Clark and
Edward Zamrini and
Marwan Sabbagh and
Ronald Killiany and
Robert Stern and
Jesse Mez and
Neil Kowall and
Andrew E. Budson and
Thomas O. Obisesan and
Oyonumo E. Ntekim and
Saba Wolday and
Javed I. Khan and
Evaristus Nwulia and
Sheeba Nadarajah and
Alan Lerner and
Paula Ogrocki and
Curtis Tatsuoka and
Parianne Fatica and
Evan Fletcher and
Pauline Maillard and
John Olichney and
Charles DeCarli and
Owen Carmichael and
Vernice Bates and
Horacio Capote and
Michelle Rainka and
Michael Borrie and
T-Y Lee and
Rob Bartha and
Sterling Johnson and
Sanjay Asthana and
Cynthia M. Carlsson and
Allison Perrin and
Anna Burke and
Douglas W. Scharre and
Maria Kataki and
Rawan Tarawneh and
Brendan Kelley and
David Hart and
Earl A. Zimmerman and
Dzintra Celmins and
Delwyn D. Miller and
Laura L. Boles Ponto and
Karen Ekstam Smith and
Hristina Koleva and
Hyungsub Shim and
Ki Won Nam and
Susan K. Schultz and
Jeff D. Williamson and
Suzanne Craft and
Jo Cleveland and
Mia Yang and
Kaycee M. Sink and
Brian R. Ott and
Jonathan Drake and
Geoffrey Tremont and
Lori A. Daiello and
Jonathan D. Drake and
Marwan Sabbagh and
Aaron Ritter and
Charles Bernick and
Donna Munic and
Akiva Mintz and
Abigail O'Connelll and
Jacobo Mintzer and
Arthur Wiliams and
Joseph Masdeu and
Jiong Shi and
Angelica Garcia and
Marwan Sabbagh and
Paul Newhouse and
Steven Potkin and
Stephen Salloway and
Paul Malloy and
Stephen Correia and
Smita Kittur and
Godfrey D. Pearlson and
Karen Blank and
Karen Anderson and
Laura A. Flashman and
Marc Seltzer and
Mary L. Hynes and
Robert B. Santulli and
Norman Relkin and
Gloria Chiang and
Michael Lin and
Lisa Ravdin and
Athena Lee and
Michael W. Weiner and
Paul Aisen and
Michael W. Weiner and
Paul Aisen and
Ronald Petersen and
Robert C. Green and
Danielle Harvey and
Clifford R. Jack and
William Jagust and
John C. Morris and
Andrew J. Saykin and
Leslie M. Shaw and
Arthur W. Toga and
John Q. Trojanowki and
Thomas Neylan and
Jordan Grafman and
Robert C. Green and
Tom Montine and
Michael W. Weiner and
Ronald Petersen and
Paul Aisen and
Gustavo Jimenez and
Michael Donohue and
Devon Gessert and
Jennifer Salazar and
Caileigh Zimmerman and
Sarah Walter and
Olusegun Adegoke and
Payam Mahboubi and
Lindsey Hergesheimer and
Sarah Danowski and
Godfrey Coker and
Taylor Clanton and
Jeremy Pizzola and
Elizabeth Shaffer and
Catherine Nguyen-Barrera and
Thomas Neylan and
Jacqueline Hayes and
Shannon Finley and
Danielle Harvey and
Michael Donohue and
Clifford R. Jack and
Matthew Bernstein and
Bret Borowski and
Jeff Gunter and
Matt Senjem and
Kejal Kantarci and
Chad Ward and
Duygu Tosun-Turgut and
Stephanie Rossi Chen and
Susan Landau and
Robert A. Koeppe and
Norm Foster and
Eric M. Reiman and
Kewei Chen and
John C. Morris and
Richard J. Perrin and
Erin Franklin and
Leslie M. Shaw and
John Q. Trojanowki and
Magdalena Korecka and
Michal Figurski and
Arthur W. Toga and
Scott Neu and
Andrew J. Saykin and
Tatiana M. Foroud and
Steven Potkin and
Li Shen and
Kelley Faber and
Sungeun Kim and
Kwangsik Nho and
Kristi Wilmes and
Lon S. Schneider and
Sonia Pawluczyk and
Mauricio Becerra and
Liberty Teodoro and
Karen Dagerman and
Bryan M. Spann and
James Brewer and
Helen Vanderswag and
Adam Fleisher and
Yaakov Stern and
Lawrence S. Honig and
Akiva Mintz and
Raj C. Shah and
Ajay Sood and
Kimberly S. Blanchard and
Debra Fleischman and
Konstantinos Arfanakis and
Ranjan Duara and
Daniel Varon and
Maria T. Greig and
P. Murali Doraiswamy and
Jeffrey R. Petrella and
Olga James and
Salvador Borges-Neto and
Terence Z. Wong and
Anton P. Porsteinsson and
Bonnie Goldstein and
Kimberly S. Martin and
Gaby Thai and
Aimee Pierce and
Christopher Reist and
Beatriz Yanez and
Elizabeth Sosa and
Megan Witbracht and
Carl Sadowsky and
Walter Martinez and
Teresa Villena and
Howard Rosen and
David Perry and
Raymond Scott Turner and
Kathleen Johnson and
Brigid Reynolds and
Kelly MCCann and
Jessica Poe and
Reisa A. Sperling and
Keith A. Johnson and
Gad Marshall and
Christine M. Belden and
Alireza Atri and
Bryan M. Spann and
Kelly A. Clark and
Edward Zamrini and
Marwan Sabbagh and
Thomas O. Obisesan and
Oyonumo E. Ntekim and
Saba Wolday and
Evaristus Nwulia and
Sheeba Nadarajah and
Sterling Johnson and
Sanjay Asthana and
Cynthia M. Carlsson and
Elaine R. Peskind and
Eric C. Petrie and
Gail Li and
Jerome Yesavage and
Joy L. Taylor and
Steven Chao and
Jaila Coleman and
Jessica D. White and
Barton Lane and
Allyson Rosen and
Jared Tinklenberg and
Michael Lin and
Gloria Chiang and
Lisa Ravdin and
Norman Relkin and
Abigail O'Connelll and
Jacobo Mintzer and
Arthur Wiliams and
Scott Mackin and
Paul Aisen and
Rema Raman and
Gustavo Jimenez-Maggiora and
Michael Donohue and
Devon Gessert and
Jennifer Salazar and
Caileigh Zimmerman and
Sarah Walter and
Olusegun Adegoke and
Payam Mahboubi and
Scott Mackin and
Michael W. Weiner and
Paul Aisen and
Rema Raman and
Clifford R. Jack and
Susan Landau and
Andrew J. Saykin and
Arthur W. Toga and
Charles DeCarli and
Robert A. Koeppe and
Robert C. Green and
Erin Drake and
Michael W. Weiner and
Paul Aisen and
Rema Raman and
Mike Donohue and
Scott Mackin and
Craig Nelson and
David Bickford and
Meryl Butters and
Michelle Zmuda and
Clifford R. Jack and
Matthew Bernstein and
Bret Borowski and
Jeff Gunter and
Matt Senjem and
Kejal Kantarci and
Chad Ward and
Denise Reyes and
Robert A. Koeppe and
Susan Landau and
Arthur W. Toga and
Karen Crawford and
Scott Neu and
Andrew J. Saykin and
Tatiana M. Foroud and
Kelley M. Faber and
Kwangsik Nho and
Kelly N. Nudelman and
Scott Mackin and
Howard Rosen and
Craig Nelson and
David Bickford and
Yiu Ho Au and
Kelly Scherer and
Daniel Catalinotto and
Samuel Stark and
Elise Ong and
Dariella Fernandez and
Meryl Butters and
Michelle Zmuda and
Oscar L. Lopez and
MaryAnn Oakley and
Donna M. Simpson Interpretable discriminant analysis for
functional data supported on random
nonlinear domains with an application to
Alzheimer's disease . . . . . . . . . . 1013--1044
Ting Ye and
Zhonghua Liu and
Baoluo Sun and
Eric Tchetgen Tchetgen GENIUS-MAWII: for robust Mendelian
randomization with many weak invalid
instruments . . . . . . . . . . . . . . 1045--1067
Yiqi Lin and
Frank Windmeijer and
Xinyuan Song and
Qingliang Fan On the instrumental variable estimation
with many weak and invalid instruments 1068--1088
Anonymous Correction to: Optimal and Maximin
Procedures for Multiple Testing Problems 1089--1089
John Todd John von Neumann and the National
Accounting Machine . . . . . . . . . . . 526--530
P. A. P. Moran Corrigenda: The Random Division of an
Interval . . . . . . . . . . . . . . . . 388--388