Sommaire du Fascicule no. 2

Correction Note: Correction to "A Moment Problem for Order Statistics"

Kadane, Joseph B.

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Notes: Acknowledgement of Priority and Correction to "Consistency and Asymptotic Normality of MLE's for Exponential Models"

Berk, Robert H.

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Correction Notes: Correction to "A Best Possible Kolmogoroff-Type Inequality for Martingales and a Characteristic Property"

Steiger, W. L.

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Note: Corrections to "Conditions for Wishartness and Independence of Second Degree Polynomials in Normal Vector"

Khatri, C. G.

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Note: Corrections to "Further Contributions to Wishartness and Independence of Second Degree Polynomials in Normal Vectors"

Khatri, C. G.

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Correction Notes: Correction to "The Optimum Strategy for Maximising the Probability of Obtaining the Random Variable Nearest to an Arbitrary Real Number"

Enns, E. G.

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A Statistical Theory of Calibration

Scheffe, Henry

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p. 1-37

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Convergence of Estimates Under Dimensionality Restrictions

LeCam, L.

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p. 38-53

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On the Centering of a Simple Linear Rank Statistic

Hoeffding, Wassily

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p. 54-66

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Limiting Distributions of Kolmogorov-Smirnov Type Statistics Under the Alternative

Raghavachari, M.

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p. 67-73

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The Conditional Probability Integral Transformation and Applications to Obtain Composite Chi-Square Goodness-of-Fit Tests

O'Reilly, Federico J. ; Quesenberry, C. P.

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p. 74-83

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Covariance Stabilizing Transformations

Holland, Paul W.

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p. 84-92

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An Empirical Bayes Approach to Multiple Linear Regression

Wind, Serge L.

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p. 93-103

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Differential Equations and Optimal Choice Problems

Mucci, Anthony G.

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p. 104-113

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Characterizations of Populations Using Regression Properties

Gordon, F. S.

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p. 114-126

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On a Minimax Estimate for the Mean of a Normal Random Vector Under a Generalized Quadratic Loss Function

Basar, Tamer ; Mintz, Max

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p. 127-134

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Asymptotically Efficient Estimation of Covariance Matrices with Linear Structure

Anderson, T. W.

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p. 135-141

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Generalized Bayes Minimax Estimators of the Multivariate Normal Mean with Unknown Covariance Matrix

Lin, Pi-Erh ; Tsai, Hui-Liang

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p. 142-145

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Convergence of Reduced Empirical and Quantile Processes with Application to Functions of Order Statistics in the Non-I.I.D. Case

Shorack, Galen R.

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p. 146-152

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Convergence Rates for $U$-Statistics and Related Statistics

Grams, William F. ; Serfling, R. J.

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p. 153-160

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Noncentral Convergence of Wald's Large-Sample Test Statistic in Exponential Families

Stroud, T. W. F.

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p. 161-165

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An Asymptotic UMP Sign Test in the Presence of Ties

Krauth, J.

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p. 166-169

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The Most Powerful Scale and Location Invariant Test of the Normal Versus the Double Exponential

Uthoff, Vincent A.

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p. 170-174

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An Asymptotically Optimal Sequential Procedure for the Estimation of the Largest Mean

Tong, Yung Liang

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p. 175-179

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On Equal Distributions

Pollak, Moshe

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p. 180-182

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Nonlinear Operators and Sufficiency

Pfanzagl, J. ; Weber, J.

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p. 183-187

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Factorial Experiments in Cyclic Designs

John, J. A.

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p. 188-194

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On $\mu$-Resolvable and Affine $\mu$-Resolvable Balanced Incomplete Block Designs

Kageyama, Sanpei

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p. 195-203

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On the Inequality for BIBDs with Special Parameters

Kageyama, Sanpei

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p. 204-207

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A Bayesian Analysis of Some Nonparametric Problems

Ferguson, Thomas S.

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p. 209-230

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On the Asymptotic Shape of Bayesian Sequential Tests of $\theta \leqq 0$ Versus $\theta > 0$ for Exponential Families

Bickel, P. J.

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p. 231-240

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On Some Difficulties in a Frequency Theory of Inference

Pierce, Donald A.

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p. 241-250

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Minimax Tests and the Neyman-Pearson Lemma for Capacities

Huber, Peter J. ; Strassen, Volker

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p. 251-263

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Estimating the Scale Parameter of the Exponential Distribution with Unknown Location

Zidek, James V.

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p. 264-278

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Weak Convergence of the Sample Distribution Function when Parameters are Estimated

Durbin, J.

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p. 279-290

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The Large-Sample Power of Permutation Tests for Randomization Models

Robinson, J.

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p. 291-296

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Limiting Behavior of the Extremum of Certain Sample Functions

Sen, P. K. ; Bhattacharyya, B. B. ; Suh, M. W.

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p. 297-311

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Inadmissibility of Maximum Likelihood Estimators in Some Multiple Regression Problems with Three or More Independent Variables

Baranchik, A. J.

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p. 312-321

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Approximating Circulant Quadratic Forms in Jointly Stationary Gaussian Time Series

Gleser, Leon Jay ; Pagano, Marcello

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p. 322-333

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Adaptive Policies for Markov Renewal Programs

Fox, Bennett L. ; Rolph, John E.

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p. 334-341

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Sequences Converging to $D$-Optimal Designs of Experiments

Atwood, Corwin L.

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p. 342-352

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Ferguson Distributions Via Polya Urn Schemes

Blackwell, David ; MacQueen, James B.

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p. 353-355

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Discreteness of Ferguson Selections

Blackwell, David

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p. 356-358

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Deleted Estimates of the Bayes Risk

Wagner, T. J.

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p. 359-362

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Admissibility Implications for Different Criteria in Confidence Estimation

Cohen, Arthur ; Strawderman, William E.

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p. 363-366

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A General Method for the Approximation of Tail Areas

Andrews, D. F.

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p. 367-372

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Statistical Inference in Bernoulli Trials with Dependence

Klotz, Jerome

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p. 373-379

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Asymptotic Distributions for Quadratic Forms with Applications to Tests of Fit

de Wet, T. ; Venter, J. H.

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p. 380-387

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Monotonicity of the Power Functions of Some Tests in General Manova Models

Fujikoshi, Yasunori

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p. 388-391

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Moments of Order Statistics

Hirakawa, Kosaburo

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p. 392-394

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The Power Series Distribution with Unknown Truncation Parameter

Park, C. J.

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p. 395-399

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On Consistency in Monotonic Regression

Hanson, D. L. ; Pledger, Gordon ; Wright, F. T.

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p. 401-421

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Multiple Isotonic Median Regression

Robertson, Tim ; Wright, F. T.

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p. 422-432

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On Pairing Observations from a Distribution with Monotone Likelihood Ratio

Chew, Milton C.

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p. 433-445

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The Mean-Square Error of Bahadur's Order-Statistic Approximation

Duttweiler, D. L.

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p. 446-453

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Asymptotic Distribution of the Likelihood Function in the Independent not Identically Distributed Case

Philippou, A. N. ; Roussas, G. G.

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p. 454-471

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The Asymptotic Distribution of the Trimmed Mean

Stigler, Stephen M.

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p. 472-477

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Expectation Consistency and Generalized Bayes Inference

Dawid, A. P. ; Stone, M.

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p. 478-485

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Asymptotically Efficient Stochastic Approximation; The RM Case

Fabian, Vaclav

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p. 486-495

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Markov Decision Processes with a New Optimality Criterion: Discrete Time

Jaquette, Stratton C.

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p. 496-505

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The Choice of Variables for Prediction in Curvilinear Multiple Regression

Brooks, R. J.

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p. 506-516

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A Family of Admissible Minimax Estimators of the Mean of a Multivariate Normal Distribution

Alam, Khursheed

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p. 517-525

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On Fixed Size Confidence Bands for the Bundle Strength of Filaments

Sen, Pranab Kumar

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p. 526-537

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On the Attainment of the Cramer-Rao Lower Bound

Wijsman, R. A.

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p. 538-542

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On Sufficiency and Invariance

Landers, D. ; Rogge, L.

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p. 543-544

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Admissible Confidence Interval and Point Estimation for Translation or Scale Parameters

Cohen, Arthur ; Strawderman, William E.

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p. 545-550

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Two Examples of Invariant Bayes Procedures

Schwartz, Richard

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p. 551-552

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A Note on Asymptotically Distribution Free Tests for Subhypotheses in Multiple Linear Regression

Puri, M. L. ; Sen, P. K.

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p. 553-556

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Estimation of the Derivative of the Logarithm of a Density

Fabian, Vaclav

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p. 557-561

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A Note on the Optimum Spacing of Sample Quantiles from the Six Extreme Value Distributions

Kulldorff, Gunnar

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p. 562-567

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A Law of Iterated Logarithm for One-Sample Rank Order Statistics and an Application

Sen, Pranab Kumar ; Ghosh, Malay

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p. 568-576

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An Alternative Proof of the Admissibility of the Horvitz-Thompson Estimator

Ramakrishnan, M. K.

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p. 577-579

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Expectation of Elementary Symmetric Functions of a Wishart Matrix

Saw, John G.

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p. 580-582

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Two Characterizations of the Dirichlet Distribution

Fabius, J.

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p. 583-587

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Multivariate Logistic Distributions

Malik, Henrick J. ; Abraham, Bovas

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p. 588-590

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Method of Differences in the Construction of $L_2(s)$ Designs

Raghavarao, Damaraju

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p. 591-592

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Notes: Correction to Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems

Brown, L. D.

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p. 594-596

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On Some Analogues to Linear Combinations of Order Statistics in the Linear Model

Bickel, P. J.

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p. 597-616

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Log-Linear Models for Frequency Data: Sufficient Statistics and Likelihood Equations

Haberman, Shelby J.

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p. 617-632

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Open-Ended Tests for Koopman-Darmois Families

Lorden, Gary

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p. 633-643

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Some Limit Theorems with Applications in Sampling Theory

Holst, Lars

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p. 644-658

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Optimal Stopping and Sequential Tests which Minimize the Maximum Expected Sample Size

Lai, Tze Leung

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p. 659-673

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Events which are Almost Independent

Dykstra, R. L. ; Hewett, John E. ; Thompson, W. A.

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p. 674-681

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Application of the Theory of Products of Problems to Certain Patterned Covariance Matrices

Arnold, Steven F.

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p. 682-699

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On Some Test Criteria for Covariance Matrix

Nagao, Hisao

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p. 700-709

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The Non-Singularity of Generalized Sample Covariance Matrices

Eaton, Morris L. ; Perlman, Michael D.

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p. 710-717

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Asymptotic Non-Null Distributions of the Likelihood Ratio Criteria for Covariance Matrix Under Local Alternatives

Sugiura, Nariaki

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p. 718-728

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Hiding and Covering in a Compact Metric Space

McEliece, Robert J. ; Posner, Edward C.

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p. 729-739

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An Extension of the Hajek-Renyi Inequality for One Maximum of Partial Sums

Szynal, Dominik

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p. 740-744

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On a Theorem of Bahadur on the Rate of Convergence of Point Estimators

Fu, James C.

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p. 745-749

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On a Multiple Decision Rule

Alam, Khursheed

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p. 750-755

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On Some Properties of Hammersley's Estimator of an Integer Mean

Khan, Rasul A.

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p. 756-762

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Distinctness of the Eigenvalues of a Quadratic form in a Multivariate Sample

Okamoto, Masashi

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p. 763-765

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An Optimality Property of Scheffe Bounds

Bohrer, Robert

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p. 766-772

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Nonparametric Selection Procedures for Symmetric Location Parameter Populations

Ghosh, Malay

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p. 773-779

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Estimation of the Covariance Function of a Homogeneous Process on the Sphere

Roy, Roch

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p. 780-785

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Constructions for Some Classes of Neighbor Designs

Hwang, F. K.

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p. 786-790

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On the Notion of Value for Games with Infinitely Many Stages

Zamir, Shmuel

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p. 791-796

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Robust Regression: Asymptotics, Conjectures and Monte Carlo

Huber, Peter J.

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p. 799-821

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Asymptotically Optimal Bayes Sequential Design of Experiments for Estimation

Yohai, Victor J.

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p. 822-837

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On Sequential Distinguishability

Khan, Rasul A.

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p. 838-850

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Extensions of Kesten's Adaptive Stochastic Approximation Method

Kushner, H. J. ; Gavin, T.

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p. 851-861

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On Determining the Irrationality of the Mean of a Random Variable

Cover, Thomas M.

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p. 862-871

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Laws of the Iterated Logarithm for Permuted Random Variables and Regression Applications

Makowski, Gary G.

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p. 872-887

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On the Measurability and Consistency of Maximum Likelihood Estimates for Unimodal Densities

Reiss, Rolf-Dieter

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p. 888-901

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Measurable Selections of Extrema

Brown, L. D. ; Purves, R.

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p. 902-912

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Multiple Products of Polykays Using Ordered Partitions

Tracy, D. S. ; Gupta, B. C.

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p. 913-923

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Balanced Optimal Saturated Main Effect Plans of the $2^n$ Factorial and Their Relation to $(v, k, \lambda)$ Configurations

Raktoe, B. L. ; Federer, W. T.

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p. 924-932

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The Joint Probability Generating Function for Run-Lengths in Regenerative Binary Markov Chains, with Applications

Good, I. J.

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p. 933-939

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A Note on Two-Sided Confidence Intervals for Linear Functions of the Normal Mean and Variance

Land, C. E. ; Johnson, B. R. ; Joshi, V. M.

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p. 940-943

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Maximum Likelihood Estimation of a Translation Parameter of a Truncated Distribution

Weiss, L. ; Wolfowitz, J.

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p. 944-947

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On the Asymptotic Normality of the Maximum-Likelihood Estimate when Sampling from a Stable Distribution

DuMouchel, William H.

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p. 948-957

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Limiting Distributions of Statistics Similar to Student's $t$

Birnbaum, Z. W. ; Vincze, I.

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p. 958-963

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An Asymptotic Expansion of the Distribution of the Studentized Classification Statistic $W^1$

Anderson, T. W.

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p. 964-972

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Asymptotic Equivalence of Two Estimators for an Exponential Family

Sharma, Divakar

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p. 973-980

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Some Limit Theorems for Maxima of Nonstationary Gaussian Processes

Deo, Chandrakant M.

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p. 981-984

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On a New Type of $m$-Class Cyclic Association Scheme and Designs Based on the Scheme

Saha, G. M. ; Kulshreshtha, A. C. ; Dey, A.

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p. 985-990

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Asymptotic Expansions Related to Minimum Contrast Estimators

Pfanzagl, J.

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p. 993-1026

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Paired Comparisons with Order-Effects

Schaafsma, Willem

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p. 1027-1045

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Central Limit Theorem for Wilcoxon Rank Statistics Process

Jureckova, Jana

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p. 1046-1060

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A Class of Non-Parametric Tests for Homogeneity Against Ordered Alternatives

Tryon, Peter V. ; Hettmansperger, Thomas P.

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p. 1061-1070

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On Some Global Measures of the Deviations of Density Function Estimates

Bickel, P. J. ; Rosenblatt, M.

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p. 1071-1095

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A New Nonparametric Estimator of the Center of a Symmetric Distribution

Schuster, E. F. ; Narvarte, J. A.

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p. 1096-1104

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Rank Tests for One Sample, Two Samples, and $k$ samples Without the Assumption of a Continuous Distribution Function

Conover, W. J.

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p. 1105-1125

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Some Asymptotic Aspects of Sequential Analysis

Berk, Robert H.

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p. 1126-1138

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The Asymptotic Minimax Character of Sequential Binomial and Sign Tests

Holm, Sture

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p. 1139-1148

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Minimax Estimation of a Cumulative Distribution Function

Phadia, E. G.

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p. 1149-1157

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Transformation of Observations in Stochastic Approximation

Abdelhamid, Sami Naguib

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p. 1158-1174

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On Optimal Estimation Methods Using Stochastic Approximation Procedures

Anbar, Dan

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p. 1175-1184

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The Asymptotic Expansion of the Distribution of the Goodness of Fit Statistic $V_{NN}$

Maag, Urs R.

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p. 1185-1188

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Proper Bayes Minimax Estimators of the Multivariate Normal Mean Vector for the Case of Common Unknown Variances

Strawderman, William E.

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p. 1189-1194

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A Best Sequential Test for Symmetry When the Probability of Termination is Not One

Burdick, David L.

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p. 1195-1199

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On Sequential Confidence Intervals Based on Wilcoxon Type Estimates

Srivastava, M. S. ; Sen, A. K.

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p. 1200-1202

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Asymptotic Normality of the Stopping Times of Some Sequential Procedures

Bhattacharya, P. K. ; Mallik, Ashim

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p. 1203-1211

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Estimation in Sampling Theory with Exchangeable Prior Distributions

Godambe, V. P. ; Thompson, M. E.

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p. 1212-1221

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Properties of Tests Concerning Covariance Matrices of Normal Distributions

Gupta, S. Das ; Giri, N.

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p. 1222-1224

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