Sommaire du Fascicule no. 1

Note: Correction to "Upper Confidence and Fiducial Limits to the Range of Several Means"

Causey, B.

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Notes: Corrections to "On Some Global Measures of the Deviations of Density Function Estimates"

Bickel, P. J. ; Rosenblatt, M.

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A Quadratic Measure of Deviation of Two-Dimensional Density Estimates and A Test of Independence

Rosenblatt, M.

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p. 1-14

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Optimal Convergence Properties of Variable Knot, Kernel, and Orthogonal Series Methods for Density Estimation

Wahba, Grace

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p. 15-29

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Interpolating Spline Methods for Density Estimation I. Equi-Spaced Knots

Wahba, Grace

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p. 30-48

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On Asymptotic Distribution Theory in Segmented Regression Problems-- Identified Case

Feder, Paul I.

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p. 49-83

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The Log Likelihood Ratio in Segmented Regression

Feder, Paul I.

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p. 84-97

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On Tests for Detecting Change in Mean

Sen, Ashish ; Srivastava, Muni S.

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p. 98-108

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Balanced Block Designs and Generalized Youden Designs, I. Construction (Patchwork)

Kiefer, J.

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p. 109-118

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Statistical Inference Using Extreme Order Statistics

III, James Pickands

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p. 119-131

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Invariant Normal Models

Andersson, Steen

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p. 132-154

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Rates of Convergence in Empirical Bayes Estimation Problems: Continuous Case

Lin, Pi-Erh

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p. 155-164

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Central Limit Theorems for Multinomial Sums

Morris, Carl

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p. 165-188

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A Conjecture of Berry Regarding A Bernoulli Two-Armed Bandit

Joshi, V. M.

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p. 189-202

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A Modified Form of the Iterative Method of Dynamic Programming

Hordijk, Arie ; Tijms, Henk

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p. 203-208

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Minimax Estimators of the Mean of a Multivariate Normal Distribution

Bock, M. E.

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p. 209-218

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On a Criterion for Extrapolation in Normal Regression

O'Reilly, Federico J.

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p. 219-222

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Asymptotic Normality of the Posterior Distribution for Exponential Models

Crain, Bradford R. ; Morgan, Ronnie L.

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p. 223-227

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On a Lower Bound for Moments of Point Estimators

Hasminskii, R. Z. ; Ibragimov, I. A.

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p. 228-233

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The Rate of Convergence of Consistent Point Estimators

Fu, James C.

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p. 234-240

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Locally Most Powerful Rank Tests for Independence with Censored Data

Shirahata, Shingo

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p. 241-245

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The Bayes Factor Against Equiprobability of a Multinomial Population Assuming a Symmetric Dirichlet Prior

Good, I. J.

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p. 246-250

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Special Case of the Distribution of the Median

Paranjape, S. R. ; Rubin, Herman

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p. 251-256

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Testing Hypotheses in Unbalanced Variance Components Models for Two-Way Layouts

Thomsen, Ib

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p. 257-265

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Adaptive Maximum Likelihood Estimators of a Location Parameter

Stone, Charles J.

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p. 267-284

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An Asymptotically Efficient Sequence of Estimators of a Location Parameter

Sacks, Jerome

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p. 285-298

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Weak Convergence of Empirical Distribution Functions of Random Variables Subject to Perturbations and Scale Factors

Rao, J. S. ; Sethuraman, J.

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p. 299-313

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Direct Products and Linear Models for Complete Factorial Tables

Haberman, Shelby J.

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p. 314-333

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A Restricted Subset Selection Approach to Ranking and Selection Problems

Santner, Thomas J.

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p. 334-349

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Consistency in Generalized Isotonic Regression

Robertson, Tim ; Wright, F. T.

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p. 350-362

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Maximum Likelihood Estimation in the Birth-and-Death Process

Keiding, Niels

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p. 363-372

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Locally Most Powerful Sequential Tests

Berk, Robert H.

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p. 373-381

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A Sequential Signed-Rank Test for Symmetry

Reynolds, Marion R.

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p. 382-400

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Local Asymptotic Power of Quadratic Rank Tests for Trend

Beran, Rudolf

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p. 401-412

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Inequalities of $s$-Ordered Distributions

Lawrence, M. J.

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p. 413-428

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Normal-Theory Approximations to Tests for Linear Hypotheses

Jensen, D. R. ; Mayer, L. S.

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p. 429-444

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On the Nonexistence of Knut Vik Designs for all Even Orders

Hedayat, A. ; Federer, W. T.

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p. 445-447

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Admissibility of the Best Invariant Estimator of One Co-Ordinate of a Location Vector

Portnoy, Stephen L.

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p. 448-450

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Minimax Interval Estimators of Location Parameters

Zehnwirth, Benjamin

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p. 451-456

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Relationships Between the UMVU Estimators of the Mean and Median of a Function of a Normal Distribution

Mehran, Farhad

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p. 457-460

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Tests for the General Linear Hypothesis Under the Multiple Design Multivariate Linear Model

McDonald, Lyman

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p. 461-466

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Central and Noncentral Distributions of Wilks' Statistic in Manova as Mixtures of Incomplete Beta Functions

Tretter, Marietta J. ; Walster, G. William

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p. 467-472

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Upper Confidence and Fiducial Limits to the Range of Several Means

Causey, B.

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p. 473-477

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Note on the Paper "Transformation Groups and Sufficient Statistics" by J. Pfanzagl

Hipp, C.

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p. 478-482

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Strong Admissibility of a Set of Confidence Intervals for the Mean of a Finite Population

Joshi, V. M.

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p. 483-488

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On Admissibility and Uniform Admissibility in Finite Population Sampling

Scott, A. J.

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p. 489-491

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On a Class of Uniformly Admissible Estimators for Finite Populations

Sekkappan, Rm. ; Thompson, M. E.

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p. 492-499

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A Note on Sampling with Replacement

Cobb, E. Benton

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p. 500-503

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Upper and Lower Posterior Probabilities for Discrete Distributions

Kleyle, Robert

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p. 504-511

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Approximate Bayes Solutions to Some Nonparametric Problems

Goldstein, M.

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p. 512-517

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Arguments for Fisher's Permutation Test

Oden, Anders ; Wedel, Hans

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p. 518-520

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On the Use of Ranks for Testing the Coincidence of Several Regression Lines

Adichie, J. N.

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p. 521-527

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Convergence of the Reduced Empirical Process for Non-I.I.D. Random Vectors

Neuhaus, Georg

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p. 528-531

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An Approximate Inverse for the Covariance Matrix of Moving Average and Autoregressive Processes

Shaman, Paul

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p. 532-538

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A Note on the Consistency of Maximum Likelihood Estimates for Finite Families of Stochastic Processes

Caines, P. E.

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p. 539-546

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Markov Decision Processes with a New Optimality Criterion: Continuous Time

Jaquette, Stratton C.

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p. 547-553

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Lower Semicontinuous Stochastic Games with Imperfect Information

Sengupta, Sailes K.

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p. 554-558

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Power of Analysis of Variance Test Procedures for Incompletely Specified Fixed Models

Mead, Ronald ; Bancroft, T. A. ; Han, Chien-Pai

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p. 797-808

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The Asymptotic Distribution Theory of the Empiric CDF for Mixing Stochastic Processes

Gastwirth, Joseph L. ; Rubin, Herman

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p. 809-824

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On Chernoff-Savage Statistics and Sequential Rank Tests

Lai, Tze Leung

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p. 825-845

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A Generalized Approach to Maximum Likelihood Paired Comparison Ranking

Flueck, John A. ; Korsh, James F.

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p. 846-861

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Estimation of Shift and Center of Symmetry Based on Kolmogorov-Smirnov Statistics

Rao, P. V. ; Schuster, Eugene F. ; Littell, Ramon C.

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p. 862-873

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On Functions of Order Statistics for Mixing Processes

Mehra, K. L. ; Rao, M. Sudhakara

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p. 874-883

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Unbounded Expected Utility

Fishburn, Peter C.

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p. 884-896

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Multivariate Probabilities of Large Deviations

Sievers, Gerald L.

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p. 897-905

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Discrete Sequential Search for One of Many Objects

Smith, Furman H. ; Kimeldorf, George

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p. 906-915

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On the Asymptotic Distributions of Some Statistics Used for Testing $\Sigma_1=\Sigma_2$

Subrahmaniam, Kocherlakota

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p. 916-925

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Duals of Balanced Incomplete Block Designs Derived from an Affine Geometry

Hamada, Noboru ; Tamari, Fumikazu

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p. 926-938

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A Finite Memory Test of the Irrationality of the Parameter of a Coin

Hirschler, Patrick ; Cover, Thomas M.

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p. 939-946

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Bahadur Efficiency of Linear Rank Statistics for Scale Alternatives

Hwang, T. Y. ; Klotz, J. H.

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p. 947-954

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Bounds on the Variance of the U-Statistic for Symmetric Distributions with Shift Alternatives

Johnson, Bruce McK.

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p. 955-958

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Unbiasedness of the Chi-Square, Likelihood Ratio, and Other Goodness of Fit Tests for the Equal Cell Case

Cohen, Arthur ; Sackrowitz, H. B.

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p. 959-964

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A Note on Chi-Square Statistics with Random Cell Boundaries

Ruymgaart, F. H.

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p. 965-968

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Tail Probabilities of Noncentral Quadratic Forms

Beran, Rudolf

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p. 969-974

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The Estimation of Arma Models

Hannan, E. J.

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p. 975-981

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How Much Do Gauss-Markov and Least Square Estimates Differ? A Coordinate-Free Approach

Haberman, Shelby J.

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p. 982-990

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Comparing Sequential and Non-Sequential Tests

Berk, Robert H.

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p. 991-998

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A Note on First Exit Times with Applications to Sequential Analysis

Lai, Tze Leung

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p. 999-1005

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Exponentially Bounded Stopping Time of the Sequential t-Test

Wijsman, R. A.

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p. 1006-1010

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Asymptotic Expansions for the Joint and Marginal Distributions of the Latent Roots of the Covariance Matrix

Muirhead, R. J. ; Chikuse, Y.

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p. 1011-1017

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Characterizations of Prediction Sufficiency (Adequacy) in Terms of Risk Functions

Takeuchi, Kei ; Akahira, Masafumi

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p. 1018-1024

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Mean Square Error Properties of Density Estimates

Davis, Kathryn Bullock

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p. 1025-1030

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Jaroslav Hajek, 1926-1974

Dupac, Vaclav

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p. 1031-1037

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Descriptive Statistics for Nonparametric Models I. Introduction

Bickel, P. J. ; Lehmann, E. L.

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p. 1038-1044

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Descriptive Statistics for Nonparametric Models II. Location

Bickel, P. J. ; Lehmann, E. L.

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p. 1045-1069

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The Behavior of Robust Estimators on Dependent Data

Gastwirth, Joseph L. ; Rubin, Herman

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p. 1070-1100

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Convergence of Empirical Processes of Mixing rv's on $\lbrack 0,1\rbrack$

Withers, C. S.

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p. 1101-1108

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Asymptotically Efficient Estimators for a Constant Regression with Vector- Valued Stationary Residuals

Adenstedt, Rolf K.

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p. 1109-1121

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Asymptotically Robust Tests in Unbalanced Variance Component Models

Arvesen, James N. ; Layard, Maxwell W. J.

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p. 1122-1134

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A Method of Constrained Randomization for $p_1^{n_1}p_2^{n_2} \cdots p_k^{n_k}$ Factorials

Schwaller, Richard L. ; Tiahrt, Kenneth J.

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p. 1135-1148

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Resistance of Balanced Incomplete Block Designs

Most, Bernard M.

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p. 1149-1162

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A Simple General Approach to Inference About the Tail of a Distribution

Hill, Bruce M.

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p. 1163-1174

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A Note on Substitution in Conditional Distribution

Perlman, Michael D. ; Wichura, Michael J.

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p. 1175-1179

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On a Theorem of Morimoto Concerning Sufficiency for Discrete Distributions

Brown, L.

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p. 1180-1182

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Estimation of the Variance of a Branching Process

Dion, Jean-Pierre

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p. 1183-1187

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Defining the Curvature of a Statistical Problem (with Applications to Second Order Efficiency)

Efron, Bradley

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p. 1189-1242

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Invariant Tests for Uniformity on Compact Riemannian Manifolds Based on Sobolev Norms

M., Evarist Gine

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p. 1243-1266

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Approximations to the Expected Sample Size of Certain Sequential Tests

Pollak, M. ; Siegmund, D.

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p. 1267-1282

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Maximum Likelihood Estimation of Parameters of Autoregressive Processes with Moving Average Residuals and Other Covariance Matrices with Linear Structure

Anderson, T. W.

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p. 1283-1304

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Efficient Estimation of Transition Probabilities in a Markov Chain

Bai, Do Sun

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p. 1305-1317

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Minimax Estimation of Location Vectors for a Wide Class of Densities

Berger, James

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p. 1318-1328

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Nonparametric Maximum Likelihood Estimation of Probability Densities by Penalty Function Methods

de Montricher, G. F. ; Tapia, R. A. ; Thompson, J. R.

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p. 1329-1348

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A Central Limit Theorem under Contiguous Alternatives

Behnen, K. ; Neuhaus, G.

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p. 1349-1353

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Noninvertible Transfer Functions and their Forecasts

Pierce, David A.

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p. 1354-1360

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Estimating Generating Functions

Hoyle, M. H.

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p. 1361-1363

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On Re-Pairing Observations in a Broken Random Sample

Goel, Prem K.

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p. 1364-1369

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Notes: Correction to "On the Existence of a Minimal Sufficient Subfield"

Hasegawa, Minoru ; Perlman, Michael D.

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p. 1371-1372

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