Sommaire du Fascicule no. 1

Correction Note: Correction to "Contents of Volume 2"

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Notes: Correction to "On Estimating the Common Mean of Two Normal Distributions"

Cohen, Arthur ; Sackrowitz, Harold B.

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Notes: Correction to "Sequential Rank Tests for Location"

Sen, Pranab Kumar ; Ghosh, Malay

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Notes: Correction to "Simultaneous Confidence Intervals for Contrasts Among Multinomial Populations"

Goodman, Leo A.

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A Class of Utility Functions

Lindley, D. V.

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p. 1-10

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Families of Minimax Estimators of the Mean of a Multivariate Normal Distribution

Efron, Bradley ; Morris, Carl

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p. 11-21

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Multivariate Empirical Bayes and Estimation of Covariance Matrices

Efron, Bradley ; Morris, Carl

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p. 22-32

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Tail Minimaxity in Location Vector Problems and Its Applications

Berger, James O.

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p. 33-50

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Robust $M$-Estimators of Multivariate Location and Scatter

Maronna, Ricardo Antonio

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p. 51-67

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Robust Estimation of a Location Parameter in the Presence of Asymmetry

Collins, John R.

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p. 68-85

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Spanning Sets for Estimable Contrasts in Classification Models

Birkes, David ; Dodge, Yadolah ; Seely, Justus

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p. 86-107

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Asymptotic Expansions for the Power of Distribution Free Tests in the One-Sample Problem

Albers, W. ; Bickel, P. J. ; van Zwet, W. R.

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p. 108-156

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Asymptotic Comparison of Rank Tests for the Regression Problem When Ties are Present

Behnen, Konrad

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p. 157-174

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Asymptotic Linearity of Wilcoxon Signed-Rank Statistics

Antille, Andre

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p. 175-186

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Sharp Upper Bounds for Probability on an Interval When the First Three Moments are Known

Skibinsky, Morris

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p. 187-213

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On the Asymptotic Normality of Kendall's Rank Correlation Statistic

Jirina, Miloslav

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p. 214-215

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Two Necessary Conditions on the Representation of Bivariate Distributions by Polynomials

Tyan, Shu-Gwei ; Derin, Haluk ; Thomas, John B.

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p. 216-222

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Admissible Minimax Estimation of a Multivariate Normal Mean with Arbitrary Quadratic Loss

Berger, James O.

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p. 223-226

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Applications of Products to the Generalized Compound Symmetry Problem

Arnold, Steven F.

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p. 227-233

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Consistency in Integral Regression Estimation with a Triangular Array of Observation Points

Pledger, Gordon

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p. 234-236

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Properties of Generalized Sequential Probability Ratio Tests

Eisenberg, Bennett ; Ghosh, B. K. ; Simons, Gordon

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p. 237-251

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Stopping a Sum During a Success Run

Ferguson, Thomas S.

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p. 252-264

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On Confidence Sequences

Lai, Tze Leung

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p. 265-280

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2-SPRT'S and The Modified Kiefer-Weiss Problem of Minimizing an Expected Sample Size

Lorden, Gary

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p. 281-291

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Approximations for Stationary Covariance Matrices and Their Inverses with Application to ARMA Models

Shaman, Paul

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p. 292-301

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Inadmissibility Results for Generalized Bayes Estimators of Coordinates of a Location Vector

Berger, James O.

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p. 302-333

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Admissibility Results for Generalized Bayes Estimators of Coordinates of a Location Vector

Berger, James O.

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p. 334-356

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Asymptotic Results for Goodness-of-Fit Statistics with Unknown Parameters

Stephens, M. A.

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p. 357-369

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The Stochastic Processes of Borel Gambling and Dynamic Programming

Blackwell, David

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p. 370-374

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Cell Selection in the Chernoff-Lehmann Chi-Square Statistic

Spruill, M. C.

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p. 375-383

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Extension of the Gauss-Markov Theorem to Include the Estimation of Random Effects

Harville, David

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p. 384-395

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The Asymptotic Distribution of Serial Covariances

Hannan, E. J.

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p. 396-399

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On the Asymptotic Normality of Rank Statistics for The Two-Sample Problem

Shirahata, Shingo

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p. 400-405

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Some Properties of the Empirical Distribution Function in the NON-i.i.d. Case

van Zuylen, M. C. A.

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p. 406-408

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A Comparison of Chi-Square Goodness-of-Fit Tests Based on Approximate Bahadur Slope

Spruill, M. C.

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p. 409-412

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Confidence Intervals for Linear Functions of the Normal Parameters

Joshi, V. M.

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p. 413-418

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Optimality of Two and Three Factor Designs

Shah, K. R. ; Raghavarao, D. ; Khatri, C. G.

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p. 419-422

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On Invariance and Randomization in Fractional Replication

Srivastava, J. N. ; Raktoe, B. L. ; Pesotan, H.

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p. 423-430

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Empirical Bayes Estimation with Convergence Rates in Noncontinuous Lebesgue Exponential Families

Singh, R. S.

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p. 431-439

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On Rereading R. A. Fisher

Savage, Leonard J.

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p. 441-500

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F. Y. Edgeworth and R. A. Fisher on the Efficiency of Maximum Likelihood Estimation

Pratt, John W.

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p. 501-514

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Optimal Balanced Fractional $2^m$ Factorial Designs of Resolution VII, $6 \leqq m \leqq 8$

Shirakura, Teruhiro

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p. 515-531

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Monotone Percentile Regression

Casady, Robert J. ; Cryer, Jonathan D.

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p. 532-541

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Tests for Independence in Infinite Contingency Tables

Shirahata, Shingo

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p. 542-553

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Weak Convergence of Sequential Linear Rank Statistics

Braun, Henry I.

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p. 554-575

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Asymptotic Optimality of the Empirical Bayes Procedure

Deely, J. J. ; Zimmer, W. J.

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p. 576-580

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Empirical Bayes Estimation of a Distribution Function

Korwar, Ramesh M. ; Hollander, Myles

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p. 581-588

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Asymptotic Sufficiency and Asymptotically Most Powerful Tests for the Two Sample Censored Situation

Mehrotra, K. G. ; Johnson, Richard A.

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p. 589-596

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Asymptotic Expansion and a Local Limit Theorem for a Function of the Kendall Rank Correlation Coefficient

Praskova-Vizkova, Zuzana

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p. 597-606

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Multivariate Unimodality

Dharmadhikari, S. W. ; Jogdeo, Kumar

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p. 607-613

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Selection of Largest Multiple Correlation Coefficients: Exact Sample Size Case

Alam, Khursheed ; Rizvi, M. Haseeb ; Solomon, Herbert

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p. 614-620

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An Invariance Principle in Regression Analysis

Bhattacharya, P. K.

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p. 621-624

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On a Criterion for Simultaneous Extrapolation in Nonfull Rank Normal Regression

O'Reilly, Federico J.

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p. 625-628

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An Improved Estimator of the Generalized Variance

Shorrock, R. W. ; Zidek, J. V.

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p. 629-638

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Extensions of Milliken's Estimability Criterion

Baksalary, J. K. ; Kala, R.

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p. 639-641

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Combining Independent Normal Mean Estimation Problems with Unknown Variances

Berger, James O. ; Bock, M. E.

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p. 642-648

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A Special Property of Linear Estimates of the Normal Mean

Meeden, Glen

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p. 649-650

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A Note on Paired Comparison Rankings

Singh, Jagbir

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p. 651-654

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Resolvability of Block Designs

Kageyama, Sanpei

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p. 655-661

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An Upper Bound of Resolution in Symmetrical Fractional Factorial Designs

Fujii, Yoshio

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p. 662-667

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When are the Mean and the Studentized Differences Independent?

Bondesson, Lennart

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p. 668-672

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Importance Sampling in the Monte Carlo Study of Sequential Tests

Siegmund, D.

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p. 673-684

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On Asymptotically Optimal Sequential Bayes Interval Estimation Procedures

Gleser, Leon Jay ; Kunte, Sudhakar

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p. 685-711

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A Complete Class Theorem for Strict Monotone Likelihood Ratio With Applications

Brown, L. D. ; Cohen, Arthur ; Strawderman, W. E.

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p. 712-722

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Balanced Fractional $2^m$ Factorial Designs of Even Resolution Obtained from Balanced Arrays of Strength $2l$ with Index $\mu_l = 0$

Shirakura, Teruhiro

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p. 723-735

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On Unequally Spaced Time Points in Time Series

Clinger, William ; Ness, John W. Van

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p. 736-745

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Asymptotic Behavior of Minque-Type Estimators of Variance Components

Brown, K. G.

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p. 746-754

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Comparison of Some Bounds in Estimation Theory

Sen, P. K. ; Ghosh, B. K.

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p. 755-765

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Probabilities of Large Deviations for Empirical Measures

Sievers, Gerald L.

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p. 766-770

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$L_1$ Rates of Convergence for Linear Rank Statistics

Erickson, R. V. ; Koul, H. L.

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p. 771-774

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When is a Sum of Squares an Analysis of Variance?

Albert, Arthur

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p. 775-778

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Gauss-Markov Estimation for Multivariate Linear Models with Missing Observations

Drygas, Hilmar

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p. 779-787

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Strong Consistency of Least Squares Estimates in Normal Linear Regression

Anderson, T. W. ; Taylor, John B.

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p. 788-790

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Hypotheses Generating Groups for Testing Multivariate Symmetry

Ruschendorf, Ludger

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p. 791-795

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Maximization of an Integral of a Matrix Function and Asymptotic Expansions of Distributions of Latent Roots of Two Matrices

Chattopadhyay, A. K. ; Pillai, K. C. S. ; Li, Hung C.

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p. 796-806

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Sequential Search with Random Overlook Probabilities

Hall, Gaineford J.

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p. 807-816

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Review: Y. M. M. Bishop, S. E. Fienberg, P. W. Holland, Discrete Multivariate Analysis: Theory and Practice

Haberman, Shelby J.

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p. 817-820

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Characterization of Prior Distributions and Solution to a Compound Decision Problem

Rao, C. Radhakrishna

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p. 823-835

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Admissibility of Conditional Confidence Procedures

Kiefer, J.

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p. 836-865

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Borel Cross-Sections and Maximal Invariants

Bondar, James V.

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p. 866-877

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Invariant Quadratic Unbiased Estimation for Two Variance Components

Olsen, Anthony ; Seely, Justus ; Birkes, David

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p. 878-890

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Asymptotic Efficiencies of Sequential Tests

Berk, Robert H.

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p. 891-911

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Asymptotic Distributions of Multivariate Rank Order Statistics

Ruschendorf, Ludger

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p. 912-923

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Power Bounds for a Smirnov Statistic in Testing the Hypothesis of Symmetry

Koul, Hira Lal ; Staudte, R. G.

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p. 924-935

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Conditions for the Equivalence of Optimality Criteria in Dynamic Programming

Flynn, James

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p. 936-953

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A Note on Method of Construction of Affine Resolvable Balanced Incomplete Block Designs

Agrawal, H. L. ; Boob, B. S.

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p. 954-955

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Inequalities for Semiregular Group Divisible Designs

John, Peter W. M.

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p. 956-959

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Robustness of Balanced Incomplete Block Designs

John, Peter W. M.

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p. 960-962

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Properties of Students $t$ and of the Behrens-Fisher Solution to the Two Means Problem

Robinson, G. K.

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p. 963-971

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On the Bernstein-v. Mises Approximation of Posterior Distributions

Hipp, C. ; Michel, R.

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p. 972-980

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Monotone Empirical Bayes Tests for the Continuous One-Parameter Exponential Family

van Houwelingen, J. C.

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p. 981-989

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A Note on the Estimation of Parameters in a Bernoulli Model with Dependence

Devore, Jay L.

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p. 990-992

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On Uniformly Minimum Variance Estimation in Finite Populations

Sarndal, Carl Erik

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p. 993-997

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On the Attainment of the Cramer-Rao Lower Bound

Joshi, V. M.

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p. 998-1002

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A Condition Under Which the Pitman and Bahadur Approaches to Efficiency Coincide

Wieand, Harry S.

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p. 1003-1011

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Unbiased Estimation in Fixed Cost Sequential Sampling Schemes

Pathak, P. K.

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p. 1012-1017

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An Application of a Theorem of Robbins and Siegmund

Anbar, Dan

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p. 1018-1021

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Estimation of Parameters in a Linear Model

Rao, C. Radhakrishna

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p. 1023-1037

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Consistency in Concave Regression

Hanson, D. L. ; Pledger, Gordon

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p. 1038-1050

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Coherent Preferences

Buehler, Robert J.

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p. 1051-1064

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Inadmissibility Results for the Best Invariant Estimator of Two Coordinates of a Location Vector

Berger, James O.

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p. 1065-1076

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Sequential Estimation of the Largest Normal Mean when the Variance is Known

Blumenthal, Saul

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p. 1077-1087

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Asymptotically Efficient Estimation of Location for a Symmetric Stable Law

Fenech, Alan Paul

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p. 1088-1100

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Asymptotic Solutions to the Two State Component Compound Decision Problem, Bayes Versus Diffuse Priors on Proportions

Gilliland, Dennis C. ; Hannan, James ; Huang, J. S.

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p. 1101-1112

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Optimal Designs for Large Degree Polynomial Regression

Kiefer, J. ; Studden, W. J.

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p. 1113-1123

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Convergent Design Sequences, for Sufficiently Regular Optimality Criteria

Atwood, Corwin L.

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p. 1124-1138

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Descriptive Statistics for Nonparametric Models. III. Dispersion

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

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p. 1139-1158

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On the Application of Symmetric Dirichlet Distributions and their Mixtures to Contingency Tables

Good, I. J.

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p. 1159-1189

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The Multivariate Inclusion-Exclusion Formula and Order Statistics from Dependent Variates

Maurer, Willi ; Margolin, Barry H.

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p. 1190-1199

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Maximum Likelihood Estimation of a Compound Poisson Process

Simar, Leopold

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p. 1200-1209

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Distribution-Free Tolerance Intervals for Stochastically Ordered Distributions

Saxena, K. M. Lal

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p. 1210-1218

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Continuous Time Control of Markov Processes on an Arbitrary State Space: Discounted Rewards

Doshi, Bharat T.

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p. 1219-1235

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Agreeing to Disagree

Aumann, Robert J.

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p. 1236-1239

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An Improved Statement of Optimality for Sequential Probability Ratio Tests

Simons, Gordon

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p. 1240-1243

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A Characterization of the Asymptotic Normality of Linear Combinations of Order Statistics from the Uniform Distribution

Hecker, H.

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p. 1244-1246

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Weak Convergence of Progressively Censored Likelihood Ratio Statistics and its Role in Asymptotic Theory of Life Testing

Sen, Pranab Kumar

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p. 1247-1257

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The Convergence of Some Recursions

Hannan, E. J.

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p. 1258-1270

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Remez's Procedure for Finding Optimal Designs

Studden, William J. ; Tsay, Jia-Yeong

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p. 1271-1279

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Bivariate Distributions with Given Marginals

Whitt, Ward

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p. 1280-1289

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Some Empirical Bayes Results in the Case of Component Problems with Varying Sample Sizes for Discrete Exponential Families

O'Bryan, Thomas E.

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p. 1290-1293

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Notes: Correction to "Block Designs for Mixture Experiments"

Nigam, A. K.

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p. 1294-1295

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