Sommaire du Fascicule no. 1

Note: Acknowledgement of Priority to "A Short Proof of Steck's Result on Two-Sample Smirnov Statistics"

Mohanty, S. G.

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Further Comments on Some Comments on a Paper by Bradley Efron

Dawid, A. P.

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Note: Correction to "Comparison of Some Bounds in Estimation Theory"

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

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Nearly-Optimal Sequential Tests for Finitely Many Parameter Values

Lorden, Gary

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p. 1-21

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Robust Estimation in Dependent Situations

Portnoy, Stephen L.

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p. 22-43

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Mixtures and Products of Dominated Experiments

Torgersen, Erik N.

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p. 44-64

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On Fixed or Scaled Radii Confidence Sets: The Fixed Sample Size Case

Meyer, Terry G.

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p. 65-78

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Compound Multinomial Likelihood Functions are Unimodal: Proof of a Conjecture of I. J. Good

Levin, Bruce ; Reeds, James

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p. 79-87

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The Empirical Characteristic Function and Its Applications

Feuerverger, Andrey ; Mureika, Roman A.

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p. 88-97

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Some Extensions of a Theorem of Stein on Cumulative Sums

Perng, S.-S.

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p. 98-109

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Large Sample Theory for $U$-Statistics and Tests of Fit

Gregory, Gavin G.

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p. 110-123

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Strongly Optimal Policies in Sequential Search with Random Overlook Probabilities

Hall, Gaineford J.

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p. 124-135

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Bounds for Estimation of Density Functions and Their Derivatives

Meyer, Terry G.

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p. 136-142

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Consistency Properties of Nearest Neighbor Density Function Estimators

Moore, David S. ; Yackel, James W.

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p. 143-154

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Prediction Sufficiency When the Loss Function Does Not Depend on The Unknown Parameter

Torgersen, Erik N.

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p. 155-163

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Complete Class Theorems for the Simplest Empirical Bayes Decision Problems

Snijders, Tom

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p. 164-171

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On the Empirical Bayes Approach to Multiple Decision Problems

Ryzin, J. Van ; Susarla, V.

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p. 172-181

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Induced Priors in Decision Problems

Barr, D. R. ; Richards, F. R.

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p. 182-184

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Classification by Maximum Posterior Probability

Shapiro, C. P.

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p. 185-190

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Optimal Allocation of Observations in Inverse Linear Regression

Perng, S. K. ; Tong, Y. L.

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p. 191-196

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On the Cramer-Rao Inequality

Fabian, Vaclav ; Hannan, James

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p. 197-205

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Robust Tests for Spherical Symmetry

Kariya, Takeaki ; Eaton, Morris L.

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p. 206-215

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Distribution and Expected Value of the Rank of a Concomitant of an Order Statistic

David, H. A. ; O'Connell, M. J. ; Yang, S. S.

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p. 216-223

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A New Formula for $k$-Statistics

Good, I. J.

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p. 224-228

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A Modified Robbins-Monro Procedure Approximating the Zero of a Regression Function from Below

Anbar, Dan

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p. 229-234

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A Note on Inverse Sampling Procedures for Selecting the Best Binomial Population

Berry, Donald A. ; Young, D. H.

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p. 235-236

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Optimal Strategies for a Class of Constrained Sequential Problems

Kadane, Joseph B. ; Simon, Herbert A.

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p. 237-255

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Schur Functions in Statistics I. The Preservation Theorem

Proschan, F. ; Sethuraman, J.

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p. 256-262

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Schur Functions in Statistics II. Stochastic Majorization

Nevius, S. E. ; Proschan, F. ; Sethuraman, J.

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p. 263-273

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An Ordering Theorem for Conditionally Independent and Identically Distributed Random Variables

Tong, Y. L.

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p. 274-277

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Some Incomplete and Boundedly Complete Families of Distributions

Hoeffding, Wassily

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p. 278-291

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A General Theorem With Applications on Exponentially Bounded Stopping Time, Without Moment Conditions

Wijsman, R. A.

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p. 292-315

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Some Invariance Principles Relating to Jackknifing and Their Role in Sequential Analysis

Sen, Pranab Kumar

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p. 316-329

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Weak Convergence of Processes Related to Likelihood Ratios

Hall, W. J. ; Loynes, R. M.

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p. 330-341

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Sequential Estimation in Bernoulli Trials

Cabilio, Paul

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p. 342-356

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Error Bounds for Linear Combinations of Order Statistics

Bjerve, Steinar

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p. 357-369

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Uniform Convergence of the Empirical Distribution Function Over Convex Sets

Eddy, W. F. ; Hartigan, J. A.

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p. 370-374

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On a Conjecture About the Limiting Minimal Efficiency of Sequential Tests

Holm, Sture

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p. 375-378

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Sequential Bayes Estimation of the Difference Between Means

Kelley, Thomas A.

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p. 379-384

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On Asymptotically Optimal Tests

Tusnady, G.

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p. 385-393

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Improvement on Some Known Nonparametric Uniformly Consistent Estimators of Derivatives of a Density

Singh, R. S.

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p. 394-399

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Estimating a Distribution Function

Beran, Rudolf

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p. 400-404

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Note on Conditions for Weak Convergence of Von Mises' Differentiable Statistical Functions

Bonner, N. ; Kirschner, H.-P.

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p. 405-407

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A Test for Serial Correlation in Multivariate Data

Liggett, Walter S.

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p. 408-413

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Convex Sets of Finite Population Plans

Wynn, H. P.

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p. 414-418

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Review: H. S. Konijn, Statistical Theory of Sample Survey Design and Analysis

Sedransk, J.

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p. 419-428

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Robust Location Estimates

Beran, Rudolf

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p. 431-444

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Minimum Hellinger Distance Estimates for Parametric Models

Beran, Rudolf

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p. 445-463

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Asymptotic Relations of $M$-Estimates and $R$-Estimates in Linear Regression Model

Jureckova, Jana

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p. 464-472

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A Glivenko-Cantelli Theorem and Strong Laws of Large Numbers for Functions of Order Statistics

Wellner, Jon A.

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p. 473-480

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A Law of the Iterated Logarithm for Functions of Order Statistics

Wellner, Jon A.

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p. 481-494

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Association and Probability Inequalities

Jogdeo, Kumar

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p. 495-504

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A Concept of Positive Dependence for Exchangeable Random Variables

Shaked, Moshe

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p. 505-515

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Improved Rates in the Empirical Bayes Monotone Multiple Decision Problem $\operatorname{MLR}$ Family

Gilliland, Dennis C. ; Hannan, James

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p. 516-521

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Asymptotic Efficiency of Minimum Variance Unbiased Estimators

Portnoy, Stephen

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p. 522-529

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Mean Integrated Square Error Properties of Density Estimates

Davis, Kathryn Bullock

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p. 530-535

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The Strong Uniform Consistency of Nearest Neighbor Density Estimates

Devroye, Luc P. ; Wagner, T. J.

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p. 536-540

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An Estimator for the Spectral Density of a Stationary Time Sequence

Butcher, A. C.

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p. 541-543

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A Paradox in Admissibility

Makani, Sherali Mavjibhai

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p. 544-546

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On the Completeness of Minimal Sufficient Statistics with Censored Observations

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

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p. 547-553

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Asymptotic Behavior of Least-Squares Estimates for Autoregressive Processes with Infinite Variances

Yohai, Victor J. ; Maronna, Ricardo A.

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p. 554-560

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On the Existence and Construction of a Complete Set of Orthogonal $F(4t; 2t, 2t)$-Squares Design

Federer, Walter T.

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p. 561-564

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A Note on Orthogonal Partitions and Some Well-Known Structures in Design of Experiments

Gilliland, Dennis C.

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p. 565-570

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On the Exponential Boundedness of Stopping Times of Invariant SPRT's

Rootzen, Holger ; Simons, Gordon

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p. 571-575

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A Note on Independence of Multivariate Lifetimes in Competing Risks Models

Miller, Douglas R.

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p. 576-579

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A Characteristic Property of the Exponential Distribution

Ahsanullah, M.

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p. 580-582

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Review: A. M. Kagan, Yu. V. Linnik, C. Radhakrishna Rao, B. Ramachandran, Characterization Problems in Mathematical Statistics

Diaconis, P. ; Olkin, I. ; Ghurye, S. G.

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p. 583-592

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Consistent Nonparametric Regression

Stone, Charles J.

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p. 595-620

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Discussion: Consistent Nonparametric Regression

Bickel, Peter J. ; Breiman, Leo ; Brillinger, David R. ; Brunk, H. D. ; Pierce, Donald A. ; Chernoff, Herman ; Cover, Thomas M. ; Cox, D. R. ; Eddy, William F. ; Hampel, Frank ; Olshen, Richard A. ; Parzen, Emanuel ; Rosenblatt, M. ; Sacks, Jerome ; Wahba, Grace

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p. 620-640

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Reply to Discussion: Consistent Nonparametric Regression

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p. 640-645

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Upper Bounds on Asymptotic Variances of $M$-Estimators of Location

Collins, John R.

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p. 646-657

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The Rate of Convergence of Simple Linear Rank Statistics Under Hypothesis and Alternatives

Huskova, Marie

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p. 658-670

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Convergence and Remainder Terms in Linear Rank Statistics

Bergstrom, Harald ; Puri, Madan L.

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p. 671-680

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Behavior of Robust Estimators in the Regression Model with Dependent Errors

Koul, Hira L.

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p. 681-699

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Robust Interval Estimation of the Innovation Variance of an Arma Model

Davis, William W.

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p. 700-708

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Prediction Functions and Mean-Estimation Functions for a Time Series

Peele, Lawrence ; Kimeldorf, George

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p. 709-721

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Functions Decreasing in Transposition and Their Applications in Ranking Problems

Hollander, Myles ; Proschan, Frank ; Sethuraman, Jayaram

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p. 722-733

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Discounted and Rapid Subfair Red-and-Black

Klugman, Stuart

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p. 734-745

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Asymptotic Properties of Maximum Likelihood Estimates in the Mixed Model of the Analysis of Variance

Miller, John J.

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p. 746-762

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Minimax Estimation of a Normal Mean Vector for Arbitrary Quadratic Loss and Unknown Covariance Matrix

Berger, J. ; Bock, M. E. ; Brown, L. D. ; Casella, G. ; Gleser, L.

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p. 763-771

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Admissibility of Linear Estimators in the One Parameter Exponential Family

Ghosh, Malay ; Meeden, Glen

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p. 772-778

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A Location Estimator Based on a $U$-Statistic

Maritz, J. S. ; Wu, Margaret ; Stuadte, R. G.

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p. 779-786

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A Canonical Form for the General Linear Model

LaMotte, Lynn Roy

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p. 787-789

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A Convergence Theorem in $L$-Optimal Design Theory

Tsay, Jia-Yeong

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p. 790-794

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Repeated Sampling with Partial Replacement of Units

Manoussakis, E.

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p. 795-802

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One-Sample $t$-Test When Sampling from a Mixture of Normal Distributions

Lee, Austin F. S. ; Gurland, John

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p. 803-807

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A Characterization of a Bivariate Exponential Distribution

Block, Henry W.

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p. 808-812

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A Characterization of the Von Mises Distribution

Gordon, Louis ; Hudson, Malcolm

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p. 813-814

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Maximum Likelihood Estimates in Exponential Response Models

Haberman, Shelby J.

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p. 815-841

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Estimation for Autoregressive Moving Average Models in the Time and Frequency Domains

Anderson, T. W.

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p. 842-865

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Power-One Tests Based on Sample Sums

Lai, Tze Leung

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p. 866-880

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A Conditional Confidence Principle

Bondar, James V.

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p. 881-891

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Confidence, Posterior Probability, and the Buehler Example

Fraser, D. A. S.

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p. 892-898

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Approximate Behavior of the Posterior Distribution for a Large Observation

Meeden, Glen ; Isaacson, Dean

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p. 899-908

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Least Favorable Pairs for Special Capacities

Rieder, Helmut

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p. 909-921

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Some Variational Results and Their Applications in Multiple Inference

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

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p. 922-931

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On Theory and Applications of BIB Designs with Repeated Blocks

Foody, W. ; Hedayat, A.

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p. 932-945

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A Nonlinear Renewal Theory with Applications to Sequential Analysis I

Lai, T. L. ; Siegmund, D.

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p. 946-954

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Bayesian Sequential Estimation

Alvo, Mayer

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p. 955-968

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On Selecting a Subset Containing the Best Population-A Bayesian Approach

Goel, Prem K. ; Rubin, Herman

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p. 969-983

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Second Order Approximations for Sequential Point and Interval Estimation

Woodroofe, Michael

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p. 984-995

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General Distribution Theory of the Concomitants of Order Statistics

Yang, S. S.

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p. 996-1002

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Distributions Related to Linear Bounds for the Empirical Distribution Function

Wellner, Jon A.

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p. 1003-1016

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Asymptotic Properties of Tests Based on Linear Combinations of the Orthogonal Components of the Cramer-Von Mises Statistic

Schoenfeld, David A.

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p. 1017-1026

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Nonparametric Estimation of a Vector-Valued Bivariate Failure Rate

Ahmad, Ibrahim A. ; Lin, Pi-Erh

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p. 1027-1038

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On the Uniformity of Sequential Procedures

Carroll, Raymond J.

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p. 1039-1046

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Estimating the Common Mean of Several Normal Populations

Norwood, Thomas E. ; Hinkelmann, Klaus

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p. 1047-1050

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A Note on Estimators in Finite Populations

Joshi, V. M.

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p. 1051-1053

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Do Robust Estimators Work with Real Data?

Stigler, Stephen M.

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p. 1055-1098

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On the Asymptotic Equivalence of Two Ranking Methods for $K$-Sample Linear Rank Statistics

Koziol, James A. ; Reid, Nancy

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p. 1099-1106

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Tied-Down Wiener Process Approximations for Aligned Rank Order Processes and Some Applications

Sen, Pranab Kumar

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p. 1107-1123

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Product Models for Frequency Tables Involving Indirect Observation

Haberman, Shelby J.

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p. 1124-1147

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Log-Linear Models and Frequency Tables with Small Expected Cell Counts

Haberman, Shelby J.

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p. 1148-1169

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Generalized Group Testing Procedures

Arnold, Steven F.

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p. 1170-1182

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The Performance of the Likelihood Ratio Test When the Model is Incorrect

Foutz, Robert V. ; Srivastava, R. C.

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p. 1183-1194

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Hypotheses Testing for the Common Mean and For Balanced Incomplete Blocks Designs

Cohen, Arthur ; Sackrowitz, H. B.

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p. 1195-1211

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A Robustness Property of the Tests for Serial Correlation

Kariya, Takeaki

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p. 1212-1220

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Monotonic Dependence Functions of Bivariate Distributions

Kowalczyk, T. ; Pleszczynska, E.

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p. 1221-1227

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An Inequality for Multivariate Normal Probabilities with Application to a Design Problem

Rinott, Yosef ; Santner, Thomas J.

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p. 1228-1234

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On Contractions of Bayes Estimators for Exponential Family Distributions

Goldstein, Michael

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p. 1235-1239

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Optimum Fisherian Information for Multivariate Distributions

Basar, Tamer

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p. 1240-1244

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On a Characterization of Ridits

Brockett, Patrick L. ; Levine, Arnold

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p. 1245-1248

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Estimation in the First Order Moving Average Model Based on Sample Autocorrelations

Mentz, Raul Pedro

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p. 1250-1257

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Properties of Hermite Series Estimation of Probability Density

Walter, Gilbert G.

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p. 1258-1264

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