Sommaire du Fascicule no. 1

Note: Addendum to "The Strong Uniform Consistency of Nearest Neighbor Density Estimates"

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

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

Wellner, Jon A.

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Note: Correction to "Maximum Likelihood Estimation in the Birth-and-Death Process"

Keiding, Niels

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Harry C. Carver, 1890-1977

Craig, Cecil C.

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p. 1-4

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Latent Roots and Matrix Variates: A Review of Some Asymptotic Results

Muirhead, Robb J.

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p. 5-33

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Bayesian Inference for Causal Effects: The Role of Randomization

Rubin, Donald B.

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p. 34-58

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A Contribution to Kiefer's Theory of Conditional Confidence Procedures

Brown, Lawrence D.

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p. 59-71

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Large Deviations of Likelihood Ratio Statistics with Applications to Sequential Testing

Woodroofe, Michael

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p. 72-84

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Exponentially Bounded Stopping Times of Invariant SPRT's in General Linear Models: Finite $\operatorname{mgf}$ Case

Perng, S.-S.

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p. 85-91

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The Adaptive Biased Coin Design for Sequential Experiments

Wei, L. J.

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p. 92-100

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Maximum Likelihood Estimation of Dose-Response Functions Subject to Absolutely Monotonic Constraints

Guess, H. A. ; Crump, K. S.

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p. 101-111

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Estimation of a Biometric Function

Yang, Grace L.

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p. 112-116

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Asymptotic Distributions for Clustering Criteria

Hartigan, J. A.

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p. 117-131

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Bound on the Classification Error for Discriminating Between Multivariate Populations with Specified Means and Covariance Matrices

Isii, K. ; Taga, Y.

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p. 132-141

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Rank Order Estimation with the Dirichlet Prior

Campbell, Gregory ; Hollander, Myles

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p. 142-153

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Nonparametric Estimation of Location Parameter After a Preliminary Test on Regression

Saleh, A. K. Md. Ehsanes ; Sen, Pranab Kumar

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p. 154-168

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On Invariant Tests of Uniformity for Directions and Orientations

Prentice, M. J.

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p. 169-176

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Weak and Strong Uniform Consistency of the Kernel Estimate of a Density and its Derivatives

Silverman, Bernard W.

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p. 177-184

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Asymptotic Distribution of an Estimator of the Boundary Parameter of an Unstable Process

Rao, M. M.

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p. 185-190

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On the Time and the Excess of Linear Boundary Crossings of Sample Sums

Kao, Chung-Siung

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p. 191-199

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The General MANOVA Problem

Kariya, Takeaki

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p. 200-214

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On Consistency in Time Series Analysis

Robinson, P. M.

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p. 215-223

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Linear Prediction by Autoregressive Model Fitting in the Time Domain

Bhansali, R. J.

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p. 224-231

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On a Probability Bound of Marshall and Olkin

Jogdeo, Kumar

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p. 232-234

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Positive Dependence of the Roots of a Wishart Matrix

Dykstra, Richard L. ; Hewett, John E.

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p. 235-238

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Mathematical Statistics in the Early States

Stigler, Stephen M.

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p. 239-265

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Using Residuals Robustly I: Tests for Heteroscedasticity, Nonlinearity

Bickel, P. J.

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p. 266-291

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An Efficient and Robust Adaptive Estimator of Location

Beran, Rudolf

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p. 292-313

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On Almost Sure Expansions for $M$-Estimates

Carroll, Raymond J.

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p. 314-318

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On Weak Admissibility of Tests

Eisenberg, Bennett ; Simons, Gordon

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p. 319-332

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On Finitely Additive Priors, Coherence, and Extended Admissibility

Heath, David ; Sudderth, William

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p. 333-345

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Asymptotic Behavior of Bayes Procedures for Testing Simple Hypotheses in Multiparameter Exponential Families

Johnson, B. R. ; Traux, D. R.

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p. 346-361

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The Geometry of Exponential Families

Efron, Bradley

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p. 362-376

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Minimax Estimation of Location Parameters for Spherically Symmetric Unimodal Distributions Under Quadratic Loss

Brandwein, Ann R. Cohen ; Strawderman, William E.

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p. 377-416

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The Berry-Esseen Theorem for $U$-Statistics

Callaert, Herman ; Janssen, Paul

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p. 417-421

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Properties of Sequences of Partial Sums of Polynomial Regression Residuals with Applications to Tests for Change of Regression at Unknown Times

MacNeill, Ian B.

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p. 422-433

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On the Validity of the Formal Edgeworth Expansion

Bhattacharya, R. N. ; Ghosh, J. K.

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p. 434-451

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A Geometric Construction of Generalized Youden Designs for $\nu$ A Power of a Prime

Seiden, Esther ; Wu, Ching-Jung

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p. 452-460

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Estimating the Dimension of a Model

Schwarz, Gideon

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p. 461-464

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Computation of the Optimum Designs Under Singular Information Matrices

Pazman, Andrej

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p. 465-467

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On $\alpha$-Resolvability and Affine $\alpha$-Resolvability of Incomplete Block Designs

Shah, S. M.

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p. 468-471

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A Natural Identity for Exponential Families with Applications in Multiparameter Estimation

Hudson, H. M.

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p. 473-484

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Likelihood Ratio Tests for Order Restrictions in Exponential Families

Robertson, Tim ; Wegman, Edward J.

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p. 485-505

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A Finite Sample Distribution-Free Performance Bound for Local Discrimination Rules

Rogers, W. H. ; Wagner, T. J.

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p. 506-514

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Asymptotically Efficient Solutions to the Classification Problem

Gordon, Louis ; Olshen, Richard A.

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p. 515-533

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Nonparametric Estimation of Partial Transition Probabilities in Multiple Decrement Models

Aalen, Odd

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p. 534-545

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Exact Slopes of Certain Multivariate Tests of Hypotheses

Koziol, James A.

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p. 546-558

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Bahadur Efficiencies of the Student's $t$-Tests

Jones, Douglas H. ; Sethuraman, J.

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p. 559-566

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Sequential Bahadur Efficiency

Berk, Robert H. ; Brown, L. D.

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p. 567-581

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Interval Estimation for the Unbalanced Case of the One-Way Random Effects Model

Thomas, James D. ; Hultquist, Robert A.

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p. 582-587

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Asymptotic Normality of Multivariate Linear Rank Statistics in the Non-I.I.D. Case

Ruymgaart, F. H. ; van Zuijlen, M. C. A.

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p. 588-602

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Weighted Median Regression Estimates

Scholz, Friedrich-Wilhelm

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p. 603-609

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Estimates of Location: A Large Deviation Comparison

Sievers, Gerald L.

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p. 610-618

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Repeated Measurements Designs, II

Hedayat, A. ; Afsarinejad, K.

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p. 619-628

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On Conditional Least Squares Estimation for Stochastic Processes

Klimko, Lawrence A. ; Nelson, Paul I.

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p. 629-642

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Covariance Characterization by Partial Autocorrelation Matrices

Morf, M. ; Vieira, A. ; Kailath, T.

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p. 643-648

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Bayesian Confidence Bands for a Distribution Function

Breth, M.

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p. 649-657

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An Adaptive Solution to Ranking and Selection Problems

Tong, Y. L.

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p. 658-672

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Admissible Solutions of Finite State Sequence Compound Decision Problems

Vardeman, Stephen B.

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p. 673-679

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Strong Convergence of a Stochastic Approximation Algorithm

Ljung, Lennart

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p. 680-696

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A Note on a Finite Population Plan

John, Peter W. M.

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p. 697-699

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Nonparametric Inference for a Family of Counting Processes

Aalen, Odd

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p. 701-726

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Jackknifing Maximum Likelihood Estimates

Reeds, James A.

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p. 727-739

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Empirical Bayes Estimation of a Distribution (Survival) Function from Right Censored Observations

Susarla, V. ; Ryzin, J. Van

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p. 740-754

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Large Sample Theory for a Bayesian Nonparametric Survival Curve Estimator Based on Censored Samples

Susarla, V. ; Ryzin, J. Van

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p. 755-768

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Deriving Unbiased Risk Estimators of Multinormal Mean and Regression Coefficient Estimators Using Zonal Polynomials

Zidek, Jim

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p. 769-782

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Generalized Bayes Estimators in Multivariate Problems

Berger, James O. ; Srinivasan, C.

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p. 783-801

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Estimation of a Multivariate Mode

Sager, Thomas W.

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p. 802-812

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Asymptotic Efficiencies of Sequential Tests II

Berk, Robert H.

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p. 813-819

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Complete Class Theorems Derived from Conditional Complete Class Theorems

Eaton, Morris L.

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p. 820-827

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Reduced $U$-Statistics and the Hodges-Lehmann Estimator

Brown, B. M. ; Kildea, D. G.

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p. 828-835

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One-Sample Rank Tests Under Autoregressive Dependence

Albers, W.

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p. 836-845

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Solutions to Empirical Bayes Squared Error Loss Estimation Problems

Fox, Richard J.

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p. 846-853

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On Asymptotically Efficient Recursive Estimation

Fabian, Vaclav

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p. 854-866

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Admissible Representation of Asymptotically Optimal Estimates

Strasser, H.

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p. 867-881

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Strong Approximations of the Quantile Process

Csorgo, Miklos ; Revesz, Pal

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p. 882-894

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Monotone Dependence

Kimeldorf, George ; Sampson, Allan R.

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p. 895-903

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Testing a Linear Constraint for Multinomial Cell Frequencies and Disease Screening

Klotz, Jerome H.

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p. 904-909

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Optimality and Almost Optimality of Mixture Stopping Rules

Pollak, Moshe

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p. 910-916

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Risk Estimate Optimality of James-Stein Estimators

Moore, Terry ; Brook, Richard J.

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p. 917-919

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On the Asymptotic Efficiency of Strongly Asymptotically Median Unbiased Estimators

Michel, R.

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p. 920-922

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A Note on the Edgeworth Expansion for the Kendall Rank Correlation Coefficient

Albers, W.

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p. 923-925

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A Monotone Unimodal Distribution which is Not Central Convex Unimodal

Wells, Daniel R.

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p. 926-931

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Lower Bounds for Nonparametric Density Estimation Rates

Boyd, David W. ; Steele, J. Michael

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p. 932-934

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Asymptotic Expansions for the Power of Distributionfree Tests in the Two-Sample Problem

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

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p. 937-1004

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An Asymptotic Expansion for Samples from a Finite Population

Robinson, J.

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p. 1005-1011

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Rank Tests of Sub-Hypotheses in the General Linear Regression

Adichie, J. N.

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p. 1012-1026

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Pitman Efficiencies of Sequential Tests and Uniform Limit Theorems in Nonparametric Statistics

Lai, Tze Leung

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p. 1027-1047

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Rate of Convergence of Estimators Based on Sample Mean

Perng, S.-S.

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p. 1048-1056

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Nonparametric Estimation for Nonhomogeneous Markov Processes in the Problem of Competing Risks

Fleming, Thomas R.

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p. 1057-1070

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Asymptotic Distribution Results in Competing Risks Estimation

Fleming, Thomas R.

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p. 1071-1079

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A Robust Asymptotic Testing Model

Rieder, Helmut

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p. 1080-1094

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Stable Decision Problems

Kadane, Joseph B. ; Chuang, David T.

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p. 1095-1110

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Good and Optimal Ridge Estimators

Obenchain, R. L.

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p. 1111-1121

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Linear Estimation for Approximately Linear Models

Sacks, Jerome ; Ylvisaker, Donald

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p. 1122-1137

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A Global Measure of a Spline Density Estimate

Lii, Keh-Shin

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p. 1138-1148

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Estimation for a Linear Regression Model with Unknown Diagonal Covariance Matrix

Fuller, Wayne A. ; Rao, J. N. K.

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p. 1149-1158

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How Broad is the Class of Normal Scale Mixtures?

Efron, Bradley ; Olshen, Richard A.

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p. 1159-1164

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A Simple Proof of a Classical Theorem which Characterizes the Gamma Distribution

Findeisen, Peter

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p. 1165-1167

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Stratified Sampling with Exchangeable Prior Distributions

Thompson, M. E.

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p. 1168-1169

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Note: Correction to "Asymptotic Expansions for the Power of Distributionfree Tests in the One-Sample Problem"

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

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p. 1170-1171

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Harold Hotelling 1895-1973

Smith, Walter L.

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p. 1173-1183

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Hadamard Matrices and Their Applications

Hedayat, A. ; Wallis, W. D.

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p. 1184-1238

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Optimality of Certain Asymmetrical Experimental Designs

Cheng, Ching-Shui

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p. 1239-1261

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Optimal Designs for the Elimination of Multi-Way Heterogeneity

Cheng, Ching-Shui

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p. 1262-1272

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The Convergence of General Step-Length Algorithms for Regular Optimum Design Criteria

Wu, Chien-Fu ; Wynn, Henry P.

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p. 1273-1285

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Some Algorithmic Aspects of the Theory of Optimal Designs

Wu, Chien-Fu

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p. 1286-1301

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On the Properties of Proper $(M, S)$ Optimal Block Designs

Jacroux, Michael A.

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p. 1302-1309

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On Periodic and Multiple Autoregressions

Pagano, Marcello

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p. 1310-1317

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Diffuse Models for Sampling and Predictive Inference

Lane, David A. ; Sudderth, William D.

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p. 1318-1336

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Testing the Mean of a Normal Population Under Dependence

Albers, W.

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p. 1337-1344

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Universal Bayes Estimators

Rukhin, A. L.

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p. 1345-1351

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Approximating Tail Areas of Probability Distributions

Gross, Alan J. ; Hosmer, David W.

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p. 1352-1359

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Positive Dependence of the Bivariate and Trivariate Absolute Normal, $t, \chi^2$, and $F$ Distributions

Abdel-Hameed, M. ; Sampson, Allan R.

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p. 1360-1368

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Estimation of Parameters in the ARMA Model When the Characteristic Polynomial of the MA Operator Has a Unit Zero

Pham-Dinh, Tuan

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p. 1369-1389

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A Bound for the Euclidean Norm of the Difference Between the Least Squares and the Best Linear Unbiased Estimators

Baksalary, J. K. ; Kala, R.

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p. 1390-1393

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