Sommaire du Fascicule no. 1

Correction to "The Estimation of ARMA Models"

Hannan, E. J.

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Generalization of Block-Savits' Convolution Result

Kitchin, John ; Proschan, Frank

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Correction to "Two Characterizations of the Dirichlet Distribution"

Fabius, J.

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Corrections to "On the Application of Symmetric Dirichlet Distributions and Their Mixtures to Contingency Tables, Part II"

Crook, J. F. ; Good, I. J.

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Corrections to "Estimation of the Inverse Covariance Matrix: Random Mixtures of the Inverse Wishart Matrix and the Identity"

Haff, L. R.

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Egon S. Pearson (August 11, 1895-June 12, 1980). An Appreciation

Neyman, Jerzy

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p. 1-2

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The Analysis of Sequential Experiments with Feedback to Subjects

Diaconis, Persi ; Graham, Ronald

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p. 3-23

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Estimation in a Multivariate "Errors in Variables" Regression Model: Large Sample Results

Gleser, Leon Jay

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p. 24-44

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The Role of Exchangeability in Inference

Lindley, D. V. ; Novick, Melvin R.

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p. 45-58

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Learning and Decision Making when Subjective Probabilities have Subjective Domains

Manski, Charles F.

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p. 59-65

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Smoothing of Samples for Maxima

Mittal, Yashaswini

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p. 66-77

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Influence Functions for Censored Data

Reid, Nancy

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p. 78-92

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A Large Sample Study of Cox's Regression Model

Tsiatis, Anastasios A.

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p. 93-108

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The Cox Regression Model, Invariance Principles for Some Induced Quantile Processes and Some Repeated Significance Tests

Sen, Pranab Kumar

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p. 109-121

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Strong Uniform Consistency for Nonparametric Survival Curve Estimators from Randomly Censored Data

Foldes, Antonia ; Rejto, Lidia

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p. 122-129

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The Bayesian Bootstrap

Rubin, Donald B.

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p. 130-134

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Strong Consistency of $K$-Means Clustering

Pollard, David

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p. 135-140

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Strong Law of Large Numbers for Measures of Central Tendency and Dispersion of Random Variables in Compact Metric Spaces

Sverdrup-Thygeson, Harald

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p. 141-145

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Data-Based Optimal Smoothing of Orthogonal Series Density Estimates

Wahba, Grace

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p. 146-156

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Estimating Dependent Life Lengths, with Applications to the Theory of Competing Risks

Langberg, N. ; Proschan, F. ; Quinzi, A. J.

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p. 157-167

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Generalized Association, with Applications in Multivariate Statistics

Ahmed, Abdul-Hadi N. ; Leon, Ramon ; Proschan, Frank

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p. 168-176

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A Class of Nonlinear Admissible Estimators in the One-Parameter Exponential Family

Ralescu, Dan ; Ralescu, Stefan

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p. 177-183

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The Performance of a Sequential Procedure for the Estimation of the Mean

Chow, Y. S. ; Yu, K. F.

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p. 184-189

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On the Almost Sure Convergence of the Permutation Distribution for Aligned Rank Test Statistics in Randomized Block Designs

Tardif, Serge

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p. 190-193

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The Order of the Normal Approximation for a Studentized $U$-Statistic

Callaert, Herman ; Veraverbeke, Noel

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p. 194-200

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Optimality and Construction of Pseudo-Youden Designs

Cheng, Ching-Shui

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p. 201-205

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On Robust Tests for Heteroscedasticity

Carroll, Raymond J. ; Ruppert, David

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p. 206-210

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A Robustness Property of Hotelling's $T^2$-Test

Kariya, Takeaki

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p. 211-214

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$\Gamma$-Minimax Selection Procedures in Simultaneous Testing Problems

Miescke, Klaus J.

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p. 215-220

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A Note on the Asymptotic Optimality of the Empirical Bayes Distribution Function

Zehnwirth, Benjamin

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p. 221-224

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Note on the Consistency of the Maximum Likelihood Estimate for Nonidentifiable Distributions

Redner, Richard

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p. 225-228

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On the Completeness of the Class of Fixed Size Sampling Strategies

Stenger, H. ; Gabler, S.

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p. 229-232

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Bayesian Inference Using Intervals of Measures

DeRoberts, Lorraine ; Hartigan, J. A.

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p. 235-244

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Robustness of One-and Two-Sample Rank Tests Against Gross Errors

Rieder, Helmut

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p. 245-265

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On Local Asymptotic Minimaxity and Admissibility in Robust Estimation

Rieder, Helmut

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p. 266-277

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Nonnegative Minimum Biased Invariant Estimation in Variance Component Models

Hartung, Joachim

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p. 278-292

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On the Existence of Unbiased Nonnegative Estimates of Variance Convariance Components

Pukelsheim, Friedrich

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p. 293-299

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An Optimal Autoregressive Spectral Estimate

Shibata, Ritei

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p. 300-306

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The Second Order Properties of a Time Series Recursion

Solo, V.

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p. 307-317

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Asymptotic Optimality of Invariant Sequential Probability Ratio Tests

Lai, Tze Leung

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p. 318-333

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Asymptotically Optimum Kernels for Density Estimation at a Point

Sacks, Jerome ; Ylvisaker, Donald

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p. 334-346

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Estimation of a Multivariate Density Function Using Delta Sequences

Susarla, V. ; Walter, G.

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p. 347-355

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A Bayesian Nonparametric Approach to Reliability

Dykstra, R. L. ; Laud, Purushottam

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p. 356-367

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Asymptotically Optimal Tests for Heteroscedasticity in the General Linear Model

Hammerstrom, Thomas

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p. 368-380

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Tests for the Independence Between Two Seemingly Unrelated Regression Equations

Kariya, Takeaki

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p. 381-390

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On the Projections of Isotropic Distributions

Eaton, Morris L.

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p. 391-400

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Distributions of Some Matrix Variates and Latent Roots in Multivariate Behrens-Fisher Discriminant Analysis

Chikuse, Yasuko

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p. 401-407

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Isotropy and Sphericity: Some Characterisations of the Normal Distribution

Letac, Gerard

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p. 408-417

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Further Results on Invariance and Randomization in Fractional Replication

Pesotan, H. ; Raktoe, B. L.

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p. 418-423

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On the Use of a Statistic Based on Sequential Ranks to Prove Limit Theorems for Simple Linear Rank Statistics

Mason, David M.

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p. 424-436

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Brown-Mood Type Median Estimators for Simple Regression Models

Kildea, D. G.

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p. 438-442

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The Asymptotic Behavior of Monotone Regression Estimates

Wright, F. T.

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p. 443-448

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Sums of Random Variables Indexed by a Partially Ordered Set and the Estimation of Integral Regression Functions

Wright, F. T.

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p. 449-452

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On the Exact Asymptotic Behavior of Estimators of a Density and its Derivatives

Singh, R. S.

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p. 453-456

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Efficient Nonparametric Estimators of Parameters in the General Linear Hypothesis

Dionne, Louise

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p. 457-460

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Applying Asymptotic Shapes to Nonexponential Families

Schwarz, Gideon

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p. 461-464

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Gauss and the Invention of Least Squares

Stigler, Stephen M.

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p. 465-474

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Admissible Selection of an Accurate and Parsimonious Normal Linear Regression Model

Stone, Charles J.

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p. 475-485

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Uniqueness and Eventual Uniqueness of Optimal Designs in Some Time Series Models

Eubank, R. L. ; Smith, Patricia L. ; Smith, Philip W.

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p. 486-493

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A Density-Quantile Function Approach to Optimal Spacing Selection

Eubank, R. L.

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p. 494-500

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Asymptotic Theory of Nonlinear Least Squares Estimation

Wu, Chien-Fu

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p. 501-513

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Neyman Factorization and Minimality of Pairwise Sufficient Subfields

Ghosh, J. K. ; Morimoto, H. ; Yamada, S.

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p. 514-530

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Estimation of the Parameters of Stochastic Difference Equations

Fuller, Wayne A. ; Hasza, David P. ; Goebel, J. Jeffery

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p. 531-543

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A Nonparametric Control Chart for Detecting Small Disorders

Bhattacharya, P. K. ; Frierson, Dargan

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p. 544-554

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Stochastic Approximation of an Implicity Defined Function

Ruppert, David

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p. 555-566

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Maximizing the Variance of $M$-Estimators Using the Generalized Method of Moment Spaces

Collins, John R. ; Portnoy, Stephen L.

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p. 567-577

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Tail-Behavior of Location Estimators

Jureckova, Jana

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p. 578-585

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The Jackknife Estimate of Variance

Efron, B. ; Stein, C.

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p. 586-596

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Conditional Exponential Families and a Representation Theorem for Asympotic Inference

Feigin, Paul D.

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p. 597-603

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Asymptotic Inference in Levy Processes of the Discontinuous Type

Akritas, Michael G. ; Johnson, Richard A.

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p. 604-614

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Estimation of the Spectral Parameters of a Stationary Point Process

Tuan, Pham Dinh

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p. 615-627

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Large Sample Estimates and Uniform Confidence Bounds for the Failure Rate Function Based on a Naive Estimator

Sethuraman, J. ; Singpurwalla, Nozer D.

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p. 628-632

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Unbiased and Minimum-Variance Unbiased Estimation of Estimable Functions for Fixed Linear Models with Arbitrary Covariance Structure

Harville, David A.

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p. 633-637

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Measures of Information Based on Comparison with Total Information and with Total Ignorance

Torgersen, Erik N.

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p. 638-657

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Agreeing Probability Measures for Comparative Probability Structures

Wakker, Peter

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p. 658-662

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Some Properties of the Asymptotic Relative Pitman Efficiency

Rothe, Gunter

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p. 663-669

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A Bayesian Criterion for Sample Size

Goldstein, Michael

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p. 670-672

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The Shortcoming of Locally Most Powerful Tests in Curved Exponential Families

Kallenberg, Wilbert C. M.

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p. 673-677

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Properties of Bayes Sequential Tests

Berk, R. H. ; Brown, L. D. ; Cohen, Arthur

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p. 678-682

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On Trigonometric Series Estimates of Densities

Hall, Peter

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p. 683-685

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The Quadratic Loss of Isotonic Regression Under Normality

Lee, Chu-In Charles

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p. 686-688

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Strong Consistency of Least Squares Estimators in Regression with Correlated Disturbances

Solo, V.

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p. 689-693

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On Berry-Esseen Rates for Jackknife Estimators

Cheng, K. F.

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p. 694-696

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On a Goodness-of-Fit Test for Multiplicative Poisson Models

Svensson, Ake

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p. 697-704

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Logistic Regression Diagnostics

Pregibon, Daryl

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p. 705-724

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Asymptotic Inference for Eigenvectors

Tyler, David E.

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p. 725-736

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Optimum Balanced Block and Latin Square Designs for Correlated Observations

Kiefer, J. ; Wynn, H. P.

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p. 737-757

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On the Existence and Uniqueness of the Maximum Likelihood Estimate of a Vector-Valued Parameter in Fixed-Size Samples

Makelainen, Timo ; Schmidt, Klaus ; Styan, George P. H.

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p. 758-767

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Inner Statistical Inference II

Villegas, C.

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p. 768-776

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A Class of Schur Procedures and Minimax Theory for Subset Selection

Bjornstad, Jan F.

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p. 777-791

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A New Class of Multivariate Tests Based on the Union-Intersection Principle

Olkin, Ingram ; Tomsky, Jack L.

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p. 792-802

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Posterior Distribution of a Dirichlet Process from Quantal Response Data

Bhattacharya, P. K.

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p. 803-811

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A Complete Class Theorem for the Control Problem and Further Results on Admissibility and Inadmissibility

Zaman, Asad

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p. 812-821

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On Distributions Determined by Random Variables Distributed Over the $n$-Cube

Currie, Iain D.

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p. 822-833

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Bounded Stopping Times for a Class of Sequential Bayes Tests

Berk, R. H. ; Brown, L. D. ; Cohen, Arthur

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p. 834-845

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Admissibility in Finite Problems

Meeden, Glen ; Ghosh, Malay

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p. 846-852

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Testing with Replacement and the Product Limit Estimator

Gill, R. D.

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p. 853-860

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Pseudo Maximum Likelihood Estimation: Theory and Applications

Gong, Gail ; Samaniego, Francisco J.

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p. 861-869

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Estimating a Bounded Normal Mean

Casella, George ; Strawderman, William E.

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p. 870-878

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On Nonparametric Measures of Dependence for Random Variables

Schweizer, B. ; Wolff, E. F.

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p. 879-885

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Some $E$-Optimal Block Designs

Constantine, Gregory M.

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p. 886-892

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Some Classes of Optimality Criteria and Optimal Designs for Complete Two-Way Layouts

Gaffke, N.

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p. 893-898

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Asymptotic Normality of Linear Combinations of Order Statistics with a Smooth Score Function

Mason, David M.

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p. 899-908

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Regression Systems for Which Optimal Extrapolation Designs Require Exactly $k + 1$ Points

Hoel, Paul G.

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p. 909-912

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Linear Transformations Preserving Best Linear Unbiased Estimators in a General Gauss-Markoff Model

Baksalary, J. K. ; Kala, R.

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p. 913-916

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Relation of the Best Invariant Predictor and the Best Unbiased Predictor in Location and Scale Families

Takada, Yoshikazu

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p. 917-921

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Sheffer Polynomials for Computing Exact Kolmogorov-Smirnov and Renyi Type Distributions

Niederhausen, Heinrich

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p. 923-944

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New Tools for Residual Analysis

Dempster, A. P. ; Gasko-Green, M.

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p. 945-959

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The Admissible Bayes Character of Subset Selection Techniques Involved in Variable Selection, Outlier Detection, and Slippage Problems

Butler, Ronald W.

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p. 960-973

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An Approach to Testing Linear Times Series Models

Poskitt, D. S. ; Tremayne, A. R.

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p. 974-986

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Multi-Armed Bandits with Discount Factor Near One: The Bernoulli Case

Kelly, F. P.

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p. 987-1001

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Asymptotic Expansions for Correct Classification Rates in Discriminant Analysis

Schervish, Mark J.

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p. 1002-1009

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Inference From Stratified Samples: Properties of the Linearization, Jackknife and Balanced Repeated Replication Methods

Krewski, D. ; Rao, J. N. K.

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p. 1010-1019

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A Stochastic Approximation by Observations on a Discrete Lattice Using Isotonic Regression

Mukerjee, H. G.

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p. 1020-1025

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Simultaneous Confidence Intervals for all Distances from the "Best"

Hsu, Jason C.

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p. 1026-1034

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Total Positivity Properties of Absolute Value Multinormal Variables with Applications to Confidence Interval Estimates and Related Probabilistic Inequalities

Karlin, Samuel ; Rinott, Yosef

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p. 1035-1049

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Some Nonparametric Techniques for Estimating the Intensity Function of a Cancer Related Nonstationary Poisson Process

Bartoszynski, Robert ; Brown, Barry W. ; McBride, Charles M. ; Thompson, James R.

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p. 1050-1060

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A Note on a Paper by Ferguson and Phadia

Wild, C. J. ; Kalbfleisch, J. D.

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p. 1061-1065

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Weak Convergence and Efficient Density Estimation at a Point

Krieger, A. M. ; III, J. Pickands

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p. 1066-1078

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The Inadmissibility of Linear Rank Tests Under Bahadur Efficiency

Eplett, W. J. R.

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p. 1079-1086

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Rank Tests for Bivariate Symmetry

Snijders, Tom

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p. 1087-1095

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Robust Asymptotic Tests of Statistical Hypotheses Involving Nuisance Parameters

Wang, Paul C. C.

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p. 1096-1106

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Consistency of Maximum Likelihood and Bayes Estimates

Strasser, Helmut

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p. 1107-1113

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The Calculation of the Limiting Distribution of the Least Squares Estimator of the Parameter in a Random Walk Model

Evans, G. B. A. ; Savin, N. E.

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p. 1114-1118

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A Minimax Property of the Sample Mean in Finite Populations

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

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p. 1119-1122

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A Representation for Multinomial Cumulative Distribution Functions

Levin, Bruce

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p. 1123-1126

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An Inadmissible Best Invariant Estimator: The I.I.D. Case

Fox, Martin

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p. 1127-1129

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Identifiability of Finite Mixtures of Von Mises Distributions

Fraser, Martin D. ; Hsu, Yu-Sheng ; Walker, Joseph J.

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p. 1130-1131

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Estimation of the Mean of a Multivariate Normal Distribution

Stein, Charles M.

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p. 1135-1151

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Parameter Transformations for Improved Approximate Confidence Regions in Nonlinear Least Squares

Bates, Douglas M. ; Watts, Donald G.

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p. 1152-1167

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On the Robustness and Efficiency of Some Randomized Designs

Wu, Chien-Fu

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p. 1168-1177

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Tests for Independence in Two-Way Contingency Tables Based on Canonical Correlation and on Linear-By-Linear Interaction

Haberman, Shelby J.

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p. 1178-1186

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On the Asymptotic Accuracy of Efron's Bootstrap

Singh, Kesar

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p. 1187-1195

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Some Asymptotic Theory for the Bootstrap

Bickel, Peter J. ; Freedman, David A.

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p. 1196-1217

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Bootstrapping Regression Models

Freedman, D. A.

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p. 1218-1228

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Asymptotic Theory of Triple Sampling for Sequential Estimation of a Mean

Hall, Peter

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p. 1229-1238

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Inadmissibility of Large Classes of Sequential Tests

Brown, L. D. ; Cohen, Arthur

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p. 1239-1247

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Likelihood Ratio Tests for and Against a Stochastic Ordering Between Multinomial Populations

Robertson, Tim ; Wright, F. T.

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p. 1248-1257

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Invariant Tests on Covariance Matrices

Marden, John I.

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p. 1258-1266

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Robustness of Multivariate Tests

Kariya, Takeaki

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p. 1267-1275

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Regression Analysis with Randomly Right-Censored Data

Koul, H. ; Susarla, V. ; Ryzin, J. Van

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p. 1276-1288

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A Complete Class Theorem for Statistical Problems with Finite Sample Spaces

Brown, Lawrence D.

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p. 1289-1300

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Minimax Estimation of the Mean of a Normal Distribution when the Parameter Space is Restricted

Bickel, P. J.

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p. 1301-1309

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On the Almost Everywhere Convergence of Nonparametric Regression Function Estimates

Devroye, Luc

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p. 1310-1319

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On the Asymptotic Probability of Error in Nonparametric Discrimination

Devroye, Luc

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p. 1320-1327

Project Euclid
A Comparison of the Efron-Hinkley Ancillary and the Likelihood Ratio Ancillary in a Particular Example

Pedersen, Bo V.

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p. 1328-1333

Project Euclid
A Necessary and Sufficient Condition for Second Order Admissibility with Applications to Berkson's Bioassay Problem

Ghosh, J. K. ; Sinha, Bimal K.

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p. 1334-1338

Project Euclid
On Estimating the Probability of Discovering a New Species

Chao, Anne

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p. 1339-1342

Project Euclid