Sommaire du Fascicule no. 1

Reply: The Functional-Model Basis of Fiducial Inference

Dawid, Professor ; Stone, Professor

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Corrections: Asymptotic Distributions of Multivariate Rank Order Statistics

Ruschendorf, L.

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Corrections: On Estimating the Probability of Discovering a New Species

Chao, Anne

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Corrections: Simultaneous Confidence Bounds

Alexander, Charles H.

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Corrections: Properties of Student's $t$ and of the Behrens-Fisher Solution to the Two Means Problem

Robinson, G. K.

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Corrections: Uniform Asymptotic Normality of the Maximum Likelihood Estimator

Sweeting, T. J.

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Corrections: A Quadratic Measure of Deviation of Two-Dimension Density Estimates and a Test of Independence

Rosenblatt, M.

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William Gemmell Cochran 1909-1980

Watson, G. S.

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p. 1-10

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A Review of Selected Topics in Multivariate Probability Inequalities

Eaton, Morris L.

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p. 11-43

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Asymptotic Lognormality of $P$-Values

Lambert, Diane ; Hall, W. J.

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p. 44-64

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Natural Exponential Families with Quadratic Variance Functions

Morris, Carl N.

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p. 65-80

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Selecting a Minimax Estimator of a Multivariate Normal Mean

Berger, James O.

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p. 81-92

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Simultaneous Estimation of Several Poisson Parameters Under $K$-Normalized Squared Error Loss

Tsui, Kam-Wah ; Press, S. James

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p. 93-100

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Piecewise Exponential Models for Survival Data with Covariates

Friedman, Michael

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p. 101-113

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Diagnostic Tests for Multiple Time Series Models

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

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p. 114-120

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The Evaluation of Certain Quadratic Forms Occurring in Autoregressive Model Fitting

Bhansali, R. J.

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p. 121-131

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A Central Limit Theorem for Stationary Processes and the Parameter Estimation of Linear Processes

Hosoya, Yuzo ; Taniguchi, Masanobu

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p. 132-153

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Least Squares Estimates in Stochastic Regression Models with Applications to Identification and Control of Dynamic Systems

Lai, Tze Leung ; Wei, Ching Zong

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p. 154-166

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Sequential Estimation Through Estimating Equations in the Nuisance Parameter Case

Ferreira, Pedro E.

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p. 167-173

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Contamination Distributions

Goldstein, Michael

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p. 174-183

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De Finetti's Theorem for Symmetric Location Families

Freedman, David ; Diaconis, Persi

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p. 184-189

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Confidence Intervals for the Coverage of Low Coverage Samples

Esty, Warren W.

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p. 190-196

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Nonparametric Interval and Point Prediction Using Data Trimmed by a Grubbs-Type Outlier Rule

Butler, Ronald W.

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p. 197-204

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Qualitative Robustness of Rank Tests

Rieder, Helmut

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p. 205-211

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Estimated Sampling Distributions: The Bootstrap and Competitors

Beran, Rudolf

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p. 212-225

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Binary Experiments, Minimax Tests and 2-Alternating Capacities

Bednarski, Tadeusz

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p. 226-232

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On the Limiting Distribution of and Critical Values for the Multivariate Cramer-Von Mises Statistic

Cotterill, Derek S. ; Csorgo, Miklos

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p. 233-244

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Admissibility in Linear Estimation

LaMotte, Lynn Roy

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p. 245-255

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Maximum Likelihood and Least Squares Estimation in Linear and Affine Functional Models

Villegas, C.

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p. 256-265

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Combining Independent Noncentral Chi Squared or $F$ Tests

Marden, John I.

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p. 266-277

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Monotone Regression Estimates for Grouped Observations

Wright, F. T.

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p. 278-286

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Asymptotic Distributions of Slope-of-Greatest-Convex-Minorant Estimators

Leurgans, Sue

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p. 287-296

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An Inequality Comparing Sums and Maxima with Application to Behrens-Fisher Type Problem

Dalal, Siddhartha R. ; Fortini, Peter

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p. 297-301

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Bounds on Mixtures of Distributions Arising in Order Restricted Inference

Robertson, Tim ; Wright, F. T.

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p. 302-306

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Invariance Principles for Recursive Residuals

Sen, Pranab Kumar

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p. 307-312

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Covariance Stabilizing Transformations and a Conjecture of Holland

Song, C. C.

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p. 313-315

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The Consistency of Nonlinear Regression Minimizing the $L_1$-Norm

Oberhofer, Walter

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p. 316-319

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Transformation Theory: How Normal is a Family of Distributions?

Efron, Bradley

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p. 323-339

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Maximum Likelihood and Decision Theory

Efron, Bradley

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p. 340-356

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Differential Geometry of Curved Exponential Families-Curvatures and Information Loss

Amari, Shun-Ichi

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p. 357-385

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Accounting for Intrinsic Nonlinearity in Nonlinear Regression Parameter Inference Regions

Hamilton, David C. ; Watts, Donald G. ; Bates, Douglas M.

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p. 386-393

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Sequential Tests Constructed From Images

Daniels, H. E.

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p. 394-400

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Nonparametric Maximum Likelihood Estimation by the Method of Sieves

Geman, Stuart ; Hwang, Chii-Ruey

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p. 401-414

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Robust Estimation in Models for Independent Non-Identically Distributed Data

Beran, Rudolf

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p. 415-428

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Robust Estimation in Heteroscedastic Linear Models

Carroll, Raymond J. ; Ruppert, David

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p. 429-441

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Recursive Computation of $M$-Estimates for the Parameters of a Finite Autoregressive Process

Campbell, Katherine

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p. 442-453

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On Inconsistent $M$-Estimators

Freedman, D. A. ; Diaconis, P.

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p. 454-461

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On the Asymptotic Normality of Statistics with Estimated Parameters

Randles, Ronald H.

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p. 462-474

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The Asymptotic Effect of Substituting Estimators for Parameters in Certain Types of Statistics

Pierce, Donald A.

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p. 475-478

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Mixtures of Exponential Distributions

Jewell, Nicholas P.

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p. 479-484

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Applications of Anova Type Decompositions for Comparisons of Conditional Variance Statistics Including Jackknife Estimates

Karlin, Samuel ; Rinott, Yosef

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p. 485-501

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Construction Methods for $D$-Optimum Weighing Designs when $n \equiv 3 (\operatorname{mod} 4)$

Galil, Z. ; Kiefer, J.

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p. 502-510

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Optimal Robust Designs: Linear Regression in $R^k$

Pesotchinsky, L.

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p. 511-525

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Random Designs for Estimating Integrals of Stochastic Processes

Schoenfelder, Carol ; Cambanis, Stamatis

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p. 526-538

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Estimation of Nonlinear Errors-in-Variables Models

Wolter, Kirk M. ; Fuller, Wayne A.

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p. 539-548

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Sufficiency and Invariance in Confidence Set Estimation

Hooper, Peter M.

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p. 549-555

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On Estimating the Endpoint of a Distribution

Hall, Peter

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p. 556-568

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Rank Tests Generated by Continuous Piecewise Linear Functions

Eplett, W. J. R.

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p. 569-574

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$H_0$-Contiguity in Nonparametric Testing Problems and Sample Pitman Efficiency

Neuhaus, Georg

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p. 575-582

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Chernoff Efficiency and Deficiency

Kallenberg, Wilbert C. M.

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p. 583-594

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Asymptotic Optimality of the Product Limit Estimator

Wellner, Jon A.

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p. 595-602

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Unbiased Estimation for Some Non-Parametric Families of Distributions

Fisher, N. I.

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p. 603-615

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Nonparametric Estimation in the Presence of Length Bias

Vardi, Y.

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p. 616-620

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Asymptotic Properties of Weighted $L^2$ Quantile Distance Estimators

LaRiccia, Vincent N.

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p. 621-624

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A Useful Empirical Bayes Identity

Cressie, Noel

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p. 625-629

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A Characterization Problem in Stationary Time Series

Slud, Eric V.

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p. 630-633

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Optimal Stopping Regions with Islands and Peninsulas

Berry, Donald A. ; Wang, PeCheng

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p. 634-636

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Rectangular and Elliptical Probability Inequalities for Schur-Concave Random Variables

Tong, Y. L.

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p. 637-642

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$L$- and $R$-Estimation and the Minimax Property

Sacks, Jerome ; Ylvisaker, Donald

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p. 643-645

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Memorial Article: Allan Birnbaum 1923-1976

Barnard, G. A. ; Godambe, V. P.

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p. 1033-1039

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Optimal Global Rates of Convergence for Nonparametric Regression

Stone, Charles J.

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p. 1040-1053

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The Functional-Model Basis of Fiducial Inference

Dawid, A. P. ; Stone, M.

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p. 1054-1067

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Discussion: The Functional-Model Basis of Fiducial Inference

Barnard, G. A.

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p. 1068-1069

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Discussion: The Functional-Model Basis of Fiducial Inference

Fraser, D. A. S.

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p. 1070-1073

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Bayes's Two Arguments for The Rule of Conditioning

Shafer, Glenn

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p. 1075-1089

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W. E. Johnson's "Sufficientness" Postulate

Zabell, Sandy L.

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p. 1090-1099

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Cox's Regression Model for Counting Processes: A Large Sample Study

Andersen, P. K. ; Gill, R. D.

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p. 1100-1120

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Commentary on Andersen and Gill's "Cox's Regression Model for Counting Processes: A Large Sample Study"

Self, Steven G. ; Prentice, Ross L.

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p. 1121-1124

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Nonparametric Maximum Likelihood Estimation of Spatial Patterns

Sager, Thomas W.

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p. 1125-1136

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Semi Tail Upper Bounds on the Class of Admissible Estimators in Discrete Exponential Families with Applications to Poisson and Negative Binomial Distributions

Hwang, Jiunn Tzon

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p. 1137-1147

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Adaptive Procedures in Multiple Decision Problems and Hypothesis Testing

Rukhin, Andrew L.

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p. 1148-1162

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The Effect of Dependence on Chi Squared Tests of Fit

Moore, David S.

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p. 1163-1171

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Transforming Contingency Tables

Meyer, Michael M.

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p. 1172-1181

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On Model Selection and the ARC Sine Laws

Woodroofe, Michael

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p. 1182-1194

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Deconvolution and Estimation of Transfer Function Phase and Coefficients for Nongaussian Linear Processes

Lii, K. S. ; Rosenblatt, M.

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p. 1195-1208

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Testing for Nonstationary Parameter Specifications in Seasonal Time Series Models

Hasza, David P. ; Fuller, Wayne A.

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p. 1209-1216

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On Bandwidth Variation in Kernel Estimates-A Square Root Law

Abramson, Ian S.

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p. 1217-1223

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Adapting for Heteroscedasticity in Linear Models

Carroll, Raymond J.

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p. 1224-1233

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On Measuring the Conformity of a Parameter Set to a Trend, with Applications

Robertson, Tim ; Wright, F. T.

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p. 1234-1245

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Order Restricted Statistical Tests on Multinomial and Poisson Parameters: The Starshaped Restriction

Dykstra, Richard L. ; Robertson, Tim

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p. 1246-1252

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Spherically Symmetric Probability Orderings Useful in Multiple Comparisons

Bohrer, Robert ; Wynn, Henry P.

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p. 1253-1260

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Mixtures of Dirichlet Distributions and Estimation in Contingency Tables

Albert, James H. ; Gupta, Arjun K.

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p. 1261-1268

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Asymptotic Theory for Measures of Concordance with Special Reference to Average Kendall Tau

Alvo, Mayer ; Cabilio, Paul ; Feigin, Paul D.

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p. 1269-1276

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Bayes Empirical Bayes: Finite Parameter Case

Gilliland, Dennis C. ; Boyer, John E. ; Tsao, How Jan

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p. 1277-1282

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Invariant Confidence Sets with Smallest Expected Measure

Hooper, Peter M.

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p. 1283-1294

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A Note on Optimal and Asymptotically Optimal Designs for Certain Time Series Models

Eubank, R. L. ; Smith, P. L. ; Smith, P. W.

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p. 1295-1301

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The Tails of Probabilities Chosen From A Dirichlet Prior

Doss, Hani ; Sellke, Thomas

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p. 1302-1305

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Some Nondegenerate Limit Laws for the Selection Differential

Nagaraja, H. N.

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p. 1306-1310

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