Sommaire du Fascicule no. 1

Corrections: Optimal Strategies for a Class of Constrained Sequential Problems

Kadane, Joseph B. ; Simon, Herbert A.

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Correction: Autocorrelation, Autoregression and Autoregressive Approximation

An, Hong-Zhi ; Zhao-Guo, Chen ; Hannan, E. J.

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Corrections: Balanced Repeated Measurements Designs

Cheng, Ching-Shui ; Wu, Chien-Fu

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Corrections: Asymptotic Lognormality of $P$-Values

Lambert, D. ; Hall, W. J.

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Corrections: Remarks on Bahadur Efficiency of Conditional Tests

Basawa, I. V.

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Goodness of Fit Testing in $\mathbb{R}^m$ Based on the Weighted Empirical Distribution of Certain Nearest Neighbor Statistics

Schilling, Mark F.

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p. 1-12

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An Infinite-Dimensional Approximation for Nearest Neighbor Goodness of Fit Tests

Schilling, Mark F.

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p. 13-24

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Consistent Cross-Validated Density Estimation

Chow, Y.-S. ; Geman, S. ; Wu, L.-D.

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p. 25-38

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The Asymptotic Joint Distribution of Regression and Survival Parameter Estimates in the Cox Regression Model

Bailey, Kent R.

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p. 39-48

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Large Sample Behaviour of the Product-Limit Estimator on the Whole Line

Gill, Richard

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p. 49-58

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Quasi-Likelihood Functions

McCullagh, Peter

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p. 59-67

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Sequential Sampling Based on the Observed Fisher Information to Guarantee The Accuracy of the Maximum Likelihood Estimator

Grambsch, Patricia

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p. 68-77

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On the Estimation of the Parameters of Markov Probability Models Using Macro Data

Plas, Adriaan P. Van Der

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p. 78-85

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The Geometry of Mixture Likelihoods: A General Theory

Lindsay, Bruce G.

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p. 86-94

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On the Convergence Properties of the EM Algorithm

Wu, C. F. Jeff

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p. 95-103

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The Generalised Problem of the Nile: Robust Confidence Sets for Parametric Functions

Barnard, G. A. ; Sprott, D. A.

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p. 104-113

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Coherent and Continuous Inference

Lane, David A. ; Sudderth, William D.

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p. 114-120

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Improving Some Multiple Comparison Procedures

Felzenbaum, Alexander ; Hart, Sergiu ; Hochberg, Yosef

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p. 121-128

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Asymptotic Efficiency of Three-Stage Hypothesis Tests

Lorden, Gary

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p. 129-140

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Smoothing Splines: Regression, Derivatives and Deconvolution

Rice, John ; Rosenblatt, Murray

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p. 141-156

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On the Second Order Asymptotic Efficiency of Estimators of Gaussian ARMA Processes

Taniguchi, Masanobu

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p. 157-169

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Intermediate Efficiency, Theory and Examples

Kallenberg, Wilbert C. M.

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p. 170-182

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On Ban Estimators for Chi Squared Test Criteria

Bemis, Kerry G. ; Bhapkar, Vasant P.

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p. 183-196

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Applying Wald's Variance Component Test

Seely, Justus F. ; El-Bassiouni, Yahia

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p. 197-201

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Convergence Rates of Estimators of a Finite Parameter: How Small can Error Probabilities Be?

Rukhin, Andrew L.

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p. 202-207

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A Penalty Function Approach to Smoothing Large Sparse Contingency Tables

Simonoff, Jeffrey S.

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p. 208-218

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Optimal Properties of One-Step Variable Selection in Regression

Butler, Ronald W.

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p. 219-224

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Minimaxity for Randomized Designs: Some General Results

Li, Ker-Chau

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p. 225-239

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Construction of Optimal Balanced Incomplete Block Designs for Correlated Observations

Cheng, Ching-Shui

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p. 240-246

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Optimal Design and Refinement of the Linera Model with Applications to Repeated Measurements Designs

Kunert, Joachim

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p. 247-257

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Optimal Incomplete Block Designs for Comparing Treatments with a Control

Majumdar, Dibyen ; Notz, William I.

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p. 258-266

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Testing Whether New is Better than Used with Randomly Censored Data

Chen, Yuan Yan ; Hollander, Myles ; Langberg, Naftali A.

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p. 267-274

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Properties of Estimators of Quadratic Finite Population Functions: The Batch Approach

Liu, T. P. ; Thompson, M. E.

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p. 275-285

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Negative Association of Random Variables with Applications

Joag-Dev, Kumar ; Proschan, Frank

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p. 286-295

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Choosing Between Experiments: Applications to Finite Population Sampling

Meeden, Glen ; Ghosh, Malay

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p. 296-305

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An Efficient Approximate Solution to the Kiefer-Weiss Problem

Huffman, Michael D.

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p. 306-316

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A Minimax Criterion for Choosing Weight Functions for $L$-Estimates of Location

Mason, David M.

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p. 317-325

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Consistency of the Least Squares Estimator of the First Order Moving Average Parameter

Macpherson, Brian D. ; Fuller, Wayne A.

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p. 326-329

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Invariantly Sufficient Equivariant Statistics and Characterizations of Normality in Translation Classes

Eberl, W.

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p. 330-336

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Covariance Matrices Characterization by a Set of Scalar Partial Autocorrelation Coefficients

Sakai, Hideaki

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p. 337-340

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Statistical and Algebraic Independence

Malley, James D.

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p. 341-345

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Construction of Improved Estimators in Multiparameter Estimation for Discrete Exponential Families

Ghosh, Malay ; Hwang, Jiunn Tzon ; Tsui, Kam-Wah

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p. 351-367

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Discussion: Construction of Improved Estimators in Multiparameter Estimation for Discrete Exponential Families

Berger, James O.

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p. 368-369

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Discussion: Construction of Improved Estimators in Multiparameter Estimation for Discrete Exponential Families

Hudson, H. Malcolm

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p. 370-371

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Discussion: Construction of Improved Estimators in Multiparameter Estimation for Discrete Exponential Families

Morris, Carl N.

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p. 372-374

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Reply: Construction of Improved Estimators in Multiparameter Estimation for Discrete Exponential Families

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p. 375-376

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Graph-Theoretic Measures of Multivariate Association and Prediction

Friedman, Jerome H. ; Rafsky, Lawrence C.

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p. 377-391

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Distribution of Eigenvalues in Multivariate Statistical Analysis

Andersson, Steen A. ; Brons, Hans K. ; Jensen, Soren Tolver

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p. 392-415

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A Universal Prior for Integers and Estimation by Minimum Description Length

Rissanen, Jorma

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p. 416-431

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Information and Asymptotic Efficiency in Parametric-Nonparametric Models

Begun, Janet M. ; Hall, W. J. ; Huang, Wei-Min ; Wellner, Jon A.

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p. 432-452

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Smoothing Counting Process Intensities by Means of Kernel Functions

Ramlau-Hansen, Henrik

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p. 453-466

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The Min-Max Algorithm and Isotonic Regression

Lee, Chu-In Charles

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p. 467-477

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Fixed Accuracy Estimation of an Autoregressive Parameter

Lai, T. L. ; Siegmund, D.

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p. 478-485

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Efficiency of the Conditional Score in a Mixture Setting

Lindsay, B. G.

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p. 486-497

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On Moderate Deviation Theory in Estimation

Kallenberg, Wilbert C. M.

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p. 498-504

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Nonparametric Estimation of the Slope of a Truncated Regression

Bhattacharya, P. K. ; Chernoff, Herman ; Yang, S. S.

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p. 505-514

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Natural Exponential Families with Quadratic Variance Functions: Statistical Theory

Morris, Carl N.

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p. 515-529

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Asymptotics for $M$-Type Smoothing Splines

Cox, Dennis D.

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p. 530-551

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A Minimax Approach to Sample Surveys

Cheng, Ching-Shui ; Li, Ker-Chau

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p. 552-563

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Optimal Stopping in the Stock Market When the Future is Discounted

Finster, Mark

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p. 564-568

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Inverting an Edgeworth Expansion

Hall, Peter

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p. 569-576

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Expansions for the Distribution and Quantiles of a Regular Functional of the Empirical Distribution with Applications to Nonparametric Confidence Intervals

Withers, C. S.

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p. 577-587

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Galton's Test as a Linear Rank Test with Estimated Scores and Its Local Asymptotic Efficiency

Behnen, Konrad ; Neuhaus, Georg

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p. 588-599

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Sheffer Polynomials for Computing Takacs's Goodness-of-Fit Distributions

Niederhausen, Heinrich

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p. 600-606

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An Edgeworth Expansion for Simple Linear Rank Statistics Under the Null-Hypothesis

Does, Ronald J. M. M.

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p. 607-624

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Edgeworth Expansions for the Power of Permutation Tests

John, R. D. ; Robinson, J.

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p. 625-631

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Robustness of Ferguson's Bayes Estimator of a Distribution Function

Hannum, Robert ; Hollander, Myles

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p. 632-639

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A Sharp Necessary Condition for Admissibility of Sequential Tests-- Necessary and Sufficient Conditions for Admissibility of SPRT'S

Brown, L. D. ; Cohen, Arthur ; Samuel-Cahn, E.

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p. 640-653

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Multivariate Tests with Incomplete Data

Eaton, Morris ; Kariya, Takeaki

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p. 654-665

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Simultaneous Interval Estimation in the General Multivariate Analysis of Variance Model

Hooper, Peter M.

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p. 666-673

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On the Asymptotic Relation Between $L$-Estimators and $M$-Estimators and their Asymptotic Efficiency Relative to the Cramer-Rao Lower Bound

van Eeden, Constance

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p. 674-690

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Estimation Via Linearly Combining Two Given Statistics

Baksalary, J. K. ; Kala, R.

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p. 691-696

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Justification for a $K - S$ Type Test for the Slope of a Truncated Regression

Bhattacharya, P. K.

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p. 697-701

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Successive Sampling in Large Finite Populations

Gordon, Louis

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p. 702-706

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A Note on Discounted Future Two-Armed Bandits

Kakigi, Richard

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p. 707-711

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Some Thoughts on Empirical Bayes Estimation

Robbins, Herbert

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p. 713-723

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Additive and Multiplicative Models and Interactions

Darroch, J. N. ; Speed, T. P.

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p. 724-738

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Symmetric Statistics, Poisson Point Processes, and Multiple Wiener Integrals

Dynkin, E. B. ; Mandelbaum, A.

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p. 739-745

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A Characterization of Certain Statistics in Exponential Models Whose Distributions Depend on a Sub-Vector of Parameters Only

Bar-Lev, Shaul K.

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p. 746-752

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Exponential Models with Affine Dual Foliations

Barndorff-Nielsen, O. ; Blaesild, P.

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p. 753-769

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Reproductive Exponential Families

Barndorff-Nielsen, O. ; Blaesild, P.

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p. 770-782

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The Geometry of Mixture Likelihoods, Part II: The Exponential Family

Lindsay, Bruce G.

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p. 783-792

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Second Order Efficiency of Minimum Contrast Estimators in a Curved Exponential Family

Eguchi, Shinto

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p. 793-803

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Asymptotic Distribution Theory for Cox-Type Regression Models with General Relative Risk Form

Prentice, Ross L. ; Self, Steven G.

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p. 804-813

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Improving on Inadmissible Estimators in the Control Problem

Berliner, L. Mark

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p. 814-826

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Second Order Approximation to the Risk of a Sequential Procedure

Martinsek, Adam T.

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p. 827-836

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Canonical Correlations of Past and Future for Time Series: Definitions and Theory

Jewell, Nicholas P. ; Bloomfield, Peter

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p. 837-847

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Canonical Correlations of Past and Future for Time Series: Bounds and Computation

Jewell, Nicholas P. ; Bloomfield, Peter ; Bartmann, Flavio C.

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p. 848-855

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Consistency Properties of Least Squares Estimates of Autoregressive Parameters in ARMA Models

Tiao, George C. ; Tsay, Ruey S.

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p. 856-871

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Order Estimation in ARMA-Models by Lagrangian Multiplier Tests

Potscher, B. M.

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p. 872-885

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Bayesian Bioassay Design

Kuo, Lynn

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p. 886-895

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The Equivalence of Weak, Strong and Complete Convergence in $L_1$ for Kernel Density Estimates

Devroye, Luc

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p. 896-904

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A Normal Limit Law for a Nonparametric Estimator of the Coverage of a Random Sample

Esty, Warren W.

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p. 905-912

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On the Joint Asymptotic Distribution of Extreme Midranges

Gilstein, C. Zachary

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p. 913-920

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Minimum Distance Estimation in a Linear Regression Model

Koul, H. ; DeWet, T.

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p. 921-932

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A Modified Kolmogorov-Smirnov Test Sensitive to Tail Alternatives

Mason, David M. ; Schuenemeyer, John H.

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p. 933-946

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Missing Data in the One-Population Multivariate Normal Patterned Mean and Covariance Matrix Testing and Estimation Problem

Szatrowski, Ted H.

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p. 947-958

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Asymptotic Theory of Systematic Sampling

Iachan, Ronaldo

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p. 959-969

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On the Optimality of Spring Balance Weighing Designs

Jacroux, Mike ; Notz, William

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p. 970-978

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Characterization of Type from Maximal Invariant Spectra

Small, Christopher G.

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p. 979-983

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Identifiability of Finite Mixtures for Directional Data

Kent, John T.

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p. 984-988

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The Estimation of the Hazard Function from Randomly Censored Data by the Kernel Method

Tanner, Martin A. ; Wong, Wing Hung

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p. 989-993

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A Note on the Variable Kernel Estimator of the Hazard Function from Randomly Censored Data

Tanner, Martin A.

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p. 994-998

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Inference on Means Using the Bootstrap

Babu, G. Jogesh ; Singh, Kesar

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p. 999-1003

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Orthogonal Series Methods for Both Qualitative and Quantitative Data

Hall, Peter

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p. 1004-1007

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Monotonicity in the Noncentrality Parameter of the Ratio of Two Noncentral $t$-Densities

Wijsman, Robert A.

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p. 1008-1010

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On the Smoothness Properties of the Best Linear Unbiased Estimate of a Stochastic Process Observed with Noise

Kohn, Robert ; Ansley, Craig F.

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p. 1011-1017

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