Sommaire du Fascicule no. 1

Corrections: Order Estimation in Arma-Models by Lagrangian Multiplier Tests

Potscher, B. M.

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Corrections: The $N^{-2}$-Order Mean Squared Errors of the Maximum Likelihood and the Minimum Logit Chi-Squared Estimator

Amemiya, Takeshi

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Corrections: Invariant Confidence Sets with Smallest Expected Measure

Hooper, Peter M.

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Corrections: Simultaneous Interval Estimation in the General Multivariate Analysis of Variance Model

Hooper, Peter M.

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Estimating Linear Statistical Relationships

Anderson, T. W.

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p. 1-45

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On Chi-Squared Tests for Multiway Contingency Tables with Cell Proportions Estimated from Survey Data

Rao, J. N. K. ; Scott, A. J.

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p. 46-60

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A Proof of the Conjecture that the Tukey-Kramer Multiple Comparisons Procedure is Conservative

Hayter, Anthony J.

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p. 61-75

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Generalized $L-, M-$, and $R$-Statistics

Serfling, Robert J.

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p. 76-86

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The Influence Function in the Errors in Variables Problem

Kelly, Gabrielle

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p. 87-100

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Jackknife Approximations to Bootstrap Estimates

Beran, Rudolf

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p. 101-118

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Finite Sample Breakdown of $M$- and $P$-Estimators

Huber, Peter J.

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p. 119-126

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On Projection Pursuit Measures of Multivariate Location and Dispersion

Fill, James Allen ; Johnstone, Iain

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p. 127-141

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Nonparametric Inference for a Class of Semi-Markov Processes with Censored Observations

Voelkel, Joseph G. ; Crowley, John

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p. 142-160

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Asymptotic Conditional Inference for Regular Nonergodic Models with an Application to Autoregressive Processes

Basawa, I. V. ; Brockwell, P. J.

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p. 161-171

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Spectral Factorization of Nonstationary Moving Average Processes

Hallin, Marc

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p. 172-192

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Testing for Homogeneity of Noisy Signals Evoked by Repeated Stimuli

Mocks, Joachim ; Tuan, Pham Dinh ; Gasser, Theo

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p. 193-209

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Nonparametric Regression Analysis of Growth Curves

Gasser, Theo ; Muller, Hans-Georg ; Kohler, Walter ; Molinari, Luciano ; Prader, Andrea

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p. 210-229

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Consistency for Cross-Validated Nearest Neighbor Estimates in Nonparametric Regression

Li, Ker-Chau

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p. 230-240

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Integrated Square Error Properties of Kernel Estimators of Regression Functions

Hall, Peter

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p. 241-260

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Relative Deficiency of Kernel Type Estimators of Quantiles

Falk, Michael

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p. 261-268

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Robust Regression Designs when the Design Space Consists of Finitely Many Points

Li, Ker-Chau

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p. 269-282

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Optimal Bayesian Experimental Design for Linear Models

Chaloner, Kathryn

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p. 283-300

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Invariant Confidence Sequences for Some Parameters in a Multivariate Linear Regression Model

Sinha, B. K. ; Sarkar, S. K.

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p. 301-310

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Location Estimators and Spread

Klaassen, Chris A. J.

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p. 311-321

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Simultaneous Estimation of Location Parameters Under Quadratic Loss

Shinozaki, Nobuo

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p. 322-335

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Sequential Selection Procedures--A Decision Theoretic Approach

Gupta, Shanti S. ; Miescke, Klaus J.

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p. 336-350

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On a Class of Bayesian Nonparametric Estimates: I. Density Estimates

Lo, Albert Y.

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p. 351-357

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Comparison of Linear Experiments with Known Covariances

Stepniak, Czeslaw ; Wang, Song-Gui ; Wu, C. F. Jeff

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p. 358-365

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A Generalized Kaplan-Meier Estimator

Robertson, James B. ; Uppuluri, V. R. R.

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p. 366-371

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A Simple Solution to a Nonparametric Maximum Likelihood Estimation Problem

Walter, Gilbert G. ; Blum, Julius R.

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p. 372-379

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Extended Optimality of Sequential Probability Ratio Tests

Irle, Albrecht

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p. 380-386

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Monotonicity in Selection Problems: A Unified Approach

Berger, Roger L. ; Proschan, Frank

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p. 387-391

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Review: , Two Books on Regression Diagnostics; D. A. Belsley, E. Kuh, R. E. Welsch, Regression Diagnostics: Identifying Influential Data and Sources of Collinearity; R. D. Cook, Sanford Weisberg, Residuals and Influence in Regression

Atkinson, A. C.

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p. 392-401

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Jack Carl Kiefer 1924-1981

Sacks, Jerome

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p. 403-405

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The Research of Jack Kiefer Outside the Area of Experimental Design

Brown, Lawrence D.

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p. 406-415

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Jack Kiefer's Contributions to Experimental Design

Wynn, Henry P.

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p. 416-423

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The Publications and Writings of Jack Kiefer

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p. 424-430

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Optimum and Minimax Exact Treatment Designs for One-Dimensional Autoregressive Error Processes

Kiefer, J. ; Wynn, H. P.

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p. 431-450

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An Alternative to Student's $t$-Test for Problems with Indifference Zones

Brown, Lawrence D. ; Sackrowitz, Harold

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p. 451-469

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Asymptotic Normality and the Bootstrap in Stratified Sampling

Bickel, P. J. ; Freedman, D. A.

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p. 470-482

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Invariance Principle for Symmetric Statistics

Mandelbaum, Avi ; Taqqu, Murad S.

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p. 483-496

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Estimation for the Multivariate Errors-in-Variables Model with Estimated Error Covariance Matrix

Amemiya, Yasuo ; Fuller, Wayne A.

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p. 497-509

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Second Order Efficiency in the Sequential Design of Experiments

Keener, Robert

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p. 510-532

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Sequential Determination of Estimator as Well as Sample Size

Martinsek, Adam T.

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p. 533-550

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Sequential Linear Rank Tests for Two-Sample Censored Survival Data

Slud, Eric V.

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p. 551-571

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Asymptotic Behavior of Two-Sample Rank Tests in the Presence of Random Censoring

Leurgans, Sue

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p. 572-589

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Consistency Results for Linear Regression with Censored Data

James, I. R. ; Smith, P. J.

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p. 590-600

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Regression Models with Infinitely Many Parameters: Consistency of Bounded Linear Functionals

Li, Ker-Chau

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p. 601-611

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Uniform Consistency of a Class of Regression Function Estimators

Hardle, W. ; Luckhaus, S.

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p. 612-623

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A Law of the Iterated Logarithm for Nonparametric Regression Function Estimators

Hardle, Wolfgang

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p. 624-635

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Bayesian Nonparametric Inference for Quantal Response Data

Ammann, Larry P.

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p. 636-645

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Signal Extraction for Nonstationary Time Series

Bell, William

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p. 646-664

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On the Sinusoidal Limit of Stationary Time Series

Kedem, Benjamin

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p. 665-674

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Admissible Estimators for the Total of a Stratified Population that Employ Prior Information

Vardeman, Stephen ; Meeden, Glen

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p. 675-684

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Bounds on AREs for Restricted Classes of Distributions Defined Via Tail-Orderings

Loh, Wei-Yin

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p. 685-701

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Optimal Simultaneous Confidence Bounds

Naiman, Daniel Q.

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p. 702-715

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A Robustification of the Sign Test Under Mixing Conditions

Falk, M. ; Kohne, W.

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p. 716-729

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Asymptotic Equivalence Between the Cox Estimator and the General ML Estimators of Regression and Survival Parameters in the Cox Model

Bailey, Kent R.

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p. 730-736

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The Likelihood Ratio Detector for Non-Gaussian Infinitely Divisible, and Linear Stochastic Processes

Brockett, Patrick L.

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p. 737-744

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A Conditional Property of Invariant Confidence and Prediction Regions

Hooper, Peter M.

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p. 745-750

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A Note on Selecting Parametric Models in Bayesian Inference

Krasker, William S.

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p. 751-757

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Asymptotic Properties of Criteria for Selection of Variables in Multiple Regression

Nishii, Ryuei

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p. 758-765

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Smooth Optimum Kernel Estimators of Densities, Regression Curves and Modes

Muller, Hans-Georg

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p. 766-774

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A Note on Nonparametric Trend Conformity

Pukelsheim, Friedrich

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p. 775-777

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Comments on a Paper by T. Amemiya on Estimation in a Dichotomous Logit Regression Model

Davis, Linda

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p. 778-782

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Review: J. Pfanzagl, W. Wefelmeyer, Contributions to a General Asymptotic Statistical Theory. Springer Lecture Notes in Statistics

Bickel, P. J.

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p. 786-791

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Asymptotics of Graphical Projection Pursuit

Diaconis, Persi ; Freedman, David

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p. 793-815

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A Geometric Approach to Nonlinear Regression Diagnostics with Applications to matched Case-Control Studies

Moolgavkar, Suresh H. ; Lustbader, Edward D. ; Venzon, David J.

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p. 816-826

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On Bootstrapping Two-Stage Least-Squares Estimates in Stationary Linear Models

Freedman, D.

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p. 827-842

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Infinitesimal Robustness for Autoregressive Processes

Kunsch, H.

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p. 843-863

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Parametric Robustness: Small Biases can be Worthwhile

Bickel, P. J.

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p. 864-879

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Adaptive Density Flattening--A Metric Distortion Principle for Combating Bias in Nearest Neighbor Methods

Abramson, Ian S.

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p. 880-886

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The Data-Smoothing Aspect of Stein Estimates

Li, Ker-Chau ; Hwang, Jiunn Tzon

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p. 887-897

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Spline Smoothing: The Equivalent Variable Kernel Method

Silverman, B. W.

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p. 898-916

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Asymptotic Normality of Nearest Neighbor Regression Function Estimates

Stute, Winfried

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p. 917-926

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A Sharp Necessary and Sufficient Condition for Inadmissibility of Estimators in a Control Problem

Srinivasan, C.

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p. 927-944

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Optimal Fixed Size Confidence Procedures for a Restricted Parameter Space

Zeytinoglu, Mehmet ; Mintz, Max

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p. 945-957

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Deriving Posterior Distributions for a Location Parameter: A Decision Theoretic Approach

Gatsonis, Constantine A.

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p. 958-970

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Adjustment by Minimum Discriminant Information

Haberman, Shelby J.

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p. 971-988

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Approximate Likelihood and Probability Calculations Based on Transforms

Brant, Rollin

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p. 989-1005

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Optimality of Balanced Uniform Repeated Measurements Designs

Kunert, Joachim

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p. 1006-1017

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Properties of Biased Coin Designs in Sequential Clinical Trials

Smith, Richard L.

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p. 1018-1034

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Bayes Double Sample Estimation Procedures

Cohen, Arthur ; Sackrowitz, Harold B.

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p. 1035-1049

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Symmetric Distributions for Dependent Unit Vectors

Rivest, Louis-Paul

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p. 1050-1057

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A General Theory of Asymptotic Consistency for Subset Selection with Applications

Bjornstad, Jan F.

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p. 1058-1070

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Empirical Bayes with a Changing Prior

Mara, M. K. ; Deely, J. J.

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p. 1071-1078

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Best Attainable Rates of Convergence for Estimates of Parameters of Regular Variation

Hall, Peter ; Welsh, A. H.

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p. 1079-1084

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On the Information Matrix for Symmetric Distributions on the Hypersphere

Rivest, Louis-Paul

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p. 1085-1089

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On the Estimation of a Convex Set

Moore, Marc

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p. 1090-1099

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A Characterization Theorem for Externally Bayesian Groups

Genest, Christian

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p. 1100-1105

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Rectangular Regions of Maximum Probability Content

Kunte, S. ; Rattihalli, R. N.

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p. 1106-1108

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Results on Double Sample Estimation for the Binomial Distribution

Cohen, Arthur ; Sackrowitz, Harold B.

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p. 1109-1116

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Bounds for the Bayes Risk for Testing Sequentially the Sign of the Drift Parameter of a Wiener Process

Mallik, Ashim ; Yao, Yi-Ching

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p. 1117-1123

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Asymptotic Normality of a Class of Nonlinear Rank Tests for Independence

Shirahata, Shingo ; Wakimoto, Kazumasa

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p. 1124-1129

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A Note on Bootstrapping the Sample Median

Ghosh, Malay ; Parr, William C. ; Singh, Kesar ; Babu, G. Jogesh

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p. 1130-1135

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Constrained Simultaneous Confidence Intervals for Multiple Comparisons with the Best

Hsu, Jason C.

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p. 1136-1144

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Review: , Two Books on Multivariate Analysis; Robb J. Muirhead, Aspects of Multivariate Statistical Theory; Morris L. Eaton, Multivariate Statistics. A Vector Space Approach

Wijsman, Robert A.

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p. 1145-1150

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