Sommaire du Fascicule no. 1

Discussion: Testing for Independence in a Two-Way Table: New Interpretations of the Chi-Square Statistic

Plackett, R. L.

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

Davis, Linda June

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Correction: A Conjecture of Berry Regarding a Bernoulli Two-Armed Bandit

Joshi, V. M.

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Correction: Optimal Bayesian Experimental Design for Linear Models

Chaloner, Kathryn

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Correction: Asymptotic Expansions for the Error Probabilities of Some Repeated Significance Tests

Woodroofe, Michael ; Takahashi, Hajime

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Julius R. Blum 1922-1982

Rosenblatt, M. ; Samaniego, F. J.

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p. 1-9

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The Analysis of Cross-Classified Data Having Ordered and/or Unordered Categories: Association Models, Correlation Models, and Asymmetry Models for Contingency Tables With or Without Missing Entries

Goodman, Leo A.

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p. 10-69

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The Dip Test of Unimodality

Hartigan, J. A. ; Hartigan, P. M.

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p. 70-84

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Asymptotic Properties of $\bar{w}$, an Estimator of the ED50 Suggested for Use in Up-and-Down Experiments in Bio-Assay

Kershaw, Christopher D.

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p. 85-94

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Bootstrap Tests and Confidence Regions for Functions of a Covariance Matrix

Beran, Rudolf ; Srivastava, Muni S.

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p. 95-115

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Edgeworth Corrected Pivotal Statistics and the Bootstrap

Abramovitch, Lavy ; Singh, Kesar

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p. 116-132

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Asymptotic Properties of Censored Linear Rank Tests

Cuzick, Jack

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p. 133-141

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A Combinatoric Approach to the Kaplan-Meier Estimator

Mauro, David

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p. 142-149

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A Heavy Censoring Limit Theorem for the Product Limit Estimator

Wellner, Jon A.

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p. 150-162

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Estimating a Distribution Function with Truncated Data

Woodroofe, Michael

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p. 163-177

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Empirical Distributions in Selection Bias Models

Vardi, Y.

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p. 178-203

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Discussion

Mallows, C. L.

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p. 204-205

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Optimal Detection of a Change in Distribution

Pollak, Moshe

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p. 206-227

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Sequential Nonparametric Fixed-Width Confidence Intervals for $U$-Statistics

Sproule, Raymond N.

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p. 228-235

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A Newton-Raphson Version of the Multivariate Robbins-Monro Procedure

Ruppert, David

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p. 236-245

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Adaptive Estimators for Simultaneous Estimation of Poisson Means

Hudson, H. M.

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p. 246-261

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The Admissibility of the Empirical Distribution Function

Cohen, Michael P. ; Kuo, Lynn

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p. 262-271

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On Some Shrinkage Estimators of Multivariate Location

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

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p. 272-281

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All Admissible Linear Estimators of a Multivariate Poisson Mean

Brown, L. D. ; Farrell, R. H.

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p. 282-294

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Universal Domination and Stochastic Domination: Estimation Simultaneously Under a Broad Class of Loss Functions

Hwang, Jiunn Tzon

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p. 295-314

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Optimal Goodness-of-Fit Tests for Location/Scale Families of Distributions Based on the Sum of Squares of $L$-Statistics

LaRiccia, Vincent N. ; Mason, David M.

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p. 315-330

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Adaptive Estimates of Parameters of Regular Variation

Hall, Peter ; Welsh, A. H.

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p. 331-341

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Consistency and Asymptotic Normality of the Maximum Likelihood Estimator in Generalized Linear Models

Fahrmeir, Ludwig ; Kaufmann, Heinz

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p. 342-368

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Asymptotic Properties of Minimization Estimators for Time Series Parameters

Keenan, Daniel MacRae

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p. 369-382

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Optimal Designs for Trigonometric and Polynomial Regression Using Canonical Moments

Lau, Tai-Shing ; Studden, W. J.

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p. 383-394

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Proper Action in Steps, with Application to Density Ratios of Maximal Invariants

Wijsman, Robert A.

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p. 395-402

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On the Asymptotic Behaviour of Empirical Bayes Tests for the Continuous One-Parameter Exponential Family

Stijnen, Theo

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p. 403-412

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Inconsistency of the Maximum Likelihood Estimator of a Distribution Having Increasing Failure Rate Average

Boyles, R. A. ; Marshall, A. W. ; Proschan, F.

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p. 413-417

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Further Contributions to the "Two-Armed Bandit" Problem

Keener, Robert

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p. 418-422

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A Converse to Scheffe's Theorem

Boos, Dennis D.

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p. 423-427

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Asymptotic Normality of the Kernel Quantile Estimator

Falk, Michael

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p. 428-433

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Projection Pursuit

Huber, Peter J.

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p. 435-475

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Discussion: Projection Pursuit

Friedman, Jerome H.

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p. 475-481

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Discussion: Projection Pursuit

Bookstein, Fred L.

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p. 481-484

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Discussion: Projection Pursuit

Buja, Andreas ; Stuetzle, Werner

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p. 484-490

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Discussion: Projection Pursuit

Cheng, Ping ; Wu, C. F. J.

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p. 490-493

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Discussion: Projection Pursuit

Cox, D. R.

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p. 493-494

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Discussion: Projection Pursuit

Diaconis, Persi

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p. 494-496

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Discussion: Projection Pursuit

Donoho, David ; Johnstone, Iain ; Rousseeuw, Peter ; Stahel, Werner

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p. 496-500

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Discussion: Projection Pursuit

Gnanadesikan, R. ; Kettenring, J. R.

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p. 500-502

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Discussion: Projection Pursuit

Hastie, Trevor ; Tibshirani, Robert

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p. 502-508

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Discussion: Projection Pursuit

Jones, M. C.

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p. 508-510

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Discussion: Projection Pursuit

Miller, Rupert G.

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p. 510-513

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Discussion: Projection Pursuit

Shepp, L. A.

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p. 513-515

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Discussion: Projection Pursuit

Switzer, Paul

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p. 515-517

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Discussion: Projection Pursuit

Tukey, John

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p. 517-518

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Discussion: Projection Pursuit

Wahba, Grace

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p. 518-521

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Rejoinder: Projection Pursuit

Huber, Peter J.

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p. 522-525

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Best Invariant Estimation of a Direction Parameter

Anderson, T. W. ; Stein, Charles ; Zaman, Asad

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p. 526-533

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A Second-Order Investigation of Asymptotic Ancillarity

Skovgaard, Ib M.

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p. 534-551

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Goodness-of-Fit Tests for Censored Survival Data

Gray, Robert J. ; Pierce, Donald A.

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p. 552-563

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Demographic Incidence Rates and Estimation of Intensities with Incomplete Information

Borgan, Ornulf ; Ramlau-Hansen, Henrik

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p. 564-582

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Asymptotic Score-Statistic Processes and Tests for Constant Hazard Against a Change-Point Alternative

Matthews, D. E. ; Farewell, V. T. ; Pyke, R.

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p. 583-591

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A Histogram Estimator of the Hazard Rate with Censored Data

Liu, Regina Y. C. ; Ryzin, John Van

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p. 592-605

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Robust Two-Sample Permutation Tests

Lambert, Diane

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p. 606-625

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Robust Bayes Decision Procedures: Gross Error in the Data Distribution

Ritov, Ya'acov

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p. 626-637

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Robust Sequential Testing

Quang, Pham Xuan

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p. 638-649

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Sequential Nonparametric Age Replacement Policies

Frees, Edward W. ; Ruppert, David

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p. 650-662

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Estimation in the General Linear Model when the Accuracy is Specified Before Data Collection

Finster, Mark

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p. 663-675

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Asymptotic Local Minimaxity in Sequential Point Estimation

Woodroofe, Michael

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p. 676-688

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Additive Regression and Other Nonparametric Models

Stone, Charles J.

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p. 689-705

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Complete Class Theorems for Estimation of Multivariate Poisson Means and Related Problems

Brown, L. D. ; Farrell, R. H.

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p. 706-726

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Efficiencies of Chi-Square and Likelihood Ratio Goodness-of-Fit Tests

Quine, M. P. ; Robinson, J.

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p. 727-742

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On Asymptotic Normality of Hill's Estimator for the Exponent of Regular Variation

Haeusler, E. ; Teugels, J. L.

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p. 743-756

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Families of $A$-Optimal Block Designs for Comparing Test Treatments with a Control

Hedayat, A. S. ; Majumdar, Dibyen

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p. 757-767

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Rates of Convergence of Minimum Distance Estimators and Kolmogorov's Entropy

Yatracos, Yannis G.

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p. 768-774

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Asymptotic Number of Roots of Cauchy Location Likelihood Equations

Reeds, James A.

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p. 775-784

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A Local Limit Theorem for a Biased Coin Design for Sequential Tests

Heckman, Nancy E.

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p. 785-788

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A Sequential Probability Ratio Test Using a Biased Coin Design

Heckman, Nancy E.

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p. 789-794

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A Constrained Formulation of Maximum-Likelihood Estimation for Normal Mixture Distributions

Hathaway, Richard J.

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p. 795-800

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Admissible and Optimal Confidence Bands in Simple Linear Regression

Piegorsch, Walter W.

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p. 801-810

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Some Admissible Nonparametric and Related Finite Population Sampling Estimators

Meeden, Glen ; Ghosh, Malay ; Vardeman, Stephen

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p. 811-817

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A Note on Data-Adaptive Kernel Estimation of the Hazard and Density Function in the Random Censorship Situation

Schafer, Helmut

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p. 818-820

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A Uniform Bound for the Tail Probability of Kolmogorov-Smirnov Statistics

Hu, Inchi

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p. 821-826

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An Error Bound for an Asymptotic Expansion of the Distribution Function of an Estimate in a Multivariate Linear Model

Fujikoshi, Yasunori

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p. 827-831

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A Note on the Characterization of Optimal Return Functions and Optimal Strategies for Gambling Problems

van Dawen, R.

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p. 832-835

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Review: Geoffrey S. Watson, Statistics on Spheres

Bingham, Christopher

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p. 838-844

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Testing for Independence in a Two-Way Table: New Interpretations of the Chi-Square Statistic

Diaconis, Persi ; Efron, Bradley

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p. 845-874

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Discussion: Testing for Independence in a Two-Way Table: New Interpretations of the Chi-Square Statistic

Breslow, Norman ; Moore, Dirk

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p. 875-877

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Discussion: Testing for Independence in a Two-Way Table: New Interpretations of the Chi-Square Statistic

Dickey, James M.

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p. 877-882

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Discussion: Testing for Independence in a Two-Way Table: New Interpretations of the Chi-Square Statistic

Fienberg, Stephen E.

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p. 882-884

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Discussion: Testing for Independence in a Two-Way Table: New Interpretations of the Chi-Square Statistic

Good, I. J.

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p. 885-886

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Discussion: Testing for Independence in a Two-Way Table: New Interpretations of the Chi-Square Statistic

Goodman, Leo A.

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p. 887-893

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Discussion: Testing for Independence in a Two-Way Table: New Interpretations of the Chi-Square Statistic

Leonard, Tom

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p. 893-898

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Discussion: Testing for Independence in a Two-Way Table: New Interpretations of the Chi-Square Statistic

McCullagh, Peter ; Pregibon, Daryl

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p. 898-900

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Discussion: Testing for Independence in a Two-Way Table: New Interpretations of the Chi-Square Statistic

Pierce, Donald A.

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p. 901-902

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Discussion: Testing for Independence in a Two-Way Table: New Interpretations of the Chi-Square Statistic

Sundberg, Rolf

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p. 903-904

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Rejoinder: Testing for Independence in a Two-Way Table: New Interpretations of the Chi-Square Statistic

Diaconis, P. ; Efron, B.

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p. 905-913

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Using Empirical Partially Bayes Inference for Increased Efficiency

Lindsay, Bruce G.

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p. 914-931

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Strong Consistency of Approximate Maximum Likelihood Estimators with Applications in Nonparametrics

Wang, Jane-Ling

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p. 932-946

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Consistency and Asymptotic Normality of the Minimum Logit Chi-Squared Estimator When the Number of Design Points is Large

Davis, Linda June

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p. 947-957

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Consistent Estimation in Partially Observed Random Walks

Guttorp, Peter ; Siegel, Andrew F.

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p. 958-969

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Spline Smoothing and Optimal Rates of Convergence in Nonparametric Regression Models

Speckman, Paul

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p. 970-983

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Spline Smoothing in Regression Models and Asymptotic Efficiency in $L_2$

Nussbaum, Michael

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p. 984-997

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A Sieve Method for the Spectral Density

Chow, Yun-Shyong ; Grenander, Ulf

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p. 998-1010

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An Asymptotically Efficient Solution to the Bandwidth Problem of Kernel Density Estimation

Marron, James Stephen

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p. 1011-1023

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Averaged Shifted Histograms: Effective Nonparametric Density Estimators in Several Dimensions

Scott, David W.

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p. 1024-1040

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A Note on the $L_1$ Consistency of Variable Kernel Estimates

Devroye, Luc

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p. 1041-1049

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Kernel Estimates of the Tail Index of a Distribution

Csorgo, Sandor ; Deheuvels, Paul ; Mason, David

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p. 1050-1077

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Minimax Variance M-Estimators in $\varepsilon$-Contamination Models

Collins, John R. ; Wiens, Douglas P.

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p. 1078-1096

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Estimation of a Symmetric Distribution

Lo, Shaw-Hwa

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p. 1097-1113

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Estimating a Quantile of a Symmetric Distribution

Cohen, Arthur ; Lo, Shaw-Hwa ; Singh, Kesar

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p. 1114-1128

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A Bayesian Nonparametric Sequential Test for the Mean of a Population

Clayton, Murray K.

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p. 1129-1139

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Sobolev Tests for Independence of Directions

Jupp, P. E. ; Spurr, B. D.

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p. 1140-1155

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Linear Serial Rank Tests for Randomness Against Arma Alternatives

Hallin, Marc ; Ingenbleek, Jean-Francois ; Puri, Madan L.

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p. 1156-1181

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Nonnull and Optimality Robustness of Some Tests

Kariya, Takeaki ; Sinha, Bimal Kumar

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p. 1182-1197

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Modeling Expert Judgments for Bayesian Updating

Genest, Christian ; Schervish, Mark J.

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p. 1198-1212

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Optimal Sequential Search: A Bayesian Approach

Assaf, David ; Zamir, Shmuel

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p. 1213-1221

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Rate of Convergence of One- and Two-Step $M$-Estimators with Applications to Maximum Likelihood and Pitman Estimators

Janssen, P. ; Jureckova, J. ; Veraverbeke, N.

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p. 1222-1229

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Variance of the Kaplan-Meier Estimator and Its Quantiles Under Certain Fixed Censoring Models

Roth, Arthur J.

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p. 1230-1238

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A Measure of Variability Based on the Harmonic Mean, and Its Use in Approximations

Brown, Mark

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p. 1239-1243

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Coherent Predictions are Strategic

Lane, David A. ; Sudderth, William D.

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p. 1244-1248

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Calibration-Based Empirical Probability

Dawid, A. P.

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p. 1251-1274

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Discussion: Calibration-Based Empirical Probability

Schervish, Mark J.

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Rejoinder: Calibration-Based Empirical Probability

Dawid, A. P.

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p. 1282-1285

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Estimation, Filtering, and Smoothing in State Space Models with Incompletely Specified Initial Conditions

Ansley, Craig F. ; Kohn, Robert

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p. 1286-1316

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A Large Sample Study of Generalized Maximum Likelihood Estimators from Incomplete Data Via Self-Consistency

Tsai, Wei-Yann ; Crowley, John

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p. 1317-1334

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Covariate Measurement Error in Logistic Regression

Stefanski, Leonard A. ; Carroll, Raymond J.

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p. 1335-1351

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From Stein's Unbiased Risk Estimates to the Method of Generalized Cross Validation

Li, Ker-Chau

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p. 1352-1377

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A Comparison of GCV and GML for Choosing the Smoothing Parameter in the Generalized Spline Smoothing Problem

Wahba, Grace

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p. 1378-1402

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Asymptotic Behavior of $M$ Estimators of $p$ Regression Parameters when $p^2 / n$ is Large; II. Normal Approximation

Portnoy, Stephen

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p. 1403-1417

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The Random Average Mode Estimator

Oehlert, Gary W.

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p. 1418-1431

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Bayesian Nonparametric Estimation of the Median; Part I: Computation of the Estimates

Doss, Hani

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p. 1432-1444

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Bayesian Nonparametric Estimation of the Median; Part II: Asymptotic Properties of the Estimates

Doss, Hani

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p. 1445-1464

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Optimal Bandwidth Selection in Nonparametric Regression Function Estimation

Hardle, Wolfgang ; Marron, James Stephen

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p. 1465-1481

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Testing Linear Regression Function Adequacy without Replication

Neill, James W. ; Johnson, Dallas E.

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p. 1482-1489

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Asymptotic Behavior of Robust Estimators of Regression and Scale Parameters with Fixed Carriers

Silvapulle, Mervyn J.

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p. 1490-1497

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Asymptotic Properties of Least-Squares Estimates in Stochastic Regression Models

Wei, C. Z.

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p. 1498-1508

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Two-Stage Sequential Estimation of a Multivariate Normal Mean under Quadratic Loss

Natarajan, Jayalakshmi ; Strawderman, William E.

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p. 1509-1522

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Bayesian Nonparametric Bandits

Clayton, Murray K. ; Berry, Donald A.

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p. 1523-1534

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Combining Independent One-Sided Noncentral $t$ or Normal Mean Tests

Marden, John I.

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p. 1535-1553

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On Moderate and Large Deviations in Multinomial Distributions

Kallenberg, Wilbert C. M.

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p. 1554-1580

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Estimation of a Covariance Matrix under Stein's Loss

Dey, Dipak K. ; Srinivasan, C.

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p. 1581-1591

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Estimation Problems for Samples with Measurement Errors

Stadje, Wolfgang

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p. 1592-1615

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Estimating a Ratio of Normal Parameters

Rukhin, Andrew

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p. 1616-1624

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On Boscovich's Estimator

Koenker, Roger ; Bassett, Gilbert

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p. 1625-1628

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Two Books on Density Estimation

Silverman, B. W.

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p. 1630-1638

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