Sommaire du Fascicule no. 2

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

Fahrmeir, Ludwig ; Kaufmann, Heinz

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Acknowledgment of Priority: Estimating a Quantile of a Symmetric Distribution

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

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Boundary Crossing Probabilities and Statistical Applications

Siegmund, David

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p. 361-404

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Maximum Likelihood Estimators and Likelihood Ratio Criteria in Multivariate Components of Variance

Anderson, Blair M. ; Anderson, T. W. ; Olkin, Ingram

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p. 405-417

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Asymptotic Theory for Common Principal Component Analysis

Flury, Bernard N.

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p. 418-430

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Confidence Sets for a Multivariate Distribution

Beran, R. ; Millar, P. W.

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p. 431-443

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Improved Confidence Sets for the Coefficients of a Linear Model with Spherically Symmetric Errors

Hwang, Jiunn Tzon ; Chen, Jeesen

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p. 444-460

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Robust Bayes and Empirical Bayes Analysis with $_\epsilon$-Contaminated Priors

Berger, James ; Berliner, L. Mark

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p. 461-486

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Characterization of Externally Bayesian Pooling Operators

Genest, Christian ; McConway, Kevin J. ; Schervish, Mark J.

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p. 487-501

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A Bayes Procedure for the Identification of Univariate Time Series Models

Poskitt, D. S.

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p. 502-516

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Large-Sample Properties of Parameter Estimates for Strongly Dependent Stationary Gaussian Time Series

Fox, Robert ; Taqqu, Murad S.

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p. 517-532

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Limit Theory for the Sample Covariance and Correlation Functions of Moving Averages

Davis, Richard ; Resnick, Sidney

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p. 533-558

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Statistical Estimation of the Parameters of a Moving Source from Array Data

Chiu, Shean-Tsong

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p. 559-578

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Estimation for a Semimartingale Regression Model Using the Method of Sieves

McKeague, Ian W.

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p. 579-589

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The Dimensionality Reduction Principle for Generalized Additive Models

Stone, Charles J.

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p. 590-606

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Time Sequential Estimation of the Exponential Mean Under Random Withdrawals

Gardiner, Joseph C. ; Susarla, V. ; Ryzin, John Van

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p. 607-618

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Empirical Processes Associated with $V$-Statistics and a Class of Estimators Under Random Censoring

Akritas, Michael G.

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p. 619-637

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Conditional Empirical Processes

Stute, Winfried

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p. 638-647

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Large Deviations of Estimators

Kester, A. D. M. ; Kallenberg, W. C. M.

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p. 648-664

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The Statistical Information Contained in Additional Observations

Mammen, Enno

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p. 665-678

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An Approach to Upper Bound Problems for Risks of Generalized Least Squares Estimators

Toyooka, Yasuyuki ; Kariya, Takeaki

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p. 679-690

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Intergroup Diversity and Concordance for Ranking Data: An Approach via Metrics for Permutations

Feigin, Paul D. ; Alvo, Mayer

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p. 691-707

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Testing for Normality in Arbitrary Dimension

Csorgo, Sandor

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p. 708-723

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Minimax Variance $M$-Estimators of Location in Kolmogorov Neighbourhoods

Wiens, Doug

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p. 724-732

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On Optimal Decision Rules for Signs of Parameters

Hochberg, Yosef ; Posner, Marc E.

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p. 733-742

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Orthogonality of Factorial Effects

Chauhan, Chand K. ; Dean, A. M.

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p. 743-752

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An Efron-Stein Inequality for Nonsymmetric Statistics

Steele, J. Michael

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p. 753-758

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Chi-Square Goodness-if-Fit Tests for Randomly Censored Data

Habib, M. G. ; Thomas, D. R.

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p. 759-765

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Some Asymptotic Properties of Kernel Estimators of a Density Function in Case of Censored Data

Mielniczuk, Jan

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p. 766-773

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A Large Deviation Result for Signed Linear Rank Statistics Under the Symmetry Hypothesis

Wu, Tiee-Jian

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p. 774-780

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Influence Functionals for Time Series

Martin, R. Douglas ; Yohai, Victor J.

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p. 781-818

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Discussion: Influence Functionals for Time Series

Brillinger, David R.

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p. 819-822

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Discussion: Influence Functionals for Time Series

Franke, J. ; Hannan, E. J.

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p. 822-824

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Discussion: Influence Functionals for Time Series

Kunsch, Hans R.

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p. 824-826

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Discussion: Influence Functionals for Time Series

Miller, Robert B. ; Lee, Jae June

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p. 827-829

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Discussion: Influence Functionals for Time Series

Poor, H. Vincent

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p. 829-831

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Discussion: Influence Functionals for Time Series

Robinson, P. M.

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p. 832-834

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Discussion: Influence Functionals for Time Series

Tsay, Ruey S.

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p. 835-836

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Discussion: Influence Functionals for Time Series

Wegman, Edward J.

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p. 836-837

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Discussion: Influence Functionals for Time Series

West, Mike

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p. 838-840

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Rejoinder: Influence Functionals for Time Series

Martin, R. Douglas ; Yohai, Victor J.

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p. 840-855

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Likelihood and Observed Geometries

Barndorff-Nielsen, O. E.

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p. 856-873

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Rectangular Lattice Designs: Efficiency Factors and Analysis

Bailey, R. A. ; Speed, T. P.

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p. 874-895

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Conservative Confidence Bands in Curvilinear Regression

Naiman, Daniel Q.

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p. 896-906

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Spherical Regression

Chang, Ted

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p. 907-924

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Asymptotic Conditional Inference for the Offspring Mean of a Supercritical Galton-Watson Process

Sweeting, T. J.

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p. 925-933

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Nonparametric Bayesian Regression

Barry, Daniel

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p. 934-953

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Bayes Rules for a Clinical-Trials Model with Dichotomous Responses

Simons, Gordon

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p. 954-970

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An Extreme Value Theory for Sequence Matching

Arratia, Richard ; Gordon, Louis ; Waterman, Michael

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p. 971-993

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Skewness and Asymmetry: Measures and Orderings

MacGillivray, H. L.

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p. 994-1011

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On the Asymptotic Formula for the Probability of a Type I Error of Mixture Type Power One Tests

Pollak, Moshe

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p. 1012-1029

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The Shape of Bayes Tests of Power One

Lerche, Hans Rudolf

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p. 1030-1048

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Very Weak Expansions for Sequential Confidence Levels

Woodroofe, Michael

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p. 1049-1067

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Asymptotic Properties of Neyman-Pearson Tests for Infinite Kullback-Leibler Information

Janssen, Arnold

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p. 1068-1079

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Stochastic Complexity and Modeling

Rissanen, Jorma

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p. 1080-1100

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Asymptotic Optimality of $C_L$ and Generalized Cross-Validation in Ridge Regression with Application to Spline Smoothing

Li, Ker-Chau

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p. 1101-1112

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Asymptotically Minimax Estimators for Distributions with Increasing Failure Rate

Wang, Jane-Ling

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p. 1113-1131

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Estimation of a Unimodal Distribution Function

Lo, Shaw-Hwa

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p. 1132-1138

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On Asymptotically Efficient Estimation in Semiparametric Models

Schick, Anton

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p. 1139-1151

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Asymptotic Behavior of the Empiric Distribution of M-Estimated Residuals from a Regression Model with Many Parameters

Portnoy, Stephen

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p. 1152-1170

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The Use of Subseries Values for Estimating the Variance of a General Statistic from a Stationary Sequence

Carlstein, Edward

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p. 1171-1179

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A Minimum Distance Estimator for First-Order Autoregressive Processes

Wang, Chamont W. H.

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p. 1180-1193

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Minimum Distance Estimation and Goodness-of-Fit Tests in First-Order Autoregression

Koul, Hira L.

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p. 1194-1213

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Second-Order Risk Structure of GLSE and MLE in a Regression with a Linear Process

Toyooka, Yasuyuki

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p. 1214-1225

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Bayesian Statistical Inference for Sampling a Finite Population

Lo, Albert Y.

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p. 1226-1233

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The Total Time on Test Plot and the Cumulative Total Time on Test Statistic for a Counting Process

Gill, Richard D.

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p. 1234-1239

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Local Convergence of Empirical Measures in the Random Censorship Situation with Application to Density and Rate Estimators

Schafer, Helmut

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p. 1240-1245

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Bahadur Representations for Robust Scale Estimators Based on Regression Residuals

Welsh, A. H.

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p. 1246-1251

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On a Converse to Scheffe's Theorem

Sweeting, T. J.

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p. 1252-1256

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The Efficiency of Good's Nonparametric Coverage Estimator

Esty, Warren W.

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p. 1257-1260

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Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis

Wu, C. F. J.

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p. 1261-1295

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Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis

Beran, Rudolf

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p. 1295-1298

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Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis

Carroll, Raymond J. ; Ruppert, David

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p. 1298-1301

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Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis

Efron, B.

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p. 1301-1304

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Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis

Felsenstein, Joseph

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p. 1304-1305

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Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis

Freedman, D. A.

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p. 1305-1308

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Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis

Ghosh, Malay

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p. 1308-1310

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Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis

Hall, Peter

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p. 1311-1312

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Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis

Hinkley, David

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p. 1312-1316

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Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis

Mitchell-Olds, Thomas

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p. 1316-1318

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Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis

Olshen, Richard A.

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p. 1318-1320

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Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis

Rao, J. N. K. ; Prasad, N. G. N.

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p. 1320-1322

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Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis

Shao, Jun

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p. 1322-1326

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Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis

Simonoff, Jeffrey S. ; Tsai, Chih-Ling

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p. 1326-1328

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Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis

Singh, Kesar

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p. 1328-1330

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Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis

Srivastava, M. S.

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p. 1331-1335

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Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis

Tibshirani, Robert

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p. 1335-1339

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Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis

Weber, Neville

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p. 1339-1340

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Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis

Wynn, H. P. ; Ogbonmwan, S. M.

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p. 1340-1343

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Rejoinder: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis

Wu, C. F. J.

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p. 1343-1350

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Nonparametric Estimation of a Bivariate Survival Function in the Presence of Censoring

Tsai, Wei-Yann ; Leurgans, Sue ; Crowley, John

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p. 1351-1365

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Nonparametric Renewal Function Estimation

Frees, Edward W.

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p. 1366-1378

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Optimal Stopping Times for Detecting Changes in Distributions

Moustakides, George V.

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p. 1379-1387

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Testing Exponentiality Versus a Trend Change in Mean Residual Life

Guess, Frank ; Hollander, Myles ; Proschan, Frank

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p. 1388-1398

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Curvatures for Parameter Subsets in Nonlinear Regression

Cook, R. Dennis ; Goldberg, Miriam L.

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p. 1399-1418

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Invariants and Likelihood Ratio Statistics

McCullagh, P. ; Cox, D. R.

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p. 1419-1430

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On the Bootstrap and Confidence Intervals

Hall, Peter

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p. 1431-1452

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On the Number of Bootstrap Simulations Required to Construct a Confidence Interval

Hall, Peter

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p. 1453-1462

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The Edgeworth Expansion for $U$-Statistics of Degree Two

Bickel, P. J. ; Gotze, F. ; van Zwet, W. R.

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p. 1463-1484

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Asymptotically Independent Scale-Free Spacings with Applications to Discordancy Testing

Sweeting, T. J.

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p. 1485-1496

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Asymptotic Distribution of the Shapiro-Wilk $W$ for Testing for Normality

Leslie, J. R. ; Stephens, M. A. ; Fotopoulos, S.

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p. 1497-1506

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Reproducibility and Natural Exponential Families with Power Variance Functions

Bar-Lev, Shaul K. ; Enis, Peter

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p. 1507-1522

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Conditional Association and Unidimensionality in Monotone Latent Variable Models

Holland, Paul W. ; Rosenbaum, Paul R.

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p. 1523-1543

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A Probability Inequality for Elliptically Contoured Densities with Applications in Order Restricted Inference

Mukerjee, Hari ; Robertson, Tim ; Wright, F. T.

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p. 1544-1554

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Magnitudinal Effects in the Normal Multivariate Model

Guttman, Irwin ; Menzefricke, U. ; Tyler, David

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p. 1555-1571

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Asymptotic Normality of the Anova Estimates of Components of Variance in the Nonnormal, Unbalanced Hierarchal Mixed Model

Westfall, Peter H.

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p. 1572-1582

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Asymptotic Inference for a Change-Point Poisson Process

Akman, V. E. ; Raftery, A. E.

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p. 1583-1590

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Consistent Estimators in Nonlinear Regression for a Noncompact Parameter Space

Richardson, G. D. ; Bhattacharyya, B. B.

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p. 1591-1596

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Asymptotic Properties of the Product Limit Estimate Under Random Truncation

Wang, Mei-Cheng ; Jewell, Nicholas P. ; Tsai, Wei-Yann

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p. 1597-1605

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Efficient Sequential Estimation in Exponential-Type Processes

Stefanov, Valeri T.

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p. 1606-1611

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On Improving Density Estimators which are not Bona Fide Functions

Gajek, Leslaw

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p. 1612-1618

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Detection of Multivariate Outliers with Dispersion Slippage in Elliptically Symmetric Distributions

Das, Rita ; Sinha, Bimal K.

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p. 1619-1624

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Minimax Estimators of a Normal Mean Vector for Arbitrary Quadratic Loss and Unknown Covariance Matrix

Gleser, Leon Jay

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p. 1625-1633

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Admissible Estimation of the Binomial Parameter $n$

Sadooghi-Alvandi, S. M.

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p. 1634-1641

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