Sommaire du Fascicule no. 1

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

Dykstra, Richard L. ; Robertson, Tim

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Correction: Skewness and Asymmetry: Measures and Orderings

MacGillivray, H. L.

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Correction: Estimating a Distribution Function with Truncated Data

Woodroofe, M.

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Prediction and Design

Ylvisaker, Donald

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p. 1-19

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The Trimmed Mean in the Linear Model

Welsh, A. H.

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p. 20-36

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Discussion: The Trimmed Mean in the Linear Model

Jongh, P. J. De ; Wet, T. De

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p. 36-39

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Discussion: The Trimmed Mean in the Linear Model

Koenker, Roger

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p. 39-44

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Rejoinder: The Trimmed Mean in the Linear Model

Welsh, A. H.

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p. 44-45

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Asymptotic Distributions of Prediction Errors and Related Tests of Fit for Nonstationary Processes

Basawa, I. V.

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p. 46-58

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A Sieve Estimator for the Mean of a Gaussian Process

Beder, Jay H.

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p. 59-78

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Regression Models for Nonstationary Categorical Time Series: Asymptotic Estimation Theory

Kaufmann, Heinz

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p. 79-98

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Robust Spectral Regression

Samarov, Alexander M.

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p. 99-111

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On Adaptive Estimation in Stationary ARMA Processes

Kreiss, Jens-Peter

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p. 112-133

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Limiting Behavior of Functionals of Higher-Order Sample Cumulant Spectra

Keenan, Daniel MacRae

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p. 134-151

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A Comparison of Cross-Validation Techniques in Density Estimation

Marron, J. S.

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p. 152-162

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On the Amount of Noise Inherent in Bandwidth Selection for a Kernel Density Estimator

Hall, Peter ; Marron, J. S.

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p. 163-181

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Variable Bandwidth Kernel Estimators of Regression Curves

Muller, Hans-Georg ; Stadtmuller, Ulrich

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p. 182-201

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$k$-Statistics and Dispersion Effects in Regression

McCullagh, Peter ; Pregibon, Daryl

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p. 202-219

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The Limiting Distribution of Least Squares in an Errors-in-Variables Regression Model

Gleser, Leon Jay ; Carroll, Raymond J. ; Gallo, Paul P.

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p. 220-233

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A Distribution-Free $M$-Estimator of Multivariate Scatter

Tyler, David E.

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p. 234-251

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Admissibility as a Touchstone

Mandelbaum, Avi ; Shepp, L. A.

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p. 252-268

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Using the Stepwise Bayes Technique to Choose Between Experiments

Mazloum, Reda ; Meeden, Glen

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p. 269-277

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Asymptotic Expansions in Anscombe's Theorem for Repeated Significance Tests and Estimation after Sequential Testing

Takahashi, Hajime

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p. 278-295

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Sample Size Savings for Curtailed One-Sample Nonparametric Tests for Location Shift

Herrmann, Nira ; Szatrowski, Ted H.

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p. 296-313

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Standardized Log-Likelihood Ratio Statistics for Mixtures of Discrete and Continuous Observations

Jensen, J. L.

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p. 314-324

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An Extension of Partial Likelihood Methods for Proportional Hazard Models to General Transformation Models

Doksum, Kjell A.

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p. 325-345

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Confidence Regions in Curved Exponential Families: Application to Matched Case-Control and Survival Studies with General Relative Risk Function

Moolgavkar, Suresh H. ; Venzon, David J.

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p. 346-359

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A Large Sample Study of the Bayesian Bootstrap

Lo, Albert Y.

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p. 360-375

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A Comparison of Classes of Single Replicate Factorial Designs

Voss, D. T. ; Dean, A. M.

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p. 376-384

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On Simple Adjustments to Chi-Square Tests with Sample Survey Data

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

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p. 385-397

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On the Effect of Substituting Parameter Estimators in Limiting $\chi^2 U$ and $V$ Statistics

de Wet, Tertius ; Randles, Ronald H.

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p. 398-412

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The Asymptotic Equivalence of Some Modified Shapiro-Wilk Statistics-- Complete and Censored Sample Cases

Verrill, Steve ; Johnson, Richard A.

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p. 413-419

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On Testing Whether New is Better Than Used Using Randomly Censored Data

Kumazawa, Yoshiki

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p. 420-426

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An Alternative Regularity Condition for Hajek's Representation Theorem

Tierney, Luke

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p. 427-431

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Minimax Estimation of the Mean of a General Distribution when the Parameter Space is Restricted

Melkman, Avraham A. ; Ritov, Ya'acov

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p. 432-442

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The Penalty for Assuming that a Monotone Regression is Linear

Fairley, David ; Pearl, Dennis K. ; Verducci, Joseph S.

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p. 443-448

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Extended-Paulson Sequential Selection

Edwards, Don

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p. 449-455

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Is the Selected Population the Best?

Gutmann, Sam ; Maymin, Zakhar

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p. 456-461

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A Characterization of the Fieller Solution

Koschat, Martin A.

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p. 462-468

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Correction: Bootstrap Tests and Confidence Regions for Functions of a Covariance Matrix

Beran, Rudolf ; Srivastava, Muni S.

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p. 470-471

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Maximum Likelihood Estimation in the Multiplicative Intensity Model via Sieves

Karr, Alan F.

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p. 473-490

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Local Asymptotics for Linear Rank Statistics with Estimated Score Functions

Neuhaus, Georg

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p. 491-512

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Efficient Estimation in the Errors in Variables Model

Bickel, P. J. ; Ritov, Y.

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p. 513-540

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Monte Carlo Evidence on Adaptive Maximum Likelihood Estimation of a Regression

Hsieh, David A. ; Manski, Charles F.

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p. 541-551

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Estimating Trajectories

Chow, Yunshyong

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p. 552-567

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Strong Consistency of Least-Squares Estimators in the Monotone Regression Model with Stochastic Regressors

Christopeit, N. ; Tosstorff, G.

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p. 568-586

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A New Approach to Least-Squares Estimation, with Applications

Geer, Sara Van De

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p. 587-602

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A Class of Linear Regression Parameter Estimators Constructed by Nonparametric Estimation

Cristobal, J. A. Cristobal ; Roca, P. Faraldo ; Manteiga, W. Gonzalez

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p. 603-609

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Estimation of Heteroscedasticity in Regression Analysis

Muller, Hans-Georg ; Stadtmuller, Ulrich

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p. 610-625

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One-Step $L$-Estimators for the Linear Model

Welsh, A. H.

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p. 626-641

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High Breakdown-Point and High Efficiency Robust Estimates for Regression

Yohai, Victor J.

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p. 642-656

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$M$-Estimation for Discrete Data: Asymptotic Distribution Theory and Implications

Simpson, Douglas G. ; Carroll, Raymond J. ; Ruppert, David

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p. 657-669

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The Robustness and Sensitivity of the Mixed-Dirichlet Bayesian Test for "Independence" in Contingency Tables

Good, I. J. ; Crook, J. F.

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p. 670-693

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The Amalgamation and Geometry of Two-by-Two Contingency Tables

Good, I. J. ; Mittal, Y.

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p. 694-711

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An Optimization Problem with Applications to Optimal Design Theory

Cheng, Ching-Shui

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p. 712-723

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Bootstrap of the Mean in the Infinite Variance Case

Athreya, K. B.

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p. 724-731

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Proportionality of Covariance Matrices

Eriksen, P. Svante

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p. 732-748

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Average Run Lengths of an Optimal Method of Detecting a Change in Distribution

Pollak, Moshe

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p. 749-779

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$U$-Processes: Rates of Convergence

Nolan, Deborah ; Pollard, David

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p. 780-799

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A Complete Class Theorem for Estimating a Noncentrality Parameter

Chow, Mo Suk

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p. 800-804

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Unbiasedness of Tests for Homogeneity

Cohen, Arthur ; Sackrowitz, Harold B.

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p. 805-816

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Sequential Shrinkage Estimation

Ghosh, Malay ; Nickerson, David M. ; Sen, Pranab K.

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p. 817-829

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A Nonlinear, Nontransitive and Additive-Probability Model for Decisions Under Uncertainty

Fishburn, Peter C. ; LaValle, Irving H.

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p. 830-844

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De Finetti's Coherence and Statistical Inference

Regazzini, Eugenio

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p. 845-864

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Identifying the Closest Symmetric Distribution or Density Function

Schuster, Eugene F.

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p. 865-874

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Monotone Empirical Bayes Test for Uniform Distributions Using the Maximum Likelihood Estimator of a Decreasing Density

van Houwelingen, J. C.

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p. 875-879

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On a Conjecture of Huber Concerning the Convergence of Projection Pursuit Regression

Jones, Lee K.

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p. 880-882

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What is an Analysis of Variance?

Speed, T. P.

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p. 885-910

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Discussion: What is an Analysis of Variance?

Anderson, T. W.

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p. 911-913

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Discussion: What is an Analysis of Variance?

Bailey, R. A.

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p. 913-916

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Discussion: What is an Analysis of Variance?

Brillinger, David R.

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p. 916-917

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Discussion: What is an Analysis of Variance?

Diaconis, Persi

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p. 917-921

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Discussion: What is an Analysis of Variance?

Graybill, Franklin A.

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p. 921-923

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Discussion: What is an Analysis of Variance?

Hannan, E. J. ; Hesse, C. H.

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p. 923-924

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Discussion: What is an Analysis of Variance?

Kempthorne, Oscar

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p. 925-929

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Discussion: What is an Analysis of Variance?

Nelder, J. A.

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p. 930-931

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Discussion: What is an Analysis of Variance?

Tjur, Tue

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p. 931-932

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Discussion: What is an Analysis of Variance?

Tobias, Randall D.

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p. 932-936

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Discussion: What is an Analysis of Variance?

Tukey, John W.

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p. 936-937

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Rejoinder: What is an Analysis of Variance?

Speed, T. P.

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p. 937-941

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Further Characterizations of Design Optimality and Admissibility for Partial Parameter Estimation in Linear Regression

Gaffke, Norbert

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p. 942-957

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Asymptotic Optimality for $C_p, C_L$, Cross-Validation and Generalized Cross-Validation: Discrete Index Set

Li, Ker-Chau

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p. 958-975

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Weak Convergence of $k$-NN Density and Regression Estimators with Varying $k$ and Applications

Bhattacharya, P. K. ; Mack, Y. P.

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p. 976-994

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Estimating a Density under Order Restrictions: Nonasymptotic Minimax Risk

Birge, Lucien

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p. 995-1012

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On the Risk of Histograms for Estimating Decreasing Densities

Birge, Lucien

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p. 1013-1022

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Asymptotically Optimal Cells for a Historgram

Kogure, Atsuyuki

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p. 1023-1030

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A Large Deviation Result for Parameter Estimators and its Application to Nonlinear Regression Analysis

Sieders, Arthur ; Dzhaparidze, Kacha

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p. 1031-1049

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Asymptotic Inference for Nearly Nonstationary AR(1) Processes

Chan, N. H. ; Wei, C. Z.

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p. 1050-1063

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Model-Free One-Step-Ahead Prediction Intervals: Asymptotic Theory and Small Sample Simulations

Cho, Sinsup ; Miller, Robert B.

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p. 1064-1078

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Sequential Estimation of the Mean of a First-Order Stationary Autoregressive Process

Sriram, T. N.

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p. 1079-1090

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Adaptive Treatment Allocation and the Multi-Armed Bandit Problem

Lai, Tze Leung

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p. 1091-1114

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Multivariate Adaptive Stochastic Approximation

Wei, C. Z.

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p. 1115-1130

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Stochastic Estimation and Testing

Beran, R. ; Millar, P. W.

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p. 1131-1154

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Convergence Rates for the Bootstrapped Product-Limit Process

Horvath, Lajos ; Yandell, Brian S.

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p. 1155-1173

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Estimating Tails of Probability Distributions

Smith, Richard L.

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p. 1174-1207

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An Ordering for Positive Dependence

Schriever, B. F.

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p. 1208-1214

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On Measuring Internal Dependence in a Set of Random Variables

Koyak, Robert A.

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p. 1215-1228

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Complete and Symmetrically Complete Families of Distributions

Mandelbaum, Avi ; Ruschendorf, Ludger

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p. 1229-1244

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Admissible Minimax Estimation of a Common Mean of Two Normal Populations

Kubokawa, Tatsuya

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p. 1245-1256

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Bayes Procedures for Rotationally Symmetric Models on the Sphere

Lo, Albert Y. ; Cabrera, Javier

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p. 1257-1268

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Asymptotic Behaviour of $S$-Estimates of Multivariate Location Parameters and Dispersion Matrices

Davies, P. L.

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p. 1269-1292

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Qualitative Robustness for Stochastic Processes

Boente, Graciela ; Fraiman, Ricardo ; Yohai, Victor J.

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p. 1293-1312

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A Note on the Uniform Consistency of the Kaplan-Meier Estimator

Wang, Jia-Gang

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p. 1313-1316

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An Application of the Efron-Stein Inequality in Density Estimation

Devroye, Luc

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p. 1317-1320

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Approximating the Distribution of the Maximum Likelihood Estimate of the Change-Point in a Sequence of Independent Random Variables

Yao, Yi-Ching

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p. 1321-1328

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A Note on the Buyer's Problem

Mallik, Ashim K.

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p. 1329-1331

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Uniqueness of the Spatial Median

Milasevic, P. ; Ducharme, G. R.

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p. 1332-1333

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Harald Cramer 1893-1985

Blom, Gunnar

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p. 1335-1350

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The Nonexistence of 100$(1 - \alpha)$% Confidence Sets of Finite Expected Diameter in Errors-in-Variables and Related Models

Gleser, Leon Jay ; Hwang, Jiunn T.

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p. 1351-1362

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Conditionally Acceptable Recentered Set Estimators

Casella, George

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p. 1363-1371

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Conditional Properties of Interval Estimators of the Normal Variance

Maatta, Jon M. ; Casella, George

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p. 1372-1388

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Estimating the Mean of a Normal Distribution with Loss Equal to Squared Error Plus Complexity Cost

Kempthorne, Peter J.

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p. 1389-1400

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On Local and Nonlocal Measures of Efficiency

Kallenberg, Wilbert C. M. ; Ledwina, Teresa

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p. 1401-1420

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Some Classes of Global Cramer-Rao Bounds

Bobrovsky, B. Z. ; Mayer-Wolf, E. ; Zakai, M.

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p. 1421-1438

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Belief Function Representations of Statistical Evidence

Walley, Peter

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p. 1439-1465

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Distributions on Partitions

Keener, Robert ; Rothman, Edward ; Starr, Norman

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p. 1466-1481

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Comparisons of Optimal Stopping Values and Prophet Inequalities for Negatively Dependent Random Variables

Rinott, Yosef ; Samuel-Cahn, Ester

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p. 1482-1490

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On Kullback-Leibler Loss and Density Estimation

Hall, Peter

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p. 1491-1519

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Asymptotically Optimal Bandwidth Selection for Kernel Density Estimators from Randomly Right-Censored Samples

Marron, J. S. ; Padgett, W. J.

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p. 1520-1535

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Strong Consistency of a Nonparametric Estimator of the Survival Function with Doubly Censored Data

Chang, Myron N. ; Yang, Grace L.

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p. 1536-1547

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Consistent Estimation of the Influence Function of Locally Asymptotically Linear Estimators

Klaassen, Chris A. J.

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p. 1548-1562

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Heteroscedasticity-Robustness of Jackknife Variance Estimators in Linear Models

Shao, Jun ; Wu, C. F. J.

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p. 1563-1579

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On Preliminary Test and Shrinkage $M$-Estimation in Linear Models

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

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p. 1580-1592

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An Application of the Kiefer-Wolfowitz Equivalence Theorem to a Problem in Hadamard Transform Optics

Cheng, Ching-Shui

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p. 1593-1603

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On the Optimality of Finite Williams II(a) Designs

Kunert, J. ; Martin, R. J.

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p. 1604-1628

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

Stufken, John

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p. 1629-1638

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Best Equivariant Estimators of a Cholesky Decomposition

Eaton, Morris L. ; Olkin, Ingram

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p. 1639-1650

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Estimation of Parameter Matrices and Eigenvalues in MANOVA and Canonical Correlation Analysis

Leung, Pui Lam ; Muirhead, Robb J.

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p. 1651-1666

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Adaptive Prediction by Least Squares Predictors in Stochastic Regression Models with Applications to Time Series

Wei, C. Z.

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p. 1667-1682

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Testing That a Stationary Time Series is Gaussian

Epps, T. W.

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p. 1683-1698

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Strong Convergence of Distributions of Estimators

Jeganathan, P.

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p. 1699-1708

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A Note on the Variance of a Stopping Time

Keener, Robert

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p. 1709-1712

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On a Partial Correction by the Bootstrap

Liu, Regina Y. ; Singh, Kesar

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p. 1713-1718

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