Sommaire du Fascicule no. 1

Correction: Discussion of "Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis" by C. F. J. Wu

Tibshirani, Robert

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Acknowledgement of Priority: An Alternative Regularity Condition for Hajek's Representation Theorem

Tierney, Luke

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Correction: Nonparametric Renewal Function Estimation

Frees, Edward W.

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

Welsh, A. H.

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Correction: The Trimmed Mean in the Linear Model

Welsh, A. H.

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Some Statistical Methods for Random Process Data from Seismology and Neurophysiology

Brillinger, David R.

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p. 1-54

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Asymptotically Efficient Prediction of a Random Field with a Misspecified Covariance Function

Stein, Michael L.

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p. 55-63

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Asymptotic Distribution Theory and Efficiency Results for Case-Cohort Studies

Self, Steven G. ; Prentice, Ross L.

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p. 64-81

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Convergence and Consistency Results for Self-Modeling Nonlinear Regression

Kneip, Alois ; Gasser, Theo

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p. 82-112

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Testing the (Parametric) Null Model Hypothesis in (Semiparametric) Partial and Generalized Spline Models

Cox, Dennis ; Koh, Eunmee ; Wahba, Grace ; Yandell, Brian S.

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p. 113-119

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Robust Nonparametric Regression with Simultaneous Scale Curve Estimation

Hardle, W. ; Tsybakov, A. B.

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p. 120-135

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Convergence Rates for Parametric Components in a Partly Linear Model

Chen, Hung

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p. 136-146

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Estimation for the Nonlinear Functional Relationship

Amemiya, Yasuo ; Fuller, Wayne A.

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p. 147-160

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Choice of Kernel Order in Density Estimation

Hall, Peter ; Marron, J. S.

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p. 161-173

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Confidence Regions in Multivariate Calibration

Oman, Samuel D.

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p. 174-187

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Nonparametric Change-Point Estimation

Carlstein, E.

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p. 188-197

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Bahadur Efficiency of Rank Tests for the Change-Point Problem

Praagman, Jaap

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p. 198-217

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Asymptotic Theory of a Test for the Constancy of Regression Coefficients Against the Random Walk Alternative

Nabeya, Seiji ; Tanaka, Katsuto

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p. 218-235

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A Dynamic Sampling Approach for Detecting a Change in Distribution

Assaf, David

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p. 236-253

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The Two-Armed Bandit with Delayed Responses

Eick, Stephen G.

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p. 254-264

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Simultaneous Estimation and Prediction Using the Expected Coverage Measure Criterion

Hooper, Peter M.

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p. 265-277

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Simultaneous Estimation of Poisson Means Under Entropy Loss

Ghosh, Malay ; Yang, Ming-Chung

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p. 278-291

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Most Powerful Invariant Tests for Binormality

Szkutnik, Zbigniew

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p. 292-301

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Covariance Hypotheses Which are Linear in Both the Covariance and the Inverse Covariance

Jensen, Soren Tolver

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p. 302-322

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Combination of Reproductive Models

Barndorff-Nielsen, O. E. ; Blaesild, P.

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p. 323-341

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On the Choice of a Model to Fit Data from an Exponential Family

Haughton, Dominique M. A.

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p. 342-355

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Asymptotic Behavior of Likelihood Methods for Exponential Families when the Number of Parameters Tends to Infinity

Portnoy, Stephen

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p. 356-366

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Limiting Distributions of Least Squares Estimates of Unstable Autoregressive Processes

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

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p. 367-401

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Optimal Rank-Based Procedures for Time Series Analysis: Testing an ARMA Model Against Other ARMA Models

Hallin, Marc ; Puri, Madan L.

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p. 402-432

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On the Asymptotic Distribution of Quadratic Forms in Uniform Order Statistics

Guttorp, Peter ; Lockhart, Richard A.

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p. 433-449

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Functional Jackknifing: Rationality and General Asymptotics

Sen, Pranab Kumar

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p. 450-469

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Tail Ordering and Asymptotic Efficiency of Rank Tests

Caperaa, Philippe

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p. 470-478

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On the Preservation of Local Asymptotic Normality under Information Loss

Cam, Lucien Le ; Yang, Grace L.

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p. 483-520

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Comparing Location Experiments

Lehmann, E. L.

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p. 521-533

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Generalizations of Ancillarity, Completeness and Sufficiency in an Inference Function Space

Small, Christopher G. ; McLeish, D. L.

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p. 534-551

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The "Automatic" Robustness of Minimum Distance Functionals

Donoho, David L. ; Liu, Richard C.

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p. 552-586

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Pathologies of some Minimum Distance Estimators

Donoho, David L. ; Liu, Richard C.

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p. 587-608

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Robustness of Estimators for Directional Data

Ko, Daijin ; Guttorp, Peter

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p. 609-618

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The Length of the Shorth

Grubel, R.

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p. 619-628

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On Weak Convergence and Optimality of Kernel Density Estimates of the Mode

Romano, Joseph P.

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p. 629-647

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A Sieve Estimator for the Covariance of a Gaussian Process

Beder, Jay H.

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p. 648-660

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Some Representations of the Nonparametric Maximum Likelihood Estimators with Truncated Data

Chao, Min-Te ; Lo, Shaw-Hwa

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p. 661-668

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On the Minimax Value in the Scale Model with Truncated Data

Gajek, Leslaw

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p. 669-677

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Cox's Periodic Regression Model

Pons, O. ; de Turckheim, E.

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p. 678-693

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Approximation of Method of Regularization Estimators

Cox, Dennis D.

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p. 694-712

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Approximation of Least Squares Regression on Nested Subspaces

Cox, Dennis D.

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p. 713-732

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Testing for Lack of Fit in Nonlinear Regression

Neill, James W.

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p. 733-740

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Monotone Nonparametric Regression

Mukerjee, Hari

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p. 741-750

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Quadratic Loss of Order Restricted Estimators for Treatment Means with a Control

Lee, Chu-In Charles

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p. 751-758

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The Asymptotic Normal Distribution of Estimators in Factor Analysis under General Conditions

Anderson, T. W. ; Amemiya, Yasuo

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p. 759-771

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A Multivariate Two-Sample Test Based on the Number of Nearest Neighbor Type Coincidences

Henze, Norbert

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p. 772-783

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Unit Canonical Correlations between Future and Past

Hannan, E. J. ; Poskitt, D. S.

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p. 784-790

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On Estimation of a Regression Model with Long-Memory Stationary Errors

Yajima, Yoshihiro

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p. 791-807

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Small Sample Effects in Time Series Analysis: A New Asymptotic Theory and a New Estimate

Dahlhaus, Rainer

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p. 808-841

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An ARMA Type Probability Density Estimator

Hart, Jeffrey D.

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p. 842-855

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Nearly Optimal Sequential Tests of Composite Hypotheses

Lai, Tze Leung

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p. 856-886

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Two-Stage Bandits

Clayton, Murray K. ; Witmer, Jeffrey A.

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p. 887-894

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A Quasirandom Approach to Integration in Bayesian Statistics

Shaw, J. E. H.

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p. 895-914

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Majorization, Entropy and Paired Comparisons

Joe, Harry

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p. 915-925

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Theoretical Comparison of Bootstrap Confidence Intervals

Hall, Peter

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p. 927-953

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Discussion: Theoretical Comparison of Bootstrap Confidence Intervals

Bai, Chongen ; Olshen, Richard A.

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p. 953-956

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Discussion: Theoretical Comparison of Bootstrap Confidence Intervals

Beran, Rudolf

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p. 956-959

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Discussion: Theoretical Comparison of Bootstrap Confidence Intervals

Bickel, Peter J.

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p. 959-961

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Discussion: Theoretical Comparison of Bootstrap Confidence Intervals

Buckland, Stephen T. ; Garthwaite, Paul H. ; Lovell, Howard G.

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p. 962-965

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Discussion: Theoretical Comparison of Bootstrap Confidence Intervals

DiCiccio, Thomas J. ; Romano, Joseph P.

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p. 965-969

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Discussion: Theoretical Comparison of Bootstrap Confidence Intervals

Efron, B.

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p. 969-972

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Discussion: Theoretical Comparison of Bootstrap Confidence Intervals

Loh, Wei-Yin

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p. 972-976

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Discussion: Theoretical Comparison of Bootstrap Confidence Intervals

Robinson, J.

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p. 976-977

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Discussion: Theoretical Comparison of Bootstrap Confidence Intervals

Liu, Regina Y. ; Singh, Kesar

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p. 978-979

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Discussion: Theoretical Comparison of Bootstrap Confidence Intervals

Veall, Michael R.

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p. 979-981

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Rejoinder: Theoretical Comparison of Bootstrap Confidence Intervals

Hall, Peter

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p. 981-985

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On Resampling Methods for Variance and Bias Estimation in Linear Models

Shao, Jun

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p. 986-1008

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Differential Geometry, Profile Likelihood, $L$-Sufficiency and Composite Transformation Models

Barndorff-Nielsen, O. E. ; Jupp, P. E.

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p. 1009-1043

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Estimation in the Presence of Infinitely many Nuisance Parameters--Geometry of Estimating Functions

Amari, Shun-Ichi ; Kumon, Masayuki

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p. 1044-1068

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Large Sample Theory of Empirical Distributions in Biased Sampling Models

Gill, Richard D. ; Vardi, Yehuda ; Wellner, Jon A.

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p. 1069-1112

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Strong Embedding of the Estimator of the Distribution Function under Random Censorship

Major, P. ; Rejto, L.

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p. 1113-1132

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A Note on the Asymptotic Normality in the Cox Regression Model

Arjas, E. ; Haara, P.

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p. 1133-1140

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A Class of $K$-Sample Tests for Comparing the Cumulative Incidence of a Competing Risk

Gray, Robert J.

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p. 1141-1154

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Conditional Inference for Restricted Randomization Designs

Smythe, R. T.

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p. 1155-1161

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Asymptotic Performance Bounds for the Kernel Estimate

Devroye, Luc

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p. 1162-1179

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A Lower Bound on the Error in Nonparametric Regression Type Problems

Yatracos, Yannis G.

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p. 1180-1187

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Minimum Cost Trend-Free Run Orders of Fractional Factorial Designs

Coster, Daniel C. ; Cheng, Ching-Shui

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p. 1188-1205

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Block Designs for First and Second Order Neighbor Correlations

Morgan, John P. ; Chakravarti, I. M.

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p. 1206-1224

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Efficient $D_s$-Optimal Designs for Multivariate Polynomial Regression on the $q$-Cube

Lim, Yong B. ; Studden, W. J.

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p. 1225-1240

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Robust Fixed Size Confidence Procedures for a Restricted Parameter Space

Zeytinoglu, Mehmet ; Mintz, Max

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p. 1241-1253

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Best Invariant Estimation of a Distribution Function under the Kolmogorov-Smirnov Loss Function

Friedman, Yaakov ; Gelman, Alexander ; Phadia, Eswar

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p. 1254-1261

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Loss Functions for Loss Estimation

Rukhin, Andrew L.

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p. 1262-1269

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On Empirical Bayes Testing with Sequential Components

Karunamuni, Rohana J.

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p. 1270-1282

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On the Strong Approximation of the Distributions of Estimators in Linear Stochastic Models, I and II: Stationary and Explosive AR Models

Jeganathan, P.

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p. 1283-1314

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Weighted Least Squares Estimators on the Frequency Domain for the Parameters of a Time Series

Chiu, Shean-Tsong

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p. 1315-1326

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On the Stochastic Ordering of Absolute Univariate Gaussian Random Variables

Horn, Paul S.

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p. 1327-1329

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Lower Rate of Convergence for Locating a Maximum of a Function

Chen, Hung

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p. 1330-1334

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Convergence Rates for Empirical Bayes Estimation in the Uniform $U(0, \theta)$ Distribution

Nogami, Yoshiko

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p. 1335-1341

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Addendum to: "Local Asymptotics for Linear Rank Statistics with Estimated Score Functions"

Neuhaus, Georg

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p. 1342-1343

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Polynomial Estimation of Regression Functions with the Supremum Norm Error

Fabian, Vaclav

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p. 1345-1368

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Rank Regression

Cuzick, Jack

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p. 1369-1389

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One-Sided Inference about Functionals of a Density

Donoho, David L.

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p. 1390-1420

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Admissibile Kernel Estimators of a Multivariate Density

Cline, Daren B. H.

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p. 1421-1427

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Strong Uniform Consistency Rates for Estimators of Conditional Functionals

Hardle, W. ; Janssen, P. ; Serfling, R.

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p. 1428-1449

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Estimating a Real Parameter in a Class of Semiparametric Models

van der Vaart, A. W.

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p. 1450-1474

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Kaplan-Meier Estimate on the Plane

Dabrowska, Dorota M.

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p. 1475-1489

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Rank Tests with Interval-Censored Data

Akritas, Michael G.

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p. 1490-1502

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An Innovation Approach to Goodness-of-Fit Tests in $R^m$

Khmaladze, E. V.

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p. 1503-1516

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Asymptotic Behavior of Statistical Estimators and of Optimal Solutions of Stochastic Optimization Problems

Dupacova, Jitka ; Wets, Roger

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p. 1517-1549

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Asymptotic Results for Multiple Imputation

Schenker, Nathaniel ; Welsh, A. H.

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p. 1550-1566

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Admissibility in Discrete and Continuous Invariant Nonparametric Estimation Problems and in their Multinomial Analogs

Brown, Lawrence D.

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p. 1567-1593

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Controlling Risks under Different Loss Functions: The Compromise Decision Problem

Kempthorne, Peter J.

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p. 1594-1608

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Estimation of the Mixing Distribution for a Normal Mean with Applications to the Compound Decision Problem

Edelman, David

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p. 1609-1622

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Mixtures of Distributions: A Topological Approach

Li, L. A. ; Sedransk, N.

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p. 1623-1634

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On the Convergence Rates of Empirical Bayes Rules for Two-Action Problems: Discrete Case

Liang, TaChen

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p. 1635-1642

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Repeated Significance Tests for Exponential Families

Hu, Inchi

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p. 1643-1666

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Testing that a Gaussian Process is Stationary

Epps, T. W.

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p. 1667-1683

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A Bayesian Bootstrap for a Finite Population

Lo, Albert Y.

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p. 1684-1695

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Bootstrap Procedures under some Non-I.I.D. Models

Liu, Regina Y.

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p. 1696-1708

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Edgeworth Correction by Bootstrap in Autoregressions

Bose, Arup

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p. 1709-1722

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Single-Generator Generalized Cyclic Factorial Designs as Pseudofactor Designs

Voss, D. T.

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p. 1723-1726

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Optimum Tests in Unbalanced Two-Way Models without Interaction

Mathew, Thomas ; Sinha, Bimal Kumar

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p. 1727-1740

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