Sommaire du Fascicule no. 1

Correction: Empirical Processes Associated with $V$-Statistics and A Class of Estimators Under Random Censoring

Akritas, Michael G.

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Correction: Graphical Models for Associations Between Variables, Some of which are Qualitative and Some Quantitative

Lauritzen, S. L. ; Wermuth, N.

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Acknowledgment of Priority: A Counterexample to a Correlation Inequality in Finite Sampling

Alexander, Kenneth S.

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Correction: Asymptotic Local Minimaxity in Sequential Point Estimation

Woodroofe, Michael

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

Good, I. J. ; Mittal, Y.

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Correction: Robustness of Multivariate Tests

Kariya, Takeaki

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Advances in Pattern Theory

Grenander, Ulf

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p. 1-30

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Graphical Models for Associations between Variables, some of which are Qualitative and some Quantitative

Lauritzen, S. L. ; Wermuth, N.

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p. 31-57

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Projection-Based Approximation and a Duality with Kernel Methods

Donoho, David L. ; Johnstone, Iain M.

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p. 58-106

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Uniformly Powerful Goodness of Fit Tests

Barron, Andrew R.

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p. 107-124

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A Stochastic Minimum Distance Test for Multivariate Parametric Models

Beran, R. ; Millar, P. W.

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p. 125-140

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Bootstrap and Randomization Tests of some Nonparametric Hypotheses

Romano, Joseph P.

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p. 141-159

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Second Order and $L^p$-Comparisons between the Bootstrap and Empirical Edgeworth Expansion Methodologies

Bhattacharya, Rabi ; Qumsiyeh, Maher

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p. 160-169

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A Berry-Esseen Bound for Functions of Independent Random Variables

Friedrich, Karl O.

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p. 170-183

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On Hotelling's Formula for the Volume of Tubes and Naiman's Inequality

Johnstone, Iain ; Siegmund, David

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p. 184-194

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On the Structure of Transformation Models

Christian, Niels ; Jespersen, Bang

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p. 195-208

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Complete Class Results for Hypothesis Testing Problems with Simple Null Hypotheses

Brown, Lawrence D. ; Marden, John I.

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p. 209-235

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On the Admissibility and Consistency of Tests for Homogeneity of Variances

Cohen, Arthur ; Marden, John I.

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p. 236-251

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Universal Domination and Stochastic Domination: $U$-Admissibility and $U$- Inadmissibility of the Least Squares Estimator

Brown, Lawrence D. ; Hwang, Jiunn T.

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p. 252-267

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All Admissible Linear Estimators of the Vector of Gamma Scale Parameters with Application to Random Effects Models

Farrell, Roger H. ; Klonecki, Witold ; Zontek, Stefan

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p. 268-281

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Empirical Processes Based upon Residuals from Errors-in-Variables Regressions

Miller, Stephen M.

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p. 282-292

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Spherical Regression with Errors in Variables

Chang, Ted

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p. 293-306

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Spherical Regression for Concentrated Fisher-Von Mises Distributions

Rivest, Louis-Paul

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p. 307-317

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Power Comparisons for Invariant Variance Ratio Tests in Mixed Anova Models

Westfall, Peter H.

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p. 318-326

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Minimax Properties of $M-, R-$ and $L$-Estimators of Location in Levy Neighbourhoods

Collins, John ; Wiens, Douglas

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p. 327-336

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On $M$-Processes and $M$-Estimation

Welsh, A. H.

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p. 337-361

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Adaptive $L$-Estimation for Linear Models

Portnoy, Stephen ; Koenker, Roger

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p. 362-381

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Asymptotics with Increasing Dimension for Robust Regression with Applications to the Bootstrap

Mammen, Enno

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p. 382-400

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The Bracketing Condition for Limit Theorems on Stationary Linear Processes

Hosoya, Yuzo

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p. 401-418

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Testing for a Unit Root Nonstationarity in Multivariate Autoregressive Time Series

Fountis, Nicolaos G. ; Dickey, David A.

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p. 419-428

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Inequalities for a Class of Positively Dependent Random Variables with a Common Marginal

Tong, Y. L.

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p. 429-435

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A Counterexample to a Correlation Inequality in Finite Sampling

Alexander, Kenneth S.

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p. 436-439

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The Price of Bias Reduction when there is no Unbiased Estimate

Doss, Hani ; Sethuraman, Jayaram

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p. 440-442

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On Edgeworth Expansions in the Mixture Cases

Babu, G. J. ; Singh, K.

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p. 443-447

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On the Maximum Number of Constraints in Orthogonal Arrays

Hedayat, A. ; Stufken, J.

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p. 448-451

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Linear Smoothers and Additive Models

Buja, Andreas ; Hastie, Trevor ; Tibshirani, Robert

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p. 453-510

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Discussion: Linear Smoothers and Additive Models

Breiman, Leo

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p. 510-515

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Discussion: Linear Smoothers and Additive Models

Chen, Zehua ; Gu, Chong ; Wahba, Grace

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p. 515-522

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Discussion: Linear Smoothers and Additive Models

Cox, Dennis D.

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p. 522-525

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Discussion: Linear Smoothers and Additive Models

Eubank, R. L. ; Speckman, P.

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p. 525-529

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Discussion: Linear Smoothers and Additive Models

Gander, Walter ; Golub, Gene H.

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p. 529-532

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Discussion: Linear Smoothers and Additive Models

Gasser, Theo ; Kneip, Alois

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p. 532-535

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Discussion: Linear Smoothers and Additive Models

Kohn, Robert ; Ansley, Craig F.

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p. 535-540

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Discussion: Linear Smoothers and Additive Models

Titterington, D. M.

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p. 540-543

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Rejoinder: Linear Smoothers and Additive Models

Buja, Andreas ; Hastie, Trevor ; Tibshirani, Robert

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p. 543-555

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Convergence Rates for Regularized Solutions of Integral Equations from Discrete Noisy Data

Nychka, Douglas W. ; Cox, Dennis D.

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p. 556-572

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On Projection Pursuit Regression

Hall, Peter

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p. 573-588

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On Polynomial-Based Projection Indices for Exploratory Projection Pursuit

Hall, Peter

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p. 589-605

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Asymptotic Properties of Kernel Estimators Based on Local Medians

Truong, Young K.

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p. 606-617

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Note on some $\phi_p$-Optimal Designs for Polynomial Regression

Studden, W. J.

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p. 618-623

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Assessing Normality in Random Effects Models

Lange, Nicholas ; Ryan, Louise

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p. 624-642

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On Permutation Tests for Hidden Biases in Observational Studies: An Application of Holley's Inequality to the Savage Lattice

Rosenbaum, Paul R.

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p. 643-653

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Influence Diagrams for Statistical Modelling

Smith, J. Q.

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p. 654-672

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Lack-of-Fit Tests Based on Near or Exact Replicates

Christensen, Ronald

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p. 673-683

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Necessary Conditions for the Bootstrap of the Mean

Gine, Evarist ; Zinn, Joel

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p. 684-691

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On Smoothing and the Bootstrap

Hall, Peter ; DiCiccio, Thomas J. ; Romano, Joseph P.

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p. 692-704

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On a Second-Order Asymptotic Property of the Bayesian Bootstrap Mean

Weng, Chung-Sing

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p. 705-710

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On the Determinants of Moment Matrices

Lindsay, Bruce G.

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p. 711-721

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Moment Matrices: Applications in Mixtures

Lindsay, Bruce G.

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p. 722-740

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Rational Variance Functions

Bar-Lev, Shaul K. ; Bshouty, Daoud

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p. 741-748

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On Estimating the Dependence Between Two Point Processes

Doss, Hani

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p. 749-763

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Estimating Jointly System and Component Reliabilities Using a Mutual Censorship Approach

Doss, Hani ; Freitag, Steven ; Proschan, Frank

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p. 764-782

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Sequential Tests for the Drift of a Wiener Process with a Smooth Prior, and the Heat Equation

Simons, Gordon ; Yao, Yi-Ching ; Wu, Xizhi

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p. 783-792

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Dynamic Sampling Procedures for Detecting a Change in the Drift of Brownian Motion: A Non-Bayesian Model

Assaf, David ; Ritov, Ya'acov

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p. 793-800

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Irreversible Adaptive Allocation Rules

Hu, Inchi ; Wei, C. Z.

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p. 801-823

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Consistency of Akaike's Information Criterion for Infinite Variance Autoregressive Processes

Knight, Keith

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p. 824-840

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Asymptotic Properties of Statistical Estimators in Stochastic Programming

Shapiro, Alexander

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p. 841-858

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Estimators and Spread

Klaassen, Chris A. J.

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p. 859-867

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Ranges of Posterior Measures for Priors with Unimodal Contaminations

Sivaganesan, S. ; Berger, James O.

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p. 868-889

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Estimation of Normal Means: Frequentist Estimation of Loss

Lu, K. L. ; Berger, James O.

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p. 890-906

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Coherent Inference from Improper Priors and from Finitely Additive Priors

Heath, David ; Sudderth, William

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p. 907-919

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Equivariant Estimation in a Model with an Ancillary Statistic

Kariya, Takeaki

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p. 920-928

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On Non-Null Distributions Connected with Testing Reality of a Complex Normal Distribution

Bertelsen, Aksel

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p. 929-936

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Stochastic Reduction of Loss in Estimating Normal Means by Isotonic Regression

Kelly, Robert E.

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p. 937-940

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Strong Consistency of the PLS Criterion for Order Determination of Autoregressive Processes

Hemerly, E. M. ; Davis, M. H. A.

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p. 941-946

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A Generalization of Spectral Analysis with Application to Ranked Data

Diaconis, Persi

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p. 949-979

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Asymptotic Distributions of Minimum Norm Quadratic Estimators of the Covariance Function of a Gaussian Random Field

Stein, Michael

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p. 980-1000

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Honest Confidence Regions for Nonparametric Regression

Li, Ker-Chau

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p. 1001-1008

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Regression Analysis Under Link Violation

Li, Ker-Chau ; Duan, Naihua

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p. 1009-1052

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Adaptive Nonparametric Peak Estimation

Muller, Hans-Georg

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p. 1053-1069

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On the Relationship Between Stability of Extreme Order Statistics and Convergence of the Maximum Likelihood Kernel Density Estimate

Broniatowski, Michel ; Deheuvels, Paul ; Devroye, Luc

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p. 1070-1086

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Very Weak Expansions for Sequentially Designed Experiments: Linear Models

Woodroofe, Michael

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p. 1087-1102

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Edgeworth Expansions for Linear Rank Statistics

Schneller, Walter

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p. 1103-1123

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Asymptotic Expansions of Some Mixtures of the Multivariate Normal Distribution and Their Error Bounds

Fujikoshi, Yasunori ; Shimizu, Ryoichi

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p. 1124-1132

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Right Censoring and Martingale Methods for Failure Time Data

Jacobsen, Martin

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p. 1133-1156

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Uniform Consistency of the Kernel Conditional Kaplan-Meier Estimate

Dabrowska, Dorota M.

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p. 1157-1167

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On the Bootstrap of the Sample Mean in the Infinite Variance Case

Knight, Keith

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p. 1168-1175

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A General Theory for Jackknife Variance Estimation

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

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p. 1176-1197

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Bootstrapping the Maximum Likelihood Estimator in High-Dimensional Log-Linear Models

Sauermann, Wilhelm

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p. 1198-1216

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The Jackknife and the Bootstrap for General Stationary Observations

Kunsch, Hans R.

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p. 1217-1241

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Robust Nonparametric Regression Estimation for Dependent Observations

Boente, Graciela ; Fraiman, Ricardo

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p. 1242-1256

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Model Selection Under Nonstationarity: Autoregressive Models and Stochastic Linear Regression Models

Potscher, B. M.

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p. 1257-1274

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A Fixed Point Characterization for Bias of Autoregressive Estimators

Stine, Robert A. ; Shaman, Paul

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p. 1275-1284

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Generalized Chi-Square Goodness-of-Fit Tests for Location-Scale Models when the Number of Classes Tends to Infinity

Drost, F. C.

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p. 1285-1300

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Asymptotic Analysis of Minimax Strategies in Survey Sampling

Stenger, Horst

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p. 1301-1314

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Minimaxity of Randomized Optimal Designs

Hooper, Peter M.

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p. 1315-1324

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Optimal-Partitioning Inequalities in Classification and Multi-Hypotheses Testing

Hill, Theodore P. ; Tong, Y. L.

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p. 1325-1334

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An Asymptotic Lower Bound for the Local Minimax Regret in Sequential Point Estimation

Tahir, Mohamed

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p. 1335-1346

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Inadmissibility of the Empirical Distribution Function in Continuous Invariant Problems

Yu, Qiqing

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p. 1347-1359

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A General Theorem on Decision Theory for Nonnegative Functionals: with Applications

DasGupta, Anirban

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p. 1360-1374

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The Stein Paradox in the Sense of the Pitman Measure of Closeness

Sen, Pranab Kumar ; Kubokawa, Tatsuya ; Saleh, A. K. Md. Ehsanes

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p. 1375-1386

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A Robust Bayesian Interpretation of Likelihood Regions

Wasserman, Larry Alan

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p. 1387-1393

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Locally Coherent Rates of Exchange

Armstrong, Thomas E. ; Sudderth, William D.

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p. 1394-1408

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A Geometric Interpretation of Darroch and Ratcliff's Generalized Iterative Scaling

Csiszar, Imre

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p. 1409-1413

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Correction: Complete Classes for Sequential Tests of Hypotheses

Brown, L. D. ; Cohen, Arthur ; Strawderman, W. E.

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p. 1414-1416

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Gait Analysis and the Bootstrap

Olshen, Richard A. ; Biden, Edmund N. ; Wyatt, Marilynn P. ; Sutherland, David H.

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p. 1419-1440

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Some New Vapnik-Chervonenkis Classes

Stengle, G. ; Yukich, J. E.

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p. 1441-1446

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Bootstrapping Empirical Functions

Csorgo, Sandor ; Mason, David M.

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p. 1447-1471

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Edgeworth Expansions for Bootstrapping Regression Models

Navidi, William

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p. 1472-1478

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Bootstrapping Explosive Autoregressive Processes

Basawa, I. V. ; Mallik, A. K. ; McCormick, W. P. ; Taylor, R. L.

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p. 1479-1486

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On the Asymptotic Information Bound

van der Vaart, Aad

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p. 1487-1500

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Estimation in some Counting Process Models with Multiplicative Structure

Svensson, Ake

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p. 1501-1508

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The Admissibility of the Kaplan-Meier and other Maximum Likelihood Estimators in the Presence of Censoring

Meeden, G. ; Ghosh, M. ; Srinivasan, C. ; Vardeman, S.

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p. 1509-1531

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The Grenader Estimator: A Nonasymptotic Approach

Birge, Lucien

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p. 1532-1549

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Bayes Methods for a Symmetric Unimodal Density and its Mode

Brunner, Lawrence J. ; Lo, Albert Y.

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p. 1550-1566

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Nonparametric Estimation of a Regression Function

Burman, Prabir ; Chen, Keh-Wei

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p. 1567-1596

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A Regression Type Problem

Yatracos, Yannis G.

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p. 1597-1607

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Min-Max Bias Robust Regression

Martin, R. D. ; Yohai, V. J. ; Zamar, R. H.

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p. 1608-1630

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Concavity and Estimation

Haberman, Shelby J.

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p. 1631-1661

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On the Relation between $S$-Estimators and $M$-Estimators of Multivariate Location and Covariance

Lopuhaa, Hendrik P.

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p. 1662-1683

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Bounds for the Distribution of the Generalized Variance

Gordon, Louis

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p. 1684-1692

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Intersection Union Tests for Strict Collapsibility in Three-Dimensional Contingency Tables

Davis, Linda June

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p. 1693-1708

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Bounds on the Size of the $\chi^2$-Test of Independence in a Contingency Table

Loh, Wei-Yin

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p. 1709-1722

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Stochastic Inequalities Relating a Class of Log-Likelihood Ratio Statistics to their Asymptotic $\chi^2$ Distribution

Porteous, B. T.

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p. 1723-1734

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The Expectation of $X^1$ as a Function of $\mathbb{E}(X)$ for an Exponential Family on the Positive Line

Letac, Gerard ; Seshadri, Vanamamalai

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p. 1735-1741

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On the Attainment of the Cramer-Rao Bound in $\mathbb{L}_r$-Differentiable Families of Distributions

Muller-Funk, Ulrich ; Pukelsheim, Friedrich ; Witting, Hermann

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p. 1742-1748

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Efficient Parameter Estimation for Self-Similar Processes

Dahlhaus, Rainer

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p. 1749-1766

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The Empirical Process of some Long-Range Dependent Sequences with an Application to $U$-Statistics

Dehling, Herold ; Taqqu, Murad S.

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p. 1767-1783

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Weak Convergence of the Residual Empirical Process in Explosive Autoregression

Koul, Hira L. ; Levental, Shlomo

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p. 1784-1794

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On the Estimation of the Extreme-Value Index and Large Quantile Estimation

Dekkers, Arnold L. M. ; Haan, Laurens De

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p. 1795-1832

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A Moment Estimator for the Index of an Extreme-Value Distribution

Dekkers, A. L. M. ; Einmahl, J. H. J. ; Haan, L. De

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p. 1833-1855

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A General Method for Comparing Probability Assessors

Schervish, Mark J.

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p. 1856-1879

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Construction of $2^m4^n$ Designs via a Grouping Scheme

Wu, C. F. J.

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p. 1880-1885

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The Construction of $\Pi PS$ Sampling Designs Through a Method of Emptying Boxes

Hedayat, A. ; Lin, Bing-Ying ; Stufken, J.

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p. 1886-1905

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$A$-Optimal Weighing Designs when $N \equiv 3 (\operatorname{mod} 4)$

Sathe, Y. S. ; Shenoy, R. G.

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p. 1906-1915

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