Sommaire du Fascicule no. 1

Correction: On $M$-Processes and $M$-Estimation

Welsh, A. H.

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Correction: Adaptive $L$-Estimation for Linear Models

Portnoy, Stephen ; Koenker, Roger

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Correction: A Large Sample Study of Generalized Maximum Likelihood Estimators from Incomplete Data via Self-Consistency

Tsai, Wei-Yann ; Crowley, John

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Correction: Rank Regression

Cuzick, Jack

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Natural Real Exponential Families with Cubic Variance Functions

Letac, Gerard ; Mora, Marianne

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p. 1-37

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Fisher's Information in Terms of the Hazard Rate

Efron, Bradley ; Johnstone, Iain M.

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p. 38-62

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Semiparametric Comparison of Regression Curves

Hardle, W. ; Marron, J. S.

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p. 63-89

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Empirical Likelihood Ratio Confidence Regions

Owen, Art

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p. 90-120

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Pseudo-Likelihood Theory for Empirical Likelihood

Hall, Peter

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p. 121-140

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On Minimax Estimation in the Presence of Side Information About Remote Data

Ahlswede, R. ; Burnashev, M. V.

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p. 141-171

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On the Inadmissibility of Step-Down Procedures for the Hotelling $T^2$ Problem

Marden, John I. ; Perlman, Michael D.

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p. 172-190

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Cube Root Asymptotics

Kim, Jeankyung ; Pollard, David

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p. 191-219

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Asymptotic Properties of Multivariate Nonstationary Processes with Applications to Autoregressions

Tsay, Ruey S. ; Tiao, George C.

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p. 220-250

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Speed of Estimation in Positron Emission Tomography and Related Inverse Problems

Johnstone, Iain M. ; Silverman, Bernard W.

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p. 251-280

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Nonparametric Estimation of Optimal Performance Criteria in Quality Engineering

Carroll, R. J. ; Hall, Peter

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p. 281-302

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Estimation in a Linear Regression Model with Censored Data

Ritov, Y.

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p. 303-328

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Nonparametric Survival Analysis with Time-Dependent Covariate Effects: A Penalized Partial Likelihood Approach

Zucker, David M. ; Karr, Alan F.

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p. 329-353

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Estimating Regression Parameters Using Linear Rank Tests for Censored Data

Tsiatis, Anastasios A.

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p. 354-372

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Nonparametric Testing for Dose-Response Curves Subject to Downturns: Asymptotic Power Considerations

Simpson, Douglas G. ; Margolin, Barry H.

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p. 373-390

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Weak Convergence of a Self-Consistent Estimator of the Survival Function with Doubly Censored Data

Chang, Myron N.

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p. 391-404

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On a Notion of Data Depth Based on Random Simplices

Liu, Regina Y.

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p. 405-414

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The Average Posterior Variance of a Smoothing Spline and a Consistent Estimate of the Average Squared Error

Nychka, Douglas

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p. 415-428

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Distribution Functions of Means of a Dirichlet Process

Cifarelli, Donato Michele ; Regazzini, Eugenio

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p. 429-442

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Consistent and Robust Bayes Procedures for Location Based on Partial Information

Doksum, Kjell A. ; Lo, Albert Y.

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p. 443-453

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Prior Envelopes Based on Belief Functions

Wasserman, Larry Alan

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p. 454-464

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The Power Function of the Studentised Range Test

Hayter, A. J. ; Liu, W.

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p. 465-468

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An Ancillarity Paradox Which Appears in Multiple Linear Regression

Brown, Lawrence D.

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p. 471-493

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Discussion: An Ancillarity Paradox which Appears in Multiple Linear Regression

Berger, James

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p. 493-496

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Discussion: An Ancillarity Paradox which Appears in Multiple Linear Regression

Casella, George

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p. 497-500

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Discussion: An Ancillarity Paradox which Appears in Multiple Linear Regression

Copas, J. B.

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p. 500-502

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Discussion: An Ancillarity Paradox which Appears in Multiple Linear Regression

Efron, B.

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p. 502-503

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Discussion: An Ancillarity Paradox which Appears in Multiple Linear Regression

Fraser, D. A. S. ; Reid, N.

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p. 503-507

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Discussion: An Ancillarity Paradox which Appears in Multiple Linear Regression

Gleser, Leon Jay

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p. 507-513

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Discussion: An Ancillarity Paradox which Appears in Multiple Linear Regression

Hill, B. M.

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p. 513-523

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Discussion: An Ancillarity Paradox which Appears in Multiple Linear Regression

Johnstone, Iain M.

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p. 523-525

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Discussion: An Ancillarity Paradox which Appears in Multiple Linear Regression

Lu, Kun-Liang

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p. 525-528

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Discussion: An Ancillarity Paradox which Appears in Multiple Linear Regression

Morris, C. N.

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p. 528-530

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Discussion: An Ancillarity Paradox which Appears in Multiple Linear Regression

Stein, Charles

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p. 530-533

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Rejoinder: An Ancillarity Paradox which Appears in Multiple Linear Regression

Brown, Lawrence D.

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p. 533-538

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The Erdos-Renyi Law in Distribution, for Coin Tossing and Sequence Matching

Arratia, R. ; Gordon, L. ; Waterman, M. S.

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p. 539-570

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Statistical Composition of High-Scoring Segments from Molecular Sequences

Karlin, Samuel ; Dembo, Amir ; Kawabata, Tsutomu

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p. 571-581

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Random Truncation Models and Markov Processes

Keiding, Niels ; Gill, Richard D.

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p. 582-602

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Bayes Estimation from a Markov Renewal Process

Phelan, Michael J.

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p. 603-616

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Subjective Hierarchical Bayes Estimation of a Multivariate Normal Mean: On the Frequentist Interface

Berger, James O. ; Robert, Christian

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p. 617-651

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Hotelling's Theorem on the Volume of Tubes: Some Illustrations in Simultaneous Inference and Data Analysis

Johansen, Soren ; Johnstone, Iain M.

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p. 652-684

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Volumes of Tubular Neighborhoods of Spherical Polyhedra and Statistical Inference

Naiman, Daniel Q.

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p. 685-716

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Large-Sample Inference for Log-Spline Models

Stone, Charles J.

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p. 717-741

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Consistency for ACE-Type Methods

Koyak, Robert

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p. 742-757

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A Risk Bound in Sobolev Class Regression

Golubev, Grigori K. ; Nussbaum, Michael

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p. 758-778

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On the Density of Minimum Contrast Estimators

Skovgaard, Ib M.

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p. 779-789

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Marginalization and Collapsibility in Graphical Interaction Models

Frydenberg, Morten

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p. 790-805

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Fourier Methods for Estimating Mixing Densities and Distributions

Zhang, Cun-Hui

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p. 806-831

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Nonparametric Estimation of a Probability Density on a Riemannian Manifold Using Fourier Expansions

Hendriks, Harrie

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p. 832-849

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Uniform Asymptotic Optimality of Linear Predictions of a Random Field Using an Incorrect Second-Order Structure

Stein, Michael

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p. 850-872

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Data-Driven Bandwidth Choice for Density Estimation Based on Dependent Data

Hart, Jeffrey D. ; Vieu, Philippe

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p. 873-890

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Asymptotic Distribution of Robust Estimators for Nonparametric Models from Mixing Processes

Boente, Graciela ; Fraiman, Ricardo

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p. 891-906

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Estimating a Regression Function

van de Geer, Sara

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p. 907-924

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Achieving Information Bounds in Non and Semiparametric Models

Ritov, Y. ; Bickel, P. J.

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p. 925-938

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Weakly Adaptive Estimators in Explosive Autoregression

Koul, Hira L. ; Pflug, Georg Ch.

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p. 939-960

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Canonical Partial Autocorrelation Function of a Multivariate Time Series

Degerine, Serge

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p. 961-971

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Improved Confidence Intervals for a Normal Variance

Shorrock, Glenn

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p. 972-980

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Edgeworth Series for Lattice Distributions

Kolassa, John E. ; McCullagh, Peter

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p. 981-985

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The Unfathomable Influence of Kolmogorov

Chentsov, Nikolai N.

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p. 987-998

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On Density Estimation in the View of Kolmogorov's Ideas in Approximation Theory

Hasminskii, Rafael ; Ibragimov, Ildar

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p. 999-1010

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Kolmogorov's Contributions to Mathematical Statistics

Rukhin, Andrew L.

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p. 1011-1016

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A. N. Kolmogorov and Statistics: A Citation Bibliography

Dudley, R. M. ; Cook, Stephanie L. ; Llopis, Jimena ; Peng, N. P.

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p. 1017-1031

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Remarks on Functional Canonical Variates, Alternating Least Squares Methods and Ace

Buja, Andreas

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p. 1032-1069

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A Decomposition for the Likelihood Ratio Statistic and the Bartlett Correction--A Bayesian Argument

Bickel, Peter J. ; Ghosh, J. K.

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p. 1070-1090

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Renewal Theory Properties of Ion Channels

Dabrowski, Andre Robert ; McDonald, David ; Rosler, Uwe

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p. 1091-1115

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Bounds on the Efficiency of Linear Predictions Using an Incorrect Covariance Function

Stein, Michael L.

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p. 1116-1138

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A Comparison of Generalized Cross Validation and Modified Maximum Likelihood for Estimating the Parameters of a Stochastic Process

Stein, Michael L.

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p. 1139-1157

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A Sufficient Condition for Asymptotic Sufficiency of Incomplete Observations of a Diffusion Process

Laredo, Catherine F.

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p. 1158-1171

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Inference for a Nonlinear Counting Process Regression Model

McKeague, Ian W. ; Utikal, Klaus J.

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p. 1172-1187

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A Bahadur-Type Representation for Empirical Quantiles of a Large Class of Stationary, Possibly Infinite-Variance, Linear Processes

Hesse, C. H.

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p. 1188-1202

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Asymptotic Properties of a General Class of Nonparametric Tests for Survival Analysis

Jones, Michael P. ; Crowley, John

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p. 1203-1220

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Goodness of Fit Tests in Models for Life History Data Based on Cumulative Hazard Rates

Hjort, Nils Lid

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p. 1221-1258

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Nonparametric Bayes Estimators Based on Beta Processes in Models for Life History Data

Hjort, Nils Lid

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p. 1259-1294

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Lower Bounds on Bayes Factors for Multinomial Distributions, with Application to Chi-Squared Tests of Fit

Delampady, Mohan ; Berger, James O.

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p. 1295-1316

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On the Uniform Consistency of Bayes Estimates for Multinomial Probabilities

Diaconis, P. ; Freedman, D.

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p. 1317-1327

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Bayes' Theorem for Choquet Capacities

Wasserman, Larry A. ; Kadane, Joseph B.

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p. 1328-1339

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An Omnibus Test for Departures from Constant Mean

Barry, Daniel ; Hartigan, J. A.

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p. 1340-1357

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Sequential Allocation for an Estimation Problem with Ethical Costs

Woodroofe, Michael ; Hardwick, Janis

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p. 1358-1377

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Time-Sequential Point Estimation Through Estimating Equations

Chang, I-Shou ; Hsiung, Chao A.

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p. 1378-1388

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Sequential Confidence Regions in Inverse Regression Problems

Hwang, Jiunn T. ; Liu, Hung-Kung

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p. 1389-1399

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Kernel and Nearest-Neighbor Estimation of a Conditional Quantile

Bhattacharya, P. K. ; Gangopadhyay, Ashis K.

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p. 1400-1415

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Minimax Risk Over Hyperrectangles, and Implications

Donoho, David L. ; Liu, Richard C. ; MacGibbon, Brenda

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p. 1416-1437

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On the Asymptotic Properties of the Jackknife Histogram

Wu, C. F. J.

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p. 1438-1452

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Asymptotic Chi-Square Tests for a Large Class of Factor Analysis Models

Amemiya, Yasuo ; Anderson, T. W.

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p. 1453-1463

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Decision Theoretic Optimality of the Cusum Procedure

Ritov, Y.

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p. 1464-1469

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Testing Linear Hypotheses in Autoregressions

Kreiss, Jens-Peter

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p. 1470-1482

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Berry-Esseen-Type Bounds for Signed Linear Rank Statistics with a Broad Range of Scores

Seoh, Munsup

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p. 1483-1490

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On Probabilities of Excessive Deviations for Kolmogorov-Smirnov, Cramer-von Mises and Chi-Square Statistics

Inglot, Tadeusz ; Ledwina, Teresa

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p. 1491-1495

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No Empirical Probability Measure can Converge in the Total Variation Sense for all Distributions

Devroye, Luc ; Gyorfi, Laszlo

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p. 1496-1499

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A Survey of Product-Integration with a View Toward Application in Survival Analysis

Gill, Richard D. ; Johansen, Soren

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p. 1501-1555

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A Weibull Model for Dependent Censoring

Emoto, Sherrie E. ; Matthews, Peter C.

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p. 1556-1577

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Information Inequalities for the Bayes Risk

Brown, Lawrence D. ; Gajek, Leslaw

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p. 1578-1594

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Reference Priors for the Orbit in a Group Model

Chang, Ted ; Eaves, David

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p. 1595-1614

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Accurate Multivariate Estimation Using Triple Sampling

Lohr, Sharon L.

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p. 1615-1633

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Large Sample Properties of Two Tests for Independent Joint Action of Two Drugs

Hoffman, Wherly P. ; Leurgans, Sue E.

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p. 1634-1650

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The Asymptotics of $S$-Estimators in the Linear Regression Model

Davies, Laurie

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p. 1651-1675

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Asymptotic Analysis of Penalized Likelihood and Related Estimators

Cox, Dennis D. ; O'Sullivan, Finbarr

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p. 1676-1695

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On the Asymptotic Distributions of Bandwidth Estimates

Chiu, Shean-Tsong

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p. 1696-1711

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Adaptive $M$-Estimation in Nonparametric Regression

Hall, Peter ; Jones, M. C.

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p. 1712-1728

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Estimation of Nonstationary Armax Models Based on the Hannan-Rissanen Method

Huang, Dawei ; Guo, Lei

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p. 1729-1756

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Estimation of the Means in the Branching Process with Immigration

Wei, C. Z. ; Winnicki, J.

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p. 1757-1773

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Maximum Standardized Cumulant Deconvolution of Non-Gaussian Linear Processes

Cheng, Qiansheng

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p. 1774-1783

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A Generalization of $D$- and $D_1$-Optimal Designs in Polynomial Regression

Dette, H.

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p. 1784-1804

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Optimal Two-Period Repeated Measurements Designs

Hedayat, A. ; Zhao, W.

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p. 1805-1816

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Nonlinear Stochastic Approximation Procedures for $L_p$ Loss Functions

Ying, Zhiliang

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p. 1817-1828

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Asymptotic Efficient Estimation of the Change Point with Unknown Distributions

Ritov, Y.

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p. 1829-1839

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Partial Orders on Permutations and Dependence Orderings on Bivariate Empirical Distributions

Block, H. W. ; Chhetry, D. ; Fang, Z. ; Sampson, A. R.

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p. 1840-1850

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Exponential Families and Regression in the Monte Carlo Study of Queues and Random Walks

Asmussen, Soren

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p. 1851-1867

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Large Deviation Probabilities for Certain Nonparametric Maximum Likelihood Estimators

Pfanzagl, J.

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p. 1868-1877

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Lancaster Interactions Revisited

Streitberg, Bernd

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p. 1878-1885

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Testing for Threshold Autoregression

Chan, K. S.

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p. 1886-1894

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Improved Bounds for the Average Run Length of Control Charts Based on Finite Weighted Sums

Bohm, Walter ; Hackl, Peter

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p. 1895-1899

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