Sommaire du Fascicule no. 1

Correction: Approximation of Density Functions by Sequences of Exponential Families

Barron, Andrew R. ; Sheu, Chyong-Hwa

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Correction: Second Order Approximation to the Risk of a Sequential Procedure

Martinsek, Adam T.

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Correction: Asymptotic Behavior of $M$ Estimators of $p$ Regression Parameters when $p^2 / n$ is Large: II. Normal Approximation

Portnoy, Stephen

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Correction: On Main Effect plus One Plans for $2^m$ Factorials

Ghosh, Subir

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Correction: Signal Extraction for Nonstationary Time Series

Bell, William

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Multivariate Adaptive Regression Splines

Friedman, Jerome H.

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p. 1-67

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Discussion: Multivariate Adaptive Regression Splines

Barron, Andrew R. ; Xiao, Xiangyu

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p. 67-82

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Discussion: Multivariate Adaptive Regression Splines

Breiman, Leo

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p. 82-91

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Discussion: Multivariate Adaptive Regression Splines

Golubev, George K. ; Hasminskii, Rafael Z.

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p. 91-92

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Discussion: Multivariate Adaptive Regression Splines

Buja, Andreas ; Duffy, Diane ; Hastie, Trevor ; Tibshirani, Robert

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p. 93-99

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Discussion: Multivariate Adaptive Regression Splines

O'Sullivan, Finbarr

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p. 99-102

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Discussion: Multivariate Adaptive Regression Splines

Owen, Art

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p. 102-112

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Discussion: Multivariate Adaptive Regression Splines

Schumaker, Larry L.

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p. 112-113

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Discussion: Multivariate Adaptive Regression Splines

Stone, Charles J.

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p. 113-115

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Discussion: Multivariate Adaptive Regression Splines

Gu, Chong ; Wahba, Grace

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p. 115-123

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Rejoinder: Multivariate Adaptive Regression Splines

Friedman, Jerome H.

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p. 123-141

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Estimation of a Projection-Pursuit Type Regression Model

Chen, Hung

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p. 142-157

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Asymptotic Properties of the LSE in a Regression Model with Long-Memory Stationary Errors

Yajima, Yoshihiro

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p. 158-177

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On Differentiable Functionals

Vaart, Aad Van Der

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p. 178-204

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Minimum Distance Estimation in an Additive Effects Outliers Model

Dhar, Sunil K.

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p. 205-228

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Breakdown Points of Affine Equivariant Estimators of Multivariate Location and Covariance Matrices

Lopuhaa, Hendrik P. ; Rousseeuw, Peter J.

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p. 229-248

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Deconvolution-Based Score Tests in Measurement Error Models

Stefanski, Leonard A. ; Carroll, Raymond J.

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p. 249-259

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On Wielandt's Inequality and Its Application to the Asymptotic Distribution of the Eigenvalues of a Random Symmetric Matrix

Eaton, Morris L. ; Tyler, David E.

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p. 260-271

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The Asymptotic Distribution of a Noniterative Estimator in Exploratory Factor Analysis

Kano, Yutaka

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p. 272-282

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Estimating Covariance Matrices

Loh, Wei-Liem

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p. 283-296

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Estimating the Common Mean of Two Multivariate Normal Distributions

Loh, Wei-Liem

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p. 297-313

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Simultaneous Estimation in Discrete Multivariate Exponential Families

Chou, Jine-Phone

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p. 314-328

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Information Inequality Bounds on the Minimax Risk (with an Application to Nonparametric Regression)

Brown, Lawrence D. ; Low, Mark G.

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p. 329-337

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On the Consistency of Posterior Mixtures and Its Applications

Datta, Somnath

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p. 338-353

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Asymptotic Optimality of Bayes Compound Estimators in Compact Exponential Families

Datta, Somnath

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p. 354-365

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Coherent Statistical Inference and Bayes Theorem

Berti, Patrizia ; Regazzini, Eugenio ; Rigo, Pietro

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p. 366-381

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Chaining Via Annealing

Evans, M.

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p. 382-393

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Sequential Detection of a Change in a Normal Mean when the Initial Value is Unknown

Pollak, Moshe ; Siegmund, D.

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p. 394-416

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Estimating a Distribution Function with Truncated and Censored Data

Lai, Tze Leung ; Ying, Zhiliang

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p. 417-442

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On Negative Mass Assigned by the Bivariate Kaplan-Meier Estimator

Pruitt, Ronald C.

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p. 443-453

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Quantile Estimation with a Complex Survey Design

Francisco, Carol A. ; Fuller, Wayne A.

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p. 454-469

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On the Edgeworth Expansion and the Bootstrap Approximation for a Studentized $U$-Statistic

Helmers, R.

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p. 470-484

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Coverage Probabilities of Bootstrap-Confidence Intervals for Quantiles

Falk, Michael ; Kaufmann, Edgar

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p. 485-495

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Some Asymptotic Results for Jackknifing the Sample Quantile

Shi, Xiquan

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p. 496-503

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Slicing Regression: A Link-Free Regression Method

Duan, Naihua ; Li, Ker-Chau

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p. 505-530

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Rank Regression Methods for Left-Truncated and Right-Censored Data

Lai, Tze Leung ; Ying, Zhiliang

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p. 531-556

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Asymptotics of Maximum Likelihood Estimators for the Curie-Weiss Model

Comets, Francis ; Gidas, Basilis

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p. 557-578

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Minimum Hellinger Distance Estimation of Parameter in the Random Censorship Model

Yang, Song

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p. 579-602

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On Maximum Likelihood Estimation in Infinite Dimensional Parameter Spaces

Wong, Wing Hung ; Severini, Thomas A.

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p. 603-632

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Geometrizing Rates of Convergence, II

Donoho, David L. ; Liu, Richard C.

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p. 633-667

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Geometrizing Rates of Convergence, III

Donoho, David L. ; Liu, Richard C.

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p. 668-701

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Rates of Convergence for the Estimates of the Optimal Transformations of Variables

Burman, Prabir

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p. 702-723

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Estimating a Smooth Monotone Regression Function

Mammen, Enno

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p. 724-740

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Nonparametric Regression Under Qualitative Smoothness Assumptions

Mammen, Enno

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p. 741-759

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Nonparametric Estimates of Regression Quantiles and Their Local Bahadur Representation

Chaudhuri, Probal

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p. 760-777

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Bootstrap Simultaneous Error Bars for Nonparametric Regression

Hardle, W. ; Marron, J. S.

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p. 778-796

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Large Sample Theory of Estimation in Biased Sampling Regression Models. I

Bickel, Peter J. ; Ritov, J.

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p. 797-816

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A Comparison of a Spline Estimate to its Equivalent Kernel Estimate

Messer, K.

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p. 817-829

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Fully Coherent Inference

Brunk, H. D.

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p. 830-849

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Maximum Likelihood Estimation of a Set of Covariance Matrices Under Lowner Order Restrictions with Applications to Balanced Multivariate Variance Components Models

Calvin, James A. ; Dykstra, Richard L.

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p. 850-869

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Statistical Inference for Uniform Stochastic Ordering in Several Populations

Dykstra, Richard ; Kochar, Subhash ; Robertson, Tim

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p. 870-888

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Anomalies of the Likelihood Ratio Test for Testing Restricted Hypotheses

Menendez, J. A. ; Salvador, B.

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p. 889-898

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Testing for Spherical Symmetry of a Multivariate Distribution

Baringhaus, Ludwig

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p. 899-917

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Sensitive and Sturdy $p$-Values

Marden, John I.

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p. 918-934

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Minimaxity of the Empirical Distribution Function in Invariant Estimation

Yu, Qiqing ; Chow, Mo-suk

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p. 935-951

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Shrinkage Domination in a Multivariate Common Mean Problem

George, Edward I.

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p. 952-960

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Asymptotic Theory of Sequential Estimation: Differential Geometrical Approach

Okamoto, Ichi ; Amari, Shun-Ichi ; Takeuchi, Kei

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p. 961-981

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Asymptotically Optimal Hypothesis Testing with Memory Constraints

Bucklew, J. A. ; Ney, P. E.

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p. 982-998

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The Power and Optimal Kernel of the Bickel-Rosenblatt Test for Goodness of Fit

Ghosh, B. K. ; Huang, Wei-Min

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p. 999-1009

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Block Designs and Electrical Networks

Tjur, Tue

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p. 1010-1027

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Some Results on $s^{n-k}$ Fractional Factorial Designs with Minimum Aberration or Optimal Moments

Chen, Jiahua ; Wu, C. F. J.

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p. 1028-1041

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Second Order Analysis of Two-Stage Rank Tests for the One-Sample Problem

Albers, Willem

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p. 1042-1052

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Empirical Likelihood is Bartlett-Correctable

DiCiccio, Thomas ; Hall, Peter ; Romano, Joseph

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p. 1053-1061

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Bahadur Representations for Uniform Resampling and Importance Resampling, with Applications to Asymptotic Relative Efficiency

Hall, Peter

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p. 1062-1072

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The Diffuse Kalman Filter

Jong, Piet De

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p. 1073-1083

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Prediction in the Worst Case

Foster, Dean P.

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p. 1084-1090

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Some Poset Statistics

Rosenbaum, Paul R.

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p. 1091-1097

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Bootstrapping Unstable First-Order Autoregressive Processes

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

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p. 1098-1101

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Note on the Tail Behavior of General Weighted Empirical Processes

van Zuijlen, Martien C. A.

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p. 1102-1105

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A Note on Blackwell and Hodges (1957) and Diaconis and Graham (1981)

Proschan, Michael

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p. 1106-1108

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Maximum Likelihood Type Estimation for Nearly Nonstationary Autoregressive Time Series

Cox, Dennis D. ; Llatas, Isabel

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p. 1109-1128

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Gaussian Likelihood Estimation for Nearly Nonstationary AR(1) Processes

Cox, Dennis D.

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p. 1129-1142

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Estimation of the Parameters of Linear Time Series Models Subject to Nonlinear Restrictions

Nagaraj, Neerchal K. ; Fuller, Wayne A.

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p. 1143-1154

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Convergence of Moments of Least Squares Estimators for the Coefficients of an Autoregressive Process of Unknown Order

Bhansali, R. J. ; Papangelou, F.

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p. 1155-1162

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The Variational Form of Certain Bayes Estimators

Haff, L. R.

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p. 1163-1190

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Bayes Empirical Bayes Estimation for Natural Exponential Families with Quadratic Variance Functions

Walter, G. G. ; Hamedani, G. G.

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p. 1191-1224

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Diameter and Volume Minimizing Confidence Sets in Bayes and Classical Problems

DasGupta, Anirban

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p. 1225-1243

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Robust Bayesian Experimental Designs in Normal Linear Models

DasGupta, A. ; Studden, W. J.

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p. 1244-1256

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On the Optimal Rates of Convergence for Nonparametric Deconvolution Problems

Fan, Jianqing

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p. 1257-1272

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On the Estimation of Quadratic Functionals

Fan, Jianqing

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p. 1273-1294

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Edgeworth Expansion of a Function of Sample Means

Bai, Z. D. ; Rao, C. Radhakrishna

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p. 1295-1315

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Efficient Estimation of Linear Functionals of a Probability Measure $P$ with Known Marginal Distributions

Bickel, Peter J. ; Ritov, Ya'Acov ; Wellner, Jon A.

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p. 1316-1346

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Approximation of Density Functions by Sequences of Exponential Families

Barron, Andrew R. ; Sheu, Chyong-Hwa

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p. 1347-1369

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Large Sample Theory of a Modified Buckley-James Estimator for Regression Analysis with Censored Data

Lai, Tze Leung ; Ying, Zhiliang

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p. 1370-1402

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Weak Convergence of Time-Sequential Censored Rank Statistics with Applications to Sequential Testing in Clinical Trials

Gu, Ming Gao ; Lai, Tze Leung

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p. 1403-1433

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Conditional Rank Tests for Randomly Censored Data

Janssen, Arnold

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p. 1434-1456

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Almost Sure Asymptotic Representation for a Class of Functionals of the Kaplan-Meier Estimator

Gijbels, Irene ; Veraverbeke, Noel

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p. 1457-1470

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The Asymptotic Behavior of Some Nonparametric Change-Point Estimators

Dumbgen, L.

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p. 1471-1495

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Some Bootstrap Tests of Symmetry for Univariate Continuous Distributions

Arcones, Miguel A. ; Gine, Evarist

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p. 1496-1511

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Spline Functions and Stochastic Filtering

Thomas-Agnan, Christine

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p. 1512-1527

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Some Stabilized Bandwidth Selectors for Nonparametric Regression

Chiu, Shean-Tsong

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p. 1528-1546

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On Tail Index Estimation Using Dependent Data

Hsing, Tailen

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p. 1547-1569

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A Geometric Approach to Detecting Influential Cases

Vos, Paul W.

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p. 1570-1581

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Trend-Free Block Designs for Varietal and Factorial Experiments

Lin, Meily ; Dean, A. M.

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p. 1582-1596

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On the Balanced Incomplete Block Design for Rankings

Alvo, M. ; Cabilio, P.

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p. 1597-1613

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Optimal Weights for Experimental Designs on Linearly Independent Support Points

Pukelsheim, Friedrich ; Torsney, Ben

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p. 1614-1625

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Inference for the Crossing Point of Two Continuous CDF's

Hawkins, D. L. ; Kochar, Subhash C.

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p. 1626-1638

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Generalizations of James-Stein Estimators Under Spherical Symmetry

Brandwein, Ann Cohen ; Strawderman, William E.

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p. 1639-1650

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An $E$-Ancillarity Projection Property of Cox's Partial Score Function

Chang, I.-Shou ; Hsiung, Chao A.

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p. 1651-1660

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The Singularities of Fitting Planes to Data

Ellis, Steven P.

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p. 1661-1666

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Optimality of Some Two-Associate-Class Partially Balanced Incomplete-Block Designs

Cheng, C.-S. ; Bailey, R. A.

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p. 1667-1671

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Monotone Gain, First-Order Autocorrelation and Zero-Crossing Rate

Kedem, Benjamin ; Li, Ta-Hsin

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p. 1672-1676

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On the Monotonicity of a Certain Expectation

Khan, Rasul A.

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p. 1677-1680

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Asymptotically Normal Families of Distributions and Efficient Estimation

Ibragimov, I. A. ; Khas'Minskii, R. Z.

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p. 1681-1724

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Empirical Likelihood for Linear Models

Owen, Art

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p. 1725-1747

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Bayesian Prediction in Linear Models: Applications to Small Area Estimation

Datta, Gauri Sankar ; Ghosh, Malay

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p. 1748-1770

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Exact Confidence Sets for Variance Components in Unbalanced Mixed Linear Models

Fenech, Alan P. ; Harville, David A.

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p. 1771-1785

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Large-Sample Properties for a General Estimator of the Treatment Effect in the Two-Sample Problem with Right Censoring

Meng, Xiao-Li ; Bassiakos, Yiannis ; Lo, Shaw-Hwa

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p. 1786-1812

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Central Limit Theorems for $L_p$ Distances of Kernel Estimators of Densities Under Random Censorship

Csorgo, Miklos ; Gombay, Edit ; Horvath, Lajos

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p. 1813-1831

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Asymptotics for Doubly Flexible Logspline Response Models

Stone, Charles J.

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p. 1832-1854

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Interaction Spline Models and Their Convergence Rates

Chen, Zehua

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p. 1855-1868

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Variable Selection in Nonparametric Regression with Continuous Covariates

Zhang, Ping

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p. 1869-1882

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Bandwidth Selection for Kernel Density Estimation

Chiu, Shean-Tsong

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p. 1883-1905

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Comparison of Two Bandwidth Selectors with Dependent Errors

Chu, C.-K. ; Marron, J. S.

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p. 1906-1918

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A Simple Root $n$ Bandwidth Selector

Jones, M. C. ; Marron, J. S. ; Park, B. U.

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p. 1919-1932

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On $L_p$-Norms of Multivariate Density Estimators

Horvath, Lajos

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p. 1933-1949

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Asymptotic Optimality of the Fast Randomized Versions of GCV and $C_L$ in Ridge Regression and Regularization

Girard, Didier A.

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p. 1950-1963

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Estimated Confidence Under the Validity Constraint

Hwang, Jiunn T. ; Brown, Lawrence D.

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p. 1964-1977

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One-Armed Bandit Problems with Covariates

Sarkar, Jyotirmoy

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p. 1978-2002

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Minimax Bayes Estimation in Nonparametric Regression

Heckman, Nancy E. ; Woodroofe, Michael

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p. 2003-2014

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Improved Invariant Confidence Intervals for a Normal Variance

Goutis, Constantinos ; Casella, George

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p. 2015-2031

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Why Least Squares and Maximum Entropy? An Axiomatic Approach to Inference for Linear Inverse Problems

Csiszar, Imre

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p. 2032-2066

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Belief Transforms and the Comparison of Hypotheses

Goldstein, Michael

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p. 2067-2089

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The Order-Restricted RC Model for Ordered Contingency Tables: Estimation and Testing for Fit

Ritov, Ya'acov ; Gilula, Zvi

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p. 2090-2101

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Redescending $M$-Estimates of Multivariate Location and Scatter

Kent, John T. ; Tyler, David E.

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p. 2102-2119

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Mixtures with a Limited Number of Modal Intervals

Kemperman, J. H. B.

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p. 2120-2144

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Asymptotic Suprema of Averaged Random Functions

Zaman, Asad

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p. 2145-2159

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Two-Dimensional Design for Correlated Errors

Morgan, John P. ; Uddin, Nizam

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p. 2160-2182

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Bayesian Optimal Designs for Linear Regression Models

El-Krunz, Sadi M. ; Studden, W. J.

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p. 2183-2208

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Normalizing Transformatins and Bootstrap Confidence Intervals

Konishi, Sadanori

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p. 2209-2225

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Rate of Convergence for the Wild Bootstrap in Nonparametric Regression

Cao-Abad, R.

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p. 2226-2231

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Sequential Estimatin for Branching Processes with Immigration

Sriram, T. N. ; Basawa, I. V. ; Huggins, R. M.

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p. 2232-2243

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Ignorability and Coarse Data

Heitjan, Daniel F. ; Rubin, Donald B.

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p. 2244-2253

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Overweight Tails are Inefficient

Lockhart, R. A.

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p. 2254-2258

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Constrained Minimax Estimation of the Mean of the Normal Distribution with Known Variance

Feldman, Israel

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p. 2259-2265

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Some Properties of the Kaplan-Meier Estimator for Independent Nonidentically Distributed Random Variables

Zhou, Mai

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p. 2266-2274

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A Note on the Large Sample Properties of Linearization, Jackknife and Balanced Repeated Replication Methods for Stratified Samples

Korn, Edward L. ; Graubard, Barry I.

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Project Euclid