Sommaire du Fascicule no. 1

Correction: Optimal Two-Period Repeated Measurements Designs

Hedayat, A. ; Zhao, W.

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On Predictive Least Squares Principles

Wei, C. Z.

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p. 1-42

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Inclusion-Exclusion-Bonferroni Identities and Inequalities for Discrete Tube-Like Problems via Euler Characteristics

Naiman, Daniel Q. ; Wynn, Henry P.

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p. 43-76

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Nonparametric Function Estimation Involving Time Series

Truong, Young K. ; Stone, Charles J.

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p. 77-97

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Asymptotic Normality of the Recursive Kernel Regression Estimate Under Dependence Conditions

Roussas, George G. ; Tran, Lanh T.

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p. 98-120

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On Bootstrapping Kernel Spectral Estimates

Franke, J. ; Hardle, W.

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p. 121-145

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Relaxed Boundary Smoothing Splines

Oehlert, Gary W.

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p. 146-160

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Sampling Designs for Estimating Integrals of Stochastic Processes

Benhenni, Karim ; Cambanis, Stamatis

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p. 161-194

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Identification of Echelon Canonical Forms for Vector Linear Processes Using Least Squares

Poskitt, D. S.

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p. 195-215

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Optimal Designs for Comparing Test Treatments with a Control Utilizing Prior Information

Majumdar, Dibyen

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p. 216-237

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Optimal Designs for a Class of Polynomials of Odd or Even Degree

Dette, H.

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p. 238-259

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Product Partition Models for Change Point Problems

Barry, Daniel ; Hartigan, J. A.

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p. 260-279

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Testing Exponentiality Against IDMRL Distributions with Unknown Change Point

Hawkins, D. L. ; Kochar, Subhash ; Loader, Clive

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p. 280-290

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An Optimal Variable Cell Histogram Based on the Sample Spacings

Kanazawa, Yuichiro

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p. 291-304

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Regression Rank Scores and Regression Quantiles

Gutenbrunner, C. ; Jureckova, J.

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p. 305-330

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Optimum Robust Estimation of Linear Aspects in Conditionally Contaminated Linear Models

Kurotschka, Viktor ; Muller, Christine

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p. 331-350

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Robust Direction Estimation

He, Xuming ; Simpson, Douglas G.

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p. 351-369

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Efficiency and Robustness in Resampling

Liu, Regina Y. ; Singh, Kesar

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p. 370-384

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Generalized $M$-Estimators for Errors-in-Variables Regression

Cheng, Chi-Lun ; Ness, John W. Van

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p. 385-397

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Highly Efficient Estimators of Multivariate Location with High Breakdown Point

Lopuhaa, Hendrik P.

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p. 398-413

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Smoothing in Adaptive Estimation

Faraway, Julian J.

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p. 414-427

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Approximation of Stochastic Integrals with Applications to Goodness-of-Fit Tests

Koning, Alex J.

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p. 428-454

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On Consistency of a Class of Estimators for Exponential Families of Markov Random Fields on the Lattice

Comets, Francis

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p. 455-468

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On the Last Time and the Number of Times an Estimator is More than $\varepsilon$ From its Target Value

Hjort, Nils Lid ; Fenstad, Grete

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p. 469-489

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Estimation of Accuracy in Testing

Hwang, Jiunn Tzon ; Casella, George ; Robert, Christian ; Wells, Martin T. ; Farrell, Roger H.

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p. 490-509

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The Admissibility of the Linear Interpolation Estimator of the Population Total

Meeden, Glen

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p. 510-522

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Permutational Extreme Values of Autocorrelation Coefficients and a Pitman Test Against Serial Dependence

Hallin, Marc ; Melard, Guy ; Milhaud, Xavier

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p. 523-534

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Some Inequalities About the Kaplan-Meier Estimator

Yang, Song

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p. 535-544

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Renormalization and White Noise Approximation for Nonparametric Functional Estimation Problems

Low, Mark G.

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p. 545-554

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Two-Sided Sequential Tests

Brown, Lawrence D. ; Greenshtein, Eitan

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p. 555-561

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A Sequential Procedure with Asymptotically Negative Regret for Estimating a Normal Mean

Takada, Yoshikazu

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p. 562-569

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A Pure-Tail Ordering Based on the Ratio of the Quantile Functions

Rojo, Javier

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p. 570-579

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Asymptotic Ancillarity and Conditional Inference for Stochastic Processes

Sweeting, Trevor J.

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p. 580-589

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Iterating Von Neumann's Procedure for Extracting Random Bits

Peres, Yuval

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p. 590-597

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Non-Existence of an Adaptive Estimator for the Value of an Unknown Probability Density

Low, Mark G.

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p. 598-602

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On Best Asymptotic Confidence Intervals for Parameters of Stochastic Processes

Heyde, C. C.

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p. 603-607

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A Simple Lemma on Greedy Approximation in Hilbert Space and Convergence Rates for Projection Pursuit Regression and Neural Network Training

Jones, Lee K.

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p. 608-613

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Comparison of Experiments via Dependence of Normal Variables with a Common Marginal Distribution

Shaked, Moshe ; Tong, Y. L.

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p. 614-618

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Correction: A Modified Kolmogorov-Smirnov Test Sensitive to Tail Alternatives

Mason, David M. ; Schuenemeyer, John H.

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p. 620-621

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Asymptotic Expansions and Bootstrapping Distributions for Dependent Variables: A Martingale Approach

Mykland, Per Aslak

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p. 623-654

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On the Bootstrap of $U$ and $V$ Statistics

Arcones, Miguel A. ; Gine, Evarist

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p. 655-674

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Effect of Bias Estimation on Coverage Accuracy of Bootstrap Confidence Intervals for a Probability Density

Hall, Peter

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p. 675-694

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On Bootstrap Confidence Intervals in Nonparametric Regression

Hall, Peter

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p. 695-711

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Exact Mean Integrated Squared Error

Marron, J. S. ; Wand, M. P.

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p. 712-736

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Change-Points in Nonparametric Regression Analysis

Muller, Hans-Georg

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p. 737-761

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On Global Properties of Variable Bandwidth Density Estimators

Hall, Peter

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p. 762-778

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Statistical Inference for Conditional Curves: Poisson Process Approach

Falk, M. ; Reiss, R.-D.

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p. 779-796

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Using Stopping Rules to Bound the Mean Integrated Squared Error in Density Estimation

Martinsek, Adam T.

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p. 797-806

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Minimax Estimation of a Constrained Poisson Vector

Johnstone, Iain M. ; MacGibbon, K. Brenda

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p. 807-831

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Local Admissibility and Local Unbiasedness in Hypothesis Testing Problems

Brown, Lawrence D. ; Marden, John I.

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p. 832-852

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Nonparametric Inference Under Biased Sampling from a Finite Population

Bickel, Peter J. ; Nair, Vijayan N. ; Wang, Paul C. C.

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p. 853-878

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Nonparametric Methods for Imperfect Repair Models

Hollander, Myles ; Presnell, Brett ; Sethuraman, Jayaram

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p. 879-896

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Multivariate Location Estimation Using Extension of $R$-Estimates Through $U$-Statistics Type Approach

Chaudhuri, Probal

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p. 897-916

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Robust Estimation of the Concentration Parameter of the Von Mises-Fisher Distribution

Ko, Daijin

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p. 917-928

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Semiparametric Estimation of Normal Mixture Densities

Roeder, Kathryn

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p. 929-943

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Renormalization Exponents and Optimal Pointwise Rates of Convergence

Donoho, David L. ; Low, Mark G.

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p. 944-970

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Asymptotics for Linear Processes

Phillips, Peter C. B. ; Solo, Victor

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p. 971-1001

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Asymptotic Normality of the `Synthetic Data' Regression Estimator for Censored Survival Data

Zhou, Mai

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p. 1002-1021

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Large Sample Study of Empirical Distributions in a Random-Multiplicative Censoring Model

Vardi, Y. ; Zhang, Cun-Hui

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p. 1022-1039

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An Asymptotic Theory for Sliced Inverse Regression

Hsing, Tailen ; Carroll, Raymond J.

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p. 1040-1061

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Generalized Quantile Processes

Einmahl, John H. J. ; Mason, David M.

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p. 1062-1078

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Affinely Invariant Matching Methods with Ellipsoidal Distributions

Rubin, Donald B. ; Thomas, Neal

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p. 1079-1093

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From the Species Problem to a General Coverage Problem via a New Interpretation

Lo, Shaw-Hwa

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p. 1094-1109

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Controlling Conditional Coverage Probability in Prediction

Beran, Rudolf

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p. 1110-1119

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Special Capacities, the Hunt-Stein Theorem and Transformation Groups

Szkutnik, Zbigniew

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p. 1120-1128

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Efficient Estimates in Semiparametric Additive Regression Models with Unknown Error Distribution

Cuzick, Jack

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p. 1129-1136

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Vincentization Revisited

Genest, Christian

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p. 1137-1142

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On the Unique Representation of Non-Gaussian Linear Processes

Cheng, Qiansheng

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p. 1143-1145

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A Statistical Diptych: Admissible Inferences--Recurrence of Symmetric Markov Chains

Eaton, Morris L.

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p. 1147-1179

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Statistical Analysis of Multiple Ion Channel Data

Dabrowski, Andre Robert ; McDonald, David

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p. 1180-1202

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Polya Trees and Random Distributions

Mauldin, R. Daniel ; Sudderth, William D. ; Williams, S. C.

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p. 1203-1221

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Some Aspects of Polya Tree Distributions for Statistical Modelling

Lavine, Michael

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p. 1222-1235

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Variable Kernel Density Estimation

Terrell, George R. ; Scott, David W.

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p. 1236-1265

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Statistical Tools to Analyze Data Representing a Sample of Curves

Kneip, Alois ; Gasser, Theo

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p. 1266-1305

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Optimal Plug-in Estimators for Nonparametric Functional Estimation

Goldstein, Larry ; Messer, Karen

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p. 1306-1328

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Weak Convergence and Adaptive Peak Estimation for Spectral Densities

Muller, Hans-Georg ; Prewitt, Kathryn

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p. 1329-1349

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Consistent Estimation of a Mixing Distribution

Leroux, Brian G.

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p. 1350-1360

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Minimum Hellinger-Type Distance Estimation for Censored Data

Ying, Zhiliang

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p. 1361-1390

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A Log-Linear Model for a Poisson Process Change Point

Loader, Clive R.

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p. 1391-1411

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Testing Goodness-of-Fit in Regression Via Order Selection Criteria

Eubank, R. L. ; Hart, Jeffrey D.

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p. 1412-1425

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Testing Stationarity in the Mean of Autoregressive Processes with a Nonparametric Regression Trend

Milbrodt, Hartmut

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p. 1426-1440

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An Improved Sequential Procedure for Estimating the Regression Parameter in Regression Models with Symmetric Errors

Sriram, T. N.

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p. 1441-1453

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Admissible Estimators of Variance Components Obtained Via Submodels

Klonecki, Witold ; Zontek, Stefan

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p. 1454-1467

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Ordering Directional Data: Concepts of Data Depth on Circles and Spheres

Liu, Regina Y. ; Singh, Kesar

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p. 1468-1484

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Bounds on AREs of Tests Following Box-Cox Transformations

Chen, Hanfeng ; Loh, Wei-Yin

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p. 1485-1500

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Increasing the Confidence in Student's $t$ Interval

Goutis, Constantinos ; Casella, George

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p. 1501-1513

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Asymptotics for $M$-Estimators Defined by Convex Minimization

Niemiro, Wojciech

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p. 1514-1533

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The Metrically Trimmed Mean as a Robust Estimator of Location

Kim, Seong-Ju

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p. 1534-1547

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Bootstrapping $M$-Estimators of a Multiple Linear Regression Parameter

Lahiri, Soumendra Nath

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p. 1548-1570

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Asymptotic Properties of the Balanced Repeated Replication Method for Sample Quantiles

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

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p. 1571-1593

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Bootstrap Estimation of Conditional Distributions

Booth, James ; Hall, Peter ; Wood, Andrew

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p. 1594-1610

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A Rank Statistics Approach to the Consistency of a General Bootstrap

Mason, David M. ; Newton, Michael A.

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p. 1611-1624

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The Learning Component of Dynamic Allocation Indices

Gittins, John ; Wang, You-Gan

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p. 1625-1636

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Minimum Impurity Partitions

Burshtein, David ; Pietra, Vincent Della ; Kanevsky, Dimitri ; Nadas, Arthur

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p. 1637-1646

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Asymptotics for Least Squares Cross-Validation Bandwidths in Nonsmooth Cases

van Es, Bert

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p. 1647-1657

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Some Nonasymptotic Bounds for $L_1$ Density Estimation using Kernels

Datta, Somnath

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p. 1658-1667

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Bayesian Inference for a Covariance Matrix

Leonard, Tom ; Hsu, John S. J.

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p. 1669-1696

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Elicitation of Prior Distributions for Variable-Selection Problems in Regression

Garthwaite, Paul H. ; Dickey, James M.

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p. 1697-1719

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Symmetric Upper Probabilities

Wasserman, Larry ; Kadane, Joseph B.

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p. 1720-1736

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Indeterminate Probabilities on Finite Sets

Nau, Robert F.

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p. 1737-1767

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Profile Likelihood and Conditionally Parametric Models

Severini, Thomas A. ; Wong, Wing Hung

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p. 1768-1802

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Breakdown Properties of Location Estimates Based on Halfspace Depth and Projected Outlyingness

Donoho, David L. ; Gasko, Miriam

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p. 1803-1827

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The Asymptotics of Rousseeuw's Minimum Volume Ellipsoid Estimator

Davies, Laurie

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p. 1828-1843

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Empirical Smoothing Parameter Selection in Adaptive Estimation

Jin, Kun

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p. 1844-1874

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Bias Robust Estimation in Orthogonal Regression

Zamar, Ruben H.

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p. 1875-1888

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Limit Distributions for Mardia's Measure of Multivariate Skewness

Baringhaus, L. ; Henze, N.

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p. 1889-1902

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Asymptotic Theory for Nested Case-Control Sampling in the Cox Regression Model

Goldstein, Larry ; Langholz, Bryan

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p. 1903-1928

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Effects of Mismodeling on Tests of Association Based on Logistic Regression Models

Begg, Melissa Dowd ; Lagakos, Stephen

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p. 1929-1952

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Fixed Size Confidence Regions for Parameters of a Logistic Regression Model

Chang, Yuan-chin Ivan ; Martinsek, Adam T.

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p. 1953-1969

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Estimating Coefficient Distributions in Random Coefficient Regressions

Beran, Rudolf ; Hall, Peter

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p. 1970-1984

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A General Resampling Scheme for Triangular Arrays of $\alpha$-Mixing Random Variables with Application to the Problem of Spectral Density Estimation

Politis, Dimitris N. ; Romano, Joseph P.

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p. 1985-2007

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Variable Bandwidth and Local Linear Regression Smoothers

Fan, Jianqing ; Gijbels, Irene

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p. 2008-2036

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A Note on the Usefulness of Superkernels in Density Estimation

Devroye, Luc

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p. 2037-2056

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Best Possible Constant for Bandwidth Selection

Fan, Jianqing ; Marron, James S.

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p. 2057-2070

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Asymptotic Comparison of Cramer-von Mises and Nonparametric Function Estimation Techniques for Testing Goodness-of-Fit

Eubank, R. L. ; LaRiccia, V. N.

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p. 2071-2086

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Dominance of Likelihood Ratio Tests under Cone Constraints

Menendez, J. A. ; Rueda, C. ; Salvador, B.

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p. 2087-2099

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Invariant Directional Orderings

Lehmann, E. L. ; Rojo, J.

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p. 2100-2110

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Stay-with-a-Winner Rule for Dependent Bernoulli Bandits

Samaranayake, K.

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p. 2111-2123

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Some Results on $2^{n - k}$ Fractional Factorial Designs and Search for Minimum Aberration Designs

Chen, Jiahua

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p. 2124-2141

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On the Construction of Asymmetrical Orthogonal Arrays

Hedayat, A. S. ; Pu, Kewei ; Stufken, John

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p. 2142-2152

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On some Filtration Procedure for Jump Markov Process Observed in White Gaussian Noise

Khas'minskii, Rafail Z. ; Lazareva, Betty V.

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p. 2153-2160

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Reweighted LS Estimators Converge at the same Rate as the Initial Estimator

He, Xuming ; Portnoy, Stephen

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p. 2161-2167

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Estimating Conditional Quantiles at the Root of a Regression Function

Mukerjee, Hari

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p. 2168-2176

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Invariance Properties of Density Ratio Priors

Wasserman, Larry

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p. 2177-2182

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Inadmissibility Results for the Selected Scale Parameters

Vellaisamy, P.

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p. 2183-2191

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

Yu, Qiqing ; Phadia, Eswar

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p. 2192-2195

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