Sommaire du Fascicule no. 1

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

Nabeya, Seiji ; Tanaka, Katsuto

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The Order of the Remainder in Derivatives of Composition and Inverse Operators for $p$-Variation Norms

Dudley, R. M.

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p. 1-20

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Bartlett Type Identities for Martingales

Mykland, Per Aslak

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p. 21-38

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Local Asymptotic Minimax Risk Bounds for Asymmetric Loss Functions

Takagi, Yoshiji

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p. 39-48

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Confidence Regions in Linear Functional Relationships

Zhang, Heping

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p. 49-66

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Confidence Interval Estimation Subject to Order Restrictions

Hwang, J. T. Gene ; Peddada, Shyamal Das

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p. 67-93

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An Exact Confidence Region in Multivariate Calibration

Mathew, Thomas ; Kasala, Subramanyam

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p. 94-105

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A Topological Criterion for Hypothesis Testing

Dembo, Amir ; Peres, Yuval

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p. 106-117

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The Use of Polynomial Splines and Their Tensor Products in Multivariate Function Estimation

Stone, Charles J.

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p. 118-171

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Discussion: The Use of Polynomial Splines and their Tensor Products in Multivariate Function Estimation

Buja, Andreas

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p. 171-177

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Discussion: The Use of Polynomial Splines and their Tensor Products in Multivariate Function Estimation

Hastie, Trevor

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p. 177-179

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Rejoinder: The Use of Polynomial Splines and their Tensor Products in Multivariate Function Estimation

Stone, Charles J.

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p. 179-184

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Bias Reduction in Kernel Density Estimation by Smoothed Empirical Transformations

Ruppert, David ; Cline, Daren B. H.

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p. 185-210

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Data-Driven Efficient Estimators for a Partially Linear Model

Chen, Hung ; Shiau, Jyh-Jen Horng

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p. 211-237

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Statistical Estimation and Optimal Recovery

Donoho, David L.

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p. 238-270

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On Minimax Estimation of a Sparse Normal Mean Vector

Johnstone, Iain M.

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p. 271-289

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A Unified Approach to Improving Equivariant Estimators

Kubokawa, Tatsuya

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p. 290-299

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Empirical Likelihood and General Estimating Equations

Qin, Jin ; Lawless, Jerry

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p. 300-325

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On the Rate of Convergence of the ECM Algorithm

Meng, Xiao-Li

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p. 326-339

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Potential Functions and Conservative Estimating Functions

Li, Bing ; McCullagh, Peter

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p. 340-356

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Extremal Probabilistic Problems and Hotelling's $T^2$ Test Under a Symmetry Condition

Pinelis, Iosif

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p. 357-368

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An Exact Decomposition Theorem and a Unified View of Some Related Distributions for a Class of Exponential Transformation Models on Symmetric Cones

Massam, Helene

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p. 369-394

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On Singular Wishart and Singular Multivariate Beta Distributions

Uhlig, Harald

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p. 395-405

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Inequalities and Positive-Definite Functions Arising from a Problem in Multidimensional Scaling

Buja, Andreas ; Logan, B. F. ; Reeds, J. A. ; Shepp, L. A.

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p. 406-438

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Maximal Inequalities for Degenerate $U$-Processes with Applications to Optimization Estimators

Sherman, Robert P.

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p. 439-459

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Universally Consistent Conditional $U$-Statistics

Stute, Winfried

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p. 460-473

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A Reverse Submartingale Property of the Range

Huang, J. S. ; Huang, W. J.

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p. 474-477

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Distribution of the Maximum of Concomitants of Selected Order Statistics

Nagaraja, H. N. ; David, H. A.

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p. 478-494

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Identification of Nonlinear Time Series from First Order Cumulative Characteristics

McKeague, Ian W. ; Zhang, Mei-Jie

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p. 495-514

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Semiparametric Analysis of Long-Memory Time Series

Robinson, P. M.

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p. 515-539

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Weak Convergence of Randomly Weighted Dependent Residual Empiricals with Applications to Autoregression

Koul, Hira L. ; Ossiander, Mina

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p. 540-562

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Approximation of the Basic Martingale

Koning, Alex J.

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p. 565-579

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Convergence Rate of Sieve Estimates

Shen, Xiaotong ; Wong, Wing Hung

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p. 580-615

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Recursive Testing of Multiple Hypotheses: Consistency and Efficiency of the Bayes Rule

Rukhin, Andrew L.

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p. 616-633

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Asymptotic Bayes Criteria for Nonparametric Response Surface Design

Mitchell, Toby ; Sacks, Jerome ; Ylvisaker, Donald

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p. 634-651

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Bayesian Robustness with Mixture Classes of Priors

Bose, Sudip

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p. 652-667

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Some Diagnostics of Maximum Likelihood and Posterior Nonnormality

Kass, Robert E. ; Slate, Elizabeth H.

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p. 668-695

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Bayesian Variable Sampling Plans for the Exponential Distribution with Type I Censoring

Yeh, Lam

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p. 696-711

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Consistency in a Proportional Hazards Model Incorporating a Random Effect

Murphy, S. A.

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p. 712-731

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Monotone Estimating Equations for Censored Data

Fygenson, Mendel ; Ritov, Ya'acov

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p. 732-746

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On Using Stratification in the Analysis of Linear Regression Models with Right Censoring

Fygenson, Mendel ; Zhou, Mai

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p. 747-762

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An Efficient Sequential Nonparametric Scheme for Detecting a Change of Distribution

Gordon, Louis ; Pollak, Moshe

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p. 763-804

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Dynamic Sampling Plan in Shiryayev-Roberts Procedure for Detecting a Change in the Drift of Brownian Motion

Srivastava, M. S. ; Wu, Yanhong

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p. 805-823

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Linear Estimators in Change Point Problems

Hartigan, J. A.

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p. 824-834

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Ordered Linear Smoothers

Kneip, Alois

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p. 835-866

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On Curve Estimation by Minimizing Mean Absolute Deviation and Its Implications

Fan, Jianqing ; Hall, Peter

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p. 867-885

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On Good Deterministic Smoothing Sequences for Kernel Density Estimates

Devroye, Luc

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p. 886-889

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Discrimination Designs for Polynomial Regression on Compact Intervals

Dette, Holger

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p. 890-903

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On the Construction of Trend Resistant Mixed Level Factorial Run Orders

Jacroux, Mike

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p. 904-916

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$E$-Optimal Designs in Weighted Polynomial Regression

Heiligers, Berthold

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p. 917-929

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Lattice Sampling Revisited: Monte Carlo Variance of Means Over Randomized Orthogonal Arrays

Owen, Art

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p. 930-945

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$L$-Statistics in Complex Survey Problems

Shao, Jun

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p. 946-967

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On the Berry-Esseen Bound for $L$-Statistics in the Non-I.D. Case with Applications to the Estimation of Location Parameters

Xiang, Xiaojing

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p. 968-979

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Validity of Blockwise Bootstrap for Empirical Processes with Stationary Observations

Naik-Nimbalkar, U. V. ; Rajarshi, M. B.

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p. 980-994

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Blockwise Bootstrapped Empirical Process for Stationary Sequences

Buhlmann, Peter

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p. 995-1012

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Invalidity of Bootstrap for Critical Branching Processes with Immigration

Sriram, T. N.

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p. 1013-1023

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Finite Sample Breakdown Points of Projection Based Multivariate Location and Scatter Statistics

Tyler, David E.

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p. 1024-1044

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Robust Recursive Estimation in the Presence of Heavy-Tailed Observation Noise

Schick, Irvin C. ; Mitter, Sanjoy K.

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p. 1045-1080

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Efficiency Versus Robustness: The Case for Minimum Hellinger Distance and Related Methods

Lindsay, Bruce G.

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p. 1081-1114

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Saddlepoint Approximations for Marginal and Conditional Probabilities of Transformed Variables

Jing, Bingyi ; Robinson, John

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p. 1115-1132

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Second-Order Pitman Closeness and Pitman Admissibility

Ghosh, Jayanta K. ; Sen, Pranab K. ; Mukerjee, Rahul

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p. 1133-1141

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Posterior Predictive $p$-Values

Meng, Xiao-Li

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p. 1142-1160

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More Aspects of Polya Tree Distributions for Statistical Modelling

Lavine, Michael

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p. 1161-1176

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Coherent Inferences and Improper Priors

Berti, Patrizia ; Rigo, Pietro

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p. 1177-1194

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Estimation of a Covariance Matrix Using the Reference Prior

Yang, Ruoyong ; Berger, James O.

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p. 1195-1211

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Two-Armed Dirichlet Bandits with Discounting

Chattopadhyay, Manas K.

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p. 1212-1221

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A Missing Information Principle and $M$-Estimators in Regression Analysis with Censored and Truncated Data

Lai, Tze Leung ; Ying, Zhiliang

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p. 1222-1255

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Estimating a Monotone Density from Censored Observations

Huang, Youping ; Zhang, Cun-Hui

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p. 1256-1274

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Information and Asymptotic Efficiency in Some Generalized Proportional Hazards Models for Counting Processes

Chang, I-Shou ; Hsiung, Chao A.

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p. 1275-1298

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Nearest Neighbor Estimation of a Bivariate Distribution Under Random Censoring

Akritas, Michael G.

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p. 1299-1327

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Simultaneous Confidence Bands for Linear Regression and Smoothing

Sun, Jiayang ; Loader, Clive R.

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p. 1328-1345

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Multivariate Locally Weighted Least Squares Regression

Ruppert, D. ; Wand, M. P.

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p. 1346-1370

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On the Strong Universal Consistency of Nearest Neighbor Regression Function Estimates

Devroye, Luc ; Gyorfi, Laszlo ; Krzyzak, Adam ; Lugosi, Gabor

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p. 1371-1385

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Nonparametric Estimation of Common Regressors for Similar Curve Data

Kneip, Alois

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p. 1386-1427

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Nonparametric Estimation of the Stationary Waiting Time Distribution Function for the $GI/G/1$ Queue

Pitts, Susan M.

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p. 1428-1446

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Goodness-of-Fit and Comparison Tests of the Kolmogorov-Smirnov Type for Bivariate Populations

Cabana, Alejandra ; Cabana, Enrique M.

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p. 1447-1459

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Estimators Related to $U$-Processes with Applications to Multivariate Medians: Asymptotic Normality

Arcones, Miguel A. ; Chen, Zhiqiang ; Gine, Evarist

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p. 1460-1477

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Asymptotics of the Repeated Median Slope Estimator

Hossjer, Ola ; Rousseeuw, Peter J. ; Croux, Christophe

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p. 1478-1501

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Two-Sided Tests and One-Sided Confidence Bounds

Finner, H.

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p. 1502-1516

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Improving on the James-Stein Positive-Part Estimator

Shao, Peter Yi-Shi ; Strawderman, William E.

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p. 1517-1538

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Projected Tests for Order Restricted Alternatives

Cohen, Arthur ; Kemperman, J. H. B. ; Sackrowitz, H. B.

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p. 1539-1546

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Monotonicity Properties of the Power Functions of Likelihood Ratio Tests for Normal Mean Hypotheses Constrained by a Linear Space and a Cone

Hu, Xiaomi ; Wright, F. T.

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p. 1547-1554

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Sampling Models which Admit a Given General Exponential Family as a Conjugate Family of Priors

Bar-Lev, Shaul K. ; Enis, Peter ; Letac, Gerard

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p. 1555-1586

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Preferred Point Geometry and the Local Differential Geometry of the Kullback-Leibler Divergence

Critchley, Frank ; Marriott, Paul ; Salmon, Mark

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p. 1587-1602

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A Poisson Approximation for Sequence Comparisons with Insertions and Deletions

Neuhauser, Claudia

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p. 1603-1629

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A Note on Comparison of Genetic Experiments

Stepniak, C.

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p. 1630-1632

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Correction: Distribution Functions of Means of a Dirichlet Process

Cifarelli, Donato Michele ; Regazzini, Eugenio

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p. 1633-1634

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Analysis of Additive Dependencies and Concurvities Using Smallest Additive Principal Components

Donnell, Deborah J. ; Buja, Andreas ; Stuetzle, Werner

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p. 1635-1668

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Discussion: Analysis of Additive Dependencies and Concurvities Using Smallest Additive Principal Components

Flury, Bernard D.

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p. 1668-1670

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Rejoinder: Analysis of Additive Dependencies and Concurvities Using Smallest Additive Principal Components

Donnell, Deborah J. ; Buja, Andreas ; Stuetzle, Werner

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p. 1671-1673

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Adapting for the Missing Link

Weisberg, S. ; Welsh, A. H.

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p. 1674-1700

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Markov Chains for Exploring Posterior Distributions

Tierney, Luke

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p. 1701-1728

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Discussion: Markov Chains for Exploring Posterior Distributions

Doss, Hani

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p. 1728-1734

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Discussion: Markov Chains for Exploring Posterior Distributions

Besag, Julian

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p. 1734-1741

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Discussion: Markov Chains for Exploring Posterior Distributions

Robert, Christian P.

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p. 1742-1747

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Discussion: Markov Chains for Exploring Posterior Distributions

Chan, Kung Sik ; Geyer, Charles J.

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p. 1747-1758

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Rejoinder: Markov Chains for Exploring Posterior Distributions

Tierney, Luke

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p. 1758-1762

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Bayesian Nonparametric Estimation for Incomplete Data Via Successive Substitution Sampling

Doss, Hani

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p. 1763-1786

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A Unified Conditional Frequentist and Bayesian Test for Fixed and Sequential Simple Hypothesis Testing

Berger, James O. ; Brown, Lawrence D. ; Wolpert, Robert L.

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p. 1787-1807

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Integrable Expansions for Posterior Distributions for a Two-Parameter Exponential Family

Sun, Dongchu

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p. 1808-1830

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Lower Bounds for the Asymptotic Bayes Risk in the Scale Model (with an Application to the Second-Order Minimax Estimation)

Gajek, L. ; Kaluszka, M.

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p. 1831-1839

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Finite-Dimensional Distributions and Tail Behavior in Stationary Interval-Valued Probability Models

Sadrolhefazi, Amir ; Fine, Terrence L.

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p. 1840-1870

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Asymptotic Consistency of the Maximum Likelihood Estimate in Positron Emission Tomography and Applications

Chang, I-Shou ; Hsiung, Chao A.

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p. 1871-1883

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Consistent and Asymptotically Normal Parameter Estimates for Hidden Markov Models

Ryden, Tobias

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p. 1884-1895

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Maximum Likelihood Estimation with Partially Censored Data

van der Vaart, Aad

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p. 1896-1916

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Asymptotic Properties of Nonlinear Least Squares Estimates in Stochastic Regression Models

Lai, Tze Leung

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p. 1917-1930

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Unbiased Testing in Exponential Family Regression

Cohen, Arthur ; Kemperman, J. H. B. ; Sackrowitz, H. B.

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p. 1931-1946

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The Risk Inflation Criterion for Multiple Regression

Foster, Dean P. ; George, Edward I.

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p. 1947-1975

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Minimum Distance Estimation in Random Coefficient Regression Models

Beran, R. ; Millar, P. W.

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p. 1976-1992

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On the Asymptotics of Constrained $M$-Estimation

Geyer, Charles J.

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p. 1993-2010

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On General Resampling Algorithms and their Performance in Distribution Estimation

Hall, Peter ; Mammen, Enno

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p. 2011-2030

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Large Sample Confidence Regions Based on Subsamples under Minimal Assumptions

Politis, Dimitris N. ; Romano, Joseph P.

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p. 2031-2050

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Weak Convergence of the Sequential Empirical Processes of Residuals in ARMA Models

Bai, Jushan

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p. 2051-2061

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Asymptotic Distribution of Statistics in Time Series

Gotze, F. ; Hipp, C.

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p. 2062-2088

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On the Behavior of a Capon-Type Spectral Density Estimator

Ioannidis, Evangelos E.

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p. 2089-2114

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On the Nonparametric Estimation of Covariance Functions

Hall, Peter ; Fisher, Nicholas I. ; Hoffmann, Branka

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p. 2115-2134

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