Table Of Content

CONTENTS OF VOLUME 24 Articles AKAHIRA, MASAFUMI AND SATO, MICHIKAZU. An information inequality for the Bayes risk 2288-2295 Amit, YALI. Convergence properties of the Gibbs sampler for perturbations of Gaussians 122-140 ANDERSON, T. W. Some inequalities for symmetric convex sets with applications 753-762 ARCONES, MIGUEL A. The Bahadur-Kiefer representation for U-quantiles 1400-1422 ATHREYA, KRISHNA B., Doss, HANI AND SETHURMAN, JAYARAM. On the convergence of the Markov chain simulation method ... 69-100 BARTOSZYNSKI, ROBERT, MAA, JEN-FUE AND PEARL, DENNIS K. Reducing multidimensional two-sample data to one-dimen- sional interpoint comparisons 1069-1074 BEDNARSKI, TADEUSZ AND ZONTEK, STEFAN. Robust estimation of parameters in a mixed unbalanced model 1493-1510 BEIBEL, M. A note on Ritov’s Bayes approach to the minimax ‘ property of the cusum procedure 1804-1812 BERAN, RUDOLF, FEUERVERGER, ANDREY AND HALL, PETER. On nonparametric estimation of intercept and slope distributions in random coefficient regression 2569-2592 BERGER, JAMES O. AND STRAWDERMAN, WILLIAM E. Choice of hierarchical priors: Admissibility in estimation of normal 931-951 BERK, R. H., NOGALES, A. G. AND OYOLA, J. A. Some counter- examples concerning sufficiency and invariance 902-905 BERTI, PATRIZIA AND RIGO, PIETRO. On the existence of infer- ences which are consistent with a given model 1235-1249 BETENSKY, REBECCA A. An O’Brien-Fleming sequential trial for comparing three treatments 1765-1791 BosE, ARUP AND BOUKAI, BENZION. Estimation with prescribed proportional accuracy for a two-parameter exponential family of distributions 1792-1803 BOUKAI, BENZION AND BosE, ARUP. Estimation with prescribed proportional accuracy for a two-parameter exponential family of distributions 1792-1803 BREIMAN, LEO. Heuristics of instability and stabilization in model selection 2350-2383 BROWN, LAWRENCE D. AND Low, MARK G. A constrained risk inequality with applications to nonparametric functional estimation 2524-2535 BROWN, LAWRENCE D. AND Low, MARK G. Asymptotic equivalence of nonparametric regression and white noise 2384-2398 CABANA, ALEJANDRA. Transformations of the empirical measure and Kolmogorov—Smirnov tests 2020-2035 iv INDEX CASALIS, M. AND LETAC, G. The Lukacs—Olkin-—Rubin charac- terization of Wishart distributions on symmetric cones 763-786 CASALIS, MURIEL. The 2d + 4 simple quadratic natural expo- IE CI a5 5 vhs ooo isareae wk ewe een d 1828-1854 CHANDA, KAMAL C. Asymptotic properties of estimators for autoregressive models with errors in variables 423-430 CHEN, HEGANG AND HepayaT, A. S. 2”~! designs with weak minimum aberration 2536-2548 CHEN, KANI AND LO, SHAW-Hwa. On bootstrap accuracy with censored data 569-595 CHEN, KANI AND YING, ZHILIANG. A counterexample to a conjec- ture concerning the Hall-Wellner band 641-646 CHOI, SUNGSUB, HALL, W. J. AND SCHICK, ANTON. Asymptotically uniformly most powerful tests in parametric and semiparametric models 841-861 CIFARELLI, DONATO MICHELE, CONTI, PIER LUIGI AND REGAZZINI, EUGENIO. On the asymptotic distribution of a general measure of monotone dependence 1386-1399 COAKLEY, CLINT W. AND MILI, LAMINE. Robust estimation in strulcinteaur rregreesdsio n 2593-2607 COHEN, ARTHUR AND SACKROWITZ, H. B. Cone order association and stochastic cone ordering with applications to order- restricted testing 2036-2048 CONTI, PIER LUIGI, REGAZZINI, EUGENIO AND CIFARELLI, DONATO MICHELE. On the asymptotic distribution of a general measure of monotone dependence 1386-1399 Cs6rG6, MIKLOS AND ZITIKIS, RICARDAS. Mean residual life processes 1717-1739 Cs6rG6, SANDOR. Universal Gaussian approximations under random censorship 2744-2778 DAHLHAUS, R. AND JANAS, D. A frequency domain bootstrap for ratio statistics in time series analysis 1934-1963 DAHLHAUS, R. AND WEFELMEYER, W. Asymptotically optimal estimation in misspecified time series models 952-974 DATTA, GAURI SANKAR AND GHOSH, MALAY. On the invariance of noninformative priors 141-159 DETTE, HOLGER. A note on Bayesian c- and D-optimal designs in nonlinear regression models 1225-1234 DETTE, HOLGER AND WONG, WENG KEE. Optimal Bayesian designs for models with partially specified heteroscedastic structure 2108-2127 DEVROYE, Luc AND LuGosI, GABor. A universally acceptable smoothing factor for kernel density estimates 2499-2512 DONOHO, DAVID L., JOHNSTONE, IAIN M., KERKYACHARIAN, GERARD AND PICARD, DOMINIQUE. Density estimation by wavelet thresholding 508-539 INDEX Doss, HANI, SETHURMAN, JAYARAM AND ATHREYA, KRISHNA B. On the convergence of the Markov chain simulation method .. . 69-100 DUCHAMP, TOM AND STUETZLE, WERNER. Extremal properties of principal curves in the plane 1511-1520 EFROMOVICH, SAM. On nonparametric regression for iid observations in a general setting 1126-1144 EFROMOVICH, SAM AND Low, MARK. On Bickel and Ritov’s con- jecture about adaptive estimation of the integral of the square of density derivative 682-686 EFROMOVICH, SAM AND Low, MARK. On optimal adaptive estimation of a quadratic functional 1106-1125 EFRON, BRADLEY AND TIBSHIRANI, ROBERT. Using specially de- signed exponential families for density estimation 2431-2461 ERICKSON, R. V. Robust estimation of the location of a vertical taning diestrnibuttio n 1423-1431 EVANS, STEVEN N. AND STARK, PHILIP B. Shrinkage estimators, Skorokhod’s problem and stochastic integration by parts ... 809-815 FAKHRE-ZAKERI, ISSA AND SLUD, ERIC. Optimal stopping of sequential size-dependent search 2215-2232 FANG, KAI-TAI AND ZHU, LI-XING. Asymptotics for kernel estimate of sliced inverse regression 1055-1068 FEUERVERGER, ANDREY AND HALL, PETER. On distribution-free inference for record-value data with trend 2655-2678 FEUERVERGER, ANDREY, HALL, PETER AND BERAN, RUDOLF. nonparametric estimation of intercept and slope distributions in random coefficient regression 2569-2592 GAMBOA, F. AND GASSIAT, E. Blind deconvolution of discrete linear systems 1964-1981 GARDINER, JOSEPH C. AND WANG, ZHIMING. A class of estimators of the survival function from interval-censored data 647-658 GASSIAT, E. AND GAMBOA, F. Blind deconvolution of discrete linear systems 1964-1981 GHOSH, MALAY AND DATTA, GAURI SANKAR. On the invariance of noninformative priors 141-159 GOLDSTEIN, LARRY AND GORDON, LouIS. Asymptotics for the maximum of half-normal plots 2250-2265 GORDON, LOUIS AND GOLDSTEIN, LARRY. Asymptotics for the maximum of half-normal plots 2250-2265 GO6TzE, F. AND KtnscH, H. R. Second-order correctness of the blockwise bootstrap for stationary observations 1914-1933 GOUTIS, CONSTANTINOS. Partial least squares algorithm yields shrinkage estimators 816-824 GREENSHTEIN, EITAN. Comparison of sequential experiments. . . 436-448 GREENWOOD, PRISCILLA E., MCKEAGUE, IAN W. AND WEFELMEYER, WOLFGANG. Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields 1433-1456 INDEX GRUBEL, RUDOLF. Orthogonalization of multivariate location estimators: The orthomedian 1457-1473 GRUET, MARIE-ANNE. A nonparametric calibration analysis... . 1474-1492 GUSTAFSON, PAUL. Local sensof ipostteriior vexpeictattionys. . . 174-195 Gy6rFl, LASZLO, MorvAI, GUSZTAV AND YAKOWITZ, SIDNEY. Non- parametric inference for ergodic, stationary time series .... 370-379 HALL, PETER AND FEUERVERGER, ANDREY. On distribution-free inference for record-value data with trend 2655-2678 HALL, PETER AND POLZEHL, JORG. On the dimension of the boundary of clumps in a multi-type Boolean model 1521-1535 HALL, PETER, BERAN, RUDOLF AND FEUERVERGER, ANDREY. On nonparametric estimation of intercept and slope distributions in random coefficient regression 2569-2592 HALL, PETER, McKay, IAN AND TURLACH, BERWIN A. Perfor- mance of wavelet methods for functions with many disconti- nuities 2462-2476 HALL, W. J., SCHICK, ANTON AND CHOI, SUNGSUB. Asymptotically uniformly most powerful tests in parametric and semipara- I io ns dk ound een oe eee he kee wee 841-861 HARTIGAN, J. A. Locally uniform prior distributions 160-173 HE, XUMING AND SHAO, QI-MAN. A general Bahadur representation of M-estimators and its application to linear regression with nonstochastic designs 2608-2630 HE, ZHUOQIONG, STUDDEN, WILLIAM J. AND SUN, DONGCHU. Opti- mal designs for rational models 2128-2147 HEALY, DENNIS M., JR. AND KIM, PETER T. An empirical Bayes approach to directional data and efficient computation on the sphere 232-254 Hepayat, A. S. AND CHEN, HEGANG. 2”~! designs with weak minimum aberration 2536-2548 HEss, CHRISTIAN. EPI-convergence of sequences of normal inte- grands and strong consistency of the maximum likelihood estimator 1298-1315 Huort, N. L. AND JONES, M. C. Locally parametric nonparametric density estimation 1619-1647 Ho, Hwal-CHUNG AND HSING, TAILEN. On the asymptotic ex- pansion of the empirical process of long-memory moving averages 992-1024 HOLLANDER, MYLES, MCKEAGUE, IAN W., YANG, JIE AND LI, GANG. Nonparametric likelihood ratio confidence bands for quan- tile functions from incomplete survival data 628-640 HoLMEs, R. B. AND JONES, L. K. On uniform generation of two-way tables with fixed margins and the conditional volume test of Diaconis and Efron 64-68 HorvVATH, LAJOS AND SHAO, QI-MAN. Limit theorem for maximum of standardized U-statistics with an application 2266-2279 INDEX HOssJER, OLA. Incomplete generalized L-statistics 2631-2654 HSIEH, FUSHING. Empirical process approach in a two-sample location—scale model with censored data 2705-2719 HSIEH, FUSHING AND TURNBULL, BRUCE W. Nonparametric and semiparametric estimation of the receiver operating charac- teristic curve HsING, TAILEN AND Ho, Hwal-CHUNG. On the asymptotic ex- pansion of the empirical process of long-memory moving i EE ee ee eS eee ee re eee eee 992-1024 HUANG, JIAN. Efficient estimation for the proportional hazards model with interval censoring 540-568 HUANG, JIAN AND PRASSTGAARD, JENS THOMAS. Asymptotic the- ory for nonparametric estimation of survival curves under order restrictions 1679-1716 Huaains, R. M. Robust inference for variance components models for single trees of cell lineage data 1145-1160 HUWANG, LONGCHEEN. Asymptotically honest confidence sets for structural errors-in-variables models................ 1536-1546 INGLOT, TADEUSZ AND LEDWINA, TERESA. Asymptotic optimality of data-driven Neyman’s tests for uniformity 1982-2019 ISHWARAN, HEMANT. Identifiability and rates of estimation for scale parameters in location mixture models............. 1560-1571 ISHWARAN, HEMANT. Uniform rates of estimation in the semiparametric Weibull mixture model 1572-1585 JANAS, D. AND DAHLHAUuS, R. A frequency domain bootstrap for ratio statistini tcisme series analysis.................. 1934-1963 JIANG, JIMING. REML estimation: Asymptotic behavior and re- I us. eg oy oie 50-03 S08 ho os ews Ra DARE OS 255--286 JING, BING-YI AND Woop, ANDREW T. A. Exponential empirical likelihood is not Bartlett correctable 365-369 JOHNSTONE, IAIN M., KERKYACHARIAN, GERARD, PICARD, DOMI- NIQUE AND DONOHO, Davip L. Density estimation by wavelet thresholding aS 508-539 JONES, L. K. AND HOLMES, R. B. On uniform generation of two-way tables with fixed margins and the conditionvaoll - ume test of Diaconis and Efron 64-68 JONES, M. C. AND HJort, N. L. Locally parametric nonparametric density estimation 1619-1647 KADANE, JOSEPH B. AND WASSERMAN, LARRY. Symmetric, coher- ent, Choquet capacities 1250-1264 KARIYA, TAKEAKI AND KURATA, HIROSHI. Least upper bound for the covariance matrix of a generalized least squares estimator in regression with applications to a seemingly unrelated regression model and a heteroscedastic model KARUNAMUNI, ROHANA J. Optimal rates of convergence of empir- INDEX ical Bayes tests for the continuous one-parameter exponential family 212-231 KENT, JOHN T. AND TYLER, DAvID E. Constrained M-estimation for multivariate location and scatter 1346-1370 KERKYACHARIAN, GERARD AND PICARD, DOMINIQUE. Estimating nonquadratic functionals of a density using Haar wavelets. . 485-507 KERKYACHARIAN, GERARD, PICARD, DOMINIQUE, DONOHO, DAVID L. AND JOHNSTONE, IAIN M. Density estimation by wavelet thresholding 508-539 KIM, PETER T. AND HEALY, DENNIS M., JR. An empirical Bayes approach to directional data and efficient computation on the sphere 232-254 KLEINBERG, E. M. An overtraining-resistant stochastic model- ing method for pattern recognition 2319-2349 KLUPPELBERG, CLAUDIA AND MIKOSCH, THOMAS. The integrated periodogram for stable processes 1855-1879 KocH, INGE. On the asymptotic performance of median smoothers in image analysis and nonparametric regression 1648-1666 KOKONENDJI, CELESTIN C. AND SESHADRI, V. On the determi- nant of the second derivative of a Laplace transform 1813-1827 KOKOSZKA, PIOTR S. AND TAQQu, MURAD S. Parameter estimation for infinite variance fractional ARIMA 1880-1913 KOLASSA, JOHN E. Higher-order approximations to conditional distribution functions 353-364 KOROSTELEV, ALEXANDER. A minimaxity criterion in nonparametric regression based on large-devipraobtabiiolintises . . . 1075-1083 Koster, J. T. A. Markov properties of nonrecursive causal models 2148-2177 KouL, Hira L. Asymptotics of some estimators and sequential residual empiricals in nonlinear time series 380-404 KouL, Hira L. AND SCHICK, ANTON. Adaptive estimation in a random coefficient autoregressive model 1025-1054 KitnscH, H. R. AND GOTzE, F. Second-order correctness of the blockwise bootstrap for stationary observations 1914-1933 KURATA, HIROSHI AND KARIYA, TAKEAKI. Least upper bound for the covariance matrix of a generalized least squares estimator in regression with applications to a seemingly unrelated regression model and a heteroscedastic model 1547-1559 LANG, JOSEPH B. Maximum likelihood methods for a generalized class of log-linear models 726-752 LAURENT, BEATRICE. Efficient estimation of integral functionals of a density 659-681 LEDWINA, TERESA AND INGLOT, TADEUSZ. Asymptotic optimality of data-driven Neyman’s tests for uniformity 1982-2019 LEE, SANGYEOL. Sequential estimation for the autocorrelations 2233-2249 INDEX LETAC, G. AND CASALIS, M. The Lukacs—Olkin—Rubin charac- terization of Wishart distributions on symmetric cones 763-786 Li, Binc. A minimax approach to consistency and efficiency for estimating equations 1283-1297 Li, GANG, HOLLANDER, MYLES, MCKEAGUE, IAN W. AND YANG, JIE. Nonparametric likelihood ratio confidence bands for quan- tile functions from incomplete survival data 628-640 Li, XIN AND ZHANG, CUN-HuI. Linear regression with doubly censored data 2720-2743 Liu, JUN S. Nonparametric hierarchical Bayes via sequential imputations 911-930 Lo, SHAW-HWA AND CHEN, KANI. On bootstrap accuracy with censored data 569-595 LOADER, CLIVE R. Change point estimation using nonparametric regression 1667-1678 LOADER, CLIVE R. Local likelihood density estimation 1602-1618 Lou, WEI-LIEM. A combinatorial central limit theorem for ran- domized orthogonal array sampling designs 1209-1224 Lou, WEI-LIEM. On Latin hypercube sampling 2058-2080 Low, MARK G. AND BROWN, LAWRENCE D. A constrained risk inequality with applications to nonparametric functional estimation 2524-2535 Low, MARK G. AND BROWN, LAWRENCE D. Asymptotic equivalence of nonparametric regression and white noise 2384-2398 Low, MARK AND EFROMOVICH, SAM. On Bickel and Ritov’s con- jecture about adaptive estimation of the integral of the square of density derivative 682-686 Low, MARK AND EFROMOVICH, SAM. On optimal adaptive estimation of a quadratic functional 1106-1125 LuGosi, GABOR AND DEvROYE, Luc. A universally acceptable smoothing factor for kernel density estimates 2499-2512 LuGosI, GABOR AND NOBEL, ANDREW. Consistency of data-driven histogram methods for density estimation and classification 687-706 MAA, JEN-FUE, PEARL, DENNIS K. AND BARTOSZYNSKI, ROBERT. Reducing multidimensional two-sample data to one-dimen- sional interpoint comparisons 1069-1074 MAJUMDAR, DIBYEN. On admissibility and optimality of treat- ment-—control designs 2097-2107 MAJUMDAR, SUMAN. Asymptotically optimal and admissible de- cision rules in compound compact Gaussian shift experi- 196-211 MAMMEN, ENNO. Empirical process of residuals for high-dimen- sional linear models 307-335 MATHEW, THOMAS AND ZHA, WENXING. Conservative confidence regions in multivariate calibration 707-725 INDEX MATTNER, L. Complete order statistics in parametric models. .. 1265-1282 McCULLAGH, PETER. Mobius transformation and Cauchy parameter estimation 787-808 McKay, IAN, TURLACH, BERWIN A. AND HALL, PETER. Perfor- mance of wavelet methods for functions with many disconti- nuities 2462-2476 McKEAGUE, IAN W., WEFELMEYER, WOLFGANG AND GREENWOOD, PRISCILLA E. Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields ............ 1433-1456 McKEAGUE, IAN W., YANG, JIE, LI, GANG AND HOLLANDER, MYLES. Nonparametric likelihood ratio confidence bands for quan- tile functions from incomplete survival data 628-640 MENGERSEN, K. L. AND TWEEDIE, R. L. Rates of convergence of the Hastings and Metropolis algorithms 101-121 MIKOSCH, THOMAS AND KLUPPELBERG, CLAUDIA. The integrated periodogram for stable processes.............0.250000% 1855-1879 MILI, LAMINE AND COAKLEY, CLINT W. Robust estimation in structured linear regression 2593-2607 MorGan, J. P. AND UDDIN, NIZAM. Optimal blocked main effects plans with nested rows and columns and related designs .. . 1185-1208 Morval, GuszTAv, YAKOWITZ, SIDNEY AND GYORFI, LASZLO. Non- parametric inference for ergodic, stationary time series .... 370-379 MYKLAND, PER A. AND REN, JIAN-JIAN. Algorithms for computing self-consistent and maximum likelihood estimators with doubly censored data 1740-1764 NOBEL, ANDREW. Histogram regression estimation using data- 1084-1105 NOBEL, ANDREW AND LUGOSI, GABOR. Consistency of data-driven histogram methods for density estimation and classification 687-706 NOGALES, A. G. AND OYOLA, J. A. Some remarks on sufficiency, invariance and conditional independence 906-909 NOGALES, A. G., OYOLA, J. A. AND BERK, R. H. Some counter- examples concerning sufficiency and invariance 902--905 NUSSBAUM, MICHAEL. Asymptotic equivalence of density estimation and Gaussian white noise .................+25. 2399-2430 OYOLA, J. A. AND NOGALES, A. G. Some remarks on sufficiency, invariance and conditional independence 906-909 OYOLA, J. A., BERK, R. H. AND NOGALES, A. G. Some counter- examples concerning sufficiency and invariance 902-905 PEARL, DENNIS K., BARTOSZYNSKI, ROBERT AND MAA, JEN-FUE. Reducing multidimensional two-sample data to one-dimen- sional interpoint COMPSTIOONS.... ... 6c 6 ok eee sees 1069-1074 PHELAN, MICHAEL J. Asymptotic likelihood estimation from birth and death on a flow 1161-1184 PICARD, DOMINIQUE AND KERKYACHARIAN, GERARD. Estimating nonquadratic functionals of a density using Haar wavelets. . 485-507 INDEX PICARD, DOMINIQUE, DONOHO, Davip L., JOHNSTONE, IAIN M. AND KERKYACHARIAN, GERARD. Density estimation by wavelet thresholding 508-539 POLZEHL, JORG AND HALL, PETER. On the dimension of the boundary of clumps in a multi-type Boolean model 1521-1535 PORTNOY, STEPHEN L. AND ZHOU, KENNETH Q. Direct use of regression quantiles to construct confidence sets in linear models 287-306 PRAESTGAARD, JENS THOMAS AND HUANG, JIAN. Asymptotic the- ory for nonparametric estimation of survival curves under order restrictions 1679-1716 PUTTER, HEIN AND VAN ZWET, WILLEM R. Resampling: Consis- tency of substitution estimators 2297-2318 QUEEN, CATRIONA M. AND SMITH, JIM Q. Bayesian models for sparse probability tables 2178-2198 REGAZZINI, EUGENIO, CIFARELLI, DONATO MICHELE AND CONTI, PiER Luici. On the asymptotic distribution of a general measure of monotone dependence 1386-1399 REN, JIAN-JIAN AND MYKLAND, PER A. Algorithms for computing self-consistent and maximum likelihood estimators with doubly censored data 1740-1764 RIGO, PIETRO AND BERTI, PATRIZIA. On the existence of infer- ences which are consistent with a given model 1235-1249 RITTER, KLAUS. Asymptotic optimality of regular sequence designs 2081-2096 RockE, DAviDM. Robustness properties of S-estimators of multivariate location and shape in high dimension 1327-1345 RoussAaS, GEORGE, YAKOWITZ, SIDNEY, VAN, B. TRUONG AND TRAN, LANH. Fixed-design regression for linear time series 975-991 RUBLIK, FRANTISEK. A large deviation theorem for the g-sample likelihood ratio statistic 2280-2287 SACKROWITZ, H. B. AND COHEN, ARTHUR. Cone order association and stochastic cone ordering with applications to order- restricted testing 2036-2048 SATO, MICHIKAZU AND AKAHIRA, MASAFUMI. An information inequality for the Bayes risk 2288-2295 ScHIcK, ANTON AND KouL, HirkA L. Adaptive estimation in a random coefficient autoregressive model 1025-1054 ScHICK, ANTON, CHOI, SUNGSUB AND HALL, W. J. Asymptotically uniformly most powerful tests in parametric and semiparametric models 841-861 SEN, PRANAB KUMAR. Regression rank scores estimation in ANOCOVA 1586-1601 SESHADRI, V. AND KOKONENDJI, CELESTIN C. On the determi- nant of the second derivative of a Laplace transform 1813-1827 xii INDEX SETHURMAN, JAYARAM, ATHREYA, KRISHNA B. AND Doss, HANI. On the convergence of the Markov chain simulation method ... 69-100 SHAO, QI-MAN AND HE, XUMING. A general Bahadur representation of M-estimators and its application to linear regression with nonstochastic designs 2608-2630 SHAO, QI-MAN AND HorvATH, Lajos. Limit theorem for maximum of standardized U-statistics with an application 2266-2279 SHIRAKURA, TERUHIRO, TAKAHASHI, TADASHI AND SRIVASTAVA, JAGDISH N. Searching probabilities for nonzero effects in search designs for the noisy case 2560-2568 SHORACK, GALEN R. Linear rank statistics, finite sampling, per- mutation tests and Winsorizing 1371-1385 SILVERMAN, BERNARD W. Smoothed functional principal components analysis by choice of norm 1-24 SLUD, ERIC AND FAKHRE-ZAKERI, ISSA. Optimal stopping of sequential size-dependent search 2215-2232 SMITH, JIM Q. AND QUEEN, CATRIONA M. Bayesian models for sparse probability tables 2178-2198 Spokoiny, V.G. Adaptive hypothesis testing using wavelets... 2477-2498 SRIVASTAVA, JAGDISH N., SHIRAKURA, TERUHIRO AND TAKAHASHI, TADASHI. Searching probabilities for nonzero effects in search designs for the noisy case 2560-2568 STAFFORD, JAMES E. A robust adjustment of the profile likeli- 336-352 STARK, PHILIP B. AND EVANS, STEVEN N. Shrinkage estimators, Skorokhod’s problem and stochastic integration by parts ... 809-815 STRASSER, HELMUT. Asymptotic efficiency of estimates for models with incidental nuisance parameters 879-901 STRAWDERMAN, ROBERT L. AND TSIATIS, ANASTASIOS A. On the asymptotic properties of a flexible hazard estimator 41-63 STRAWDERMAN, WILLIAM E. AND BERGER, JAMES O. Choice of hierarchical priors: Admissibility in estimation of normal 931-951 STUDDEN, WILLIAM J., SUN, DONGCHU AND HE, ZHUOQIONG. Opti- mal designs for rational models 2128-2147 STUETZLE, WERNER AND DUCHAMP, TOM. Extremal properties of principal curves in the plane 1511-1520 STUTE, WINFRIED. The jackknife estimate of variance of a Kaplan-Meier integral 2679-2704 Sun, DONGCHU, HE, ZHUOQIONG AND STUDDEN, WILLIAM J. Opti- mal designs for rational models 2128-2147 Sun, Li. Shrinkage estimation in the two-way multivariate normal model 825-840 TAKAHASHI, TADASHI, SRIVASTAVA, JAGDISH N. AND SHIRAKURA, TERUHIRO. Searching probabilities for nonzero effects in search designs for the noisy case 2560-2568