## Content

### February 2000, Volume 72, Issue 2

### January 2000, Volume 72, Issue 1

**1-21 On the Loss of Information Due to Nonrandom Truncation***by*Falk, Michael & Marohn, Frank**22-29 Universal Inadmissibility of Least Squares Estimator***by*Lu, Chang-Yu & Shi, Ning-Zhong**30-49 Bivariate Distributions with Given Extreme Value Attractor***by*Capéraà, Philippe & Fougères, Anne-Laure & Genest, Christian**50-77 Properties of Likelihood Inference for Order Restricted Models***by*Cohen, Arthur & Kemperman, J. H. B. & Sackrowitz, Harold B.**78-99 Restricted Regression Quantiles***by*Zhao, Quanshui**100-119 Canonical Analysis Applied to Multivariate Analysis of Variance***by*Lejeune, Michel & Calinski, Tadeusz**120-131 Optimum Designs for a Multiresponse Regression Model***by*Imhof, Lorens**132-148 Empirical Likelihood for Partially Linear Models***by*Shi, Jian & Lau, Tai-Shing

### November 1999, Volume 71, Issue 2

**161-190 Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator***by*Croux, Christophe & Haesbroeck, Gentiane**191-240 Asymptotic Normality of a Combined Regression Estimator***by*Fan, Yanqin & Ullah, Aman**241-261 Dependent Hazards in Multivariate Survival Problems***by*Yashin, Anatoli I. & Iachine, Ivan A.**262-276 Functional Principal Components Analysis by Choice of Norm***by*Ocaña, F. A. & Aguilera, A. M. & Valderrama, M. J.**277-296 Properties of Prior and Posterior Distributions for Multivariate Categorical Response Data Models***by*Chen, Ming-Hui & Shao, Qi-Man

### October 1999, Volume 71, Issue 1

**1-23 Shortcomings of Generalized Affine Invariant Skewness Measures***by*Gutjahr, Steffen & Henze, Norbert & Folkers, Martin**24-41 Strongly Consistent Nonparametric Forecasting and Regression for Stationary Ergodic Sequences***by*Yakowitz, Sidney & Györfi, László & Kieffer, John & Morvai, Gusztáv**42-55 Stochastic Comparisons for Multivariate Shock Models***by*Pellerey, Franco**56-66 Application of the Limit of Truncated Isotonic Regression in Optimization Subject to Isotonic and Bounding Constraints***by*Hu, Xiaomi**67-75 On Maximum Entropy Characterization of Pearson's Type II and VII Multivariate Distributions***by*Zografos, K.**76-93 An Almost Sure Central Limit Theorem for Stochastic Approximation Algorithms***by*Pelletier, Mariane**94-110 Spatial Sampling Design Based on Stochastic Complexity***by*Bueso, M. C. & Angulo, J. M. & Qian, G. & Alonso, F. J.**111-124 Covariance Adjustments in Discrimination of Mixed Discrete and Continuous Variables***by*Leung, Chi-Ying**125-144 Strong Universal Pointwise Consistency of Some Regression Function Estimates***by*Algoet, Paul & Györfi, László**145-159 Moment Estimator for Random Vectors with Heavy Tails***by*Meerschaert, Mark M. & Scheffler, Hans-Peter

### August 1999, Volume 70, Issue 2

**157-176 Joint Distributions of the Numbers of Visits for Finite-State Markov Chains***by*Stadje, Wolfgang**177-201 Nonparametric Regression with Singular Design***by*Lu, Zhan-Qian**202-206 Spherically Symmetric Logistic Distribution***by*Volodin, Nikolai A.**207-220 Normal Approximation Rate of the Kernel Smoothing Estimator in a Partial Linear Model***by*Hong, Sheng-Yan & Cheng, Ping**221-249 On the Underfitting and Overfitting Sets of Models Chosen by Order Selection Criteria***by*Guyon, Xavier & Yao, Jian-feng**250-285 Conditional Empirical Processes Defined by Nonstationary Absolutely Regular Sequences***by*Harel, Michel & Puri, Madan L.**286-317 Rank-Score Tests in Factorial Designs with Repeated Measures***by*Brunner, Edgar & Munzel, Ulrich & Puri, Madan L.

### July 1999, Volume 70, Issue 1

**1-29 Asymptotic Theory for Canonical Correlation Analysis***by*Anderson, T. W.**30-56 On Robust Bayesian Analysis for Location and Scale Parameters***by*Haro-López, Rubén A. & Smith, Adrian F. M.**57-65 A Central Limit Theorem for Local Polynomial Backfitting Estimators***by*Wand, M. P.**66-85 Bayesian Statistical Inference on Elliptical Matrix Distributions***by*Fang, Kai-Tai & Li, Runze**86-94 On the Efficiencies of Several Generalized Least Squares Estimators in a Seemingly Unrelated Regression Model and a Heteroscedastic Model***by*Kurata, Hiroshi**95-117 Bayesian Estimation for Spherically Symmetric Distributions***by*Cellier, Dominique & Fourdrinier, Dominique & Wells, Martin T.**118-135 Weighting Games in Robust Linear Regression***by*Markatou, Marianthi**136-155 Spectral Approximation to the Likelihood for an Intrinsic Gaussian Random Field***by*Kent, J. T. & Mohammadzadeh, M.

### May 1999, Volume 69, Issue 2

**155-166 Generalized MLE of a Joint Distribution Function with Multivariate Interval-Censored Data***by*Wong, George Y. C. & Yu, Qiqing**167-192 Permutation Tests for Multivariate Location Problems***by*Neuhaus, Georg & Zhu, Li-Xing**193-205 A Characterization of Quasi-copulas***by*Genest, C. & Quesada Molina, J. J. & Rodriguez Lallena, J. A. & Sempi, C.**206-217 Efficient ML Estimation of the Multivariate Normal Distribution from Incomplete Data***by*Liu, Chuanhai**218-241 On Confidence Intervals in Nonparametric Binary Regression via Edgeworth Expansions***by*Rodriguez-Campos, M. Celia**242-260 Nonparametric Empirical Bayes Estimation of the Matrix Parameter of the Wishart Distribution***by*Pensky, Marianna**261-280 A Strong Representation of the Product-Limit Estimator for Left Truncated and Right Censored Data***by*Zhou, Yong & Yip, Paul S. F.

### April 1999, Volume 69, Issue 1

**1-9 An Extension of the Bivariate Method of Polynomials and a Reduction Formula for Bonferroni-Type Inequalities***by*Simonelli, Italo**10-29 Screening among Multivariate Normal Data***by*Chen, Pinyuen & Melvin, William L. & Wicks, Michael C.**30-64 Estimation of Partial Linear Error-in-Variables Models with Validation Data***by*Wang, Qihua**65-87 On Burbea-Rao Divergence Based Goodness-of-Fit Tests for Multinomial Models***by*Pardo, M. C.**88-119 Radial Positive Definite Functions Generated by Euclid's Hat***by*Gneiting, Tilmann**120-134 On the Rate of Multivariate Poisson Convergence***by*Roos, Bero**135-153 Halfspace Depth and Regression Depth Characterize the Empirical Distribution***by*Struyf, Anja J. & Rousseeuw, Peter J.

### February 1999, Volume 68, Issue 2

**165-175 Independence Distribution Preserving Covariance Structures for the Multivariate Linear Model***by*Young, Dean M. & Seaman, John W. & Meaux, Laurie M.**176-192 Improving on the Best Affine Equivariant Estimator of the Ratio of Generalized Variances***by*Iliopoulos, George & Kourouklis, Stavros**193-211 A Nonsymmetric Correlation Inequality for Gaussian Measure***by*Szarek, Stanislaw J. & Werner, Elisabeth**212-225 Extreme Values in FGM Random Sequences***by*Hashorva, E. & Hüsler, J.**226-234 Geometrical Aspects of Discrimination by Multilayer Perceptrons***by*Ingrassia, Salvatore**235-249 Predictive Inference for the Elliptical Linear Model***by*Kibria, B. M. Golam & Haq, M. Safiul**250-263 Second-Order Properties of a Two-Stage Fixed-Size Confidence Region for the Mean Vector of a Multivariate Normal Distribution***by*Mukhopadhyay, N.**264-282 Two-Stage Likelihood Ratio and Union-Intersection Tests for One-Sided Alternatives Multivariate Mean with Nuisance Dispersion Matrix***by*Sen, Pranab K. & Tsai, Ming-Tien**283-298 Characterization Theorems when Variables Are Measured with Error***by*Holcomb, John P.

### January 1999, Volume 68, Issue 1

**1-25 Multivariate Density Estimation with General Flat-Top Kernels of Infinite Order***by*Politis, Dimitris N. & Romano, Joseph P.**26-53 Data Driven Smooth Tests for Bivariate Normality***by*Bogdan, Malgorzata**54-77 Dynamic Linkages for Multivariate Distributions with Given Nonoverlapping Multivariate Marginals***by*Li, Haijun & Scarsini, Marco & Shaked, Moshe**78-95 Asymptotic Normality for Density Kernel Estimators in Discrete and Continuous Time***by*Bosq, Denis & Merlevède, Florence & Peligrad, Magda**96-119 Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes***by*Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef**120-137 Rates of Convergence for Spline Estimates of Additive Principal Components***by*El Faouzi, Nour Eddin & Sarda, Pascal**138-164 Universally Consistent Regression Function Estimation Using Hierarchial B-Splines***by*Kohler, Michael

### November 1998, Volume 67, Issue 2

**129-153 Permutation Tests for Reflected Symmetry***by*Neuhaus, Georg & Zhu, Li-Xing**154-168 Variational Inequalities for Arbitrary Multivariate Distributions***by*Papadatos, N. & Papathanasiou, V.**169-189 Double Shrinkage Estimation of Common Coefficients in Two Regression Equations with Heteroscedasticity***by*Kubokawa, Tatsuya**190-202 Some General Characterizations of the Bivariate Gumbel Distribution and the Bivariate Lomax Distribution Based on Truncated Expectations***by*Asadi, Majid**203-226 Algebraic Descriptions of Nominal Multivariate Discrete Data***by*Teugels, J. L. & Van Horebeek, J.**227-243 Mean Location and Sample Mean Location on Manifolds: Asymptotics, Tests, Confidence Regions***by*Hendriks, Harrie & Landsman, Zinoviy**244-276 A Local Parameterization of Orthogonal and Semi-Orthogonal Matrices with Applications***by*Boik, Robert J.**277-296 Prediction and Classification of Non-stationary Categorical Time Series***by*Fokianos, Konstantinos & Kedem, Benjamin**297-305 A Generalization of Rao's Covariance Structure with Applications to Several Linear Models***by*Kurata, Hiroshi**306-317 A Note on the Comedian for Elliptical Distributions***by*Falk, Michael**318-348 Kaplan-Meier Estimator under Association***by*Cai, Zongwu & Roussas, George G.**349-366 More Higher-Order Efficiency: Concentration Probability***by*Kano, Yutaka**367-384 Convergence Rates for Logspline Tomography***by*Koo, Ja-Yong**385-397 Multidimensional Limit Theorems Allowing Large Deviations for Densities of Regular Variation***by*Nagaev, Alexander V. & Zaigraev, Alexander Yu.**398-413 Weak Limits for Multivariate Random Sums***by*Kozubowski, Tomasz J. & Panorska, Anna K.**414-430 Geometric Ergodicity of Gibbs and Block Gibbs Samplers for a Hierarchical Random Effects Model***by*Hobert, James P. & Geyer, Charles J.

### October 1998, Volume 67, Issue 1

**1-22 Spherical Deconvolution***by*Healy, Dennis M. & Hendriks, Harrie & Kim, Peter T.**23-34 Kernel Density and Hazard Rate Estimation for Censored Dependent Data***by*Cai, Zongwu**35-48 Improved Estimation in Measurement Error Models Through Stein Rule Procedure***by*Shalabh**49-71 Functional ANOVA Models for Generalized Regression***by*Huang, Jianhua Z.**72-79 Multivariate Extensions of Univariate Life Distributions***by*Roy, Dilip & Mukherjee, S. P.**80-89 Multivariate Stable Densities as Functions of One Dimensional Projections***by*Abdul-Hamid, Husein & Nolan, John P.**90-98 On the Poisson-Dirichlet Limit***by*Gnedin, Alexander V.**99-127 The Asymptotic Loss of Information for Grouped Data***by*Felsenstein, Klaus & Pötzelberger, Klaus

### August 1998, Volume 66, Issue 2

**133-187 Normal Linear Regression Models With Recursive Graphical Markov Structure***by*Andersson, Steen A. & Perlman, Michael D.**188-206 Density Estimation on the Stiefel Manifold***by*Chikuse, Yasuko**207-236 Error Process Indexed by Bandwidth Matrices in Multivariate Local Linear Smoothing***by*Cristóbal, J. A. & Alcalá, J. T.**237-254 The Probability Content of Cones in Isotropic Random Fields***by*Provost, Serge B. & Cheong, Young-Ho**255-269 Minimax Risk Inequalities for the Location-Parameter Classification Problem***by*Allaart, Pieter C.**270-296 The Catline for Deep Regression***by*Hubert, Mia & Rousseeuw, Peter J.

### July 1998, Volume 66, Issue 1

**1-21 Model-Building Problem of Periodically Correlatedm-Variate Moving Average Processes***by*Bentarzi, Mohamed**22-37 On the Geometrical Convergence of Gibbs Sampler inRd***by*Hwang, Chii-Ruey & Sheu, Shuenn-Jyi**38-45 On Covariance Estimators of Factor Loadings in Factor Analysis***by*Hayashi, Kentaro & Kumar Sen, Pranab**46-63 Fixed-Width Simultaneous Confidence Intervals for Multinormal Means in Several Intraclass Correlation Models***by*Aoshima, Makoto & Mukhopadhyay, Nitis**64-70 A Conditional Test for a Non-negative Mean Vector Based on a Hotelling'sT2-Type Statistic***by*Wang, Yining & McDermott, Michael P.**71-98 On Polynomial Estimators of Frontiers and Boundaries***by*Hall, Peter & Park, Byeong U. & Stern, Steven E.**99-117 On the Rate of Strong Consistency of the Total Time on Test Statistic***by*Csörgo, Miklós & Zitikis, Ricardas**118-132 On the Efficiency of Affine Invariant Multivariate Rank Tests***by*Möttönen, J. & Hettmansperger, T. P. & Oja, H. & Tienari, J.

### May 1998, Volume 65, Issue 2

**109-128 Pointwise Improvement of Multivariate Kernel Density Estimates***by*Abdous, Belkacem & Berlinet, Alain**129-138 Infinite Divisibility of Random Objects in Locally Compact Positive Convex Cones***by*Jonasson, Johan**139-165 Nonparametric Estimation of the Measurement Error Model Using Multiple Indicators***by*Li, Tong & Vuong, Quang**166-180 Approximation of the Power of Kurtosis Test for Multinormality***by*Naito, Kanta**181-194 Dimensionality in Manova Tested by a Closed Testing Procedure***by*Calinski, Tadeusz & Lejeune, Michel**195-208 Outliers in Multivariate Regression Models***by*Srivastava, Muni S. & von Rosen, Dietrich**209-227 The Hilbert Kernel Regression Estimate***by*Devroye, Luc & Györfi, Laszlo & Krzyzak, Adam**228-244 Testing for Spherical Symmetry of a Multivariate Distribution***by*Koltchinskii, V. I. & Li, Lang**245-260 Asymptotics of Estimating Equations under Natural Conditions***by*Yuan, Ke-Hai & Jennrich, Robert I.**261-276 Conditional Iterative Proportional Fitting for Gaussian Distributions***by*Cramer, Erhard

### April 1998, Volume 65, Issue 1

**1-18 Semiparametric Estimation in the Multivariate Liouville Model***by*Bhattacharya, P. K. & Burman, Prabir**19-35 Perturbation Inequalities and Confidence Sets for Functions of a Scatter Matrix***by*Dümbgen, Lutz**36-57 Elliptical Functional Models***by*Vilca-Labra, F. & Arellano-Valle, R. B. & Bolfarine, H.**58-70 Cyclic Subspace Regression***by*Lang, Patrick M. & Brenchley, Jason M. & Nieves, Reinaldo G. & Kalivas, John H.**71-108 Combining Estimates of Tectonic Plate Rotations:, : An Extension of Welch's Method to Spherical Regression***by*Kirkwood, Bessie H. & Chang, Ted

### February 1998, Volume 64, Issue 2

**103-117 Uniform Distributions on Spheres in Finite DimensionalL[alpha]and Their Generalizations***by*Szablowski, Pawel J.**118-130 Asymptotic Improvement of the Usual Confidence Set in a Multivariate Normal Distribution with Unknown Variance***by*Takada, Yoshikazu**131-147 On[alpha]-Symmetric Multivariate Characteristic Functions***by*Gneiting, Tilmann**148-155 Constant Local Dependence***by*Jones, M. C.**156-182 Projection Method for Moment Bounds on Order Statistics from Restricted Families, : II. Independent Case***by*Gajek, Leslaw & Rychlik, Tomasz**183-195 Maximum Likelihood Estimation of Isotonic Normal Means with Unknown Variances***by*Shi, Ning-Zhong & Jiang, Hua**196-205 A Unified and Broadened Class of Admissible Minimax Estimators of a Multivariate Normal Mean***by*Maruyama, Yuzo

### January 1998, Volume 64, Issue 1

**1-24 On Parameter Estimation for Semi-linear Errors-in-Variables Models***by*Hengjian, Cui & Rongcai, Li**25-47 Best Attainable Rates of Convergence for Estimators of the Stable Tail Dependence Function***by*Drees, Holger & Huang, Xin**48-65 Modeling Probabilistic Networks of Discrete and Continuous Variables***by*Castillo, Enrique & Gutiérrez, José Manuel & Hadi, Ali S.**66-85 Uniformity of Double Saddlepoint Conditional Probability Approximations***by*Kolassa, John E.**86-102 The Generalized Integer Gamma Distribution--A Basis for Distributions in Multivariate Statistics***by*Coelho, Carlos A.

### November 1997, Volume 63, Issue 2

**199-221 Unbiased Estimation for a Multivariate Exponential whose Components have a Common Shift***by*Bordes, Laurent & Nikulin, Mikhail & Voinov, Vassily**222-241 Median Balls: An Extension of the Interquantile Intervals to Multivariate Distributions***by*Averous, Jean & Meste, Michel**242-258 A New Class of Consistent Estimators for Stochastic Linear Regressive Models***by*An, Hong-Zhi & Hickernell, Fred J. & Zhu, Li-Xing**259-276 Compact Matrix Expressions for Generalized Wald Tests of Equality of Moment Vectors,***by*Satorra, Albert & Neudecker, Heinz**277-295 On Domains of Attraction of Multivariate Extreme Value Distributions under Absolute Continuity***by*Yun, Seokhoon**296-312 ML Estimation of the MultivariatetDistribution and the EM Algorithm***by*Liu, Chuanhai**313-319 On a Conjecture Concerning a Theorem of Cramér and Wold***by*Walther, Guenther

### October 1997, Volume 63, Issue 1

**1-14 On Estimated Projection Pursuit-Type Crámer-von Mises Statistics,***by*Zhu, Li-Xing & Fang, Kai-Tai & Bhatti, M Ishaq**15-34 On Inconsistency of the Jackknife-after-Bootstrap Bias Estimator for Dependent Data***by*Lahiri, Soumendra Nath**35-46 Geodesic Estimation in Elliptical Distributions***by*Berkane, Maia & Oden, Kevin & Bentler, Peter M.**47-72 Classification of Binary Vectors by Stochastic Complexity***by*Gyllenberg, Mats & Koski, Timo & Verlaan, Martin**73-87 Wishart and Pseudo-Wishart Distributions and Some Applications to Shape Theory***by*Díaz-García, José A. & Jáimez, Ramón Gutierrez & Mardia, Kanti V.**88-104 On the Effect of Inliers on the Spatial Median***by*Brown, Bruce M. & Hall, Peter & Young, G. Alastair**105-118 Multidimensional Bhattacharyya Matrices and Exponential Families***by*Pommeret, Denys**119-135 GeneralM-Estimation***by*Bai, Z. D. & Wu, Y**136-179 Random Deletion Does Not Affect Asymptotic Normality or Quadratic Negligibility***by*Kesten, Harry & Maller, R. A.**180-198 Set-Valued Stationary Processes***by*Wang, Rongming & Wang, Zhenpeng

### August 1997, Volume 62, Issue 2

**169-180 Linear Discrimination with Adaptive Ridge Classification Rules***by*Loh, Wei-Liem**181-189 Some Classes of Multivariate Life Distributions in Discrete Time***by*Unnikrishnan Nair, N. & Asha, G.**190-203 A Study on Bandwidth Selection in Density Estimation under Dependence***by*Kim, Tae Yoon & Cox, Denis D.**204-232 On the Estimation of a Support Curve of Indeterminate Sharpness***by*Hall, Peter & Nussbaum, Michael & Stern, Steven E.**233-272 Functional Central Limit Theorems for Triangular Arrays of Function-Indexed Processes under Uniformly Integrable Entropy Conditions***by*Ziegler, Klaus**273-309 Multivariate Hazard Rates under Random Censorship***by*Fermanian, Jean-David

### July 1997, Volume 62, Issue 1

**1-23 A New Approach to the BHEP Tests for Multivariate Normality***by*Henze, Norbert & Wagner, Thorsten**24-35 Convergence of Dirichlet Measures Arising in Context of Bayesian Analysis of Competing Risks Models***by*Salinas-Torres, Victor H. & de Bragança Pereira, Carlos A. & Tiwari, Ram C.**36-63 Goodness-of-Fit Tests for a Multivariate Distribution by the Empirical Characteristic Function***by*Fan, Yanqin**64-73 On the Multivariate Normal Hazard***by*Gupta, Pushpa L. & Gupta, Ramesh C.**74-99 Characterization of Multivariate Stationary Gaussian Reciprocal Diffusions,***by*Lévy, Bernard C.**100-109 A Theorem on Uniform Convergence of Stochastic Functions with Applications***by*Yuan, Ke-Hai**110-120 On a Conjecture of Krishnamoorthy and Gupta,***by*Perron, François**121-136 On Estimating the Dimensionality in Canonical Correlation Analysis***by*Gunderson, Brenda K. & Muirhead, Robb J.**137-168 Some New Statistics for Testing Hypotheses in Parametric Models,***by*Morales, D. & Pardo, L. & Vajda, I.

### May 1997, Volume 61, Issue 2

**159-169 Multivariate Exponential Distributions with Constant Failure Rates***by*Basu, Asit P. & Sun, Kai**171-186 Combining Independent Information in a Multivariate Calibration Problem***by*Krishnamoorthy, K. & Johnson, Darren J.**187-193 An Asymptotic Expansion for the Distribution of Hotelling'sT2-Statistic under Nonnormality***by*Fujikoshi, Yasunori**195-230 Rates of Convergence for Bivariate Extremes***by*de Haan, L. & Peng, L.

### April 1997, Volume 61, Issue 1

**1-28 On Rankings Generated by Pairwise Linear Discriminant Analysis of m Populations***by*Kamiya, Hidehiko & Takemura, Akimichi**29-37 Tests for Equality of Parameter Matrices in Two Multivariate Linear Models***by*Nel, Daan G.**38-60 A Cross-Validation Bandwidth Choice for Kernel Density Estimates with Selection Biased Data***by*Wu, Colin O.**61-66 Simultaneous Estimation in a Restricted Linear Model***by*Rueda, C. & Salvador, B. & Fernández, M. A.**67-85 On the Asymptotics of Quantizers in Two Dimensions***by*Su, Yingcai**86-101 Supermodular Stochastic Orders and Positive Dependence of Random Vectors***by*Shaked, Moshe & Shanthikumar, J. George**102-128 Efficiency Comparisons in Multivariate Multiple Regression with Missing Outcomes***by*Rotnitzky, Andrea & Holcroft, Christina A. & Robins, James M.**129-143 Wishart and Chi-Square Distributions Associated with Matrix Quadratic Forms***by*Mathew, Thomas & Nordström, Kenneth**144-158 LAD Regression for Detecting Outliers in Response and Explanatory Variables***by*Dodge, Yadolah

### February 1997, Volume 60, Issue 2

**177-187 Discriminant Analysis for Regression Models with Stationary Long-Memory Disturbances***by*Zhang, Guoqiang**188-202 Symmetry and Unimodality in Linear Inference***by*Jensen, D. R.**203-232 The Probability that a Random Real Gaussian Matrix haskReal Eigenvalues, Related Distributions, and the Circular Law***by*Edelman, Alan**233-251 On Sequential Fixed-Size Confidence Regions for the Mean Vector***by*Datta, S. & Mukhopadhyay, N.**252-276 Multivariate Gini Indices***by*Koshevoy, G. A. & Mosler, K.**277-292 Variable Selection for the Growth Curve Model***by*Satoh, Kenichi & Kobayashi, Mika & Fujikoshi, Yasunori

### January 1997, Volume 60, Issue 1

**1-19 Local Linear Estimation in Partly Linear Models***by*Hamilton, Scott A. & Truong, Young K.**20-47 Bivariate Distribution and Hazard Functions When a Component is Randomly Truncated***by*Gürler, Ülkü**48-60 Some Applications of Watson's Perturbation Approach to Random Matrices***by*Ruymgaart, Frits H. & Yang, Song**61-71 Characterization ofp-Generalized Normality***by*Gupta, A. K. & Song, D.**72-83 Optimal Transportation Plans and Convergence in Distribution***by*Cuesta-Albertos, J. A. & Matrán, C. & Tuero-Diaz, A.**84-89 Improvement on Chi-Squared Approximation by Monotone Transformation***by*Fujisawa, Hironori**90-98 Likelihood Ratio Criterion for Mean Structure in the Growth Curve Model with Random Effects***by*Fujisawa, Hironori**99-110 Comparison of LR, Score, and Wald Tests in a Non-IID Setting***by*Rao, C. Radhakrishna & Mukerjee, Rahul**111-122 Dependence and Order in Families of Archimedean Copulas***by*Nelsen, Roger B.**123-147 On Consistency in Nonparametric Estimation under Mixing Conditions***by*Irle, A.**148-153 A Note on Matrix Variate Normal Distribution***by*Nguyen, Truc T.**154-175 Smooth Tests of Goodness-of-Fit for Directional and Axial Data***by*Boulerice, Bernard & Ducharme, Gilles R.

### November 1996, Volume 59, Issue 2

**109-140 A Paradox Concerning Shrinkage Estimators: Should a Known Scale Parameter Be Replaced by an Estimated Value in the Shrinkage Factor?***by*Fourdrinier, Dominique & Strawderman, William E.**141-152 Asymptotic Behavior of Sample Mean Direction for Spheres***by*Hendriks, Harrie & Landsman, Zinoviy & Ruymgaart, Frits**153-165 Parameter Estimation with Exact Distribution for Multidimensional Ornstein-Uhlenbeck Processes***by*Pap, Gyula & van Zuijlen, Martien C. A.**166-186 On a Constrained Optimal Rule for Classification with Unknown Prior Individual Group Membership***by*Kim, Hea-Jung