## Content

### June 2006, Volume 58, Issue 2

**327-340 Estimation of Kullback–Leibler Divergence by Local Likelihood***by*Young Lee & Byeong Park**341-355 Robust and Efficient Parametric Estimation for Censored Survival Data***by*Srabashi Basu & Ayanendranath Basu & M. Jones**357-378 Asymptotic Properties of a Nonparametric Regression Function Estimator with Randomly Truncated Data***by*Elias Ould-Saïd & Mohamed Lemdani**379-387 On Consistent Statistical Procedures in Regression***by*Yannis Yatracos**389-406 A Note on the Use of V and U Statistics in Nonparametric Models of Regression***by*Carlos Martins-Filho & Feng Yao**407-426 Local c- and E-optimal Designs for Exponential Regression Models***by*Holger Dette & Viatcheslav Melas & Andrey Pepelyshev

### March 2006, Volume 58, Issue 1

**1-20 Optimality of AIC in Inference About Brownian Motion***by*Arijit Chakrabarti & Jayanta Ghosh**21-52 Large deviations for M-estimators***by*Miguel Arcones**53-71 On Estimating the Cumulant Generating Function of Linear Processes***by*Sucharita Ghosh & Jan Beran**73-92 Estimation of a Location Parameter with Restrictions or “vague information” for Spherically Symmetric Distributions***by*Dominique Fourdrinier & William Strawderman & Martin Wells**93-100 Biased and Unbiased Two-sided Wilcoxon Tests for Equal Sample Sizes***by*Nariaki Sugiura & Hidetoshi Murakami & Seong Lee & Yasutomo Maeda**101-114 On Some Tests of the Covariance Matrix Under General Conditions***by*Arjun Gupta & Jin Xu**115-129 Testing Homogeneity in Weibull Error in Variables Models***by*Dione Valença & Heleno Bolfarine**131-151 Nonasymptotic Bounds on the L 2 Error of Neural Network Regression Estimates***by*Michael Hamers & Michael Kohler**153-169 A Flexible Model for Generalized Linear Regression with Measurement Error***by*Surupa Roy & Tathagata Banerjee**171-185 Exact and Limiting Distributions in Diagonal Pólya Processes***by*Srinivasan Balaji & Hosam Mahmoud**187-210 Compound Binomial Approximations***by*Vydas Čekanavičius & Bero Roos

### December 2005, Volume 57, Issue 4

**617-635 Nonlinear regression modeling using regularized local likelihood method***by*Yoshisuke Nonaka & Sadanori Konishi**637-653 Comparisons between simultaneous and componentwise splines for varying coefficient models***by*Chin-Tsang Chiang**655-664 Estimation of the number of components of finite mixtures of multivariate distributions***by*Jogi Henna**665-685 Strong universal consistency of smooth kernel regression estimates***by*Harro Walk**687-701 Derivation of mixture distributions and weighted likelihood function as minimizers of KL-divergence subject to constraints***by*Xiaogang Wang & James Zidek**703-732 Non-standard asymptotics in an inhomogeneous gamma process***by*Nibedita Bandyopadhyay & Ananda Sen**733-745 A new instrumental variable estimation for diffusion processes***by*Beong So**747-765 The empirical distribution function and partial sum process of residuals from a stationary arch with drift process***by*Janusz Kawczak & Reg Kulperger & Hao Yu**767-780 Informative barycentres in statistics***by*Bruno Pelletier**781-788 Multivariate versions of Blomqvist’s beta and Spearman’s footrule***by*Manuel Úbeda-Flores**789-802 Inferences based on a bivariate distribution with von Mises marginals***by*Grace Shieh & Richard Johnson**803-815 On testing the dilation order and HNBUE alternatives***by*F. Belzunce & J. Pinar & J. Ruiz**817-831 On a functional equation generalizing the class of semistable distributions***by*Mohamed Alaya & Thierry Huillet**833-844 D-Optimal designs for weighted polynomial regression—A functional approach***by*Fu-Chuen Chang

### September 2005, Volume 57, Issue 3

**403-423 Estimation in additive cox models by marginal integration***by*Toshio Honda**425-442 Central limit theorem for asymmetric kernel functionals***by*Marcelo Fernandes & Paulo Monteiro**443-453 Kernel estimation for stationary density of Markov chains with general state space***by*Viviane Campos & Chang Dorea**455-484 Estimation of the multivariate normal precision and covariance matrices in a star-shape model***by*Dongchu Sun & Xiaoqian Sun**485-505 Profile empirical likelihood for parametric and semiparametric models***by*Lu Lin & Lixing Zhu & K. Yuen**507-529 Resampling student'st-type statistics***by*Arnold Janssen**531-552 Comparison of the cuscore, GLRT and cusum control charts for detecting a dynamic mean change***by*Dong Han & Fugee Tsung**553-573 Test for parameter change based on the estimator minimizing density-based divergence measures***by*Sangyeol Lee & Okyoung Na**575-595 Testing for serial correlation of unknown form in cointegrated time series models***by*Pierre Duchesne**597-616 Unordered and ordered sample from dirichlet distribution***by*Thierry Huillet

### June 2005, Volume 57, Issue 2

**201-220 ASP fits to multi-way layouts***by*Rodolf Beran**221-233 Semiparametric spatio-temporal covariance models with the ARMA temporal margin***by*Chunsheng Ma**235-253 Estimation of nonlinear autoregressive models using design-adapted wavelets***by*Véronique Delouille & Rainer Sachs**255-277 Functional inference in semiparametric models using the piggyback bootstrap***by*John Dixon & Michael Kosorok & Bee Lee**279-290 Variance estimation for sample quantiles using them out ofn bootstrap***by*K. Cheung & Stephen Lee**291-313 Strong convergence of estimators as ε n -minimisers of optimisation problemsof optimisation problems***by*Petr Lachout & Eckhard Liebscher & Silvia Vogel**315-351 On the posterior median estimators of possibly sparse sequences***by*Natalia Bochkina & Theofanis Sapatinas**353-368 Joint distributions of numbers of success runs of specified lengths in linear and circular sequences***by*Kiyoshi Inoue & Sigeo Aki**369-387 Engen's extended negative binomial model revisited***by*Nobuaki Hoshino**389-401 Generalized skew-elliptical distributions and their quadratic forms***by*Marc Genton & Nicola Loperfido

### March 2005, Volume 57, Issue 1

**1-19 Strong consistency of MLE for finite uniform mixtures when the scale parameters are exponentially small***by*Kentaro Tanaka & Akimichi Takemura**21-37 A martingale approach to scan statistics***by*Vladimir Pozdnyakov & Joseph Glaz & Martin Kulldorff & J. Steele**39-47 Regressions for sums of squares of spacings***by*S. Kirmani & J. Wesolowski**49-59 A generalized Pólya urn model and related multivariate distributions***by*Kiyoshi Inoue & Sigeo Aki**61-69 Quantile process for left truncated and right censored data***by*Szeman Tse**71-81 Optimisation of linear unbiased intensity estimators for point processes***by*Tomáš Mrkvička & Ilya Molchanov**83-103 Joint modeling of cointegration and conditional heteroscedasticity with applications***by*Heung Wong & W. Li & Shiqing Ling**105-127 A test for independence of two stationary infinite order autoregressive processes***by*Eunhee Kim & Sangyeol Lee**129-143 Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval***by*Éric Marchand & William Strawderman**145-156 Sensitivity of minimaxity and admissibility in the estimation of a positive normal mean***by*Yuzo Maruyama & Katsunori Iwasaki**157-165 Necessary conditions for dominating the James-Stein estimator***by*Yuzo Maruyama & William Strawderman**167-182 Minimax confidence bound of the normal mean under an asymmetric loss function***by*Yushan Xiao & Yoshikazu Takada & Ningzhong Shi**183-199 Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE***by*Muneya Matsui & Akimichi Takemura

### December 2004, Volume 56, Issue 4

**599-609 A Bayesian analysis for the seismic data on Taiwan***by*Tsai-Hung Fan & Eng-Nan Kuo**611-630 Spectral density estimation with amplitude modulation and outlier detection***by*Jiancheng Jiang & Y. Hui**631-654 Types of likelihood maxima in mixture models and their implication on the performance of tests***by*Wilfried Seidel & Hana Ševčíková**655-666 Canonical correlations in multi-way layout***by*Maria Adam & John Maroulas**667-681 Nonparametric estimation under length-biased sampling and Type I censoring: A moment based approach***by*Jacobo Uña-álvarez**683-700 Asymptotics for a weighted least squares estimator of the disease onset distribution function for a survival-sacrifice model***by*Antonio Gomes**701-720 Order restricted randomized designs for control versus treatment comparison***by*Omer Ozturk & Steven MacEachern**721-732 Some characterization results based on the conditional expectation of a function of non-adjacent order statistic (record value)***by*Ramesh Gupta & Mohammad Ahsanullah**733-742 The Möbius distribution on the disc***by*M. Jones**743-756 Decompounding poisson random sums: Recursively truncated estimates in the discrete case***by*Boris Buchmann & Rudolf Grübel**757-770 New estimators of discriminant coefficients as the gradient of log-odds***by*Yo Sheena & Arjun Gupta**771-790 Another approach to asymptotics and bootstrap of randomly trimmed means***by*Zhiqiang Chen & Evarist Giné**791-818 Universal consistency of delta estimators***by*Jose Vidal-Sanz & Miguel Delgado**819-832 Universally consistent conditionalU-statistics for absolutely regular processes and its applications for hidden Markov models***by*Michel Harel & Madan Puri

### September 2004, Volume 56, Issue 3

**403-414 Likelihood-based imputation inference for mean functionals in the presence of missing responses***by*Qi-Hua Wang**415-433 Detecting stage-wise outliers in hierarchical Bayesian linear models of repeated measures data***by*Mario Peruggia & Thomas Santner & Yu-Yun Ho**435-448 Indirect assessment of the bivariate survival function***by*Nader Ebrahimi**449-473 A new algorithm for fixed design regression and denoising***by*F. Comte & Y. Rozenholc**475-496 Confidence bands in nonparametric regression with length biased data***by*J. Cristóbal & J. Ojeda & J. Alcalá**497-510 Discrete semi-stable distributions***by*Nadjib Bouzar**511-528 Tensors and likelihood expansions in the presence of nuisance parameters***by*Luigi Pace & Alessandra Salvan**529-544 Asymptotic properties of the least squares estimators of the parameters of the chirp signals***by*Swagata Nandi & Debasis Kundu**545-597 Asymptotic expansion formulas for functionals of ε-Markov processes with a mixing property***by*Yuji Sakamoto & Nakahiro Yoshida

### June 2004, Volume 56, Issue 2

**205-223 Analysis of blockwise shrinkage wavelet estimates via lower bounds for no-signal setting***by*Sam Efromovich**225-250 Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs***by*S. Lahiri & Kanchan Mukherjee**251-264 Asymptotics of estimates in constrained nonlinear regression with long-range dependent innovations***by*Lihong Wang**265-277 Dependence and the dimensionality reduction principle***by*Yannis Yatracos**279-304 Linear relative canonical analysis of Euclidean random variables, asymptotic study and some applications***by*Jacques Dauxois & Guy Nkiet & Yves Romain**305-315 A class of multivariate skew-normal models***by*Arjun Gupta & John Chen**317-349 Waiting time distributions of runs in higher order Markov chains***by*Anish Sarkar & Kanwar Sen & Anuradha**351-360 Characterization of the skew-normal distribution***by*Arjun Gupta & Truc Nguyen & Jose Sanqui**361-367 A characterization of the multivariate normal distribution by using the hazard gradient***by*Jorge Navarro & Jose Ruiz**369-381 On the characterisation of paired monotone metrics***by*Paolo Gibilisco & Tommaso Isola**383-396 Fisher information ink-records***by*Glenn Hofmann & N. Balakrishnan**397-402 When does the union of random spherical caps become connected?***by*H. Maehara

### March 2004, Volume 56, Issue 1

**1-17 Some characterizations of minimal Markov basis for sampling from discrete conditional distributions***by*Akimichi Takemura & Satoshi Aoki**19-47 Bootstrap bandwidth selection in kernel density estimation from a contaminated sample***by*A. Delaigle & I. Gijbels**49-72 Nonparametric regression with current status data***by*Toshio Honda**73-86 Nonparametric regression under dependent errors with infinite variance***by*Liang Peng & Qiwei Yao**87-100 Smoothing estimation of rate function for recurrent event data with informative censoring***by*Chin-Tsang Chiang & Mei-Cheng Wang**101-125 Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution***by*Yo Sheena & A. Gupta & Y. Fujikoshi**127-142 Bias of estimator of change point detected by a CUSUM procedure***by*Yanhong Wu**143-168 Joint distributions associated with patterns, successes and failures in a sequence of multi-state trials***by*Kiyoshi Inoue**169-182 Waiting time problems for a two-dimensional pattern***by*Sigeo Aki & Katuomi Hirano**183-192 Unimodality of uniform generalized order statistics, with applications to mean bounds***by*Erhard Cramer & Udo Kamps & Tomasz Rychlik**193-204 A sequential software release policy***by*Yen-Chang Chang

### December 2003, Volume 55, Issue 4

**671-687 Selection of smoothing parameters inB-spline nonparametric regression models using information criteria***by*Seiya Imoto & Sadanori Konishi**689-703 Adjusted empirical likelihood method for quantiles***by*Wang Zhou & Bing-Yi Jing**705-736 Semiparametric estimation of the long-range parameter***by*J. Hidalgo & Y. Yajima**737-764 Forecasting non-stationary time series by wavelet process modelling***by*Piotr Fryzlewicz & Sébastien Bellegem & Rainer Sachs**765-796 Resampling time series using missing values techniques***by*Andrés Alonso & Daniel Peña & Juan Romo**797-802 A bivariate uniform autoregressive process***by*Miroslav Ristić & Biljana Popović**803-816 On Bayes and unbiased estimators of loss***by*Dominique Fourdrinier & William Strawderman**817-830 ML estimation for multivariate shock models via an EM algorithm***by*Dimitris Karlis**831-848 Improvements of goodness-of-fit statistics for sparse multinomials based on normalizing transformations***by*Nobuhiro Taneichi & Yuri Sekiya & Hideyuki Imai**849-864 Exact asymptotics for Boundary crossings of the brownian bridge with trend with application to the Kolmogorov test***by*Wolfgang Bischoff & Enkelejd Hashorva & Jürg Hüsler & Frank Miller**865-884 On the distribution of the total number of run lengths***by*D. Antzoulakos & S. Bersimis & M. Koutras**885-900 One-sided variations on binary search trees***by*Hosam Mahmoud

### September 2003, Volume 55, Issue 3

**447-466 On estimation in multivariate linear calibration with elliptical errors***by*Hisayuki Tsukuma**467-485 On the cusum of squares test for variance change in nonstationary and nonparametric time series models***by*Sangyeol Lee & Okyoung Na & Seongryong Na**487-497 Characterization of the least concave majorant of brownian motion, conditional on a vertex point, with application to construction***by*Chris Carolan & Richard Dykstra**499-506 Characterizations of the exponential distribution by stochastic ordering properties of the geometric compound***by*Chin-Yuan Hu & Gwo Lin**507-522 On multivariate Gaussian tails***by*Enkelejd Hashorva & Jürg Hüsler**523-535 On discrete α-unimodality***by*Emad-Eldin Aly & Nadjib Bouzar**537-553 Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models***by*Yasunori Fujikoshi & Takafumi Noguchi & Megu Ohtaki & Hirokazu Yanagihara**555-561 Asymptotic equivalence of the jackknife and infinitesimal jackknife variance estimators for some smooth statistics***by*Alex Gottlieb**563-583 On the asymptotic accuracy of the bootstrap under arbitrary resampling size***by*Miguel Arcones**585-595 Empirical likelihood for partial linear models***by*Qi-Hua Wang & Bing-Yi Jing**597-617 Edgeworth expansion in censored linear regression model***by*Gensheng Qin & Bing-Yi Jing**619-637 A central limit theorem for theL 2 error of positive wavelet density estimator***by*J. Ghorai**639-653 A new class of metric divergences on probability spaces and its applicability in statistics***by*Ferdinand Österreicher & Igor Vajda**655-670 Optimal volume-corrected laplace-metropolis method***by*Su-Yun Huang & Chuhsing Hsiao & Ching-Wei Chang

### June 2003, Volume 55, Issue 2

**227-242 A continuous parametric shape model***by*Asger Hobolth & Jan Pedersen & Eva Jensen**243-250 Exact one-sided simultaneous confidence bands via Uusipaikka’s method***by*Wei Pan & Walter Piegorsch & R. West**251-263 I-projection onto isotonic cones and its applications to maximum likelihood estimation for log-linear models***by*Wei Gao & Ning-Zhong Shi**265-285 Bounded influence regression using high breakdown scatter matrices***by*Christophe Croux & Stefan Aelst & Catherine Dehon**287-308 Strong consistency of automatic kernel regression estimates***by*Michael Kohler & Adam Krzyżak & Harro Walk**309-317 On a family of distributions attaining the Bhattacharyya bound***by*Hidekazu Tanaka & Masafumi Akahira**319-330 Exact likelihood inference based on Type-I and Type-II hybrid censored samples from the exponential distribution***by*A. Childs & B. Chandrasekar & N. Balakrishnan & D. Kundu**331-357 Bootstrap for the conditional distribution function with truncated and censored data***by*M. Iglesias Pérez & W. González Manteiga**359-367 Bezier curve smoothing of the Kaplan-Meier estimator***by*Choongrak Kim & Byeong Park & Woochul Kim & Chiyon Lim**369-370 Preface***by*Kenji Fukumizu & Yukito Iba & Takashi Tsuchiya & Koji Tsuda**371-389 New approaches to statistical learning theory***by*Olivier Bousquet**391-408 Dealing with large diagonals in kernel matrices***by*Jason Weston & Bernhard Schölkopf & Eleazar Eskin & Christina Leslie & William Noble**409-422 Parameter estimation in general state-space models using particle methods***by*Arnaud Doucet & Vladislav Tadić**423-436 Nonparametric adaptive detection in fading channels based on sequential Monte Carlo and Bayesian model averaging***by*Dong Guo & Xiaodong Wang & Rong Chen**437-446 Stability of Markovian structure observed in high frequency foreign exchange data***by*Mieko Tanaka-Yamawaki

### March 2003, Volume 55, Issue 1

**1-6 Probability matching priors for predicting a dependent variable with application to regression models***by*Gauri Datta & Rahul Mukerjee**7-19 Bayesian estimation of system reliability in Brownian stress-strength models***by*Sanjib Basu & Rama Lingham**21-39 Estimation of partial linear error-in-response models with validation data***by*Qi-Hua Wang**41-68 Consistent and asymptotically normal estimators for cyclically time-dependent linear models***by*Abdelouahab Bibi & Christian Francq**69-82 Density estimation for a class of stationary nonlinear processes***by*Kamal Chanda**83-94 Edgeworth expansions for compound Poisson processes and the bootstrap***by*Gutti Babu & Kesar Singh & Yaning Yang**95-110 Asymptotic bounds for estimators without limit distribution***by*J. Pfanzagl**111-119 Mann-Whitney test for associated sequences***by*Isha Dewan & B. Rao**121-136 Testing for increasing convex order in several populations***by*Xinsheng Liu & Jinde Wang**137-151 Tests of fit for the Rayleigh distribution based on the empirical Laplace transform***by*Simos Meintanis & George Iliopoulos**153-167 Generalized binomial and negative binomial distributions of orderk by thel-overlapping enumeration scheme***by*Kiyoshi Inoue & Sigeo Aki**169-185 Prediction and calibration in generalized linear models***by*Paolo Vidoni**187-195 A note on likelihood asymptotics in normal linear regression***by*N. Sartori**197-216 L 1 linear interpolator for missing values in time series***by*Zudi Lu & Y. Hui**217-226 Limiting behaviour of the mean residual life***by*David Bradley & Ramesh Gupta

### December 2002, Volume 54, Issue 4

**713-718 On Waiting Time for Reversed Patterns in Random Sequences***by*Sigeo Aki & Katuomi Hirano**719-730 The Exact and Limiting Distributions for the Number of Successes in Success Runs Within a Sequence of Markov-Dependent Two-State Trials***by*James Fu & W. Lou & Zhi-Dong Bai & Gang Li**731-742 Generalized Pearson Distributions and Related Characterization Problems***by*Claude Lefèvre & Vasilis Papathanasiou & Sergey Utev**743-747 Saddlepoint Approximation for the Distribution Function Near the Mean***by*Bo Yang & John Kolassa**748-757 Back to the Local Score in the Logarithmic Case: A Direct and Simple Proof***by*J.-N. Bacro & J.-J. Daudin & S. Mercier & S. Robin**758-767 Blind Deconvolution When Noise is Symmetric: Existence and Examples of Solutions***by*Steven Ellis**768-795 Sufficient Dimension Reduction and Graphics in Regression***by*Francesca Chiaromonte & R. Cook**796-805 On a Multiparameter Version of Tukey's Linear Sensitivity Measure and its Properties***by*B. Chandrasekar & N. Balakrishnan**806-815 Information Inequalities for the Bayes Risk for a Family of Non-Regular Distributions***by*Masafumi Akahira & Nao Ohyauchi**816-826 Maximum Likelihood Estimation of Asymmetric Laplace Parameters***by*Samuel Kotz & Tomasz Kozubowski & Krzysztof Podgórski**827-839 Efficient Non-Iterative and Nonparametric Estimation of Heterogeneity Variance for the Standardized Mortality Ratio***by*Dankmar Böhning & Uwe Malzahn & Jesus Sarol & Sasivimol Rattanasiri & Annibale Biggeri**840-847 On New Moment Estimation of Parameters of the Gamma Distribution Using its Characterization***by*Tea-Yuan Hwang & Ping-Huang Huang**848-860 A Comparison of Restricted and Unrestricted Estimators in Estimating Linear Functions of Ordered Scale Parameters of Two Gamma Distributions***by*Yuan-Tsung Chang & Nobuo Shinozaki**861-878 Estimation of the Common Mean of a Bivariate Normal Population***by*Philip Yu & Yijun Sun & Bimal Sinha**879-899 Universal Consistency of Local Polynomial Kernel Regression Estimates***by*Michael Kohler**900-917 Improving Penalized Least Squares through Adaptive Selection of Penalty and Shrinkage***by*Rudolf Beran**918-933 Independence of Likelihood Ratio Criteria for Homogeneity of Several Populations***by*Takesi Hayakawa**934-944 Multivariate Percentile Tests for Incomplete Data***by*Hyo-Il Park**945-959 D-Optimal Designs for Trigonometric Regression Models on a Partial Circle***by*Holger Dette & Viatcheslav Melas & Andrey Pepelyshev

### September 2002, Volume 54, Issue 3

**459-475 Statistical Asymptotic Theory of Active Learning***by*Takafumi Kanamori**476-499 Asymptotic Theory for the Gamma Frailty Model with Dependent Censoring***by*Michael Kosorok & Jason Fine & Hongyu Jiang & Rick Chappell**500-516 On the Asymptotic Stability of the Intrinsic and Fractional Bayes Factors for Testing Some Diffusion Models***by*S. Sivaganesan & Rama Lingham**517-530 A General Class of Change Point and Change Curve Modeling for Life Time Data***by*Kaushik Patra & Dipak Dey**531-542 Goodness-Of-Fit Tests Based on Estimated Expectations of Probability Integral Transformed Order Statistics***by*Jan Swanepoel & Francois Van Graan**543-564 Power Divergence Family of Tests for Categorical Time Series Models***by*Konstantinos Fokianos**565-576 Tests of Parameters of Several Gamma Distributions with Inequality Restrictions***by*Bhaskar Bhattacharya**577-584 Beta Approximation to the Distribution of Kolmogorov-Smirnov Statistic***by*Jin Zhang & Yuehua Wu**585-594 Likelihood Ratio Statistic for Exponential Mixtures***by*Gabriela Ciuperca**595-606 Estimation in Linear Models with Random Effects and Errors-in-Variables***by*Xu-Ping Zhong & Wing-Kam Fung & Bo-Cheng Wei**607-620 Limit Processes with Independent Increments for the Ewens Sampling Formula***by*Gutti Babu & Eugenijus Manstavičius**621-625 A Monotonicity of Moments Concerned with Order Restricted Statistical Inference***by*Kentaro Nomakuchi**626-640 On the Ranked-Set Sampling M-Estimates for Symmetric Location Families***by*Xiaoyue Zhao & Zehua Chen**641-658 Modified Maximum Likelihood Estimators Based on Ranked Set Samples***by*Gang Zheng & Mohammad Al-Saleh**659-666 Estimation of the Size and Mean Value of a Stigmatized Characteristic of a Hidden Gang in a Finite Population: A Unified Approach***by*Raghunath Arnab & Sarjinder Singh