Highlights -- In Memory of Ching-Zong Wei .................  Hwai-Chung Ho   675

Editorial -- A dynamic statistician with timeless contributions ..Inchi Hu   677

Inference for time series and stochastic processes .......  Ngai Hang Chan   683

Data-adaptive sequential design for case-control studies  ................
........................................  Malay Ghosh and Bhramar Mukherjee  697

A maximal moment inequality for long range dependent time series with 
applications to estimation and model selection............................
..........................................Ching-Kang Ing and Ching-Zong Wei  721

Efficient recursive estimation and adaptive control in stochastic regression
and armax models  ......................... Tze Leung Lai and Zhiliang Ying  741

Estimation of boundary and discontinuity points in deconvolution problems  
................................................ A. Delaigle and I. Gijbels  773

Locally D-optimal designs for exponential regression models ..............
.....................  Holger Dette, Viatcheslav B. Melas and Weng Kee Wong  789

Testing for homogeneity in genetic linkage analysis  .....................
..........................  Yuejiao Fu, Jiahua Chen and John D. Kalbfleisch  805

Multivariate time-dependent spectral analysis using Cholesky decomposition 
.............. .................................  Wensheng Guo and Ming Dai  825

Pseudo-R2 in logistic regression model...... Bo Hu, Jun Shao and Mari Palta  847

Errors-in-covariates effect on estimating functions: additivity in limit 
and nonparametric correction .................  Yijian Huang and C. Y. Wang  861

Suboptimal properties of  Page's CUSUM  and  Shiryayev-Roberts procedures 
in change-point problems with dependent observations............  Yajun Mei  883

Partially reduced-rank multivariate regression models .....................
........................................ Gregory C. Reinsel and Raja P. Velu 899   

The additive hazards model for recurrent gap times ........................
................................. Liuquan Sun, Do-Hwan Park and Jianguo Sun  919

An investigation of two-stage tests  ..............  Marc Vandemeulebroecke  933

Ignorance and uncertainty regions as inferential tools in a sensitivity 
analysis ...................................................................
.....................Stijn Vansteelandt, Els Goetghebeur, Michael G. Kenward 
......................................................and Geert Molenberghs  953

On estimation and prediction for multivariate multiresolution tree-structured
spatial linear models  ................................ Wei Yue and Jun Zhu  981

Component selection and smoothing for nonparametric regression in exponential
families  ....................................  Hao Helen Zhang and Yi Lin  1021

A simple censored median regression estimator ................ Lingzhi Zhou 1043



2006 Statistica Sinica ISSN 1017-0405