Volume 2     Number 1     January 1992

Asymptotic Theory

Uniform convergence of probability measures on classes of functions------------------
   ---------------------------------------------------- P. J. Bickel and P. W. Millar   1
Asymptotically efficient estimation in censored and truncated regression models------
   ------------------------------------------------------------ T. L. Lai and Z. Ying  17
On asymptotic efficiency in estimation theory ---------------------------- W. H. Wong  47
Asymptotic approximations for likelihood ratio tests and confidence regions for a
   change-point in the mean of a multivariate normal distribution-------------------
   -------------------------------------------- B. James, K. L. James and D. Siegmund  69
Integrable expansions for posterior distributions for one-parameter exponential
   families ------------------------------------------------------------ M. Woodroofe  91

Nonlinear Time Series

A bridge between nonlinear time series models and nonlinear stochastic dynamical
   systems: a local linearization approach -------------------------------- T. Ozaki  113
A nonparametric test for independence of a multivariate time series-------------
   ------------------------------------------------------ E. G. Baek and W. A. Brock  137
Power of the score test against bilinear time series models---------------------
   -------------------------------------------------------- D. Guegan and T. D. Pham  157

General

Method of Pao-Zhuan Yin-Yu: a method of stochastic point estimation--------------
   ------------------------------------------------------------ J.C. Fu and L.-A. Li  171
From animal trapping to type-token -------------------------------------- M.-T. Chao  189
Construction of asymmetrical orthogonal arrays of the type -----
   ----------------------------------------------- C. F. J. Wu, R. Zhang and R. Wang  203
On the invariance structure of the one-sided testing problem for a multivariate
   normal mean ---------------------------------------------- T. Kariya and A. Cohen  221
M-estimation of multivariate linear regression parameters under a convex discrepancy
   function ----------------------------------------- Z. D. Bai, C. R. Rao and Y. Wu  237
Penalized likelihood regression: a Bayesian analysis ------------------------- C. Gu  255
A class of nonparametric procedures for comparing two survival distributions over an
   interval based on randomly right censored data ----------------------- S.-S. Yang  265
Testing for agreement among several groups of raters: a contingency-table approach
   ---------------------------------------------------------- S. M. Sadooghi-Alvandi  285
Exact run length distributions for one-sided exponential CUSUM schemes---- F. F. Gan  297