Series: A

Year: 2000, Volume: 62, No: 1

Contents

TitleAuthor(s)Page
Stochastic Processes
SHARP BERRY ESSEEN BOUND FOR THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE ORNSTEIN -UHLENBECK PROCESS J. P. N. Bishwal 1
ON THE INTEGRAL OF THE SUM OF SQUARED ORNSTEIN-UHLENBECK PROCESSES Mario Lefebvre 11
Probability Models
HIDDEN TRUNCATION MODELS Barry C. Arnold and Robert J. Beaver 22
ON AN INEQUALITY FOR THE RAYLIEGH DISTRIBUTION Chin-Yuan Hu and Gwo Dong Lin 36
Classical Inference
AN ALTERNATIVE TEST ON BERNOULLI SUCCESS PROBABILITY Uttam Bandyopadhyay and Atanu Biswas 40
CONSISTENT ESTIMATION OF THE ORDER OF MIXTURE MODELS C. Keribin 49
ESTIMATION IN THE KOZIOL-GREEN MODEL WITH LEFT TRUNCATED OBSERVATIONS Jorg Pawlitschko 67
THE JUMP SIZES OF THE PRODUCT-LIMIT ESTIMATOR UNDER RANDOM CENSORSHIP Bih-Sheue Shieh and Cheun-Der Lea 80
Bayesian Inference
EXCHANGEABILITY, PREDICTIVE DISTRIBUTIONS AND PARAMETRIC MODELS Sandra Fortini, Lucia Ladelli and Eugenio Regazzini 86
ON A GLOBAL SENSITIVITY MEASURE FOR BAYESIAN INFERENCE Fabrizio Ruggeri and Siva Sivaganesan 110
SECOND ORDER ADMISSIBILITY OF GENERALIZED BAYES ESTIMATOR UNDER JEFFREYS' PRIOR Yoshiji Takagi 128
Robustness
RROCEDURES FOR THE INDENTIFICATION OF MULTIPLE INFLUENTIAL OBSERVATIONS USING LOCAL INFLUENCE Mercedes Suarez Rancel and Miguel A. Gonzalez Sierra 135
A CONNECTION BETWEEN LOCAL AND DELETION INFLUENCE M. Mercedes Suarez Rancel and Miguel A. Gonzalez Sierra 144
Book Reviews
REVIEW OF Mathematical Statistics BY JUN SHAO S. Dasgupta 150
REVIEW OF Subsampling BY POLITIS et al. G. J. Babu 152
REVIEW OF Mathematical Statistics: A Unifield Introduction BY G. R. TERRELL A. Bose 154
REVIEW OF Efficient and Adaptive Estimation for semiparametric Models BY P. J. BICKEL, C.A.J. KLAASSEN, Y. RITOV AND J. A. WELLNER A. W. van der Vaart 157

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