1. Diagnosing Bootstrap Success

   • Rudolf Beran

   OriginalPaper Pages: 1 - 24

2. Von Mises ω2-Statistic and the generalized Bayesian Bootstraps

   • Albert Y. Lo
   • V. V. Sazonov

   OriginalPaper Pages: 25 - 34

3. Quantile Processes in the Presence of Auxiliary Information

   • Biao Zhang

   OriginalPaper Pages: 35 - 55

4. Bounding the L1 Distance in Nonparametric Density Estimation

   • Subrata Kundu
   • Adam T. Martinsek

   OriginalPaper Pages: 57 - 78

5. Local Polynomial Regression: Optimal Kernels and Asymptotic Minimax Efficiency

   • Jianqing Fan
   • Theo Gasser
   • Joachim Engel

   OriginalPaper Pages: 79 - 99

6. Some Methods for Estimation in a Negative-Binomial Model

   • Eiji Nakashima

   OriginalPaper Pages: 101 - 115

7. A Note on Maximum Variance of Order Statistics from Symmetric Populations

   • Nickos Papadatos

   OriginalPaper Pages: 117 - 121

8. Waiting Time Distributions Associated with Runs of Fixed Length in Two-State Markov Chains

   • M. V. Koutras

   OriginalPaper Pages: 123 - 139

9. Formulae and Recursions for the Joint Distribution of Success Runs of Several Lengths

   • Anant P. Godbole
   • Stavros G. Papastavridis
   • Robert S. Weishaar

   OriginalPaper Pages: 141 - 153

10. Start-Up Demonstration Tests Under Markov Dependence Model with Corrective Actions

    • N. Balakrishnan
    • S. G. Mohanty
    • S. Aki

    OriginalPaper Pages: 155 - 169

11. Uniform Mixtures Via Posterior Means

    • Arjun K. Gupta
    • Jacek Wesolowski

    OriginalPaper Pages: 171 - 180

12. Asymptotic Expansions of Posterior Distributions in Nonregular Cases

    • Subhashis Ghosal
    • Tapas Samanta

    OriginalPaper Pages: 181 - 197