CONTENTS -- Preface -- On the Estimation of Size and Mean Value of a Stigmatized Characteristic of a Hidden Gang in a Finite Population -- 1 Introduction -- 2 Formulation of the Problem -- 3 Estimators under Standard Sampling Strategies -- 3.1 Horvitz- Thompson Estimator Based on an Arbitrary Sampling Scheme -- 3.2 SRSWOR Sampling Scheme -- 3.3 Hansen-Hurwitz Estimator Based on PPSWR -- 3 4 SRSWR Sampling Scheme: -- 3.5 Rao-Hartley-Cochran Strategy: -- 4 Relative Efficiency of Estimators -- 4.1 SRSWR vs. SRSWOR -- 4.2 PPSWR vs. SRSWR and SRSWOR -- References -- 1 Introduction -- 2 A Model with Endogenous Job Search -- 3 Econometric Specification -- 3.1 Parameterization -- 3.2 Likelihood Functions -- 4 The Canadian Labour Market Activity Survey -- 4.1 Description -- 4.2 Some Features of the Data -- 5 Empirical Results -- 5.1 Model with Participation Data -- 5.2 Model without Participation Data -- 5.3 The Effects of Marital Status -- 5.4 The Initial Condition Problem: Child Status and Unobserved Heterogeneity -- 6 Investigating the Gender and the Fertility Wage Gap -- 7 Conclusion -- References -- Kullback-Leibler Optimization of Density Estimates -- 1 Introduction -- 2 Kullback-Leibler divergence and modified histograms -- 3 Asymptotics -- References -- The Asymptotic Distribution of Spacings of Order Statistics -- 1 Introduction -- 2 Empirical distribution of spacings -- 3 Characterization of asymptotic spacings distributions -- 4 Numerical results and simulations -- References -- Theoretical and Computational Issues in Bayesian Analysis of Multivariate Ordinal Categorical Data with Reference to an Ophthalmologic Study -- 1 Introduction -- 2 WESDR -- 2.1 Description of the WESDR -- 2.2 Data description -- 3 Bayesian Analyses -- 3.1 Bayesian Analysis of Baseline Data.

3.2 Analysis of the Baseline and 4-year Follow-up Data -- 3.3 Present Analysis Using all the Data -- 4 Prior Elicitation and Model Selection -- 5 Present Bayesian Analysis With the Selected Model -- 6 Computational Issues -- 7 Concluding Remarks -- References -- Second-Order Moments and Mutual Information in the Analysis of Time Series -- 1 Introduction -- 2 Mutual Information -- 2.1 Continuous Case -- 2.2 Processes -- 3 Networks -- 4 Results -- 4.1 Mississippi River Flow -- 5 Discussion and Extensions -- References -- Spatial Association Between Community Air Pollution and Heart Disease: Analysis of Correlated Data -- 1 Introduction -- 2 Spatial Model -- 3 Statistical Estimation -- 4 The American Cancer Society Study -- 5 Results -- 6 Discussion -- References -- On the Robustness of Relative Surprise Inferences to the Choice of Prior -- 1 Introduction -- 2 Surprise and Relative Surprise -- 3 Robustness to the Prior Under Linear Perturbations -- 4 Conclusions -- References -- Using Survival Analysis in Preterm Birth Study -- 1 Introduction -- 2 Statistical Method -- 3 Preterm Birth Study -- 4 Results -- 5 Discussion -- References -- Asymptotic Forms and Bounds for Tails of Convolutions of Compound Geometric Distributions with Applications -- 1 Introduction -- 2 Light-tail asymptotics -- 3 Heavy-tail asymptotics -- 4 Medium-tail asymptotics -- 5 Ruin probabilities in a diffusion risk model -- 5.1 Asymptotics for the diffusion risk model -- 5.2 Ruin probability bounds for the diffusion risk model with heavy tails -- References -- Improved Finite-Sample Inference in Overidentified Models with Weak Instruments -- 1 Introduction -- 2 General Approach to Estimating Moment Condition Models -- 2.1 GMM Estimators -- 2.2 Nonparametric Likelihood Estimators -- 3 Inference in Moment Condition Models -- 4 Monte Carlo Study.

5 Empirical Illustration: Return to Education -- 6 Concluding Remarks -- References -- Probability of Correct Selection of Gamma versus GE or Weibull versus GE based on Likelihood Ratio Statistic -- 1 Introduction -- 2 Likelihood Ratio Statistic -- 3 Probability of Correct Selections -- 4 Data Analysis -- 5 Conclusions -- References -- Survey Methodology for Studying Substance Use Prevention Programs in Schools -- 1 Introduction -- 2 Defining the Target Population -- 3 Sampling Frame Considerations -- 3.1 Explicit and Implicit Stratification -- 4 Sample Selection -- 4.1 The Middle School Sample -- 4.2 Under-Coverage or Under-Representation -- 4.3 Inclusion of Public School Districts -- 5 Sample Weighting and Results -- 5.1 School Weights -- 5.2 District Weights -- 5.3 Sampling Results -- 5.4 Data Collection Experience -- 6 Conclusions -- References -- One-Step Estimation for the Partially Linear Proportional Hazards Model -- 1 Introduction -- 2 Likelihood Function for A Parametric Survival Model -- 3 Local Likelihood -- 4 The One Step Estimation Method -- 5 Distribution Theory -- 5.1 One-Step Estimator of the Nonparametric Part -- 5.2 Fully Iterated Estimator of the Nonparmetric Part -- 5.3 One-Step Estimator for the Parametric Part -- 6 Conclusions -- References -- A Nested Frailty Survival Model for Recurrent Events -- 1 Introduction -- 2 Nested Frailty Cox Model -- 3 Auxiliary Random Effects Poisson Models -- 4 Orthodox Best Linear Unbiased Predictor Approach -- 4.1 Prediction of random effects -- 4.2 Estimation of regression parameters -- 4.3 Estimation of dispersion parameters -- 4.4 Computational procedures -- 5 An example -- 6 Alternative Models -- 7 Discussion -- References -- Multiple Comparison Procedures for Linear Models under Order Restrictions -- 1 Introduction -- 2 One-Sided Tests.

2.1 One-Sided Test for Subhypotheses -- 2.2 One-Sided Multiple Comparisons -- 3 Multiple Comparisons Under Order Restrictions -- 4 Example -- 5 Conclusion -- References -- Testing Goodness-of-Fit of the Gamma Models -- 1 Introduction and Summary -- 2 The Gamma Goodness-of-Fit Tests -- 2.1 The Empirical Distribution Function Tests -- 2.2 Characterizations and Gamma GOF Tests -- 2.3 Locke's Tests -- 3 A Consistent Modification of Locke's Procedure -- 3.1 Two Consistent Tests of Bivariate Independence -- 3.2 The Modified Test -- 3.3 A Monte Carlo Experiment -- 4 An Alternative Approach -- 5 Conclusion -- References -- On Frailty Models and Copulas -- 1 Bivariate Frailty Models -- 2 Local Odds ratios -- 3 The Kendall Distribution -- 4 Estimation of a Dependence Parameter -- References -- Surrogate Data and Fractional Brownian Motion -- 1 Introduction -- 2 Fractional Brownian Motion -- 3 Surrogate Data -- 4 Fractional Brownian Motion and Surrogate Data -- 5 Experimental Results -- 6 Conclusion -- 7 Source Code -- References -- Analysis of Occult Tumour Trial Data with Varying Lethality -- 1 Introduction -- 2 Preliminary Considerations -- 3 Non-Parametric Estimation -- 4 Fitting the Semi-parametric Model -- 6 Discussion -- References -- Nonlinear Mixed Effects Models: Recent Developments -- 1 Introduction -- 2 Four Illustrations of Nonlinear Models -- 3 Nonlinear Models to test normality or to validate transformations -- 4 Linear Mixed Effects Model Marginal Distribution and the Likelihood Estimation -- 5 Nonlinear Mixed Effects Models and an Approximate Likelihood Estimation -- 6 Nonlinear Models for Reliability and Degradation -- 7 Summary and Discussion -- References -- The Sampling Bias of Heckman's Sample Bias Estimator -- 1 Introduction -- 2 Derivation of the second order bia.

3 Simulation and Empirical Results -- 4 Conclusion -- References -- Computational Sequence Analysis: Genomics and Statistical Controversies -- 1 Introduction -- 2 Molecular Biological Perspectives -- 3 Statistical Motivation -- 4 CSA : Likelihoods and Alternatives. -- 5 Nonparametrics and General Comments -- References -- Universal Optimality of Completely Randomized Designs -- 1. Introduction -- 2. Universal Optimality -- 3. Optimality of MSA CRD's -- References -- A Nonparametric Comparison of Tumor Incidences with Intermediate Lethality and Different Death Rates -- 1 Introduction -- 2 Notation and Assumptions -- 3.Statistical Methods -- 4 An Application -- 5 Concluding Remarks -- References -- Generalized Smoothed Estimating Functions with Censored Observations -- 1 Introduction -- 2 Estimating function based kernel estimate -- 3 Conclusion -- References -- Large Sample Asymptotic Properties of Ordinary Least Squares Two Stage Least Squares and Limited Information Maximum Likelihood Estimators in Simultaneous Equations Models -- 1 Introduction -- 2 Model Specification And Estimators -- 3 Asymptotic Properties of OLS Estimator -- 4 Comparison of TSLS and LIML Estimators -- 5 Derivation of Results -- References -- Relative Stability of Weighted Maxima of Bounded i.i.d. Random Variables -- References -- Transient Analysis of Some Infinite Server Queues -- References -- Empirical Likelihood Method for Finite Populations -- 1 Introduction -- 2 Pseudo Empirical Likelihood Approach -- 3 Estimating the Distribution Function and Quantiles -- 4 Estimation of Variance and Quadratic Functions -- 5 Range-restricted Weights in Regression Estimation -- 6 Estimation Under Measurement Error Models -- 7 Concluding Remarks -- References.

Second Order Estimating Equations for Clustered Longitudinal Binary Data with Missing Observations.