1. Change-point approach to data analytic wavelet thresholding

   • Todd Ogden
   • Emanuel Parzen

   Papers Pages: 93 - 99

2. Accelerating Monte Carlo Markov chain convergence for cumulative-link generalized linear models

   • Mary Kathryn Cowles

   Papers Pages: 101 - 111

3. Metropolized independent sampling with comparisons to rejection sampling and importance sampling

   • Jun S. Liu

   Papers Pages: 113 - 119

4. A new test for the presence of a normal mixture distribution based on the posterior Bayes factor

   • Murray Aitkin
   • Steve Finch
   • Henry Thode

   Papers Pages: 121 - 125

5. A hybrid EM/Gauss-Newton algorithm for maximum likelihood in mixture distributions

   • Murray Aitkin
   • Irit Aitkin

   Papers Pages: 127 - 130

6. Computation of determinantal subset influence in regression

   • Bruce E. Barrett
   • J. Brian Gray

   Papers Pages: 131 - 138

7. Bootstrap power of the generalized correlation coefficient

   • Reza Modarres

   Papers Pages: 139 - 145

8. Control variates and importance sampling for efficient bootstrap simulations

   • Tim Hesterberg

   Papers Pages: 147 - 157

9. An approach to non-linear principal components analysis using radially symmetric kernel functions

   • Andrew R. Webb

   Papers Pages: 159 - 168

10. Testing implication of hierarchical log-linear models for probability distributions

    • F. M. Malvestuto

    Papers Pages: 169 - 176

11. Efficient cross-validation of principal components

    • W. J. Krzanowski

    Correspondence Pages: 177 - 177

12. Efficient cross-validation of principal components applied to principal component regression

    • B. J. A. Mertens
    • T. Fearn
    • M. Thompson

    Rejoinder Pages: 178 - 178

13. Book reviews

    • M. C. Jones
    • Catherine B. Hurley
    • Telba Z. Irony

    BookReview Pages: 179 - 184

14. Erratum

    Erratum Pages: 185 - 185