Festschrift for Lucien Le Cam

1 Counting Processes and Dynamic Modelling.- 2 Multivariate Symmetry Models.- 3 Local Asymptotic Normality of Ranks and Covariates in Transformation Models.- 4 From Model Selection to Adaptive Estimation.- 5 Large Deviations for Martingales.- 6 An Application of Statistics to Meteorology:Estimation of Motion.- 7 At the Interface of Statistics and Medicine:Conflicting Paradigms.- 8 Points Singuliers des Modèles Statistiques.- 9 Exponential Tightness and Projective Systems in Large Deviation Theory.- 10 Consistency of Bayes Estimates for Nonparametric Regression:A Review.- 11 Renormalizing Experiments for Nonlinear Functionals.- 12 Universal Near Minimaxity of Wavelet Shrinkage.- 13 Empirical Processes and p-Variation.- 14 A Poisson Fishing Model.- 15 Lower Bounds for Function Estimation.- 16 Some Estimation Problems in Infinite Dimensional Gaussian White Noise.- 17 On Asymptotic Inference in AR and Cointegrated Models With Unit Roots and Heavy Tailed Errors.- 18 Le Cam at Berkeley.- 19 Another Look at Differentiability in Quadratic Mean.- 20 On a Set of the First Category.- 21 A Limiting Distribution Theorem.- 22 Minimum Distance Estimates with Rates under 0-Mixing.- 23 Daniel Bernoulli, Leonhard Euler, and Maximum Likelihood (including a new translation of a paper by D. Bernoulli).- 24 Asymptotic Admissibility and Uniqueness of Efficient Estimates in Semiparametric Models.- 25 Contiguity in Nonstationary Time Series.- 26 More Optimality Properties of the Sequential Probability Ratio Test.- 27 Superefficiency.- 28 Le Cam's Procedure and Sodium Channel Experiments.- 29 Assouad, Fano, and Le Cam.

Lucien Le Cam of the University of California, Berkeley, is one of the seminal figures in the development of statistical and probability theory in the twentienth century. This collection of original papers in honor of his 70th paper discuss and develop many of his ideas, and the contributors are among the best reserachers in these areas.