Volume 5, Number 3-4, September 2006

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• Editorial
  ii
• David R. Cox: A Brief Biografy
  Y. Dodge 153
  
• The Cauchy Distribution: An Enigma with Several Variations
  P. Sprent 165
  
• Estimating the Parameters of Rainfall Models Using Maximum Marginal Likelihood
  P. Northrop 173
• Partial Likelihood for Observation Driven Models
  K. Fokianos 185
• Some Applications of Bayesian Methods in Cancer Clinical Trials
  E.A. Gehan 195
• On Potential Risk Reversal Due to Heterogeneity
  D. Oakes 205
• Large-Deviation Efficiency of First and Second Order
  M. Akahira 211
• Data Augmentation and Gibbs Sampling for Regression Models of Small Counts
  S. Frühwirth-Schnatter and H. Wagner 221
• Lp-norm Estimation: Some Simulation Studies in Presence of Multicollinearity
  M. Giacalone and R. Richiusa 235
• Assessing a Vector Parameter
  D. A.S. Fraser and N. Reid 247
• Separate Families of Models: Sir David Cox Contributions and Recent Developments
  M.I. Araujo, B.B. de Pereira, R. Cleroux, M. Fernandes and A. Lazraq 257
• LAD Regression and Nonparametric Methods for Detecting Outliers and Leverage Points
  S. Faria and G. Melfi 265
• On Partial LAD Regression
  A. Kondylis 273
• Bayesian Estimation of the GARCH(1,1) Model with Normal Innovations
  D. Ardia 283
• Mechanical Representation of Oja’s Spatial Median
  R.W. Farebrother 299