OXFORD STATISTICAL SCIENCE SERIES EDITORS A. C. ATKINSON R. J. CARROLL D. J. HAND D. A. PIERCE M. J. SCHERVISH D. M. TITTERINGTON OXFORD STATISTICAL SCIENCE SERIES 1. A. C. Atkinson: Plots, transformations, and regression 2. M. Stone: Coordinate-free multivariable statistics 3. W. J. Krzanowski: Principles of multivariate analysis: A user’s perspective 4. M. Aitkin, D. Anderson, B. Francis, and J. Hinde: Statistical modelling in GLIM 5. Peter J. Diggle: Time series: a biostatistical introduction 6. Howell Tong: Non-linear time series: A dynamical system approach 7. V. P. Godambe: Estimating functions 8. A. C. Atkinson and A. N. Donev: Optimum experimental designs 9. U. N. Bhat and I. V. Basawa: Queuing and related models 10. J. K. Lindsey: Models for repeated measurements 11. N. T. Longford: Random coefficient models 12. P. J. Brown: Measurement, regression, and calibration 13. Peter J. Diggle, Kung-Yee Liang, and Scott L. Zeger: Analysis of longitudinal data 14. J. I. Ansell and M. J. Phillips: Practical methods for reliability data analysis 15. J. K. Lindsey: Modelling frequency and count data 16. J. L. Jensen: Saddlepoint approximations 17. Steffen L. Lauritzen: Graphical models 18. A. W. Bowman and A. Azzalini: Applied smoothing methods for data analysis 19. J. K. Lindsey: Models for repeated measurements, second edition 20. Michael Evans and Tim Swartz: Approximating integrals via Monte Carlo and determin- istic methods 21. D. F. Andrews and J. E. Stafford: Symbolic computation for statistical inference 22. T. A. Severini: Likelihood methods in statistics 23. W. J. Krazanowski: Principles of multivariate analysis: A user’s perspective, revised edi- tion 24. J. Durbin and S. J. Koopman: Time series analysis by state space models 25. Peter J. Diggle, Patrick Heagerty, Kung-Yee Liang, and Scott L. Zeger: Analysis of lon- gitudinal data, second edition 26. J. K. Lindsey: Nonlinear models in medical statistics 27. Peter J. Green, Nils L. Hjort, and Sylvia Richardson: Highly structured stochastic systems 28. Margaret S. Pepe: The statistical evaluation of medical tests for classification and pre- diction 29. Christopher G. Small and Jinfang Wang: Numerical methods for nonlinear estimating equations 30. John C. Gower and Garmt B. Dijksterhuis: Procrustes problems 31. Margaret S. Pepe: The statistical evaluation of medical tests for classification and pre- diction, paperback 32. Murray Aitkin, Brian Francis and John Hinde: Generalized Linear Models: Statistical modelling with GLIM4 33. A. C. Davison, Y. Dodge, N. Wermuth: Celebrating Statistics: Papers in honour of Sir David Cox on his 80th birthday Celebrating Statistics Papers in honour of Sir David Cox on the occasion of his 80th birthday Editors: A. C. DAVISON Ecole Polytechnique F´ed´erale de Lausanne, Switzerland YADOLAH DODGE University of Neuchˆatel, Switzerland N. WERMUTH G¨oteborg University, Sweden 1 3 Great Clarendon Street, Oxford OX2 6DP Oxford University Press is a department of the University of Oxford. It furthers the University’s objective of excellence in research, scholarship, and education by publishing worldwide in Oxford New York Auckland Cape Town Dar es Salaam Hong Kong Karachi Kuala Lumpur Madrid Melbourne Mexico City Nairobi New Delhi Shanghai Taipei Toronto With offices in Argentina Austria Brazil Chile Czech Republic France Greece Guatemala Hungary Italy Japan Poland Portugal Singapore South Korea Switzerland Thailand Turkey Ukraine Vietnam Oxford is a registered trade mark of Oxford University Press in the UK and in certain other countries Published in the United States by Oxford University Press Inc., New York c Oxford University Press 2005 The moral rights of the authors have been asserted Database right Oxford University Press (maker) First published 2005 All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, without the prior permission in writing of Oxford University Press, or as expressly permitted by law, or under terms agreed with the appropriate reprographics rights organization. Enquiries concerning reproduction outside the scope of the above should be sent to the Rights Department, Oxford University Press, at the address above You must not circulate this book in any other binding or cover and you must impose the same condition on any acquirer British Library Cataloguing in Publication Data Data available Library of Congress Cataloguing in Publication Data Data available Typeset by SPI Publisher Services, Pondicherry, India Printed in Great Britain on acid-free paper by Biddles Ltd., King’s Lynn, Norfolk ISBN 0-19-856654-9 ISBN 9780198566540 10987654321 Preface Sir David Cox is among the most important statisticians of the past half-century. He has made pioneering and highly influential contributions to a uniquely wide range of topics in statistics and applied probability. His teaching has inspired generations of students, and many well-known researchers have begun as his graduate students or have worked with him at early stages of their careers. Legions of others have been stimulated and enlightened by the clear, concise, and direct exposition exemplified by his many books, papers, and lectures. This book records the invited papers presented at a conference held at the University of Neuchˆatel from 14–17 July 2004 to celebrate David Cox’s 80th birthday, which was attended by friends and colleagues from six continents. So many outstanding scientists would have wished to honour David on this occasion that the choice of invited speakers was extremely difficult and to some extent arbitrary. We are particularly grateful to the many excellent researchers who contributed papers to the meeting; regrettably it is impossible to include them in this volume. The brief for the invited talks was to survey the present situation across a range of topics in statistical science. The corresponding chapters of this volume range from the foundations of parametric, semiparametric, and non-parametric inference through current work on stochastic modelling in financial econometrics, epidemics, and ecohydrology to the prognosis for the treatment of breast cancer, with excursions on biostatistics, social statistics, and statistical computing. We are most grateful to the authors of these chapters, which testify not only to the extraordinary breadth of David’s interests but also to his characteristic desire to look forward rather than backward. Our sincere thanks go to David Applebaum, Christl Donnelly, Alberto Holly, Jane Hutton, Claudia Kl¨uppleberg, Michael Pitt, Chris Skinner, Antony Unwin, Howard Wheater, and Alastair Young, who acted as referees, in addition to those authors who did double duty. We also thank Kate Pullen and Alison Jones of Oxford University Press, and acknowledge the financial support of the Ecole Polytechnique F´ed´erale de Lausanne and the University of Neuchˆatel. Anthony Davison, Yadolah Dodge, and Nanny Wermuth Lausanne, Neuchˆatel, and G¨oteborg February 2005 List of contributors Ole E. Barndorff-Nielsen Department of Mathematical Sciences, University of Aarhus, Ny Munkegade, DK-8000 Arhus˚ C,Denmark; . [email protected] Sarah C. Darby Clinical Trial Service Unit and Epidemiological Studies Unit, University of Oxford, Harkness Building, Radcliffe Infirmary, Oxford OX2 6HE,UK; [email protected] Christina Davies Clinical Trial Service Unit and Epidemiological Studies Unit, University of Oxford, Harkness Building, Radcliffe Infirmary, Oxford OX2 6HE,UK; [email protected] Anthony C. Davison Institute of Mathematics, Ecole Polytechnique F´ed´erale de Lausanne, CH-1015 Lausanne, Switzerland; . [email protected] Peter J. Diggle Department of Mathematics and Statistics, Lancaster Univer- sity,LancasterLA14YF,UK; [email protected] Yadolah Dodge Statistics Group, University of Neuchˆatel, Espace de l’Europe 4, Case postale 805, CH-2002 Neuchˆatel, Switzerland; ..................................................yadolah.dodge@unine.ch David Firth Department of Statistics, University of Warwick, Coventry CV4 7AL,UK; [email protected] Peter Hall Centre for Mathematics and its Applications, Mathematical Sci- ences Institute, Australian National University, Canberra, ACT 0200, Australia; . [email protected] Valerie S. Isham Department of Statistical Science, University College London, Gower Street, London WC1E 6BT, UK; .................................................valerie@stats.ucl.ac.uk Kung-Yee Liang Department of Biostatistics, Bloomberg School of Public Health, Johns Hopkins University, 615 N Wolfe Street, Baltimore, MD 21205, USA; ..................................................kyliang@jhsph.edu Peter McCullagh Department of Statistics, University of Chicago, 5734 Uni- versity Avenue, Chicago, IL 60637, USA; [email protected] Paul McGale Clinical Trial Service Unit and Epidemiological Studies Unit, University of Oxford, Harkness Building, Radcliffe Infirmary, Oxford OX2 6HE,UK; [email protected] Amilcare Porporato Department of Civil and Environmental Engineering, Duke University, Durham, NC 27708, USA; [email protected] List of contributors vii Nancy Reid Department of Statistics, University of Toronto, 100 St. George Street,Toronto,CanadaM5S3G3; [email protected] Brian D. Ripley Department