I: Cox Models and Analyses.- 1 Estimation in Partly Parametric Additive Cox Models.- 2 Nonparametric Maximum Likelihood Estimation in the Proportional Hazards Model with Covariate Measurement Error.- 3 Diagnostics for Cox’s Proportional Hazards Model.- II: Degradation Models and Analyses.- 4 Semiparametric Analysis of Degradation and Failure Time Data with Covariates.- 5 On a Degradation-Failure Model for Repairable Items.- 6 Comparison of Parametric and Semiparametric Estimates in a Degradation Model with Covariates and Traumatic Censoring.- III: Accelerated Failure Time Models and Analyses.- 7 Accelerated Life Testing, Fuzzy Information and Generalized Probability.- 8 Asymptotic Theory in Rank Estimation for AFT Model Under Fixed Censorship.- 9 An Example of Optimal Design in Accelerated Experiments.- IV: Aging Properties and Analyses.- 10 Aspects of Multivariate Aging in Exchangeable Frailty Models.- 11 Semiparametric Models in the Studies of Aging and Longevity.- V: Analyses of Censored and Truncated Data.- 12 Semiparametric Transformation Models for Arbitrarily Censored and Truncated Data.- 13 EM Algorithm for Type-II Right Censored Bivariate Normal Data.- 14 Statistical Estimation Based on Interval Censored Data.- VI: Regression Methods and Applications.- 15 The Covariate Order Method for Nonparametric Exponential Regression and Some Applications in Other Lifetime Models.- 16 Effect of Ignoring Heterogeneity in Hazards Regression.- VII: Time Series Analysis.- 17 An Introduction to Efficient Estimation for Semiparametric Time Series.- VIII: Inferential Analysis.- 18 Distance-based Multivariate Two Sample Tests.- 18 Empirical Likelihood in Nonparametric and Semiparametric Models.- 19 Goodness of Fit Tests of L2-Type.- IX: Multicentre Studies.- 12 AsymptoticProperties of the CRT Estimators for Multicentre Studies.- X: Quality of Life Studies.- 22 HRQoL and Concomitant Adjusted Mean Residual Life Analysis.- 23 Semiparametric Approach to the Multivariate Mixed Rasch Model.- XI: Breast Cancer Studies.- 24 Breast Cancer Prognosis Using Survival Forests.- 25 Semiparametric Versus Parametric Regression Analysis Based on the Bounded Cumulative Hazard Model: An Application to Breast Cancer Recurrence.- XII: Inference for Processes.- 26 Estimation of Analytic Spectral Density of Gaussian Stationary Processes.- 27 Sub-optimal Estimation of an Unknown function from Stationary Noisy Data.- 28 On Parameter Estimation by Contaminated Observations of Ergodic Diffusion Processes auYu. A. Kutoyants.- 29 On Parameter Estimation for a Position-Dependent Marking of a Doubly Stochastic Poisson Process.- 30 Discrete Time Semi-Markov Processes for Reliability and Survival Analysis - A Nonparametric Estimation Approach.- 31 Non-parametric Estimation on Lifetimes of Subjects Exposed to Radiation from a Semi-Markov Process.- XIII: Probability Theory and Applications.- 32 An Extension of Lévy’ s Formula to Weighted Wiener Processes.- 33 Sur l’Inégalité de Concentration de Doeblin-Lévy, Rogozin—Kesten.