1. Nils Lid Hjort is Professor, Department of Mathematics, University of Oslo, N-0316 Oslo, Norway . Gerda Claeskens is Associate Professor, ORSTAT and University Centre for Statistics, Katholieke Universiteit Leuven, Naamsestraat 69, B-3000 Leuven, Belgium . The article has benefitted from constructive suggestions from the associate editor, editor Frank Samaniego, and three anonymous reviewers. The authors gratefully acknowledge hospitality and partial funding from the Department of Mathematics at the...