This is a grant under the Scientific Computing Research Equipment for the Mathematical Sciences program of the Division of Mathematical Sciences. It is for the purchase of special purpose equipment dedicated to the support of research in the mathematical sciences. In general, this equipment is required by several research projects, and would be difficult to justify for one project alone. Support from the National Science Foundation is coupled with discounts and contributions from manufacturers, and with substantial cost-sharing from the institution submitting the proposal. This is an instance of university, industrial, and government cooperation in the support of basic research in the mathematical sciences. The equipment will be used in the following research projects: (1) Linear structural models for random variables; (2) Generalized gradient algorithms in statistics; (3) Regression analysis under model violation; (4) Rates of convergence and minimum distance functions; and (5) Cross validation and related sample reuse methods.