This is a grant under the Scientific Computing Research Equipment for the Mathematical Sciences program of the Division of Mathematical Sciences of the National Sciences Foundation. This program supports the purchase of special purpose computing equipment dedicated to the conduct of research in the mathematical sciences. This equipment is required for 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 institutions submitting the proposal. This program is an example of academic, corporate, and government cooperation in the support of the basic research in the mathematical sciences. This equipment will be used to support five research projects in the Department Statistics of the University of North Carolina at Chapel Hill: nonparametric estimation of boundaries: finite-sample properties, research by Edward Carlstein; nonparametrics: theory and methodology, research proposed by Jianqing Fan; assessing variability and smoothing parameter selection in curve estimation, research proposed by J. Steven Marron; estimating distortion, research proposed by Gordon Simons; Environmental Time Series, research proposed by Richard Smith.