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B.G. Lindsay 93I nor my advisors knew anything about the more attractive approaches comingout of Berkeley. So my first agenda in London was to repair some of my workbefore submitting it.It was extremely inspiring to be around David Cox for a year. AlthoughDavid seemed to fall asleep in every seminar, his grasp of the problems peoplewere working on, as evidenced by his piercing questions and comments, wasastounding. He single-handedly ran Biometrika. He was the master of thewhole statistical domain.David was very kind to me, even though he did not have a lot to sayto me about my research. I think it was not really his cup of tea. He did,however, make one key link for me. He suggested that I read the paper byKiefer and Wolfowitz (1956) about a consistent method of estimation for theNeyman–Scott problem. That paper was soon to pull me into the nascentworld of nonparametric mixture modelling. An article by Laird (1978) hadjust appeared, unbeknownst to me, but for the most part the subject hadbeen dead since the Kiefer and Wolfowitz paper.My postdoc year was great. It had all the freedom of being a grad student,but with more status and knowledge. After a great year in London, I returnedto the US and Penn State, ready to start on my tenure track job.8.7 Starting on the tenure trackGoing back to my early career, I confess that I was not sure that I was up tothe high pressure world of publish-or-perish, get tenure or move on. In fact,I was terrified. I worried about my mental health and about my ability tosucceed. I am sure that I was not the first or last to feel these uncertainties,and have many times talked in sympathy with people on the tenure track, atPenn State and elsewhere.It took a number of years for the thesis research to end its stumblingnature, and crystallize. I published several papers in The Annals of Statisticsthat would later be viewed as early work on efficiency in semiparametricmodels. I also made some contributions to the problem of estimating a mixingdistribution nonparametrically by maximum likelihood. In the processI learned a great deal about convex optimization and inverse problems.I often tell my students that I had plenty of doubts about my success whenIwasanAssistantProfessor.Mypublicationlistwastooshort.Thefirstpaperfrom my 1978 thesis was not written until 1979, and appeared in 1980. It wasnot even a statistics journal, it was The Philosophical Transactions of theRoyal Society of London (Lindsay, 1980).My first ten papers were solo-authored, so I was definitely flying on myown. It must have been a kinder era, as I don’t recall any rejections in that