1988 Technical Reports

88-1. S. S. Gupta, T. C. Liang. Selecting the Best Binomial Population: Parametric Empirical Bayes Approach. Read Full Report

88-2. J. Shao. Asymptotic Theory in Heteroscedastic Nonlinear Models. Read Full Report

88-3. S. Lalley. Brownian Motion and the Distribution of Orbits of Polynomial Mappings of the Complex Plane. Read Full Report

88-4. J. Shao. Half-Sample Estimation of Coverage Probability. Read Full Report

88-5. J. O. Berger, J. M. Bernardo, M. Mendoza. On Priors that Maximize Expected Information. Read Full Report

88-6. L. J. Gleser. T. W. Anderson's Contributions to the Study of Linear Statistical Relationship Models. Read Full Report

88-7. G. Casella, C. Robert. Refining Poisson Confidence Intervals. Read Full Report

88-8. M. L. Samuels, T.-F. C. Lu. Sample Size Requirements for the Back-of-the Envelope Approximation of Binomial Confidence Interval. Published in the American Statistician, Vol. 46, pp. 228-231, 1992.

88-9. G. Casella, C. Robert. Nonoptimality of Randomized Confidence Sets. Read Full Report

88-10. J. Shao. Asymptotic Distribution of the Weighted Least Squares Estimator. Read Full Report

88-11. J. Shao. A Large Sample Theory in Generalized Linear Models with Nuisance Scale Parameters. Read Full Report

88-12. S. S. Gupta. Commentary on Harold Hotelling's Articles on the Teaching of Statistics. Read Full Report

88-13. C. Ji. Estimating Potential Functions of One-Dimensional Gibbs States under Constraints. Read Full Report

88-14. A. DasGupta, W. J. Studden. Robust Bayesian Analysis and Optimal Experimental Designs in Normal Linear Models With Many Parameter s - I. Read Full Report

88-15. T. C. Liang. On The Convergence Rates of A Monotone Empirical Bayes Test For Uniform Distributions. Read Full Report

88-16C. S. S. Gupta, T. C. Liang. On Empirical Bayes Selection Rules for Negative Binomial Populations. Read Full Report

88-17. F. T. Bruss, S. M. Samuels. Conditions for Quasi-Stationarity of the Bayes Rule in Selection Problems with an Unknown Number of Rankable Options. Published in the Annals of Probability, Vol. 18, pp. 877-886, 1990.

88-18. G. Casella. Empirical Bayes Methods - A Tutorial. Read Full Report

88-19. L. Gleser. The Importance of Assessing Measurement Reliability in Multivariate Regression. Read Full Report

88-20C. T. C. Liang. On a Sequential Subset Selection Procedure for Exponential Family Distributions. Read Full Report

88-21C. J. J. Deely, S. S. Gupta. Hierarchical Bayesian Selection Procedures for the Best Binomial Population. Read Full Report

88-22. B. Davis. Reinforced Random Walk. Read Full Report

88-23. S. S. Gupta, T. C. Liang. On a Sequential Subset Selection Procedure. Read Full Report

88-24C. J. O. Berger, C. Robert. Subjective Hierarchical Bayes Estimation of a Multivariate Normal Mean: On the Frequentist Interface. Read Full Report

88-25C. G. L. Yang. A Renewal Look of Switching Rules in MIL-STD-105D. Read Full Report

88-26. M. Samuels, G. Casella, G. McCabe. Are Blocks Different from Random Factors? Read Full Report

Published in the Journal of the American Statistical Association, Vol. 86, pp. 798-808, 1991.

88-27. S. P. Lalley. Closed Geodesics in Homology Classes on Surfaces of Variable Negative Curvature. Read Full Report

88-28. S. K. Bhandari, A. Bose. Existence of Unbiased Estimates in Sequential Binomial Experiments. Read Full Report

88-29. J. Shao. A Note on Bootstrap Variance Estimation. Read Full Report

88-30. J. Shao. A Comparison of the Asymptotic Efficiency of Ordinary and Weighted Least Squares Estimators. Read Full Report

88-31. D. C. Coster. Trend-Free Run Orders of Mixed-Level Fractional Factorial Designs. Read Full Report

88-32C. S. Gupta, S. Panchapakesan. On Sequential Ranking and Selection Procedures. Read Full Report

88-33C. J. Berger, J. F. Angers. Robust Hierarchical Bayes Estimation of Exchangeable Means. Read Full Report

88-34C. W. J. Studden, A. DasGupta. Robust Bayesian Analysis and Optimal Experimental Designs in Normal Linear Models with Many Parameters-II. Read Full Report

88-35. S. Lalley, T. Sellke. Limit Theorems for the Frontier of a One-Dimensional Branching Diffusion. Read Full Report

88-36C. A. DasGupta, W. J. Studden. Frequentist Behavior of Robust Bayes Estimates of Normal Means. Read Full Report

88-37. W.-L. Loh. Estimating Covariance Matrices I. Read Full Report

88-38. K. S. Mak. Adaptive Tests. Read Full Report

88-39. J. Shao. Monte Carlo Approximations in Bayesian Decision Theory. Read Full Report

88-40. B. Boukai. An Explicit Expression for the Distribution of the Supremum of Brownian Motion with a Change-Point. Read Full Report

88-41. D. Coster. Summary: Tables of Minimum Cost, Linear Trend-Free Run Sequences of Two- and Three-Level Fractional Factorial Designs. Read Full Report

88-42. P. Protter. A Book Review of: The Malliavin Calculus. Read Full Report

88-43. W. L. Loh. Estimating Covariance Matrices II. Read Full Report

88-44. M.-N. Huang. Optimal Designs for Parallel Line Assay. Read Full Report

88-45. B. Davis. Loss of Recurrence in Reinforced Random Walk. Read Full Report

88-46. D. E. Axelrod, T. Kuczek. Clonal Heterogeneity in Populations of Normal Cells and Tumor Cells. Read Full Report

88-47. P. S. Puri, J. B. Robertson, K. B. Sinha. A Matrix Limit Theorem with Applications to Probability Theory. Read Full Report

88-48. W. L. Loh. Estimating the Common Mean of Two Multivariate Normal Distributions. Read Full Report

88-49. A. Bose. Asymptotic Estimation in Non-Linear Autoregressive Time Series Models. Read Full Report

88-50. E. Paradoux, P. Protter. Stochastic Volterra Equations with Anticipating Coefficients. Read Full Report

88-51. P. Puri, H. Singh. On Recursive Formulas for Isotonic Regression Useful for Statistical Inference Under Order Restrictions. Read Full Report

88-52. D. Coster. Factorial Run Orders by the Simulated Annealing Algorithm. Read Full Report

88-53. S. He, J. Wang. On The Optimal Parking Problem. Read Full Report

88-54. S. He, J. Wang. Thinning of Point Processes - Martingale Method. Read Full Report

88-55. T. Kuczek. The Self-Avoiding Branching Random Walk. Read Full Report

88-56. J. Shao. Statistical Functional, Differentiability and Jackknife. Read Full Report

88-57. J. Shao. Functional Calculus and Asymptotic Theory for Statistical Analysis. Read Full Report

88-58. J. Shao. Consistency of Jackknife Variance Estimators. Read Full Report

88-59. J. Shao. Resampling Estimators for Generalized L-Statistics. Read Full Report

88-60C. K. S. Lee. A Robust Subset Selection Procedure for Location Parameter Case Based on Hodges-Lehmann Estimators. Read Full Report

88-61. J. Shao. Jackknife Variance Estimator for Two Sample Linear Rank Statistics. Read Full Report

88-62. W.-L. Loh. On the Coverage Probability of Some Confidence Sets for a Multivariate Normal Mean. Read Full Report

88-63C. A. DasGupta. Diameter and Volume Minimizing Confidence Sets in Bayes and Classical Problems. Read Full Report

88-64C. J. Shao and S.-C. Chow. Monte Carlo Approximations in Bayesian Decision Theory Part II: Constructing Release Targets for Drug Products. Read Full Report

88-65C. J. Shao. Monte Carlo Approximations in Bayesian Decision Theory Part III: Limiting Behavior of Monte Carlo Approximations. Read Full Report