1991 Technical Reports

91-01. T. G. Kurtz, P. Protter. Wong-Zakai Corrections, Random Evolutions, and Simulation Schemes for SDE's. Read Full Report

91-02. W. L. Loh. Stein's Method and Multinomial Approximation. Read Full Report

91-03. D. N. Politis, J. P. Romano. The Stationary Bootstrap. Read Full Report

91-04. J. O. Berger, W. Jeffreys. The Application of Robust Bayesian Analysis to Hypothesis Testing and Occam's Razor. Read Full Report

91-05C. H. Dette. On General Equations for Orthogonal Polynomials. Read Full Report

91-06C. M. J. Bayarri, M. H. DeGroot. Difficulties and Ambiguities in the Definition of a Likelihood Function. Read Full Report

91-07. D. N. Politis, J. P. Romano. A Circular Block-Resampling Procedure for Stationary Data. Read Full Report

91-08. T. G. Kurtz, P. Protter. Characterizing the Weak Convergence of Stochastic Integrals. Read Full Report

91-09. P. Muller. A Generic Approach to Posterior Integration and Gibbs Sampling. Read Full Report

91-10. B. S. Clarke, B. W. Junker. Inference from the Product of Marginals of a Dependent Likelihood. Read Full Report

91-11. H. Dette, W. J. Studden. On a New Characterization of the Classical Orthogonal Polynomials. Read Full Report

91-12. M. J. Bayarri, M. H. DeGroot. A "Bad" View at Weighted Distributions and Selection Models. Read Full Report

91-13. D. N. Politis. Applications of Resampling Schemes for Stationary Time Series. Read Full Report

91-14. S. S. Gupta, S. N. Hande. Single-Stage Bayes and Empirical Bayes Rules for Ranking and Estimating Multinomial Probabilities. Read Full Report

91-15C. J. O. Berger, J. M. Bernardo. On the Development of the Reference Prior Method. Read Full Report

91-16C. H. Dette. Some Generalizations of Elfing's Theorem. Read Full Report

91-17. D. N. Politis. Non-parametric Maximum Entropy. Read Full Report

91-18. S. P. Lalley, D. Gatzouras. Hausdorff and Box Dimensions of Certain Self-Affine Fractals. Read Full Report

91-19. C. Gu, C. Qiu. Smoothing Spline Density Estimation: Theory. Read Full Report

91-20. D. Duffie, P. Protter. From Discrete to Continuous Time Finance: Weak Convergence of the Financial Gain Process (Revised and updated version of 89-02.) (Replaced by 91-63.)

91-21. M. J. Bayarri, M. H. DeGroot. The Analysis of Published Significant Results. Read Full Report

91-22. T. G. Kurtz, E. Paradoux, P. Protter. Stratonovich Stochastic Differential Equations Driven by General Semimartingales. Read Full Report

91-23. H. Dette. On a Mixture of the D- and D1-Optimality Criterion in Polynomial Regression. Read Full Report

91-24. F. Pukelsheim, W. J. Studden. E-Optimal Designs for Polynomial Regression. Read Full Report

91-25C. T. C. Liang. On Empirical Bayes Test Procedures for Uniform Distributions. Read Full Report

91-26C. T. C. Liang. Convergence Rates for Empirical Bayes Estimation of the Scale Parameter in a Pareto Distribution. Read Full Report

91-27C. S. S. Gupta, T. C. Liang. On Restricted Subset Selection Rules for Selecting the Best Population. Read Full Report

91-28. M. L. Samuels. Simpson's Paradox and Related Phenomena. Published in the Journal of the American Statistical Association, Vol.88, No. 421, pp. 81-88, March 1993.

91-29. C. G. Gu, G. Wahba. Smoothing Splines and Analysis of Variance in Function Spaces. Read Full Report

91-30. H. Dette, W. J. Studden. Geometry of E-Optimality. Read Full Report

91-31C. M. S. Oh, J. O. Berger. Integration of Multimodal Functions by Monte Carlo Importance Sampling. Read Full Report

91-32. T. Samanta. A Lower Bound to the Asymptotic Risk of an Estimator for a Family of Non-Regular Cases. Read Full Report

91-33C. T. C. Liang. On Empirical Bayes Test with O-Li Loss in Some Nonexponential Family. Read Full Report

91-34C. S. S. Gupta, S. H. Han. Selection and Ranking Procedures for Logistic Populations. Read Full Report

91-35C. S. S. Gupta, T. C. Liang. On Empirical Bayes Selection Rules for Sampling Inspection. Read Full Report

91-36C. N. Balakrishnan, S. S. Gupta, S. Panchapakesan. Estimation of the Mean and Standard Deviation of the Logistic Distribution Based on Multiply Type-II Censored Samples. Read Full Report

91-37C. N. Balakrishnan, S. S. Gupta, S. Panchapakesan. Estimation of the Mean and Standard Deviation of the Normal Distribution Based on Multiply Type-II Censored Samples. Read Full Report

91-38C. N. Balakrishnan, S. S. Gupta, S. Panchapakesan. Estimation of the Location and Scale Parameters of the Extreme Value Distribution Based on Multiply Type-II Censored Samples. Read Full Report

91-39. B. Schmeiser, M.-H. Chen. On Random-Direction Monte Carlo Sampling for Evaluating Multidimensional Integrals. Read Full Report

91-40C. D. Sun, J. O. Berger. Bayesian Sequential Reliability for Weibull and Related Distributions. Read Full Report

91-41. C. Gu. Smoothing Spline Density Estimation: A Dimensionless Automatic Algorithm. Read Full Report

91-42. S. P. Lalley. Mostow Rigidity and the Bishop-Steger Dichotomy for Surfaces of Variable Negative Curvature. Read Full Report

91-43. M.-M. Zen. Point Estimation of Multivariate Normal Mean Using t Priors. Read Full Report

91-44C. W. H. Jeffreys, J. O. Berger. Sharpening Ockham's Razor on a Bayesian Strop. Read Full Report

91-45. S. Basu. Variations of Posterior Expectations for Symmetric Unimodal Priors in a Distribution Band. Read Full Report

91-46. B. Vidakovic, A. DasGupta. Linear Versus Nonlinear Rules for Mixture Normal Priors. Read Full Report

91-47. S. Basu, A. DasGupta. Robustness of Standard Confidence Intervals for Location Parameters Under Departure from Normality. Read Full Report

91-48. A. DasGupta, S. Mukhopadhyay, W. J. Studden. Compromise Designs in Heteroscedastic Linear Models. Read Full Report

91-49C. C. Robert. Prior Feedback: A Bayesian Approach to Maximum Likelihood Estimation. Read Full Report

91-50. C. Gu, C. Qiu. Asymptotic Analysis of Penalized Likelihood Regression. Read Full Report

91-51. B. Clarke, J. K. Ghosh. Posterior Convergence Given the Mean. Read Full Report

91-52C. C. P. Robert. A Note on Jeffreys-Lindley Paradox. Read Full Report

91-53. W.-L. Loh. Edgeworth Expansion for U-Statistics Based on an M-Dependent Shift. Read Full Report

91-54. C. Léger, D. N. Politis, J. P. Romano. Bootstrap Technology and Applications. Read Full Report

91-55. D. N. Politis. ARMA Models, Prewhitening, and Minimum Cross Entropy. Read Full Report

91-56. B. S. Clarke, A. R. Barron. Entropy Risk and the Bayesian Central Limit Theorem. Read Full Report

91-57. R. Banuelos, B. Davis. A Geometrical Characterization of Intrinsic Ultracontractivity for Planar Domains with Boundaries Given by the Graphs of Functions. Read Full Report

91-58. C. Gu. Penalized Likelihood Hazard Estimation. Read Full Report

91-59C. S. S. Gupta, T. C. Liang. On Empirical Bayes Selection Procedures. Read Full Report

91-60C. S. S. Gupta, K. J. Miescke. Bayesian Look Ahead One Stage Sampling Allocations for Selecting the Largest Normal Mean. Read Full Report

91-61. V. F. Melfi. Nonlinear Markov Renewal Theory. Read Full Report

91-62. S. S. Gupta, Y. Liao, C. Qiu, J. Wang. A New Technique for Improved Confidence Bounds for the Probability of Correct Selection. Read Full Report

91-63. D. Duffie, P. Protter. From Discrete to Continuous Time Finance: Weak Convergence of the Financial Gain Process. (Revised and updated version of 89-02). Read Full Report

91-64. P. Protter, J. San Martin. General Change of Variables Formulas for Semimartingales in One and Finite Dimensions. Read Full Report

91-65. S. N. Hande. Some Results on Bayes and Empirical Bayes Rules for Ranking Pairwise Compared Treatments. Read Full Report

91-66C. A. DasGupta, J. K. Ghosh, M. M. Zen. A New General Method for Constructing Confidence Sets in Arbitrary Dimensions: With Applications. Read Full Report

91-67. D. N. Politis. On the Entropy of a Mixture Distribution. Read Full Report

91-68. B. Clarke, J. K. Ghosh. Posterior Normality Given the Mean with Applications. Read Full Report

91-69C. J. O. Berger, J. Mortera. Robust Bayesian Hypothesis Testing in the Presence of Nuisance Parameters. Read Full Report

91-70. W.-L. Loh. An Edgeworth Expansion for U-Statistics with Weakly Dependent Observations. Read Full Report

91-71C. T. C. Liang. Rates of Convergence for Empirical Bayes Two-Action Problems: Discrete Case. Read Full Report