1992 Technical Reports

92-01. D. V. Lindley, J. J. Deely. Optimal Allocation in Stratified Sampling with Partial Information. Read Full Report

92-02. D. N. Politis. Markov Chains in Many Dimensions. Read Full Report

92-03. C. Gu. Smoothing Spline Density Estimation Under Biased Sampling. Read Full Report

92-04. See #94-20.

92-05C. J. O. Berger, D. Sun. Bayesian Analysis for the Poly-Weibull Distribution. Read Full Report

92-06. J. Jacod, P. Protter. A Remark on the Weak Convergence of Processes in the Skorohod Topology. Read Full Report

92-07C. N. Balakrishnan, S. S. Gupta. Higher Order Moments of Order Statistics from Exponential and Right-truncated Exponential Distributions and Applications to Life-testing Problems. Read Full Report

92-08. S. P. Lalley. Self-Intersections of Closed Geodesics on a Negatively Curved Surface: Statistical Regularities. Read Full Report

92-09. S.-Y. C. Huang, W. J. Studden. An Equivalent Kernel Method for Least Squares Spline Regression. Read Full Report

92-10. D. N. Politis. An Information Theoretic Proof of the Maximum Entropy Spectrum in n Dimensions. Read Full Report

92-11C. D. Sun, J. O. Berger. Recent Developments in Bayesian Sequential Reliability Demonstration Testing. Read Full Report

92-12C. S. S. Gupta, T.-C. Liang, R.-B. Rau. Empirical Bayes Two-Stage Procedures for Selecting the Best Bernoulli Population Compared with a Control. Read Full Report

92-13. D. N. Politis. On the Maximum Entropy Problem with Autocorrelations Specified on a Lattice. Read Full Report

92-14. W. L. Loh. Estimating the Mixing Density of a Mixture of Power Series Distributions. Read Full Report

92-15C. S. S. Gupta, S. Panchapakesan. Selection and Screening Procedures in Multivariate Analysis. Read Full Report

92-16. S. P. Lalley, D. Gatzouras. The Box Counting Dimension of a Class of Statistically Self-Affine Fractals. (This paper has been replaced by 92-35.)

92-17C. X. Xiong. Absorption Probabilities of Random Paths From Dichotomous Populations. Read Full Report

92-18. M.-H. Chen, B. Schmeiser. Performance of the Gibbs, Hit-and-Run, and Metropolis Samplers. Read Full Report

92-19. B. Davis, B. Zhang. Moments of the Lifetime of Conditioned Brownian Motion in Cones. Read Full Report

92-20C. A. DasGupta, S. Mukhopadhyay. Uniform and Subuniform Posterior Robustness: The Sample Size Problem. Read Full Report

92-21. M. H. Chen, J. Deely. Application of a New Gibbs Hit-and-Run Sampler to a Constrained Linear Multiple Regression Problem. Read Full Report

92-22. M. H. Chen. Importance Weighted Marginal Bayesian Posterior Density Estimation. Read Full Report

92-23. B. Vidakovic, A. DasGupta. Efficiency of Linear Rules for Estimating a Bounded Normal Mean. Read Full Report

92-24. A. Kanniganti, S. P. Lalley. The Frontier of a Branching Brownian Motion with Killing. Read Full Report

92-25. C. Gu. Penalized Likelihood Hazard Estimation: Algorithm and Examples. Read Full Report

92-26. D. N. Politis, J. P. Romano. Nonparametric Resampling for Homogeneous Strong Mixing Fields. Read Full Report

92-27. H. Dette, W. J. Studden. A Geometric Solution of the Bayesian E-Optimal Design Problem. Read Full Report

92-28C. T. Gastaldi, S. S. Gupta. Minimax Type Procedures for Nonparametric Selection of the "Best" Population with Partially Classified Data. (This paper has been replaced by 94-9C.)

92-29. M. L. Samuels. A Pitfall in Linear Models: The Misuse of "Sequential" F Statistics. Read Full Report

92-30. A. Kohatsu-Higa. Reflecting Stochastic Differential Equations with Jumps. Read Full Report

92-31. H. Dette, B. Heiligers, W. J. Studden. Minimax Designs in Linear Regression Models. Read Full Report

92-32. J. A. León, P. Protter. Some Formulas for Anticipative Girsanov Transformations. Read Full Report

92-33C. J. Berger. The Present and Future of Bayesian Multivariate Analysis. Read Full Report

92-34. A. DasGupta. Distributions Which are Gaussian Convolutions. Read Full Report

92-35. D. Gatzouras, S. P. Lalley. Statistically Self-Affine Sets: Hausdorff and Box Dimensions. Read Full Report

92-36. D. Politis, J. P. Romano. A General Theory for Large Sample Confidence Regions Based on Subsamples Under Minimal Assumptions. Read Full Report

92-37. J. K. Ghosh, S. Ghoshal, T. Samanta. Stability and Convergence of Posterior in Non-Regular Problem. Read Full Report

92-38. B. Vidakovic, A. DasGupta. Lower Bounds on Bayes Risks for Estimating a Normal Variance: with Applications. Read Full Report

92-39. T. M. Sellke. A "Triple Birthday Problem" with an Application to Time to Failure in Latin Square Generation. Read Full Report

92-40. S. Basu, A. DasGupta. The Mean, Median and Mode of Unimodal Distributions: A Characterization. Read Full Report

92-41C. X. Xiong. Absorption Probability Distributions of Random Paths from Finite Populations. Read Full Report

92-42. W. L. Loh. On M-Dependence and Edgeworth Expansions. Read Full Report

92-43C. M. J. Bayarri, J. O. Berger. Robust Bayesian Bounds for Outlier Detection. Read Full Report

92-44C. J. O. Berger, Ming-Hui Chen. Predicting Retirement Patterns: Prediction for a Multinomial Distribution with Constrained Parameter Space. Read Full Report

92-45C. J. O. Berger, R-y. Yang. Noninformative Priors and Bayesian Testing for the AR(1) Model. Read Full Report

92-46C. S. Sivaganesan, L. M. Berliner, J. O. Berger. Optimal Robust Credible Sets for Contaminated Priors. Read Full Report

92-47. T. Sellke. How Many IID Samples Does It Take to See All the Balls in a Box? Read Full Report

92-48C. G. Li, H. Doss. Generalized Pearson-Fisher Chi-Square Goodness-of-Fit Tests, with Applications to Models with Life History Data. Read Full Report

92-49. D. N. Politis, J. P. Romano. Limit Theorems for Weakly Dependent Hilbert Space Valued Random Variables with Application to the Stationary Bootstrap. Read Full Report

92-50. D. N. Politis, J. P. Romano. Bias-Corrected Nonparametric Spectral Estimation. Read Full Report

92-51. T. Sellke, J. Overdeck. How Many Geometric (p) Samples Does it Take to see all the Balls in a Box? Read Full Report

92-52C. J. Berger, E. Moreno. Bayesian Robustness in Bidimensional Models: Prior Independence. Read Full Report

92-53. D. N. Politis, J. P. Romano. On a Smoothing Kernel of Infinite Order. Read Full Report

92-54. This number was not assigned.

92-55. H. Dette, W. J. Studden. Optimal Designs with Respect to Elfving's Partial Minimax Criterion in Polynomial Regression. Read Full Report