1986 Technical Reports
Technical Reports Home86-1. P. Matthews. Covering Problems for Brownian Motion on Spheres. [pdf]
86-2. H.-P. Hucke. Robustness of Estimators in a Finitely Additive White Noise Model. [pdf]
86-3. E. Paradoux, P. Protter. A Two-Sided Stochastic Integral and Its Calculus. [pdf]
86-4. S. Jeyaratnam, S. Panchapakesan. Prediction Intervals in Balanced One-Factor Random Model. [pdf]
86-5. H.-P. Hucke. Smoothness of the Nonlinear White Noise Filter. [pdf]
86-6. T. Sellke. Consistency of Maximum Likelihood Recursion in Stochastic Approximation. [pdf]
86-7. P. Protter. Reversing Gaussian Semimartingales without Gauss. [pdf]
86-8. J. Berger, J. Deely. A Bayesian Approach to Ranking and Selection of Related Means With Alternatives to AOV Methodology. [pdf]
86-9. A. Rukhin. How Much Better are Better Estimators of a Normal Variance. [pdf]
86-10. A. DasGupta, H. Rubin. Bayesian Estimation Subject to Minimaxity of the Mean of a Multivariate Normal Distribution in the Case of a Common Unknown Variance: A Case for Bayesian Robustness. [pdf]
86-11. P. S. Puri. Further Results on Testing a Poisson Hypothesis Against Compound Poisson Alternatives. [pdf]
86-12. A. Rukhin. Estimating the Loss of Estimators of a Binomial Parameter. [pdf]
86-13.S. S. Gupta, T. C. Liang. Empirical Bayes Rules for Selecting the Best Binomial Population. [pdf]
86-14. J. O. Berger, S.-Y. Chen. Minimaxity of Empirical Bayes Estimators Derived from Subjective Hyperpriors. [pdf]
86-15. D. Critchlow. A Unified Approach to Constructing Nonparametric Rank Tests. [pdf]
86-16. S. S. Gupta, T. C. Liang. Selecting the Best Unknown Mean from Normal Populatons Having a Common Unknown Coefficient of Variation. [pdf]
86-17. L. J. Gleser. New Estimators for the Mean Vector of a Normal Distribution with Unknown Covariance Matrix. [pdf]
86-18. J. Jacod, P. Protter. Time Reversal of Levy Processes. [pdf]
86-19. G. P. McCabe. Prediction of Principal Components by Variable Subsets. [pdf]
86-20. S. P. Lalley, T. Sellke. A Conditional Limit Theorem for the Frontier of a Branching Brownian Motion. [pdf]
86-21. A. L. Rukhin. Loss Function for Loss Estimation. [pdf]
86-22. S. S. Gupta, J. K. Sohn. Isotonic Selection Procedures for Tukey's Lambda Distributions. [pdf]
86-23. P. Matthews. A Strong Uniform Time for Random Transpositions. [pdf]
86-24. T.-C. Liang, S. Panchapakesan. Inference About the Change-Point in a Sequence of Random Variables: A Selection Approach. [pdf]
86-25. A. DasGupta. A General Theorem on Decision Theory for Nonnegative Functionals: With Applications. [pdf]
86-26. M. Nalliah. Improved Estimators of Normal Tail Probabilities. [pdf]
86-27. S. S. Gupta, K. J. Miescke. On the Problem of Finding the Largest Normal Mean under Heteroscedasticity. [pdf]
86-28. T. C. Kao, G. P. McCabe. Optimal Sample Allocation for Normal Discrimination and Logistic Regression under Stratified Sampling. [pdf] Published in the Journal of the American Statistical Association, Vol. 86, pp. 432-436, 1991.
86-29. S. S. Gupta, D.-Y. Huang. Selecting Important Independent Variables in Linear Regression Models. [pdf]
86-30. P. S. Puri, J. Yackel. On a Generalized Stochastic Model for Estimating the Sizes of Spheres from Profiles in Thin Slices and an Associated Problem of Non-Identifiability. [pdf]
86-31. H. Rubin. Fallacies of Classical Statistics. [pdf]
86-32. B. Davis. On the Barlow-Yor Inequalities for Local Time. [pdf]
86-33. T. C. Kao, G. P. McCabe. Choice of Mixture and Stratified Sampling for Normal and Logistic Discrimination. [pdf]
86-34. S. M. Samuels. Combining the Dichotomous Opinions of Several Exchangeable Experts. [pdf]
86-35. M. Delampady. Lower Bounds on Bayes Factors for Interval Null Hypotheses. [pdf]
86-36. M. Delampady. Lower Bounds on Bayes Factors for Invariant Testing Situations. [pdf]
86-37. M. Delampady, J. Berger. Lower Bounds on Bayes Factors for Multinomial and Chi Squared Tests of Fit. [pdf]
86-38. J. Berger, M. Delampady. Bayesian Testing of Precise Hypotheses. [pdf]
86-39. H. Rubin. An Efficient Method of Generating Infinite-Precision Exponential Random Variables. [pdf]
86-40. H. Rubin, J. Chen. Some Stochastic Processes Related to Random Density Functions. [pdf]
86-41. S. Sivaganesan, J. Berger. Ranges of Posterior Measures for Priors with Unimodal Contaminations. [pdf]
86-42. A. P. Basu, J. K. Ghosh, S. N. Joshi. On Estimating Change Point in a Failure Rate. [pdf]
86-43. S. S. Gupta, T. C. Liang. On Some Bayes and Empirical Bayes Selection Procedures. [pdf]
86-44. B. Davis, T. S. Salisbury. Connecting Brownian Paths. [pdf]
86-45. S. Lalley, H. Robbins. Asymptotically Minimax Stochastic Search Strategies in the Plane. [pdf]
86-46. F. T. Bruss, S. M. Samuels. A Unified Approach to a Class of Optimal Selection Problems with an Unknown Number of Options. Published in the Annals of Probability, Vol. 15, pp. 824-830, 1987.
86-47. H. Rubin. Some Results on Robustness in Testing. [pdf]
86-48. V. Anderson. Some Contributions by Purdue Industrial Engineers to Designed Experiments. [pdf]
86-49. Y.-B. Lim, W. J. Studden. Efficient Ds-Optimal Designs for Multivariate Polynomial Regression on the q-Cube. [pdf]
86-50. H. Rubin, J. Chen. The Effect of Non-Normalization on the Risks of the Density Estimators. [pdf]
86-51. T. Sellke. Weak Convergence of the Aalen Estimator for a Censored Renewal Process. [pdf]
86-52. S. S. Gupta, S. Panchapakesan. Statistical Selection Procedures in Multivariate Models. [pdf]
86-53. G. C. McDonald, W. J. Studden. Design Aspects of Regression Based Ratio Estimation. [pdf]
86-54. S. S. Gupta, T. C. Liang. Parametric Empirical Bayes Rules for Selecting the Most Probable Multinomial Event. [pdf]
86-55. S. Lalley, T. Sellke. Travelling Waves in Inhomogeneous Branching Brownian Motions I. [pdf]
86-56. H. Rubin. A New Approach to Integration. [pdf]
86-57. H. Rubin. Regular Extensions of Measures. [pdf]
86-58. H. Rubin. Generating Non-Uniform Random Variables: Infinite Precision Procedures and Computational Complexity. [pdf]
86-59. J. O. Berger, A. O'Hagan. Ranges of Posterior Probabilities for Unimodal Priors with Specified Quantiles. [pdf]
