1991 Technical Reports
Technical Reports Home91-01. T. G. Kurtz, P. Protter. Wong-Zakai Corrections, Random Evolutions, and Simulation Schemes for SDE's. [pdf]
91-02. W. L. Loh. Stein's Method and Multinomial Approximation. [pdf]
91-03. D. N. Politis, J. P. Romano. The Stationary Bootstrap. [pdf]
91-04. J. O. Berger, W. Jeffreys. The Application of Robust Bayesian Analysis to Hypothesis Testing and Occam's Razor. [pdf]
91-05C. H. Dette. On General Equations for Orthogonal Polynomials. [pdf]
91-06C. M. J. Bayarri, M. H. DeGroot. Difficulties and Ambiguities in the Definition of a Likelihood Function. [pdf]
91-07. D. N. Politis, J. P. Romano. A Circular Block-Resampling Procedure for Stationary Data. [pdf]
91-08. T. G. Kurtz, P. Protter. Characterizing the Weak Convergence of Stochastic Integrals. [pdf]
91-09. P. Muller. A Generic Approach to Posterior Integration and Gibbs Sampling. [pdf]
91-10. B. S. Clarke, B. W. Junker. Inference from the Product of Marginals of a Dependent Likelihood. [pdf]
91-11. H. Dette, W. J. Studden. On a New Characterization of the Classical Orthogonal Polynomials. [pdf]
91-12. M. J. Bayarri, M. H. DeGroot. A "Bad" View at Weighted Distributions and Selection Models. [pdf]
91-13. D. N. Politis. Applications of Resampling Schemes for Stationary Time Series. [pdf]
91-14. S. S. Gupta, S. N. Hande. Single-Stage Bayes and Empirical Bayes Rules for Ranking and Estimating Multinomial Probabilities. [pdf]
91-15C. J. O. Berger, J. M. Bernardo. On the Development of the Reference Prior Method. [pdf]
91-16C. H. Dette. Some Generalizations of Elfing's Theorem. [pdf]
91-17. D. N. Politis. Non-parametric Maximum Entropy. [pdf]
91-18. S. P. Lalley, D. Gatzouras. Hausdorff and Box Dimensions of Certain Self-Affine Fractals. [pdf]
91-19. C. Gu, C. Qiu. Smoothing Spline Density Estimation: Theory. [pdf]
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. [pdf]
91-22. T. G. Kurtz, E. Paradoux, P. Protter. Stratonovich Stochastic Differential Equations Driven by General Semimartingales. [pdf]
91-23. H. Dette. On a Mixture of the D- and D1-Optimality Criterion in Polynomial Regression. [pdf]
91-24. F. Pukelsheim, W. J. Studden. E-Optimal Designs for Polynomial Regression. [pdf]
91-25C. T. C. Liang. On Empirical Bayes Test Procedures for Uniform Distributions. [pdf]
91-26C. T. C. Liang. Convergence Rates for Empirical Bayes Estimation of the Scale Parameter in a Pareto Distribution. [pdf]
91-27C. S. S. Gupta, T. C. Liang. On Restricted Subset Selection Rules for Selecting the Best Population. [pdf]
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. [pdf]
91-30. H. Dette, W. J. Studden. Geometry of E-Optimality. [pdf]
91-31C. M. S. Oh, J. O. Berger. Integration of Multimodal Functions by Monte Carlo Importance Sampling. [pdf]
91-32. T. Samanta. A Lower Bound to the Asymptotic Risk of an Estimator for a Family of Non-Regular Cases. [pdf]
91-33C. T. C. Liang. On Empirical Bayes Test with O-Li Loss in Some Nonexponential Family. [pdf]
91-34C. S. S. Gupta, S. H. Han. Selection and Ranking Procedures for Logistic Populations. [pdf]
91-35C. S. S. Gupta, T. C. Liang. On Empirical Bayes Selection Rules for Sampling Inspection. [pdf]
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. [pdf]
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. [pdf]
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. [pdf]
91-39. B. Schmeiser, M.-H. Chen. On Random-Direction Monte Carlo Sampling for Evaluating Multidimensional Integrals. [pdf]
91-40C. D. Sun, J. O. Berger. Bayesian Sequential Reliability for Weibull and Related Distributions. [pdf]
91-41. C. Gu. Smoothing Spline Density Estimation: A Dimensionless Automatic Algorithm. [pdf]
91-42. S. P. Lalley. Mostow Rigidity and the Bishop-Steger Dichotomy for Surfaces of Variable Negative Curvature. [pdf]
91-43. M.-M. Zen. Point Estimation of Multivariate Normal Mean Using t Priors. [pdf]
91-44C. W. H. Jeffreys, J. O. Berger. Sharpening Ockham's Razor on a Bayesian Strop. [pdf]
91-45. S. Basu. Variations of Posterior Expectations for Symmetric Unimodal Priors in a Distribution Band. [pdf]
91-46. B. Vidakovic, A. DasGupta. Linear Versus Nonlinear Rules for Mixture Normal Priors. [pdf]
91-47. S. Basu, A. DasGupta. Robustness of Standard Confidence Intervals for Location Parameters Under Departure from Normality. [pdf]
91-48. A. DasGupta, S. Mukhopadhyay, W. J. Studden. Compromise Designs in Heteroscedastic Linear Models. [pdf]
91-49C. C. Robert. Prior Feedback: A Bayesian Approach to Maximum Likelihood Estimation. [pdf]
91-50. C. Gu, C. Qiu. Asymptotic Analysis of Penalized Likelihood Regression. [pdf]
91-51. B. Clarke, J. K. Ghosh. Posterior Convergence Given the Mean. [pdf]
91-52C. C. P. Robert. A Note on Jeffreys-Lindley Paradox. [pdf]
91-53. W.-L. Loh. Edgeworth Expansion for U-Statistics Based on an M-Dependent Shift. [pdf]
91-54. C. Léger, D. N. Politis, J. P. Romano. Bootstrap Technology and Applications. [pdf]
91-55. D. N. Politis. ARMA Models, Prewhitening, and Minimum Cross Entropy. [pdf]
91-56. B. S. Clarke, A. R. Barron. Entropy Risk and the Bayesian Central Limit Theorem. [pdf]
91-57. R. Banuelos, B. Davis. A Geometrical Characterization of Intrinsic Ultracontractivity for Planar Domains with Boundaries Given by the Graphs of Functions. [pdf]
91-58. C. Gu. Penalized Likelihood Hazard Estimation. [pdf]
91-59C. S. S. Gupta, T. C. Liang. On Empirical Bayes Selection Procedures. [pdf]
91-60C. S. S. Gupta, K. J. Miescke. Bayesian Look Ahead One Stage Sampling Allocations for Selecting the Largest Normal Mean. [pdf]
91-61. V. F. Melfi. Nonlinear Markov Renewal Theory. [pdf]
91-62. S. S. Gupta, Y. Liao, C. Qiu, J. Wang. A New Technique for Improved Confidence Bounds for the Probability of Correct Selection. [pdf]
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). [pdf]
91-64. P. Protter, J. San Martin. General Change of Variables Formulas for Semimartingales in One and Finite Dimensions. [pdf]
91-65. S. N. Hande. Some Results on Bayes and Empirical Bayes Rules for Ranking Pairwise Compared Treatments. [pdf]
91-66C. A. DasGupta, J. K. Ghosh, M. M. Zen. A New General Method for Constructing Confidence Sets in Arbitrary Dimensions: With Applications. [pdf]
91-67. D. N. Politis. On the Entropy of a Mixture Distribution. [pdf]
91-68. B. Clarke, J. K. Ghosh. Posterior Normality Given the Mean with Applications. [pdf]
91-69C. J. O. Berger, J. Mortera. Robust Bayesian Hypothesis Testing in the Presence of Nuisance Parameters. [pdf]
91-70. W.-L. Loh. An Edgeworth Expansion for U-Statistics with Weakly Dependent Observations. [pdf]
91-71C. T. C. Liang. Rates of Convergence for Empirical Bayes Two-Action Problems: Discrete Case. [pdf]
