All Technical Reports
Years of publication where known are indicated in parentheses.Technical Reports Home
1. K. C. S. Pillai. On the moments of elementary symmetric functions of the roots of two matrices and approximations to their distributions. [pdf]
2. M. F. Neuts. An inventory model with an optional time lag. [pdf]
3. S. S. Gupta and K. C. S. Pillai. On the distribution of a linear function of ordered correlated normal random variables with emphasis on range. [pdf]
4. (1963) M. S. Patel. On selecting the factors of experimentation. [pdf]
5. (1963) S. S. Gupta, B. K. Shah. Exact moments and percentage points of the order statistics and the distribution of the range from the logistic distribution. [pdf]
6. (1963) M. S. Patel. A note on Watson's paper. [pdf]
7. (1963) M. F. Neuts. Generating functions for Markov renewal processes. [pdf]
8. (1963) K. C. S. Pillai. On the non-central distribution of the sum of two characteristic roots and the monotonicity of the power function of associated tests. [pdf]
9. (1963) K. C. S. Pillai. On the distribution of the largest of seven roots of a matrix in multivariate analysis. [pdf]
10. P. H. Randolph. A simple model for studying active defense against ballistic missiles. [pdf]
11. K. C. S. Pillai. On the non-central multivariate beta distribution and the moments of traces of some matrices. [pdf]
12. (1964) Y. S. Chow. A martingale convergence theorem of Ward's type. [pdf]
13. S. S. Gupta, K. C. S. Pillai. On linear functions of ordered correlated normal random variables. [pdf]
14. Y. S. Chow. Local convergence of martingales and law of large numbers. [pdf]
15. S. S. Gupta, M. N. Gnanadesikan. Estimation of the parameters of the logistic distribution. [pdf]
16. (1964) Y. S. Chow, H. Robbins. On optimal stopping rules for sn/n. [pdf]
17. (1964) K. C. S. Pillai. On the moments of elementary symmetric functions of the roots of two matrices. [pdf]
18. (1964) M. F. Neuts. The single server queue with Poisson input and semi-Markov service times, I. [pdf]
19. (1964) S. S. Gupta, M. N. Waknis. A system of inequalities for the incomplete gamma functions and the normal integral. [pdf]
20. (1964) M. F. Neuts. The single server queue with Poisson input and semi-Markov service times, II. [pdf]
21. (1965) S. S. Gupta. On some multiple decision (selection and ranking) rules. Published in Technometrics, Vol. 7, No. 2, May 1965.
22. (1964) K. C. S. Pillai. On the distribution of the largest characteristic root of a matrix in multivariate analysis. [pdf]
23. (1964) K. C. S. Pillai. On elementary symmetric functions of the roots of two matrices in multivariate analysis. [pdf]
24. (1964) S. M. Samuels. On a Chebyshev-type inequality for sums of independent random variables. Published in the Annals of Mathematical Statistics, Vol. 37, pp. 248-259, 1966.
25. (1964) M. F. Neuts. The single server queue with Poisson input and semi-Markov service times III. [pdf]
26. (1964) M. F. Neuts. The busy period of a queue with batch service. [pdf]
27. (1964) S. M. Samuels. On the number of successes in independent trials. Published in the Annals of Mathematical Statistics, Vol. 36, pp. 1271-1278, 1965.
28. (1963) Y. S. Chow, S. Moriguti, H. Robbins, S. M. Samuels. Optimal selection based on relative rank (the "Secretary Problem"). Published in Israel Journal of Mathematics, Vol. 2, pp. 81-90, 1964.
29. (1964) R. E. Barlow, S. S. Gupta. Distribution-Free life test sampling plans. (Now in reprint form). [pdf]
30. (1965) Y. S. Chow, H. Robbins. On the asymptotic theory of fixed-width sequential confidence intervals for the mean. Published in The Annals of Mathematical Statistics, Vol. 26, No. 2, April, 1965.
31. (1965) S. S. Gupta. Selection and ranking procedures and order statistics for the binomial distribution. Reprints not available. Published in Classical and Contagious Discrete Distributions, Editor G. P. Patil, Pergamm Press and Statistical Publishing Society, 1965.
32. (1964) Y. S. Chow, H. Robbins, H. Teicher. Moments of randomly stopped sums. [pdf]
33. (1964) R. G. Khazanie, H. E. McKean. A mendelian Markov process with binomial transition probabilities. [pdf]
34. (1964) K. C. S. Pillai, A. K. Gupta. On the moments of the second elementary symmetric function of the roots of a matrix. [pdf]
35. (1965) C. G. Khatri, K. C. S. Pillai. Some results on the non-central multivariate beta distribution and moments of traces of two matrices. [pdf]
36. (1965) R. G. Khazanie, H. E. McKean. A mendelian Markov process with multinomial transition probabilities. [pdf]
37. (1965) M. F. Neuts. Semi-Markov analysis of a bulk queue. [pdf]
38. (1965) C. G. Khatri, K. C. S. Pillai. Further results on the non-central multivariate beta distribution and moments of traces of two matrices. [pdf]
39. (1965) K. C. S. Pillai. On a class of multivariate test criteria. [pdf]
40. (1965) P. H. Randolph. A special team decision problem and its solution through stochastic programming. [pdf]
41. (1965) Y. S. Chow. On the moments of some one-sided rules. [pdf]
42. Y. S. Chow, H. Robbins. On optimal stopping in a class of uniform games. Published in the Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability (June 21-July 18, 1965 and December 27, 1965 - January 7, 1966).
43. (1965) S. S. Gupta. On some selection and ranking procedures for multivariate normal populations using distance functions. [pdf]
44. (1966) R. A. McLean, V. L. Anderson. Extreme vertices design of mixture experiments. Published in Technometrics, Vol. 8, No. 3, August 1966.
45. (1965) J. J. Deely. Multiple decision procedures from an empirical Bayes approach. [pdf]
46. (1965) M. F. Neuts. A general class of bulk queues with Poisson input. [pdf]
47. (1965) M. F. Neuts. An alternative proof of a theorem of Takacs on the GI/M/1 queue. [pdf]
48. (1966) B. K. Shah. On the bivariate moments of order statistics from a logistic distribution and applications. Published in the Annals of Mathematical Statistics, Vol. 37, No. 4, August, 1966.
49. (1965) S. S. Gupta, J. J. Deely. On the properties of subset selection procedures. (Now in reprint form). [pdf]
50. (1965) K. C. S. Pillai, A. K. Gupta. On the distribution of the second elementary symmetric function of the roots of a matrix. [pdf]
51. (1965) K. C. S. Pillai. On the non-central distributions of the largest roots of two matrices in multivariate analysis. [pdf]
52. (1965) S. S. Gupta, A. S. Qureishi, B. K. Shah. Best linear unbiased estimators of the parameters of the logistic distribution using order statistics. [pdf]
53. (1965) P. T. Holmes. On some spectral properties of a transition matrix I. [pdf]
54. Y. S. Chow, H. Robbins. On values associated with a stochastic sequence. Published in the Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability (June 21-July 18, 1965 and December 27, 1965 - January 7, 1966).
55. (1965) H. Park. Limit theorems for winsorized mean and wrong-model likelihood estimation. [pdf]
56. S. M. Samuels, T. W. Anderson. Some inequalities among binomial and Poisson probabilities. Published in the Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability (June 21-July 18, 1965 and December 27, 1965 - January 7, 1966), Vol. 1, pp. 1-12, 1967.
57. (1966) W. J. Studden, S. Karlin. Optimal experimental designs. (Now in reprint form). Published in The Annals of Mathematical Statistics, Vol. 37, No. 4, August, 1966.
58. (1965) S. S. Gupta, W. J. Studden. On some selection and ranking procedures with applications to multivariate populations. [pdf]
59. (1965) Y. S. Chow, H. Teicher. On second moments of stopping rules. [pdf]
60. (1965) J. S. Maybee. Remarks on the theory of cycles in matrices. [pdf]
61. (1967) K. C. S. Pillai, K. Jayachandran. Power comparisons of tests of two multivariate hypotheses based on four criteria. Published in Biometrika, 54, 1 and 2, p. 195, 1967.
62. (1966) P. T. Holmes. Semi-regular functions in Markov chains. [pdf]
63. (1966) Y. S. Chow. Some convergence theorems for independent random variables. Published in The Annals of Mathematical Statistics, Vol. 37, No. 6, December 1966.
64. (1966) C. G. Khatri, K. C. S. Pillai. On the moments of traces of two matrices in multivariate analysis. Published in the Annals of the Institute of Statistical Mathematics, Vol. 19, No. 1, pp. 143-156, 1967.
65. (1966) G. Baxter. Local weights which determine area, and the Ising model. Published in the Journal of Mathematical Physics, Vol. 8, No. 3, March 1967.
66. (1966) K. Nagel. On selecting a subset containing the best of several discrete distributions. [pdf]
67. (1966) R. A. McLean, M. F. Neuts. The integral of a step function defined on a semi-Markov process. [pdf]
68. (1966) C. G. Khatri, K. C. S. Pillai. On the moments of the trace of a matrix and approximations to its non-central distribution. [pdf]
69. (1967) H. Teicher. A dominated-ergodic-type theorem. (Now in reprint form). Published in Z. Wahrscheinlichkeitstheorie verw. Geb. 8, pp. 113-116, 1967.
70. (1966) M. F. Neuts, S. Zacks. On mixtures of χ2 and F distributions which yield distributions of the same family. [pdf]
71. (1968) S. M. Samuels. Randomized rules for the two-armed-bandit with finite memory. Published in the Annals of Mathematical Statistics, Vol. 39, No. 6, pp. 2103-2107, 1968.
72. (1966) K. C. S. Pillai. On the non-central distributions of the largest roots of two matrices and some percentage points. [pdf]
73. (1966) M. F. Neuts. Points in the convex hull of a finite point set. Published in Simon Stevin, Wis-en Natuurkundig Tijdschrift, 40e Jaargang, Aflevering II (Oktober 1966)
74. (1966) M. F. Neuts. On maximum values in certain applied stochastic processes. [pdf]
75. H. Robbins. Testing a hypothesis about Markov chains. We do not have any more copies of this paper in the mimeo series.
76. (1966) K. C. S. Pillai. On the distribution of the largest characteristic root of a matrix and percentage points. [pdf]
77. (1966) S. S. Gupta, K. Nagel. On selection and ranking procedures and order statistics from the multinomial distribution. [pdf]
78. (1968) K. C. S. Pillai, C. G. Khatri. On the moments of elementary symmetric functions of the roots of two matrices and approximations to a distribution. Published in The Annals of Mathematical Statistics, Vol. 39, No. 4, pp. 1274-1281, 1968.
79. (1967) M. F. Neuts. Waiting times between record observations. Published in the Journal of Applied Probability, Vol. 4, No. 1, pp. 206-208, April 1967.
80. (1966) Y. S. Chow. On the expected value of a stopped submartingale. [pdf]
81. (1966) S. S. Gupta, W. J. Studden. Some aspects of selection and ranking procedures with applications. [pdf]
82. (1967) I. W. Burr. Notes: A useful approximation to the normal distribution function, with application to simulation. Published in Technometrics, Vol. 9, No. 4, pp. 647-651, November 1967.
83. (1966) L. J. Cote. Two-dimensional spectral analysis. [pdf]
84. (1966) P. T. Holmes. On non-dissipative Markov chains. [pdf]
85. (1966) A. J. Boes. Conditional probability on a σ-complete Boolean algebras. [pdf]
86. (1966) I. W. Burr, P. J. Cislak. On a general system of distributions and the distribution of the sample median. [pdf]
87. (1969) Y. S. Chow. On optimal stopping rules for independent random variables. [pdf]
88. (1966) I. W. Burr. On the distribution of range for a general system of distributions. [pdf]
89. (1967) W. J. Studden. On selecting a subset of k populations containing the best. Published in The Annals of Mathematical Statistics, Vol. 38, No. 4, pp. 1072-1078, August, 1967.
90. (1966) K. C. S. Pillai. On the distribution of the largest root of a matrix in multivariate analysis. [pdf]
91. (1966) J. J. Deely. Sequential selection of the best of k populations. [pdf]
92. (1966) M. F. Neuts. The queue with Poisson input and general service times, treated as a branching process. [pdf]
93. (1967) I. W. Burr. The effect of non-normality on constants for measurement control charts using ranges. Published in Industrial Quality Control, Vol. 23, No. 11, pp. 563-569, May, 1967.
94. (1967) Y. S. Chow. On a strong law of large numbers for martingales. Published in The Annals of Mathematical Statistics, Vol. 38, No. 2, p. 610, April 1967.
95. (1967) H. Teicher. Identifiability of mixtures of product measures. Published in The Annals of Mathematical Statistics, Vol. 38, No. 4, pp. 1300-1302, August 1967.
96. (1967) M. F. Neuts. Two Markov chains, arising from examples of queues with state-dependent service times. Published in Sankhya, The Indian Journal of Statistics, Series A, Vol. 29, Part 3, pp. 259-264, 1967.
97. (1969) M. N. Tata. On outstanding values in a sequence of random variables. Published in Z. Wahrscheinlichkeitstheorie verw. Geb. 12, pp. 9-20, 1969.
98. (1966) Y. S. Chow. Convergence of sums of squares of martingale differences. [pdf]
99. P. S. Puri. Some limit theorems on branching processes and certain related processes. [pdf]
100. (1968) C. G. Khatri, K. C. S. Pillai. On the non-central distributions of two test criteria in multivariate analysis of variance. Published in The Annals of Mathematical Statistics, Vol. 29, No. 1, pp. 215-228, 1968.
101. (1968) K. C. S. Pillai, A. K. Gupta. On the non-central distribution of the second elementary symmetric function of the roots of a matrix. Published in The Annals of Mathematical Statistics, Vol. 29, No. 3, pp. 833-839, 1968.
102. (1967) K. C. S. Pillai, C. O. Dotson. On the distribution of an elementary symmetric function of the roots of a matrix. We do not have any more copies of this paper in the mimeo series. [pdf]
103. (1967) H. Teicher. Martingale version of a dominated ergodic type theorem. Published in Z. Wahrscheinlichkeitstheorie und View, 1967.
104. (1967) Y. S. Chow. A martingale version of a theorem of Marcinkiewicz and Zygmund. [pdf]
105. (1967) P. S. Puri. Selection procedures based on ranks: Scale parameter case. [pdf]
106. (1967) L. Stone. On the distribution of the maximum of a semi-Markov process. [pdf]
107. (1967) J. L. Teugels. On the rate of convergence in renewal and Markov renewal processes. [pdf]
108. (1967) K. C. S. Pillai, C. Dotson. Power comparisons of tests of two multivariate hypotheses based on individual characteristic roots. (Now in reprint form). [pdf]
109. (1967) T. F. Lin. On Bishop's upcrossing inequality. [pdf]
110. (1967) M. F. Neuts. Two queues in series with a finite, intermediate waitingroom. [pdf]
111. (1967) M. F. Neuts. Controlling a lethal growth process. [pdf]
112. (1967) J. Yackel. A characterization of normal Markov chains. [pdf]
113. (1967) W. F. Stout. Some results on almost sure and complete convergence in the independent and martingale cases. [pdf]
114. (1967) K. Jayachandran. Non-central distributions of some multivariate test criteria and associated powers of test. [pdf]
115. (1967) K. C. S. Pillai, K. Jayachandran. On the exact distribution of Pillai's V(s) criterion. [pdf]
116. (1967) M. F. Neuts. The joint distribution of the virtual waitingtime and the residual busy period for the M/G/1 queue. [pdf]
117. (1967) R. F. Gundy. A decomposition for L1 -bounded martingales. [pdf]
118. (1967) W. J. Studden. Optimal designs on Tchebycheff points. [pdf]
119. (1967) S. S. Gupta. On selection and ranking procedures. [pdf]
120. (1967) S. S. Gupta, S. Panchapakesan. Order statistics arising from independent binomial populations. [pdf]
121. (1967) P. S. Puri. A note on Gani's models on phage attachment to bacteria. [pdf]
122. P. S. Puri. Interconnected birth and death processes. [pdf]
123. (1967) K. C. S. Pillai, S. Al-Ani. On some distribution problems concerning characteristic roots and vectors in multivariate analysis. [pdf]
124. (1967) E. Samuel. Sequential maximum likelihood estimation of the size of a population. [pdf]
125. (1967) K. C. S. Pillai, S. Al-Ani. On the distribution of some functions of the roots of a covariance matrix and non-central Wilk's Λ. [pdf]
126. (1967) M. F. Neuts, J. L. Teugels. Exponential ergodicity of the M/G/1 queue. [pdf]
127. (1967) M. F. Neuts. Are many functions on the positive integers one-to-one? [pdf]
128. (1967) K. C. S. Pillai. On the moment generating function of Pillai's Vs criterion. [pdf]
129. (1967) K. C. S. Pillai, T. Sugiyama. Non-central distributions of the largest latent roots of three matrices in multivariate analysis. [pdf]
130. (1967) P. S. Puri. A study through a Markov chain of a population undergoing certain mating systems in the presence of linkage. [pdf]
131. (1967) T. Sugiyama. On the joint distribution of the largest latent root and the smallest latent root of the covariance matrix and the distribution of their ratio. [pdf]
132. R. E. Barlow, S. S. Gupta. Selection procedures for restricted families of probability distributions. Published in Contributions in Statistics and Agricultural Sciences, Presented to Dr. V. G. Panse, pp. 127-141.
133. (1967) R. E. Barlow, S. S. Gupta, S. Panchapakesan. On the distribution of the maximum and minimum of ratios of order statistics. [pdf]
134. (1967) W. J. Studden. A generalization of Bernstein's theorem and a differential inversion formula (Now in reprint form). [pdf]
135. P. S. Puri. A model with mixed self-fertilization and random mating the the presence of linkage. We do not have any more copies of this paper in the mimeo series.
136. (1968) M. F. Neuts, M. Yadin. The transient behavior of the queue with alternating priorities, with special reference to the waitingtimes. [pdf]
137. S. Al-Ani. On the non-central distributions of the second largest roots of three matrices in multivariate analysis. Published in Canadian Mathematical Bulletin, Vol. 13, pp. 299-304, 1970.
138. (1968) K. C. S. Pillai, A. K. Gupta. On the exact distribution of Wilks' criterion. [pdf]
139. (1968) A. K. Gupta. Some central and non-central distribution problems in multivariate analysis. [pdf]
140. M. F. Neuts. A working bibliography on Markov renewal processes and their applications. We do not have any more copies of this paper in the mimeo series.
141. (1968) K. Jogdeo, S. M. Samuels. Monotone convergence of binomial probabilities and a generalization of Ramanujan's equation. Published in the Annals of Mathematical Statistics, Vol. 39, pp. 1191-1195, 1968.
142. (1968) Y. S. Chow, W. J. Studden. Monotonicity of the variance under truncation and variations of Jensen's inequality. [pdf]
143. (1968) C. G. Khatri. Further contributions to some inequalities for normal distributions and their applications to simultaneous confidence bounds. [pdf]
144. Y. S. Chow, W. J. Studden. On the monotonicity of Ep(St/t). Published in The Annals of Mathematical Statistics, Vol. 39, No. 5, p. 1755, 1968.
145. (1968) S. Al-Ani. On the distribution of the ith latent root under null hypothesis concerning complex multivariate normal populations. [pdf]
146. (1968) P. S. Puri. Some new results in the mathematical theory of phage-reproduction. [pdf]
147. (1968) K. C. S. Pillai, T. C. Chang. On the distributions of Hotelling's T02 for three latent roots and the smallest root of a covariance matrix. [pdf]
148. (1968) D. S. Moore. Asymptotically nearly efficient estimators of multivariate location parameters (now in reprint form). [pdf] Published in Annals of Mathematical Statistics, Vol. 40, pp. 1809-1823, 1969.
149. (1968) C. G. Khatri. Non-central distributions of ith largest characteristic roots of three matrices concerning complex multivariate normal populations. Published in the Annals of the Institute of Statistical Mathemtics, Vol. 21, No. 1, pp. 23-32, 1969.
150. K. C. S. Pillai, S. Al-Ani. Non-central distributions of the smallest and second smallest roots of matrices in multivariate analysis. [pdf]
151. (1968) K. C. S. Pillai, G. M. Jouris. On the moments of elementary symmetric functions of the roots of two matrices. [pdf]
152. V. L. Anderson. Factorial experiments versus split plot designs.
153. (1968) E. M. Klimko. On spreading partitions and entropy in infinite measure spaces. [pdf]
154. (1968) E. M. Klimko. A uniform operator ergodic theorem. [pdf]
155. See #186.
156. (1968) M. F. Neuts, S. S. Nair. A priority rule based on the ranking of the service-times for the M/G/1 queue. [pdf]
157. (1968) T. Lin. A discussion on Brownian motion of 1-dimensional, continuous mechanical system in a viscous medium. [pdf]
158. M. F. Neuts. The queue with Poisson input and general service times, treated as a branching process. Published in Duke Mathematical Journal, Vol. 36, pp. 215-231, 1969.
159. (1969) B. M. Brown. Moments of a stopping rule related to the central limit theorem. Published in The Annals of Mathematical Statistics, Vol. 40, No. 4, pp. 1236-1249, 1969.
160. (1968) C. G. Khatri, K. C. S. Pillai. Distributions of vectors corresponding to the largest roots of three matrices. [pdf]
161. (1968) C. G. Khatri. On the moments of traces of two matrices in three situations for complex multivariate normal populations. [pdf]
162. (1968) S. Al-Ani. Some distribution problems concerning characteristic roots and vectors in multivariate analysis. [pdf]
163. (1969) S. S. Gupta, S. Panchapakesan. Some selection and ranking procedures for multivariate normal populations. Published in Multivariate Analysis, Vol. 2, pp. 475-505. 1969.
164. (1968) G. M. Jouris. On the non-central distributions of Wilks' - for the test of three hypotheses. [pdf]
165. (1968) T. C. Chang. On an asymptotic representation of the distribution of the characteristic roots of S1S2-1. [pdf]
166. (1968) D. J. VanArman. Classification of experimental designs relative to polynomial spline regression functions. [pdf]
167. (1968) H. Rubin. Decision theoretic approach to some multivariate problems. [pdf]
168. (1968) E. G. Henrichon, D. S. Moore. Uniform consistency of some estimates of a density function. [pdf] Published in Annals of Mathematical Statistics, Vol. 40, pp. 1499-1502, 1969.
169. (1968) A. Barron. A class of sequential multiple decision procedures. [pdf]
170. A. K. Jain, F. F. Leimkuhler, V. L. Anderson. A statistical model of book use and its application to the book storage problem. Published in American Statistical Association Journal, pp. 1211-1224, Dec. 1969.
171. (1972) S. S. Gupta, S. Panchapakesan. On a class of selection and ranking procedures. Published in The Annals of Mathematical Statistics, Vol. 43, No. 3, pp. 814-822, 1972.
172. (1968) W. J. Studden, D. J. VanArman. .Admissible designs for polynomial spline regression. [pdf]
173. (1970) M. F. Neuts. Two servers in series, studies in terms of a Markov renewal branching process. Published in Advances in Applied Probability, Vol. 2, No. 1, pp. 110-149, 1970.
174. (1969) G. McDonald. On some distribution-free ranking and selection procedures. [pdf]
175. (1968) E. M. Klimko, J. Yackel. Entropy of first return partitions of a Markov chain. [pdf]
176. (1969) K. C. S. Pillai, H. C. Li. Monotonicity of the power functions of some tests of hypotheses concerning multivariate complex normal distributions. [pdf]
177. V. L. Anderson. An analysis of variance modeling technique to aid in designing experiments. See #210 for a revised version.
178. (1969) T. C. Chang. On Asymptotic expansions of the distributions of the characteristic roots of two matrices. [pdf]
179. (1969) G. M. Jouris. On classical and complex multivariate normal distribution problems. [pdf]
180. (1969) T. C. Chang. On an asymptotic representation of the distribution of the characteristic roots of S1S2-1 when roots are not all distinct. [pdf]
181. (1969) K. C. S. Pillai, G. M. Jouris. An approximation to the distribution of the largest root of a matrix and percentage points. [pdf]
182. (1969) K. C. S. Pillai, G. M. Jouris. Some distribution problems in the multivariate complex Gaussian case. [pdf]
183. (1969) H. C. Li. The distribution of characteristic vectors corresponding to the two largest roots of a matrix. [pdf]
184. (1969) K. C. S. Pillai, T. C. Chang. An approximation to the C. D. F. of the largest root of a covariance matrix. Published in the Annals of the Institute of Statistical Mathematics, 6 (Suppl.), pp. 115-124, 1970.
185. (1969) M. Grossman. (Thesis) A genetic and biometrical study of growth in chickens. [pdf]
186. S. M. Samuels. The Markov inequality for sums of independent random variables. Published in the Annals of Mathematical Statistics, Vol. 40, pp. 1980-1984, 1969.
187. (1969) J. Yackel. Inequalities and asymptotic bounds for Ramsey numbers. [pdf]
188. (1969) D. S. Moore. Asymptotically nearly efficient procedures for bivariate location parameters. [pdf] Annals of the Institute of Statistical Mathematics, Vol. 22, pp. 41-49, 1970.
189. (1969) S. Panchapakesan. A class of selection procedures including procedures for restricted families of distributions. [pdf]
190. (1970) S. S. Gupta, G. C. McDonald. On some classes of selection procedures based on ranks. Published in Nonparametric Techniques in Statistical Inference, pp. 491-514. Editor Madan Lai Puri, C.U.P. 1970.
191. (1969) V. N. Murty. Optimal designs of individual regression coefficients with a Tchebycheffian spline regression function. [pdf]
192. (1969) S. Panchapakesan. Some contributions to multiple decision (selection and ranking) procedures. [pdf]
193. (1969) H. Rubin. Decision-Theoretic Evaluation of some non-parametric methods. [pdf]
194. (1969) S. Paranjape. On some estimation and distribution problems. [pdf]
195. (1969) S. S. Gupta, G. C. McDonald. Some selection procedures with applications to reliability problems. Published in Operations Research and Reliability, Proceedings of Nato Conference, Italy, Gordon and Breach, New York, 1972.
196. (1969) H. C. Li. Asymptotic expansions for distributions of the characteristic roots of two matrices from classical and complex Gaussian populations. [pdf]
197. (1969) H. Rubin and J. L. Gastwirth. The behavior of robust estimators on dependent data. [pdf]
198. (1969) H. C. Li, K. C. S. Pillai. Asymptotic expansions for distributions of the roots matrices from classical and complex Gaussian populations. [pdf]
199. (1969) A. J. Fabens, M. F. Neuts. The limiting distribution of the maximum term in a sequence of random variables defined on a Markov chain. [pdf]
200. (1970) M. F. Neuts. Multivariate semi-Markov matrices. [pdf]
201. (1969) S. I. Resnick, M. F. Neuts. Limit laws for maxima of a sequence of random variables defined on a Markov chain. [pdf]
202. (1969) R. J. Tomkins. On the law of the iterated logarithm. [pdf]
203. (1969) A. K. Basu. On some problems in the theory of optimal stopping rules and log log law. [pdf]
204. (1970) J. N. Arvesen and T. H. Schmitz. Robust procedures for variance. Published in Biometrics, The Biometric Society, Vol. 26, No. 4, pp. 677-686, December 1970.
205. (1969) P. S. Puri. A quantal response process associated with integrals of certain growth processes. [pdf]
206. (1969) D. S. Moore. A chi-square statistic with random cell boundaries. [pdf] Published in Annals of Mathematical Statistics, Vol. 42, pp. 147--156, 1971.
207. (1969) M. F. Neuts. A queue subject to extraneous phase changes. [pdf]
208. (1969) K. C. S. Pillai and D. L. Young. An approximation to the distribution of the largest root of a matrix in complex multivariate analysis. [pdf]
209. S. C. Dafermos and M. F. Neuts. A single server queue in discrete time. Published in Cahiers du Centre d'Etude de Recherche Operationnelle, Vol. 13, pp. 23-40, 1971.
210. (1970) V. L. Anderson. Restriction errors for linear models (an aid to develop models for designing experiments). Published in Biometrics, Vol. 26, No. 2, pp. 255-268, June 1970.
211. See #218.
212. (1969) K. C. S. Pillai, B. N. Nagarsenker. On the distribution of the sphericity test criterion in classical and complex normal populations having unknown covariance matrices. [pdf]
213. (1969) S. S. Nair, M. F. Neuts. An exact comparison of the waitingtimes under three priority rules. [pdf]
214. (1969) S. S. Nair. On certain priority queues. [pdf]
215. (1969) M. L. Samuels. Distribution of the branching-process population among generations. Published in the Journal of Applied Probability, Vol. 8, pp. 655-667, 1971.
216. (1969) H. Rubin. Occam's razor needs new blades. [pdf]
217. (1970) S. I. Resnick. Maxima of a sequence of random variables defined on a Markov chain. [pdf]
218. (1970) P. S. Puri, H. Rubin. A characterization based on the absolute difference of two I.I.D. random variables. Published in The Annals of Mathematical Statistics, Vol. 41, No. 6, pp. 2113-2122, 1970.
219. (1970) W. J. Studden. Optimal designs for multivariate polynomial extrapolation. [pdf]
220. (1970) J. N. Arvesen. Another look at variances of variance components. [pdf]
221. (1970) M. F. Neuts, P. Purdue. Buffon in the round. [pdf]
222. (1970) K. Nagel. (Thesis) On subset selection rules with certain optimality properties. [pdf]
223. (1971) P. S. Puri. A method for studying the functionals of stochastic processes with applications: I. Markov chains case. Published Journal of Applied Probability, Vol. 8, pp. 331-343.
224. (1970) S. Panchapakesan. On a monotonicity property relating to the gamma distributions. [pdf]
225. (1970) S. S. Gupta, S. Panchapakesan. On a class of subset selection procedures. [pdf]
226. (1970) R. E. James. Statistical process controls and acceptance sampling methods to control the distribution of combined output characteristics. [pdf]
227. (1970) W. J. Studden. Elfving's theorem and optimal designs for quadratic loss. [pdf]
228. (1970) K. C. S. Pillai, D. L. Young. On the exact distribution of Hotelling's generalized T02. [pdf]
229. (1971) A. K. Chattopadhyay, K. C. S. Pillai. Asymptotic formulae for the distribution of some criteria for tests of equality of covariance matrices. Published in Journal of Multivariate Analysis, Vol. 1, No. 2, pp. 215-231, June 1971.
230. (1970) S. S. Nair, M. F. Neuts. Distribution of occupation time and virtual waiting time of a general class of hulk queues. [pdf]
231. (1970) H. C. Li, K. C. S. Pillai. Asymptotic expansions for the distribution of the characteristic roots of S1S2-1 when population roots are not all distinct. [pdf]
232. (1970) G. P. McCabe. Sequential estimation of a Poisson integer mean. [pdf] Published in Annals of Mathematical Statistics, Vol. 43, pp. 803-813, 1972.
233. (1970) M. F. Neuts, S. Z. Chen. The infinite server queue with semi-Markovian arrivals and negative exponential services. [pdf]
234. (1970) P. S. Puri. Loss due to missing data in efficiency of a locally optimal test for homogeneity with respect to very rare events. [pdf]
235. (1972) P. S. Puri. A method for studying the integral functionals of stochastic processes with applications: II. Sojourn time distributions for Markov chains. Published in Z. Wahrscheinlichkeitstheorie verw. Geb. 23, 85-96, 1972.
236. (1970) D. S. Moore. On multivariate chi-square statistics with random cell boundaries. [pdf]
237. (1970) M. F. Neuts, S. Z. Chen. The infinite server queue with Poisson arrivals and semi-Markovian services. [pdf]
238. (1970) H. Rubin. On large-sample properties of certain non-parametric procedures. [pdf]
239. (1970) D. S. Moore. Asymptotically efficient estimation by local-parameter approximations. Published in Annals of the Institute of Statistical Mathematics, Vol. 24, No. 2, pp. 299-308, 1972.
240. (1970) G. P. McCabe, Jr. Sequential estimation of a restricted mean parameter of an exponential family. [pdf] Published in Annals of the Institute of Statistical Mathematics, Vol. 26, pp. 103-115, 1974.
241. (1971) D. Young. Some tests of equality of several covariance matrices. [pdf]
242. (1970) S. Z. Chen. The single server queue with semi-Markovian arrivals and services. [pdf]
243. (1970) P. S. Puri. A method for studying the integral functionals of Stochastic Processes with applications III. [pdf]
244. This number was not used.
245. (1972) K. C. S. Pillai, B. N. Nagarsenker. On the distribution of a class of statistics in multivariate analysis. Published in Journal of Multivariate Analysis, Vol. 2, No. 1, March 1972.
246. J. N. Arvesen, B. Rosner. Multivariate inequalities in pari-mutuel wagering. Published in Statistical Decision Theory and Related Topics: Proceedings of a Symposium held at Purdue University, November 23-25, 1970, pp. 239-254, 1971.
247. (1970) S. S. Gupta, A. Barron. A class of non-eliminating sequential multiple decision procedures. [pdf]
248. (1970) K. C. S. Pillai, A. K. Chattopadhyay. On the minimization of an integral of a matrix function over the group of orthogonal matrices. [pdf]
249. (1971) K. C. S. Pillai, A. K. Chattopadhyay. Asymptotic expansions of the distributions of characteristic roots in manova and canonical correlation. [pdf]
250. (1971) J. N. Arvesen, B. Rosner. Optimal pari-mutuel wagering. [pdf]
251. (1971) K. C. S. Pillai, A. K. Chattopadhyay. Asymptotic expansions for the distributions of characteristic roots when the parameter matrix has several multiple roots. [pdf]
252. (1971) M. F. Neuts. The handicap in a competitive game-A numerical investigation. [pdf]
253. (1971) M. F. Neuts. Some run problem in Markov chains. [pdf]
254. (1971) N. Bruvold. Optimal and admissible designs for polynomial monospline regression. [pdf]
255. (1971) E. M. Klimko, J. Yackel. Some aspects of search strategies for Wiener Processes. [pdf]
256. (1971) A. K. Chattopadhyay. An asymptotic distribution theory and applications in multivariate analysis. [pdf]
257. (1971) W. J. Studden. Optimal designs and spline regression. [pdf]
258. (1971) S. S. Gupta, K. Nagel. On some contributions to multiple decision theory. [pdf]
259. (1971) H. Rubin. A decision-theoretic approach to the problem of testing a null hypothesis. [pdf]
260. S. S. Gupta, S. Panchapakesan. Contributions to multiple decision (Subset Selection) rules, multivariate distribution theory and order statistics. Published in the Journal of Mathematical and Physical Sciences, Vol. 6, pp. 1-71, 1972.
261. (1971) S. S. Gupta, S. Panchapakesan. On order statistics and some applications of combinatorial methods of statistics. [pdf]
262. (1974) S. M. Samuels. A characterization of the Poisson process. Published in Journal of Applied Probability, Vol. 11, No. 1, pp. 72-85, March 1974.
263. (1971) J. N. Arvesen. Asymptotically robust tests in unbalanced variance component models. [pdf]
264. (1971) G. P. McCabe, Jr. Estimation of the number of terms in a sum. [pdf] Published in the Journal of the American Statistical Association, Vol. 68, pp. 452-456, 1973.
265. (1971) P. S. Puri. On the asymptotic distribution of the maximum of sums of a random number of I.I.D. random variables. I. [pdf]
266. (1971) E. M. Klimko, J. Yackel. Optimal search strategies for Wiener processes. [pdf]
267. (1971) J. N. Arvesen, D. S. Salsburg. Approximate tests and confidence intervals using the jackknife. [pdf]
268. (1971) P. S. Puri, J. Senturia. On a mathematical theory of Quantal Response assays. [pdf]
269. (1971) J. N. Arvesen. A subset selection procedure for selecting the largest multiple correlation coefficients. [pdf]
270. (1971) M. F. Neuts. The single server queue in discrete time - numerical analysis I. [pdf]
271. (1971) W. J. Studden, V. N. Murty. Optimal designs for estimating the slope of a polynomial regression. [pdf]
272. (1971) G. McCabe. Admissibility for vector-valued loss functions. [pdf]
273. (1971) S. S. Gupta, S. Panchapakesan. On multiple decision (subset selection) procedures. [pdf]
274. (1972) P. Purdue. On the use of analytic matric functions in queueing theory. [pdf]
275. (1972) P. S. Puri. On the asymptotic distribution of the maximum of sums of a random number of I. I. D. random variables II. [pdf]
276. (1972) E. M. Klimko, M. F. Neuts. The single server queue in discrete time-numerical analysis II. [pdf]
277. (1972) E. M. Klimko. Algorithm for calculating Indices in Faa di Bruno's formula. [pdf]
278. (1972) K. C. S. Pillai. The distribution of the characteristic roots of S1S2-1 under violations. [pdf]
279. (1973) M. F. Neuts, E. M. Klimko. The single server queue in discrete time-numerical analysis III. Published in Naval Research Logistics Quarterly, Vol. 20, No. 3, pp. 557-567, September 1973.
280. (1972) P. S. Puri. On the distribution of the state of a process at the moment of a quantal response. [pdf]
281. (1973) V. L. Anderson, R. A. McLean. A scientific approach to experimentation for consulting statisticians. Published in Journal of Quality Technology, Vol. 5, No. 1, January 1973.
282. (1972) I. W. Burr, L. A. Foster. A test for equality of variances. [pdf]
283. (1972) J. Senturia. On a mathematical theory of quantal response assays and a new model in dam theory. [pdf]
284. B. N. Nagarsenker, K. C. S. Pillai. The distribution of the sphericity test criterion. Published in Journal of Multivariate Analysis, Vol. 3, pp. 226-235, 1973.
285. (1973) P. S. Puri. On a property of exponential and geometric distributions. Published in Sankhya: The Indian Journal of Statistics, Series A, Vol. 35, Part 1, 1973.
286. (1973) I. W. Burr. Parameters for a general system of distributions to match a grid of α3 and α4. [pdf]
287. (1972) K. C. S. Pillai, Sudjana. On some distribution problems concerning the characteristic roots of SlS2-1 under violations. [pdf]
288. (1972) P. L. Cohen. Bayes Risk for test of location - the infinite dimensional case. [pdf]
289. (1972) M. F. Neuts, D. B. Wolfson. Convexity of the bounds induced by Markov's inequality. [pdf]
290. (1973) S. S. Gupta, K. Nagel, S. Panchapakesan. On the order statistics from equally correlated normal random variables. Published in Biometrika, Vol. 60, No. 2, pp. 403-413, 1973.
291. (1972) J. Senturia, P. S. Puri. A semi-Markov storage model. [pdf]
292. (1972) P. S. Puri, J. Senturia. An infinite depth dam with Poisson input and Poisson release. [pdf]
293. (1972) D. S. Moore. A note on Srinivasan's goodness of fit test. [pdf] Published in Biometrika, Vol. 60, pp. 209-211, 1973.
294. (1973) I. W. Burr. Some approximate relations between terms of the hypergeometric, binomial and Poisson distributions. Published in Communications in Statistics, Vol. 1, No. 4, pp. 297-301, 1973.
295. (1972) W. Huang. Some contributions to sequential selection and ranking procedures. [pdf]
296. (1972) E. M. Klimko. On weakly wandering functions. [pdf]
297. (1972) S. S. Gupta, S. Panchapakesan. On moments of order statistics from independent binomial distributions. [pdf]
298. S. S. Gupta, W. T. Huang. On a maximin strategy for sampling based on selection from several populations. [pdf]
299. (1972) S. S. Gupta, T. Santner. Selection of a restricted subset of normal populations containing the one with largest mean. [pdf]
300. (1972) B. N. Nagarsenker. Exact and asymptotic distributions of some statistics in multivariate analysis. [pdf]
301. (1973) M. F. Neuts, D. Heimann. The single server queue in discrete time - numerical analysis IV. Published in Naval Research Logistics Quarterly. Vol. 20, No. 4, pp. 305-319, December 1973.
302. (1972) S. S. Gupta, W. Huang. A note on sampling a subset of normal populations with unequal sample sizes. [pdf]
303. (1972) P. K. Goel. A note on the non-existence of subset selection procedure for Poisson populations. [pdf]
304. (1972) D. Root, H. Rubin. Probabilistic proof of the normal convergence criterion. [pdf]
305. (1972) J. Arvesen. Approximate confidence intervals for coefficients of variation. [pdf]
306. See #262.
307. P. S. Puri, H. Rubin. On a characterization of the family of distributions with constant multivariate failure rates. Published in the Annals of Probability, Vol. 2, No. 4, pp. 738-740, 1974.
308. (1972) Sudjana. On the exact null distribution of Hotelling's trace. [pdf]
309. J. Arvesen, G. P. McCabe. Subset selection problem for variance with application to regression analysis. [pdf] Published in the Journal of the American Statistical Association, Vol. 70, pp. 166-170, 1975.
310. (1972) S. S. Gupta, G. C. McDonald, D. I. Galareau. Moments, product moments and percentage points of the order statistics from the lognormal distribution for samples of size twenty and less. [pdf]
311. K. C. S. Pillai, B. N. Nagarsenke. Distribution of the likelihood ratio criterion for testing
| Σ | = | Σ0 | , | μ | = | μ0 |
| ˜ | ˜ | ˜ | ˜ |
312. (1973) M. F. Neuts. Computer power-or-the liberation of applied probability. [pdf]
313. (1973) S. M. Samuels. Jensen's inequality for conditional expectations. [pdf]
314. (1973) P. S. Puri. A generalization of a formula of Pollaczek and Spitzer as applied to a storage model. [pdf]
315. (1973) M. F. Neuts. The Markov renewal branching process. [pdf]
316. (1973) J. N. Arvesen, G. P. McCabe. A subset selection procedure for regression variables. [pdf] Published in the Journal of Statistical Computation and Simulation Vol. 3, pp 137-146, 1974.
317. (1973) G. A. McCabe, J. N. Arvesen, R. Pohl. A computer program for subset selection in regression analysis. [pdf]
318. (1973) T. Santner. A restricted subset selection approach to ranking and selection problems. [pdf]
319. (1973) C. R. Rao. On a unified theory of estimation in linear models. [pdf]
320. (1973) K. C. S. Pillai. A unified distribution theory for robustness studies of tests in multivariate analysis. [pdf]
321. (1973) J. Yackel. Inequalities and asymptotic bounds for Ramsey numbers II. [pdf]
322. (1973) T. Santner. A restricted subset selection approach to ranking and selection problems. [pdf]
323. W. J. Studden. Note on a theorem of passow. [pdf]
324. (1973) S. S. Gupta, S. Panchapakesan. Some multiple decision and related problems with special reference to restricted families of distributions and applications to reliability theory. [pdf]
325. (1973) L. J. Gleser, I. Olkin. Multivariate statistical inference under marginal structure II. [pdf]
326. (1973) W. J. Studden, J. Y. Tsay. On Remez type procedures for calculating optimal designs. [pdf]
327. (1973) Sudjana. Exact robustness and power studies of some tests in multivariate analysis. [pdf]
328. (1973) S. Kunte. Asymptotically pointwise optimal and asymptotically optimal stopping rules for sequential Bayes confidence interval. [pdf]
329. (1973) S. S. Gupta, W. T. Huang. On the conditional distribution of a statistic that arises in tests of homogeneity and selection and ranking of binomial populations. [pdf]
330. (1973) S. S. Gupta, D. Y. Huang. Selection procedures for the means and variances of normal populations when the sample sizes are unequal. [pdf]
331. (1973) L. J. Gleser. On the distribution of the number of succcesses in independent trials. [pdf]
332. (1973) K. W. Fischer. Some sample path properties of renewal processes. [pdf]
333. G. P. McCabe, Jr. Computations for variable selection in discriminant analysis. Published in Technometrics, Vol. 17, No. 1, pp. 103-109, February 1975.
334. G. P. McCabe, Jr., R. J. Pohl. A computer program for determining optimal variable subsets in discriminant analysis. [pdf]
335. K. C. S. Pillai, Sudjana. On the distribution of Hotelling's trace and power comparisons. Published in Commun. Statistics, Vol. 3, pp. 433-454, 1974.
336. K. C. S. Pillai, Sudjana. Exact robustness studies of tests of two multivariate hypothesis based on four criteria and their distribution problems under violations. Published in The Annals of Statistics, Vol. 3, No. 3, pp. 617-636, May 1975.
337. E. M. Klimko. Numerical computation of bridge probabilities. Published in Commun. Stat., Simulation Comput. B9, pp. 103-125, 1980.
338. S. Kunte, R. V. Gurjar. Characterization theorem for a class of functions.
339. Sudjana. On the distribution of Wilks-Lawley statistic for tests of three multivariate hypotheses and power comparison.
340. S. S. Gupta, D. Y. Huang, W. T. Huang. On a conditional procedure for selecting a subset containing the best of several binomial populations.
341. L. J. Gleser, S. Kunte. On asymptotically optimal and asymptotically pointwise optimal stopping rules.
342. S. S. Gupta, D. Y. Huang. On subset selection procedures for Poisson populations and some applications to the multinomial distribution. (Revised June 1974) Published in Royal Statistical Society Journal, Series C, pp. 97-109, 1975.
343. K. C. S. Pillai, N. B. Saweris. Asymptotic formula for the distribution of Hotelling's trace for tests of equality of two covariance matrices.
344. D. S. Moore, M. C. Spruill. A unified large-sample theory for chi-square statistics for tests of fit. Published in The Annals of Statistics, Vol. 3, No. 3, pp. 599-616, 1975.
345. S. S. Gupta, D. Y. Huang. Selection procedures for binomial populations. Published in Sankhya: The Indian Journal of Statistics, Vol. 38, Series B, Pt. 2, pp. 112-128, 1976.
346. M. C. Spruill. A comparison of chi-square goodness-of-fit tests based on approximate Bahadur slope. Published in The Annals of Statistics, Vol. 4, No. 2, pp. 409-412, 1976.
347. D. Y. Huang. A note on an upper bound of the expected sample size of the Bechhofer-Kiefer-Sobel procedure for selecting the largest mean of normal populations with common known variance. Published in the Bulletin of the Institute of Mathematics, Vol. 4, No. 2, pp. 249-252, 1976.
348. J. Dirkse. The asymptotic form of the distribution for moderate deviation of some goodness-of-fit criteria.
349. G. P. McCabe, M. A. Ross. A stepwise algorithm for selecting regression variables using cost criteria. Published in the Proceedings of Computer Science and Statistics: 8th Annual Symposium on the Interface, February 13 and 14, 1975, Health Sciences Computing Facility, UCLA.
350. P. S. Puri. A linear birth and death process under the influence of another process. Published in Journal of Applied Probability, Vol. 12, pp. 1-17, 1975.
351. V. L. Anderson, R. A. McLean. Restriction errors: Another dimension in teaching experimental statistics. Published in The American Statistician, Vol. 28, No. 4, pp. 145-152, Nov. 1974.
352. J. Berger. Inadmissibility results for generalized Bayes estimators of coordinates of a location vector. Published in The Annals of Statistics, Vol. 4, No. 2, pp. 302-333, Mar., 1976.
353. J. Berger. Admissibility results for generalized Bayes estimators of coordinates of a location vector. Published in The Annals of Statistics, Vol. 4, No. 2, pp. 302-333, Mar., 1976.
354. M. F. Neuts. Computational uses of the method of phases in the theory of queues. Published in Computers and Mathematics with Applications, Vol. 1, Issue 2, June 1975, pp. 151-166.
355. S. S. Gupta. Selection and ranking procedures for multivariate normal populations. Published in Multivariate Analysis II, Editor P.R. Krishnaiah, New York: Academic Press, pp. 475-505.
356. M. F. Neuts, C. C. Carson. Some computational problems related to multinomial trials. Published in The Canadian Journal of Statistics, Vol. 3, No. 2, 1975, pp. 235-248.
357. P. S. Puri. Characterization of distributions based on the "scores" arising in the theory of rank tests.
358. P. K. Goel. On repairing observations in a broken random sample. Published in Annals of Statistics, Vol. 3, No. 6, Nov. 1975, pp. 1364-1369.
359. R. J. Carroll. Some contributions to the theory of parametric and nonparametric sequential ranking and selection.
360. R. J. Carroll. [A note on] Estimating a Density at an Unknown Point.
361. R. J. Carroll and S. S. Gupta. Some results relating to probabilities of ranking of k (≥ 2) populations with applications.
362. S. S. Gupta, D. Y. Huang. On some selection procedures to select a subset containing the t best populations. Published in Bull. Inst. Math. Acad. Sinicia, Vol. 2, pp. 377-386, 1974.
363. D. Y. Huang. Some contributions to fixed sample and sequential multiple decision (selection and ranking) theory.
364. D. B. Wolfson. Limit theorems for sums of a sequence of random variables defined on a Markov chain. Published in Journal of Applied Probability, Vol. 14, No. 3, Sep., 1977, pp. 614-620.
365. J. R. Collins. Robust estimation of a location parameter in the presence of asymmetry. Published in The Annals of Statistics, Vol. 4, No. 1, Jan., 1976, pp. 68-85.
366. S. S. Gupta, D. Y. Huang. Never was completed.
367. J. C. Kiefer, D. S. Moore. Large sample comparison of tests and empirical Bayes procedures. Published in On the History of Statistics and Probability, Editor D.B. Owen, Marcel Dekker, Inc., 1976, pp. 349- 365.
368. P. S. Puri. A simpler approach to derivation of some results in epidemic theory. Published in Proceedings Symposium to honour Jerzy Neyman, pp. 265-275. PWN - Polish Scientific Publishers, Warszawa.
369. R. J. Carroll, S. S. Gupta, D. Y. Huang. On selection procedures for the t best populations and some related problems.
370. P. S. Puri. Biomedical applications of stochastic processes.
371. S. S. Gupta, S. Panchapakesan. On the distribution of the maximum of ratios of order statistics from a restricted family of probability distributions, with applications.
372. S. S. Gupta, D. Y. Huang. A note on Γ-minimax classification procedures. Published in the Proceedings of the 40th Session of the International Statistical Institute, Vol. 46, No. 3, pp. 330-335, 1975.
373. D. Y. Huang. On some optimal subset selection procedures for model I and model II in treatments versus control problems.
374. M. F. Neuts. Probability distributions of phase type. Published in Liber Amicorum Professor Emeritus H. Florin, University of Louvain, pp. 173-206.
375. S. S. Gupta, D. Y. Huang, W. T. Huang. On ranking and selection procedures and tests of homogeneity for binomial populations. Published in Essays in Probability and Statistics, Ogawa Volume, Editors S. Ikeda et. al., Tokyo: Shinko Tsusho Co., Ltd., Ch. 33, 501-533, 1976.
376. J. Berger. Minimax estimation of a multivariate normal mean in the general situation.
377. J. Berger. Improving on the best invariant estimator of a location parameter in the general multivariate situation.
378. S. M. Samuels. A probabilistic proof of the basic limit theorem for null recurrent Markov chains. [pdf]
379. S. S. Gupta, D. Y. Huang. On subset selection procedures for the entropy function associated with the binomial populations. Published in Sankhya Series A, Vol. 38, No. 2, pp. 153-173, 1976.
380. P. K. Goel. On the distribution of standardized mean of samples from logistic population. Published in Sankhya Series B, Vol. 37, No. 2, 1975, pp. 165-172.
381. N. B. Saweris. An asymptotic non-central distribution of Hotelling's trace under violations and other distribution problems.
382. K. C. S. Pillai, N. B. Saweris. Asymptotic formulae for the percentile and C. D. F. of Hotelling's trace under violations.
383. K. C. S. Pillai, N. B. Saweris. Exact and approximate non-central distributions of the largest roots of three matrices and the max largest root-ratios.
384. G. P. McCabe, J. N. Arvesen. Variable selection in regression analysis. Published in the Proceedings of the University of Kentucky Conference on Regression with a Large Number of Predictor Variables, pp. 136-148, 1975.
385. J. Berger. Minimax estimation of location parameters for a wide class of nonnormal densities.
386. J. Y. Tsay. The iterative methods for calculating optimal experimental designs.
387. B. Davis. Picard's theorem and Brownian motion.
388. D. Y. Huang, S. Panchapakesan. A subset selection formulation of the complete ranking problem. Published in the Journal of the Chinese Statistical Association, Vol. 16, pp. 5801-5810, 1978.
389. S. S. Gupta, D. Y. Huang. On some parametric and nonparametric sequential subset selection procedures.
390. J. Kiefer, W. J. Studden. Optimal designs for large degree polynomial regression. Published in The Annals of Statistics, Vol. 4, No. 6, pp. 1113-1123, 1976.
391. G. P. McCabe, M. L. Samuels. Discrete bivariate data with censoring of one variate: Tests for randomness with application to dendritic trees. Published in Biometrics, Vol. 33, pp. 69-84, March 1977.
392. S. S. Gupta, D. Y. Huang. On some Γ-minimax subset selection and multiple comparison procedures. Published in Statistical Decision Theory and Related Topics, Editors. S.S. Gupta and D.S. Moore, New Yor: Academic Press, pp. 139-155.
393. S. S. Gupta, D. Y. Huang. Non-parametric subset selection procedures for the t best populations.
394. S. S. Gupta, D. Y. Huang. On some optimal sampling procedures for selection problems. Published in Theory and Applications of Reliability, C.P. Tsokos and I.N. Shimi, Academic Press, Inc., Vol. 1, 1977.
395. P. S. Puri. A stochastic process under the influence of another arising in the theory of epidemics.
396. L. J. Gleser, S. Kunte. On sequential asymptotically optimal Bayes confidence interval procedures. Published in The Annals of Statistics, Vol. 4, No. 4, pp. 685-711, 1976.
397. J. C. Kiefer. Lectures on design theory.
398. J. Gianini, S. M. Samuels. The infinite secretary problem. Published in the Annals of Probability, Vol. 4, pp. 418-432, 1976.
399. H. Rubin. The application of decision theory to statistical practice.
400. J. Gianini. Problems of optimal selection based on relative rank. Ph.D. Thesis.
401. (1975) D. S. Moore, S. J. Whitsitt, D. A. Landgrebe. Variance comparison for unbiased estimators of probabilities of correct classifications. [pdf] Published in IEEE Transactions on Information Theory, Vol. 22, pp. 102-105, 1976.
402. (1975) M. F. Neuts. Computational problems related to the Galton-Watson process. [pdf]
403. (1975) M. A. Ross, G. P. McCabe. A comment on Pohlmenn's algorithm for subset selection in multiple regression analysis. [pdf] Published in Multiple Linear Regression Viewpoints, Vol. 5, pp. 11-15, 1975.
404. (1975) J. Berger, M. E. Bock. Combining independent normal mean estimation problems with unknown variances. [pdf]
405. (1975) D. S. Moore. Generalized inverse, Wald's method, and the construction of chi-square tests of fit. [pdf] Published in Journal of the American Statistical Association, Vol. 72, pp. 131-137, 1977.
406. (1975) S. M. Samuels. Positive-integer-valued infinitely divisible distributions. [pdf]
407. (1975) L. J. Gleser, J. D. Healy. Estimating the mean of a normal distribution with known coefficient of variation. [pdf]
408. (1975) V. L. Anderson. Practical aspects of engineering experimentation. [pdf]
409. (1975) Y. S. Hsu, K. C. S. Pillai. Asymptotic formulae for the C. D. F. of Hotelling's trace and robustness studies for three tests of hypotheses under violations. [pdf]
410. S. M. Samuels. The classical ruin problem with equal initial fortunes. Published in Mathematics Magazine, Vol.48, pp. 286-288, 1975.
411. B. Davis. On Kolmogorov's inequalities ||f|| ≤ Cp ||f||1, 0 < p < 1. Published in Transactions of the American Mathematical Society, Vol. 222, pp. 179-192, 1976.
412. K. C. S. Pillai, B. N. Nagarsenker. Distribution of the likelihood ratio statistic for testing sphericity structure for a normal covariance Matrix and its percentage points. Published in Sankhya: The Indian Journal of Statistics, Vol. 41, Series B, Pt. 3,4, pp.154-169, 1979.
413. J. Berger. Minimax estimation of a multivariate normal mean under arbitrary quadratic loss. Published in Journal of Multivariate Analysis, Vol. 6, pp. 256-264, 1976.
414. J. Berger, M. E. Bock. Eliminating singularities of Stein-type estimators of location vectors. Published in Journal of Royal Statistical Society B, Vol. 38, pp. 166-170, 1977.
415. C. C. Carson. Computational methods for single server queues with interarrival and service time distributions of phase type. Ph.D. Dissertation.
416. P. S. Puri, V. Ramaswami. Maximum and minimum weighted diagonal sums of certain non-negative matrices.
417. L. J. Gleser. A canonical representation for the non central Wishart distribution useful for simulation. Published in the Journal of the American Statistical Association, Vol. 71, No. 355, pp. 690-695, 1976.
418. A. K. Bhargava. Maximum likelihood estimation in a multivariate 'Errors in Variables' regression model with unknown error covariance matrix. Published in Communications in Statististics: Theory and Methods, Vol. a(6), No. 7, pp. 587-601, 1977.
419. K. C. S. Pillai, Y. S. Hsu. Exact robustness studies of the test of independence based on four multivariate criteria and their distribution problems under violations. Published in the Annals of the Institue of Statistical Mathematics, Vol. 31, No. 1, pp. 85-101, 1979.
420. M. F. Neuts. Algorithms for the waiting time distributions under various queue disciplines in the M/G/1 queue with service time distribution of phase type. Published in Algorithmic Methods in Probability, Ed. M.F. Neuts, North-Holland, Amsterdam, pp. 177-197, 1977.
421. V. L. Anderson, R. A. McLean. The effect of restriction errors on type I errors in randomized complete block designs.
422. S. S. Gupta, W. Y. Wong. Subset selection procedures for finite schemes in information theory. Published in Topics in Information Theory, Tokyo: Ch. 33, pp. 501-533, 1976.
423. S. Fuhrmann. Control of an epidemic involving a multi-stage disease. Ph.D. Dissertation.
424. S. S. Gupta, W. T. Huang. Some selection procedures based on the Robbins-Monro stochastic approximation. Published in Tamkang Journal of Mathematics Vol. 6, pp. 301-314, 1975.
425. J. R. Collins. Robustness of M-estimators of location.
426. D. S. Moore, J. Yackel. Consistency properties of nearest neighbor density function estimators. Published in The Annals of Statistics, Vol. 5, No. 1, pp. 143-154, 1977.
427. J. O. Berger. Inadmissibility results for the best invariant estimator of two coordinates of a location vector. Published in The Annals of Statistics, Vol. 4, No. 6, pp. 1065-1076, Nov. 1976.
428. Y. S. Hsu. Robustness and power studies of some multivariate tests in classical and complex Gaussian distributions.
429. W. J. Studden. Optimal designs for integrated variance in polynomial regression. Published in Statistical decision theory and related topics II (Proc. Symposium, Purdue University, W. Lafayette, IN, 1976) pp. 411-420, Academic Press, New York, 1977.
430. K. C. S. Pillai, Y. S. Hsu. The distribution of the characteristic roots of S1S2-1 under violations in the complex case and power comparisons of four tests. Published in the Annals of the Institute of Statistical Mathematics, Vol. 31, No. 1, pp. 445-463, 1979.
431. W. T. Huang. On some optimal properties of selection procedures for finite populations.
432. P. K. Goel, H. Rubin. On selecting a subset containing the best population-A Bayesian approach. Published in The Annals of Statistics, Vol. 5, No. 5, pp. 969-983, Sept. 1977.
433. L. D. Roi. State dependent branching processes. Ph.D. Dissertation.
434. M. F. Neuts. Moment formulas for the Markov renewal branching process. Published in Advances in Applied Probability, Vol. 8, No. 4, pp. 690-711, Dec. 1976.
435. A. K. Bhargava. Estimation of a linear transformation, and associated distributional problems. Published in Journal of Statistical Planning and Inference, Vol. 3, No. 1, pp. 19-26, 1979.
436. S. S. Gupta, D. Y. Huang. Subset selection procedures in analysis of variance. Published in Communications in Statistics: Theory and Methods, Vol. A6, pp. 1035-1054, 1977.
437. S. S. Gupta, D. Y. Huang. Subset selection procedures for regression analysis.
438. S. S. Gupta, D. Y. Huang. Nonparametric selection procedures for selecting the regression equations with larger slope. Published in Chinese Statistical Association, Vol. 15, pp. 5715-5724, 1977.
439. D. Y. Huang. A note on a sequential selection procedure with applications to regression analysis.
440. D. Y. Huang, S. Panchapakesan. A modified subset selection formulation with special reference to one-way layout experiments. Published in Communications in Statistics, Vol. A5, pp. 621-633, 1976.
441. M. F. Neuts. The effect of change-over times on the M/G/l queue with several types of customers.
442. B. Davis. On the LP norms of stochastic integrals and other martingales. (Replaced by #452).
443. M. F. Neuts. An annotated bibliography on computational probability-part I. Published in Journal of Computational and Applied Mathematics, Vol. 3, No. 1, pp. 53-74, 1977.
444. M. F. Neuts. Some explicit formulas for the steady-state behavior of the queue with semi-Markovian service times. Published in Advances in Applied Probability, Vol. 9, No. 1, pp. 141-157, March 1977.
445. S. M. Samuels. The Radon-Nikodym theorem as a theorem in probability. Published in The American Mathematical Monthly, Vol. 85, No. 3, pp. 155-165, Mar. 1978.
446. J. O. Berger, M. E. Bock. Improved minimax estimators of normal mean vectors for certain types of covariance matrices. Published in Statistical Decision Theory and Related Topics II, Editors S.S. Gupta and D.S. Moore, 1977.
447. J. O. Berger. Minimax estimation of a multivariate normal mean under polynomial loss. Published in Journal of Multivariate Analysis, Vol. 8, pp. 173-180, 1978.
448. P. K. Goel, G. Casella. A note on an explicit solution for generalized ridge regression.
449. W. Grassmann. Some Computational aspects of the M/Ek/1 queue in steady state.
450. J. Collins. On the consistency of M-Estimators.
451. (1976) W. K. Grassmann. Transient solutions in Markovian queueing systems. [pdf]
452. (1976) B. Davis. On the LP norms of stochastic integrals and other martingales. [pdf]
453. (1976) L. Gleser. Estimation of a linear transformation: Large sample results. [pdf]
454. (1976) W. Y. Wong. Some contributions to subset selection procedures. [pdf]
455. (1977) D. S. Moore, J. W. Yackel. Large sample properties of nearest neighbor density function estimators. Published in Statistical Decision Theory and Related Topics, II, Editors S.S. Gupta and D.S. Moore, pp. 269-279, Academic Press, 1977.
456. (1976) W. K. Grassmann. Notation for Markovian systems. [pdf]
457. (1976) S. S. Gupta, W. Y. Wong. On subset selection procedures for Poisson processes and some applications to the binomial and multinomial problems. [pdf]
458. (1976) S. S. Gupta, D. Y. Huang. Some multiple decision problems in analysis of variance. [pdf]
459. (1976) D. S. Moore. Recent developments in chi-square tests for goodness of fit. [pdf]
460. (1976) L. J. Gleser. Minimax estimation of a multivariate normal mean with unknown covariance matrix. [pdf]
461. (1976) J. Berger, M. E. Bock, L. D. Brown, G. Casella, L. Gleser. Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix. [pdf]
462. (1976) K. C. S. Pillai. Distributions of characteristic roots in multivariate analysis. [pdf]
463. (1976) G. P. McCabe, V. L. Anderson. Sex discrimination in faculty salaries: A method for detection and correction. [pdf] Published in Proceedings of 1976 Social Statistics Section of the American Statistical Association, pp. 589-592, 1976.
464. M. W. Lu. On some multiple decision problems. [pdf]
465. (1976) H. Rubin, S. M. Samuels. The finite memory secretary problem. Published in the Annals of Probability, Vol. 5, pp. 627-635, 1977.
466. (1976) H. Rubin. Some fast methods of generating random variables with preassigned distributions. I. General acceptance-rejection procedures. [pdf]
467. (1976) H. Rubin. The effect of dead time on the physical generation of random digits. [pdf]
468. (1976) H. Rubin. A new "definition" of the integral. [pdf]
469. D. S. Moore. Chi-square tests. [pdf] Published in Studies in Statistics, Editor R. Hogg, pp. 66-106, 1978.
470. (1979) S. S. Gupta, D. Y. Huang. On some methods for constructing optimal subset selection procedures. (Revised August 1977). (Revised June 1978): A note on optimal subset selection procedures. [pdf]
471. (1976) J. Healy. Estimation and tests for unknown linear restrictions in multivariate linear models. [pdf]
472. (1975) S. Vardeman. Admissible solutions of finite state sequence compound decision problems. [pdf]
473. (1976) S. S. Gupta, W. Y. Wong. Subset selection procedures for the means of normal populations with unequal variances: Unequal sample sizes case. [pdf]
474. (1976) J. A. Gaynor. A large deviation approach to asymptotic efficiency of selection procedures. (Efficiency of selection procedures). [pdf]
475. (1976) Y. K. Leong. Some results on subset selection problems. [pdf]
476. (1976) S. S. Gupta, Y. K. Leong. Some results on subset selection procedures for double exponential populations. [pdf]
477. (1976) S. M. Samuels. The exact solution to the original group-testing problem. Published in Technometrics, Vol. 20, pp. 497-500, 1978.
478. (1976) W. A. Rosenkrantz, R. S. Ellis. Diffusion approximation for transport processes with boundary conditions. [pdf]
479. (1976) B. Davis. On stopping times for n dimensional Brownian motion. [pdf]
480. (1976) J. Berger. A robust generalized Bayes estimator and confidence region for a multivariate normal mean. [pdf]
481. (1977) J. Berger, C. Srinivasan. Generalized Bayes estimators in multivariate problems. [pdf]
482. (1976) W. A. Rosenkrantz. Lp estimates for exit times of a Bessel process. [pdf]
483. (1977) P. S. Puri. A limit theorem for point processes with applications. [pdf]
484. (1977) P. K. Goel, M. H. DeGroot. Comparison of experiments and information measures. [pdf]
485. (1977) G. Campbell. The maximum of a sequence with prior information. [pdf]
486. (1977) W. A. Rosenkrantz. LP estimates for stopping times of Bessel processes. [pdf]
487. (1977) T. Lorenzen. Toward a more realistic formulation of the secretary problem. [pdf]
488. (1977) W. A. Rosenkrantz. Lectures on Markov processes and their associated semi groups. [pdf]
489. (1977) R. L. Berger. Minimax, admissible, and gamma-multiple decision rules. [pdf]
490. (1977) D. J. Kolar, J. F. Sullivan-Kwasnik. A more informative statistical analysis for predator-prey studies. [pdf]
491. (1977) J. Hsu. On some decision-theoretic contributions to the problem of subset selection. [pdf]
492. (1978) G. P. McCabe, Jr. Evaluation of regression coefficient estimates using α-acceptability. [pdf] Published in Technometrics, Vol. 20, pp. 131-139, 1978.
493. (1977) S. S. Gupta. Selection and ranking procedures: A brief introduction. [pdf]
494. (1977) A. K. Singh. On slippage tests and multiple decision (selection and slippage) procedures. [pdf]
495. (1977) R. L. Berger, S. S. Gupta. Minimax subset selection with application to unequal variance problems. [pdf]
496. (1977) G. Campbell, M. Hollander. Prediction intervals with the Dirichlet prior. [pdf]
497. (1977) G. Casella. Minimax ridge estimation. [pdf]
498. (1977) G. Campbell, M. Hollander. Nonparametric Bayes estimation with incomplete Dirichlet prior information. [pdf]
499. (1977) G. P. McCabe, Jr. Use of the 27% rule in experimental design. [pdf] Published in the Proceedings of the 1978 Social Statistics Section of the American Statistical Association, pp. 770-771, 1978.
500. (1978) S. S. Sylvia Chu, K. C. S. Pillai. Power comparisons of two-sided tests of equality of two covariance matrices based on six criteria. [pdf]
501. (1977) S. S. Gupta, D. Y. Huang. On selecting an optimal subset of regression variables.[pdf]
502. (1977) G. P. McCabe, S. A. McCabe. Estimation and testing of pocket means. Using multiple linear regression techniques. [pdf] Published in the Multiple Linear Regression Viewpoints, Vol. 10, pp. 1- 17, 1980.
503. (1977) J. K. Ghorai. Nonparametric estimation of probability density functions. [pdf]
504. (1977) S. S. Gupta, W. T. Huang. On selection rules for finite mixtures of distributions. [pdf]
505. (1977) D. P. Mihalko, D. S. Moore. Chi-square tests of fit for type II censored data. [pdf] Published in Annals of Statistics, Vol. 8, pp. 645-644, 1980.
506. (1977) S. B. Vardeman. A note on the applicability of sequence compound decision schemes. [pdf]
507. (1977) R. Berger. Minimax subset selection for loss measured by subset size. [pdf]
508. S. S. Gupta, A. K. Singh. On selection of populations close to a control or standard. [pdf]
509. (1977) P. S. Puri, C. M. Goldie. Poisson mixtures and Quasi-infinite divisibility of distributions. [pdf]
510. (1977) L. J. Gleser. Minimax estimation of a normal mean vector when the covariance matrix is unknown. [pdf]
511. (1977) S. S. Gupta, J. C. Hsu. Subset selection procedures with special reference to the analysis of two-way layout: Application to motor-vehicle fatality data. [pdf]
512. (1977) M. L. Samuels. Statistical models for topological analysis of cut dendritic trees. [pdf]
513. S. S. Gupta, D. Y. Huang. Locally optimal subset selection procedures based on ranks. Published in the Proceedings of an International Conference [Held at the Indian Institute of Technology, Bombay, Dec 20-22, 1977], pp. 251-262.
514. S. S. Gupta, A. K. Singh. On rules based on sample medians for selection of the largest location parameter. Published in Communications in Statistics. Theory and Methods. A 9(12), pp. 1277-1298, 1980.
515. (1977) A. L. Rukhin. Minimax estimation of the location parameter of the shifted normal distribution with unknown scale. [pdf]
516. A. L. Rukhin. Universal Bayes estimators. [pdf]
517. (1977) J. Berger. Multivariate estimation with nonsymmetric loss functions. [pdf]
518. (1977) S. S. Gupta, M. W. Lu. Subset selection procedures for restricted families of probability distributions. [pdf]
519. (1977) S. S. Gupta, J. C. Hsu. On the performance of some subset selection procedures. [pdf]
520. (1977) D. M. Mason. The asymptotic normality of linear combination. [pdf]
521. (1977) S. S. Chu. Power comparisons of two-sided tests of equality of two covariance matrices and some distribution theory. [pdf]
522. (1978) D. M. Mason. A law of the iterated logarithm and invariance principle for regression rank statistics. [pdf]
523. See #79-21.
524. (1978) S. Srinivasan. On the admissibility of estimators in exponential distributions. [pdf]
525. (1978) K. C. S. Pillai, A. Singh. On the exact non-null distribution of Wilks LVC Criterion. [pdf]
526. (1986) R. B. Guay, G. P. McCabe. A chi-square test for Hierarchical dependency. Published in Psychometrika, Vol. 51, No. 3, pp. 467-474, September 1986.
527. (1977) D. M. Mason. Almost sure linearity with a rate for linear rank statistics with a bounded score function. [pdf]
1978 Technical Reports
Technical Reports Home78-1. P. S. Puri. On certain problems involving non-identifiability of distributions arising in stochastic modeling. [pdf]
78-2. C. Srinivasan. Admissible generalized Bayes estimates and exterior boundary value problems. [pdf]
78-3. S. S. Gupta, Y. K. Leong, W. Y. Wong. On subset selection procedures for Poisson populations. [pdf]
78-4. B. Davis. Brownian motion and analytic functions. [pdf]
78-5. L. J. Gleser. Calculation and simulation in errors-in-variables regression problems. [pdf]
78-6. J. Berger. Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters. [pdf]
78-7. S. S. Chu, K. C. S. Pillai. On the exact distribution of Wilks' criterion. [pdf]
78-8. S. S. Chu, K. C. S. Pillai. Some complex variables transformations and exact power comparisons of two-sided tests of equality of two hermitian covariance matrices. [pdf]
78-9. S. S. Chu. Monotonicity of power functions of tests based on traces of multivariate complex beta and canonical correlation matrices. [pdf]
78-10. A. Jain. On the exact non-null distribution of Wilks' Lvc criterion for the classical and complex normal populations and related problems. [pdf]
78-11. G. G. Agarwal. Asymptotic design and estimation in polynomial spline regression. [pdf]
78-12. S. S. Gupta, D. Y. Huang. An essentially complete class of multiple decision procedures. Published in the Journal of Statistical Planning and Inference Vol. 4, Issue 2, pp 115-121, 1980.
78-13. P. Bartfai. Large deviations of the sample mean in Euclidean spaces. [pdf]
78-14. S. S. Gupta, A. K. Singh. On selection procedures for normal populations with common known coefficient of variation with an application in multivariate normal population.
78-15. G. G. Agarwal, W. J. Studden. An algorithm for selection of design and knots in the response curve estimation by spline functions. [pdf]
78-16. W. C. Kim. On a selection problem in reliability theory. [pdf]
78-17. D. S. Moore, J. B. Stubblebine. Chi-square tests for multivariate normality with application to common stock prices. [pdf] Published in Communications in Statistics, Vol. A10, pp. 713-738, 1980.
78-18. M. Hixson, V. Anderson. Development of models for optical detection of jaundice. [pdf]
78-19. S. S. Gupta, K. J. Miescke. Optimality of subset selection procedures for ranking means of three normal populations. [pdf]
78-20. G. G. Agarwal, W. J. Studden. Asymptotic integrated mean square error using polynomial splines. [pdf]
78-21. R. C. Penney, A. L. Rukhin. D'Alembert's functional equation on groups. [pdf]
78-22. G. P. McCabe, Jr. Small sample results for the 27% rule. [pdf] Published in Proceedings of the 1978 Social Statistics Section of the American Statistical Association, pp. 770-771, 1978.
78-23. K. J. Miescke. Bayesian subset selections for additive and linear loss functions. [pdf]
78-24. J. F. Bjørnstad. The subset selection problem I. The class of Schur-procedures and its properties. [pdf]
78-25. A. L. Rukhin. Universal estimators of a vector parameter. [pdf]
78-26. A. Q. Frank, S. M. Samuels. On a problem of Gusein-Zade. Published in Stochastic Processes and their Applications, Vol. 10, pp. 299-311, 1980.
78-27. J. F. Bjørnstad. The subset selection problem II. On the optimality of some subset selection procedures. [pdf]
78-28. A. Singh. On the exact distribution of the likelihood ratio criterion for testing
| H: | μ | = | μ0 | ; | Σ | = | σ2 I. |
| ˜ | ˜ | ˜ | ˜ |
1979 Technical Reports
Technical Reports Home79-1. K. J. Miescke. Γ-minimax selection procedures in simultaneous testing problems. [pdf]
79-2. W. J. Studden. DS-optimal designs for polynomial regression using continued fractions. [pdf]
79-3. J. F. Bjørnstad. Comparisons of three minimax subset selection procedures. [pdf]
79-4. W. J. Studden. On a problem of Chebyshev. [pdf]
79-5. P. Protter. An extension of Kazamaki's results on BMO differentials. [pdf]
79-6. S. S. Gupta, K. J. Miescke. On the least favorable configurations in certain two-stage selection procedures. [pdf]
79-7. W. C. Kim. On Bayes and gamma-minimax subset selection rules. [pdf]
79-8. W. Notz. Minimal point second order designs. [pdf]
79-9. J. Albert. Robust Bayes estimation. [pdf]
79-10. S. S. Gupta, W. C. Kim. Γ-Minimax and minimax decision rules for comparison of treatments with a control. [pdf]
79-11. W. Notz. Robust designs for nearly linear regression. [pdf]
79-12. L. J. Gleser. Improved point estimators of the slopes in multivariate linear regression with unknown covariance matrix. (Paper was withdrawn)
79-13. B. L. S. P. Rao, H. Rubin. Asymptotic theory for process least squares estimators for diffusion processes. [pdf]
79-14. J. T. Hwang. Improving upon inadmissible estimators in discrete exponential families. [pdf]
79-15. R. A. Sundheim. Asymptotically optimal multiparameter sequential Bayes regional estimation procedures. [pdf]
79-16. P. Hsiao. Some contributions to gamma-minimax and empirical Bayes selection procedures. [pdf]
79-17. G. G. Agarwal, W. J. Studden. Asymptotic integrated mean square error using least squares and bias minimizing splines. [pdf]
79-18. B. L. S. P. Rao. Asymptotic behavior of M-estimators for the linear model with dependent errors. [pdf]
79-19. W. Notz. Saturated designs for multivariate cubic regression. [pdf]
79-20. S. M. Samuels, J. M. Steele. Optimal sequential selection of a monotone sequence from a random sample. Published in the Annals of Probability, Vol. 9, pp. 937-947, 1981.
79-21. S. M. Samuels. Minimax stopping rules when the underlying distribution is uniform. Published in the Journal of the American Statistical Association, Vol. 76, pp. 188-197, 1981.
79-22. S. S. Gupta, W. T. Huang. On mixtures of distributions: A survey and some new results on ranking and selection. [pdf]
79-23. A. Rukhin. The solution of functional equation of the D'Alembert's type for commutative groups. [pdf]
79-24. M. E. Bock, G. G. Judge. Some non-traditional minimax and sometimes admissible estimators. [pdf]
79-25. G. Campbell. Nonparametric bivariate estimation with randomly censored data. [pdf]
79-26. S. S. Gupta, D. Y. Huang. Some recent developments in multiple decision theory: A brief overview. [pdf]
79-27. P. S. Puri. Point processes with order statistic property, mixtures of Poisson processes and mixtures of linear death processes. [pdf]
79-28. J. F. Bjørnstad. A decision-theoretic approach to subset selection. [pdf]
79-29. K. J. Miescke, J. Sehr. On a conjecture concerning least favorable configurations in certain two-stage selection procedures. [pdf]
79-30. See #80-15.
79-31. C. Spiegelman, W. J. Studden. Design aspects of Scheffe's calibration theory using linear splines. [pdf]
79-32. J. F. Bjørnstad. On the probability of correct selection in the subset selection problem. [pdf]
79-33. J. O. Berger. A modification of Brown's technique for proving inadmissibility. [pdf]
79-34. J. O. Berger and A. Zaman. Inadmissibility in the control problem. [pdf]
1980 Technical Reports
Technical Reports Home80-1. S. S. Gupta, S. Panchapakesan. Some statistical techniques for climatological data. [pdf]
80-2. A. L. Rukhin, W. E. Strawderman. Estimating a quantile of an exponential distribution. [pdf]
80-3. K. C. Li, W. Notz. Robust designs for nearly linear regression. [pdf]
80-4. P. S. Puri, S. W. Woolford. On a generalized storage model with moment assumptions. [pdf]
80-5. G. Campbell, S. Samuels. Choosing the best of the current crop. Published in Advances in Applied Probability, Vol. 13, pp. 510-532, 1981.
80-6. T. Kuczek. On the convergence of the empiric age distribution for one dimensional supercritical age dependent branching processes. [pdf]
80-7. A. Földes. On strong uniform consistency of the product limit estimator under variable censoring. [pdf]
80-8. J. F. Bjørnstad. Comparison of two-way contingency tables. [pdf]
80-9. S. S. Gupta, P. Hsiao. On Γ-minimax, minimax, and Bayes procedures for selecting populations close to a control. [pdf]
80-10. G. Campbell, A. Földes. Large-Sample properties of nonparametric bivariate estimators with censored data. [pdf]
80-11. J. Neyman, P. S. Puri. A hypothetical stochastic mechanism of radiation effects in single cells. [pdf]
80-12. A. L. Rukhin. Distributions with sufficient statistics for multivariate location parameter and transformation parameter. [pdf]
80-13. S. S. Gupta, G. C. McDonald. Nonparametric procedures in multiple decisions (ranking and selection procedures). [pdf]
80-14. L. J. Gleser. Large deviation indices and Bahadur exact slopes. [pdf]
80-15. M. L. Samuels. Matching and design efficiency in epidemiological studies. Published in Biometrika, Vol. 68, pp. 577-588, 1981.
80-16. B. K. Moser. Split plot regression methods. [pdf]
80-17. J. F. Bjørnstad. A class of Schur-procedures and minimax theory for subset selection. [pdf]
80-18. G. Campbell. Testing equality of proportions with incomplete correlated data. [pdf]
80-19. R. McLean, V. L. Anderson. Note on a clarification of restriction errors. [pdf]
80-20. S. S. Gupta, W. C. Kim. On the problem of selecting good populations. [pdf]
80-21. D. S. Moore. The effect of dependence on chi-square tests of fit. [pdf] Published in Annals of Statistics, Vol. 10, pp. 1163-1171, 1982.
80-22. H. M. Yang. (Thesis) Some results in the theory of subset selection procedures. [pdf]
80-23. D. Dey. (Thesis) On the choice of coordinates in simultaneous estimation of normal means. [pdf]
80-24. J. O. Berger. Selecting a minimax estimator of a multivariate normal mean. [pdf]
80-25. L. M. Berliner. Admissibility of generalized Bayes rules in the control problem. [pdf]
80-26. G. Campbell, S. Geller. Balanced Latin squares. [pdf]
80-27. W. J. Buhler, K. J. Miescke. On (n-1) wise and joint independence and normality of n random variables: An example. [pdf]
80-28. K. J. Miescke. On two-stage procedures for finding a population better than a control. [pdf]
80-29. W. Notz. Optimal robust designs for some regression problems. [pdf]
80-30. A. L. Rukhin. Adaptive procedures in multiple decision problems and hypothesis testing. [pdf]
80-31. M. E. Bock. Multiple subspace selection in estimation of multivariate normal means. [pdf]
80-32. J. Berger, D. Dey. Combining coordinates in simultaneous estimation of normal means. [pdf]
80-33. A. Singh, K. C. S. Pillai. On the exact non-null distribution of Wilks' LVC criterion in the complex case. [pdf]
1981 Technical Reports
Technical Reports Home81-1. J. Berger. Bayesian robustness and the Stein effect. [pdf]
81-2. A. Mattenklot, K. J. Miescke, J. Sehr. A stochastic model for paired comparisons of social stimuli. [pdf]
81-3. A. Öztürk. On the study of a probability distribution for precipitation totals. [pdf]
81-4. P. K. Goel. On implications of credible means being exact Bayesian. [pdf]
81-5. S. S. Gupta, P. Hsiao. Empirical Bayes rules for selecting good populations. [pdf]
81-6. S. S. Gupta, K. J. Miescke. On the problem of finding a best population with respect to a control in two stages. [pdf]
81-7. J. Berger, L. R. Haff. A class of minimax estimators of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix. [pdf]
81-8. B. Davis, P. Protter. Filtering with singular cumulative signals. [pdf]
81-9. J. Jacod, P. Protter. Instantaneous feedback in point process differentials for stochastic differential equations. [pdf]
81-10. L. A. Sun. A Bayesian approach to the symmetric multiple comparisons problem in the two-way balanced design. [pdf]
81-11. S. K. Mitra. Simultaneous diagonalization of rectangular matrices. [pdf]
81-12. A. L. Rukhin. Inference about permutation parameter in large samples. [pdf]
81-13. L. J. Gleser. Exact power of generalized Kolmogorov goodness-of-fit tests. [pdf]
81-14. H. Rubin. Mellin transforms from Fourier transforms. [pdf]
81-15. A. L. Rukhin. Adaptive procedures for finite number of probability distribution families. [pdf]
81-16. A. Singh. Exact distribution of Wilks' Lvc criterion and its percentage points in the complex case. [pdf]
81-17. J. Berger, R. Wolpert. Estimating the mean function of a Gaussian process and the Stein effect. [pdf]
81-18. W. J. Studden. Optimal designs for weighted polynomial regression using canonical moments. [pdf]
81-19. E. Csaki. A note on the lower limit of the standardized empirical distribution function. [pdf]
81-20. S. Ikeda. Asymptotic (Β) d joint normality of s ample quantiles. [pdf]
81-21. T.-A. Hsu, D.-Y. Huang. Some sequential selection procedures for good regression models. [pdf]
81-22. S. S. Gupta, D. Y. Huang. Selection procedures for a problem in analysis of variance. [pdf]
81-23. D. Y. Huang, S. Panchapakesan. Some locally optimal subset selection rules. [pdf]
81-24. S. S. Gupta, H. M. Yang. Isotonic procedures for selecting populations better than a control under ordering prior. [pdf]
81-25. D. Y. Huang, S. Panchapakesan. On eliminating inferior regression models. [pdf]
81-26. W. J. Studden. Some robust type D-optimal designs in polynomial regression (a Revised title). [Formerly: On a formulation of Stigler for optimal design in polynomial regression.] [pdf]
81-27. J. Berger. Estimation in continuous exponential families: Bayesian estimation subject to risk restrictions and inadmissibily results. [pdf]
81-28. R. Bartoszynski, P. S. Puri. On two classes of interacting stochastic processes arising in cancer modeling. [pdf]
81-29. R. Bartoszynski, P. S. Puri. On the rate of convergence for the weak law of large numbers. [pdf]
81-30. D. Y. Huang, S. Panchapakesan. On a locally optimal procedure based on ranks for comparison of treatments with a control. [pdf]
81-31. H. Rubin. A moment inequality for martingales. (Paper was withdrawn)
81-32. P. S. Puri. A hypothetical stochastic mechanism of radiation effects in single cells. Some further thoughts and results. [pdf]
81-33. A. Zaman. Stationarity on finite strings and shift register sequences. [pdf]
81-34. D. Majumdar, W. I. Notz. Optimal incomplete block designs for comparing treatments to a control. [pdf]
81-35. K. B. Constantine, W. J. Studden. Optimal exact designs for polynomial regression. [pdf]
81-36. K. B. Constantine. Optimal restricted experimental designs. [pdf]
81-37. R. Wolpert, J. Berger. Incorporating prior information in minimax estimation of the mean of a Gaussian process. [pdf]
81-38. G. Campbell, A. Földes. A generalized product limit estimator for weighted distribution functions based on censored data. [pdf]
81-39. A. Rukhin. Convergence rates of estimators of a finite parameter: How small can error probabilities be? [pdf]
81-40. G. Campbell. Optimal selection based on relative ranks of a sequence with ties. [pdf]
81-41. P. K. Goel. Information measures and Bayesian hierarchical models. [pdf]
81-42. M. E. Bock. Employing vague inequality information in the estimation of normal mean vectors (estimators that shrink to convex polyhedra). [pdf]
81-43. H. Rubin. Estimating a possibly rational mean. [pdf]
81-44. K. C. Li. Minimax property for randomized designs - a unified approach. [pdf]
81-45. K. C. Li. Robust regression designs when the design space consists of finitely many points. [pdf]
81-46. A. M. Mathai, K. C. S. Pillai. Further results on the trace of a noncentral Wishart matrix. [pdf]
81-47. H. Rubin, A. L. Rukhin. Convergence rates of large deviations probabilities for point estimators. [pdf]
81-48. P. Protter. Stochastic differential equations with feedback in the differentials. [pdf]
81-49. M. C. Spruill. Optimal designs using speckman's minimax linear estimator. [pdf]
81-50. W. I. Notz, A. C. Tamhane. Balanced Treatment Incomplete Bock (BTIB) Designs for Comparing Treatments with a Control: Minimal Complete Sets of Generator Designs for k=3, p=3(1)10. [pdf]
81-51. M. E. Bock. Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions. [pdf]
81-52. M. C. Spruill. Transversing the smallest possible corridor under energy and velocity constraints. [pdf]
81-53. S. S. Gupta, K. J. Miescke. An essentially complete class of two-stage selection procedures with screening at the first stage. [pdf]
81-54. G. Campbell. Asymptotic properties of several nonparametric multivariate distribution function-estimators under random censoring. [pdf]
81-55. C.-S. Cheng, K.-C. Li. A minimax approach to sample surveys. [pdf]
81-56. S. S. Gupta, K. J. Miescke. Sequential selection procedures - a decision theoretic approach. (see 82-6 for revised version)
81-57. K. C. Li. Minimaxity of the method of regularization on stochastic processes. [pdf]
1982 Technical Reports
Technical Reports Home82-1. B. Davis. On Brownian slow points. [pdf]
82-2. S. S. Gupta, D. Y. Huang, C. L. Chang. Selection procedures for optimal subsets of regression variables. This technical report is no longer available. Please see 83-29.
82-3. G. P. McCabe. Principal variables. [pdf] Published in Technometrics, Vol. 26, pp. 137-144, 1984.
82-4. A. Zaman. Urn models for Markov exchangeability. [pdf]
82-5. A. Zaman. A non-clustering property of stationary sequences. [pdf]
82-6. S. S. Gupta, K. J. Miescke. Sequential selection procedures - a decision theoretic approach. [pdf]
82-7. S. S. Gupta, H.-M. Yang. On subset selection procedures for inverse Gaussian populations. [pdf]
82-8. M. C. Spruill. A method for the determination of optimal model robust designs in the estimation of a linear functional. [pdf]
82-9. J. O. Berger. The robust Bayesian viewpoint. [pdf]
82-10. K.-C. Li. Regression Models with Infinitely Many Parameters: Consistency of Bounded Linear Functionals. [pdf]
82-11. P. K. Goel, A. G. Rocco. ARIMA modeling and forecasting: An interactive program based on IMSL subroutine package-I. [pdf]
82-12. P. K. Goel, A. G. Rocco. ARIMA modeling and forecasting: An interactive program based on IMSL subroutine package-II. [pdf]
82-13. V. L. Anderson, R. A. McLean. Design of experiments and statistical analysis of biological studies. [pdf]
82-14. V. L. Anderson, R. A. McLean.Design of experiments for industrial engineers. [pdf]
82-15. P. F. Campbell, G. P. McCabe. Factors relating to persistence in a computer science major. [pdf] Published in Communications of the ACM, Vol. 27, pp. 1108-1113, 1984.
82-16. W. Y. Wong. On the property of dullness of Pareto distribution. [pdf]
82-17. S. M. Samuels. Exact solutions for the full information best choice problem. [pdf]
82-18. S. S. Gupta, S. Panchapakesan. Edgeworth expansions in Statistics: Some Recent Developments. [pdf]
82-19. C. Spruill. Bounds on the Performance of Spherically Symmetric Estimators Which Dominate the James-Stein Estimator. [pdf]
82-20. A. Mattenklott, K. Miescke, J. Sehr. A stochastic model for paired comparisons of social stimuli. [pdf]
82-21. L. J. Gleser, D. S. Moore. The effect of dependence on chi-squared and empiric distribution tests of fit. [pdf] Published in Annals of Statistics, Vol. 11, pp. 1100-1108, 1983.
82-22. S. S. Gupta, W. T. Huang. On isotonic selection rules for binomial populations better than a standard. [pdf]
82-23. L. J. Gleser. Confidence regions for the slope in a linear errors-in-variables regression model. [pdf]
82-24. J. Chen, H. Rubin. A Note on the Behavior of Sample Statistics When the Population Mean is Infinite. [pdf]
82-25. K. J. Miescke. Recent results on multi-stage selection procedures. [pdf]
82-26. A. L. Rukhin. Adaptive tests in statistical problems with finite nuisance parameter. [pdf]
82-27. S. S. Gupta, W. C. Kim. A two-stage elimination type procedure for selecting the largest of several normal means with a common unknown variance. [pdf]
82-28. P. S. Puri, E. S. Tollar. On the limit behavior of certain quantities in a subcritical storage model. [pdf]
82-29. M. E. Bock, P. Klembeck. Minimal Estimators Incorporating Vague Prior Knowledge in Spherically Symmetric Location Problems. [pdf]
82-30. D. Y. Huang, S. Panchapakesan and S. T. Tseng. Some Locally Optimal Subset Selection Rules for Comparison with a Control. [pdf]
82-31. D. Dey, J. Berger. On truncation of shrinkage estimators in simultaneous estimation of normal means. [pdf]
82-32. S. Hui, J. Berger. Empirical Bayes estimation of rates in longitudinal studies. [pdf]
82-33. J. Berger, R. Wolpert. The Likelihood Principle: A Review and Generalizations. (No longer available as a tech report at Purdue. This paper has been published as an IMS Monograph.)
82-34. A. L. Rukhin. Adaptive Classification Procedures. [pdf]
82-35. This number was never given out.
82-36. D. Y. Huang, S. T. Tseng. Gamma-optimal decision procedures for selecting the best population in randomized complete block design. [pdf]
82-37. S. S. Gupta, D. Y. Huang, S. Panchapakesan. On some inequalities and monotonicity properties with special reference to selection and ranking problems. [pdf]
82-38. K.-C. Li, J. T. Hwang. The data-smoothing aspect of Stein estimates. [pdf]
82-39. J. Berger. Bayesian Salesmanship. [pdf]
82-40. B. Davis. On the paths of symmetric stable processes. [pdf]
82-41. K.-C. Li. Consistency for Cross-validated Nearest Neighbor Estimates in Nonparametric Regression. [pdf]
82-42. B. Flury, H. Riedwyl. T2-test, linear two-group discriminant analysis, and their computation by linear regression [pdf]
1983 Technical Reports
Technical Reports Home83-1. K.-C. Li. Consistent, Asymptotically Efficient Strategies. [pdf]
83-2. S.-Y. Chen. Improving upon some standard estimators in continuous exponential families under arbitrary quadratic loss. [pdf]
83-3. A. Rukhin. A Class of Minimax Estimators of a Normal Quantile. [pdf]
83-4. E. Csaki, A. Földes. On the Narrowest Tube of a Simple Symmetric Random Walk. [pdf]
83-5. M. E. Bock, G. Judge, T. Yancey. A Simple Form for Inverse Moments of Non-Central Chi-Square Random Variables and the Risk of James-Stein Estimators. [pdf]
83-6. S. S. Gupta, A. K. Singh. On subset selection procedures for the largest mean from normal populations having a common known coefficient of variation. [pdf]
83-7. P. S. Puri. On an Optimal C(α)-Test of Poisson Hypothesis against Compound Poisson Alternatives. [pdf]
83-8. T. C. Kao, G. P. McCabe. Asymptotic properties of M-estimators with applications in Discriminant Analysis. [pdf]
83-9. B. Flury. Maximum Likelihood Estimation of Some Patterned 2x2 Covariance Matrices. [pdf]
83-10. A. L. Rukhin, J. V. Zidek. Estimation of Linear Parametric Functions for Several Exponential Samples. [pdf]
83-11. J. O. Berger, D. K. Dey. Truncation of Shrinkage Estimators of Normal Means in the Nonsymmetric Case. [pdf]
83-12. D. S. Moore. Measures of Lack of Fit From Tests of Chi-Squared Type. [pdf] Published in Journal of Statistical Planning and Inference, Vol. 8, pp. 151-166, 1984.
83-13. B. Davis, I. Monroe. Randomly Started Signals with White Noise. [pdf]
83-14. B. Flury. A Generalization of Principal Component Analysis to K Groups. [pdf]
83-15. J. Chen, H. Rubin. Drawing a Sample from Density Selected at Random. [pdf]
83-16. L. J. Gleser. Functional, Structural and Ultrastructural Errors-in-Variables Models. (Preliminary Draft). [pdf]
83-17. S. S. Gupta, J. K. Sohn. On a Bayesian Approach to Selecting the Best among Good Populations. [pdf]
83-18. J. O. Berger. In Defense of the Likelihood Principle: Axiomatics and Coherency. [pdf]
83-19. L. J. Gleser. Improving Inadmissible Estimators under Quadratic Loss. [pdf]
83-20. P. Protter. Approximations of Solutions of Stochastic Differential Equations Driven by Semimartingales. [pdf]
83-21. S. S. Gupta. Optimal Sampling in Selection Problems. [pdf]
83-22. S. S. Gupta, K. J. Miescke. On Two-Stage Bayes Selection Procedures. [pdf]
83-23. T. S. Lau. Theory of Canonical Moments and Its Applications in Polynomial Regression - Part I. [pdf]
83-24. T. S. Lau. Theory of Canonical Moments and Its Applications in Polynomial Regression - Part II. [pdf]
83-25. P. S. Puri, J. W. Yackel. On a Problem of Non-Identifiability Arising in Simple Stochastic Models for Stereological Counts. [pdf]
83-26. T.-S. Lau, W. J. Studden. Optimal Designs for Trigonometric and Polynomial Regression Using Canonical Moments. [pdf]
83-27. H. Rubin. A Weak System of Axioms for "Rational" Behavior and the Non-Separability of Utility From Prior. [pdf]
83-28. W.-J. Huang, P. S. Puri, H. Rubin. Another Look at Poisson Processes. [pdf]
83-29. S. S. Gupta, D. Y. Huang, C. L. Chang. Selection Procedures for Optimal Subset of Regression Variables. (Same as 82-2.) [pdf]
83-30. L. J. Gleser. A Note on Dolby's Ultrastructural Model. [pdf]
83-31. S. S. Gupta, S. Panchapakesan, J. K. Sohn. On the Distribution of the Studentized Maximum of Equally Correlated Normal Random Variables. [pdf]
83-32. M.-N. L. Huang. Design Problems in Model Robust Regression and Exact D-Optimality. [pdf]
83-33. S. Y. Chen. Restricted Risk Bayes Estimation for the Mean of the Multivariate Normal Distribution. [pdf]
83-34. K. C. Li. From Stein's Unbiased Risk Estimates to the Method of Generalized Cross-Validation. [pdf]
83-35. J. O. Berger, L. M. Berliner. Robust Bayes and Empirical Bayes Analysis with ε-Contaminated Priors. [pdf]
83-36. J. O. Berger, L. M. Berliner. Bayesian Input in Stein Estimation and a New Minimax Empirical Bayes Estimator. [pdf]
83-37. S. S. Gupta, L. Y. Leu. On Bayes and Empirical Bayes Rules for Selecting Good Populations. [pdf]
83-38. S. Jeyaratnam, S. Panchapakesan. An Estimation Problem Relating to Subset Selection for Normal Populations. [pdf]
83-39. K. J. Miescke. Two-Stage Selection Procedures Based on Tests. [pdf]
83-40. C.-S. Cheng, K.-C. Li. Optimality Criteria in Survey Sampling. [pdf]
83-41. S. S. Gupta, L. Y. Leu. An Asymptotic Distribution-Free Selection Procedure for a Two-Way Layout Problem. [pdf]
83-42. B. N. Flury. A Note on Multivariate Parallel Regression. [pdf]
83-43. T. S. Lau, W. J. Studden. On an Extremal Problem. This Technical Report is no longer available. See #84-43.
83-44. S. S. Gupta, G. C. McDonald. A Statistical Selection Approach to Binomial Models. [pdf]
83-45. S. M. Samuels. A Best Choice Problem with Linear Travel Cost. Published in the Journal of the American Statistical Association, Vol. 80, pp. 461-464, 1985.
83-46. S. S. Gupta, L.-Y. Leu. Isotonic Procedures for Selecting Populations Better than a Standard: For Two-Parameter Exponential Distributions. [pdf]
83-47. T. Sellke. On the Distribution of Sums of Symmetric Random Variables and Vectors. [pdf]
83-48. J. O. Berger. The Frequentist Viewpoint and Conditioning. [pdf]
83-49. A. Takemura. On the Equivalence of Proportional Cell Frequencies and Orthogonality of Interaction Spaces in n-way ANOVA. [pdf]
83-50. P. Protter. Volterra Equations Driven by Semimartingales. [pdf]
83-51. T. F. Lin. On the Stochastic Integrals of Gaussian Processes and Local Times. [pdf]
83-52. B. Davis, E. Perkins. Brownian slow points: The critical case. [pdf]
83-53. D. S. Moore. Chi-Squared Tests of Fit - A Survey for Users. [pdf] Published in Goodness of Fit Techniques, Editors R. D'Agostini and M. A. Stephens, pp. 63--95, 1986.
83-54. A. L. Rukhin. Admissibility and Minimaxity Results in the Estimation Problem of Exponential Quantiles. [pdf]
1984 Technical Reports
Technical Reports Home84-1. B. Flury, W. Gautschi. An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Matrices to Nearly Diagonal Form. [pdf]
84-2. S. S. Gupta, H. M. Yang. Bayes-P* Subset Selection Procedures for the Best Population. [pdf]
84-3. G. P. McCabe. Regression Analysis as Statistical Evidence. [pdf] Published in Statistical Evidence of Discrimination, eds. D.H. Kaye and M. Aicken, Marcel Dekker, 1986.
84-4. S. S. Gupta, S. Panchapakesan. Subset Selection Procedures: Review and Assessment. [pdf]
84-5. Y.-K. T. Lo, G. P. McCabe. Characterizations of Indiana Soil Properties. [pdf] Published in Probabilistic Characterization of Soil Properties: Bridge Between Theory and Practice, ed. D.S. Bowles and H-Y Ko, American Society of Civil Engineers, 1984.
84-6. A. DasGupta. Simultaneous Estimation on the Multiparameter Gamma Distribution under Weight Quadratic Losses. [pdf]
84-7. L.-Y. Leu. On the Optimality of Some Subset Selection Procedures. [pdf]
84-8. A. DasGupta, B. K. Sinha. Estimation in the Multiparameter Exponential Family: Admissibility and Inadmissibility Results. [pdf]
84-9. W. I. Notz. Optimal Designs for Treatment-Control Comparisons in the Presence of Two-Way Heterogeneity. [pdf]
84-10. V. Solo. Identifiability of Time Series Models with Errors in Variables. [pdf]
84-11. J. Chen, H. Rubin. On the Consistency Property of the Data-Based Histogram Density Estimator. [pdf]
84-12. B. Flury. Analysis of Linear Combinations with Extreme Ratios of Variances. [pdf]
84-13. D. Avis, B. Davis, J. M. Steele. Probabilistic Analysis of a Greedy Heuristic for Euclidean Matching. [pdf]
84-14. V. Solo. An Alternative to Significance Tests. [pdf]
84-15. T. Sellke, H. Rubin. Zeroes of Infinitely Differentiable Characteristic Functions. [pdf]
84-16. A. Takemura. A generalization of autocorrelation and partial autocorrelation functions useful for identification of ARMA (p,q) processes. [pdf]
84-17. K. C. Li. Asymptotic Optimality for Cp, CL, Cross-validation and Generalized Cross-validation: Discrete Index Set. [pdf]
84-18. T. S. Salisbury. An Increasing Diffusion. [pdf]
84-19. K. C. S. Pillai, B. N. Flury. Percentage Points of the Largest Characteristic Root of the Multivariate Beta Matrix. [pdf]
84-20. L. J. Gleser, D. S. Moore. The effect of positive dependence on chi-squared tests for categorical data. [pdf] Published in Journal of the Royal Statistical Society, Vol. B47, pp. 459--465, 1985.
84-21. D. C. Whittinghill III. Block Designs: General Optimality Results with Applications to Situations where Balanced Designs Do Not Exist. [pdf]
84-22. L. J. Gleser, D. S. Moore. Positive Dependence in Markov Chains. [pdf] Published in Linear Algebra and Applications, Vol. 70, pp. 131-146, 1985.
84-23. J. Chen, B. Davis, H. Rubin. How non-uniform can a uniform sample be: A histogram approach. [pdf]
84-24. A. Rukhin. Estimation of Linear Function of the Normal Mean and Variance. [pdf]
84-25. A. Rukhin. Estimating a Ratio of Normal Parameters. [pdf]
84-26. J. O. Berger. Bayesian Inference for a Normal Mean Using Robust Priors, Calculation of t convolutions, and scientific. (Not available for requests.)
84-27. J. O. Berger, T. Sellke. Testing a Point Null Hypothesis: The Irreconciliability of P-Values and Evidence. [pdf]
84-28. B. L. S. Prakasa Rao, P. S. Puri. On the Statistical Inference for Infinite Parameter Exponential Families. [pdf]
84-29. P. S. Puri. On Nonidentifiability Problems Among Some Stochastic Models in Reliability Theory. [pdf]
84-30. J. Y. Shyr. Comparative Precision in Linear Structural Relationships. [pdf]
84-31. T.-C. Liang. Some Contributions to Empirical Bayes, Sequential and Locally Optimal Subset Selection Rules. [pdf]
84-32. A. DasGupta. Simultaneous Estimation of Arbitrary Scale-Parameters Under Arbitrary Quadratic Loss. [pdf]
84-33. S. S. Gupta, T.-C. Liang. Locally Optimal Subset Selection Rules Based On Ranks Under Joint Type II Censoring. [pdf]
84-34. J. Y. Shyr, L. J. Gleser. Inferences About Comparative Precision In Linear Structural Relationships. [pdf]
84-35. W. J. Huang, P. S. Puri. On the Arrival and Departure Processes Arising in Queues with Infinite Servers. [pdf]
84-36. P. S. Puri, H. Singh. Optimum replacement of a system subject to shocks and a mathematical lemma. [pdf]
84-37. S. S. Gupta, T.-C. Liang. Empirical Bayes Rules for Selecting Good Binomial Populations. [pdf]
84-38. A. L. Rukhin. Improved Estimation in Lognormal Models. [pdf]
84-39. S. S. Gupta, J. C. Hsu. A Computer Package for Ranking, Selection, and Multiple Comparisons with the Best. [pdf]
84-40. P. Protter. Stochastic Integration without Tears (with Apology to P.A. Meyer). [pdf]
84-41. V. L. Anderson, K. C. Sinha, S. M. O'Brien. A Statistical Analysis of Shallow Patching Costs in Indiana for 1982-3. [pdf]
84-42. P. S. Puri. Jerzy Neyman (1894-1981) - An Appreciation. [pdf]
84-43. T. S. Lau, W. J. Studden. On an Extremal Problem of Fejer. [pdf]
84-44. S. S. Gupta, K. J. Miescke. Minimax Multiple t-tests for Comparing k-Normal Populations with a Control. [pdf]
84-45. R. P. Becker, G. P. McCabe. A Computer Program for Selecting Principal Variables. [pdf]
84-46. A. L. Rukhin.Estimating Normal Tail Probabilities. [pdf]
84-47. T. Matsui. Moments of a Rank Vector with Applications to Selection and Ranking. [pdf]
1985 Technical Reports
Technical Reports Home85-1. H. Rubin, T. Sellke. On the Distributions of Sums of Symmetric Random Variables and Vectors. [pdf]
85-2. A. Rukhin. Quadratic Estimators of Quadratic Functions of Normal Parameters. [pdf]
85-3. P. Protter. Semimartingales and Measure Preserving Flows. [pdf]
85-4. L. J. Gleser, R. J. Carroll, P. P. Gallo. The Limiting Distribution of Least Squares In An Errors-In-Variables Linear Regression Model. [pdf]
85-5. P. Protter. A Book Review of: Introduction to Stochastic Integration, by K. L. Chung and R. J. Williams; Stochastic Calculus and Applications, by R. J. Elliott; Semimartingales: A Course on Stochastic Processes, by M. Metivier. [pdf]
85-6. J. F. Angers, J. Berger. The Stein effect and Bayesian analysis: a reexamination. [pdf]
85-7. T. S. Salisbury. Three Problems from the Theory of Right Processes. [pdf]
85-8. R. Becker, K. C. S. Pillai. A Computer Program for Tests of Equality of Covariance Matrices. [pdf]
85-9. L. J. Gleser. Assessing Familiality of Cognitive Ability. [pdf]
85-10. T. Matsui. A Rating System and Its Applications to Ranking and Selection. [pdf]
85-11. S. S. Gupta. A Short Bibliography of Recent Developments in Selection and Ranking Procedures. [pdf]
85-12. Y. B. Lim, W. J. Studden, H. P. Wynn. A Note on Approximate D-Optimal Design for G x 2k. [pdf]
85-13. J. Berger, A. Das Gupta. Estimation of Multiple Gamma Scale-Parameters: Bayes Estimation Subject to Uniform Domination. [pdf]
85-14. S. Samuels, B. Chotlos. A Multiple Criteria Optimal Selection Problem. Published in Adaptive Statistical Procedures and Related Topics, IMS Monograph Series, Vol. 8, pp. 62-78, 1986.
85-15. L. Gleser, J. T. Hwang. The Nonexistence of 100(1 - α)% Confidence sets of Finite Expected Diameter in Errors-in-Variables and Related Models. [pdf]
85-16. S. S. Gupta, S. Panchapakesan. Selection and Ranking Procedures in Reliability Models. [pdf]
85-17. T. Sellke. Repeated-MLE Procedures for Stochastic Approximation in Quantal Response Problems. [pdf]
85-18. W.-C. Kim. A Lower Confidence Bound on the Probability of a Correct Selection. [pdf]
85-19. S. S. Gupta, T. Matsui. On the Least Favorable Configuration of a Selection Procedure Based on Ranks (this paper is now #87-2).
85-20. J. K. Sohn. (Thesis) Multiple Decision Procedures for Tukey's Generalized Lambda Distributions. [pdf]
85-21. T. Ramalingam. (Thesis) Statistical Properties of the File-Merging Methodology. [pdf]
85-22. V. Anderson, L. J. Cote, K. C. S. Pillai. Sampling United States Forests Using Landsat Data. [pdf]
85-23. P. S. Puri. A Branching Process Approach to a Problem Connected with a T.V. Game Show. [pdf]
85-24. W. J. Studden, Y. B. Lim, K. B. Constantine. Admissible and Optimal Exact Designs for Polynomial Regression. [pdf]
85-25. P. Protter. Semimartingales and Stochastic Differential Equations. [pdf]
85-26. A. L. Rukhin. Estimated Loss and Admissible Loss Estimators. [pdf]
85-27. A. L. Rukhin. Improved Estimation in Lognormal Regression Models. [pdf]
85-28. L. J. Gleser. Minimax Estimators of a Normal Mean Vector for Arbitrary Quadratic Loss and Unknown Covariance Matrix. [pdf]
85-29. S. S. Gupta and J. K. Sohn. Selection and Ranking Procedures for Tukey's Generalized Lambda Distributions: Symmetric Case. [pdf]
85-30. S. S. Gupta and K. J. Miescke. Optimum Two-Stage Selection Procedures for Weibull Populations. [pdf]
85-31. M. L. Samuels. Unequal Weights in the Two-Way Analysis of Variance. [pdf].
85-32. T. C. Liang. Isotonic Rules for Selecting Good Exponential Populations. [pdf]
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]
1987 Technical Reports
Technical Reports Home87-1. S. Lalley, H. Robbins. Stochastic Search in a Convex Region. [pdf]
87-2. S. S. Gupta, T. Matsui. On the Least Favorable Configuration of A Selection Procedure Based on Ranks. [pdf]
87-3. M. West. Probability Forecasting and Modelling Expert Opinion. [pdf]
87-4. S. S. Gupta, T.-C. Liang. Selecting the Best Exponential Population Based on Type-I Censored Data: A Bayesian Approach. [pdf]
87-5. S. S. Gupta, T.-C. Liang. On a Lower Confidence Bound for the Probability of a Correct Selection: Analytical and Simulation Studies. [pdf]
87-6. P. Protter. A Connection Between the Expansion of Filtrations and Girsanov's Theorem. [pdf]
87-7. A. DasGupta, A. Bose. Γ Minimax and Restricted-Bayes Estimation of Multiple Poisson Means Under e-Contaminations of the Subjective Prior. [pdf]
87-8. T.-C. Liang.On the Convergence Rates of Empirical Bayes Rules for Two-Action Problems: Discrete Case. [pdf]
87-9. S. N. Joshi, A. L. Rukhin. Asymptotic Estimation of Variance. [pdf]
87-10. J. Berger.Robust Bayesian Analysis: Sensitivity to the Prior. [pdf]
87-11. A. O'Hagan, J. O. Berger.Ranges of Posterior Probabilities for Quasi-Unimodal Priors with Specified Quantiles. [pdf]
87-12. M. E. Bock, H. Solomon. Distributions of Quadratic Forms. [pdf]
87-13. T. Kuczek. The Central Limit for the Right Edge of Supercritical Oriented Percolation. [pdf]
87-14. S. Lalley, T. Sellke. Travelling Waves in Inhomogeneous Branching Brownian Motions II. [pdf]
87-15. J. O. Berger, J. M. Bernardo. Estimating a Product of Means: Bayesian Analysis with Reference Priors. [pdf]
87-16. K. Lu, J. O. Berger. Estimation of Normal Means: The Estimated Loss Frequentist Approach. [pdf]
87-17. S. P. Lalley. A One-Dimensional Infiltration Game. [pdf]
87-18. M. E. Bock. Shrinkage Estimators: Pseudo-Bayes Rules for Normal Mean Vectors. [pdf]
87-19. S. K. Bhandari, A. Bose. Selecting the t-Best Cells in a Multinomial Distribution. [pdf]
87-20. W. J. Studden, W. P. Wynn. An Exact Piecewise Linear Confidence Band. This paper was not finished.
87-21. K. L. Lu, J. Berger. Estimated Confidence Procedures for Multivariate Normal Means. [pdf]
87-22. W. J. Studden. Note on Some Φp-Optimal Designs for Polynomial Regression. [pdf]
87-23. T. N. Sriram, A. Bose. Sequential Shrinkage Estimation in the General Linear Model. [pdf]
87-24. T.-C. Liang, S. Panchapakesan. Isotonic Selection with Respect to a Control: A Bayesian Approach. [pdf]
87-25. A. DasGupta, D. K. Dey, A. E. Gelfand. A New Inadmissibility Theorem with Applications to Estimation of Survival and Hazard Rates and Means in the Scale Parameter Family. [pdf]
87-26. S. Lalley. The Packing and Covering Functions of Some Self-Similar Fractals. [pdf]
87-27. H. Rubin. Robustness in Generalized Ridge Regression and Related Topics. [pdf]
87-28. L. Gleser. The Gamma Distribution as a Mixture of Exponential Distributions. [pdf]
87-29. B. Davis. Conditional Brownian Motion in Planar Domains. [pdf]
87-30. L. J. Cote. Hough Space and Confidence Intervals for Regression Lines. [pdf]
87-31. T. Kuczek, K. Crank. On a Self-Avoiding Random Walk. [pdf]
87-32. L. Gleser. Improved Estimators of Mean Response in Simulation when Control Variates are Used. [pdf]
87-33. C. Ji. Estimating Functionals of One-Dimensional Gibbs States. [pdf]
87-34. L. Gleser. Improved Estimators of Mean Response in Simulation when Control Variates with Unknown Covariance Matrix are Used. [pdf]
87-35. S.-H. Lee. A Two-Stage Elimination Type Selection Procedure for Stochastically Increasing Distribution: With an Application to Scale Parameters Problem. [pdf]
87-36. S. S. Gupta, K. J. Miescke. On Selecting the Best of k Lognormal Distributions. [pdf]
87-37. A. Bose. Edgeworth Correction by Bootstrap in Autoregressions. [pdf]
87-38. S. H. Han. Contributions to Selection and Ranking Theory with Special Reference to Logistic Populations. [pdf]
87-39. S. S. Gupta, S. H. Han. An Elimination Type Two-Stage Procedure for Selecting the Population with the Largest Mean from k Logistic Populations. [pdf]
87-40. S. P. Lalley. Renewal Theorems in Symbolic Dynamics, with Applications to Geodesic Flows, Noneuclidean Tessellations, and Their Fractal Limits. [pdf]
87-41. R. Banuelos, B. Davis. Heat Kernel, Eigenfunctions, and Conditioned Brownian Motion in Planar Domains. [pdf]
87-42. J. Shao. Estimating Heteroscedastic Variances in Linear Models I: A Resampling Empirical Bayesian Approach. [pdf]
87-43. J. Shao. Estimating Heteroscedastic Variances in Linear Models II: Properties of the Resampling Empirical Bayes Estimators. [pdf]
87-44. C. Robert. An Explicit Formula for the Risk of the Positive-Part James-Stein Estimator. [pdf]
87-45. C. Robert. A Lower Bound for the Risk of Classes of Shrinkage Estimators in a General Multivariate Estimation Problem and Some Deduced Estimators. [pdf]
87-46. D. Coster, C. S. Cheng. Minimum Cost Trend-Free Run Orders of Fractional Factorial Designs. [pdf]
87-47. J. Shao. Consistency of Jackknife Estimators of the Variances of Sample Quantiles. [pdf]
87-48. C. Ji. Sequential Scheduling of Priority Queues and Arm-Acquiring Bandits. [pdf]
87-49. See 88-17.
87-50. S. M. Samuels, W. J. Studden. Bonferroni-Type Probability Bounds as an Application of the Theory of Tchebycheff Systems. Published in the Karlin Festschrift: Papers in honor of Samuel Karlin's 65th birthday, pp. 271-290, Academic Press, 1989.
87-51. C. Robert, G. Casella. Improved Confidence Sets for Spherically Symmetric Distributions. [pdf]
87-52. C. Robert. Two Techniques of Integration by Parts and Some Applications. [pdf]
87-53. S. S. Gupta, T. C. Liang. On Bayes and Empirical Bayes Two-Stage Allocation Procedures for Selection Problems. [pdf]
87-54. G. J. Babu, A. Bose. Bootstrap Confidence Intervals. [pdf]
87-55. A. Bose. Bootstrap in Moving Average Models. [pdf]
87-56. M. L. Eaton, L. J. Gleser. Some Results on Convolutions and a Statistical Application. [pdf]
87-57. J. Shao. Jackknifing Weighted Least Squares Estimators. [pdf]
1988 Technical Reports
Technical Reports Home88-1. S. S. Gupta, T. C. Liang. Selecting the Best Binomial Population: Parametric Empirical Bayes Approach. [pdf]
88-2. J. Shao. Asymptotic Theory in Heteroscedastic Nonlinear Models. [pdf]
88-3. S. Lalley. Brownian Motion and the Distribution of Orbits of Polynomial Mappings of the Complex Plane. [pdf]
88-4. J. Shao. Half-Sample Estimation of Coverage Probability. [pdf]
88-5. J. O. Berger, J. M. Bernardo, M. Mendoza. On Priors that Maximize Expected Information. [pdf]
88-6. L. J. Gleser. T. W. Anderson's Contributions to the Study of Linear Statistical Relationship Models. [pdf]
88-7. G. Casella, C. Robert. Refining Poisson Confidence Intervals. [pdf]
88-8. M. L. Samuels, T.-F. C. Lu. Sample Size Requirements for the Back-of-the Envelope 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. [pdf]
88-10. J. Shao. Asymptotic Distribution of the Weighted Least Squares Estimator. [pdf]
88-11. J. Shao. A Large Sample Theory in Generalized Linear Models with Nuisance Scale Parameters. [pdf]
88-12. S. S. Gupta. Commentary on Harold Hotelling's Articles on the Teaching of Statistics. [pdf]
88-13. C. Ji. Estimating Potential Functions of One-Dimensional Gibbs States under Constraints. [pdf]
88-14. A. DasGupta, W. J. Studden. Robust Bayesian Analysis and Optimal Experimental Designs in Normal Linear Models With Many Parameter s - I. [pdf]
88-15. T. C. Liang. On The Convergence Rates of A Monotone Empirical Bayes Test For Uniform Distributions. [pdf]
88-16C. S. S. Gupta, T. C. Liang. On Empirical Bayes Selection Rules for Negative Binomial Populations. [pdf]
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. [pdf]
88-19. L. Gleser. The Importance of Assessing Measurement Reliability in Multivariate Regression. [pdf]
88-20C. T. C. Liang. On a Sequential Subset Selection Procedure for Exponential Family Distributions. [pdf]
88-21C. J. J. Deely, S. S. Gupta. Hierarchical Bayesian Selection Procedures for the Best Binomial Population. [pdf]
88-22. B. Davis. Reinforced Random Walk. [pdf]
88-23. S. S. Gupta, T. C. Liang. On a Sequential Subset Selection Procedure. [pdf]
88-24C. J. O. Berger, C. Robert. Subjective Hierarchical Bayes Estimation of a Multivariate Normal Mean: On the Frequentist Interface. [pdf]
88-25C. G. L. Yang. A Renewal Look of Switching Rules in MIL-STD-105D. [pdf]
88-26. M. Samuels, G. Casella, G. McCabe. Are Blocks Different from Random Factors? [pdf] Published in 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. [pdf]
88-28. S. K. Bhandari, A. Bose. Existence of Unbiased Estimates in Sequential Binomial Experiments. [pdf]
88-29. J. Shao. A Note on Bootstrap Variance Estimation. [pdf]
88-30. J. Shao. A Comparison of the Asymptotic Efficiency of Ordinary and Weighted Least Squares Estimators. [pdf]
88-31. D. C. Coster. Trend-Free Run Orders of Mixed-Level Fractional Factorial Designs. [pdf]
88-32C. S. Gupta, S. Panchapakesan. On Sequential Ranking and Selection Procedures. [pdf]
88-33C. J. Berger, J. F. Angers. Robust Hierarchical Bayes Estimation of Exchangeable Means. [pdf]
88-34C. W. J. Studden, A. DasGupta. Robust Bayesian Analysis and Optimal Experimental Designs in Normal Linear Models with Many Parameters-II. [pdf]
88-35. S. Lalley, T. Sellke. Limit Theorems for the Frontier of a One-Dimensional Branching Diffusion. [pdf]
88-36C. A. DasGupta, W. J. Studden. Frequentist Behavior of Robust Bayes Estimates of Normal Means. [pdf]
88-37. W.-L. Loh. Estimating Covariance Matrices I. [pdf]
88-38. K. S. Mak. Adaptive Tests. [pdf]
88-39. J. Shao. Monte Carlo Approximations in Bayesian Decision Theory. [pdf]
88-40. B. Boukai. An Explicit Expression for the Distribution of the Supremum of Brownian Motion with a Change-Point. [pdf]
88-41. D. Coster. Summary: Tables of Minimum Cost, Linear Trend-Free Run Sequences of Two- and Three-Level Fractional Factorial Designs. [pdf]
88-42. P. Protter. A Book Review of: The Malliavin Calculus. [pdf]
88-43. W. L. Loh. Estimating Covariance Matrices II. [pdf]
88-44. M.-N. Huang. Optimal Designs for Parallel Line Assay. [pdf]
88-45. B. Davis. Loss of Recurrence in Reinforced Random Walk. [pdf]
88-46. D. E. Axelrod, T. Kuczek. Clonal Heterogeneity in Populations of Normal Cells and Tumor Cells. [pdf]
88-47. P. S. Puri, J. B. Robertson, K. B. Sinha. A Matrix Limit Theorem with Applications to Probability Theory. [pdf]
88-48. W. L. Loh. Estimating the Common Mean of Two Multivariate Normal Distributions. [pdf]
88-49. A. Bose. Asymptotic Estimation in Non-Linear Autoregressive Time Series Models. [pdf]
88-50. E. Paradoux, P. Protter. Stochastic Volterra Equations with Anticipating Coefficients. [pdf]
88-51. P. Puri, H. Singh. On Recursive Formulas for Isotonic Regression Useful for Statistical Inference Under Order Restrictions. [pdf]
88-52. D. Coster. Factorial Run Orders by the Simulated Annealing Algorithm. [pdf]
88-53. S. He, J. Wang. On The Optimal Parking Problem. [pdf]
88-54. S. He, J. Wang. Thinning of Point Processes - Martingale Method. [pdf]
88-55. T. Kuczek. The Self-Avoiding Branching Random Walk. [pdf]
88-56. J. Shao. Statistical Functional, Differentiability and Jackknife. [pdf]
88-57. J. Shao. Functional Calculus and Asymptotic Theory for Statistical Analysis. [pdf]
88-58. J. Shao. Consistency of Jackknife Variance Estimators. [pdf]
88-59. J. Shao. Resampling Estimators for Generalized L-Statistics. [pdf]
88-60C. K. S. Lee. A Robust Subset Selection Procedure for Location Parameter Case Based on Hodges-Lehmann Estimators. [pdf]
88-61. J. Shao. Jackknife Variance Estimator for Two Sample Linear Rank Statistics. [pdf]
88-62. W.-L. Loh. On the Coverage Probability of Some Confidence Sets for a Multivariate Normal Mean. [pdf]
88-63C. A. DasGupta. Diameter and Volume Minimizing Confidence Sets in Bayes and Classical Problems. [pdf]
88-64C. J. Shao and S.-C. Chow. Monte Carlo Approximations in Bayesian Decision Theory Part II: Constructing Release Targets for Drug Products. [pdf]
88-65C. J. Shao. Monte Carlo Approximations in Bayesian Decision Theory Part III: Limiting Behavior of Monte Carlo Approximations. [pdf]
1989 Technical Reports
Technical Reports Home89-01. S. P. Lalley. Travelling Salesman with a Self-Similar Itinerary. [pdf]
89-02. D. Duffie, P. Protter. From Discrete to Continuous Time Finance: Weak Convergence of the Financial Gain Process. (This paper is now #91-63.) [pdf]
89-03. W. J. Buhler, P. S. Puri. The Linear Birth and Death Process under the Influence of Independently Occurring Disasters. [pdf]
89-04. W.-L. Loh. Rate of Poisson Convergence in Equiprobable Allocations. [pdf]
89-05. T. Kuczek, K. N. Crank. A Large Deviation Result for Processes. [pdf]
89-06. S. M. Samuels. Artificial Intelligence in Statistics. [pdf]
89-07. M. T. Barlow, P. Protter. On Convergence of Semimartingales. [pdf]
89-08C. T.-H. Fan, J. O. Berger. Exact Convolution of t Distributions, with Applications to Bayesian Inference for a Normal Mean with t Prior Distributions. [pdf]
89-09C. J. O. Berger. On the Inadmissibility of Unbiased Estimators. [pdf]
89-10. A. Bose, G. J. Babu. Accuracy of the Bootstrap Approximation. [pdf]
89-11. T. G. Kurtz, P. Protter. Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations. [pdf]
89-12. S. P. Lalley. Lecture Notes on Probabilistic Methods in Certain Counting Problems of Ergodic Theory. [pdf]
89-13. T.-C. Liang. Empirical Bayes Estimation of Binomial Parameter with Symmetric Priors. [pdf]
89-14. L.-Y. Leu, T.-C. Liang. Selection of the Best with a Preliminary Test for Two-Parameter Exponential Distributions. [pdf]
89-15. L.-Y. Leu. A Brief Bibliography of Statistical Classification Procedures: Decision-Theoretic Approach. [pdf]
89-16C. S. S. Gupta, L.-Y. Leu. Selecting the Fairest of k(≤2) m-sided Dice. [pdf]
89-17C. S. S. Gupta, L.-Y. Leu, T.-C. Liang. On Lower Confidence Bounds for PCS in Truncated Location Parameter Models. [pdf]
89-18C. T.-C. Liang. Empirical Bayes Selection for the Highest Probability of Success in Negative Binomial Distributions. [pdf]
89-19C. M.-S. Oh, J. O. Berger. Adaptive Importance Sampling in Monte Carlo Integration. [pdf]
89-20. A. DasGupta, W. J. Studden. Towards a Theory of Compromise Designs: Frequentist, Bayes, and Robust Bayes. [pdf]
89-21C. S. S. Gupta, L.-Y. Leu, T.-C. Liang. Selection of the Best with a Preliminary Test for Location-Scale Parametric Models. [pdf]
89-22C. S. S. Gupta, T.-C. Liang. On the Asymptotic Optimality of Certain Empirical Bayes Simultaneous Testing Procedures for Poisson Populations. [pdf]
89-23C. S. S. Gupta, K. J. Miescke. On Finding the Largest Normal Mean and Estimating the Selected Mean. [pdf]
89-24. S. P. Lalley. Brownian Motion and the Equilibrium Measure on the Julia Set of a Rational Mapping. [pdf]
89-25. J. C. Parnami, P. S. Puri, H. Singh. Solution of an Optimization Problem Arising in Maximum Likelihood Estimation of Ordered Distributions. [pdf]
89-26C. T.-H. Fan, J. O. Berger. Behavior of the Posterior Distribution and Inferences for a Normal Mean with t Prior Distributions. [pdf]
89-27C. S. S. Gupta, L.-Y. Leu. On a Classification Problem: Ranking and Selection Approach. [pdf]
89-28C. S. S. Gupta, D.-Y. Huang. On Detecting Influential Data and Selecting Regression Variables. [pdf]
89-29. S. M. El-Krunz, W. J. Studden. Bayesian Optimal Designs in Linear Regression Models. [pdf]
89-30. H. Rubin. Notes on Decision Theory. [pdf]
89-31C. J. O. Berger, J. M. Bernardo. Ordered Group Reference Priors with Applications to Multinomial and Variance Components Problems. [pdf]
89-32C. J. O. Berger, J. M. Bernardo. Reference Priors in a Variance Components Problem. [pdf]
89-33. M. L. Samuels. Statistical Reversion Toward the Mean: More Universal Than Regression Toward the Mean. Published in the American Statistician, Vol. 45, pp. 344-346, 1991.
89-34. B. Boukai, A. Bose. Sequential Estimation Procedure for the Two-Parameter Exponential Family of Distributions. [pdf]
89-35. T. Kuczek. Approaches to Modeling Kinetics of Colony Forming Experiments. [pdf]
89-36. P. Protter. Weak Convergence in Stochastic Analysis. [pdf]
89-37. L. Gleser, M. Tan. Minimax Estimation of Location Vectors in Elliptical Distribution with Unknown Scale Parameter. [pdf]
89-38C. J. O. Berger, J. Mortera. Bayesian Analysis with Limited Communication. [pdf]
89-39. M. Tan. Improved Estimators for the GMANOVA Problem: With Applications. [pdf]
89-40. D. K. H. Fong, J. O. Berger. Ranking, Estimation and Hypothesis Testing in Unbalanced Models - A Bayesian Approach. [pdf]
1990 Technical Reports
Technical Reports Home90-01C. S. S. Gupta, T.-C. Liang. Bayes and Empirical Bayes Rules for Selecting Fair Multinomial Populations. [pdf]
90-02. B. Davis. Intrinsic Ultracontractivity and the Dirichlet Laplacian. [pdf]
90-03. L. D. Brown, E. Greenshtein. Two-Sided Sequential Tests. [pdf]
90-04. E. Greenshtein. A Note on Bahadur's Transitivity. [pdf]
90-05C. J. Berger, K. Ye. Noninformative Priors for Inferences in Exponential Regression Models. [pdf]
90-06. S. N. Hande. Nonparametric Selection, Ranking and Testing. [pdf]
90-07. M. E. Lipschutz, S. M. Samuels. Ordinary Chondrites: Multivariate Statistical Analysis of Trace Element Contents. Published in Geochimica et Cosmochimica Acta, Vol. 55, pp. 19-34, 1991.
90-08. A. Basu, A. Bose, J. K. Ghosh. An Expository Review of Sequential Design and Allocation Rules. [pdf]
90-09. A. Bose, T. K. Chandra. Cesàro Uniform Integrability and Lp-Convergence. [pdf]
90-10. T.-C. Liang. Characterizing Exponential Distributions Via Conditional Independence. [pdf]
90-11. B. S. Clarke, A. R. Barron.. Bayes and Minimax Asymptotics of Entropy Risk. [pdf]
90-12. E. Greenshtein. Sequential Batch Sampling. [pdf]
90-13. T.-C. Liang. A Note on Characterizing Geometric Distributions. [pdf]
90-14. A. Bose, B. Boukai. Second Order Sequential Estimation Results for a Two-Parameter Exponential Family of Distributions. [pdf]
90-15. F. Perron. Monotonic Minimax Estimators of a 2×2 Covariance Matrix. [pdf]
90-16. F. Perron. Minimax Estimators of a Covariance Matrix. [pdf]
90-17. P. Müller. Monte Carlo Integration in General Dynamic Models. [pdf]
90-18. T. Kuczek, T. C. K. Chan. A Mathematical Model for Tumor Drug Resistance Based on Salvage Metabolism. [pdf]
90-19. E. Greenshtein. Comparison of Sequential Experiments. [pdf]
90-20. S. Lalley. Saddle-Point Approximations and Space-Time Martin Boundary for Nearest Neighbor Random Walk on a Homogeneous Tree. [pdf]
90-21. W.-L. Loh. Classification into Two Multivariate Normal Distributions with Equal Covariance Matrices. [pdf]
90-22. A. DasGupta, J. K. Ghosh, M.-M. Zen. Bayesian Analysis of a Multivariate Normal Mean with Flat Tailed Priors. [pdf]
90-23C. S. S. Gupta, N. Balakrishnan. Logistic Order Statistics and Their Properties. [pdf]
90-24C. F. Perron. Testing Independence with Additional Information. [pdf]
90-25C. S. S. Gupta, Y. Liao. Classical and Bayes-P* Subset Selection Procedures for Double Exponential Populations. [pdf]
90-26C. S. S. Gupta, S. N. Hande. On Some Parametric Selection Procedures. [pdf]
90-27C. S. S. Gupta. Recent Advances in Statistical Ranking and Selection: Theory and Methods. [pdf]
90-28C. S. Panchapakesan. Ranking and Selection Procedures for Logistic Populations. [pdf]
90-29C. J. A. C. Sanchez. Ranges of Posterior Means for Some Classes of Normal Hierarchical Priors. [pdf]
90-30. B. Davis. Intrinsic Ultracontractivity and Probability. [pdf]
90-31. D. R. Black, J. P. Sciacca, D. C. Coster. Body Mass Index and Likelihood of Health Care Dollar Utilization: Initiatives to Maintain or Promote Health. [pdf]
90-32C. J. O. Berger. A Comparison of Minimal Bayesian Tests of Precise Hypotheses. [pdf]
90-33C. S. S. Gupta, K. J. Miescke. On Combining Selection and Estimation in the Search for the Largest Binomial Parameter. [pdf]
90-34C. F. Perron. Estimation of a Mean Vector in Two Sample Problems. [pdf]
90-35C. L. S. Freedman, R. J. Carroll, Y. Wax. Estimating the Relationship Between Dietary Intake Obtained From a Food Frequency Questionnaire and True Average Intake. [pdf]
90-36C. E. I. George, C. Robert. Capture-Recapture Models and Bayesian Sampling. [New title: Calculating Bayes Estimates for Capture - Recaptured Models, revised 7/91.] [pdf]
90-37C. B. Ya. Levit. Approximately Integrable Linear Statistical Models in Non-Parametric Estimation. [pdf]
90-38C. J. O. Berger, J. Mortera. Interpreting the Stars in Precise Hypothesis Testing. [pdf]
90-39C. F. Perron. Confidence Sets Having the Shape of a Half Space. [pdf]
90-40. F.-C. Chang, J. H. B. Kemperman, W. J. Studden. A Normal Limit Theorem for Moment Sequences. [pdf]
90-41. J. Burt. Towards Agreement: Bayesian Experimental Design. [pdf]
90-42. A. DasGupta and M. Delampady. Γ-Minimax Estimation of Vector Parameters in Restricted Parameter Spaces. [pdf]
90-43C. R. J. Carroll, S. Pederson. Further Remarks on Robustness in the Logistic Regression Model. [pdf]
90-44. B.-S. So. On Adaptive Estimation in the Semiparametric Threshold AR (1) Model. [pdf]
90-45. B.-S. So. On Adaptive Estimation in the Non-Linear Threshold AR (1) Model. [pdf]
90-46. B. Clarke, J. R. Mittenthal. Modularity and Reliability in the Organization of Organisms. [pdf]
90-47. A. DasGupta, M. Delampady. Bayesian Hypothesis Testing with Symmetric and Unimodal Priors. [pdf]
90-48. S. Basu, A. DasGupta. Bayesian Analysis Under Distributions Bands: The Role of the Loss Function. [pdf]
90-49C. S. Sivaganesan, J. O. Berger. Robust Bayesian Analysis of the Binomial Empirical Bayes Problem. [pdf]
90-50. P. Protter, J. Jacod. A Remark on Stochastic Differential Equations with Markov Solutions. [pdf]
90-51. S. M. Samuels. An All-At-Once Proof of Ignatov's Theorem. Published in Strategies for Sequential Search and Selection in Real Time, Contemporary Mathematics, American Mathematical Society, Vol. 125, pp. 231-238, 1992.
90-52. S.-Y. Huang, W. J. Studden. Density Estimation Using Spline Projection Kernels. [pdf]
90-53. D. N. Politis, J. P. Romano. On the Sample Variance of Linear Statistics Derived from Mixing Sequences. [pdf]
90-54. T. G. Kurtz, P. Protter. Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations. [pdf]
90-55. E. Carlen, P. Protter. On Semimartingale Decompositions of Convex Functions of Semimartingales. [pdf]
90-56C. S. S. Gupta, Y. Liao. Subset Selection Procedures for the Binomial Models Based on Some Priors and Some Applications. [pdf]
90-57. S. P. Lalley. Finite Range Random Walk on Free Groups and Homogeneous Trees. [pdf] [revised pdf]
90-58C. B. Liseo. Elimination of Nuisance Parameters with Reference Noninformative Priors. [pdf]
90-59. A. W. Barbour, L. H. Y. Chen, W.-L. Loh. Compound Poisson Approximation for Nonnegative Random Variables Via Stein's Method. [pdf]
90-60C. S. S. Gupta, S. N. Hande. On Some Nonparametric Selection Procedures. (Revised and updated version of 90-26C.) [pdf]
90-61. C. Gu, G. Wahba. Semiparametric Anova with Tensor Product Thin Plate Splines. [pdf]
90-62C. S. S. Gupta, S. N. Hande. On Selecting a Population Close to a Control: A Nonparametric Approach. [pdf]
90-63C. M. Zen, A. DasGupta. Estimating a Binomial Parameter: Is Robust Bayes Real Bayes? [pdf]
90-64. A. DasGupta. Bounds on Asymptotic Relative Efficiencies of Robust Estimates of Locations for Contaminations by Scale Mixtures. [pdf]
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]
1992 Technical Reports
Technical Reports Home92-01. D. V. Lindley, J. J. Deely. Optimal Allocation in Stratified Sampling with Partial Information. [pdf]
92-02. D. N. Politis. Markov Chains in Many Dimensions. [pdf]
92-03. C. Gu. Smoothing Spline Density Estimation Under Biased Sampling. [pdf]
92-04. See #94-20
92-05C. J. O. Berger, D. Sun. Bayesian Analysis for the Poly-Weibull Distribution. [pdf]
92-06. J. Jacod, P. Protter. A Remark on the Weak Convergence of Processes in the Skorohod Topology. [pdf]
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. [pdf]
92-08. S. P. Lalley. Self-Intersections of Closed Geodesics on a Negatively Curved Surface: Statistical Regularities. [pdf]
92-09. S.-Y. C. Huang, W. J. Studden. An Equivalent Kernel Method for Least Squares Spline Regression. [pdf]
92-10. D. N. Politis. An Information Theoretic Proof of the Maximum Entropy Spectrum in n Dimensions. [pdf]
92-11C. D. Sun, J. O. Berger. Recent Developments in Bayesian Sequential Reliability Demonstration Testing. [pdf]
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. [pdf]
92-13. D. N. Politis. On the Maximum Entropy Problem with Autocorrelations Specified on a Lattice. [pdf]
92-14. W. L. Loh. Estimating the Mixing Density of a Mixture of Power Series Distributions. [pdf]
92-15C. S. S. Gupta, S. Panchapakesan. Selection and Screening Procedures in Multivariate Analysis. [pdf]
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. [pdf]
92-18. M.-H. Chen, B. Schmeiser. Performance of the Gibbs, Hit-and-Run, and Metropolis Samplers. [pdf]
92-19. B. Davis, B. Zhang. Moments of the Lifetime of Conditioned Brownian Motion in Cones. [pdf]
92-20C. A. DasGupta, S. Mukhopadhyay. Uniform and Subuniform Posterior Robustness: The Sample Size Problem. [pdf]
92-21. M. H. Chen, J. Deely. Application of a New Gibbs Hit-and-Run Sampler to a Constrained Linear Multiple Regression Problem. [pdf]
92-22. M. H. Chen. Importance Weighted Marginal Bayesian Posterior Density Estimation. [pdf]
92-23. B. Vidakovic, A. DasGupta. Efficiency of Linear Rules for Estimating a Bounded Normal Mean. [pdf]
92-24. A. Kanniganti, S. P. Lalley. The Frontier of a Branching Brownian Motion with Killing. [pdf]
92-25. C. Gu. Penalized Likelihood Hazard Estimation: Algorithm and Examples. [pdf]
92-26. D. N. Politis, J. P. Romano. Nonparametric Resampling for Homogeneous Strong Mixing Fields. [pdf]
92-27. H. Dette, W. J. Studden. A Geometric Solution of the Bayesian E-Optimal Design Problem. [pdf]
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. [pdf]
92-30. A. Kohatsu-Higa. Reflecting Stochastic Differential Equations with Jumps. [pdf]
92-31. H. Dette, B. Heiligers, W. J. Studden. Minimax Designs in Linear Regression Models. [pdf]
92-32. J. A. León, P. Protter. Some Formulas for Anticipative Girsanov Transformations. [pdf]
92-33C. J. Berger. The Present and Future of Bayesian Multivariate Analysis. [pdf]
92-34. A. DasGupta. Distributions Which are Gaussian Convolutions. [pdf]
92-35. D. Gatzouras, S. P. Lalley. Statistically Self-Affine Sets: Hausdorff and Box Dimensions. [pdf]
92-36. D. Politis, J. P. Romano. A General Theory for Large Sample Confidence Regions Based on Subsamples Under Minimal Assumptions. [pdf]
92-37. J. K. Ghosh, S. Ghoshal, T. Samanta. Stability and Convergence of Posterior in Non-Regular Problem. [pdf]
92-38. B. Vidakovic, A. DasGupta. Lower Bounds on Bayes Risks for Estimating a Normal Variance: with Applications. [pdf]
92-39. T. M. Sellke. A "Triple Birthday Problem" with an Application to Time to Failure in Latin Square Generation. [pdf]
92-40. S. Basu, A. DasGupta. The Mean, Median and Mode of Unimodal Distributions: A Characterization. [pdf]
92-41C. X. Xiong. Absorption Probability Distributions of Random Paths from Finite Populations. [pdf]
92-42. W. L. Loh. On M-Dependence and Edgeworth Expansions. [pdf]
92-43C. M. J. Bayarri, J. O. Berger. Robust Bayesian Bounds for Outlier Detection. [pdf]
92-44C. J. O. Berger, Ming-Hui Chen. Predicting Retirement Patterns: Prediction for a Multinomial Distribution with Constrained Parameter Space. [pdf]
92-45C. J. O. Berger, R-y. Yang. Noninformative Priors and Bayesian Testing for the AR(1) Model. [pdf]
92-46C. S. Sivaganesan, L. M. Berliner, J. O. Berger. Optimal Robust Credible Sets for Contaminated Priors. [pdf]
92-47. T. Sellke. How Many IID Samples Does It Take to See All the Balls in a Box? [pdf]
92-48C. G. Li, H. Doss. Generalized Pearson-Fisher Chi-Square Goodness-of-Fit Tests, with Applications to Models with Life History Data. [pdf]
92-49. D. N. Politis, J. P. Romano. Limit Theorems for Weakly Dependent Hilbert Space Valued Random Variables with Application to the Stationary Bootstrap. [pdf]
92-50. D. N. Politis, J. P. Romano. Bias-Corrected Nonparametric Spectral Estimation. [pdf]
92-51. T. Sellke, J. Overdeck. How Many Geometric (p) Samples Does it Take to see all the Balls in a Box? [pdf]
92-52C. J. Berger, E. Moreno. Bayesian Robustness in Bidimensional Models: Prior Independence. [pdf]
92-53. D. N. Politis, J. P. Romano. On a Smoothing Kernel of Infinite Order. [pdf]
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. [pdf]
1993 Technical Reports
Technical Reports Home93-1. S. S. Gupta, T. C. Liang, R.-B. Rau. Empirical Bayes Rules for Selecting the Best Normal Population Compared with a Control. [pdf]
93-2. P. Protter, J. San Martin. Polymers Moving in a Fluid.
93-3C. S. S. Gupta, B. Miao, D. Sun. A Two-Stage Procedure for Selecting the Population with the Largest Mean When the Common Variance is Unknown. [pdf]
93-4. A. Bose, D. N. Politis. A Review of the Bootstrap for Dependent Samples. [pdf]
93-5. H. Dette, W. J. Studden. Some New Asymptotic Properties for the Zeros of Jacobi, Laguerre and Hermite Polynomials. [pdf]
93-6. M. J. Bayarri, J. O. Berger. Robust Bayesian Analysis of Selection Models. [pdf]
93-7. W.-L. Loh. On Linear Discriminant Analysis with Adaptive Ridge Classification Rules. [pdf]
93-8. Z. Wang. Some Properties of Spectral Density Functions in Down Sampling a Stationary Process and a Version of Ruelle's General Perron-Froebenius Theorem. [pdf]
93-9. Z. Wang. Estimating a Hölder Continuous Function from a Noisy Sample via Shrinkage and Truncation of Wavelet Coefficients. [pdf]
93-10. T. Sellke. Recurrence of Reinforced Random Walk on a Ladder. [pdf]
93-11C. M. J. Bayarri, J. O. Berger. Applications and Limitations of Robust Bayesian Bounds and Type II MLE. [pdf]
93-12C. S. Mukhopadhyay, A. DasGupta. Uniform approximation of Bayes Solutions and Posteriors: Frequentistly Valid Bayes Inference. [pdf]
93-13C. R. Yang, J. O. Berger. Estimation of a Covariance Matrix Using the Reference Prior. [pdf]
93-14C. J. O. Berger, L. D. Brown, R. L. Wolpert. A Unified Conditional Frequentist and Bayesian Test for Fixed and Sequential Simple Hypothesis Testing. [pdf]
93-15. X. Xiong. Principle of Generalized Conditional PLR Sequential Test and Its Applications. [pdf]
93-16C. G. Li, H. Doss. An Approach to Nonparametric Regression for Life History Data Using Local Linear Fitting. [pdf]
93-17C. J. O. Berger, D. Sun. Bayesian Inference for a Class of Poly-Weibull Distributions. [pdf]
93-18. H. Ahn, P. Protter. A Remark on Stochastic Integration. [pdf]
93-19. I. Hueter, S. P. Lalley. Falconer's Formula for the Hausdorff Dimension of a Self Affine Set in R2. [pdf]
93-20. J. Ma, P. Protter, J. Yong. Solving Forward-Backward Stochastic Differential Equations Explicitly - A Four Step Scheme. [pdf]
93-21C. S. S. Gupta, T. C. Liang, R. B. Rau. Empirical Bayes Two-Stage Procedures for Selecting the Best Normal Population Compared with a control. [pdf]
93-22. H. S. Oh, A. DasGupta. Robustness of Stein's Two Stage Procedures. [pdf]
93-23. M. Gasparini. Bayesian Density Estimation Via Dirichlet Density Processes. [pdf]
93-24. G. Li. A Note on Nonparametric Likelihood Ratio Estimation of Survival Probabilities for Censored Data. [pdf]
93-25. H. S. Oh, A. DasGupta. Efficiency and Minimaxity of Bayes Sequential Procedures in Simple Versus Simple Hypothesis Testing for a General Nonregular Models. [pdf]
93-26C. D. Sun. Integrable Expansions for Posterior Distributions for a Two Parameter Exponential Family. [pdf]
93-27C. D. Sun, K. Ye. Reference Prior Bayesian Analysis for Normal Mean Products. [pdf]
93-28. C. Gu. Structural Multivariate Function Estimation: Some Automatic Density and Hazard Estimates. [pdf]
93-29. S. P. Lalley. Return Probabilities for Random Walk on a Half-Line. [pdf]
93-30. C. Gu. Smoothing Spline Density Estimation: Conditional Distribution. [pdf]
93-31C. H. Dette. New Bounds for Hahn and Krawtchouk Polynomials. [pdf]
93-32. S. S. Gupta, K. J. Miescke. Bayesian Look Ahead One Stage Sampling Allocations for Selecting the Largest of k ≥ 3 Normal Means. [pdf]
93-33. H. Dette. Optimal Designs for Identifying the Degree of a Polynomial Regression. [pdf]
93-34C. J. O. Berger, W. E. Strawderman. Choice of Hierarchical Priors: Admissibility in Estimation of Normal Means. [pdf]
93-35. A. DasGupta. Comparing the Sample Mean and Median in Measurement Error Models. [pdf]
93-36. E. Crowley. Estimation of Clustered Parameters. [pdf]
93-37. E. Crowley. Product Partition Models for Normal Means. [pdf]
93-38. A. DasGupta, H. Rubin. Bayes Estimates as Expander in One and Two Dimensions. [pdf]
93-39. I. Hueter. Limit Theorems for the Convex Hull of Random Points in Higher Dimensions. [pdf]
93-40. R. Yang, M. H. Chen. Bayesian Analysis for Random Coefficient Regression Models Using Noninformative Priors. [pdf]
93-41. B. Davis. An Elementary Proof of the Local Central Limit Theorem. [pdf]
93-42. H. Dette, W. J. Studden. Optimal Designs for Polynomial Regression When the Degree is Not Known. [pdf]
93-43C. J. O. Berger, L. R. Pericchi. The Intrinsic Bayes Factor for Model Selection and Prediction. [pdf]
93-44. D. N. Politis, J. P. Romano, L. You. Uniform Confidence Bands for the Spectrum Based on Subsamples. [pdf]
93-45. A. DasGupta. Fourier Analytic Characterizations of Bayes Rules. [pdf]
93-46. W.-L. Loh, C.-H. Zhang. Rates of Convergence of Orthogonal Polynomial Estimates for a Mixing Density. [pdf]
93-47. W.-L. Loh, C.-H. Zhang. Global Properties of Kernel Estimators for Mixing Densities in Exponential Family Models for Discrete Variables. [pdf]
93-48. A. DasGupta. The Solvability of the Convolution Equation Xd= Z + Y. [pdf]
93-49. D. N. Politis. Introduction to Bootstrap Methods in Statistics. [pdf]
93-50. C. Armero, M. J. Bayarri. A Bayesian Analysis of a Queueing System with Unlimited Service. [pdf]
93-51. D. N. Politis. Induction and Recursion in n Dimensions. [pdf]
93-52. W. L. Loh. On Latin Hypercube Sampling. [pdf]
93-53C. J. O. Berger. An Overview of Robust Bayesian Analysis. [pdf]
93-54C. S. S. Gupta, T. C. Liang. Empirical Bayes Approach to Selection Problems with Special Reference to Multinomial Populations. [pdf]
93-55. C. Gu. Model Indexing and Model Selection in Nonparametric Function Estimation. [pdf]
1994 Technical Reports
Technical Reports Home94-1C. S. S. Gupta, L.-Y. Leu, T. C. Liang. Simultaneous Selection for Homogeneous Multinomial Populations Based on Entropy Function: An Empirical Bayes Approach. [pdf]
94-2. H. S. Oh, A. DasGupta. Comparison of the P-value and Posterior Probability of a Sharp Null Hypothesis. [pdf]
94-3. A. DasGupta. Discussion of "An Overview of Robust Bayesian Analysis" by James Berger. Self Contained: Original Discussion Not Included. [pdf]
94-4. W.-L. Loh. A Combinatorial Central Limit Theorem for Randomized Orthogonal Array Sampling Designs. [pdf]
94-5. D. N. Politis. Bias-Corrected Nonparametric Spectral Estimation II. [pdf]
94-6. M. Gasparini. Exact Multivariate Bayesian Bootstrap Distributions of Moments. [pdf]
94-7. A. Kohatsu, P. Protter. The Euler Scheme for SDE's Driven by Semimartingale. [pdf]
94-8. X. Tang. Effect of Dimension in Multivariate Deconvolution Problems. [pdf]
94-9C. T. Gastaldi, S. S. Gupta. Minimax Type Procedures for Nonparametric Selection of the "Best" Population with Partially Classified Data. [pdf]
94-10C. J. O. Berger, L. R. Pericchi. The Intrinsic Bayes Factor for Linear Models. [pdf]
94-11. H. Rubin, K. S. Song. Exact Computation of the Asymptotic Efficiency of Maximum Likelihood Estimators of a Discontinuous Signal in a Gaussian White Noise. [pdf]
94-12C. S. S. Gupta, T. Gastaldi. On Some Search Strategies in Reliability Estimation under Random Censorship Models. [pdf]
94-13. S. P. Lalley. Riffle Shuffles and Dynamical Systems on the Unit Interval. [pdf]
94-14. D. N. Politis, J. P. Romano. On Flat-top Kernel Spectral Density Estimators for Homogeneous Random Fields. [pdf]
94-15. J. Dmochowski. Intrinsic Priors Via Kuelback-Leibler Geometry. [pdf]
94-16. A. DasGupta. An Examination of Bayesian Methods and Inference: In Search of the Truth. [pdf]
94-17. T. Sellke. A Generalized Gauss-Chebyshev Inequalities for Unimodal Distributions. [pdf]
94-18C. S. Gupta, T. C. Liang. Selecting Good Normal Regression Models: An Empirical Bayes Approach. [pdf]
94-19C. A. DasGupta, B. Vidakovic. Sample Size Problems in ANOVA: Bayesian Point of View. [pdf]
94-20. S. M. Samuels. Sufficiently Noninformative Priors for the Secretary Problem; the Case: n=3. [pdf]
94-21C. J. O. Berger, G. Salinetti. Approximations of Bayes Decision Problems: the Epigraphical Approach. [pdf]
94-22. B. Davis. Path Convergence of Random Walk Partly Reflected at Extrema. [pdf]
94-23C. G. S. Datta, J. K. Ghosh. Probability Matching Equation for a Parametric Function. [pdf]
94-24C. G.S. Datta, J.K. Ghosh. Noninformative Priors for Invariant Parameter in group Models. [pdf]
94-25C. Y. Wang, J. O. Berger, B. Boukai. Unified Frequentist and Bayesian Testing of a Precise Hypothesis. [pdf]
94-26. T. Sellke. Reinforced Random Walk on the d-dimensional Integer Lattice. [pdf]
94-27. H. Dette, J. Pittman, W. J. Studden. A new duality relation for random walks. [pdf]
94-28. W. -L. Loh. Estimating the Integral of a Squared Regression Function with Latin Hypercube Sampling. [pdf]
94-29. S. P. Lalley. Cycle Structure of Riffle Shuffles. [pdf]
94-30. S. S. Gupta, K.J. Miescke. Bayesian Look Ahead One-Stage Sampling Allocations for Selection of the Best Population. [pdf]
94-31. M. J. Bayarri, B. Font. Bayesian Analysis of "Random Routes". [pdf]
94-32. M. J. Bayarri, B. Font. A (Bayesian) Note on Non-Random Samples from Finite Population. [pdf]
94-33. C. A. O'Cinneide, P. Protter. An Elementary Approach to Naturality, Predictability, and the Fundamental Theorem of Local Martingales. [pdf]
94-34. H. Föllmer, P. Protter, and A. N. Shiryaeu. Quadratic Covariation and an Extension of Itô's Formula. [pdf]
94-35C. D. Ríos Insua, J. Martín. On the Foundations of Robust Bayesian Statistics. [pdf]
1995 Technical Reports
Technical Reports Home95-1. W.-L. Loh, C.-H. Zhang. On Estimating Mixing Densities in Exponential Family Models for Discrete Variables II. [pdf]
95-2. W.-L. Loh. On the Convergence Rate to Normality of Latin Hypercube Sampling U-Statistics. [pdf]
95-3. Z. He, W. J. Studden, D. Sun. Optimal Designs for Rational Models. [pdf]
95-4. A. DasGupta. Review of Optimal Bayes Designs. [pdf]
95-5. M. L. Abate, G. P. McCabe. Instrument Reliability and Power. [pdf] Published in the Proceedings of the 1995 Social Statistics Section of the American Statistical Association, pp. 221-224, 1995.
95-6. A. DasGupta, H. Rubin. A Purely Probabilistic Method for Finding Deterministic Sums. [pdf]
95-7C. J. Berger, L. R. Pericchi, J. Varshavsky. Bayes Factors and Marginal Distributions in Invariant Situations. [pdf]
95-8. D. N. Politis, J. P. Romano. Multivariate Density Estimation with General Flat-Top Kernels of Infinite Order. [pdf]
95-9. D. S. Moore. Statistics Research: The Next Ten Years. [pdf] Published in Statistics and Computing, Vol. 3, pp. 200-201, 1993.
95-10. D. S. Moore, G. W. Cobb, J. Garfield, W. Q. Meeker. Statistics Education Fin de Siècle. [pdf] Published in The American Statistician, Vol. 49, pp. 250-260, 1995.
95-11. D. S. Moore. Probability and Statistics in a Mathematics Core. [pdf] Published in Confronting the Core Curriculum, Editor J. Dossey, pp. 93-98, 1997.
95-12. D. S. Moore. Quality, Statisticians, and Universities. [pdf] Published in Statistics for Quality, Editor S. Ghosh, pp. 21-26, 1997.
95-13. P. F. Velleman, D. S. Moore. Multimedia for Teaching Statistics: Promises and Pitfalls. [pdf] Published in The American Statistician, Vol. 50, pp. 217-225, 1996.
95-14. D. S. Moore, V. Verma. Social Statistics: Mathematics Meets Policy. [pdf] Published in UMAP Journal, Vol. 20, pp. 37-56, 2000.
95-15. S. Lalley. Random series in Powers of Algebraic Integers: Hausdorff Dimension of the Limit Distribution. [pdf]
95-16. M. Gasparini. Scale Symmetric Loss Functions for Bayesian Analysis. [pdf]
95-17C. J. Berger. Recent Developments and Applications of Bayesian Analysis. [pdf]
95-18C. J. Berger, L. R. Pericchi. On the Justification of Default and Intrinsic Bayes Factors. [pdf]
95-19. D. N. Politis. A Primer on Bootstrap Methods in Statistics. [pdf]
95-20. P. Bertail, D. N. Politis, J. P. Romano. On the Subsampling Estimates with Unknown Rate of Convergence. [pdf]
95-21. J. Douglas Jr., J. Ma, P. Protter. Numerical Methods for Forward-Backward Stochastic Differential Equations. [pdf]
95-22. A. DasGupta, W. E. Strawderman. All Estimates with a Given Risk, Riccati Differential Equations, and a New Proof of a Theorem of Brown. [pdf]
95-23. J. Varshavsky. Intrinsic Bayes Factors for Model Selection with Autoregressive Data. [pdf]
95-24. A. DasGupta. Winning at Craps with a Random Die. [pdf]
95-25C. T. C. Liang. Empirical Bayes Test for Dependent Data: Discrete Case. [pdf]
95-26C. T. C. Liang. Simultaneously Selecting Normal Populations Close to a Control. [pdf]
95-27C. S. S. Gupta, T. C. Liang. Simultaneous Lower Confidence Bounds for Probabilities of Correct Selections. [pdf]
95-28. S. P. Lalley. b-Expansions with Deleted Digits for Pisot Numbers b. [pdf]
95-29C. S. S. Gupta, S. Panchapakesan. Design of Experiments with Selection and Ranking Goals. [pdf]
95-30. A. DasGupta. The Use and Abuse of the Q-Q Plot: Some Asymptotic Theory. [pdf]
95-31. M. Pensky, R.S. Singh. Empirical Bayes Estimation of Reliability Characteristics for an Exponential Family. [pdf]
95-32. P. Protter, D. Nualart. Skorohod Integral of a Product of Two Stochastic Processes. [pdf]
95-33. K. Iwaki. Posterior Expected Marginal Likelihood for Testing Hypotheses. (This paper is now 96-13).
95-34. R. J. Serinko. Ergodic Theorems Arising in Correlation Dimension Estimation. [pdf]
95-35. M. Beibel, H. R. Lerche. A New Look at Warrant Pricing and Related Optimal Stopping Problems. [pdf]
95-36. H. Dette, W. J. Studden. How Many Random Walks Correspond To a Given Set of Return Probabilities to the Origin? [pdf]
95-37. M. Penskaya. Nonparametric Empirical Bayes Estimation of the Matrix Parameter of Wishart Distribution. [pdf]
95-38. P. Protter, D. Talay. The Euler Scheme for Levy Driven Stochastic Differential Equations. [pdf]
95-39. J. Ma, P. Protter, J.-S. Martin. Anticipating Integrals for a Class of Martingales. [pdf]
95-40. B. Davis. On the Equation Yt = βt + α
| sup s≤t |
| inf s≤t |
95-41. D. Politis, J. Romano, M. Wolf. Subsampling for Nonstationary Time Series. [pdf]
95-42C. S. S. Gupta, T. C. Liang. On Simultaneous Selection of Good Populations. [pdf]
95-43. S. P. Lalley, T. Sellke. Hyperbolic Branching Brownian Motion. [pdf]
95-44C. S. S. Gupta, D. Y. Huang, S. Panchapakesan. Multiple Decision Procedures In Analysis of Variance and Regression Analysis. [pdf]
95-45C. S. S. Gupta, K. J. Miescke. Bayesian Look-Ahead Sampling Allocations for Selecting the Best Bernoulli Population. [pdf]
95-46. M. E. Bock, G. J. Pliego. Estimating Functions with Wavelets: Using a Daubechies Wavelet in Nonparametric Regression. [pdf]
1996 Technical Reports
Technical Reports Home96-1. Pulled by author.
96-2. A. Bose. Bahadur Representation of M Estimates Based on V Functionals. [pdf]
96-3. M. Gasparini, P. Ma. The Multivariate Fermi-Dirac Distribution and Its Statistical Applications. [pdf]
96-4. A. Bose. A Glivenko-Cantelli Theorem and Strong Laws for L-Statistics. [pdf]
96-5. A. Bose. A Note on the Marcinkiewicz Zygmund Strong Law. [pdf]
96-6. A. DasGupta. Brownian Paths Observed at Discrete Random Times and Connections to the Simple Random Walk. [Replaced by #97-23.]
96-7C. J. O. Berger, B. Liseo, R. L. Wolpert. Integrated Likelihood Methods for Eliminating Nuisance Parameters. [pdf]
96-8. A. DasGupta. Distinguishing a Brownian Bridge from a Brownian Motion with Drift. [pdf]
96-9C. J. O. Berger. Bayes Factors. [pdf]
96-10C. J. O. Berger, A. Philippe, C. Robert. Estimation of Quadratic Functions: Noninformative Priors for Non-Centrality Parameters. [pdf]
96-11. A. Bose, N. K. Neerchal. Estimation of Variance from Ranked Set Samples. [pdf]
96-12. A. Bose, D. Kushary. Jackknife and Weighted Jackknife Estimates of the Variance of M-Estimators in Linear Regression. [pdf]
96-13. K. Iwaki. Posterior Expected Marginal Likelihood for Testing Hypotheses. [pdf]
96-14. J. Berger. Some Recent Developments in Bayesian Analysis, with Astronomical Illustrations. [pdf]
96-15. T. G. Kurtz, P. E. Protter. Weak Convergence of Stochastic Integrals and Differential Equations I. [pdf]
96-16. T. G. Kurtz, P. E. Protter. Weak Convergence of Stochastic Integrals and Differential Equations II: Infinite Dimensional Case. [pdf]
96-17. T-C. Liang. Empirical Bayes Two-Tail Tests in a Discrete Exponential Family. [pdf]
96-18C. S. S. Gupta, T-C. Liang. Selecting Good Exponential Populations Compared with a Control: A Nonparametric Empirical Bayes Approach. [pdf]
96-19. L. Chen, Y. Zhang. Large Sample Properties of a Series Estimations of Cross-Validation in Linear Regression Models. [pdf]
96-20. N. D. Shyamalkumar. Estimation of a Survival Function in a Sub-Class of a Uniformly Stochastically Dominated Family. [pdf]
96-21. N. D. Shyamalkumar. Partial Posterior Consistency using Dirichlet Priors in Estimation of Survival Function. [pdf]
96-22. N. D. Shyamalkumar. Bayesian Robustness with Asymptotically Nice Classes of Priors. [pdf]
96-23. N. D. Shyamalkumar. Bayesian Robustness with Respect to the Likelihood. [pdf]
96-24. N. D. Shyamalkumar. Cyclic I0 Projections and Its Applications to Statistics. [pdf]
96-25C. S. S. Gupta, T-C. Liang. On Empirical Bayes Simultaneous Selection Procedures for Comparing Normal Populations with a Standard. [pdf]
96-26. A. Kleyner, S. Bhagath, M. Gasparini, J. Robinson, M. Bender. Bayesian Techniques to Reduce the Sample Size in Automotive Electronics Attribute Testing. [pdf]
96-27. A. DasGupta, L. R. Haff, W. E. Strawderman. The Heat Equation, Stein's Lemma and an Expectation Identity: With Applications. [pdf]
96-28. Pulled by author.
96-29. This number was not used.
96-30. A. DasGupta, W. Strawderman. Correlation Between a Parameter and an Estimate: Facts, Formulae, Examples. [pdf]
96-31C. T. C. Liang. On Empirical Bayes Two-Stage Test in a Discrete Exponential Family. [pdf]
96-32. S. P. Lalley. Percolation on Fuchsian Groups. [pdf]
96-33. D. S. Moore. Bayes for Beginners? Some Reasons to Hesitate. [pdf] Published in The American Statistician, Vol. 51, pp. 254-261 and 272-274, 1997.
96-34C. K. Iwaki. Noninformative Prior for Model Selection. [pdf]
96-35. G. P. McCabe. Analysis of a class of nonlinear regression models with correlated and uncorrelated errors. (Paper was withdrawn)
96-36. J. Jacod, P. Protter. Asymptotic Error Distributions for the Euler Method for stochastic Differential Equations. [pdf]
96-37. D. S. Moore. New Pedagogy and New Content: The Case of Statistics. [pdf] Published in International Statistical Review, Vol. 65, pp. 123-165, 1997.
96-38. B. Davis. Distribution of Brownium Local Time on Curves. [pdf]
96-39. W. Wang, A. Dasgupta, J. T. G. Hwang. Statistical Tests for Multivariate Bioequivalence. [pdf]
96-40. A. Dasgupta.Asymptotic Relative Efficiency. [pdf]
96-41. T. Cai. Minimax Wavelet Estimation Via Block Thresholding. [pdf]
96-42. S. P. Lalley, T. Sellke. Limit Set of a Weekly Supercritical Contact Process on a Homogeneous Tree. [pdf]
1997 Technical Reports
Technical Reports Home97-01. J. Deely, W. Johnson. Normal Means Revisited. [pdf]
97-02. R. W. Doerge, Z-B Zeng, B. S. Weir. Statistical Issues in the Search for Genes Affecting Quantitative Traits in Experimental Populations. [pdf]
97-03C. S. S. Gupta, S. He. Selecting the Best Weibull Population Based on Type-I Censored Data: A Bayesian Approach. [pdf]
97-04. S. P. Lalley. Growth Profile and Invariant Measures for the Weakly Sypercritical Contact Process on a Homogeneous Tree. [pdf]
97-05. T. Cai. On Adaptivity of BlockShrink Wavelet Estimator Over Besov Spaces. [pdf]
97-06. T. Cai, L. D. Brown. Wavelet Shrinkage for Nonequispaced Samples. [pdf]
97-07. P. Protter, M. Dritschel. Complete Markets with Discontinuous Security Price. [pdf]
97-08. Y. Lim, J. Sacks, W. J. Studden, W. Welch. Designs and Analysis of Computer Experiments when the Output is Highly Correlated Over the Input Space. [pdf]
97-09C. T.-C. Liang, S. S. Gupta. Selecting the Most Reliable Poisson Population Provided it is Better than a Control: A Nonparametric Empirical Bayes Approach. [pdf]
97-10. A. DasGupta. A Peculiar Exact Connection Between the Brownian Motion and the Simple Random Walk. [pdf]
97-11. A. DasGupta. Some Results on the Curse of Dimensionality and Sample Size Recommendations. [pdf]
97-12C. K. Miescke. Bayes Sampling Designs for Selection Procedures. [pdf]
97-13. R. W. Doerge, W. S. Sobral. Assessing Genetic Diversity in Germplasm Collections Using Molecular Markers. [pdf]
97-14. S. P. Lalley. Beneath the Noise, Chaos. [pdf]
97-15. L. D. Brown, T. Cai. Wavelet Regression for Random Uniform Design. [pdf]
97-16C. S. S. Gupta, T.-C. Liang, X. Lin. Empirical Bayes Two-Stage Selection Procdures for Selecting the Best Bernoulli Treatment Using the Inverse Sampling. [pdf]
97-17. B. Davis. Brownian Motion and Random Walk Perturbed at Extrema. [pdf]
97-18C. S. S. Gupta, X. Lin. A Selection Problem in Measurement Error Models. [pdf]
97-19. L. Zhengyan. The Berry-Esseen Bound for Studentized U-Statistics. [pdf]
97-20. L. Zhengyuan. On the Increments of l∞ Valued Gaussian Processes. [pdf]
97-21. A. DasGupta. On the Determinacy of Powers, Products and Convolutions. [pdf]
97-22. A. DasGupta, B. Sinha. A New General Interpretation of the Stein Estimate and How it Adapts: With Applications. [pdf]
97-23. A. DasGupta, H. Rubin. Zero Crossings of a Gaussian Process Observed at Discrete Random Times and Some Peculiar Connectionns to the Simple Random Walk. [pdf] [Replaces #96-6]
97-24. A. DasGupta. Some Consequences of a Peculiar Combinatorial Identity. [pdf]
97-25. M.-M. Zen, A. DasGupta. Bayesian Design for Clinical Trials with a Constraint on the Total Available Dose. [pdf]
1998 Technical Reports
Technical Reports Home98-01. C. Zang, A. DasGupta. Bayesian Inference Under Long-Range Dependence: Damage, Detection, Computation, Asymptotics. [pdf]
98-02. A. DasGupta. On a Differential Equation and One Step Recursion for Poisson Moments. [pdf]
98-03C. S. S. Gupta, Z. Lin, X. Lin. Empirical Bayes Selection Procedures for Selecting the Best Logistic Population Compared with a Control.
98-04. G. Casella, A. DasGupta, M. Delampady, H. Rubin, W. E. Strawderman. Correlation in a Formal Bayes Framework. [pdf]
98-05. H. Föllmer, P. Protter. On Itô's Formula for d-Dimensional Brownian Motion. [pdf]
98-06. H. Dette, N. Neumeyer. A Note on a Specification Test of Independence. [pdf]
98-07. T. Cai. Adaptive Wavelet Estimation: A Block Thresholding and Oracle Inequality Approach. [pdf]
98-08C. S. S. Gupta, F. Liese. Asymptotic Distribution of the Random Regret Risk for Selecting Exponential Populations. [pdf]
98-09. P. Protter. A Book Review of Seven Recently Published Books On Probabilistic Finance Theory (To Appear in SIAM Review). [pdf]
98-10. Pulled by author.
98-11. B. A. Craig, D. G. Fryback, R. Klein, B. E. K. Klein. Modeling the Natural History of Younger-Onset Insulin-Dependent Diabetic Retinopathy. [pdf]
98-12. B. A. Craig, P. P. Sendi. Estimating the Transition Matrix of a Homogeneous Markov Chain. [pdf]
98-13. T. Cai, B. W. Silverman. Incorporating Information on Neighboring Coefficients into Wavelet Estimation. [pdf]
98-14. Technical Report was pulled per author.
98-15. D. Nettleton, R. W. Doerge. Accounting for Variability in the Use of Permutation Testing to Detect Quantitative Trait Loci. [pdf]
98-16. F. Liese. Asymptotic Distribution of The Random Regret Risk of The Gupta-Liang Rule for Selecting Good Gamma Distributions. [pdf]
98-17. P. D. Moral, J. Jacod, P. Protter. The Monte-Carlo Method for Filtering with Discrete-Time Observations. [pdf]
98-18. S. S. Gupta, K. J. Mieske. On the Performance of Subset Selection Procedures Under Normality. [pdf]
98-19. This number was not used.
98-20. A. DasGupta. Best Constants in Chebyshev Inequalities with Various Applications. [pdf]
98-21. R. W. Doerge, B. A. Craig. Model Selection for Quantitative Trait Locus Analysis in Polyploids. [pdf]
98-22. J. Jacod, S. Méléard, P. Protter. Explicit Form and Robustness of Martingale Representations. [pdf]
1999 Technical Reports
Technical Reports Home99-01. A. DasGupta. The matching problem with random decks and the exact error of the Poisson approximation. [pdf]
99-02. Y. Wu. Wavelet Estimation for Nonparametric Regression: Beyond Gaussian Noise I. [pdf]
99-03. Y. Wu. Wavelet Estimation for Nonparametric Regression: Beyond Gaussian Noise II. [pdf]
99-04. S. S. Gupta, Z. Lin, X. Lin. On a Selection Procedure for Selecting the Best Logistic Population Compared With a Control. [pdf]
99-05. A. DasGupta. The Breast Cancer Screening Controversy: When and How Often. [pdf]
99-06. S. S. Gupta, S. He, J. Li. On Selection Procedures for Exponential Family Distributions Based on Type I--Censored Data*. [pdf]
99-07. T. Cai. On Adaptive Wavelet Estimation of a Derivative and Other Related Linear Inverse Problems. [pdf]
99-08. B. Davis. On the Spectral Gap of the Dirichlet Laplacian. [pdf]
99-09C. S. S. Gupta, J. Li. Empirical Bayes Tests with n-1 +e Convergence Rate in Continuous One--Parameter Exponential Family. [pdf]
99-10. S. M. Samuels. An Elementary "Excellent Approximation" to Success Run Probabilities. [pdf]
99-11. I. Kontoyiannis. Pointwise Redundancy in Lossy Data Compression and Universal Lossy Data Compression. [pdf]
99-12. C. Zang. A Bibliography of Recent Work on Long Range Dependence. [pdf]
99-13. C. Zang, A. DasGupta. Noninformative Priors, Bayes Estimation and Forecasting for Long Memory Processes. [pdf]
99-14. T. Cai. Wavelet Regression via Block Thresholding: Adaptivity and the choice of Block Size and Threshold Level. [pdf]
99-15. B. A. Craig. Drug Dilution vs. Disk Diffusion: Calibrating the two susceptibility tests. [pdf]
99-16. A. DasGupta. A Conjecture On the Suffix of the first Fibonacci Number Divisible by a Given Prime. [pdf]
99-17. S. S. Gupta, J. Li. Empirical Bayes Tests Some Non-exponential Distribution Family. [pdf]
99-18. L. Brown, T. Cai, A. DasGupta. Confidence Intervals for a Binomial Proportion And Edgeworth Expansions. [pdf]
99-19. L. Brown, T. Cai, A. DasGupta. Interval Estimation for a Binomial Proportion. [pdf]
99-20. P. Protter. A Book Review of Arbitrage Theory in Continuous Times by Tomas Björk. [pdf]
99-21. S. S. Gupta, J. Li. Empirical Bayes Tests In Some Continuous Exponential Family. [pdf]
99-22. W. C. Tsai, A. DasGupta, J.V. Zidek. Decision Theory for Spatial Competition. [pdf]
99-23. P. Protter. A Partial Introduction to Finance. [pdf]
99-24. I. Kontoyiannis. Efficient Sphere - Covering and Covering Measure Concentration Via Generalized Coding Theorems. This is a 2005 revised version of the report. [pdf]
99-25. S. S. Gupta, J. Li. An Empirical Bayes Procedure for Selecting Good Populations in Some Positive Exponential Family. [pdf]
99-26. A. Dembo, I. Kontoyiannis. Critical Behavior in Data Compression. [pdf]
99-27. M. Delampady, A. DasGupta, G. Casella, H. Rubin, W. Strawderman. A New Approach to Default Priors and Robust Bayes Methodology. [pdf]
2000 Technical Reports
Technical Reports Home00-01. L. D. Brown, T. Cai, A. DasGupta. Interval Estimation in Discrete Exponential Family. [pdf]
00-02. S. Chatterjee, A. Bose. Generalised Bootstrap for Estimating Equations. [pdf]
00-03. A. Bose. A Boundary Crossing Problem with Application to Sequential Estimation. [pdf]
00-04. L. D. Brown, A. DasGupta, L.R. Haff, W. E. Strawderman. Two Expectation Identities and Some Connections. [pdf]
00-05C. S. S. Gupta, J. Li. Monotone Empirical Bayes Tests with Optimal Rate of Convergence for a Truncation Parameter. [pdf]
00-06C. S. S. Gupta, X. Lin. On Selecting the Strongest Linear Relationship Between a Response Variable and an Explanatory Aariable in Measurement. [pdf]
00-07. S. S. Gupta, J. Li. Optimal Rate of Empirical Bayes tests for Lower Truncation of Parameters. [pdf]
00-08. B.C. Johnson, J. Deely. Sampling Allocation methods for stratified Poisson Processes: A Bayesian Approach. Published in Survey Methodology, Vol. 29, No. 1, pp. 91-97, Statistics Canada, June 2003.
00-09. T. Sellke. Yet Another Proof of the Radon-Nikodym Theorem. [pdf]
00-10. Pulled by author.
2001 Technical Reports
Technical Reports Home01-01. B. Davis. On Time Changing Continuous Martingales to Brownian Motion. [pdf]
01-02. A. Dasgupta. Theoretical Model for Other Civilizations in the Galaxy and the Likely Isolation of Homo Sapiens. [pdf]
01-03. S. S. Gupta, J. Li. Monotone Empirical Bayes Tests Based on Kernel Sequence Estimation. [pdf]
01-04. S. S. Gupta, J. Li. Optimal Rate of Convergence of Monotone Empirical Bayes Tests for a Normal Mean. [pdf]
01-05. E. Chicken. Block Thresholding and Wavelet Estimation for Nonequispaced Samples. [pdf]
01-06. C. F. J. Wu, Y. Zhu. Optimal Selection of Single Arrays for Parameter Design Experiments. [pdf]
01-07. Y. Zhu. Structure Function for Aliasing Patterns in 21-n Design with Multiple Groups of Factors. [pdf]
01-08. S. M. Samuels. Why Do These Quite Different Best-Choice Problems Have the Same Solutions. Published in Advances in Applied Probability, Vol. 36, pp. 398-416, 2004.
01-09. A. DasGupta. A Conversation with Larry Brown. [pdf]
01-10. S. S. Gupta, J. Li. On Empirical Bayes Procedures for Selecting Good Populations in Positive Exponential Family. [pdf]
01-11. S. S. Gupta, J. Li. Empirical Bayes Estimation with Kernel Sequence Method. [pdf]
01-12. E. Chicken. Density Estimation in Besov Spaces vie Block Thresholding. [pdf]
01-13. A. Dasgupta, H. Rubin, A. Bose. A Contemporary Review and Bibliography of Infinitely Diverse Distributions.[pdf]
2002 Technical Reports
Technical Reports Home02-01. A. P. Korosteleva, O.S. Korosteleva. Limit Theorem for the Spread of a Branching Diffusion with a Stabilizing Drift. [pdf]
02-02. O. S. Korosteleva. Spread of Branching Process with Independent Jump Increments under Stabilizing Drift. [pdf]
02-03. A. DasGupta. A Unified Method to Sum a Variety of Infinite Series, with Applications. [pdf]
02-04. A. DasGupta. Basu's Theorem, Poincare Inequalities, and Infinite Divisibility. [pdf]
02-05. A. DasGupta. An Enquiry into the Logical Foundations of Profiling. [pdf]
02-06. Pulled by author.
02-07. S. Song, P. A. Mykland. Options and Discontinuity: An Asymptotic Decomposition of Hedging Errors.[pdf]
02-08. A. DasGupta. Mellin Transforms and Densities of Suprema of Brownian Processes: With Applications. [pdf]
02-09. S. Song, P. A. Mykland. Options and Discontinuity: An Asymptotic Approach for Pricing Options. [pdf]
2003 Technical Reports
Technical Reports Home03-01. P. DelMoral, L. Miclo, F. Viens. Precise Propagations of Chaos Estimates for Feynman-Kac and Genealogical Particle Models. [pdf]
03-02. K. Lee, S. Song. Local Risk Minimization with Jumps: An Asymptotic Approach. [pdf]
03-03. Pulled by author.
03-04. K. Simonsen. A General Probability Model for the Inheritance of Binary Traits. [pdf]
2004 Technical Reports
Technical Reports Home04-01. F. Viens, O. Mocioalca. Skorohod Integration and Stochastic Calculus. [pdf]
04-02. H. Rubin, B. C. Johnson. Efficient Generation of Exponential and Normal Deviates. [pdf]
04-03. M. Bogdan, R.W. Doerge. Mapping Multiple Interacting Quantitative Trait Loci with Multidimensional Genome Searches. [pdf]
04-04. C. Dahl, M. Levine. Nonparametric Estimation of Volatility Models with Serially Dependent Innovations. [pdf]
2005 Technical Reports
Technical Reports Home05-01. I. Florescu. Queuing Processes. [pdf]
05-02. I. Florescu. Pricing The Implied Volatility Surface. [pdf]
05-03. C. A. Tudor, F. Viens. ITO Formula for the Two-parameter Fractional Brownian Motion Using The Extended Divergence Operator.[pdf]
05-04. J. Ghosh. Role of Randomization in Bayesian Analysis - An Expository Overview. [pdf]
05-05. M. Levine. Bandwidth Selection for a Class of Difference-Based Variance Estimators in the Nonparametric Regression: A Possible Approach. [pdf]
05-06. M. Kantarcioglu, B. Xi, C. Clifton. A Game Theoretic Approach to Adversarial Learning. [pdf]
2006 Technical Reports
Technical Reports Home06-01. A. Vizcarra, F. Viens. Some Applications of the Malliavin Calculus to Sub-Gaussian and non-sub-Gaussian randon fields. [pdf]
06-02. A. DasGupta, J. Zidek. The Titius-Bode Rule and the Neptune Hole: Some New Investigations.
06-03. Pulled by author.
06-04. Pulled by author.
06-05. A. DasGupta. A Suprisingly Accurate New Formula for Estimating the Primes and Accuracy Tests. [pdf]
06-06. A. DasGupta. The Roots of Polynomials with Prime Coefficients. [pdf]
06-07. L. D. Brown, M. Levine. Variance Estimation in Nonparametric Regression via the Difference Sequence Method. [pdf]
06-08. L. Wang, L.D. Brown, T. Cai, M. Levine. Effect of Mean on Variance Function Estimation in Nonparametric Regression. [pdf]
06-09. T. Cai, M. Levine, L. Wang. Variance Function Estimation in Multivariate Nonparametric. [pdf]
2007 Technical Reports
Technical Reports Home07-01. E. Greenstein, J. Park, G. Lebanon. Regularization Through Variable Selection and Condition MLE with Application to Classification in High Dimensions. [pdf]
07-02. M. Levine, S. Torres, F. Viens. Consistent Estimators for the Long-Memory Parameter in LARCH and Fractional Brownian Models. [pdf]
07-03. Pulled by author.
07-04. W. Tsai, A. DasGupta. Statistical Analysis of Dynamic Spatial Competition. [pdf]
07-05. M. Bogdan, P. Biecek, F. Frommlet, R. Cheng, J.K. Ghosh, R.W. Doerge. Extending the Modified Bayesian Information Criterion (mBIC) to Dense Markers and Multiple Internal Mapping. [pdf]
07-06. H. Jiang, R.W. Doerge. Estimating the Proportion of True Null Hypotheses of Multiple Comparisons. [pdf]
07-07. L. Liu, M. Levine, Y. Zhu. A Functional EM Algorithm for Mixing Density Estimation via Nonparametric Penalized Likelihood Maximization. [pdf]
07-08. M. Levine, J. Li. Local Instrumental Variable (LIVE) Method for the Generalized Additive-Interactive Nonlinear Violatility Model. [pdf]
07-09. G. Lebanon, Y. Mao. Non-Parametric Modeling of Partially Ranked Data. [pdf]
07-10. G. Lebanon, Y. Zhao. Local Likelihood Modeling of the Concept Drift Phenomenon. [pdf]
07-11. J. Li, C. Liu, J. Zhang. Robust Factor Analysis Using the Multivariate t-Distribution. [pdf]
07-12. C. Liu. The Dempster-Shafer Theory for Single Parameter Univariate Distributions. [pdf]
07-13. C. Liu, J. Zhang. The Minimal Belief Principle: A New Method for Parametric Inference. [pdf]
07-14. Z.J. Daye and X.J. Jeng. Shrinkage and Model Selection with Correlated Variables via Weighted Fusion. [pdf]
2008 Technical Reports
Technical Reports Home08-01. M. Zhang, D. Zhang, M.T. Wells. Generalized Shrinkage Estimators Adaptive to Sparsity and Asymmetry of High Dimensional Parameter Spaces. [pdf]
08-02. M. Levine, T.J. Li. Joint Significance Testing of the Functional Components in the Nonlinear ARCH Model. [pdf]
08-03. M. Levine, G.E. Moore. A Novel Binary Time Series Model of the Gastric Dilation-Volvulus. [pdf]
08-04. J. Dillon, G. Lebanon. Statistical and Computational Tradeoffs in Stochastic Composite Likelihood. [pdf]
08-05. J. Zhang, X. J. Jeng, H. Liu. Some Two-Step Procedures for Variable Selection in High-Dimensional Linear Regression. [pdf]
08-06. R. Martin, S. Tokdar. Kullback-Leibler Projections, Estimation of Mixing Distributions and Applications. [pdf]
08-07. X.J. Jeng, Z.J. Daye, Y. Zhu. Spare Covariance Thresholding for High-Dimensional Variable Selection with the Lasso. [pdf]
08-08. X.J. Jeng, P.A. Mykland. A Shape Restricted Nonparametric Method with Financial Application. [pdf]
08-09. D. Zhang, Y. Lin, M. Zhang. Penalized Orthogonal-Components Regression for Large p Small n Data. [pdf]
2009 Technical Reports
09-01. M. Kantarcioǧlu, B. Xi, C. CLifton. Classifier Evaluation and Atribute Selection against Active Adversaries. [pdf]09-02. M. Bogdan, A. Chakrabarti, J. K. Ghosh. Bayes Oracle and the Asymptotic Optimality of the Multiple Testing Procedures Under Sparsity. [pdf]
09-03. J. E. Figueroa-López. Nonparametric estimation of time-changed Lévy Models under high-frequency data. [pdf]
