1981 Technical Reports

For full reports, please contact Statistics Department at (765) 494-6030.

1. J. Berger. Bayesian robustness and the Stein effect. 

2. A. Mattenklot, K. J. Miescke, J. Sehr. A stochastic model for paired comparisons of social stimuli. 

3. A. Öztürk. On the study of a probability distribution for precipitation totals.

4. P. K. Goel. On implications of credible means being exact Bayesian. 

5. S. S. Gupta, P. Hsiao. Empirical Bayes rules for selecting good populations. 

6. S. S. Gupta, K. J. Miescke. On the problem of finding a best population with respect to a control in two stages. 

7. J. Berger, L. R. Haff. A class of minimax estimators of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix. 

8. B. Davis, P. Protter. Filtering with singular cumulative signals. 

9. J. Jacod, P. Protter. Instantaneous feedback in point process differentials for stochastic differential equations. 

10. L. A. Sun. A Bayesian approach to the symmetric multiple comparisons problem in the two-way balanced design. 

11. S. K. Mitra. Simultaneous diagonalization of rectangular matrices. 

12. A. L. Rukhin. Inference about permutation parameter in large samples. 

13. L. J. Gleser. Exact power of generalized Kolmogorov goodness-of-fit tests. 

14. H. Rubin. Mellin transforms from Fourier transforms. 

15. A. L. Rukhin. Adaptive procedures for finite number of probability distribution families. 

16. A. Singh. Exact distribution of Wilks' L_vc criterion and its percentage points in the complex case. 

17. J. Berger, R. Wolpert. Estimating the mean function of a Gaussian process and the Stein effect. 

18. W. J. Studden. Optimal designs for weighted polynomial regression using canonical moments. 

19. E. Csaki. A note on the lower limit of the standardized empirical distribution function.

20. S. Ikeda. Asymptotic (Β) _d joint normality of s ample quantiles. 

21. T.-A. Hsu, D.-Y. Huang. Some sequential selection procedures for good regression models.

22. S. S. Gupta, D. Y. Huang. Selection procedures for a problem in analysis of variance. 

23. D. Y. Huang, S. Panchapakesan. Some locally optimal subset selection rules. 

24. S. S. Gupta, H. M. Yang. Isotonic procedures for selecting populations better than a control under ordering prior. 

25. D. Y. Huang, S. Panchapakesan. On eliminating inferior regression models. 

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.] 

27. J. Berger. Estimation in continuous exponential families: Bayesian estimation subject to risk restrictions and inadmissibility results.

28. R. Bartoszynski, P. S. Puri. On two classes of interacting stochastic processes arising in cancer modeling. 

29. R. Bartoszynski, P. S. Puri. On the rate of convergence for the weak law of large numbers. 

30. D. Y. Huang, S. Panchapakesan. On a locally optimal procedure based on ranks for comparison of treatments with a control. 

31. H. Rubin. A moment inequality for martingales. (Paper was withdrawn)

32. P. S. Puri. A hypothetical stochastic mechanism of radiation effects in single cells. Some further thoughts and results. 

33. A. Zaman. Stationarity on finite strings and shift register sequences. 

34. D. Majumdar, W. I. Notz. Optimal incomplete block designs for comparing treatments to a control. 

35. K. B. Constantine, W. J. Studden. Optimal exact designs for polynomial regression. 

36. K. B. Constantine. Optimal restricted experimental designs. 

37. R. Wolpert, J. Berger. Incorporating prior information in minimax estimation of the mean of a Gaussian process. 

38. G. Campbell, A. Földes. A generalized product limit estimator for weighted distribution functions based on censored data. 

39. A. Rukhin. Convergence rates of estimators of a finite parameter: How small can error probabilities be? 

40. G. Campbell. Optimal selection based on relative ranks of a sequence with ties. 

41. P. K. Goel. Information measures and Bayesian hierarchical models. 

42. M. E. Bock. Employing vague inequality information in the estimation of normal mean vectors (estimators that shrink to convex polyhedra). 

43. H. Rubin. Estimating a possibly rational mean. 

44. K. C. Li. Minimax property for randomized designs - a unified approach. 

45. K. C. Li. Robust regression designs when the design space consists of finitely many points. 

46. A. M. Mathai, K. C. S. Pillai. Further results on the trace of a noncentral Wishart matrix. 

47. H. Rubin, A. L. Rukhin. Convergence rates of large deviations probabilities for point estimators. 

48. P. Protter. Stochastic differential equations with feedback in the differentials. 

49. M. C. Spruill. Optimal designs using speckman's minimax linear estimator. 

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. 

51. M. E. Bock. Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions.

52. M. C. Spruill. Transversing the smallest possible corridor under energy and velocity constraints. 

53. S. S. Gupta, K. J. Miescke. An essentially complete class of two-stage selection procedures with screening at the first stage. 

54. G. Campbell. Asymptotic properties of several nonparametric multivariate distribution function-estimators under random censoring.

55. C.-S. Cheng, K.-C. Li. A minimax approach to sample surveys. 

56. S. S. Gupta, K. J. Miescke. Sequential selection procedures - a decision theoretic approach. (see 82-6 for revised version)

57. K. C. Li. Minimaxity of the method of regularization on stochastic processes.