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1981 Technical Reports

  1. J. Berger. Bayesian robustness and the Stein effect. Read Full Report (PDF)

  2. A. Mattenklot, K. J. Miescke, J. Sehr. A stochastic model for paired comparisons of social stimuli. Read Full Report (PDF)

  3. A. Öztürk. On the study of a probability distribution for precipitation totals. Read Full Report (PDF)

  4. P. K. Goel. On implications of credible means being exact Bayesian. Read Full Report (PDF)

  5. S. S. Gupta, P. Hsiao. Empirical Bayes rules for selecting good populations. Read Full Report (PDF)

  6. S. S. Gupta, K. J. Miescke. On the problem of finding a best population with respect to a control in two stages. Read Full Report (PDF)

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

  8. B. Davis, P. Protter. Filtering with singular cumulative signals. Read Full Report (PDF)

  9. J. Jacod, P. Protter. Instantaneous feedback in point process differentials for stochastic differential equations. Read Full Report (PDF)

  10. L. A. Sun. A Bayesian approach to the symmetric multiple comparisons problem in the two-way balanced design. Read Full Report (PDF)

  11. S. K. Mitra. Simultaneous diagonalization of rectangular matrices. Read Full Report (PDF)

  12. A. L. Rukhin. Inference about permutation parameter in large samples. Read Full Report (PDF)

  13. L. J. Gleser. Exact power of generalized Kolmogorov goodness-of-fit tests. Read Full Report (PDF)

  14. H. Rubin. Mellin transforms from Fourier transforms. Read Full Report (PDF)

  15. A. L. Rukhin. Adaptive procedures for finite number of probability distribution families. Read Full Report (PDF)

  16. A. Singh. Exact distribution of Wilks' Lvc criterion and its percentage points in the complex case. Read Full Report (PDF)

  17. J. Berger, R. Wolpert. Estimating the mean function of a Gaussian process and the Stein effect. Read Full Report (PDF)

  18. W. J. Studden. Optimal designs for weighted polynomial regression using canonical moments. Read Full Report (PDF)

  19. E. Csaki. A note on the lower limit of the standardized empirical distribution function. Read Full Report (PDF)

  20. S. Ikeda. Asymptotic (Β) d joint normality of s ample quantiles. Read Full Report (PDF)

  21. T.-A. Hsu, D.-Y. Huang. Some sequential selection procedures for good regression models. Read Full Report (PDF)

  22. S. S. Gupta, D. Y. Huang. Selection procedures for a problem in analysis of variance. Read Full Report (PDF)

  23. D. Y. Huang, S. Panchapakesan. Some locally optimal subset selection rules. Read Full Report (PDF)

  24. S. S. Gupta, H. M. Yang. Isotonic procedures for selecting populations better than a control under ordering prior. Read Full Report (PDF)

  25. D. Y. Huang, S. Panchapakesan. On eliminating inferior regression models. Read Full Report (PDF)

  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.] Read Full Report (PDF)

  27. J. Berger. Estimation in continuous exponential families: Bayesian estimation subject to risk restrictions and inadmissibility results. Read Full Report (PDF)

  28. R. Bartoszynski, P. S. Puri. On two classes of interacting stochastic processes arising in cancer modeling. Read Full Report (PDF)

  29. R. Bartoszynski, P. S. Puri. On the rate of convergence for the weak law of large numbers. Read Full Report (PDF)

  30. D. Y. Huang, S. Panchapakesan. On a locally optimal procedure based on ranks for comparison of treatments with a control. Read Full Report (PDF)

  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. Read Full Report (PDF)

  33. A. Zaman. Stationarity on finite strings and shift register sequences. Read Full Report (PDF)

  34. D. Majumdar, W. I. Notz. Optimal incomplete block designs for comparing treatments to a control. Read Full Report (PDF)

  35. K. B. Constantine, W. J. Studden. Optimal exact designs for polynomial regression. Read Full Report (PDF)

  36. K. B. Constantine. Optimal restricted experimental designs. Read Full Report (PDF)

  37. R. Wolpert, J. Berger. Incorporating prior information in minimax estimation of the mean of a Gaussian process. Read Full Report (PDF)

  38. G. Campbell, A. Földes. A generalized product limit estimator for weighted distribution functions based on censored data. Read Full Report (PDF)

  39. A. Rukhin. Convergence rates of estimators of a finite parameter: How small can error probabilities be? Read Full Report (PDF)

  40. G. Campbell. Optimal selection based on relative ranks of a sequence with ties. Read Full Report (PDF)

  41. P. K. Goel. Information measures and Bayesian hierarchical models. Read Full Report (PDF)

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

  43. H. Rubin. Estimating a possibly rational mean. Read Full Report (PDF)

  44. K. C. Li. Minimax property for randomized designs - a unified approach. Read Full Report (PDF)

  45. K. C. Li. Robust regression designs when the design space consists of finitely many points. Read Full Report (PDF)

  46. A. M. Mathai, K. C. S. Pillai. Further results on the trace of a noncentral Wishart matrix. Read Full Report (PDF)

  47. H. Rubin, A. L. Rukhin. Convergence rates of large deviations probabilities for point estimators. Read Full Report (PDF)

  48. P. Protter. Stochastic differential equations with feedback in the differentials. Read Full Report (PDF)

  49. M. C. Spruill. Optimal designs using speckman's minimax linear estimator. Read Full Report (PDF)

  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. Read Full Report (PDF)

  51. M. E. Bock. Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions. Read Full Report (PDF)

  52. M. C. Spruill. Transversing the smallest possible corridor under energy and velocity constraints. Read Full Report (PDF)

  53. S. S. Gupta, K. J. Miescke. An essentially complete class of two-stage selection procedures with screening at the first stage. Read Full Report (PDF)

  54. G. Campbell. Asymptotic properties of several nonparametric multivariate distribution function-estimators under random censoring. Read Full Report (PDF)

  55. C.-S. Cheng, K.-C. Li. A minimax approach to sample surveys. Read Full Report (PDF)

  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. Read Full Report (PDF)

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