1987 Technical Reports

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

1. S. Lalley, H. Robbins. Stochastic Search in a Convex Region. 

2. S. S. Gupta, T. Matsui. On the Least Favorable Configuration of A Selection Procedure Based on Ranks. 

3. M. West. Probability Forecasting and Modelling Expert Opinion.

4. S. S. Gupta, T.-C. Liang. Selecting the Best Exponential Population Based on Type-I Censored Data: A Bayesian Approach. 

5. S. S. Gupta, T.-C. Liang. On a Lower Confidence Bound for the Probability of a Correct Selection: Analytical and Simulation Studies. 

6. P. Protter. A Connection Between the Expansion of Filtrations and Girsanov's Theorem.

7. A. DasGupta, A. Bose. Γ Minimax and Restricted-Bayes Estimation of Multiple Poisson Means Under e-Contaminations of the Subjective Prior. 

8. T.-C. Liang.On the Convergence Rates of Empirical Bayes Rules for Two-Action Problems: Discrete Case. 

9. S. N. Joshi, A. L. Rukhin. Asymptotic Estimation of Variance.

10. J. Berger. Robust Bayesian Analysis: Sensitivity to the Prior. 

11. A. O'Hagan, J. O. Berger.Ranges of Posterior Probabilities for Quasi-Unimodal Priors with Specified Quantiles. 

12. M. E. Bock, H. Solomon. Distributions of Quadratic Forms. 

13. T. Kuczek. The Central Limit for the Right Edge of Supercritical Oriented Percolation. 

14. S. Lalley, T. Sellke. Travelling Waves in Inhomogeneous Branching Brownian Motions II.

15. J. O. Berger, J. M. Bernardo. Estimating a Product of Means: Bayesian Analysis with Reference Priors. 

16. K. Lu, J. O. Berger. Estimation of Normal Means: The Estimated Loss Frequentist Approach. 

17. S. P. Lalley. A One-Dimensional Infiltration Game. 

18. M. E. Bock. Shrinkage Estimators: Pseudo-Bayes Rules for Normal Mean Vectors. 

19. S. K. Bhandari, A. Bose. Selecting the t-Best Cells in a Multinomial Distribution. 

20. W. J. Studden, W. P. Wynn. An Exact Piecewise Linear Confidence Band. This paper was not finished.

21. K. L. Lu, J. Berger. Estimated Confidence Procedures for Multivariate Normal Means. 

22. W. J. Studden. Note on Some Φ_p-Optimal Designs for Polynomial Regression. 

23. T. N. Sriram, A. Bose. Sequential Shrinkage Estimation in the General Linear Model.

24. T.-C. Liang, S. Panchapakesan. Isotonic Selection with Respect to a Control: A Bayesian Approach. 

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.

26. S. Lalley. The Packing and Covering Functions of Some Self-Similar Fractals.

27. H. Rubin. Robustness in Generalized Ridge Regression and Related Topics. 

28. L. Gleser. The Gamma Distribution as a Mixture of Exponential Distributions.

29. B. Davis. Conditional Brownian Motion in Planar Domains. 

30. L. J. Cote. Hough Space and Confidence Intervals for Regression Lines.

31. T. Kuczek, K. Crank. On a Self-Avoiding Random Walk.

32. L. Gleser. Improved Estimators of Mean Response in Simulation when Control Variates are Used. 

33. C. Ji. Estimating Functionals of One-Dimensional Gibbs States. 

34. L. Gleser. Improved Estimators of Mean Response in Simulation when Control Variates with Unknown Covariance Matrix are Used.

35. S.-H. Lee. A Two-Stage Elimination Type Selection Procedure for Stochastically Increasing Distribution: With an Application to Scale Parameters Problem. 

36. S. S. Gupta, K. J. Miescke. On Selecting the Best of k Lognormal Distributions. 

37. A. Bose. Edgeworth Correction by Bootstrap in Autoregressions. 

38. S. H. Han. Contributions to Selection and Ranking Theory with Special Reference to Logistic Populations. 

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

40. S. P. Lalley. Renewal Theorems in Symbolic Dynamics, with Applications to Geodesic Flows, Noneuclidean Tessellations, and Their Fractal Limits. 

41. R. Banuelos, B. Davis. Heat Kernel, Eigenfunctions, and Conditioned Brownian Motion in Planar Domains. 

42. J. Shao. Estimating Heteroscedastic Variances in Linear Models I: A Resampling Empirical Bayesian Approach. 

43. J. Shao. Estimating Heteroscedastic Variances in Linear Models II: Properties of the Resampling Empirical Bayes Estimators. 

44. C. Robert. An Explicit Formula for the Risk of the Positive-Part James-Stein Estimator. 

45. C. Robert. A Lower Bound for the Risk of Classes of Shrinkage Estimators in a General Multivariate Estimation Problem and Some Deduced Estimators. 

46. D. Coster, C. S. Cheng. Minimum Cost Trend-Free Run Orders of Fractional Factorial Designs. 

47. J. Shao. Consistency of Jackknife Estimators of the Variances of Sample Quantiles. 

48. C. Ji. Sequential Scheduling of Priority Queues and Arm-Acquiring Bandits. 

49. See #88-17.

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.

51. C. Robert, G. Casella. Improved Confidence Sets for Spherically Symmetric Distributions. 

52. C. Robert. Two Techniques of Integration by Parts and Some Applications. 

53. S. S. Gupta, T. C. Liang. On Bayes and Empirical Bayes Two-Stage Allocation Procedures for Selection Problems. 

54. G. J. Babu, A. Bose. Bootstrap Confidence Intervals. 

55. A. Bose. Bootstrap in Moving Average Models. 

56. M. L. Eaton, L. J. Gleser. Some Results on Convolutions and a Statistical Application. 

57. J. Shao. Jackknifing Weighted Least Squares Estimators.