1987 Technical Reports - Department of Statistics - Purdue University Skip to main content
Department of Statistics

1987 Technical Reports

  1. S. Lalley, H. Robbins. Stochastic Search in a Convex Region. Read Full Report (PDF)

  2. S. S. Gupta, T. Matsui. On the Least Favorable Configuration of A Selection Procedure Based on Ranks. Read Full Report (PDF)

  3. M. West. Probability Forecasting and Modelling Expert Opinion. Read Full Report (PDF)

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

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

  6. P. Protter. A Connection Between the Expansion of Filtrations and Girsanov's Theorem. Read Full Report (PDF)

  7. A. DasGupta, A. Bose. Γ Minimax and Restricted-Bayes Estimation of Multiple Poisson Means Under e-Contaminations of the Subjective Prior. Read Full Report (PDF)

  8. T.-C. Liang.On the Convergence Rates of Empirical Bayes Rules for Two-Action Problems: Discrete Case. Read Full Report (PDF)

  9. S. N. Joshi, A. L. Rukhin. Asymptotic Estimation of Variance. Read Full Report (PDF)

  10. J. Berger. Robust Bayesian Analysis: Sensitivity to the Prior. Read Full Report (PDF)

  11. A. O'Hagan, J. O. Berger.Ranges of Posterior Probabilities for Quasi-Unimodal Priors with Specified Quantiles. Read Full Report (PDF)

  12. M. E. Bock, H. Solomon. Distributions of Quadratic Forms. Read Full Report (PDF)

  13. T. Kuczek. The Central Limit for the Right Edge of Supercritical Oriented Percolation. Read Full Report (PDF)

  14. S. Lalley, T. Sellke. Travelling Waves in Inhomogeneous Branching Brownian Motions II. Read Full Report (PDF)

  15. J. O. Berger, J. M. Bernardo. Estimating a Product of Means: Bayesian Analysis with Reference Priors. Read Full Report (PDF)

  16. K. Lu, J. O. Berger. Estimation of Normal Means: The Estimated Loss Frequentist Approach. Read Full Report (PDF)

  17. S. P. Lalley. A One-Dimensional Infiltration Game. Read Full Report (PDF)

  18. M. E. Bock. Shrinkage Estimators: Pseudo-Bayes Rules for Normal Mean Vectors. Read Full Report (PDF)

  19. S. K. Bhandari, A. Bose. Selecting the t-Best Cells in a Multinomial Distribution. Read Full Report (PDF)

  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. Read Full Report (PDF)

  22. W. J. Studden. Note on Some Φp-Optimal Designs for Polynomial Regression. Read Full Report (PDF)

  23. T. N. Sriram, A. Bose. Sequential Shrinkage Estimation in the General Linear Model. Read Full Report (PDF)

  24. T.-C. Liang, S. Panchapakesan. Isotonic Selection with Respect to a Control: A Bayesian Approach. Read Full Report (PDF)

  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. Read Full Report (PDF)

  26. S. Lalley. The Packing and Covering Functions of Some Self-Similar Fractals. Read Full Report (PDF)

  27. H. Rubin. Robustness in Generalized Ridge Regression and Related Topics. Read Full Report (PDF)

  28. L. Gleser. The Gamma Distribution as a Mixture of Exponential Distributions. Read Full Report (PDF)

  29. B. Davis. Conditional Brownian Motion in Planar Domains. Read Full Report (PDF)

  30. L. J. Cote. Hough Space and Confidence Intervals for Regression Lines. Read Full Report (PDF)

  31. T. Kuczek, K. Crank. On a Self-Avoiding Random Walk. Read Full Report (PDF)

  32. L. Gleser. Improved Estimators of Mean Response in Simulation when Control Variates are Used. Read Full Report (PDF)

  33. C. Ji. Estimating Functionals of One-Dimensional Gibbs States. Read Full Report (PDF)

  34. L. Gleser. Improved Estimators of Mean Response in Simulation when Control Variates with Unknown Covariance Matrix are Used. Read Full Report (PDF)

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

  36. S. S. Gupta, K. J. Miescke. On Selecting the Best of k Lognormal Distributions. Read Full Report (PDF)

  37. A. Bose. Edgeworth Correction by Bootstrap in Autoregressions. Read Full Report (PDF)

  38. S. H. Han. Contributions to Selection and Ranking Theory with Special Reference to Logistic Populations. Read Full Report (PDF)

  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. Read Full Report (PDF)

  40. S. P. Lalley. Renewal Theorems in Symbolic Dynamics, with Applications to Geodesic Flows, Noneuclidean Tessellations, and Their Fractal Limits. Read Full Report (PDF)

  41. R. Banuelos, B. Davis. Heat Kernel, Eigenfunctions, and Conditioned Brownian Motion in Planar Domains. Read Full Report (PDF)

  42. J. Shao. Estimating Heteroscedastic Variances in Linear Models I: A Resampling Empirical Bayesian Approach. Read Full Report (PDF)

  43. J. Shao. Estimating Heteroscedastic Variances in Linear Models II: Properties of the Resampling Empirical Bayes Estimators. Read Full Report (PDF)

  44. C. Robert. An Explicit Formula for the Risk of the Positive-Part James-Stein Estimator. Read Full Report (PDF)

  45. C. Robert. A Lower Bound for the Risk of Classes of Shrinkage Estimators in a General Multivariate Estimation Problem and Some Deduced Estimators. Read Full Report (PDF)

  46. D. Coster, C. S. Cheng. Minimum Cost Trend-Free Run Orders of Fractional Factorial Designs. Read Full Report (PDF)

  47. J. Shao. Consistency of Jackknife Estimators of the Variances of Sample Quantiles. Read Full Report (PDF)

  48. C. Ji. Sequential Scheduling of Priority Queues and Arm-Acquiring Bandits. Read Full Report (PDF)

  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. Read Full Report (PDF)

  52. C. Robert. Two Techniques of Integration by Parts and Some Applications. Read Full Report (PDF)

  53. S. S. Gupta, T. C. Liang. On Bayes and Empirical Bayes Two-Stage Allocation Procedures for Selection Problems. Read Full Report (PDF)

  54. G. J. Babu, A. Bose. Bootstrap Confidence Intervals. Read Full Report (PDF)

  55. A. Bose. Bootstrap in Moving Average Models. Read Full Report (PDF)

  56. M. L. Eaton, L. J. Gleser. Some Results on Convolutions and a Statistical Application. Read Full Report (PDF)

  57. J. Shao. Jackknifing Weighted Least Squares Estimators. Read Full Report (PDF)

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