1988 Technical Reports

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

1. S. S. Gupta, T. C. Liang. Selecting the Best Binomial Population: Parametric Empirical Bayes Approach.

2. J. Shao. Asymptotic Theory in Heteroscedastic Nonlinear Models.

3. S. Lalley. Brownian Motion and the Distribution of Orbits of Polynomial Mappings of the Complex Plane.

4. J. Shao. Half-Sample Estimation of Coverage Probability.

5. J. O. Berger, J. M. Bernardo, M. Mendoza. On Priors that Maximize Expected Information. 

6. L. J. Gleser. T. W. Anderson's Contributions to the Study of Linear Statistical Relationship Models. 

7. G. Casella, C. Robert. Refining Poisson Confidence Intervals.

8. M. L. Samuels, T.-F. C. Lu. Sample Size Requirements for the Back-of-the Envelope Approximation of Binomial Confidence Interval. Published in the American Statistician, Vol. 46, pp. 228-231, 1992.

9. G. Casella, C. Robert. Nonoptimality of Randomized Confidence Sets. 

10. J. Shao. Asymptotic Distribution of the Weighted Least Squares Estimator. 

11. J. Shao. A Large Sample Theory in Generalized Linear Models with Nuisance Scale Parameters. 

12. S. S. Gupta. Commentary on Harold Hotelling's Articles on the Teaching of Statistics. 

13. C. Ji. Estimating Potential Functions of One-Dimensional Gibbs States under Constraints. 

14. A. DasGupta, W. J. Studden. Robust Bayesian Analysis and Optimal Experimental Designs in Normal Linear Models With Many Parameter s - I. 

15. T. C. Liang. On The Convergence Rates of A Monotone Empirical Bayes Test For Uniform Distributions. 

16. C: S. S. Gupta, T. C. Liang. On Empirical Bayes Selection Rules for Negative Binomial Populations. 

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.

18. G. Casella. Empirical Bayes Methods - A Tutorial. 

19. L. Gleser. The Importance of Assessing Measurement Reliability in Multivariate Regression.

20. C: T. C. Liang. On a Sequential Subset Selection Procedure for Exponential Family Distributions. 

21. C: J. J. Deely, S. S. Gupta. Hierarchical Bayesian Selection Procedures for the Best Binomial Population. 

22. B. Davis. Reinforced Random Walk.

23. S. S. Gupta, T. C. Liang. On a Sequential Subset Selection Procedure. 

24. C: J. O. Berger, C. Robert. Subjective Hierarchical Bayes Estimation of a Multivariate Normal Mean: On the Frequentist Interface. 

25. C: G. L. Yang. A Renewal Look of Switching Rules in MIL-STD-105D. 

26. M. Samuels, G. Casella, G. McCabe. Are Blocks Different from Random Factors? 

27. Published in the Journal of the American Statistical Association, Vol. 86, pp. 798-808, 1991.

28. S. P. Lalley. Closed Geodesics in Homology Classes on Surfaces of Variable Negative Curvature. 

29. S. K. Bhandari, A. Bose. Existence of Unbiased Estimates in Sequential Binomial Experiments. 

30. J. Shao. A Note on Bootstrap Variance Estimation. 

31. J. Shao. A Comparison of the Asymptotic Efficiency of Ordinary and Weighted Least Squares Estimators. 

32. D. C. Coster. Trend-Free Run Orders of Mixed-Level Fractional Factorial Designs. 

33. C: S. Gupta, S. Panchapakesan. On Sequential Ranking and Selection Procedures. 

34. C: J. Berger, J. F. Angers. Robust Hierarchical Bayes Estimation of Exchangeable Means. 

35. C: W. J. Studden, A. DasGupta. Robust Bayesian Analysis and Optimal Experimental Designs in Normal Linear Models with Many Parameters-II. 

36. S. Lalley, T. Sellke. Limit Theorems for the Frontier of a One-Dimensional Branching Diffusion. 

37. C: A. DasGupta, W. J. Studden. Frequentist Behavior of Robust Bayes Estimates of Normal Means. 

38. W.-L. Loh. Estimating Covariance Matrices I. 

39. K. S. Mak. Adaptive Tests. 

40. J. Shao. Monte Carlo Approximations in Bayesian Decision Theory. 

41. B. Boukai. An Explicit Expression for the Distribution of the Supremum of Brownian Motion with a Change-Point. 

42. D. Coster. Summary: Tables of Minimum Cost, Linear Trend-Free Run Sequences of Two- and Three-Level Fractional Factorial Designs. 

43. P. Protter. A Book Review of: The Malliavin Calculus. 

44. W. L. Loh. Estimating Covariance Matrices II. 

45. M.-N. Huang. Optimal Designs for Parallel Line Assay. 

46. B. Davis. Loss of Recurrence in Reinforced Random Walk. 

47. D. E. Axelrod, T. Kuczek. Clonal Heterogeneity in Populations of Normal Cells and Tumor Cells. 

48. P. S. Puri, J. B. Robertson, K. B. Sinha. A Matrix Limit Theorem with Applications to Probability Theory. 

49. W. L. Loh. Estimating the Common Mean of Two Multivariate Normal Distributions. 

50. A. Bose. Asymptotic Estimation in Non-Linear Autoregressive Time Series Models. 

51. E. Paradoux, P. Protter. Stochastic Volterra Equations with Anticipating Coefficients. 

52. P. Puri, H. Singh. On Recursive Formulas for Isotonic Regression Useful for Statistical Inference Under Order Restrictions. 

53. D. Coster. Factorial Run Orders by the Simulated Annealing Algorithm. 

54. S. He, J. Wang. On The Optimal Parking Problem. 

55. S. He, J. Wang. Thinning of Point Processes - Martingale Method. 

56. T. Kuczek. The Self-Avoiding Branching Random Walk.

57. J. Shao. Statistical Functional, Differentiability and Jackknife. 

58. J. Shao. Functional Calculus and Asymptotic Theory for Statistical Analysis.

59. J. Shao. Consistency of Jackknife Variance Estimators. 

60. J. Shao. Resampling Estimators for Generalized L-Statistics. 

61. C: K. S. Lee. A Robust Subset Selection Procedure for Location Parameter Case Based on Hodges-Lehmann Estimators. 

62. J. Shao. Jackknife Variance Estimator for Two Sample Linear Rank Statistics.

63. W.-L. Loh. On the Coverage Probability of Some Confidence Sets for a Multivariate Normal Mean. 

64. C: A. DasGupta. Diameter and Volume Minimizing Confidence Sets in Bayes and Classical Problems. 

65. C: J. Shao and S.-C. Chow. Monte Carlo Approximations in Bayesian Decision Theory Part II: Constructing Release Targets for Drug Products.

66. C: J. Shao. Monte Carlo Approximations in Bayesian Decision Theory Part III: Limiting Behavior of Monte Carlo Approximations.