1991 Technical Reports

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

1. T. G. Kurtz, P. Protter. Wong-Zakai Corrections, Random Evolutions, and Simulation Schemes for SDE's. 

2. W. L. Loh. Stein's Method and Multinomial Approximation. 

3. D. N. Politis, J. P. Romano. The Stationary Bootstrap. 

4. J. O. Berger, W. Jeffreys. The Application of Robust Bayesian Analysis to Hypothesis Testing and Occam's Razor. 

5. C: H. Dette. On General Equations for Orthogonal Polynomials. 

6. C: M. J. Bayarri, M. H. DeGroot. Difficulties and Ambiguities in the Definition of a Likelihood Function. 

7. D. N. Politis, J. P. Romano. A Circular Block-Resampling Procedure for Stationary Data. 

8. T. G. Kurtz, P. Protter. Characterizing the Weak Convergence of Stochastic Integrals. 

9. P. Muller. A Generic Approach to Posterior Integration and Gibbs Sampling. 

10. B. S. Clarke, B. W. Junker. Inference from the Product of Marginals of a Dependent Likelihood. 

11. H. Dette, W. J. Studden. On a New Characterization of the Classical Orthogonal Polynomials.

12. M. J. Bayarri, M. H. DeGroot. A "Bad" View at Weighted Distributions and Selection Models.

13. D. N. Politis. Applications of Resampling Schemes for Stationary Time Series. 

14. S. S. Gupta, S. N. Hande. Single-Stage Bayes and Empirical Bayes Rules for Ranking and Estimating Multinomial Probabilities. 

15. C: J. O. Berger, J. M. Bernardo. On the Development of the Reference Prior Method. 

16. C: H. Dette. Some Generalizations of Elfing's Theorem. 

17. D. N. Politis. Non-parametric Maximum Entropy. 

18. S. P. Lalley, D. Gatzouras. Hausdorff and Box Dimensions of Certain Self-Affine Fractals. 

19. C. Gu, C. Qiu. Smoothing Spline Density Estimation: Theory. 

20. D. Duffie, P. Protter. From Discrete to Continuous Time Finance: Weak Convergence of the Financial Gain Process (Revised and updated version of 89-02.) (Replaced by 91-63.)

21. M. J. Bayarri, M. H. DeGroot. The Analysis of Published Significant Results. 

22. T. G. Kurtz, E. Paradoux, P. Protter. Stratonovich Stochastic Differential Equations Driven by General Semimartingales.

23. H. Dette. On a Mixture of the D- and D₁-Optimality Criterion in Polynomial Regression.

24. F. Pukelsheim, W. J. Studden. E-Optimal Designs for Polynomial Regression. 

25. C: T. C. Liang. On Empirical Bayes Test Procedures for Uniform Distributions. 

26. C: T. C. Liang. Convergence Rates for Empirical Bayes Estimation of the Scale Parameter in a Pareto Distribution. 

27. C: S. S. Gupta, T. C. Liang. On Restricted Subset Selection Rules for Selecting the Best Population.

28. M. L. Samuels. Simpson's Paradox and Related Phenomena. Published in the Journal of the American Statistical Association, Vol.88, No. 421, pp. 81-88, March 1993.

29. C. G. Gu, G. Wahba. Smoothing Splines and Analysis of Variance in Function Spaces. 

30. H. Dette, W. J. Studden. Geometry of E-Optimality. 

31. C: M. S. Oh, J. O. Berger. Integration of Multimodal Functions by Monte Carlo Importance Sampling. 

32. T. Samanta. A Lower Bound to the Asymptotic Risk of an Estimator for a Family of Non-Regular Cases. 

33. C: T. C. Liang. On Empirical Bayes Test with O-Li Loss in Some Nonexponential Family. 

34. C: S. S. Gupta, S. H. Han. Selection and Ranking Procedures for Logistic Populations.

35. C: S. S. Gupta, T. C. Liang. On Empirical Bayes Selection Rules for Sampling Inspection. 

36. C: N. Balakrishnan, S. S. Gupta, S. Panchapakesan. Estimation of the Mean and Standard Deviation of the Logistic Distribution Based on Multiply Type-II Censored Samples. 

37. C: N. Balakrishnan, S. S. Gupta, S. Panchapakesan. Estimation of the Mean and Standard Deviation of the Normal Distribution Based on Multiply Type-II Censored Samples. 

38. C: N. Balakrishnan, S. S. Gupta, S. Panchapakesan. Estimation of the Location and Scale Parameters of the Extreme Value Distribution Based on Multiply Type-II Censored Samples.

39. B. Schmeiser, M.-H. Chen. On Random-Direction Monte Carlo Sampling for Evaluating Multidimensional Integrals. 

40. C: D. Sun, J. O. Berger. Bayesian Sequential Reliability for Weibull and Related Distributions.

41. C. Gu. Smoothing Spline Density Estimation: A Dimensionless Automatic Algorithm. 

42. S. P. Lalley. Mostow Rigidity and the Bishop-Steger Dichotomy for Surfaces of Variable Negative Curvature. 

43. M.-M. Zen. Point Estimation of Multivariate Normal Mean Using t Priors. 

44. C: W. H. Jeffreys, J. O. Berger. Sharpening Ockham's Razor on a Bayesian Strop. 

45. S. Basu. Variations of Posterior Expectations for Symmetric Unimodal Priors in a Distribution Band. 

46. B. Vidakovic, A. DasGupta. Linear Versus Nonlinear Rules for Mixture Normal Priors. 

47. S. Basu, A. DasGupta. Robustness of Standard Confidence Intervals for Location Parameters Under Departure from Normality. 

48. A. DasGupta, S. Mukhopadhyay, W. J. Studden. Compromise Designs in Heteroscedastic Linear Models.

49. C: C. Robert. Prior Feedback: A Bayesian Approach to Maximum Likelihood Estimation. 

50. C. Gu, C. Qiu. Asymptotic Analysis of Penalized Likelihood Regression. 

51. B. Clarke, J. K. Ghosh. Posterior Convergence Given the Mean. 

52. C: C. P. Robert. A Note on Jeffreys-Lindley Paradox.

53. W.-L. Loh. Edgeworth Expansion for U-Statistics Based on an M-Dependent Shift. 

54. C. Léger, D. N. Politis, J. P. Romano. Bootstrap Technology and Applications. 

55. D. N. Politis. ARMA Models, Prewhitening, and Minimum Cross Entropy. 

56. B. S. Clarke, A. R. Barron. Entropy Risk and the Bayesian Central Limit Theorem. 

57. R. Banuelos, B. Davis. A Geometrical Characterization of Intrinsic Ultracontractivity for Planar Domains with Boundaries Given by the Graphs of Functions. 

58. C. Gu. Penalized Likelihood Hazard Estimation. 

59. C: S. S. Gupta, T. C. Liang. On Empirical Bayes Selection Procedures. 

60. C: S. S. Gupta, K. J. Miescke. Bayesian Look Ahead One Stage Sampling Allocations for Selecting the Largest Normal Mean.

61. V. F. Melfi. Nonlinear Markov Renewal Theory. 

62. S. S. Gupta, Y. Liao, C. Qiu, J. Wang. A New Technique for Improved Confidence Bounds for the Probability of Correct Selection. 

63. D. Duffie, P. Protter. From Discrete to Continuous Time Finance: Weak Convergence of the Financial Gain Process. (Revised and updated version of 89-02). 

64. P. Protter, J. San Martin. General Change of Variables Formulas for Semimartingales in One and Finite Dimensions. 

65. S. N. Hande. Some Results on Bayes and Empirical Bayes Rules for Ranking Pairwise Compared Treatments. 

66. C: A. DasGupta, J. K. Ghosh, M. M. Zen. A New General Method for Constructing Confidence Sets in Arbitrary Dimensions: With Applications. 

67. D. N. Politis. On the Entropy of a Mixture Distribution.

68. B. Clarke, J. K. Ghosh. Posterior Normality Given the Mean with Applications. 

69. C: J. O. Berger, J. Mortera. Robust Bayesian Hypothesis Testing in the Presence of Nuisance Parameters. 

70. W.-L. Loh. An Edgeworth Expansion for U-Statistics with Weakly Dependent Observations. 

71. C: T. C. Liang. Rates of Convergence for Empirical Bayes Two-Action Problems: Discrete Case.