1991 Technical Reports

1. T. G. Kurtz, P. Protter. Wong-Zakai Corrections, Random Evolutions, and Simulation Schemes for SDE's. Read Full Report (PDF)

2. W. L. Loh. Stein's Method and Multinomial Approximation. Read Full Report (PDF)

3. D. N. Politis, J. P. Romano. The Stationary Bootstrap. Read Full Report (PDF)

4. J. O. Berger, W. Jeffreys. The Application of Robust Bayesian Analysis to Hypothesis Testing and Occam's Razor. Read Full Report (PDF)

5. C: H. Dette. On General Equations for Orthogonal Polynomials. Read Full Report (PDF)

6. C: M. J. Bayarri, M. H. DeGroot. Difficulties and Ambiguities in the Definition of a Likelihood Function. Read Full Report (PDF)

7. D. N. Politis, J. P. Romano. A Circular Block-Resampling Procedure for Stationary Data. Read Full Report (PDF)

8. T. G. Kurtz, P. Protter. Characterizing the Weak Convergence of Stochastic Integrals. Read Full Report (PDF)

9. P. Muller. A Generic Approach to Posterior Integration and Gibbs Sampling. Read Full Report (PDF)

10. B. S. Clarke, B. W. Junker. Inference from the Product of Marginals of a Dependent Likelihood. Read Full Report (PDF)

11. H. Dette, W. J. Studden. On a New Characterization of the Classical Orthogonal Polynomials. Read Full Report (PDF)

12. M. J. Bayarri, M. H. DeGroot. A "Bad" View at Weighted Distributions and Selection Models. Read Full Report (PDF)

13. D. N. Politis. Applications of Resampling Schemes for Stationary Time Series. Read Full Report (PDF)

14. S. S. Gupta, S. N. Hande. Single-Stage Bayes and Empirical Bayes Rules for Ranking and Estimating Multinomial Probabilities. Read Full Report (PDF)

15. C: J. O. Berger, J. M. Bernardo. On the Development of the Reference Prior Method. Read Full Report (PDF)

16. C: H. Dette. Some Generalizations of Elfing's Theorem. Read Full Report (PDF)

17. D. N. Politis. Non-parametric Maximum Entropy. Read Full Report (PDF)

18. S. P. Lalley, D. Gatzouras. Hausdorff and Box Dimensions of Certain Self-Affine Fractals. Read Full Report (PDF)

19. C. Gu, C. Qiu. Smoothing Spline Density Estimation: Theory. Read Full Report (PDF)

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. Read Full Report (PDF)

22. T. G. Kurtz, E. Paradoux, P. Protter. Stratonovich Stochastic Differential Equations Driven by General Semimartingales. Read Full Report (PDF)

23. H. Dette. On a Mixture of the D- and D₁-Optimality Criterion in Polynomial Regression. Read Full Report (PDF)

24. F. Pukelsheim, W. J. Studden. E-Optimal Designs for Polynomial Regression. Read Full Report (PDF)

25. C: T. C. Liang. On Empirical Bayes Test Procedures for Uniform Distributions. Read Full Report (PDF)

26. C: T. C. Liang. Convergence Rates for Empirical Bayes Estimation of the Scale Parameter in a Pareto Distribution. Read Full Report (PDF)

27. C: S. S. Gupta, T. C. Liang. On Restricted Subset Selection Rules for Selecting the Best Population. Read Full Report (PDF)

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. Read Full Report (PDF)

30. H. Dette, W. J. Studden. Geometry of E-Optimality. Read Full Report (PDF)

31. C: M. S. Oh, J. O. Berger. Integration of Multimodal Functions by Monte Carlo Importance Sampling. Read Full Report (PDF)

32. T. Samanta. A Lower Bound to the Asymptotic Risk of an Estimator for a Family of Non-Regular Cases. Read Full Report (PDF)

33. C: T. C. Liang. On Empirical Bayes Test with O-Li Loss in Some Nonexponential Family. Read Full Report (PDF)

34. C: S. S. Gupta, S. H. Han. Selection and Ranking Procedures for Logistic Populations. Read Full Report (PDF)

35. C: S. S. Gupta, T. C. Liang. On Empirical Bayes Selection Rules for Sampling Inspection. Read Full Report (PDF)

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. Read Full Report (PDF)

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. Read Full Report (PDF)

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. Read Full Report (PDF)

39. B. Schmeiser, M.-H. Chen. On Random-Direction Monte Carlo Sampling for Evaluating Multidimensional Integrals. Read Full Report (PDF)

40. C: D. Sun, J. O. Berger. Bayesian Sequential Reliability for Weibull and Related Distributions. Read Full Report (PDF)

41. C. Gu. Smoothing Spline Density Estimation: A Dimensionless Automatic Algorithm. Read Full Report (PDF)

42. S. P. Lalley. Mostow Rigidity and the Bishop-Steger Dichotomy for Surfaces of Variable Negative Curvature. Read Full Report (PDF)

43. M.-M. Zen. Point Estimation of Multivariate Normal Mean Using t Priors. Read Full Report (PDF)

44. C: W. H. Jeffreys, J. O. Berger. Sharpening Ockham's Razor on a Bayesian Strop. Read Full Report (PDF)

45. S. Basu. Variations of Posterior Expectations for Symmetric Unimodal Priors in a Distribution Band. Read Full Report (PDF)

46. B. Vidakovic, A. DasGupta. Linear Versus Nonlinear Rules for Mixture Normal Priors. Read Full Report (PDF)

47. S. Basu, A. DasGupta. Robustness of Standard Confidence Intervals for Location Parameters Under Departure from Normality. Read Full Report (PDF)

48. A. DasGupta, S. Mukhopadhyay, W. J. Studden. Compromise Designs in Heteroscedastic Linear Models. Read Full Report (PDF)

49. C: C. Robert. Prior Feedback: A Bayesian Approach to Maximum Likelihood Estimation. Read Full Report (PDF)

50. C. Gu, C. Qiu. Asymptotic Analysis of Penalized Likelihood Regression. Read Full Report (PDF)

51. B. Clarke, J. K. Ghosh. Posterior Convergence Given the Mean. Read Full Report (PDF)

52. C: C. P. Robert. A Note on Jeffreys-Lindley Paradox. Read Full Report (PDF)

53. W.-L. Loh. Edgeworth Expansion for U-Statistics Based on an M-Dependent Shift. Read Full Report (PDF)

54. C. Léger, D. N. Politis, J. P. Romano. Bootstrap Technology and Applications. Read Full Report (PDF)

55. D. N. Politis. ARMA Models, Prewhitening, and Minimum Cross Entropy. Read Full Report (PDF)

56. B. S. Clarke, A. R. Barron. Entropy Risk and the Bayesian Central Limit Theorem. Read Full Report (PDF)

57. R. Banuelos, B. Davis. A Geometrical Characterization of Intrinsic Ultracontractivity for Planar Domains with Boundaries Given by the Graphs of Functions. Read Full Report (PDF)

58. C. Gu. Penalized Likelihood Hazard Estimation. Read Full Report (PDF)

59. C: S. S. Gupta, T. C. Liang. On Empirical Bayes Selection Procedures. Read Full Report (PDF)

60. C: S. S. Gupta, K. J. Miescke. Bayesian Look Ahead One Stage Sampling Allocations for Selecting the Largest Normal Mean. Read Full Report (PDF)

61. V. F. Melfi. Nonlinear Markov Renewal Theory. Read Full Report (PDF)

62. S. S. Gupta, Y. Liao, C. Qiu, J. Wang. A New Technique for Improved Confidence Bounds for the Probability of Correct Selection. Read Full Report (PDF)

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). Read Full Report (PDF)

64. P. Protter, J. San Martin. General Change of Variables Formulas for Semimartingales in One and Finite Dimensions. Read Full Report (PDF)

65. S. N. Hande. Some Results on Bayes and Empirical Bayes Rules for Ranking Pairwise Compared Treatments. Read Full Report (PDF)

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

67. D. N. Politis. On the Entropy of a Mixture Distribution. Read Full Report (PDF)

68. B. Clarke, J. K. Ghosh. Posterior Normality Given the Mean with Applications. Read Full Report (PDF)

69. C: J. O. Berger, J. Mortera. Robust Bayesian Hypothesis Testing in the Presence of Nuisance Parameters. Read Full Report (PDF)

70. W.-L. Loh. An Edgeworth Expansion for U-Statistics with Weakly Dependent Observations. Read Full Report (PDF)

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