1996 Technical Reports

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

Pulled by author.
A. Bose. Bahadur Representation of M Estimates Based on V Functionals.
M. Gasparini, P. Ma. The Multivariate Fermi-Dirac Distribution and Its Statistical Applications.
A. Bose. A Glivenko-Cantelli Theorem and Strong Laws for L-Statistics.
A. Bose. A Note on the Marcinkiewicz Zygmund Strong Law.
A. DasGupta. Brownian Paths Observed at Discrete Random Times and Connections to the Simple Random Walk. [Replaced by #97-23.]
C: J. O. Berger, B. Liseo, R. L. Wolpert. Integrated Likelihood Methods for Eliminating Nuisance Parameters.
A. DasGupta. Distinguishing a Brownian Bridge from a Brownian Motion with Drift.
C:J. O. Berger. Bayes Factors.
C:J. O. Berger, A. Philippe, C. Robert. Estimation of Quadratic Functions: Noninformative Priors for Non-Centrality Parameters.
A. Bose, N. K. Neerchal. Estimation of Variance from Ranked Set Samples.
A. Bose, D. Kushary. Jackknife and Weighted Jackknife Estimates of the Variance of M-Estimators in Linear Regression.
K. Iwaki. Posterior Expected Marginal Likelihood for Testing Hypotheses.
J. Berger. Some Recent Developments in Bayesian Analysis, with Astronomical Illustrations.
T. G. Kurtz, P. E. Protter. Weak Convergence of Stochastic Integrals and Differential Equations I.
T. G. Kurtz, P. E. Protter. Weak Convergence of Stochastic Integrals and Differential Equations II: Infinite Dimensional Case.
T-C. Liang. Empirical Bayes Two-Tail Tests in a Discrete Exponential Family.
C: S. S. Gupta, T-C. Liang. Selecting Good Exponential Populations Compared with a Control: A Nonparametric Empirical Bayes Approach.
L. Chen, Y. Zhang. Large Sample Properties of a Series Estimations of Cross-Validation in Linear Regression Models.
N. D. Shyamalkumar. Estimation of a Survival Function in a Sub-Class of a Uniformly Stochastically Dominated Family.
N. D. Shyamalkumar. Partial Posterior Consistency using Dirichlet Priors in Estimation of Survival Function.
N. D. Shyamalkumar. Bayesian Robustness with Asymptotically Nice Classes of Priors.
N. D. Shyamalkumar. Bayesian Robustness with Respect to the Likelihood.
N. D. Shyamalkumar. Cyclic I₀ Projections and Its Applications to Statistics.
C:. S. S. Gupta, T-C. Liang. On Empirical Bayes Simultaneous Selection Procedures for Comparing Normal Populations with a Standard.
C: A. Kleyner, S. Bhagath, M. Gasparini, J. Robinson, M. Bender. Bayesian Techniques to Reduce the Sample Size in Automotive Electronics Attribute Testing.
A. DasGupta, L. R. Haff, W. E. Strawderman. The Heat Equation, Stein's Lemma and an Expectation Identity: With Applications.
Pulled by author.
This number was not used.
A. DasGupta, W. Strawderman. Correlation Between a Parameter and an Estimate: Facts, Formulae, Examples.
C: T. C. Liang. On Empirical Bayes Two-Stage Test in a Discrete Exponential Family.
S. P. Lalley. Percolation on Fuchsian Groups.
D. S. Moore. Bayes for Beginners? Some Reasons to Hesitate.

Published in The American Statistician, Vol. 51, pp. 254-261 and 272-274, 1997.
C: K. Iwaki. Noninformative Prior for Model Selection.
G. P. McCabe. Analysis of a class of nonlinear regression models with correlated and uncorrelated errors. (Paper was withdrawn)
J. Jacod, P. Protter. Asymptotic Error Distributions for the Euler Method for stochastic Differential Equations.
D. S. Moore. New Pedagogy and New Content: The Case of Statistics.

Published in International Statistical Review, Vol. 65, pp. 123-165, 1997.
B. Davis. Distribution of Brownium Local Time on Curves.
W. Wang, A. Dasgupta, J. T. G. Hwang. Statistical Tests for Multivariate Bioequivalence.
A. Dasgupta.Asymptotic Relative Efficiency.
T. Cai. Minimax Wavelet Estimation Via Block Thresholding.
S. P. Lalley, T. Sellke. Limit Set of a Weekly Supercritical Contact Process on a Homogeneous Tree.