Department of Statistics Unitmark
Dietrich College of Humanities and Social Sciences

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Publications - Technical Reports

The Fundamental Theorems of Prevision and Asset Pricing

Mark Schervish, Teddy Seidenfeld, Joseph B. Kadane
June, 2006

Constructing Confidence Regions of Optimal Expected Size

Chad M. Schafer and Philip B. Stark
June, 2006

Universal Residuals: A Multivariate Transformation

A. E. Brockwell
May, 2006

Polyhedral Conditions for the Nonexistence of the MLE for Hierarchical Log-linear Models

Nick Eriksson, Stephen E. Fienberg, Alessandro Rinaldo and Seth Sullivant
May, 2006

Three Centuries of Categorical Data Analysis: Log-linear Models and Maximum Likelihood Estimation

Stephen E. Fienberg and Alessandro Rinaldo
May, 2006

Weighted Hypothesis Testing

Larry Wasserman and Kathryn Roeder
April, 2006

Avoiding the Range of Equivalence in Clinical Trials: Bayesian Sample Size Determination for Robust Credible Intervals

Pierpaolo Brutti and Fulvio De Santis
November, 2005

Spike Hunting in Galaxy Spectra

Pierpaolo Brutti, Christopher R. Genovese, Christopher J. Miller, Robert C. Nichol, and Larry Wasserman
November, 2005

Examining the Effect of the Map-Making Algorithm on Observed Power Asymmetry in WMAP Data

Peter E. Freeman, Christopher R. Genovese, Christopher J. Miller, Robert C. Nichol, and Larry Wasserman
October, 2005

Devising Face Authentication System and Performance Evaluation Based on Statistical Models

Sinjini Mitra, Anthony Brockwell, Marios Savvides, Stephen E. Fienberg
September, 2005

Ultra High Frequency Volatility Estimation with Dependent Microstructure Noise

Yacine Aït-Sahalia, Per A. Mykland, and Lan Zhang
June, 2005

Rodeo: Sparse Nonparametric Regression in High Dimensions

John Lafferty and Larry Wasserman
June, 2005

Spatial Modelling Using a New Class of Nonstationary Covariance Functions

Christopher J. Paciorek and Mark J. Schervish
June, 2005

Edgeworth expansions in small noise asymptotics

Lan Zhang, Per A. Mykland, and Yacine Aït-Sahalia
June, 2005

Discussion of paper "A selective overview of nonparametric methods in financial econometrics" by Jianqing Fan

Per A. Mykland and Lan Zhang
June, 2005

On Maximum Likelihood Estimation in Log-Linear Models

Alessandro Rinaldo
May, 2005

Regression-Assisted Deconvolution

Julie McIntyre and Leonard A. Stefanski
May, 2005

A Dynamic Supply-Demand Model for Electricity Prices

Manuela Buzoianu, Anthony E. Brockwell, Duane J. Seppi
May, 2005

Recursive Kernel Density Estimation of the Likelihood for Generalized State-Space Models

A.E. Brockwell
March, 2005

Improved Models for Analysis of Motor-Cortical Signals

Alex L. Rojas, Anthony E. Brockwell and Andrew B. Schwartz
February, 2005

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