Statistics Centre Technical Reports

08.01 J. LÓPEZ-FIDALGO, R. MARTÍN-MARTÍN, D. WIENS Marginally Restricted Sequential D-Optimal Designs (Download the .pdf file)
08.02 D. WIENS Robust Discrimination Designs (Download the .pdf file)

07.01 H. DETTE, D. WIENS Robust Designs for 3D Shape Analysis with Spherical Harmonic Descriptors (Download the .pdf file)
07.02 O. MICHAILOVICH, D. WIENS On Geometric and Algebraic Separation of Signal Sources Using Kernel Estimates of Probability Densities (Download the .pdf file)
07.03 P. HOOPER Exact Distribution Theory for Belief Net Responses (Download the .pdf file)
07.04 H. DETTE, D. WIENS Robust Designs for Series Estimation (Download the .pdf file)
07.05 D. WIENS Asymptotic Properties of a Neyman-Pearson Test for Model Discrimination, with an Application to Experimental Design (Download the .pdf file)

06.01 E. GOMBAY Change Detection in Autoregressive Time Series (Download the .pdf file)
06.02 R. KOENKER, I. MIZERA Density Estimation by Total Variation Regularization (Download the .pdf file)
06.03 P.M. HOOPER Period Analysis of Variable Stars: Temporal Dependence and Local Optima (Download the .pdf file)
06.04 G. HEO, C.G. SMALL, Form Representations and Means for Landmarks: A Survey and Comparative Study (Download the .pdf file)
06.05 G. HEO, An Application of Change Detection in Long Range Dependent (LRD) Process (Download the .pdf file)
06.06 E. GOMBAY, G. HEO, A. HUSSEIN Nonparametric Sequential Comparison of Two Treatments with Random Allocation (Download the .pdf file)

05.01 D.P. WIENS, X. XU Robust Designs for One-Point Extrapolation (Download the .pdf file)
05.02 E. GOMBAY, D. SERBAN An Adaptation of Page's CUSUM Test for Change Detection (Download the .pdf file)
05.03 E. GOMBAY, D. SERBAN Sequential ANOVA Tests and Related Tables (Download the .pdf file)
05.04 E. GOMBAY, D. SERBAN Monitoring Parameter Change in AR(p) Time Series Models (Download the .pdf file)
05.05 D.P. WIENS, X. XU Robust Prediction and Extrapolation Designs for Misspecified Generalized Linear Regression Models (Download the .pdf file)
05.06 D.P. WIENS, J. ZHOU Robust Estimates and Designs for Field Experiments (Download the .pdf file)
05.07 A.ADEWALE, D. P. WIENS New Criteria for Robust Integer-Valued Designs in Linear Models (Download the .pdf file)
05.08 A.ADEWALE, D. P. WIENS Robust Designs for Misspecified Logistic Models (Download the .pdf file)
05.09 E. GOMBAY Weighted Logrank Statistics in Sequential Tests (Download the .pdf file)

04.01 Z. FANG, D.P. WIENS, Z. WU Locally D-Optimal Designs for Multi-Stage Models and Heteroscedastic Polynomial Regression Models (Download the .pdf file)
04.02 D.P. WIENS Robustness in Spatial Studies: Minimax Prediction (Download the .pdf file)
04.03 D.P. WIENS Robustness in Spatial Studies: Minimax Design (Download the .pdf file)
04.04 Y. TIAN, D.P. WIENS On equality and proportionality of Ordinary Least Squares, Weighted Least Squares and Best Linear Unbiased estimators in the general linear model (Download the .pdf file)
04.05 Y. TIAN, D.P. WIENS The equalities of ordinary least-squares estimators and best linear unbiased estimators for the restricted linear model (Download the .pdf file)
04.06 R.J. ROSYCHUK, C. HUSTON, N.G.N. PRASAD Spatial Event Cluster Detection Using A Compound Poisson Distribution (Download the .pdf file)

03.01 D.P. WIENS, N.C. BEAULIEU, P. LOSKOT On the Exact Distribution of the Sum of the Largest n-k out of n Normal Random Variables with Differing Means (Download the .pdf file)
03.02 Z. FANG, D.P. WIENS Bayesian Minimally Supported D-Optimal Designs for an Exponential Regression Model (Download the .pdf file)
03.03 D.P. WIENS Optimal Robust Methods for Prediction and Design in Spatial Studies (Download the .pdf file)
03.04 D.P. WIENS Robust Allocaton Schemes for Clinical Trials With Prognostic Factors (Download the .pdf file)

02.01 I. MIZERA, C.H. MÜLLER Breakdown Points of Cauchy Regression-Scale Estimators (Download the .ps file or the .pdf file)
02.02 R. KOENKER, I. MIZERA Penalized Triograms: Total Variation Regularization for Bivariate Smoothing (Download the .pdf file)
02.03 D.P. WIENS, J. CHENG, N.C. BEAULIEU A Class of Method of Moments Estimators for the Two-Parameter Gamma Family (Download the .pdf file)
02.04 A.R. DE LEON, K.C. CARRIÈRE A Generalized Mahalanobis Distance for Mixed Data (Download the .pdf file)
02.05 DE LEON,A. AND CARRIERE, K.C. General Mixed Data Model:Extension of General Location and Grouped Continuous Models (Download the .pdf file)
02.06 E. GOMBAY Comparison of U-statistics in the Change-Point Problem and in Sequential Change Detection
02.07 ATENAFU, E. AND GOMBAY, E. Sequential Tests for the Nested Random Effects Model
02.08 GOMBAY, E. Parametric Sequential Tests in the Presence of Nuisance Parameters
02.09 GOMBAY, E. AND HUSSEIN, A. Sequential Comparison of Two Populations By Parametric Tests
02.10 GOMBAY, E. Sequential Change-Point Detection and Estimation
02.11 GOMBAY, E. U-Statistics in Sequential Tests and Change Detection

01.01 X. SHENG, K.C. CARRIÈRE An Improved CML estimation procedure for the Rasch Model with Item Response Data (Download the .pdf file)
01.02 S.K. SINHA, D.P. WIENS Robust, Sequential Designs for Nonlinear Regression (Download the .pdf file)
01.03 E. GOMBAY, G. HEO Nonparametric Sequential Comparison of Two Populations Using U-Statistics (Download the .pdf file.)
01.04 S. MANDAL, K.C. CARRIÈRE Constructing Optimal Designs With Constraints (Download the .ps file)
01.05 S.K. SINHA, D.P. WIENS Minimax Weights for Generalised M-Estimation in Biased Regression Models (Download the .pdf file)
01.06 S.K. SINHA, D.P. WIENS Asymptotics for Robust Sequential Designs in Misspecified Regression Models (Download the .pdf file)
01.07 Z. FANG, D.P. WIENS Robust Regression Designs for Approximate Polynomial Models (Download the .pdf file, or the accompanying software)
01.08 S.L. LOHR, N.G.N. PRASAD Small Area Estimation With Auxiliary Survey Data (Download the .pdf file)

00.01 K.C. CARRIÈRE, L.L. ROOS, D. DOVER Across time and space: Variations in hospital use during Canadian health reform (Download the .doc file)
00.02 K.C. CARRIÈRE, S. KOCHAR Comparing sub-survival functions in a competing risk model (Download the .ps file )
00.03 D.P. WIENS Profile Matching Software Manual (Download the manual and the software.)
00.04 M. KOURITZIN Nonlinear Parabolic Equations With Cadlag Noise, Extended Version (Download the .ps file.)
00.05 A.J. OYET, D.P. WIENS On Exact Minimax Wavelet Designs Obtained by Simulated Annealing (Download the .pdf file)
00.06 D.P. WIENS Designs for Clinical Trials (Download the .pdf file.)
00.07 I. MIZERA, C.H. MÜLLER The Influence of the Design on the Breakdown Point of l1-type M-estimators (Download the .ps file.)
00.08 I. MIZERA, M. VOLAUF Continuity of Halfspace Depth Contours and Maximum Depth Estimators: Diagnostics of Depth-Related Methods

99.01 K.C. CARRIÈRE Ecological Fallacy: Can ecological data measure our health?
99.02 K.C. CARRIÈRE, R. HUANG Crossover designs for two-treatment clinical trials (Download the .ps file.)
99.03 Z. FANG, D.P. WIENS Integer-Valued, Minimax Robust Designs for Estimation and Extrapolation in Heteroscedastic, Approximately Linear Models (Download the .pdf file)
99.04 G. HEO, B. SCHMULAND, D.P. WIENS Restricted Minimax Robust Designs for Misspecified Regression Models (Download the .pdf file)
99.05 S. SINHA, D.P. WIENS Robust, Sequential Designs for Nonlinear Regression (Download the .pdf file)
99.06 D. WIENS, L.Z. FLORENCE, M.HILTZ Robust Estimation of Chemical Profiles of Air-Borne Particulate Matter (Download the .pdf file)
99.07 P. HOOPER Reference point logistic regression and the identification of DNA functional sites (Download the .pdf file.)
99.08 P. HOOPER Flexible regression modeling with adaptive logistic basis functions (Download the .pdf file.)
99.09 J. HUH, K.C. CARRIÈRE Detection of Change Point based on Local-likelihood (Download the .ps abstract.)
99.10 J. HUH, K.C. CARRIÈRE Estimation with Discontinuity in Derivatives via Local Polynomial Fit (Download the .ps abstract.)
99.11 E. GOMBAY Sequential Change Detection with Likelihood Ratios
99.12 E. GOMBAY Sequential U-statistics for Change Detection
99.13 E. GOMBAY, L. HORVÁTH Rates of Convergence for U-statistics Processes and their Bootstrapped Versions
99.14 K.C. CARRIÈRE, A.HUSSEIN New measures for patient loyalty and provider continuity of care based on Markov Chains
99.15 A. DE LEON, K.C. CARRIÈRE On the one-sample location hypothesis for mixed bivariate data
99.16 K.C. CARRIÈRE, R. HUANG Considerations for cost-effective designs

98.01 D.P. WIENS Minimum Variance Unbiased Weights and Designs for Biased Regression Models (Download the .pdf file)
98.02 N.G.N. PRASAD, THUAN THACH Logistic Regression Model with Surrogate Covariate (Download the .pdf file or the .ps file.)
98.03 N.G.N. PRASAD, THUAN THACH Variance Estimation under Two-phase Sampling (Download the .pdf file or the .ps file.)
98.04 N.G.N. PRASAD, THUAN THACH Bootstrap Method for Measurement Error Model (Download the .pdf file or the .ps file.)
98.05 R. HUANG, K.C. CARRIÈRE Imputations for missing values in Ratio Models
98.06 K.C. CARRIÈRE How good is a normal approximation for rates and proportions of low incidence events?
98.07 B. SCHMULAND Some exceptional configurations (Download the paper as a .pdf file.)
98.08 Z. DU, D.P. WIENS Jackknifing, Weighting, Diagnostics and Variance Estimation in Generalized M-estimation (Download the .pdf file)
98.09 Y. PENG, K.B.G. DEAR, K.C. CARRIÈRE On the likelihood ratio test for existence of cured patients
98.10 Z. FANG Robust Extrapolation Designs for Biased Polynomial Models (Download the .pdf file)
98.11 D.P. WIENS Bias constrained minimax robust designs for misspecified regresson models (Download the .pdf file)
98.12 E. GOMBAY, L. HORVÁTH Bootstrap and Change Detection
98.13 E. GOMBAY U-statistics for Change under Alternatives
98.14 E. GOMBAY Sequential Tests of Composite Hypotheses

97.01 D.P. WIENS Minimax Robust Weights and Designs for Biased Regression Models: Least Squares and Generalized M-estimation (Download the .pdf file )
97.02 A.J. OYET, D.P. WIENS Robust Designs for Wavelet Approximations of Regression Models (Download the .pdf file)
97.03 K.C. CARRIÈRE Methods for Repeated Measures Data Analysis with Missing Values
97.04 K.C. CARRIÈRE Cost Effectiveness and Power Comparisons of Three-Period Crossover Designs for Clinical Trials
97.05 Z. FANG, D.P. WIENS Robust Extrapolation Designs and Weights for Biased Regression Models With Heteroscedastic Errors (Download the .pdf file)
97.06 M. RÖCKNER, B. SCHMULAND A Support Property for Infinite Dimensional Interacting Diffusion Processes (Download the .pdf file.)

96.01 D.P. WIENS Minimax robust designs and weights for approximately specified regression models with heteroscedastic errors (Download the .pdf file)
96.02 Y. WU Improved Bounds for the Ruin Probability under a Renewal Risk Model
96.03 Y. WU Improved Bounds for the Ruin Probability under a Markovian Modulated Risk Model
96.04 B. SCHMULAND Positivity preserving forms have the Fatou property (Download the paper as a .pdf file.)
96.05 S. KOCHAR, K.C. CARRIÈRE, Connections among various variability orderings
96.06 E. GOMBAY, M. MUSKOVA Rank based estimators of the change-point
96.07 E. GOMBAY, S. LIU A nonparametric test for change in randomly censored data
96.08 E. GOMBAY A likelihood ratio under non-contiguous alternatives
96.09 E. GOMBAY, L HORVATH An application of the likelihood method to change-point detection

95.01 D.P. WIENS, J. ZHOU Minimax designs for approximately linear models with AR(1) errors (Download the .pdf file)
95.02 D.P. WIENS, J. ZHOU Robust designs based on the infinitesimal approach (Download the .pdf file)
95.03 M.J. ZUO, D.X. WANG, Y. WU Monitoring and compensating a tool wear process with finished part measurements
95.04 J. CAI, Y. WU A note on the preservation of NBUC class under formation of parallel systems with unsimilar components
95.05 J. CAI, Y. WU Approximations in life distribution classes and its application
95.06 J. CAI, Y. WU Structures of systems and exponential life distributions
95.07 N.G.N. PRASAD External bootstrap and its application to variance components models
95.08 D. KELKER, W. LANGENBERG Ellipsoid estimation in coal reflectance anisotropy
95.09 S. ZHANG, R. KARUNAMUNI Bayes and empirical Bayes estimation with errors-in-variables
95.10 S. ZHANG, R. KARUNAMUNI Empirical Bayes estimation for the continuous one-parameter exponential family with errors-in-variables
95.11 D.P. WIENS, E. WU, J. ZHOU On the trimmed mean and minimax variance L-estimation in Kolmogorov neighbourhoods (Download the .pdf file)
95.12 R. KARUNAMUNI, S. ZHANG Empirical Bayes estimation for the location family
95.13 J. CAI, Y. WU Some improvements on the Lundberg bound for the ruin probability
95.14 J. CAI, Y. WU Characterization of life distributions under some general stochastic orderings

94.01 D.P. WIENS Asymptotics of generalized M-estimation of regression and scale with fixed carriers, in an approximately linear model (Download the .pdf file)
94.02 D. WIENS, J. ZHOU Minimax regression designs for approximately linear models with autocorrelated errors (Download the .pdf file)
94.03 S.X. LIU, D.P. WIENS Robust designs for approximately polynomial regression (Download the .pdf file)
94.04 Y. WU A less sensitive linear detector for the change point by using kernel smoothing method
94.05 Y. WU On the biases of change point and change magnitude estimation after cusum test
94.06 Y. WU A sequential sentence procedure for randomly changing mean by using a modified dam process
94.07 Y. WU A note on the design of EWMA chart
94.08 Y. WU Economical quality control procedures based on symmetric random walk model
94.09 V. BOGACHEV, M. RÖCKNER, B. SCHMULAND Generalized Mehler semigroups and applications (Download the paper as a .pdf file.)
94.10 M. BOKALO, S.J. TITUS, D.P. WIENS Sampling with partial replacement extended to include growth projections

93.01 D.P. WIENS Robust, sequential designs for approximately linear models
93.02 B. SCHMULAND On the local property for coercive forms(Download the paper as a .pdf file.)
93.03 D. KELKER, R. BJERKE A new failure law, the NX distribution
93.04 D. KELKER, D. HO The Fisher distribution and surface roughness
93.05 R.J. KARUNAMUNI Bayesian estimation of animal abundance for line transect sampling
93.06 R.J. KARUNAMUNI An empirical Bayesian solution to the best-choice problem

92.01 R.J. KARUNAMUNI The asymptotically pointwise optimal testing rule and its competitors - an empirical Bayes approach
92.02 D. WIENS, J. ZHOU Bounded influence rank estimation in the linear model
92.03 A.N. AL-HUSSAINI, L. TANG Linear Skohorod stochastic differential equations in the two-parameter case
92.04 A.N. AL-HUSSAINI, L. TANG The Hida calculus approach to multiparameter stochastic integration
92.05 A.N. AL-HUSSAINI, L. TANG An Ito-Venzell formula for two-parameter Skohorod integrals
92.06 C.A. FIELD, D.P. WIENS One-step M-estimators in the linear model, with dependent errors
92.07 E.-E.A.A. ALY, N. BOUZAR On maximum likelihood ratio tests for the changepoint problem
92.08 R.J. ELLIOTT, R.W. RISHEL Estimating the implicit interest rate of a risky asset
92.09 R.J. ELLIOTT, H. YANG How to count and guess well: Discrete adaptive filters
92.10 R.J. ELLIOTT Exact adaptive filters for Markov chains observed in Gaussian noise
92.11 L. AGGOUN, R.J. ELLIOTT Finite dimensional models for hidden Markov chains
92.12 L. AGGOUN, R.J. ELLIOTT Finite dimensional predictors for hidden Markov chains
92.13 R.J. ELLIOTT A general recursive discrete time filter
92.14 R.J. ELLIOTT, J.B. MOORE State and parameter estimation for linear systems
92.15 R.J. ELLIOTT Measure change estimates for hidden Markov models
92.16 R.J. ELLIOTT, J.B. MOORE Discrete time partially observed control
92.17 A. BENSOUSSAN, R.J. ELLIOTT Attainable claims in a Markov market
92.18 M. CHESNEY, R.J. ELLIOTT, D. MADAN, H. YANG Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
92.19 L. AGGOUN, R.J. ELLIOTT, J.B. MOORE A measure change derivation of continuous state Baum-Welch estimators
92.20 V. KRISHNAMURTHY, R.J. ELLIOTT A filtered parallel EM algorithm for hidden Markov models and sinusoidal drift parameter estimation
92.21 R.J. ELLIOTT, L. AGGOUN Measure change estimation for hidden Markov random fields
92.22 R.J. ELLIOTT, L. AGGOUN M.A.P. estimation using measure change for continuous state random fields
92.23 R.J. ELLIOTT, L. AGGOUN Estimation for discrete Markov random fields observed in Gaussian noise

91.01 R. KARUNAMUNI On the nonparametric kernel estimation of regression functions
91.02 R. KARUNAMUNI Empirical Bayes sequential estimation in one-parameter exponential families
91.03 D. WIENS On moments of quadratic forms in non-spherically distributed variables
91.04 Y. WANG, D. WIENS Optimal, robust R-estimators and test statistics in the linear model
91.05 R. KARUNAMUNI, B. SCHMULAND On generalized Bayes estimation of multivariate normal mean
91.06 E.-E. ALY Confidence bands for Q-Q plots; Percentile residual life functions
91.07 J. SHEAHAN On the asymptotic behaviour of some estimators based on re-descending influence functions in multiple regression
91.08 D. WIENS Robust designs for approximately linear regression: M-estimated parameters
91.09 E. GOMBAY Sequential changepoint detection
91.10 E.-E. ALY Some tests for exponentiality using minimal repair data
91.11 E.-E. ALY, M.A. SHAYIB On some goodness-of-fit tests for the Normal, the Logistic and Extreme-value distributions
91.12 M.A. AL-OSH, E.-E ALY First order autoregressive processes with negative binomial geometric marginals
91.13 E.-E. ALY, S.C. KOCHAR The bivariate scale model and the comparison of cause specific hazard rates
91.14 E.-E. ALY On testing for DMRL and NBUE orderings
91.15 S. HUANG, S.J. TITUS, D.P. WIENS Comparisons of nonlinear height-diameter functions for major Alberta species
91.16 K.L. MEHRA, N.G.N. PRASAD, K.S.M. RAO An "optimal" test for the nonparametric two-sample scale problem
91.17 R.J. ELLIOTT, D. SWORDER Control of a hybrid conditionally linear Gaussian process
91.18 R.J. ELLIOTT, H. FOLLMER Orthogonal martingale representation
91.19 R.J. ELLIOTT, R. MYNENI, R. VISWANATHAN A theorem of El Karoui-Karatzas applied to the American option
91.20 R.J. ELLIOTT, H. YANG Forward and backward equations for an adjoint process
91.21 M. CHESNEY, R.J. ELLIOTT, R. GIBSON Analytical solutions to the pricing of American bond and yield options
91.22 M.H.A. DAVIS, R.J. ELLIOTT, M.A.H. DEMPSTER On the value of information in controlled diffusion processes
91.23 D.D. SWORDER, R.J. ELLIOTT, T.J. TAYLOR A non-Markov finite dimensional filter
91.24 D.B. COLWELL, R.J. ELLIOTT Martingale representation and non-attainable contingent claims
91.25 R.J. ELLIOTT New finite dimensional filters related to the Wonham filter
91.26 R.J. ELLIOTT, M. KOHLMANN A second order minimum principle and adjoint process
91.27 E. GOMBAY, L. HORVATH A goodness-of-fit test for exponential families
91.28 E. GOMBAY, L. HORVATH An application of the maximum likelihood test to the change-point problem
91.29 S.C. BAGUI, K.L. MEHRA A nearest neighbour classification rule for multiple observations based on a sub-sample approach
91.30 S.C. BAGUI, K.L. MEHRA Classification of multiple observations using a multi-stage rank nearest neighbour rule

90.01 C.A. FIELD, D.P. WIENS One-step M-estimators in the linear model, with dependent errors
90.02 D.P. WIENS A note on the computation of robust, bounded influence estimates and test statistics in regression
90.03 K.L. MEHRA, Y.S. RAMA KRISHNAIAH, M. SUDHAKARA RAO Bahadur representation of sample conditional quantiles based on smoothed conditional empirical distribution function
90.04 K.L. MEHRA, Y.S. RAMA KRISHNAIAH, M. SUDHAKARA RAO Asymptotic properties of smoothed vs. unsmoothed conditional distribution function estimators
90.05 D.P. WIENS, K.H.E. WU Distributions minimizing Fisher information for scale in Kolmogorov neighbourhoods
90.06 D.P. WIENS Designs for approximately linear regression: two optimality properties of uniform designs
90.07 D.P. WIENS Designs for approximately linear regression: maximizing the minimum coverage probability of confidence ellipsoids
90.08 K.L. MEHRA, M. GOPALA RAO, M. SUDHAKARA RAO The asymptotic normality of mixed rank statistics with applications
90.09 R. KARUNAMUNI A new smoothness quantification in kernel density estimation
90.10 R. KARUNAMUNI, S. YANG Weak and strong uniform consistency rates of kernel density estimates for randomly censored data
90.11 N.G.N. PRASAD, J.E. GRAHAM PPS Sampling over two occasions
90.12 M.D. BURKE, E. GOMBAY The bootstrapped MLE with an application
90.13 E. GOMBAY, L. HORVATH Limit theorems for change in linear regression
90.14 B. SCHMULAND Energy forms with polynomial domain

89.01 K.L. MEHRA, M.S. RAO, S.P. UPADRASTA A smooth conditional quantile estimator and related applications of the conditional empirical process
89.03 R.J. KARUNAMUNI Improved results on empirical Bayes testing in Lebesgue-exponential families
89.04 D.B. COLWELL, R.J. ELLIOTT, P.E. KOPP Explicit Black and Scholes formulae for sums of European options
89.05 R.J. ELLIOTT Filtering for a logistic equation
89.06 K.L. MEHRA, M.S. RAO The Chernoff-Savage Theorem for non-stationary strong mixing sequences with application to a regression model
89.07 R.J. ELLIOTT, P.E. KOPP Option pricing and hedge portfolios for Poisson processes
89.08 J.R. MCGREGOR, J.C. BABB Serially correlated differences in the paired comparison of time series
89.09 R.J. ELLIOTT, A.H. TSOI Integration by parts for Poisson processes
89.10 J.R. MCGREGOR A stochastic model for AIDS
89.11 K.L. MEHRA, Y.R. RAMA KRISHNAIAH, M.S. RAO Nearest neighbor regression function estimation and conditional empirical processes under strong mixing
89.12 R.J. ELLIOTT The optimal control of diffusions
89.13 N. PRASAD, R.J. KARUNAMUNI On the use of historical information in estimation of proportions: optimal sample size
89.14 R.J. ELLIOTT Homogeneous chaos for finite Markov chains
89.15 R.J. ELLIOTT Filtering and control of Markov chains
89.16 R.J. ELLIOTT, A.H. TSOI Integration by parts for the single jump process
89.17 R.J. ELLIOTT, P.E. KOPP Equivalent martingale measures for bridge processes
89.18 R.J. ELLIOTT, H. YANG The control of partially observed diffusions
89.19 G. BARONE-ADESI, R.J. ELLIOTT A simple formula for futures prices on lognormal treasury bonds
89.20 P.E. KOPP, R.J. ELLIOTT Option pricing with the Brownian Bridge
89.21 R.J. ELLIOTT, A.H. TSOI Time Reversal of non-Markov point processes
89.22 N.G.N. PRASAD A note on jackknife variance estimators
89.23 N.G.N. PRASAD An exact test and its jackknife version for testing the ratio of variance components in a nested-error regression model
89.24 J.R. MCGREGOR Approximate distribution in the variate difference method
89.25 M.HLYNKA, J.N. SHEAHAN, D.P. WIENS On deleting influential responses under a model of asymmetric errors in regression
89.26 D.P. WIENS, K.H.E. WU Distributions minimizing Fisher information for scale in Kolmogorov neighbourhoods
89.27 K.L. MEHRA, Y.S. RAMA KRISHNAIAH, M.S. RAO Asymptotics of smooth kernel quantile estimates for stationary sequences of random variables
89.28 E. GOMBAY, L. HORVATH Asymptotic distributions of maximum likelihood tests for change in the mean
89.29 M.D. BURKE, E. GOMBAY A test of fit for Cox's regression model
89.30 M.D. BURKE, E. GOMBAY Bootstrapped parameter estimated quantile processes L-estimation case
89.31 J.W. HAINES, K.R. THOMPSON, D.P. WIENS A statistical method for detecting free waves
89.32 D.P. WIENS Minimax designs for approximately linear regression
89.33 D.P. WIENS, K.H.E. WU Asymptotic minimax properties of M-estimators of scale
89.34 G. BARONE-ADESI, R.J. ELLIOTT The valuation of American options
89.35 G. BARONE-ADESI, R.J. ELLIOTT Approximations for the values of American options
89.36 G. BARONE-ADESI, R.J. ELLIOTT Free boundary problems in the valuation of securities

88.01 D.P. WIENS The non-null distribution of the Beta statistic in the test of the univariate general linear hypothesis, when the error distribution is spherically symmetric
88.02 D.P. WIENS Minimax variance L- and R- estimators of location
88.03 J.R. MCGREGOR Asymptotic normality of the Munch numbers
88.04 N.G.N. PRASAD, R. KARUNAMUNI Parametric empirical Bayes confidence interval: optimal sample size
88.06 R. KARUNAMUNI On empirical Bayes sequential estimation
88.07 R. KARUNAMUNI, N.G.N. PRASAD Empirical Bayes sequential estimation of the mean
88.08 P. ANTONELLI, R. BRADBURY, R. BUCK, R. ELLIOTT, R. REICHELT Nonlinear prediction of Crown-of-Thorns outbreaks on the Great Barrier Reef
88.09 R.J. ELLIOTT Filtering with a small non-linear term in the signal
88.10 R.J. ELLIOTT, R.GLOWINSKI Approximations to solutions of the Zakai filtering equation
88.11 D.P. WIENS Robust, minimax designs for multiple linear regression
88.12 C. FIELD, E. WU Extreme tail areas of a linear combination of Chi-Squares
88.13 R.J. ELLIOTT, M. KOHLMANN, J.W. MACKI A proof of the Minimum Principle using flows.
88.14 B. SCHMULAND An energy approach to some generalized diffusions
88.15 E. GOMBAY On the simple proportional hazards model
88.16 R.J. KARUNAMUNI, K.L. MEHRA Optimal convergence properties of kernel density estimators without differentiability conditions
88.17 J.C. LIND Monte Carlo results for a variety of estimators of parameters in linear models with asymmetric error distributions
88.18 K.L. MEHRA, K.S. MADHAVA RAO On a class of nonparametric tests for the treatment vs. control problem
88.19 K.L. MEHRA, M.S. RAO, M.K. REDDY Weak convergence of generalized multidimensional empirical processes for non-stationary strong mixing sequences with applications to rank statistics
88.20 J.C. LIND, K.L. MEHRA, J.N. SHEAHAN Asymmetric errors in linear models...estimation, theory and Monte Carlo
88.21 M. HLYNKA, J.N. SHEAHAN, D.P. WIENS On the choice of support of redescending psi-functions in linear models with asymmetric error distributions

87.01 N.G.N. PRASAD, J.N.K. RAO Robust tests and confidence intervals for error variance in regression model and for functions of variance components in an unbalanced random one-way model
87.02 R. KARUNAMUNI On empirical Bayes approach to multiple decision problems with sequential components
87.03 D. WIENS On the busy period distribution of the M/G/2 queueing system
87.04 A. AL-HUSSAINI, R.J. ELLIOTT Enlarged filtrations for diffusions
87.05 A. AL-HUSSAINI, R.J. ELLIOTT Markov bridges and enlarged filtrations
87.06 R.J. ELLIOTT, M. KOHLMANN A short proof of a martingale representation result
87.07 R.J. ELLIOTT, M. KOHLMANN Integration by parts, homogeneous chaos expansions and smooth densities
87.08 R.J. ELLIOTT, M. KOHLMANN The existence of smooth densities for the prediction filtering and smoothing problems
87.09 J. BARAS, R.J. ELLIOTT, M. KOHLMANN The partially observed stochastic minimum principle
87.10 R.J. ELLIOTT, M. KOHLMANN The adjoint process in stochastic optimal control
87.11 R.J. ELLIOTT, M. KOHLMANN The variational principle for optimal control of diffusions with partial information
87.12 R.J. ELLIOTT, P.E. KOOP Direct solutions of Kolmogorov's equations by stochastic flows
87.13 R.J. ELLIOTT, M. KOHLMANN Integration by parts and densities for jump processes
87.14 R.J. ELLIOTT, M. KOHLMANN Martingale representation and the Malliavin calculus
87.15 J. BARAS, R.J. ELLIOTT, M. KOHLMANN The conditional adjoint process
87.16 R.J. ELLIOTT Bilateral prediction
87.17 R.J. ELLIOTT Robust approximations for the filtering problem
87.18 R.J. ELLIOTT Ordinary differential equations and flows
87.19 E. KACIAK, J.N. SHEAHAN An alternative method of principal components analysis
87.20 J. COLLINS, D. WIENS Minimax properties of M-, R-, and L- estimators of location in Levy neighbourhoods
87.21 R. KARUNAMUNI, N.G.N. PRASAD Empirical Bayes optimal fixed sample size estimation of normal mean
87.22 M. KOHLMANN Bellman's equation in control, stopping, and filtering of stochastic dynamical systems
87.23 R. KARUNAMUNI On empirical Bayes stopping times
87.24 M.D. BURKE, E. GOMBAY On goodness-of-fit and the bootstrap
87.25 D. WIENS Robust weighted Cramer-von Mises estimators of location, with minimax variance in epsilon-contamination neighbourhoods
87.26 A.N. AL-HUSSAINI A simplified proof of the representation of functionals of diffusions
87.28 K.L. MEHRA, M.S. RAO Weak convergence in d(q)-metric of multi-dimensional empirical processes under strong mixing
87.29 K.L. MEHRA, N.G. PRASAD, K.S.M. RAO A class of nonparametric tests for the one-sample location problem
87.30 K.L. MEHRA, K.S.M. RAO A class of two-sample nonparametric tests for scale based on sub-sample extrema

86.01 R.J. ELLIOTT Filtering and control for point process observations
86.02 K.L. MEHRA, M.S. RAO On the weak convergence of empirical processes relative to Skohorod topology under dependence

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