


Statistics
Centre Technical Reports





2008 
08.01 
J.
LÓPEZFIDALGO, R. MARTÍNMARTÍN, D.
WIENS Marginally Restricted Sequential DOptimal Designs
(Download the .pdf
file)

08.02 
D.
WIENS Robust Discrimination Designs
(Download the .pdf
file) 
2007 
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 NeymanPearson Test for Model
Discrimination, with an Application to Experimental Design
(Download the .pdf
file)

2006 
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) 
2005 
05.01 
D.P. WIENS, X.
XU Robust Designs for OnePoint 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 IntegerValued 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) 
2004 
04.01 
Z. FANG, D.P.
WIENS, Z. WU Locally DOptimal Designs for MultiStage 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 leastsquares 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)

2003 
03.01 
D.P. WIENS, N.C.
BEAULIEU, P. LOSKOT On the Exact Distribution of the Sum of the Largest
nk out of n Normal Random Variables with Differing Means (Download the
.pdf
file) 
03.02 
Z. FANG, D.P.
WIENS Bayesian Minimally Supported DOptimal 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) 
2002 
02.01 
I. MIZERA, C.H.
MÜLLER Breakdown Points of Cauchy RegressionScale
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 TwoParameter 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 Ustatistics in the ChangePoint 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 ChangePoint Detection and Estimation 
02.11 
GOMBAY, E.
UStatistics in Sequential Tests and Change Detection 
2001 
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 UStatistics (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 MEstimation 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) 
2000 
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 subsurvival 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 l1type Mestimators (Download the .ps
file.) 
00.08 
I. MIZERA, M.
VOLAUF Continuity of Halfspace Depth Contours and Maximum
Depth Estimators: Diagnostics of DepthRelated Methods 
1999 
99.01 
K.C.
CARRIÈRE Ecological Fallacy: Can ecological data measure
our health? 
99.02 
K.C.
CARRIÈRE, R. HUANG
Crossover designs for twotreatment clinical trials
(Download the .ps
file.) 
99.03 
Z. FANG, D.P.
WIENS IntegerValued, 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 AirBorne 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 Locallikelihood
(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 Ustatistics for Change Detection 
99.13 
E. GOMBAY, L.
HORVÁTH
Rates of Convergence for Ustatistics 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 onesample location hypothesis for mixed bivariate data 
99.16 
K.C.
CARRIÈRE, R. HUANG
Considerations for costeffective designs 
1998 
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 Twophase 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 Mestimation
(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
Ustatistics for Change under Alternatives 
98.14 
E. GOMBAY
Sequential Tests of Composite Hypotheses 
1997 
97.01 
D.P. WIENS
Minimax Robust Weights and Designs for Biased Regression Models: Least
Squares and Generalized Mestimation
(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 ThreePeriod 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.) 
1996 
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 changepoint 
96.07 
E. GOMBAY, S.
LIU A nonparametric test for change in randomly censored data 
96.08 
E. GOMBAY A
likelihood ratio under noncontiguous alternatives 
96.09 
E. GOMBAY, L
HORVATH An application of the likelihood method to changepoint
detection 
1995 
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 errorsinvariables 
95.10 
S. ZHANG, R.
KARUNAMUNI Empirical Bayes estimation for the continuous oneparameter
exponential family with errorsinvariables 
95.11 
D.P. WIENS, E.
WU, J. ZHOU On the trimmed mean and minimax variance Lestimation 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 
1994 
94.01 
D.P. WIENS
Asymptotics of generalized Mestimation 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 
1993 
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 bestchoice problem 
1992 
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.
ALHUSSAINI, L. TANG Linear Skohorod stochastic differential equations
in the twoparameter case 
92.04 
A.N.
ALHUSSAINI, L. TANG The Hida calculus approach to multiparameter
stochastic integration 
92.05 
A.N.
ALHUSSAINI, L. TANG An ItoVenzell formula for twoparameter Skohorod
integrals 
92.06 
C.A. FIELD, D.P.
WIENS Onestep Mestimators 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
BaumWelch 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 
1991 
91.01 
R. KARUNAMUNI On
the nonparametric kernel estimation of regression functions 
91.02 
R. KARUNAMUNI
Empirical Bayes sequential estimation in oneparameter exponential
families 
91.03 
D. WIENS On
moments of quadratic forms in nonspherically distributed variables 
91.04 
Y. WANG, D.
WIENS Optimal, robust Restimators 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 QQ plots; Percentile residual life functions 
91.07 
J. SHEAHAN On
the asymptotic behaviour of some estimators based on redescending
influence functions in multiple regression 
91.08 
D. WIENS Robust
designs for approximately linear regression: Mestimated 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 goodnessoffit tests for the Normal, the Logistic and
Extremevalue distributions 
91.12 
M.A. ALOSH,
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 heightdiameter functions
for major Alberta species 
91.16 
K.L. MEHRA,
N.G.N. PRASAD, K.S.M. RAO An "optimal" test for the nonparametric
twosample 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 KarouiKaratzas 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 nonMarkov finite dimensional filter 
91.24 
D.B. COLWELL,
R.J. ELLIOTT Martingale representation and nonattainable 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 goodnessoffit test for exponential families 
91.28 
E. GOMBAY, L.
HORVATH An application of the maximum likelihood test to the
changepoint problem 
91.29 
S.C. BAGUI, K.L.
MEHRA A nearest neighbour classification rule for multiple observations
based on a subsample approach 
91.30 
S.C. BAGUI, K.L.
MEHRA Classification of multiple observations using a multistage rank
nearest neighbour rule 
1990 
90.01 
C.A. FIELD, D.P.
WIENS Onestep Mestimators 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 
1989 
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 Lebesgueexponential
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 ChernoffSavage Theorem for nonstationary 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. BARONEADESI,
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 nonMarkov 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 nestederror 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 Lestimation
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 Mestimators of scale 
89.34 
G. BARONEADESI,
R.J. ELLIOTT The valuation of American options 
89.35 
G. BARONEADESI,
R.J. ELLIOTT Approximations for the values of American options 
89.36 
G. BARONEADESI,
R.J. ELLIOTT Free boundary problems in the valuation of securities 
1988 
88.01 
D.P. WIENS The
nonnull 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
CrownofThorns outbreaks on the Great Barrier Reef 
88.09 
R.J. ELLIOTT
Filtering with a small nonlinear 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 ChiSquares 
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 nonstationary 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
psifunctions in linear models with asymmetric error distributions 
1987 
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 oneway 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. ALHUSSAINI,
R.J. ELLIOTT Enlarged filtrations for diffusions 
87.05 
A. ALHUSSAINI,
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 goodnessoffit and the bootstrap 
87.25 
D. WIENS Robust
weighted Cramervon Mises estimators of location, with minimax variance
in epsiloncontamination neighbourhoods 
87.26 
A.N. ALHUSSAINI
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 multidimensional empirical
processes under strong mixing 
87.29 
K.L. MEHRA, N.G.
PRASAD, K.S.M. RAO A class of nonparametric tests for the onesample
location problem 
87.30 
K.L. MEHRA,
K.S.M. RAO A class of twosample nonparametric tests for scale based on
subsample extrema 
1986 
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 



