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A Strong Representation for Linear Combinations of Order Statistics with Application to Fixed-Width Confidence Intervals for Location and Scale Parameters

Scandinavian journal of statistics, 1983-01, Vol.10 (2), p.97-115

1983

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Evaluating Correlation with Proper Bounds

Biometrics, 1992-12, Vol.48 (4), p.1207-1213

1992

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Parameter Estimation for Differential Equation Models Using a Framework of Measurement Error in Regression Models

Journal of the American Statistical Association, 2008-12, Vol.103 (484), p.1570-1583

2008

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Integrated OU Processes and Non-Gaussian OU-based Stochastic Volatility Models

Scandinavian journal of statistics, 2003-06, Vol.30 (2), p.277-295

2003

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Semi-Parametric Models for the Multivariate Tail Dependence Function - the Asymptotically Dependent Case

Scandinavian journal of statistics, 2008-12, Vol.35 (4), p.701-718

2008

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Nonparametric Estimation With Recurrent Event Data

Journal of the American Statistical Association, 2001-12, Vol.96 (456), p.1299-1315

2001

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Multidimensional Residual Analysis of Point Process Models for Earthquake Occurrences

Journal of the American Statistical Association, 2003-12, Vol.98 (464), p.789-795

Schoenberg, Frederic Paik

2003

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A Space-Time Conditional Intensity Model for Evaluating a Wildfire Hazard Index

Journal of the American Statistical Association, 2005-03, Vol.100 (469), p.26-35

2005

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Bayesian Model Selection in Finite Mixtures by Marginal Density Decompositions

Journal of the American Statistical Association, 2001-12, Vol.96 (456), p.1316-1332

2001

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Piecewise-Deterministic Markov Processes: A General Class of Non-Diffusion Stochastic Models

Journal of the Royal Statistical Society. Series B, Statistical methodology, 1984-07, Vol.46 (3), p.353-376

Davis, M. H. A.

1984

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Statistical Inference under Symmetry

International statistical review, 2004-12, Vol.72 (3), p.409-422

Helland, Inge S.

2004

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The Early History of the Cumulants and the Gram-Charlier Series

International statistical review, 2000-08, Vol.68 (2), p.137-153

Hald, Anders

2000

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Studies in the history of probability and statistics XLVI. Measure into probability: from Lebesgue to Kolmogorov

Biometrika, 2000-03, Vol.87 (1), p.145-156

Bingham, N. H.

2000

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Moderate Deviations for Bayes Posteriors

Scandinavian journal of statistics, 2002-03, Vol.29 (1), p.153-167

2002

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Asymptotic Posterior Normality for Stochastic Processes Revisited

Journal of the Royal Statistical Society. Series B, Statistical methodology, 1987-01, Vol.49 (2), p.215-222

1987

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Approximation of Upper Lyapunov Exponents of Bilinear Stochastic Differential Systems

SIAM journal on numerical analysis, 1991-08, Vol.28 (4), p.1141-1164

Talay, Denis

1991

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Likelihood Analysis of Spatial Point Patterns

Journal of the Royal Statistical Society. Series B, Statistical methodology, 1984-07, Vol.46 (3), p.496-518

1984

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A Test of Exponentiality Vs. Monotone-Hazard Alternatives Derived from the Empirical Characteristic Function

Journal of the Royal Statistical Society. Series B, Statistical methodology, 1986-01, Vol.48 (2), p.206-213

1986

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Resistant Smoothing Using the Fast Fourier Transform

Applied statistics, 1987, Vol.36 (1), p.104-111

Härdle, W.

1987

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A Strong Representation for Linear Combinations of Order Statistics with Application to Fixed-Width Confidence Intervals for Location and Scale Parameters

Evaluating Correlation with Proper Bounds

Parameter Estimation for Differential Equation Models Using a Framework of Measurement Error in Regression Models

Integrated OU Processes and Non-Gaussian OU-based Stochastic Volatility Models

Semi-Parametric Models for the Multivariate Tail Dependence Function - the Asymptotically Dependent Case

Nonparametric Estimation With Recurrent Event Data

Multidimensional Residual Analysis of Point Process Models for Earthquake Occurrences

A Space-Time Conditional Intensity Model for Evaluating a Wildfire Hazard Index

Bayesian Model Selection in Finite Mixtures by Marginal Density Decompositions

Piecewise-Deterministic Markov Processes: A General Class of Non-Diffusion Stochastic Models

Statistical Inference under Symmetry

The Early History of the Cumulants and the Gram-Charlier Series

Studies in the history of probability and statistics XLVI. Measure into probability: from Lebesgue to Kolmogorov

Moderate Deviations for Bayes Posteriors

Asymptotic Posterior Normality for Stochastic Processes Revisited

Approximation of Upper Lyapunov Exponents of Bilinear Stochastic Differential Systems

Likelihood Analysis of Spatial Point Patterns

A Test of Exponentiality Vs. Monotone-Hazard Alternatives Derived from the Empirical Characteristic Function

Resistant Smoothing Using the Fast Fourier Transform

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