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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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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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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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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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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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Statistical Inference under Symmetry

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

Helland, Inge S.

2004

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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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Moderate Deviations for Bayes Posteriors

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

2002

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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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Dot Plots

The American statistician, 1999-08, Vol.53 (3), p.276-281

Wilkinson, Leland

1999

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Likelihood Inference for Gibbs Processes in the Analysis of Spatial Point Patterns

International statistical review, 2001-04, Vol.69 (1), p.81-104

2001

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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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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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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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Power Robustification of Approximately Linear Tests

Journal of the American Statistical Association, 1995-09, Vol.90 (431), p.1025-1033

1995

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Some simple properties of sums of random variables having long-range dependence

Proceedings of the Royal Society of London. Series A, Mathematical and physical sciences, 1989-08, Vol.424 (1867), p.255-262

1989

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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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Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models

Econometrica, 1991-05, Vol.59 (3), p.755-786

Robinson, P. M.

1991

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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

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

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

Nonparametric Estimation With Recurrent Event Data

Multidimensional Residual Analysis of Point Process Models for Earthquake Occurrences

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

Statistical Inference under Symmetry

Bayesian Model Selection in Finite Mixtures by Marginal Density Decompositions

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

Moderate Deviations for Bayes Posteriors

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

Dot Plots

Likelihood Inference for Gibbs Processes in the Analysis of Spatial Point Patterns

Asymptotic Posterior Normality for Stochastic Processes Revisited

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

Likelihood Analysis of Spatial Point Patterns

Power Robustification of Approximately Linear Tests

Some simple properties of sums of random variables having long-range dependence

Resistant Smoothing Using the Fast Fourier Transform

Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models

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