Technical Reports

Technical Reports: 1-150  151-300  301-450

TR No. Author Date Title
579 Molnar, Adam October 13, 2009 Questioning the Strategic Vision, LLC, Civics Studies.
578 Horvath, L., Kokoszka, P., and Reimherr, M. April 27, 2009 Two sample inference in functional linear models. Canadian Journal of Statistics, Vol. 37, No. 4, 2009, 571–591.
577 Jacod, J., Li, Y., Mykland, P. A., Podolskij, M., and Vetter, M. December 1, 2007 Microstructure noise in the continuous case: The pre-averaging approach—JLMPV-9. Stochastic Processes and their Applications, Vol. 119, 2009, 2249–2276.
576 Mykland, P. A., and Zhang, L. September 9, 2007 Inference for continuous semimartingales observed at high frequency: A general approach. Econometrica, Vol. 77, No. 3, 2009, 1403–1455.
575 Huang, C., and Wang, M. December 2006 Who is left behind, and where? Statistical Analysis of Children's Performance and Their Demographic Characteristics.
574 Zhao, Z. and Wu, W. B. November 2006 Confidence bands in nonparametric time series regression. Annals of Statistics, Vol. 36, No. 4, 2008, 1854–1878.
573 Li, Y. and Mykland, P. A. September 2006 Determining the volatility of a price process in the presence of rounding errors.
572 Zhao, Z. and Wu, W. B. October 2006 Kernel quantile regression for nonlinear stochastic models.
571 Wu, W. B. and Zhao, Z. October 2, 2006 Moderate deviations for stationary processes. To appear in Statistica Sinica.
570 Zhao, Z. and Wu, W. B. September 12, 2006 Asymptotic theory for curve-crossing analysis. Stochastic Processes and their Applications, Vol. 117, 2007, 862–877.
569 Wu, W. B. and Zhao, Z. July 18, 2006 Inference of trends in time series. Journal of the Royal Statistical Society, Series B, Vol. 69, No. 20, 2007, 391–410.
568 Heller, B., and Wang, M. August 2006 Posterior distribution for negative binomial parameter p using a group invariant prior. Statistics and Probability Letters, Vol. 77, 2007, 1542–1548.
567 Molnar, R. A. and Osborne, L. June 2006 Constructing marital and enrollment histories from the NLSY79.
566 Lee, S. S. and Mykland, P. A. April 2006 Jumps in real-time financial markets: a new nonparametric test and jump dynamics.
565 Nicolae, D. L. March 2006 Quantifying the amount of missing information in genetic association studies.
564 Li, Y. Y. and Mykland, P. A. February 15, 2006,
revised November 8, 2006
Are volatility estimators robust with respect to modeling assumptions? Bernoulli, Vol. 13, 2007, 601–622.
563 Mykland, P. February 15, 2006, revised July 15, 2006 A Gaussian calculus for inference from high frequency data. To appear in Annals of Finance.
562 Shao, X. and Wu, W. B. January 23, 2006 Local asymptotic powers of nonparametric and semiparametric tests for fractional integration. Stochastic Processes and their Applications, Vol. 117, Issue 2, 2007, 251–261.
561 Shao, X. and Wu, W. B. December 6, 2005 Invariance principles for fractionally integrated nonlinear processes. IMS Lecture Notes—Monograph Series, Vol. 50, 2006, 20–30.
560 Shao, X. and Wu, W. B. October 15, 2005 Local Whittle estimation of fractional integration for nonlinear processes. Econometric Theory, Vol. 23, 899–929
559 Shao, X. and Wu, W. B. April 18, 2005 Asymptotic spectral theory for nonlinear time series. Annals of Statistics, Vol. 35, No. 4, 1773–1801.
558 Ait-Sahalia, Y., Mykland, P. A., and Zhang, L. 2006 Comment on "Realized variance and market microstructure noise" by Peter Hansen and Asger Lunde. J. Bus. Econ. Statist., Vol. 24, 2007, 162–167.
557 Ait-Sahalia, Y. and Mykland, P. A. 2005 An Analysis of Hansen-Scheinkman estimators for Randomly Sampled Diffusions. Journal of Econometrics, Vol. 144, 2008, pp. 1–26.
556 Zhang, L., Mykland, P. A., and Ait-Sahalia, Y. 2005 Edgeworth expansions for realized volatility and related estimators.
555 Ait-Sahalia, Y., Mykland, P. A., Zhang, L. May 2005 Discussion of paper, "A selective overview of nonparametric methods in financial econometrics," by Jianqing Fan (for Statistical Science). Statistical Science, Vol. 20, 2005, 347–350.
554 Ait-Sahalia, Y., Mykland, P. A., Zhang, L. May 2005 Ultra High Frequency Volatility Estimation with Dependent Microsstructure Noise.
553 Mykland, P. A. May 2005 Combining Statistical Intervals and Market Prices: The Worst Case State Price Distribution.
552 Wu, W. B. September 2, 2004 Empirical Processes of Dependent Random Variables. Empirical processes of stationary sequences, Statistica Sinica, Vol. 18, 2008, 313–333.
551 Wu, W. B. October 25, 2004 M-Estimation of Linear Models with Dependent Errors. Annals of Statistics, Vol. 35, 495–521.
550 Bourgain, C., Abney, M. Schneider, D., Ober, C., and McPeek, M. S. August 2004 Testing for Hardy-Weinberg equilibrium in samples with related individuals. Genetics, Vol. 168, 2004, 2349–2361.
549 Wu, W. B. and Min, W. May 24, 2004 On linear processes with dependent innovations. Stochastic Processes and their Applications, Vol. 115, 939–958.
548 Mielniczuk, J. and Wu, W. B. May 2004 On random-design model with dependent errors. Statistica Sinica, Vol. 14, 1105–1126.
547 Csorgo, S. and Wu, W. B. May 2004 On the clustering of independent uniform random variables. Random Structures and Algorithms, Vol. 25, Issue 4 , 396–420.
546 Heller, B. and Wang, M. April 2004 Posterior distributions on certain parameter spaces obtained by using group theoretic methods adopted from quantum physics.
545 Wu, W. B. Michailidis, G. February 23, 2004 Simulating sample paths of linear fractional stable motion. IEEE Transactions on Information Theory, Vol. 50, Issue: 6, 1086–1096.
544 McCullagh, P. January 2004 Exchangeability and regression models. Celebrating Statistics (Festscrift for D.R. Cox), 2005, 89–113.
543 McPeek, M. S., Wu, X., and Ober, C. December 2, 2003 Best linear unbiased allele-frequency estimation in complex pedigrees. Biometrics, Vol. 60, 2004, 359-367.
542 Zhang, L. and Mykland, P. A. 2003 A tale of two time scales: Determining integrated volatility with noisy high-frequency data. J. Amer. Statist. Assoc., Vol. 100, 2005, 1394–1411.
541 Ait-Sahalia, Y. and Mykland, P. A. 2003 How often to sample a continuous-time process in the presence of market microstructure noise. Review of Financial Studies, Vol. 18, 2005, 351–416.
540 Hayashi, T. and Mykland, P. A. 2002 Evaluating hedging errors:  An asymptotic approach. Math. Finance, Vol. 15, 2005, 309–343.
539 Ait-Sahalia, Y. and Mykland, P. A. 2002 Estimators of diffusions with discrete observations: a general theory. Annals of Statistics., Vol. 32, 2004, 2186–2222.
538 Bourgain, C., Hoffjan, S., Nicolae, R., Newman, D., Steiner, L., Walker, K., Reynolds, R., Ober, C., and McPeek, M. S. July 2003 Novel case-control test in a founder population identifies P-selectin as an atopy susceptibility locus. American Journal of Human Genetics, Vol. 73, 612–626.
537 Nicolae, D. L., Kong, A. June 19, 2003 Measuring the relative information in allele-sharing linkage studies. Biometrics, Vol. 60, 2004, 368–375.
536 Wu, W. B. April 11, 2003 Nonparametric estimation for stationary processes. Revision under consideration by Stoc. Proc. Appl.
535 Wu, W. B. June 12, 2003 Additive functionals of infinite-variance moving average. Statistica Sinica, Vol. 13, 1259–1267.
534 Hsing, T. and Wu, W. B. May 27, 2003 On weighted U statistics for stationary processes. Annals of Probability, Vol. 32, 1600–1631.
533 Chi, Z. March 13, 2003 Lossy neural coding and information content of models.
532 Stein, M. L., Chi, Z., and Welty, L. January 2003 Approximating likelihoods for large spatial datasets. Journal of the Royal Statistical Society, Series B, Vol. 66, 2004, 275–296.
531 Chi, Z. December 20, 2002 Feature representation, pattern filtering, and temporal alignment for acoustic detection.
530 McCullagh, P. and Clifford, D. September 2002 How oats and beans and barley grow. Evidence for conformal invariance of crop yields. Proc. Roy. Soc. Lond. A, Vol. 462, 2006, 2119–2143.
529 Stein, M. September 2002 Equivalence of Gaussian measures for some nonstationary random fields. Journal of Statistical Planning and Inference, Vol. 123, 2004, 1–11.
528 McCullagh, P. August 2002 Marginal likelihood for Gaussian models. Marginal likelihood for parallel series. Bernoulli, Vol. 14, 2008, 593–603.
527 Irgens, C. and Paulsen, J. August 2002 Maximizing terminal utility by controlling risk exposure; a discrete-time dynamic control approach.
526 Irgens, C. and Paulsen, J. June 2002 Optimal control of risk exposure, reinsurance and investments for insurance portfolios.
525 Strahs, A. and McPeek, M. S. June 2002 Multipoint fine-scale linkage disequilibrium mapping: importance of modeling background LD. IMS Lecture Notes Monograph Series, Volume 40 Science and Statistics: A Festschrift for Terry Speed, Darlene R. Goldstein, ed., 2003, 343–366.
524 Ait-Sahalia, Y. and Mykland, P. A. June 2002 Estimators of diffusions with randomly spaced discrete onservations: A general theory.
523 Wu, W. B. and Pourahmadi, M. June 2002 Nonparametric estimation of large covariance matrices of longitudinal data. Biometrika, Vol. 90, No. 4, 2003, 831–844.
522 Wu, W. B. and Woodroofe, M. June 2002 Martingale approximations for sums off stationary processes. Annals of Probability, 32, 1674–1690.
521 Amit, Y., and Mascaro, M. May 2002 An integrated network for invariant visual detection and recognition. Vision Research, Vol. 43, 2073–2088.
520 Amit, Y., Koloydenko, A. and Niyogi, P. May 2002 Robust acoustic object detection. Journal of the American Acoustic Association, Vol. 118, 2634–2648.
519 Paulsen, J. April 2002 On Cramer-like asymptotics for risk processes with stochastic return on investments.
518 Paulsen, J. April 2002 Optimal dividend payouts for diffusion with solvency constraints.
517 Ait-Sahalia, Y. and Mykland, P. A. March 2002 The effects of random and discrete sampling when estimating continuous-time diffusions. Econometrica, Vol. 71, 2003, 483–549.
516 Abney, M., Ober, C., and McPeek, M. S. January 2002 Quantitative trait homozygosity and association mapping and empirical genome-wide significance in large complex pedigrees: Fasting serum insulin level in the Hutterites. American Journal of Human Genetics, Vol. 70, 2002, 920–934.
515 Wu, W. B. January 2002 Empirical processes of long-memory sequences. Bernoulli, Vol. 9, pp .809–831.
514 Wu, W. B. January 3, 2002 Fourier transforms of stationary processes. Proc. Amer. Math. Soc., Vol. 13, 2005, 285–293.
513 Wu, W. B. December 2, 2001 Iterated random functions: stationarity and central limit theorems.
512 Sun, L. Cox, N. J., and McPeek, M. S. December 2001 A statistical method for identification of polymorphisms that explain a linkage result. American Journal of Human Genetics, Vol. 70, 2002, 399–411.
511 Mykland, P. September 2001 Options pricing bounds and statistical uncertainty. In: Handbook of Financial Econometrics (Y. Aîıt-Sahalia and L.P. Hansen, eds.), Chapter 15 (Vol. II, 2009, 135–196). (North Holland, Amsterdam.)
510 Wu, W. B., and Mielniczuk, J. September 2001 Kernel density estimation for linear processes. Annals of Statistics, Vol. 30, 2002, 1441–1459.
509 Ober, C., Abney, M., and McPeek, M. S. August 2002 The genetic dissection of complex traits in a founder population. Am. J. Hum. Genet., Vol. 69, 2001, 1068–1079.
508 McPeek, M. S. August 2001 Inference on pedigree structure from genome screen data. Statistica Sinica, Vol. 12, 2002, 311–335.
507 Mykland, P. A. and Zhang, L. June 2001 ANOVA for Diffusions and Itô processes. Annals of Statistics, Vol. 34, 2006, 1931–1963.
506 Mykland, P. A. and Zhang, L. June 2001 ANOVA for Diffusions and Itô processes. Annals of Statistics, Vol. 34, 2006, 1931–1963.
505 Mykland, P. A., and Zhang, L. June 2001 A no-arbitrage relationship between implied and realized volatility.
504 Kong, A., McCullagh, P., Meng, X. L., Nicolae, D. May 2001 Statistical models for Monte-Carlo intergration. A theory of statistical models for Monte-Carlo integration (with discussion). (Joint with A. Kong, X.-L. Meng, D. Nicolae and Z. Tan). J. Roy. Statist. Soc. B, Vol. 65, 2003, 585–618.
503 Wit, E. and McCullagh, P. May 2001 The extendibility of statistical models. Algebraic Methods in Statistics AMS Contemporary Mathematics Series, M. Viana and D. Richards Editors, 327-340
502 Sun, L., Abney, M., and McPeek, M. S. February 2001 Detection of misspecified relationships in inbred and outbred pedigrees. Genetic Epidemiology, Vol. 21, 2001, S36–S41.
501 Abney, M., McPeek, M. S., and Ober, C. February 2001 Broad and narrow heritabilities of quantitative traits in a founder population. Am. J. Hum. Genet., Vol 68, 2001, 1302–1307.
500 Stein, M. L. September 2000 The screening effect in kriging. Annals of Statistics, Vol. 30, 2002, 298–323.
499 McCullagh, P. May 2000 What is a statistical model? (with discussion)  Annals of Statistics, Vol. 30, 2002, 1225–1310.
498 Stein, M. L. March 2000 Fast and exact simulation of fractional Brownian surfaces. Journal of Computational and Graphical Statistics, Vol. 11,  587–599.
497 Settimi, R. and Smith, J. Q. November 1999 On the geometry and model selection of Bayesian directed graphs with isolated hidden nodes.
496 Amit, Y., Blanchard, G., and Wilder, K. November 1999 Multiple randomized Classifiers: MRCL.
495 Amit, Y. and Mascaro, M. November 1999 Attractor networks for shape recognition. Neural Computation, Vol. 13, 1415–1442.
494 Stein, M. L. November 1999 Local stationarity and simulation of intrinsic random functions. IEEE Transactions on Information Theory, 47, 2001, 1385–1390.
493 Girardet, A. McPeek, M. S. Leeflang, E. P., Munier, F., Arnheim, N. Claustres, M., and Pellestor, F. October 1999 Meiotic segregation analysis of RB1 alleles in retinoblastoma pedigrees using single sperm typing. Am. J. Hum. Genet., Vol. 66, 2000, 167–175.
492 Abney, M., McPeek, M. S., and Ober, C. September 1999 Estimation of variance components of quantitative traits in inbred populations. Am. J. Hum. Genet., Vol. 66, 2000, 629–650.
491 McPeek, M. S. September 1999 SPERMSEG: analysis of segregation distortion in single sperm data. Am. J. Hum. Genet., Vol. 65, 1999, 1195–1197.
490 Mykland, P. August 1999 Trade strategies under statistical uncertainty: An approach based on a single prediction interval.
489 McCullagh, P. May 1999 The algebraic structure of generalized linear models.
488 Lee, T. May 1999 Robust Automatic Smoothing for Discontinuous Regression Functions.
487 Amit, Y. and Murua, A. April 1999 Speech Recognition Using Randomized Relational Decision Trees. IEEE Transactions on Speech and Audio Processing, Vol. 9, 333–342.
486 Stein, M. L. and Zhu, Z. March 1999 Designs for estimating the fractal dimension of Gaussian processes.
485 Stein, M. L. March 1999 Estimating the K function of a point process with an application to cosmology. Annals of Statistics, Vol. 28, 2000, 1503–1532.
484 Van Dyk, D. and Meng, X.-L. January 1999 The art of data augmentation.
483 Chi, Z. January 1999 The asymptotics of two-way waiting times and data compression using weakly mixing stationary.
482 Chi, Z. January 1999 Statistical properties of probabilistic context-free grammars.
481 McPeek, M. S. and Sun, L. January 1999 Statistical tests for detection of misspecified relationships using genome screen data. Am. J. Hum. Genet., Vol. 66, 2000, 1076–1094.
480 McPeek, M. S., and Strahs, A. December 1998 Assessing linkage disequilibrium using the decay of haplotype sharing with application to fine-scale genetic mapping. Am. J. Hum. Genet., Vol. 65, 1999, 858–875.
479 Mykland, P. August 1998 A statistics enabling theory for financial option.
478 Mykland, P. July 1998 The interpolation of options. Finance and Stochastics, Vol. 7, 2003, 417–432.
477 Lee, T. and Solo, V. July 1998 Regularization in measurement error models
476 Lee, T. July 1998 Tree-based wavelet regression for correlated data.
475 McCullagh, P. June 1998 Category representation and factorial models.
474 Amit, Y. May 1998 A Neural Network Architecture for Visual Selection. Neural Computation, Vol. 12, 1059–1082.
473 Zhang, J. and Borgan, O. March 1998 Aalen's linear model for sampled risk set data: a large sample study.
472 McCullagh, P. March 1998 Quotient spaces in statistical models. Canadian J. Statist., Vol. 27, 1999, 447–456.
471 Kong, A. March 1998 The paradox.
470 McCullagh, P. February 1998 Model formulae for homologous factors.
469 Amit, Y. and Geman, D. February 1998 A computational model for visual selection. Neural Computation, Vol. 11, 1691–1715.
468 Kolaczyk, et al. February 1998 Bayesian multi-scale models for Poisson processes.
467 Clements, N. December 1997 Estimating treatment effects in observational studies: Properties of an estimator based on propensity scores. (Ph.D. dissertation).
466  Chen, C.-R. Reserved
465 Liang, B. August 1997 Options pricing with transaction costs: An asymptotic approach. (Ph.D. dissertation).
464 Simonsen, K. August 1997 Simulating first passage times and the maximum of stochastic differential equations: An error analysis. (Ph.D. dissertation).
463 Lee, T. December 3, 1997 Wavelet thresholding techniques for spectral density estimation: A codelength approach.
462 Solo, V. and Lee, T. November 1997 Bandwidth selection for local linear regression: A simulation study.
461 Lee, T. November 21, 1997 A stochastic tessellation for modelling and simulating colour aluminum grain images.
460 Chen, C.-R. August 1997 Statistical inference using estimating functions. (Ph.D. dissertation).
459 Amit, Y., Geman, D., and Jedynak, B. October 1997 Efficient focusing and face detection. Efficient focusing and shape detection, Face Recognition: From Theory to Applications, eds. H. Wechsler et al, NATO ASI Series F, Springer Verlag, Berlin, 1997.
458 Meng, X.-L. and Van Dyk, D. August 1997 Efficient data augmentation: From the EM algorithm to the Gibbs sampler.
457 Liang, B. Reserved
456 Mykland, P. July 1997 Exact valuation and delta hedging based on prediction regions.
455 McCullagh, P. July 1997 A note on re-sampling for exchangeable arrays.
454 Pluzhnikov, A. March 1997 Statistical inference in population genetics. (Ph.D. dissertation).
453 Murua, A. May 1997 On the regularity of spectral densities of continuous-time completely linearly regular processes.
452 Dryden, I. June 1997 Highly resistant shape analysis.
451 Fang, Dongping Reserved