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 | Aït-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 | Aït-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 Aït-Sahalia, Y. | 2005 | Edgeworth expansions for realized volatility and related estimators. |
| 555 | Aït-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 | Aït-Sahalia, Y., Mykland, P. A., Zhang, L. | May 2005 | Ultra High Frequency Volatility Estimation with Dependent Microstructure 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 (Festschrift 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 | Aït-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 | Aït-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-selection 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 | Aït-Sahalia, Y. and Mykland, P. A. | June 2002 | Estimators of diffusions with randomly spaced discrete observations: 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 | Aït-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. Aît-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 integration. 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 |