Centre for Mathematics and Its Applications
Statistics Research Reports 1992

J. Booth, P. Hall and A. Wood (CMA-SR1-92)

Edgeworth and Saddlepoint approximations for Sums of Discrete Non-Lattice Random Variables

• (Note: Became CMA-SR7-92)

K.-A. Do and P. Kokic (CMA-SR2-92)

Bootstrap Variance and Confidence Interval Estimation for Model-Based Surveys

P.J. Brown (CMA-SR3-92)

Prediction Diagnostics for Spectra and Selection

S. Weisberg and A.H. Welsh (CMA-SR4-92)

Adapting for the Missing Link

• Published: Ann. Statist. 22 (1994), no. 4, 1674-1700
• MR 96c:62116

A.H. Welsh, R.J. Carroll and D. Ruppert (CMA-SR5-92)

Fitting Heteroscedastic Regression Models

• Published: J. Amer. Statist. Assoc. 89 (1994), no. 425, 100-116 MR 94k:62100

A.T.A. Wood (CMA-SR6-92)

Estimation of the Concentration Parameters of the Fisher Matrix Distribution on SO(3) and the Bingham Distribution on S_q, q>2

• Published: Austral. J. Statist. 35 (1993), no. 1, 69-79
• MR 94d:62143

J.G. Booth, P. Hall and A.T.A. Wood (CMA-SR7-92)

Edgeworth and Saddlepoint Approximations for Sums of Discrete Non-Lattice Random Variables

A.T.A. Wood (CMA-SR8-92)

Simulation of the Von Mises Fisher Distribution

M. Aitkin (CMA-SR9-92)

Model Choice in Contingency Table Analysis Using the Posterior Bayes Factor

M. Aitkin (CMA-SR10-92)

Evidence and the Posterior Bayes Factor

• Published: Math. Sci. 17 (1992), no. 1, 15-25

P. Hall and A.T.A. Wood (CMA-SR11-92)

On the Effect of Smoothing on the Coverage Accuracy of Confidence Bands for a Distribution Function.

• Abstract and download

J.Q. Fan and P. Hall (CMA-SR12-92)

On Curve Estimation by Minimizing Mean Absolute Deviation

• Published: Ann. Statist. 22 (1994), no. 2, 867-885 as "On curve estimation by minimizing mean absolute deviation and its implications"
• MR 95i:62032

P. Hall (CMA-SR13-92)

On Plug-In Rules for Local Smoothing of Density Estimators

• Published: Ann. Statist. 21 (1993), no. 2, 694-710
• MR 95f:62070

S.X. Chen (CMA-SR14-92)

Empirical Likelihood Confidence Intervals for Linear Regression Coefficients

• Published: J. Multivariate Anal. 49 (1994), no. 1, 24-40
• MR 95j:62032

M.G. Akritas (CMA-SR15-92)

Nearest Neighbor Estimation of a Bivariate Distribution Under Random Censoring

• Published: Ann. Statist. 22 (1994), no. 3, 1299-1327
• MR 95k:62091

P. Hall (CMA-SR16-92)

On the Erratic Behaviour of Estimators of N in the N,p Distribution

• Published: J. Amer. Statist. Assoc. 89 (1994), no. 425, 344-352
• MR 94k:62027

P. Hall and E. Mammen (CMA-SR17-92)

On General Resampling Algorithms and Their Performance in Distribution Estimation

• Published: Ann. Statist. 22 (1994), no. 4, 2011-2030
• MR 96d:62071

N.H. Anderson, P. Hall and D.M. Titterington (CMA-SR18-92)

Two-Sample Test Statistics for Measuring Discrepancies Between Two Multivariate Probability Density Functions Using Kernel-Based Density Estimates

• Published: J. Multivariate Anal. 50 (1994), no. 1, 41-54
• MR 95h:62080

P. Hall and R. Roy (CMA-SR19-92)

On the Relationship Between Fractal Dimension and Fractal Index for Stationary Stochastic Processes

• Published: Ann. Appl. Probab. 4 (1994), no. 1, 241-253
• MR 94m:60077

P. Hall (CMA-SR20-92)

On the Effect of Measuring a Self-Similar Process

• Published: SIAM J. Appl. Math. 55 (1995), no. 3, 800-808
• MR 96e:60066

P. Hall (CMA-SR21-92)

Methodology and Theory for the Bootstrap

• Published: Handbook of econometrics, Vol. IV, 2341-2381, Handbooks in Econom., 2, North-Holland, Amsterdam, 1994

S.X. Chen (CMA-SR22-92)

Comparing Empirical Likelihood and Bootstrap Hypothesis Tests

• Published: J. Multivariate Anal. 51 (1994), no. 2, 277-293
• MR 96a:62067

J. Booth and A.T.A. Wood (CMA-SR23-92)

Saddlepoint Approximation to the Distribution of the First Passage Time of a Random Walk

M. Aitkin and R. Zuzovsky (CMA-SR24-92)

Multilevel Interaction Models and Their Use in the Analysis of Large-Scale Institute Effectiveness Studies

J.G. Booth and R. Murison (CMA-SR25-92)

Bootstrap Confidence Intervals in Finite Populations

P. Hall and R.C.L. Wolff (CMA-SR26-92)

Properties of Invariant Distributions and Lyapunov Exponents for Chaotic Logistic Maps

• Published: J. Roy. Statist. Soc. Ser. B 57 (1995), no. 2, 439-452
• MR 95k:62034

J.G. Booth and K.-A. Do (CMA-SR27-92)

Simple and Efficient Methods for Constructing Bootstrap Confidence Intervals

A. Feuerverger, P. Hall and A.T.A. Wood (CMA-SR28-92)

Estimation of Fractal Index and Fractal Dimension of a Gaussian Process by Counting the Number of Level Crossings

• Published: J. Time Ser. Anal. 15 (1994), no. 6, 587-606
• MR 95m:62186

G. Chan, P. Hall and D.S. Poskitt (CMA-SR29-92)

Periodogram-Based Estimators of Fractal Properties

• Published: Ann. Statist. 23 (1995), no. 5, 1684-1711
• MR 97c:62211

J. Booth and P. Hall (CMA-SR30-92)

Monte Carlo Approximation and the Iterated Bootstrap

• Published: Biometrika 81 (1994), no. 2, 331-340
• MR 95f:62082

S.X. Chen and P. Hall (CMA-SR31-92)

On the Calculation of Standard Error for Quotation in Confidence Statments

P. Hall and B.-Y. Jing (CMA-SR32-92)

Berry-Esseen Theorem for Edgeworth Expansion and Minimax Theory for Confidence Intervals

• Published: Ann. Statist. 23 (1995), no. 2, 363-375 as "Uniform coverage bounds for confidence intervals and Berry-Esseen theorems for Edgeworth expansion"
• MR 96b:62077

P. Hall and P. Patil (CMA-SR33-92)

Properties of Nonparametric Estimators of Autocovariance for Stationary Random Fields

• Published: Probab. Theory Related Fields 99 (1994), no. 3, 399-424
• MR 95k:62108