Centre for Mathematics and its Applications
Statistics Research Reports 1994

Valentin V. Petrov (CMA-SRR1-94)

On the strong law of large numbers

• Published: Statist. Probab. Lett. 26 (1996), no. 4, 377-380
• MR 97d:60063

Valentin V. Petrov (CMA-SRR2-94)

On almost sure behaviour of sums of random variables

• Published: Statist. Probab. Lett. 24 (1995), no. 3, 229-231
• MR 96k:60112

Bing-Yi Jing, Andrew T.A. Wood (CMA-SRR3-94)

Exponential empirical likelihood is not Bartlett correctable

• Published: Ann. Statist. 24 (1996), no. 1, 365-369
• MR 97g:62084

Francoise Seillier-Moiseiwitsch (CMA-SRR4-94)

Predictive diagnostics for logistic models

Nicholas I. Fisher, Peter Hall, Bing-Yi Jing, Andrew T.A. Wood (CMA-SRR5-94)

Improved pivotal methods for constructing confidence regions with directional data

• Published: J. Amer. Statist. Assoc. 91 (1996), no. 435, 1062-1070
• MR 98f:62121

P. Hall, S.N. Lahiri, Y.K. Troung (CMA-SRR6-94)

On bandwidth choice for density estimation with dependent data

• Published: Ann. Statist. 23 (1995), no. 6, 2241-2263
• MR 97g:62065

R.E. Miles (CMA-SRR7-94)

A proof of a long-standing conjecture of D.G. Kendall concerning the shapes of certain large random polygons

• Published: Adv. in Appl. Probab. 27 (1995), no. 2, 397-417 as "A heuristic proof of a long-standing conjecture of D. G. Kendall concerning the shapes of certain large random polygons"
• MR 96h:60017

Peter Hall, Bing-Yi Jing (CMA-SRR8-94)

On sample re-use methods for dependent data

• Published: J. Roy. Statist. Soc. Ser. B 58 (1996), no. 4, 727-737
• MR 97i:62048

Rocky Y.K. Fan, Christopher A. Field (CMA-SRR9-94)

Approximations for marginal densities of M-estimators

• Published: Canad. J. Statist. 23 (1995), no. 2, 185-197
• MR 96f:62036

Steve Davies, Peter Hall (CMA-SRR10-94)

Derivation of Ling's scaling law for engineering surfaces, and properties of fractal scaling laws

Dang Hung Thang (CMA-SRR11-94)

The adjoint and the composition of random operators on a Hilbert space

• Published: Stochastics Stochastics Rep. 54 (1995), no. 1-2, 53-73
• MR 97f:60123

Peter Hall, Jörg Polzehl (CMA-SRR12-94)

On fractal-like properties of Boolean models

Peter Hall, Prakash Patil (CMA-SRR13-94)

Effect of threshold rules on performance of wavelet-based curve estimators

• Published: Statist. Sinica 6 (1996), no. 2, 331-345
• MR 97i:62035

G.N. Milstein, E. Platen (CMA-SRR14-94)

The integration of stiff stochastic differential equations with stable second moments

Norbert Hofman, Eckhard Platen (CMA-SRR15-94)

Stability of superimplicit numerical methods for stochastic differential equations

E. Platen (CMA-SRR16-94)

Workshop on Stochastics and Finance Canberra 21-25 February 1994.

Peter Hall, Soumendra Nath Lahiri and Jörg Polzehl (CMA-SRR17-94)

On the bandwidth choice in nonparametric regression with both short- and long-range dependent errors

• Published: Ann. Statist. 23 (1995), no. 6, 1921-1936
• MR 97b:62053

Prakash Patil (CMA-SRR18-94)

Non-parametric hazard rate estimation by wavelet methods

Han-Yeong Chung, Kee-Won Lee and Ja-Yong Koo (CMA-SRR19-94)

Polygamma function in bootstrap model selection

Kee-Won Lee (CMA-SRR20-94)

A graphical explanantion of Markov's inequality

Kee-Won Lee (CMA-SRR21-94)

Use of polar coordinates

Han-Yeong Chung, Kee-Won Lee and Ja-Yong Koo (CMA-SRR22-94)

A note on bootstrap model selection criterion

• Published: Statist. Probab. Lett. 26 (1996), no. 1, 35-41
• MR 97a:62100

Bing-Yi Jing (CMA-SRR23-94)

On the relative performance of the block bootstrap for dependent data

• Published: Comm. Statist. Theory Methods 26 (1997), no. 6, 1313-1328
• MR 98j:62034

Prakash Patil, Debapriya Sengupta (CMA-SRR24-94)

On testing constancy regression quantiles in nonparametric regression models via Kernel smoothing

Alun Pope (CMA-SRR25-94)

Theoretical improvements to confidence intervals obtained by sectioning in Monte Carlo studies

Peter Hall, Raoul LePage (CMA-SRR26-94)

On bootstrap estimation of the distribution of the studentized mean

• Published: Ann. Inst. Statist. Math. 48 (1996), no. 3, 403-421
• MR 98k:62078

Eckhard Platen, Martin Schweizer (CMA-SRR27-94)

On smile and skewness

Michael H. Neumann (CMA-SRR28-94)

Spectral density estimation via nonlinear wavelet methods for stationary non-Gaussian time series

• Published: J. Time Ser. Anal. 17 (1996), no. 6, 601-633
• MR 98g:62172

G.N. Milstein, E. Platen, H. Schurz (CMA-SRR29-94)

Balanced implicit methods for stiff stochastic systems

• Published: SIAM J. Numer. Anal. 35 (1998), no. 3, 1010-1019
• MR 99a:65019

Peter Hall, J. Stephen Marron, D.M. Titterington (CMA-SRR30-94)

On partial local smoothing rules for curve estimation

• Published: Biometrika 82 (1995), no. 3, 575-587
• MR 96h:62063

J.S. Marron, A.B. Tsybakov (CMA-SRR31-94)

Visual error criteria for qualitative smoothing

• Published: J. Amer. Statist. Assoc. 90 (1995), no. 430, 499-507
• MR 96d:62063

Peter Hall, J. Stephen Marron, D.M. Titterington (CMA-SRR32-94)

A Cauchy curiosity

A.T.A. Wood, K-A. Do, B.M. Broom (CMA-SRR33-94)

Sequential linearization of empirical likelihood constraints with application to U-statistics

• Published: J. Comput. Graph. Statist. 5 (1996), no. 4, 365-385
• MR 97g:62074

Peter Hall, Prakash Patil, Young K. Truong (CMA-SRR34-94)

On wavelet methods for curve estimation in time series

Peter Hall, Prakash Patil, Young K. Truong (CMA-SRR35-94)

On estimating possibly discontinuous regression involving stationary time series

Grace Chan, Andrew T.A. Wood (CMA-SRR36-94)

An algorithm for simulating stationary Gaussian random fields

C.R. Heathcote, S.T. Rachev, B. Cheng (CMA-SRR37-94)

Testing multivariate symmetry

• Published: J. Multivariate Anal. 54 (1995), no. 1, 91-112
• MR 96k:62157

Yoshihiko Maesono (CMA-SRR38-94)

Edgeworth expansions of a studentized U-statistic and a jackknife estimator of variance

• Published: J. Statist. Plann. Inference 61 (1997), no. 1, 61-84
• MR 98h:62019

L. Billard (CMA-SRR39-94)

Equal opportunity in academia: myth or reality?