Adaptive statistical procedures and related topics
Editor: John Van Ryzin
Lecture Notes--Monograph Series, Volume 8
Hayward, CA: Institute of Mathematical Statistics, 1986.
476 pp.
Subjects:
62-06 (primary)Mathmatical Reviews number (MathSciNet): MR898233
ISBN:0-940600-09-9
Copyright © 1986, Institute of Mathematical Statistics.
I. Sequential Analysis
On the passage of a random walk from generalized balls
Sandor Csorgo, and Lajos Horvath; 1-17
Convergence rates for iterative solutions to optimal stopping problems
Donald A. Darling; 18-28
Computing optimal sequential allocation rules in clinical trials
Michael N. Katehakis, and Cyrus Derman; 29-39
Sequential analysis and the law of the iterated logarithm
Hans Rudolf Lerche; 40-53
A multiple criteria optimal selection problem
Stephen M. Samuels, and Bay Chotlos; 62-78
On Bayes tests for $p\leq1\over 2$ versus $p>1\over 2$: analytic approximations
Gordon Simons, and Xi Zhi Wu; 79-95
Sequential confidence intervals with beta protection in one-parameter families
Robert A. Wijsman; 96-107
Asymptotic optimality in sequential interval estimation
Michael Woodroofe; 109
II. Empirical Bayes Theory and Methods
Empirical Bayes rules for selecting good binomial populations
Shanti S. Gupta, and TaChen Liang; 110-128
The finite state compound decision problem, equivariance and restricted risk components
Dennis C. Gilliland, and James F. Hannan; 129-145
The primal state adaptive control chart
Bruce Hoadley, and Bill Huston; 146-163
Fully nonparametric empirical Bayes estimation via projection pursuit
M. Vernon Johns; 164-178
Empirical Bayes estimation in heterogeneous matched binary samples with systematic aging effects
Bruce Levin; 179-194
Adaptive allocation for importance sampling
Ronald F. Peierls, and Joseph A. Yahav; 204-218
Empirical Bayes procedures with censored data
V. Susarla, and John Van Ryzin; 219-234
Empirical Bayes stock market portfolios
Thomas M. Cover, and David H. Gluss; 235-236
III. Stochastic Approximation Procedures
Stochastic approximation for functionals
D. L. Hanson, and Ralph P. Russo; 237-252
Constrained stochastic approximation via the theory of large deviations
H. Kushner, and P. Dupuis; 253-265
Repeated-MLE procedures for stochastic approximation in quantal response problems
Thomas Sellke; 283-297
Maximum likelihood recursion and stochastic approximation in sequential designs
C.-F. J. Wu; 298-313
IV: Related Topics: Statistics
Distribution optimality and second-order efficiency of test procedures
R. R. Bahadur, and J. C. Gupta; 315-331
On estimating the total probability of the unobserved outcomes of an experiment
P. J. Bickel, and J. A. Yahav; 332-337
Remarks on the estimation of coefficients of a regression in the presence of unknown explanatory variables
Herman Chernoff; 338-349
Estimation of the median survival time under random censorship
Joseph C. Gardiner, V. Susarla, and John Van Ryzin; 350-364
Maximum likelihood estimation in regression with uniform errors
Herbert Robbins, and Cun-Hui Zhang; 365-385
Evaluating the chosen population: a Bayes and minimax approach
Harold Sackrowitz, and Ester Samuel-Cahn; 386-399
V. Related Topics: Probability
Stochastic differential equations for neuronal behavior
S. K. Christensen, and G. Kallianpur; 400-416
Optimization by simulated annealing: a necessary and sufficient condition for convergence
Bruce Hajek; 417-427
Ruelle's Perron-Frobenius theorem and the central limit theorem for additive functionals of one-dimensional Gibbs states
S. P. Lalley; 428-446
Limit theorems for random central order statistics
Madan L. Puri, and Stefan S. Ralescu; 447-475
Institute of Mathematical Statistics Lecture Notes - Monograph Series
