A Festschrift for Herman Rubin

Editor(s) Anirban DasGupta

IMS Lecture Notes Monogr. Ser., 45: 417pp. (2004). DOI: 10.1214/lnms/1196285369
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Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, - (2004).
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, iii-iv (2004).
Anirban DasGupta
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, v-v (2004).
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, vi-vii (2004).
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, viii-xvi (2004).
Herman Chernoff
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 1-4 (2004). https://doi.org/10.1214/lnms/1196285375
Morris L. Eaton
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 5-20 (2004). https://doi.org/10.1214/lnms/1196285376
KEYWORDS: formal Bayes rules, admissibility, Markov chains, 62A01, 62C15, 62F15
Eric Marchand , William E. Strawderman
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 21-44 (2004). https://doi.org/10.1214/lnms/1196285377
KEYWORDS: restricted parameter spaces, minimaxity, admissibility, dominating procedures, maximum likelihood estimation, 62-02, 62C99, 62C15, 62C20, 62C10, 62F10, 62F30
J. B. Kadane , Mark J. Schervish , Teddy Seidenfeld
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 45-55 (2004). https://doi.org/10.1214/lnms/1196285378
KEYWORDS: partial preference, 62C05, 62A01
Persi Diaconis , Paul Erdös
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 56-61 (2004). https://doi.org/10.1214/lnms/1196285379
KEYWORDS: Euler constant, gcd, inversion, lcm, moment, random, zeta function, 11N37, 11A25, 60E05
C. R. Rao , D. N. Shanbhag
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 62-74 (2004). https://doi.org/10.1214/lnms/1196285380
KEYWORDS: de Finetti’s theorem, Choquet-Deny theorem, Lau-Rao-Shanbhag theorems, Rao-Rubin-Shanbhag theorems, Rao’s damage model, Rao-Rubin condition, 60E05, 62E10, 62H10
Robert Jarrow , Philip Protter
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 75-91 (2004). https://doi.org/10.1214/lnms/1196285381
KEYWORDS: stochastic integration, semimartingales, martingales, Brownian motion, Markov processes, Black-Scholes, options, warrants, contingent claims, hedging strategies, Bachelier, homogeneous chaos, history of mathematics, 01A60, 60H05, 60H30, 60G44, 60G35, 60G46, 91B70, 91B28, 91B99, 60J45, 60J55, 60J65
L. Gawarecki , V. Mandrekar
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 92-97 (2004). https://doi.org/10.1214/lnms/1196285382
KEYWORDS: non-linear filtering, Gaussian martingale noise process, Bayes fromula, FKK equation, fractional Browian motion, Kalman equations, 60G15, 60G35, 62M20, 93E11
B. L. S. Prakasa Rao
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 98-125 (2004). https://doi.org/10.1214/lnms/1196285383
KEYWORDS: self-similar process, fractional Brownian motion, fractional Ornstein-Uhlenbeck type process, Girsanov-type theorem, maximum likelihood estimation, Bayes estimation, nonparametric inference, linear stochastic systems, 62M09, 60G15
Jim Pitman , Marc Yor
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 126-137 (2004). https://doi.org/10.1214/lnms/1196285384
KEYWORDS: invariant measure, harmonic measure, Brownian motion, conformal invariance, Cauchy distribution, inner function, 58F11, 31A15, 60J65, 30D05
Burgess Davis
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 138-139 (2004). https://doi.org/10.1214/lnms/1196285385
KEYWORDS: continuous martingale, Brownian motion, 60G44, 60J65
Jayaram Sethuraman , Sunder Sethuraman
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 140-152 (2004). https://doi.org/10.1214/lnms/1196285386
KEYWORDS: rank order statistics, records, random permutations, factorial moments, cycles, strings, Bernoulli, 60C35, 60E05
Anirban DasGupta , L. Shepp
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 153-163 (2004). https://doi.org/10.1214/lnms/1196285387
KEYWORDS: analytic, Cauchy, Chebyshev polynomials, normal, one-to-one, three term recursion, stable law, 60E05, 05E35, 85A04
Herman Rubin , Thomas M. Sellke
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 164-170 (2004). https://doi.org/10.1214/lnms/1196285388
KEYWORDS: characteristic functions, zeroes, 60E10
Wei-Liem Loh
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 171-179 (2004). https://doi.org/10.1214/lnms/1196285389
KEYWORDS: restricted parameter spaces, restricted parameter spaces, minimaxity, admissibility, dominating procedures, maximum likelihood estimation, 60E10, 60E05, 62E15
L. Brown , Anirban DasGupta , John Marden , Dimitris Politis
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 180-206 (2004). https://doi.org/10.1214/lnms/1196285390
KEYWORDS: bootstrap, characterization, consistency, goodness of fit, normal, multivariate normal, power, Q-Q plot, scatterplot, subsampling, 62G09, 62E10
Jeesen Chen
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 207-217 (2004). https://doi.org/10.1214/lnms/1196285391
KEYWORDS: Hellinger distance, Hellinger modulus, variance-mean relationship, bias-variance trade-off phenomenon, singular problems, 62F11, 62F12, 62G05, 62A99
Timothy Keller , Ingram Olkin
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 218-227 (2004). https://doi.org/10.1214/lnms/1196285392
KEYWORDS: meta-analysis, unbiased estimators, correlated estimators, 62H12, 62H10
Michael Woodroofe
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 228-236 (2004). https://doi.org/10.1214/lnms/1196285393
KEYWORDS: Bayesian solutions, integrated risk and regret, inverted gamma priors, sequential point estimation, squared error loss, 62L12
Ming-Yen Cheng , Peter Hall , John A. Hartigan
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 237-249 (2004). https://doi.org/10.1214/lnms/1196285394
KEYWORDS: density ascent line, density estimation, forest, gradient trace, minimum spanning tree, nearest neighbour methods, ridge estimation, tree diagram, 62H30, 62H20
Herman Chernoff
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 250-254 (2004). https://doi.org/10.1214/lnms/1196285395
KEYWORDS: P-values, Chernoff bound, Yates continuity correction, Poisson, 62F03, 62B10
Jiashun Jin
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 255-286 (2004). https://doi.org/10.1214/lnms/1196285396
KEYWORDS: detection boundary, Gaussian mixtures, higher criticism, infinitely divisible law, likelihood ratio, multiple looks, primary 62G10, 62F05, 62E20
Samuel Karlin , Chingfer Chen
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 287-290 (2004). https://doi.org/10.1214/lnms/1196285397
KEYWORDS: $r$-scan statistics, inhomogeneous Poisson marker array, asymptotic distributions, 92B05, 92D20
Wen-Chi Tsai , Anirban DasGupta
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 291-308 (2004). https://doi.org/10.1214/lnms/1196285398
KEYWORDS: ball, Bayes, convex, domain, Euclidean space, extreme value, maximum likelihood, simulation, strong consistency, weak limit, 62F10, 62F12, 62F15
Marta Fiocco , Willem R. van Zwet
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 309-318 (2004). https://doi.org/10.1214/lnms/1196285399
KEYWORDS: contact process, supercritical contact process, maximum likehood inversion, counting process, 62M30
Leah Jager , Jon A. Wellner
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 319-331 (2004). https://doi.org/10.1214/lnms/1196285400
KEYWORDS: Bahadur efficiency, Berk-Jones statistic, consistency, fixed alternatives, goodness of fit, Kolmogorov statistic, Poisson process, power, weighted Kolmogorov statistic, primary 60G15, 60G99, 60E05
A. Goswami , B. V. Rao
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 332-336 (2004). https://doi.org/10.1214/lnms/1196285401
KEYWORDS: separable metric space, filtration, infinitesimal $\sigma$-fields, operator semigroups, 26A15, 60G07, 47D03
Richard A. Vitale
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 337-341 (2004). https://doi.org/10.1214/lnms/1196285402
KEYWORDS: Aleksandrov-Fenchel inequality, Brunn-Minkowski inequality, convex body, Gaussian process, intrinsic volume, isoperimetric inequality, mean width, Steiner formula, tail bound, 52A40, 52A05, 52A39, 60D05, 60G15
George Casella , Christian P. Robert , Martin T. Wells
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 342-347 (2004). https://doi.org/10.1214/lnms/1196285403
KEYWORDS: Monte Carlo methods, Accept-Reject, stopping rule, recycling, uniform variable, 65C60
Min Wang , Bala Iyer , Jeffrey Scott Vitter
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 348-377 (2004). https://doi.org/10.1214/lnms/1196285404
KEYWORDS: data mining, classification, classifier, relation database, SQL, 68P20
T. W. Anderson
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 378-384 (2004). https://doi.org/10.1214/lnms/1196285405
KEYWORDS: autoregressive process, error correction form, stationarity, 62P20, 60G12
Feifang Hu , James V. Zidek
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 385-395 (2004). https://doi.org/10.1214/lnms/1196285406
KEYWORDS: likelihood, relevance weighted likelihood, predicting basketball scores, sports statistics, NBA, basketball, 62M20, 62P99
S. Zacks
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 396-407 (2004). https://doi.org/10.1214/lnms/1196285407
KEYWORDS: cumulative damage processes, non-homogeneous compound Poisson processes, distributions of stopping times, reliability functions, hazard functions, moment equation estimators, maximum likelihood estimators, 60J55, 60J75, 62N05
Mary Ellen Bock
Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 45, 408-417 (2004). https://doi.org/10.1214/lnms/1196285408