1989

Joagdev, K. (1989). MAD property of median: A simple proof. Amer. Stat. 43, 26.

Joagdev, K. (1989). Upperbounds for the variances of random variables. Communications in Statistics, Theory and Methods 18, 3235-3248. (with Dharmadhikari, S.W).

Marden, J. (1989). On the admissibility and consistency of tests for homogeneity of variances. Annals of Statistics 17 236-251. (With A. Cohen.)

Marden, J. (1989). Complete class results for hypothesis testing problems with simple null hypotheses. Annals of Statistics 17 209-235. (With L. Brown.)

Marden, J. (1989). On the inadmissibility of the modi.ed step-down test based on Fisher's method for combining independent p-values.
Contributions to Probability and Statistics: Essays in Honor of Ingram Olkin. 472-485. Springer-Verlag, New York.  (With M. Perlman.)

Martinsek, A. (1989). Sequential estimation in regression models using analogues of trimmed means. Annals of the Institute of Statistical Mathematics, 41, 521-540.

Portnoy, S. and Koenker, R.(1989). Adaptive L-estimation of linear models, Ann. Statist., 17, 362-381.

Portnoy, S. (1989). Review of Rousseeuw and Leroy: Robust Regression and Outlier Detection, Chemometrics and Intelligent Laboratory Systems, 6, 254-255.

Simpson, D.G. (1989). BUMP: a FORTRAN program for identifying doseresponse curves subject to downturns. Computers and Biomedical Research 22, 36-43. (With G. Dallal.)

Simpson, D.G. (1989). Hellinger deviance tests: efficiency, breakdown points, and examples. Journal of the American Statistical Association 84, 107-113.

1988

Koenker, R. (1988). Asymptotic Theory and Econometric Practice, Journal of Applied Econometrics, 3, 139-147.

Marden, J. (1988). Dominating inadmissible tests in exponential family models. In Statistical Decision Theory and Related Topics IV. 2 225-237. (With H. Al-Rawwash.)

Marden, J. (1988). Minimal complete classes of invariant tests for equality of normal covariance matrices and sphericity. Journal of Multivariate Analysis, 27, 131-150. Also appears in (1989), Multivariate Statistics and Probability: Essays in Memory of Paruchuri R. Krishnaiah , 131-150. Academic Press, San Diego. (With A. Cohen.)

Martinsek, A. (1988). Invited discussion of "The relevance of stopping rules in statistical inference" by J. Berger and D. Berry. In Statistical Decision Theory and Related Topics IV (S.S. Gupta and J. O. Berger, eds.), 57-61. Springer-Verlag, New York.

Martinsek, A. (1988). Negative regret, optional stopping, and the elimination of outliers. Journal of the American Statistical Association, 83, 160-163.

Philipp, W. (1988). Limit theorems for sums of partial quotients of continued fractions. Monatsh. Math. 105 (1988), no. 3, 195--206.

Portnoy, S. (1988). Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity, Ann. Statist., 16, 356-366.

Portnoy, S. (1988). Statistics and religious studies, Encyclopedia of Statistical Sciences, Vol. 8, John Wiley, New York, 679-683.

Portnoy, S. and Koenker, R. (1988). Discussion of Draper: Rank-Based Robust Analysis of Linear Models, Statistical Science, 3, 259-261.

Portnoy, S. (1988). Discussion on Bartholomew, D.J.: Probability, Statistics and Theology, J. Roy. Statist. Soc., A, 151 [part 1], 172.

Stout, W. and Monrad, D. (1988). Stable distributions, Encyclopedia of Statistical Sciences 8, 617‑621.

Stout, W. (1988). Tests of Unidimensionality. Encyclopedia of Statistical Sciences 9, 296-300. (with Robin Shealy)

1987

Koenker, R. (1987). Computing Regression Quantiles, Journal of the Royal Statistical Society (C), 36, 383-393. (with D'Orey, V.)

Martinsek, A. (1987). Empirical Bayes methods in sequential estimation. Sequential Analysis, 6, 119-137.

Martinsek, A. (1987). Two-stage and fully sequential determination of estimator as well as sample size. Journal of Statistical Planning and Inference, 17, 11-20.

Philipp, W. (1987). The almost sure invariance principle for the empirical process of $U$-statistic structure. Ann. Inst. H. Poincaré Probab. Statist. 23 (1987), no. 2, 121--134. (With H. Dehling and M. Denker.)

Portnoy, E. (1987). Bootstrapping a graduation. In Actuarial Science, Volume VI of Advances in the Statistical Sciences; D. Reidel.

Portnoy, S. (1987). A central limit theorem applicable to robust regression estimators. J. Multivar. Anal., 22, 24-50.

Portnoy, S. and Koenker, R. (1987). L-Estimation for Linear Models, J. Amer. Statist. Assoc., 82, 851-857.

Portnoy, S. (1987). Asymptotics for one-step M-estimators in regression with application to combining efficiency and high breakdown point. Comm. Statist., Theory and Methods, 16, 2187-2200. (with Jureckova, J.)

Portnoy, S. (1987). Using regression quantiles to identify outliers. Statistical Data Analysis Based on the L1 Norm and Related Methods (ed: Y. Dodge), North Holland, Amsterdam, 345-356.

Portnoy, S. (1987). Discussion on Barry, D. and Hartigan, J.: Analysis of hominoid molecular evolution. Statist. Science, 2, 207-208.

Simpson, D.G. (1987). M-estimation for discrete data: asymptotic distribution theory and implications. The Annals of Statistics 15, 657-669. (With R. Carroll and D. Ruppert.)

Simpson, D.G. (1987). Minimum Hellinger distance estimation for the analysis of count data. Journal of the American Statistical Association 82, 802-807.

Stout, W. (1987). A nonparametric approach for assessing the latent trait
unidimensionality, Psychometrika 52 , 589‑617.

1986

Joagdev, K. (1986). Some results on generalized unimodality and an application to Tchebyshev’s inequality. Reliability and Quality Control, A.P. Basu, editor, North Holland, 127-132. (with Dharmadhikari, S.W).

Koenker, R. (1986). Strong Consistency of Regression Quantiles and Related Empirical Processes, Econometric Theory, 2, 191-201.

Koenker, R. (1986). On Boscovich's Estimator, Annals of Statistics, 13, 1625-29. (with Bassett, G.)

Martinsek, A. (1986). On combining Stein estimation problems: an adaptive rule under classical criteria. J. Statist. Planning and Inference 14, 301-309. (With R. Bohrer.)

Martinsek, A. (1986). Multistage estimation: optimal and asymptotically optimal policies. Sequential Analysis, 5, 1-17.

Philipp, W. (1986). Invariance principles for independent and weakly dependent random variables. Dependence in probability and statistics (Oberwolfach, 1985), 225--268, Progr. Probab. Statist., 11, Birkhäuser Boston, Boston, MA

Philipp, W. (1986). Central limit theorems for mixing sequences of random variables under minimal conditions. Ann. Probab. 14 (1986), no. 4, 1359--1370. (With H. Dehling and M. Denker.)

Philipp, W. (1986). A note on the almost sure approximation of weakly dependent random variables. Monatsh. Math. 102, no. 3, 227--236.

Philipp, W. (1986). A strong approximation theorem for sums of random vectors in the domain of attraction to a stable law. Acta Math. Hunger. 48, no. 1-2, 161—172. (With I. Berkes, A. Dabrowski and H. Dehling.)

Philipp, W. (1986). Invariance principles for partial sum processes and empirical processes indexed by sets. Probab. Theory Relat. Fields 73, no. 1, 11--42. (With G. Morrow.)

Philipp, W. (1986). Correction to: "Weak and $L\sp p$-invariance principles for sums of $B$-valued random variables" [Ann. Probab. 8 (1980), no. 1, 68--82; MR0556415 (81i:60011)]. Ann. Probab. 14 (1986), no. 3, 1095--1101.

Philipp, W. and Stout, W. (1986). Invariance principles for martingales and sums of independent random variables.  Mathematische Zeitschrift 192, 253‑264.

Dehling, H., Denker, M. and Philipp, W. (1986). A bounded law of the iterated logarithm for Hilbert space valued martingales and its application to $U$-statistics. Probab. Theory Relat. Fields 72 (1986), no. 1, 111--131.

Portnoy, S. (1986). Asymptotic behavior of the empiric distribution of M-estimated residuals from a regression model with many parameters. Ann. Statist., 14, 1152-1170.

Portnoy, S. (1986). On the central limit theorem in Rp when p ¡ú ¡Þ. Prob. Th. Rel. Fields, 73, 571-583.

Portnoy, S. (1986). Review of Fabian and Hannan: Introduction to Probability and Mathematical Statistics, in J. Amer. Statist. Assoc., 81, 859.

Simpson, D.G. (1986). Recursive nonparametric testing for doseresponse relationships subject to downturns at high doses. Biometrika 73, 589-596. (With B. Margolin.)

1985

Joagdev, K. (1985). Multivariate unimodality. Encyclopedia of Statistical Sciences, N.L. Johnson and S. Kotz, editors, Wiley. 6, 130-132. (with Dharmadhikari, S.W).

Joagdev, K. (1985). The Gauss Tchebyshev’s inequality for unimodal distributions. Theor. Prob. Appl. 30, 817-820. (with Dharmadhikari, S.W).

Joagdev, K. (1985). Examples of nonunique maximum likelihood estimators. Amer. Stat. 39, 199-200. (with Dharmadhikari, S.W).

Marden, J. (1985). Equivariant two-stage estimation of a normal mean. Sequential Analysis. 4, 43-57.

Martinsek, A. (1985). Comparison of some sequential procedures with related optimal stopping rules. Z. Wahrsch. verw. Gebiete, 70, 411-416.

Portnoy, S. (1985). Asymptotic behavior of M-estimators of p regression parameters when p2/n is large; II. Normal approximation, Ann. Statist., 13, 1403-1417.

Portnoy, S. (1985). Genesis, Wellhausen, and the Computer: a response. J. Alttestamentliche Wissenschaft, 96, 421-425. (with Petersen, D.)

Portnoy, S. (1985). From war to war: stochastic models of wartime alignment patterns. Theories, Models, and Simulations in International Relations: Essays in Honor of Harold Guetzkow (ed. Michael Don Ward), Westview Press, Boulder and London, 393-418. (with Zinnes, D., Starr, H., and Hill, B.)

Stout, W. (1985). A statistical procedure for assessing test dimensionality, Item Response Theory/Computerized Adaptive Testing, 1982 Preceedings, 210‑217.

1984

Joagdev, K. (1984). Measures of dependence. Handbook of Statistics. P.R. Krishnaiah and P.K. Sen, editors, North Holland. 4, 79-88.

Joagdev, K. (1984). Dependency concepts in reliability theory. Handbook of Statistics, P.R. Krishnaiah and P.K. Sen, editors, North Holland. 6, (with N. Chaganty.)

Koenker, R. (1984). Welfare Econometrics of Peak-Load Pricing of Electricity: A Continuous-Time Approach, Journal of Econometrics, 26, 83-113. (with Gallant, A. R.)

Koenker, R. (1984). Pricing Interactive Computer Services: A Rationale and Some Proposals for UNIX Implementation, Computer Journal, 27, 8-17. (with Gale, W. A.)

Martinsek, A. (1984). Sequential determination of estimator as well as sample size. Annals of Statistics, 12, 533-550.

Martinsek, A. (1984). Approximations to optimal stopping rules for exponential random variables. Annals of Probability, 12, 876-881.

Philipp, W. (1984). Invariance principles for sums of mixing random elements and the multivariate empirical process. Limit theorems in probability and statistics, Vol. I, II(Veszprem, 1982), 843—873, Colloq. Math. Soc. Janos Bolyai, 36, North-Holland, Amsterdam, 1984.

Philipp, W. (1984). Approximation by Brownian motion for Gibbs measures and flows under a function. Ergodic Theory Dynam. Systems 4 (1984), no. 4, 541--552. (With M. Denker.)

Philipp, W. (1984). Invariance principles for von Mises and $U$-statistics. Z. Wahrsch. Verw. Gebiete 67 (1984), no. 2, 139--167. (With A. Dabrowkski and H. Dehling.)

Philipp, W. (1984). Versik processes and very weak Bernoulli processes with summable rates are independent. Proc. Amer. Math. Soc. 91 (1984), no. 4, 618--624. (With A. Dabrowkski and H. Dehling.)

Philipp, W. (1984). An almost sure invariance principle for triangular arrays of Banach space valued random variables. Z. Wahrsch. Verw. Gebiete 65 (1984), no. 4, 483--491. (With A. Dabrowkski and H. Dehling.)

Portnoy, S. (1984). Biblical texts and statistical analysis: Zechariah and beyond. J. Biblical Literature, 103, 11-21(with Petersen, D.)

Portnoy, S. (1984). Asymptotic behavior of M-estimators of p regression parameters when p2/n is large; I. Consistency, Annals of Statistics, 12, 1298-1309.

Portnoy, S. (1984). Tightness of the sequence of c.d.f. processes defined from regression fractiles. Robust and Nonlinear Time Series Anal. (eds: Franke, Hardle, Martin). Springer-Verlag, New York, p.231-246.

1983

Joagdev, K. (1983). Negative association of random variables with applications. Ann. Stat. 11, 286-293. (with Proschan, F.)

Joagdev, K. (1983). Association of normal random variables and Slepian’s inequality. Ann. Prob. 11, 451-455. (with Perlman, M. and Pitt, L.)

Joagdev, K. (1983). Symmetrization and unimodality. Lehmann Festschrift Volume, Bickel, Doksum, and Hodges, editors, Wadsworth. 131-139.(with Dharmadhikari, S.W).

Joagdev, K. (1983). A characterization of independence in certain families of distributions exhibiting positive or negative dependence. Ann. Prob. 11, 1027-1041.

Joagdev, K. (1983). Mean, Median, and Mode Ш. Statistica Neerlandica 37, 165-168. (with Dharmadhikari, S.W).

Joagdev, K. (1983). Recurrence of symmetric random walks. J. Management and Math. Sci. 3, 25-34. (with Dharmadhikari, S.W).

Marden, J. (1983). Hypothesis tests and optimality properties in discrete multivariate analysis. Studies in Econometrics, Time Series, and Multivariate Statistics. 379-405. (With A. Cohen and C. Gatsonis.)

Marden, J. (1983). Admissibility of invariant tests in the general multivariate analysis of variance problem. Annals of Statistics 11 1086-1099.

Marden, J. (1983). Hypothesis testing for marginal probabilities in a 2x2x2 contingency table with conditional independence. Journal of the American Statistical Association, 78, 920-929. (With A. Cohen and C. Gatsonis.)

Martinsek, A. (1983). Second order approximation to the risk of a sequential procedure. Annals of Statistics, 11, 827-836.

Martinsek, A. (1983). Sequential estimation with squared relative error loss. Bulletin of the Institute of Mathematics in the Academia Sinica, 11, 607-623.

Philipp, W. (1983). Invariance principles for sums of Banach space valued random elements and empirical processes. Z. Wahrsch. Verw. Gebiete 62 (1983), no. 4, 509--552. (With R. Dudley.)

Portnoy, S. (1983). Discussion on J. Felsenstein: Statistical inference on phylogenies. J. Royal. Stat. Soc. A., 146, 269.

Stout, W. (1983). A statistical test of unidimensionality of a parameter underlying Bernoulli trials, Stat. and Prob. Letters 1, 183‑188.

1982

Joagdev, K. (1982). Concepts of dependence. Encyclopedia of statistical Sciences. N.L. Johnson and S. Kotz, editors, Wiley. 2, 324-334.

Joagdev, K. (1982). Monotonicity of the probability of a rectangular region under a multivariate normal distribution. Scand. J. Stat. 9, 171-174. (with Bolviken, E.)

Joagdev, K. (1982). Regions whose probabilities increase with the correlation coefficient and Slepian’s theorem. Inequality in Statistics and Probalility. IMS Lecture Notes 5, 156-164. (with Dharmadhikari, S.W).

Joagdev, K. (1982). Remarks and open problems in the area of the FKG inequality. Inequalities in Statistics and Probability. IMS Lecture Notes 5, 121-126. (with Shepp, L. and Vitale, R.)

Koenker, R. (1982). Tests of Linear Hypotheses and L1 Estimation, Econometrica, 50, 1577-1583. (with Bassett, G.)

Koenker, R. (1982). An Empirical Quantile Function for Linear Models with iid Errors, Journal of the American Statistical Association, 77, 407-415. (with Bassett, G.)

Koenker, R. (1982). Robust Tests for Heteroscedasticity Based on Regression Quantiles, Econometrica, 50, 43-61. (with G. Bassett.)

Marden, J. (1982). Combining independent non-central chi-square or F tests. An-nals of Statistics 10 266-277.

Marden, J. (1982). Second order asymptotic and non-asymptotic optimality properties for combined tests. Journal of Statistical Planning and Inference. 6 253-276. (With A. Cohen and K. Singh.)

Marden, J. (1982). The minimal complete class of procedures for combining independent non-central F-tests. Statistical Decision Theory and Related Topics III. 2 139-181. (With M. Perlman.)

Marden, J. (1982). Minimal complete classes of tests of hypotheses with multivariate one-sided alternatives. Annals of Statistics 10 962-970.

Martinsek, A. (1982). Bounded regret of a sequential procedure for estimation of the mean. Annals of Statistics, 10, 909-914. (with Y.S. Chow.)

Martinsek, A. (1982). Moments and error rates of two-sided stopping rules. Annals of Probability, 10, 935-941.

Philipp, W. (1982). An almost sure invariance principle for Hilbert space valued martingales. Trans. Amer. Math. Soc. 273, no. 1, 231--251. (With G. Morrow.)

Philipp, W. (1982). Almost sure invariance principles for weakly dependent vector-valued random variables. Ann. Probab. 10, no. 3, 689--701. (With H. Dehling.)

Philipp, W. (1982). Almost sure invariance principles for sums of $B$-valued random variables with applications to random Fourier series and the empirical characteristic process. Trans. Amer. Math. Soc. 269, no. 1, 67--90. (With M. Marcus.)

Portnoy, S. (1982). Maximizing the probability of correctly ordering random variables using linear predictors. J. Multivar. Anal., 12, 256-269.

Portnoy, S. (1982). Review of Huber: Robust Statistics, in Technometrics, 24, 163-164.

Stout, W. (1982). Domain of attraction, Encyclopedia of Statistical Sciences 2 , 416‑418.

Stout, W. (1982). A statistical method for relating blood and carcass residues of environmental contaminants, Archives of Environ. Contamination and Toxicology 11, 235‑238. (with Hensler, G.)

Stout, W. (1982). Moment and probability bounds with quasi‑superadditive structure for the maximum partial sum, Ann. Prob. 10, 1032‑1040. (with Moricz, F. and Serfling, R.)

1981

Koenker, R. (1981). Product Differentiation, Monopolistic Competition, and Public Policy, Bell Journal of Economics, 12, 217-231. (with Perry, M.)

Marden, J. (1981). Invariant tests on covariance matrices. Annals of Statistics, 9, 1258-1266.

Martinsek, A. (1981). A note on the variance and higher central moments of the stopping time of an SPRT. Journal of the American Statistical Association, 76, 701-703.

Portnoy, S. (1981). Maximizing the variance of M-estimators using the generalized method of moment spaces. Ann. Statist., 9, 567-577.(with Collins, J.)

1980

Bohrer, R. (1980). Detecting periodic covariation. Submitted to Psych. Bull. (with Porges, S.)

Bohrer, R. (1980). Application of time series statistics in psychological research: An introduction. In statistical and methodological issues in psychology and social sciences research, G. Keren, editor, New York: Derlbaum. (with Porges, S.)

Marden, J. (1980). Invariant tests for means with covariates. Annals of Statistics, 8, 25-63. (With M. Perlman.)

Philipp, W. (1980). Almost sure invariance principles for partial sums of mixing $B$-valued random variables. Ann. Probab. 8, no. 6, 1003--1036. (With J. Keulbs).

Philipp, W. (1980). Almost sure approximation theorems for the multivariate empirical process. Z. Wahrsch. Verw. Gebiete 54, no. 1, 1--13. (with Pinzur, L.)

Philipp, W. (1980). Weak and $L\sp{p}$-invariance principles for sums of $B$-valued random variables. Ann. Probab. 8, no. 1, 68--82.

Portnoy, S. (1980). Perturbance analysis of nuclear determination in Tetrahymena, II: Effects of nutrition, cell extracts and CaCl2 on a/b hybrids. Differentiation, 16, 49-60. (with Nanney, D. and Meyer, E.B.)

Portnoy, S. (1980). Perturbance analysis of nuclear determination in Tetrahymena, III: Analysis of mating type frequency variations with reference to binary-switch models. Differentiation, 16, 61-69. (with Nanney, D. and Meyer, E.B.)

Stout, W. (1980). Limit theorems for sums of dependent random variables, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 51, 1‑14. (with Tze L. Lai)