| Publication | Date of Publication | Type |
|---|
An Empirical Bayes Method for Chi-Squared Data
Journal of the American Statistical Association | 2023-03-09 | Paper |
| EBCHS | 2021-06-01 | Software |
An Empirical Bayes Method for Chi-Squared Data
Journal of the American Statistical Association | 2020-07-20 | Paper |
scientific article; zbMATH DE number 6193740 (Why is no real title available?)
(available as arXiv preprint) | 2013-08-01 | Paper |
Efficient simulation of value at risk with heavy-tailed risk factors
Operations Research | 2012-06-26 | Paper |
Flexible modelling of random effects in linear mixed models -- a Bayesian approach
Computational Statistics and Data Analysis | 2009-06-12 | Paper |
| Bayesian stochastic estimation of the maximum of a regression function | 2008-07-11 | Paper |
Estimation in hidden Markov models via efficient importance sampling
Bernoulli | 2008-01-09 | Paper |
Optimal strategies for a class of sequential control problems with precedence relations
The Annals of Statistics | 2007-10-17 | Paper |
| scientific article; zbMATH DE number 5134980 (Why is no real title available?) | 2007-03-20 | Paper |
Efficient importance sampling for events of moderate deviations with applications
Biometrika | 2006-01-24 | Paper |
Bayesian Adaptive Stochastic Process Termination
Mathematics of Operations Research | 2005-11-11 | Paper |
Empirical Performance and Asset Pricing in Hidden Markov Models
Communications in Statistics: Theory and Methods | 2003-11-06 | Paper |
Asymptotically efficient strategies for a stochastic scheduling problem with order constraints.
The Annals of Statistics | 2002-11-14 | Paper |
On consistency of Bayes estimates in a certainty equivalence adaptive system
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
Strong consistency of Bayes estimates in nonlinear stochastic regression models
Journal of Statistical Planning and Inference | 2000-09-24 | Paper |
Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs
The Annals of Statistics | 2000-06-21 | Paper |
Miscellanea. On sequential designs in nonlinear problems
Biometrika | 2000-02-21 | Paper |
Weak convergence of recursions
Stochastic Processes and their Applications | 1998-03-29 | Paper |
Strong consistency in stochastic regression models via posterior covariance matrices
Biometrika | 1997-11-18 | Paper |
Strong consistency of Bayes estimates in stochastic regression models
Journal of Multivariate Analysis | 1996-08-05 | Paper |
| scientific article; zbMATH DE number 788249 (Why is no real title available?) | 1995-11-12 | Paper |
On the minimum expected duration of a coin tossing game
IEEE Transactions on Information Theory | 1993-12-22 | Paper |
Nonlinear renewal theory for conditional random walks
The Annals of Probability | 1991-01-01 | Paper |
Irreversible adaptive allocation rules
The Annals of Statistics | 1989-01-01 | Paper |
Repeated significance tests for exponential families
The Annals of Statistics | 1988-01-01 | Paper |
A uniform bound for the tail probability of Kolmogorov-Smirnov statistics
The Annals of Statistics | 1985-01-01 | Paper |
