Richard A. Lockhart

Available identifiers

zbMath Open lockhart.richard-aWikidataQ59542453 ScholiaQ59542453MaRDI QIDQ442079

List of research outcomes

Publication	Date of Publication	Type
Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines	2023-03-02	Paper
Cramér‐von Mises tests for change points	2022-10-06	Paper
On the use of priors in goodness‐of‐fit tests	2020-04-28	Paper
On comparison of estimators for proportional error nonlinear regression models in the limit of small measurement error	2019-11-20	Paper
A frequency-calibrated Bayesian search for new particles	2018-11-15	Paper
Sparse estimation for functional semiparametric additive models	2018-10-16	Paper
Bayesian optimality for Beran's class of tests of uniformity around the circle	2018-06-21	Paper
Comments on: ``High-dimensional simultaneous inference with the bootstrap	2018-02-02	Paper
Comments on `High-dimensional simultaneous inference with the bootstrap'	2017-03-29	Paper
Inefficient Best Invariant Tests	2016-08-21	Paper
Adjusting for undercoverage of access-points in creel surveys with fewer overflights	2016-05-30	Paper
Correction: Rejoinder to ``A significance test for the lasso	2014-12-12	Paper
A significance test for the lasso	2014-07-03	Paper
Rejoinder: ``A significance test for the lasso	2014-07-03	Paper
Methods to Distinguish Between Polynomial and Exponential Tails	2014-05-26	Paper
Penalized regression, mixed effects models and appropriate modelling	2013-06-20	Paper
Conditional limit laws for goodness-of-fit tests	2012-08-09	Paper
https://portal.mardi4nfdi.de/entity/Q3173637	2011-10-10	Paper
The life and work of Michael A. Stephens: a conversation with Richard A. Lockhart and John J. Spinelli	2011-04-18	Paper
Exact conditional tests and approximate bootstrap tests for the von Mises distribution	2011-04-18	Paper
Bent-cable regression with autoregressive noise	2010-09-20	Paper
Bent-cable regression with autoregressive noise	2010-08-31	Paper
https://portal.mardi4nfdi.de/entity/Q5323627	2009-07-23	Paper
On the zeros of cosine polynomials: solution to a problem of Littlewood	2009-07-14	Paper
Marginal analysis of panel counts through estimating functions	2009-06-17	Paper
Use of the Gibbs Sampler to Obtain Conditional Tests, with Applications	2009-02-26	Paper
Cramér‐von Mises statistics for discrete distributions with unknown parameters	2007-10-22	Paper
Bent-Cable Regression Theory and Applications	2007-08-20	Paper
A note on Moore's conjecture	2005-09-28	Paper
Asymptotic theory for bent-cable regression -- the basic case	2004-11-29	Paper
An omnibus test for the time series model AR(1).	2004-01-26	Paper
Box-Cox transformations in linear models: Large sample theory and tests of normality	2003-06-24	Paper
Bent-cable asymptotics when the bend is missing.	2003-05-07	Paper
Tests for the response distribution in a Poisson regression model	2003-04-03	Paper
Weak convergence of the empirical process of residuals in linear models with many parameters	2002-11-14	Paper
The expected $L_{p}$ norm of random polynomials	2001-02-19	Paper
https://portal.mardi4nfdi.de/entity/Q4214846	1998-11-18	Paper
Tests of Independence in Time Series	1998-08-09	Paper
Box‐Cox transformed linear models: A parameter‐based asymptotic approach	1998-06-02	Paper
Cramér‐von Mises statistics for discrete distributions	1994-10-30	Paper
https://portal.mardi4nfdi.de/entity/Q4298921	1994-06-29	Paper
Overweight tails are inefficient	1992-06-28	Paper
Estimation in sparsely sampled random walks	1989-01-01	Paper
On the asymptotic distributions of high-order spacings statistics	1989-01-01	Paper
On the asymptotic distribution of quadratic forms in uniform order statistics	1988-01-01	Paper
Testing for normal errors in designs with many blocks	1988-01-01	Paper
On the asymptotic efficiency of certain correlation tests of fit	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3779585	1986-01-01	Paper
Test for the extreme value and weibull distributions based on normalized spacings	1986-01-01	Paper
A coupling proof of weak convergence	1985-01-01	Paper
The asymptotic distribution of the correlation coefficient in testing fit to the exponential distribution	1985-01-01	Paper
Tests of fit for the von Mises distribution	1985-01-01	Paper
Classical hierarchies form a modern standpoint. Part III. BP-sets	1983-01-01	Paper
On the non-existence of consistent estimates in Galton-Watson processes	1982-01-01	Paper
Statistics of Extremes: An Alternate Method with Application to Bridge Design Codes	1979-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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