| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q5369158 | 2017-10-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2956559 | 2017-01-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2951720 | 2017-01-09 | Paper |
| Randomization does not justify logistic regression | 2015-12-22 | Paper |
| Statistical Models and Causal Inference | 2010-03-23 | Paper |
| Statistical Models | 2009-07-14 | Paper |
| On regression adjustments in experiments with several treatments | 2008-04-30 | Paper |
| On regression adjustments to experimental data | 2008-03-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5309187 | 2007-10-09 | Paper |
| Statistical Models: Theory and Practice | 2005-12-30 | Paper |
| Dutch book against some `objective' priors | 2005-03-30 | Paper |
| The Markov moment problem and de Finetti's theorem. I | 2005-02-11 | Paper |
| The Markov moment problem and de Finetti's theorem. II | 2005-02-11 | Paper |
| From association to causation: Some remarks on the history of statistics. | 2004-05-27 | Paper |
| A probability model for census adjustment | 2002-02-28 | Paper |
| On the Bernstein-von Mises theorem with infinite-dimensional parameters | 2001-03-29 | Paper |
| Some issues in the foundation of statistics. (With comments by J. Berger, E. L. Lehmann, P. W. Holland, C. C. Clogg, N. W. Henry and the author's rejoinder) | 2000-09-18 | Paper |
| Iterated Random Functions | 1999-06-27 | Paper |
| Are there algorithms that discover causal structure? | 1999-01-01 | Paper |
| Consistency of Bayes estimates for nonparametric regression: normal theory | 1998-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5716390 | 1998-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4355982 | 1997-09-23 | Paper |
| From association to causation via regression | 1997-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4884611 | 1996-10-08 | Paper |
| Nonparametric binary regression: A Bayesian approach | 1994-10-25 | Paper |
| On the uniform consistency of Bayes estimates for multinomial probabilities | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3970693 | 1992-06-25 | Paper |
| A Measure which is Singular and Uniformly Locally Uniform | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3476055 | 1988-01-01 | Paper |
| Conditional limit theorems for exponential families and finite versions of de Finetti's theorem | 1988-01-01 | Paper |
| A dozen de Finetti-style results in search of a theory | 1987-01-01 | Paper |
| On the consistency of Bayes estimates | 1986-01-01 | Paper |
| On inconsistent Bayes estimates of location | 1986-01-01 | Paper |
| An Elementary Proof of Stirling's Formula | 1986-01-01 | Paper |
| On bootstrapping two-stage least-squares estimates in stationary linear models | 1984-01-01 | Paper |
| Asymptotic normality and the bootstrap in stratified sampling | 1984-01-01 | Paper |
| Asymptotics of graphical projection pursuit | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3966879 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3311508 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3673870 | 1983-01-01 | Paper |
| On inconsistent Bayes estimates in the discrete case | 1983-01-01 | Paper |
| How Many Variables Should be Entered in a Regression Equation? | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3966878 | 1983-01-01 | Paper |
| Degenerate Bernstein polynomials | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3689996 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3966880 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3704735 | 1982-01-01 | Paper |
| On inconsistent M-estimators | 1982-01-01 | Paper |
| On the maximum of scaled multinomial variables | 1982-01-01 | Paper |
| De Finetti's theorem for symmetric location families | 1982-01-01 | Paper |
| On the maximum difference between the empirical and expected histograms for sums | 1982-01-01 | Paper |
| On the maximum difference between the empirical and expected histograms for sums. II | 1982-01-01 | Paper |
| On the mode of an empirical histogram for sums | 1982-01-01 | Paper |
| Bootstrapping regression models | 1981-01-01 | Paper |
| Some asymptotic theory for the bootstrap | 1981-01-01 | Paper |
| Machiavelli and the Gale-Shapley Algorithm | 1981-01-01 | Paper |
| On the histogram as a density estimator:L 2 theory | 1981-01-01 | Paper |
| The empirical distribution of the fourier coefficients of a sequence of independent, identically distributed long-tailed random variables | 1981-01-01 | Paper |
| On the maximum deviation between the histogram and the underlying density | 1981-01-01 | Paper |
| On the statistics of vision: The Julesz conjecture | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3896392 | 1981-01-01 | Paper |
| De Finetti's theorem for Markov chains | 1980-01-01 | Paper |
| Finite exchangeable sequences | 1980-01-01 | Paper |
| The empirical distribution of Fourier coefficients | 1980-01-01 | Paper |
| A mixture of independent identically distributed random variables need not admit a regular conditional probability given the exchangeable ?-field | 1980-01-01 | Paper |
| Exchangeable processes need not be mixtures of independent, identically distributed random variables | 1979-01-01 | Paper |
| On Rounding Percentages | 1979-01-01 | Paper |
| A central limit theorem for empirical histograms | 1977-01-01 | Paper |
| An empirical form of the square root law and the central limit theorem | 1976-01-01 | Paper |
| On tail probabilities for martingales | 1975-01-01 | Paper |
| The Poisson approximation for dependent events | 1974-01-01 | Paper |
| A remark on the strong law | 1974-01-01 | Paper |
| The optimal reward operator in dynamic programming | 1974-01-01 | Paper |
| The optimal reward operator in special classes of dynamic programming problems | 1974-01-01 | Paper |
| Some inequalities for uniformly bounded dependent variables | 1973-01-01 | Paper |
| Another note on the Borel-Cantelli lemma and the strong law, with the Poisson approximation as a by-product | 1973-01-01 | Paper |
| On the amount of variance needed to escape from a strip | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4089603 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4085030 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5614313 | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5639122 | 1971-01-01 | Paper |
| Bayes' Method for Bookies | 1969-01-01 | Paper |
| On the derivative of a semigroup | 1968-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5617355 | 1968-01-01 | Paper |
| On the Local Behavior of Markov Transition Probabilities | 1968-01-01 | Paper |
| A Theorem of Levy and a Peculiar Semigroup | 1967-01-01 | Paper |
| An Oscillating Semigroup | 1967-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5600521 | 1967-01-01 | Paper |
| Some Invariance Principles for Functionals of a Markov Chain | 1967-01-01 | Paper |
| Timid Play is Optimal, II | 1967-01-01 | Paper |
| A Remark on the Law of the Iterated Logarithm | 1967-01-01 | Paper |
| A Remark On Sequential Discrimination | 1967-01-01 | Paper |
| Timid Play is Optimal | 1967-01-01 | Paper |
| Equivalence and Singularity for Friedman Urns | 1966-01-01 | Paper |
| A Note on Mutual Singularity of Priors | 1966-01-01 | Paper |
| Invariant Probabilities for Certain Markov Processes | 1966-01-01 | Paper |
| On the Expected Value of a Stopped Martingale | 1966-01-01 | Paper |
| On Two Equivalence Relations between Measures | 1966-01-01 | Paper |
| On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case | 1965-01-01 | Paper |
| Bernard Friedman's Urn | 1965-01-01 | Paper |
| A Sharper Form of the Borel-Cantelli Lemma and the Strong Law | 1965-01-01 | Paper |
| A Remark on the Coin Tossing Game | 1964-01-01 | Paper |
| The Last Return to Equilibrium in a Coin-tossing Game | 1964-01-01 | Paper |
| The Tail $\sigma$-Field of a Markov Chain and a Theorem of Orey | 1964-01-01 | Paper |
| Measurable sets of measures | 1964-01-01 | Paper |
| Determining the Time Scale of a Markov Chain | 1964-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5727132 | 1963-01-01 | Paper |
| Invariants Under Mixing Which Generalize de Finetti's Theorem: Continuous Time Parameter | 1963-01-01 | Paper |
| Random distribution functions | 1963-01-01 | Paper |
| An Arcsine Law for Markov Chains | 1963-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5736621 | 1962-01-01 | Paper |
| Mixtures of Markov Processes | 1962-01-01 | Paper |
| Invariants Under Mixing which Generalize de Finetti's Theorem | 1962-01-01 | Paper |
| Poisson Processes with Random Arrival Rate | 1962-01-01 | Paper |
