Supplementary Material 1: Bibliography

Peter Gavin Hall 19512016

John RobinsonA,C and Alan H. WelshB

ASchool of Mathematics and Statistics, University of Sydney, NSW 2006, Australia.

BMathematical Sciences Institute, Australian National University, John Dedman Building 27,

Union Lane, Canberra, ACT 2601, Australia.

CCorresponding author. Email: john.robinson@sydney.edu.au

Monographs

1. Martingale Limit Theory and its Application. (With C.C. Heyde.) Academic Press, New York, 1980.

2 . Rates of Convergence in the Central Limit Theorem. Pitman, London, 1982. 3 . Introduction to the Theory of Coverage Processes. Wiley, New York, 1988. 4. The Bootstrap and Edgeworth Expansion. Springer, New York, 1992.

Papers published in refereed journals

1977

5. On the Lp convergence of sums of independent random variables. Math. Proc. Cambridge Phil. Soc. 82 (1977) 439--446.

6. Martingale invariance principles. Ann. Probab. 5 (1977) 875--887.

1978

7. On the rate of convergence of moments in the central limit theorem. J. Austral. Math. Soc. (Ser. A) 25 (1978) 250--256.

8. On the duality between the behaviour of sums of independent random variables and the sums of their squares. Math. Proc. Cambridge Phil. Soc. 84 (1978) 117--

121.

9. Some asymptotic expansions of moments of order statistics. Stoch. Proc. Appl. 7 (1978) 265--275.

10. On the extreme terms of a sample from the domain of attraction of a stable law. J. London Math. Soc. 18 (1978) 181--191.

11. Representations and limit theorems for extreme value distributions. J. Appl. Probab. 15 (1978) 639--644.

12. The convergence of moments in the martingale central limit theorem. Z. Wahr-

mailto:john.robinson@sydney.edu.au

scheinlichkeitstheorie verw. Geb. 44 (1978) 253--260.

1979

13. The Gaussian law and lacunary sets of characters. (With E. Dudley.) J. Austral.

Math. Soc. (Ser. A) 27 (1979) 991107. 14. On the relative stability of large order statistics. Math. Proc. Cambridge Phil.

Soc. 86 (1979) 467--475.

15. On the rate of convergence of normal extremes. J. Appl. Probab. 16 (1979) 433--439.

16. On measures of the distance of a mixture from its parent distributions. Stoch. Proc. Appl. 8 (1979) 357--365.

17. On the invariance principle for U-statistics. Stoch. Proc. Appl. 9 (1979) 163--174.

18. On the rate of convergence in the central limit theorem for distributions with regularly varying tails. Z. Wahrscheinlichkeitstheorie verw. Geb. 49 (1979) 1--

11.

19. A note on a paper of G.R. Barnes and H.G. Tucker. J. London Math. Soc. 19 (1979) 170--174.

20. On the Skorokhod representation approach to martingale invariance principles. Ann. Probab. 7 (1979) 371--376.

1980

21. Estimating probabilities for normal extremes. Adv. Appl. Probab. 12 (1980) 491--500.

22. On the limiting behaviour of the median and mode of a sum of independent random variables. Ann. Probab. 8 (1980) 419--430.

23. Characterizing the rate of convergence in the central limit theorem. Ann. Probab. 8 (1980) 1037--1048.

24. Estimating a density on the positive half line by the method of orthogonal series. Ann. Inst. Statist. Math. 32 (1980) 351--362.

1981

25. Rates of convergence in the martingale central limit theorem. (With C.C. Heyde.) Ann. Probab, 9 (1981) 395--404.

26. On trigonometric series estimates of a density. Ann. Statist. 9 (1981) 683--685. 27. A comedy of errors: the canonical form for the stable characteristic function.

Bull. Lond. Math. Soc. 13 (1981) 23--27.

28. Laws of the iterated logarithm for nonparametric density estimators. Z. Wahr- scheinlichkeitstheorie verw. Geb. 56 (1981) 47--61.

29. Two-sided bounds on the rate of convergence to a stable law. Z. Wahrscheinlich- keitstheorie verw. Geb. 57 (1981) 349--364.

30. Polynomial expansions of density and distribution functions of scale mixtures. J. Multivar. Anal. 11 (1981) 173--184.

31. On the nonparametric estimation of mixture proportions. J. Roy. Statist. Soc. Ser. B 43 (1981) 147--156.

32. On the rate of convergence to a stable law. J. London Math. Soc. 23 (1981) 179--

192.

33. On the distribution of random lines. J. Appl. Probab. 18 (1981) 606--616. 34. A converse to the Spitzer-Rosen theorem. Ann. Probab. 9 (1981) 633--641. 35. On nonparametric multivariate binary discrimination. Biometrika 68 (1981) 287--

294.

36. Optimal near neighbour estimator for use in discriminant analysis. Biometrika 68 (1981) 572--575.

37. Characterizing the rate of convergence in the central limit theorem. II. Math. Proc. Cambridge Phil. Soc. 89 (1981) 511--523.

38. Large sample properties of Jaeckel's adaptive trimmed mean. Ann. Inst. Statist. Math. 33 (1981) 449--462.

39. Better estimates of exponential decay parameters. (With B. Selinger.) J. Phys. Chem. 85 (1981) 2941--2946.

40. Order of magnitude of moments of sums of random variables. J. London Math. Soc. 24 (1981) 562--568.

41. Asymptotic theory of triple sampling for sequential estimation of a mean. Ann. Statist. 9 (1981) 1229--1238.

1982

42. Limit theorems for stochastic measures of the accuracy of density estimators. Stoch. Proc. Appl. 13 (1982) 11--25.

43. On estimating the endpoint of a distribution. Ann. Statist. 10 (1982) 556--568. 44. On Starr and Vardi's estimates of the number of transmission sources. J. Appl.

Probab. 19 (1982) 52--63.

45. Comparison of two orthogonal series methods of estimating a density and its derivatives on an interval. J. Multivar. Anal. 12 (1982) 432--449.

46. On the limit behaviour of weighted sums of random variables. (With H. Cohn.) Z. Wahrscheinlichkeitstheorie verw. Geb. 59 (1982) 319--332.

47. Cross-validation in density estimation. Biometrika 69 (1982) 383--390. 48. On the rate of convergence in the weak law of large numbers. Ann. Probab. 10

(1982) 374--381.

49. On some simple estimates of an exponent of regular variation. J. Roy. Statist. Soc. Ser. B 44 (1982) 37--42.

50. Bounds on the rate of convergence of moments in the central limit theorem. Ann. Probab. 10 (1982) 1004--1018.

51. Asymptotic theory of Grenander's mode estimator. Z. Wahrscheinlichkeitstheorie verw. Geb. 60 (1982) 315--324.

52. Estimable versions of Griffith's measure of association. (With S. Csrg.) Austral. J. Statist. 24 (1982) 296--308.

53. Improving the normal approximation when constructing one-sided confidence intervals for binomial or Poisson parameters. Biometrika 69 (1982) 647--652.

54. The influence of rounding errors on some nonparametric estimators of a density and its derivatives. SIAM J. Appl. Math. 42 (1982) 390--399.

55. Limit theorems for estimators based on inverses of spacings of order statistics. Ann. Probab. 10 (1982) 992--1003.

56. Herbicide statistics: a critical look at the role of statistics in some topical

decisions. (With B. Selinger.) Search 13 (1982) 300--303.

57. Upper and lower classes for triangular arrays. (With S. Csrg.) Z. Wahrscheinlichkeitstheorie verw. Geb. 61 (1982) 207--222.

58. Further results on the survival of a gene represented in a founder population. (With D.J. Daley and C.C. Heyde.) J. Math. Biol. 14 (1982) 355--363.

1983

59. Edgeworth expansion of the distribution of Stein's statistic. Math. Proc. Cambridge Phil. Soc. 93 (1983) 163--175.

60. Sequential estimation saving sampling operations. J. Roy. Statist. Soc. Ser. B 45 (1983) 219--223.

61. The order of the approximation to a Wiener process by its Fourier series. Math. Proc. Cambridge Phil. Soc. 92 (1983) 547--562.

62. Measuring the efficiency of trigonometric series estimates of a density. J. Multivar. Anal. 13 (1983) 234--256. Correction: ibid. 15 (1984) 277.

63. Sets which determine the rate of convergence in the central limit theorem. Ann. Probab. 11 (1983) 355--361.

64. Inverting an Edgeworth expansion. Ann. Statist. 11 (1983) 569--576. 65. On the rate of convergence of moments in the central limit theorem for lattice

distributions. Trans. Amer. Math. Soc. 278 (1983) 169--181.

66. Orthogonal series distribution function estimation, with applications. J. Roy. Statist. Soc. Ser. B 45 (1983) 81--88.

67. Order of magnitude of the concentration function. Proc. Amer. Math. Soc. 89 (1983) 141--144.

68. On the reduction of bias in density estimates. Austral. J. Statist. 25 (1983) 278--286.

69. A distribution is completely determined by its translated moments. Z. Wahrscheinlichkeitstheorie verw. Geb. 62 (1983) 355--359.

70. Fast rates of convergence in the central limit theorem. Z. Wahrscheinlichkeitstheorie verw. Geb. 62 (1983) 491--507.

71. Orthogonal series methods for both qualitative and quantitative data. Ann. Statist. 11 (1983) 1004--1007.

72. On the roles of the Bessel and Poisson distributions in chemical kinetics. J. Appl. Probab. 20 (1983) 585--599.

73. Two-sided bounds for nonuniform rates of convergence in the central limit theorem. Z. Wahrscheinlichkeitstheorie verw. Geb. 65 (1983) 61--72.

74. Chi squared approximations to the distribution of sums of independent random variables. Ann. Probab. 11 (1983) 1028--1036.

75. A test for normality based on the empirical characteristic function. (With A.H. Welsh.) Biometrika 70 (1983) 485--489. Correction: ibid. 71 (1984) 655.

76. On the interpretation of random fluctuations in competing chemical systems. J. Appl. Probab. 20 (1983) 877--883.

77. A unified approach to the correction of normal approximations. SIAM J. Appl. Math. 43 (1983) 1187--1193.

78. On near neighbour estimates of a multivariate density. J. Multivar. Anal. 13 (1983) 24--39.

79. Large sample optimality of least squares cross-validation in density estimation. Ann. Statist. 11 (1983) 1156--1174.

1984

80. The Komls--Major--Tusady approximations and their applications. (With S. Csrg.) Austral. J. Statist. 26 (1984) 189--218.

81. On the influence of extremes on the rate of convergence in the central limit theorem. Ann. Probab. 12 (1984) 154--172.

82. Limit laws for the maximum of weighted and shifted i.i.d. random variables. (With D.J. Daley.) Ann. Probab. 12 (1984) 571--587.

83. Cross-validation in nonparametric estimation of probabilities and probability densities. (With A.W. Bowman and D.M. Titterington.) Biometrika 71 (1984)

341--351.

84. On the rate of Poisson convergence. (With A.D. Barbour.) Math. Proc. Cambridge Phil. Soc. 95 (1984) 473--480.

85. Reversing the Berry--Esseen inequality. (With A.D. Barbour.) Proc. Amer. Math. Soc. 90 (1984) 107--110.

86. Stein's method and the Berry--Esseen theorem. (With A.D. Barbour.) Austral. J. Statist. 26 (1984) 8--15.

87. An optimal property of kernel estimators of a probability density. J. Roy. Statist. Soc. Ser. B 46 (1984) 134--138.

88. Random nonuniform distribution of line segments on a circle. Stoch. Proc. Appl. 18 (1984) 239--261.

89. Mean and variance of vacancy for distribution of k-dimensional spheres within k-dimensional space. J. Appl. Probab. 21 (1984) 738--752.

90. Central limit theorem for integrated square error of multivariate nonparametric density estimators. J. Multivar. Anal. 14 (1984) 1--16.

91. Integrated square error properties of kernel estimators of regression functions. Ann. Statist. 12 (1984) 241--260.

92. Best attainable rates of convergence for estimates of parameters of regular variation. (With A.H. Welsh.) Ann. Statist. 12 (1984) 1079--1084.

93. A leading term approach to asymptotic expansions in the central limit theorem. Proc. London Math. Soc. 49 (1984) 423--444.

94. Limit theorems for sums of general functions of m-spacings. Math. Proc. Cambridge Phil. Soc. 96 (1984) 517--532.

95. Asymptotic properties of integrated square error and cross-validation for kernel estimation of a regression function. Z. Wahrscheinlichkeitstheorie verw. Geb. 67

(1984) 175--196.

96. Better estimates of multiexponential decay parameters. (With B. Selinger.) Z. Physik. Chem. 141 (1984) 77--89.

1985

97. Tailor-made tests of goodness of fit. J. Roy. Statist. Soc. Ser. B 47 (1985) 125--131.

98. Three limit theorems for vacancy in multivariate coverage problems. J. Multivar. Anal. 16 (1985) 211--236.

99. Efficient nonparametric estimation of mixture proportions. (With D.M. Titterington.) J. Roy. Statist. Soc. Ser. B 46 (1985) 465--473.

100. On the coverage of k-dimensional space by k-dimensional spheres. Ann. Probab. 13 (1985) 991--1002.

101. On inference in a one-dimensional mosaic and an M/G/ queue. Adv. Appl. Probab. 17 (1985) 210--229.

102. The use of uncategorized data to improve the performance of a nonparametric estimator of a mixture density. (With D.M. Titterington.) J. Roy. Statist. Soc. Ser.

B 47 (1985) 155--163.

103. On continuum percolation. Ann. Probab. 13 (1985) 1250--1266. 104. Correcting segment counts for edge effects when estimating intensity. Biometrika

72 (1985) 459--463.

105. Distribution of size, structure and number of vacant regions in a high-intensity mosaic. Z. Wahrscheinlichkeitstheorie verw. Geb. 70 (1985) 237--261.

106. Heavy traffic approximations for busy period in an M/G/ queue. Stoch. Proc. Appl. 19 (1985) 259--269.

107. Resampling a coverage pattern. Stoch. Proc. Appl. 20 (1985) 231--246. 108. Counting methods for inference in binary mosaics. Biometrics 41 (1985) 1049--

1052.

109. Simple statistical test for compliance of fiber counts with hygiene standard. (With B. Selinger.) American Industrial Hygiene Assoc. J. 46 (1985) 505508.

110. Macroscopic properties of a linear mosaic. Adv. Appl. Probab. 17 (1985) 330--346.

111. A tabular method for correcting skewness. Math. Proc. Cambridge Phil. Soc. 97 (1985) 525--540.

112. Adaptive estimates of parameters of regular variation. (With A.H. Welsh.) Ann. Statist. 13 (1985) 331--341.

113. On bounds to the rate of convergence in the central limit theorem. (With A.D. Barbour.) Bull. Lond. Math. Soc. 17 (1985) 151--156.

114. Limit theorems for the median deviation. (With A.H. Welsh.) Ann. Inst. Statist. Math. 37 (1985) 27--36.

1986

115. On powerful distributional tests based on sample spacings. J. Multivar. Anal. 19 (1986) 201--224.

116. Two-sided bounds and leading term for rates of convergence in the multivariate central limit theorem. (With J.C.H. Wightwick.) J. Multivar. Anal. 19 (1986)

225--239.

117. Convergence determining sets in the central limit theorem. (With J.C.H. Wightwick.) Probab. Theory and Related Fields 71 (1986) 1--17.

118. Clump counts in a mosaic. Ann. Probab. 14 (1986) 424--458. 119. On the selection of terms in an orthogonal series density estimator. (With P.J.

Diggle.) J. Amer. Statist. Assoc. 81 (1986) 230--233.

120. On the rate of convergence of orthogonal series density estimators. J. Roy. Statist. Soc. Ser. B 48 (1986) 115--122.

121. On the bootstrap and confidence intervals. Ann. Statist. 14 (1986) 1431--1452.

122. On the number of bootstrap simulations required to construct a confidence interval. Ann. Statist. 14 (1986) 1453--1462.

123. Statistical significance: balancing evidence against doubt. (With B. Selinger.) Austral. J. Statist. 28 (1986) 354--370.

124. On some smoothing techniques used in image restoration. (With D.M. Titterington.) J. Roy. Statist. Soc. Ser. B 48 (1986) 330--343.

125. On non-uniform and global descriptions of the rate of convergence of asymptotic expansions in the central limit theorem. (With T. Nakata.) J. Aust. Math. Soc. 41

(1986) 326--335.

1987

126. Cross-validation and the smoothing of orthogonal series density estimators. J. Multivar. Anal. 21 (1987) 189--206.

127. On the bootstrap and continuity correction. J. Roy. Statist. Soc. Ser. B 49 (1987) 82--89.

128. Edgeworth expansion for Student's t-statistic under minimal moment conditions. Ann. Probab. 15 (1987) 920--931.

129. On the amount of detail that can be recovered from a degraded signal. Adv. Appl. Probab. 19 (1987) 371--395.

130. On the amount of noise inherent in band width selection for a kernel density estimator. (With J.S. Marron.) Ann. Statist. 15 (1987) 163--181.

131. Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation. (With J.S. Marron.) Probab. Theory and

Related Fields 74 (1987) 567--581.

132. On the processing of a motion-blurred image. SIAM J. Appl. Math. 47 (1987) 441--453. Erratum ibid 48 (1988) 1215.

133. On the bootstrap and likelihood-based confidence regions. Biometrika 74 (1987) 481--493.

134. Common structure of techniques for choosing smoothing parameters in regression problems. (With D.M. Titterington.) J. Roy. Statist. Soc. Ser B 49

(1987) 184--198.

135. On Kullback-Leibler loss and density estimation. Ann. Statist. 15 (1987) 1491--1519.

136. Kernel density estimation with spherical data. (With G.S. Watson and J. Cabrera.) Biometrika 74 (1987) 751--762.

137. On the use of compactly supported densities in problems of discrimination. J. Multivar. Anal. 23 (1987) 131--158.

138. Limit theorems for sums of general functions of m--spacings. Math. Proc. Cambridge Phil. Soc. 96 (1987) 517-532.

139. On unimodality and rates of convergence for stable laws. J. London Math. Soc. 30 (1987) 371--384.

140. Estimation of integrated squared density derivatives. (With J.S. Marron.) Probab. Statist. Letters 6 (1987) 109--115. Correction: ibid. 7 (1988) 87.

141. On smoothing sparse multinomial data. (With D.M. Titterington.) Austral. J. Statist. 29 (1987) 19--37.

1988

142. The kernel method for unfolding sphere size distributions. (With R.L. Smith.) J. Computational Physics 74 (1988) 409--421.

143. How far are automatically chosen regression smoothing parameters from their optimum? (With discussion.) (With W. Hrdle and J.S. Marron.) J. Amer.

Statist. Assoc. 83 (1988) 86--95.

144. Choice of kernel order in density estimation. (With J.S. Marron.) Ann. Statist. 15 (1988) 163--181.

145. On confidence intervals for spatial parameters estimated from non-replicated data. Biometrics 44 (1988) 271--277.

146. On symmetric bootstrap confidence intervals. J. Roy. Statist. Soc. Ser. B 50 (1988) 35--45.

147. Minimizing L1 distance in nonparametric density estimation. (With M.P. Wand.) J. Multivar. Anal. 26 (1988) 59--88.

148. On the minimization of absolute distance in kernel density estimation. (With M.P. Wand.) Statist. Probab. Lett. 6 (1988) 311-314.

149. Theoretical comparison of bootstrap confidence intervals. (With discussion.) Ann. Statist. 16 (1988) 927--985.

150. On nonparametric discrimination using density differences. (With M.P. Wand.) Biometrika 75 (1988) 541--547.

151. On the effect of random norming on the rate of convergence in the central limit theorem. Ann. Probab. 16 (1988) 1265--1280.

152. Products of independent, normally attracted random variables. (With E. Seneta.) Probab. Theory and Related Fields 78 (1988) 135--142.

153. On the level error after Bartlett adjustment of the likelihood ratio statistic. (With O.E. Barndorff-Nielsen.) Biometrika 75 (1988) 374--378.

154. On confidence bands in nonparametric density estimation and regression. (With D.M. Titterington.) J. Multivar. Anal. 27 (1988) 228--254.

155. On the distribution of a Studentized quantile. (With S.J. Sheather.) J. Roy. Statist. Soc. Ser. B 50 (1988) 381--391.

156. Exact convergence rate of bootstrap quantile variance estimator. (With M.A. Martin.) Probab. Theory and Related Fields 80 (1988) 261--268.

157. Optimal rates of convergence for deconvolving a density. (With R.J. Carroll.) J. Amer. Statist. Assoc. 83 (1988) 1184--1186.

158. Estimating the direction in which a data set is most interesting. Probab. Theory and Related Fields 80 (1988) 51--77.

159. On stochastic complexity and nonparametric density estimation. (With E.J. Hannan.) Biometrika 75 (1988) 705--714.

160. On bootstrap resampling and iteration. (With M.A. Martin.) Biometrika 75 (1988) 661--671.

161. Rate of convergence in bootstrap approximations. Ann. Probab. 16 (1988) 1665-- 1684.

162. Variable window width kernel estimates of probability densities. (With J.S.Marron.) Probab. Theory and Related Fields 80 (1988) 37--49. Erratum Ibid.

91 (1992) 133.

1989

163. Unusual properties of bootstrap confidence intervals in regression problems. Probab. Theory and Related Fields 81 (1989) 247--273.

164. On convergence rates in nonparametric problems. International Statistical Review 57 (1989) 45--58.

165. Variance function estimation in regression: the effect of estimating the mean. (With R.J. Carroll.) J. Roy. Statist. Soc. Ser. B 51 (1989) 3--14.

166. Bootstrap methods for constructing confidence regions for hands. (With Dan Keenan.) Stochastic Models 5 (1989) 555-562.

167. Better nonparametric bootstrap confidence intervals for the correlation coefficient. (With M.A. Martin and W.R. Schucany.) J. Statist. Comput. Simul.

33 (1989) 161--172.

168. On efficient bootstrap simulation. Biometrika 76 (1989) 613--617. 169. Comparison of parametric and empirical likelihood ratio functions. (With T.J.

DiCiccio and J.P. Romano.) Biometrika 76 (1989) 465--476.

170. Antithetic resampling for the bootstrap. Biometrika 76 (1989) 713--724. 171. On smoothing and the bootstrap. (With T.J. DiCiccio and J.P. Romano.) Ann.

Statist. 17 (1989) 692--704.

172. The effect of simulation order on level accuracy and power of Monte Carlo tests. (With D.M. Titterington.) J. Roy. Statist. Soc. Ser. B 51 (1989) 459--467.

173. Bootstrap confidence regions for directional data. (With N.I. Fisher.) J. Amer. Statist. Assoc. 84 (1989) 996--1002. Correction: ibid. 85 (1990) 608.

174. On polynomial-based projection indices for exploratory projection pursuit. Ann. Statist. 17 (1989) 589--605.

175. On projection pursuit regression. Ann. Statist. 17 (1989) 573--588. 176. A note on the accuracy of bootstrap percentile method confidence intervals for a

quantile. (With M.A. Martin.) Statist. Probab. Lett. 8 (1989) 197--200.

177. A local cross-validation algorithm. (With W.R. Schucany.) Statist. Probab. Lett. 8 (1989) 109--117.

178. Influence of design on the rate of convergence to normality in L1 regression. (With A.H. Welsh.) Math. Proc. Cambridge Phil. Soc. 106 (1989) 355--368.

1990

179. Pseudo-likelihood theory for empirical likelihood. Ann. Statist. 18 (1990) 121--140.

180. Nonparametric estimation of optimal performance criteria in quality engineering. (With R.J. Carroll.) Ann. Statist. 18 (1990) 281--302.

181. On the law of the logarithm for density estimators. Statist. Probab. Lett. 9 (1990) 237--240.

182. Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems. J. Multivar. Anal. 32 (1990) 177--203.

183. On continuous image models and image analysis in the presence of correlated noise. (With I. Koch.) Adv. Appl. Probab. 22 (1990) 332--349.

184. Effects of design and error on normal convergence rates in regression problems. Probab. Theory and Related Fields 85 (1990) 283--305.

185. Performance of balanced bootstrap resampling in distribution and quantile

problems. Probab. Theory and Related Fields 85 (1990) 239--260.

186. The rate of convergence in the normal approximation for the Wilcoxon R-estimator. (With A.H. Welsh.) Austral. J. Statist. 32 (1990) 139--150.

187. Asymptotic properties of the bootstrap for heavy-tailed distributions. Ann. Probab. 18 (1990) 1342--1360.

188. Adaptive M-estimation in nonparametric regression. (With M.C. Jones.) Ann. Statist. 18 (1990) 1712-1728.

189. Optimal convergence rates in signal recovery. Ann. Probab. 18 (1990) 887--900. 190. On bootstrap hypothesis testing (With N.I. Fisher.) Austral. J. Statist. 32 (1990)

177--190.

191. Asymptotically optimal difference-based estimation of variance in nonparametric regression. (With J.W. Kay and D.M. Titterington.) Biometrika 77 (1990) 521--

528.

192. On variance estimation in nonparametric regression. (With J.S. Marron.) Biometrika 77 (1990) 415--419.

193. On the bias of variable bandwidth curve estimators. Biometrika 77 (1990) 529--535.

194. Bandwidth selection in semiparametric estimation of censored linear regression models (With J.L. Horowitz.) Econometric Theory 6 (1990) 123--150.

195. Methodology and algorithms of empirical likelihood. (With B. La Scala.) International Statistical Review 58 (1990) 109--127.

196. Bootstrap test for difference between means in nonparametric regression. (With J.D. Hart.) J. Amer. Statist. Assoc. 85 (1990) 1039--1049.

197. On the relative performance of bootstrap and Edgeworth approximations of a distribution function. J. Multivar. Anal. 35 (1990) 108--129.

198. Simultaneous bootstrap confidence bands in regression. (With Y.E. Pittelkow.) J. Statist. Comput. Simul. 37 (1990) 99--113.

199. Akaike's information criterion and Kullback-Leibler loss for histogram density estimation. Probab. Theory and Related Fields 85 (1990) 449--467.

200. Convergence rates in density estimation for data from infinite-order moving average processes. (With J.D. Hart.) Probab. Theory and Related Fields 87

(1990) 253--274.

201. Nonparametric regression with long-range dependence. (With J.D. Hart.) Stoch. Proc. Appl. 36 (1990) 339--351.

202. Mean squared error properties of kernel estimates of regression quantiles. (With M.C. Jones) Statist. Probab. Lett. 10 (1990) 283--289.

1991

203. On estimation of noise variance in two-dimensional signal processing. (With J.W. Kay and D.M. Titterington.) Adv. Appl. Probab. 23 (1991) 476--495.

204. Empirical likelihood is Bartlett-correctable. (With T.J. DiCiccio and J. Romano.) Ann. Statist. 19 (1991) 1053--1061.

205. Bahadur representations for uniform resampling and importance resampling, with applications to asymptotic relative efficiency. Ann. Statist. 19 (1991) 1062--

1072.

206. On iterated logarithm laws for linear arrays and nonparametric regression

estimators. Ann. Probab. 19 (1991) 740--757.

207. Two guidelines for bootstrap hypothesis testing. (With S.R. Wilson.) Biometrics 47 (1991) 757--762.

208. On importance resampling for the bootstrap (With K.-A. Do.) Biometrika 78 (1991) 161--167.

209. On optimal data--based bandwidth selection in kernel density estimation. (With S.J. Sheather, M.C. Jones and J.S. Marron.) Biometrika 78 (1991) 263--269.

210. A general statistical test for the effect of folding. (With N.I. Fisher.) Geophys. J. 105 (1991) 419--427.

211. A geometrical method for removing edge effects from kernel-type nonparametric regression estimators. (With T.E. Wehrly.) J. Amer. Statist. Assoc. 86 (1991)

665--672.

212. Normal approximation in regression. (With A.H. Welsh.) J. Multivar. Anal. 39 (1991) 87--105. Corrigendum ibid. 43 (1992) 171.

213. On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles. (With M.A. Martin.) J. Multivar. Anal. 38

(1991) 70--81.

214. Local minima in cross-validation functions. (With J.S. Marron.) J. Roy. Statist. Soc. Ser. B 53 (1991) 245--252. Corrigendum ibid. 54 (1992) 907.

215. Bootstrap algorithms for small samples. (With N.I. Fisher.) J. Statist. Plann. Inf. 27 (1991) 157--169.

216. Edgeworth expansions for nonparametric density estimators, with applications. Math. Operat. Statistik, Ser. Statist. 22 (1991) 215--232.

217. On convergence rates of suprema. Probab. Theory and Related Fields 89 (1991) 447--455. Corrigendum ibid. 112 (1998) 297.

218. Lower bounds for bandwidth selection in density estimation. (With J.S. Marron.) Probab. Theory and Related Fields 90 (1991) 149--173.

219. Quasi-random resampling for the bootstrap. (With K.-A. Do.) Statistics and Computing 1 (1991) 13--22.

1992

220. Regression smoothing parameters that are not far from their optimum. (With W. Hrdle and J.S. Marron.) J. Amer. Statist. Assoc. 87 (1992) 227--233.

221. Bootstrap estimation of conditional distributions. (With J.G. Booth and A. Wood.) Ann. Statist. 20 (1992) 1594--1610.

222. Estimating coefficient distributions in random coefficient regressions. (With R. Beran.) Ann. Statist. 20 (1992) 1970--1984.

223. Effect of bias estimation on coverage accuracy of bootstrap confidence intervals for a probability density. Ann. Statist. 20 (1992) 675--694.

224. On bootstrap confidence intervals in nonparametric regression. Ann. Statist. 20 (1992) 695--711.

225. On global properties of variance bandwidth density estimators. Ann. Statist. 20 (1992) 762--778.

226. On the bias and variability of bootstrap and cross-validation of error rate in discrimination problems. (With A.C. Davison.) Biometrika 79 (1992) 279--284.

227. Interpolation rules suggested by asymptotic expansions. (With N.H. Anderson

and D.M. Titterington.) Biometrika 79 (1992) 651--653.

228. Properties of estimators of the finite population distribution function. (With R.L. Chambers and A.H. Dorfman.) Biometrika 79 (1992) 577--582.

229. The abscissa of convergence of the Laplace transform. (With J.L. Teugels and A. Vanmarcke.) J. Appl. Probab. 29 (1992) 353--362.

230. Ridge finding from noisy data. (With W. Qian and D.M. Titterington.) J. Comput. Graph. Statist. 1 (1992) 197--211.

231. On the bootstrap and the trimmed mean. (With A.R. Padmanabhan.) J. Multivar. Anal. 41 (1992) 132--153.

232. On the removal of skewness by transformation. J. Roy. Statist. Soc. Ser. B 54 (1992) 221--228.

233. On the feasibility of cross-validation in image analysis. (With I. Koch.) SIAM J. Appl. Math. 52 (1992) 292--313.

234. Empirical functionals and efficient smoothing parameter selection. (With I.M. Johnstone.) J. Roy. Statist. Soc. Ser. B 54 (1992) 475--509. (With Discussion

pp.509--531.)

235. Semiparametric comparison of regression curves via normal likelihoods. (With R.J. Carroll.) Austral. J. Statist. 34 (1992) 471--487.

236. Distribution estimation using concomitants of order statistics with application to Monte Carlo simulation for the bootstrap. (With K.-A. Do.) J. Roy. Statist. Soc.

Ser. B 54 (1992) 595--607.

237. Smoothed cross-validation. (With J.S. Marron and B.U. Park.) Probab. Theory and Related Fields 92 (1992) 1--20.

238. Convergence rates in the central limit theorem for means of autoregressive and moving average sequences. Stoch. Proc. Appl. 43 (1992) 115--131.

239. Edge-preserving and peak-preserving smoothing. (With D.M. Titterington.) Technometrics 34 (1992) 429--440.

1993

240. Correcting the negativity of high-order kernel density estimators. (With R.D. Murison.) J. Multivar. Anal. 47 (1993) 103--122.

241. On the performance of box-counting estimators of fractal dimension. (With A.T.A. Wood.) Biometrika 80 (1993) 246--252.

242. Empirical likelihood confidence bands in density estimation. (With A.B. Owen.) J. Comput. Graphical Statist. 2 (1993) 273--290.

243. On almost linearity for low dimensional projections of high dimensional data. (With K.-C. Li.) Ann. Statist. 21 (1993) 867--889.

244. On plug-in rules for local smoothing of density estimators. Ann. Statist. 21 (1993) 694--710.

245. On the estimation of entropy. (With S.C. Morton.) Ann. Inst. Statist. Math. 45 (1993) 69--88.

246. On the probability of error when using a general Akaike-type criterion to estimate autoregression order. (With J.D. Hart.) J. Time Series Analysis 14

(1993) 347--368.

247. Balanced importance resampling for the bootstrap. (With J.G. Booth and A.T.A. Wood.) Ann. Statist. 21 (1993) 286--298.

248. An improvement of the jackknife distribution function estimator. (With J.G. Booth.) Ann. Statist. 21 (1993) 1476--1485.

249. Smoothed empirical likelihood confidence intervals for quantiles. (With S.X. Chen.) Ann. Statist. 21 (1993) 1166--1181.

250. On studentizing and blocking methods for implementing the bootstrap with dependent data. (With A.C. Davison.) Austral. J. Statist. 35 (1993) 215--224.

251. On Edgeworth expansion and bootstrap confidence bands in nonparametric curve estimation. J. Roy. Statist. Soc. Ser. B 55 (1993) 291-304.

252. Analytical and bootstrap approximations to estimator distributions in L1 regression. (With D. de Angelis and G.A. Young.) J. Amer. Statist. Assoc. 88

(1993) 1310--1316.

253. Estimators of the finite population distribution function using nonparametric regression. (With A.H. Dorfman.) Ann. Statist. 21 (1993) 1452--1475.

254. Rate of convergence of the empirical Radon transform. (With D.S. Gilliam and F.H. Ruymgaart.) J. Multivar. Anal. 44 (1993) 115--145.

255. A Fourier approach to nonparametric deconvolution of a density estimate. (With P.J. Diggle.) J. Roy. Statist. Soc. Ser. B 55 (1993) 523--532.

256. Optimal smoothing in single-index models. (With W. Hrdle and H. Ichimura.) Ann. Statist. 21 (1993) 157--178.

257. A note on coverage error of bootstrap confidence intervals for quantiles. (With D. de Angelis and G.A. Young.) Proc. Cambridge Phil. Soc. 114 (1993) 517--

532.

258. On the inconsistency of bootstrap distribution estimators. (With L. Simar and W. Hrdle.) Comput. Statist. Data Anal. 16 (1993) 11-18.

259. On the backfitting algorithm for additive regression models. (With W. Hrdle.) Statist. Neerland. 47 (1993) 43-58.

260. Interpolated nonparametric prediction intervals and confidence intervals. (With R. Beran.) J. Roy. Statist. Soc. Ser. B 55 (1993) 643--652.

261. Bootstrap confidence regions for functional relationship in errors-in-variables models. (With J.G. Booth.) Ann. Statist. 21 (1993) 1780--1791.

262. On the performance of kernel estimates for high-dimensional, sparse binary data. (With B. Grund.) J. Multivar. Anal. 44 (1993) 321--344.

1994

263. On curve estimation by minimizing mean absolute deviation and its implications. (With J. Fan.) Ann. Statist. 22 (1994) 867--885.

264. Bootstrap methods for finite populations. (With J.G. Booth and R.W. Butler.) J. Amer. Statist. Assoc. 89 (1994) 1282--1289.

265. Properties of nonparametric estimators of autocovariance for stationary random fields. (With P. Patil.) Probab. Theory and Related Fields 99 (1994) 399--424.

266. On the relationship between fractal dimension and fractal index for stationary stochastic processes. (With R. Roy.) Ann. App. Probab. 4 (1994) 241--253.

267. Stochastic models and statistical methods for analysing roughness of plateau-honed surfaces. (With D. Matthews.) Stoch. Proc. Appl. 54 (1994) 197--213.

268. On the erratic behaviour of estimators of N in the binomial N, p distribution. J. Amer. Statist. Assoc. 89 (1994) 344--352.

269. Monte Carlo approximation and the iterated bootstrap. (With J.G. Booth.) Biometrika 81 (1994) 331--340.

270. Characterising surface smoothness via estimation of effective fractal dimension. (With A.G. Constantine.) J. Roy. Statist. Soc. Ser. B 56 (1994) 97--113.

271. On the validity of Edgeworth and saddlepoint approximations. (With J.G. Booth and R.W. Butler.) J. Multivar. Anal. 51 (1994) 121--138.

272. On the average difference between concomitants and order statistics. (With P.K. Goel.) Ann. Probab. 22 (1994) 126--144.

273. Asymptotically optimal balloon density estimates. (With C. Huber, A. Owen and A. Coventry.) J. Multivar. Anal. 51 (1994) 352--371.

274. Estimation of fractal index and fractal dimension of a Gaussian process by counting the number of level crossings. (With A. Feuerverger and A.T.A.

Wood.) J. Time Ser. Anal. 15 (1994) 587--606.

275. Two sample test statistics for measuring discrepancies between two multivariate probability density functions using kernel-based density estimates. (With N.H.

Anderson and D.M. Titterington.) J. Multivar. Anal. 50 (1994) 41--54.

276. On general resampling algorithms and their performance in distribution estimation. (With E. Mammen.) Ann. Statist. 22 (1994) 2011--2030.

277. On the nonparametric estimation of covariance functions. (With N.I. Fisher and B. Hoffmann.) Ann. Statist. 22 (1994) 2115--2134.

278. Loss and risk in smoothing parameter selection. (With B. Grund and J.S. Marron.) J. Nonparam. Statist. 4 (1994) 107--1232.

279. Estimation of lag in misregistration problems for averaged signals. (With R.J. Carroll and D. Ruppert.) J. Amer. Statistic. Assoc. 89 (1994) 219229.

1995

280. On blocking rules for the bootstrap with dependent data. (With J.L. Horowitz and B.-Y. Jing.) Biometrika 82 (1995) 561--574.

281. On partial local smoothing rules for curve estimation. (With J.S. Marron and D.M. Titterington.) Biometrika 82 (1995) 575--587.

282. Formulae for mean integrated squared error of nonlinear wavelet-based density estimators. (With P. Patil.) Ann. Statist. 23 (1995) 905--928.

283. Uniform coverage bounds for confidence intervals and Berry-Esseen theorems for Edgeworth expansion. (With B.Y. Jing.) Ann. Statist. 23 (1995) 363--375.

284. Improved variable window kernel estimates of probability densities. (With T.C. Hu and J.S. Marron.) Ann. Statist. 23 (1995) 1--10.

285. On the effect of measuring a self-similar process. SIAM J. Appl. Math. 55 (1995) 800--808.

286. Iterated bootstrap with applications to frontier models. (With W. Hrdle and L. Simar.) J. Productivity Anal. 6 (1995) 63--76.

287. Properties of invariant distributions and Lyapunov exponents for chaotic logistic maps. (With R.C.L. Wolff.) J. Roy. Statist. Soc. Ser. B 57 (1995) 439--452.

288. On direction-invariance of fractal dimension on a surface. (With S. Davies.) Appl. Phys., Ser. A 60 (1995) 271--274.

289. Estimators of integrals of powers of density derivatives. (With R.C.L. Wolff.) Statist. Probab. Lett. 24 (1995) 105--110.

290. On the biases of error estimators in prediction problems. Statist. Probab. Lett. 24 (1995) 257-- 262.

291. On the efficiency of online density estimators. (With P. Patil.) IEEE Trans. Inform. Theory 40 (1995) 1504--1512.

292. On bandwidth choice in nonparametric regression with both short and long range dependent errors. (With S.N. Lahiri and J. Polzehl.) Ann. Statist. 23 (1995) 1921-

-1936.

293. On bandwidth choice for density estimation with dependent data. (With S.N. Lahiri and Y.K. Truong.) Ann. Statist. 23 (1995) 2241--2263.

294. On the minimisation of Lp error in mode estimation. (With B. Grund.) Ann. Statist. 23 (1995) 2264--2284.

295. On the strength of a time series generated by a chaotic map. (With R.C.L. Wolff.) J. Time Ser. Anal. 16 (1995) 571--583.

296. Periodogram-based estimators of fractal properties. (With G. Chan and D.S. Poskitt.) Ann. Statist. 23 (1995) 1684--1711.

297. On wavelet methods for estimating smooth functions. (With P. Patil.) Bernoulli 1 (1995) 41--58.

298. On the calculation of standard error for quotation in confidence statements. (With S.X. Chen.) Statist. Probab. Lett. 19 (1995) 147--151.

1996

299. Effect of threshold rules on performance of wavelet-based curve estimators. (With P. Patil.) Statist. Sinica 6 (1996) 331--345.

300. On pseudodata methods for removing boundary effects in kernel density estimation. (With A.Cowling.) J. Roy. Statist. Soc. Ser. B 58 (1996) 551--563.

301. On local smoothing of nonparametric curve estimators. (With J. Fan, M.A. Martin and P. Patil.) J. Amer. Statist. Assoc. 91 (1996) 258--266.

302. Improved pivotal methods for constructing confidence regions with directional data. (With N.I. Fisher, B.-Y. Jing and A.Wood.) J. Amer Statist. Assoc. 91

(1996) 1062--1070.

303. Bootstrap confidence regions for the intensity of a Poisson point process. (With A. Cowling and M.J. Phillips.) J. Amer. Statist. Assoc. 91 (1996) 1516--1525.

304. Bootstrap critical values for tests based on generalized method of moments estimators. (With J.L. Horowitz.) Econometrica 64 (1996) 891--916.

305. On sample reuse methods for dependent data. (With B.Y. Jing.) J. Roy. Statist. Soc. Ser. B 58 (1996) 727--737.

306. A curious property of the derivatives of the Cauchy density. (With J.S. Marron and D.M. Titterington.) Statist. Probab. Lett. 27 (1996) 225--230.

307. On bootstrap estimation of the distribution of the Studentized mean. (With R. LePage.) Ann. Inst. Statist. Math. 48 (1996) 403--421.

308. On the choice of smoothing parameter, threshold and truncation in nonparametric regression by nonlinear wavelet methods. (With P. Patil.) J. Roy. Statist. Soc.

Ser. B 58 (1996) 361--377.

309. On the accuracy of binned kernel density estimators. (With M.P. Wand.) J. Multivar. Anal. 56 (1996) 165--184.

310. Effects of smoothing on multivariate statistical properties of the normal to a

rough curve or surface. (With N.I. Fisher and D.J. Kirk.) J. Multivar. Anal. 59

(1996) 217--229.

311. On the dimension of the boundary of clumps in a multi-type Boolean model. (With J. Polzehl.) Ann. Statist. 24 (1996) 1521--1535.

312. Approximations to distributions of statistics used for testing hypotheses about the number of modes of a population. (With A.T.A. Wood.) J. Statist. Plann. Inf. 55

(1996) 299--317.

313. On distribution-free inference for record-value data with trend. (With A. Feuerverger.) Ann. Statist. 24 (1996) 2655-- 2678.

314. On nonparametric estimation of intercept and slope distributions in random coefficient regression. (With R. Beran and A. Feuerverger.) Ann. Statist. 24

(1996) 2569--2592.

315. Performance of wavelet methods for functions with many discontinuities. (With I. McKay and B.A. Turlach.) Ann. Statist. 24 (1996) 2462--2476.

316. Algorithms for analyzing nonstationary time series with fractal noise. (With D. Matthews and E. Platen.) J. Computat. Graph. Statist. 5 (1996) 351--364.

1997

317. Adaptive inference for the two-sample scale problem. (With A.R. Padmanabhan.) Technometrics 39 (1997) 412--422.

318. Approximating a line thrown at random onto a grid. (With Marc Raimondo.) Ann. Appl. Probab. 7 (1997) 648--665.

319. Covariate-matched one-sided tests for the difference between functional means. (With Catherine Huber, and Paul L. Speckman.) J. Amer. Statist. Assoc. 92

(1997) 1074--1083.

320. Curve estimation when the design density is low. (With J.S. Marron, M.H. Neumann and D.M. Titterington.) Ann. Statist. 25 (1997) 756--770.

321. Enhancing convolution and interpolation methods for nonparametric regression. (With B.A. Turlach.) Biometrika 84 (1997) 779--790.

322. Interpolation methods for adapting to sparse design in nonparametric regression. (With B.A. Turlach.) J. Amer. Statist. Assoc. 92 (1997) 466--472. (With

discussion and rejoinder.)

323. Interpolation methods for nonlinear regression with irregularly spaced design. (With B.A. Turlach.) Ann. Statist. 25 (1997) 1912--1926.

324. Note on convergence rates of semiparametric estimators of dependence index. (With H.L.Koul and B.A. Turlach.) Ann. Statist. 25 (1997) 1725--1739.

325. Numerical performance of block thresholded wavelet estimators. (With S. Penev, G. Kerkyacharian and D. Picard.) Statist. Comput. 7 (1997) 115--24.

326. On the effect of inliers on the spatial median (with B.M. Brown and G.A. Young) J. Multivar. Anal. 63 (1997) 88--104.

327. On choosing a non-integer resolution level when using wavelet methods. (With G.P. Nason.) Statist. Probab. Lett. 34 (1997) 5--11.

328. On sample reuse methods for spatial data. (With P.H. Garcia-Soidan.) Biometrics 53 (1997) 273--281.

329. On the estimation of a convex set from noisy data on its support function. (With N.I. Fisher, B.A. Turlach and G.S.Watson.) J. Amer. Statist. Assoc. 92 (1997)

84--91.

330. On the estimation of a support curve of indeterminate sharpness. (With M. Nussbaum and S.E. Stern.) J. Multivar. Anal. 62 (1997) 204--232.

331. On the estimation of extreme tail probabilities. (With I. Weissman.) Ann. Statist. 25 (1997) 1311--1326.

332. On the role of the shrinkage parameter in local linear smoothing. (With J.S. Marron.) Probab. Theory and Related Fields 108 (1997) 495--516.

333. On the shrinkage of local linear curve estimators. (With M.-Y. Cheng and D. M. Titterington.) Statist. Comp. 7 (1997) 11--17.

1998

334. Optimal design for curve estimation by local linear smoothing. (With M.-Y. Cheng and D.M. Titterington.) Bernoulli 4 (1998) 3--14.

335. Matched-block bootstrap for dependent data. (With E. Carlstein, K.A. Do, T. Hesterberg and H.R. Kunsch) Bernoulli 4 (1998) 305--328.

336. On bias reduction in local linear smoothing. (With E. Choi.) Biometrika 85 (1998) 333--346.

337. A note on design transformation and binning in nonparametric curve estimation. (With B.U. Park and B.A. Turlach.) Biometrika 85 (1998) 469--475.

338. Bandwidth selection for the smoothing of distribution functions. (With A. Bowman and T. Prvan.) Biometrika 85 (1998) 799--808.

339. Block threshold rules for curve estimation using kernel and wavelet methods. (With G. Kerkyacharian and D. Picard.) Ann. Statist. 26 (1998) 922--942.

340. On global performance of approximations to smooth curves using gridded data. (With M. Raimondo.) Ann. Statist. 26 (1998) 2206--2217.

341. Comparison of bootstrap and asymptotic approximations to the distribution of a heavy-tailed mean. (With B.Y. Jing.) Statist. Sinica 8 (1998) 887--906.

342. On the sampling window method for long-range dependent data (With B.Y. Jing and S.N. Lahiri.) Statist. Sinica 8 (1998) 1189--1204.

343. Properties of distributions and correlation integrals for generalized versions of the logistic map. (With R.C.L. Wolff.) Stoch. Proc. Appl. 77 (1998) 123137.

344. Calibrating the excess mass and dip tests of modality. (With M.Y. Cheng.) J. Roy. Statist. Soc. Ser. B 60 (1998) 579590.

345. Nonparametric estimation of the mode of a distribution of random curves. (With T. Gasser and B. Presnell.) J. Roy. Statist. Soc. Ser. B 60 (1998) 681--691.

346. On polynomial estimators of frontiers and boundaries. (With B.U. Park and S.E. Stern.) J. Multivar. Anal. 66, (1998) 71--98.

347. Edgeworth expansions in very-high-dimensional problems. (With N.H. Anderson and D.M. Titterington.) J. Statist. Plann. Inference 70 (1998) 1--18.

348. On mode testing and empirical approximations to distributions. (With Ming-Yen Cheng.) Statist. Probab. Lett. 39 (1998) 245--254.

349. On statistical inference based on record values. (With A. Feuerverger.) Extremes 1 (1998) 169--190.

1999

350. Adaptation to high spatial inhomogeneity using wavelet methods. (With J. Fan,

M. Martin and P. Patil.) Statist. Sinica 9 (1999) 85--102.

351. On the minimax optimality of block thresholded wavelet estimators (With G. Kerkyacharian and D. Picard.) Statist. Sinica 9 (1999) 33--49.

352. Fractal analysis of surface roughness by using spatial data (with discussion). (With S. Davies.) J. Roy. Statist. Soc. Ser. B 61 (1999) 3--38.

353. Intentionally biased bootstrap methods. (With B. Presnell.) J. Roy. Statist. Soc. Ser. B 61 (1999) 143--158.

354. Biased bootstrap methods for reducing the effects of contamination. (With Brett Presnell.) J. Roy. Statist. Soc. Ser. B 61 (1999) 661--680.

355. Estimating the end-point of a probability distribution using minimum-distance methods (With J.Z. Wang.) Bernoulli 5 (1999) 177-189.

356. High-derivative parametric enhancements of nonparametric curve estimators. (With M.Y. Cheng and B.A. Turlach.) Biometrika 86 (1999) 417--428.

357. Data sharpening as a prelude to density estimation. (With E. Choi.) Biometrika 86 (1999) 941--947.

358. On prediction intervals based on predictive likelihood or bootstrap methods. (With L. Peng and N. Tajvidi) Biometrika 86 (1999) 871--880.

359. Methods for estimating a conditional distribution function. (With R.C.L. Wolff and Q.W. Yao.) J. Amer. Statist. Assoc. 94 (1999) 154-163.

360. Estimating a tail exponent by modelling departure from a Pareto distribution. (With A. Feuerverger.) Ann. Statist. 27 (1999) 760--781.

361. Mode testing in difficult cases. (With M.-Y. Cheng.) Ann. Statist. 27 (1999) 1294--1315.

362. On the estimation of a convex set with corners. (With B.A. Turlach.) IEEE Trans. Patt. Anal. Machine Intelligence PAMI 21 (1999) 225--234.

363. Nonparametric density estimation under unimodality and monotonicity constraints. (With M.Y. Cheng and T. Gasser.) J. Computat. Graph. Statist. 8

(1999) 1--21.

364. Reducing bias in curve estimation by use of weights. (With B.A. Turlach.) Computat. Statist. Data Anal. 30 (1999) 67--86.

365. Density estimation under constraints. (With B. Presnell.) J. Computat. Graph. Statist. 8 (1999) 259--277.

366. A nonparametric approach to analysis of space-time data on earthquake occurrences. J. Computat. Graph. Statist. 8 (1999) 733--748.

367. A note on the wavelet oracle. (With G. Kerkyacharian and D. Picard) Statist. Probab. Lett. 43 (1999) 415--420.

368. Corrections for systematic boundary effects in pixel-based area counts. (With I.S. Molchanov.) Pattern Recognition 32 (1999) 1519--1528.

369. On the estimation of jump points in smooth curves. (With I. Gijbels and A. Kneip) Ann. Inst. Statist. Math. 51 (1999) 231--251.

2000

370. Distribution and dependence-function estimation for bivariate extreme-value distributions. (With N. Tajvidi.) Bernoulli 6 (2000) 835--844.

371. Skewing-methods for two-parameter locally-parametric density estimation. (With M.-Y. Cheng, E. Choi and J. Fan.) Bernoulli 6 (2000) 169--182.

372. Tracking a smooth fault line in a response surface. (With Christian Rau.) Ann. Statist. 28 (2000) 713--733.

373. Testing for monotonicity of a regression mean by calibrating for linear functions. (With N.E. Heckman.) Ann. Statist. 28 (2000) 20--39.

374. On the estimation of poles in intensity functions. (With E. Choi.) Biometrika 87 (2000) 251--263.

375. Rendering parametric procedures more robust by empirically tilting the model. (With E. Choi and B. Presnell.) Biometrika 87 (2000) 453--465.

376. Tests for monotonicity of a regression mean with guaranteed level. (With I. Gijbels, M.C. Jones and I. Koch.) Biometrika 87 (2000) 663--673.

377. Nonparametric estimation of a periodic function. (With J.D. Reimann and J. Rice.) Biometrika 87 (2000) 545--557.

378. Reducing variability using bootstrap methods with qualitative constraints. (With A. Azzalini.) Biometrika 87 (2000) 895--906.

379. A weighted-bootstrap approach to bootstrap iteration. (With Y. Maesono.) J. Roy. Stat. Soc. Ser. B 62 (2000) 137--144.

380. Importance of interpolation when constructing double bootstrap confidence intervals. (With S.M.S. Lee and A. Young.) J. Roy. Statist. Soc. Ser. B 62 (2000)

479--491.

381. Bootstrap confidence regions computed from autoregressions of arbitrary order. (With E. Choi.) J. Roy. Stat. Soc. Ser. B 62 (2000) 461--477.

382. Methods for density estimation in thick-slice versions of Wicksell's problem. (With A. Feuerverger.) J. Amer. Statist. Assoc. 95 (2000) 535--546.

383. Nonparametric analysis of temporal trend when fitting parametric models to extreme-value data. (With N. Tajvidi.) Statist. Sci. 15 (2000) 153--167.

384. Reducing bias without prejudicing sign. (With B. Presnell and B. Turlach.) Ann. Inst. Statist. Math. 52 (2000) 507--518.

385. Data sharpening methods for bias estimation in nonparametric regression. (With E. Choi and V. Rousson.) Ann. Statist. 28 (2000) 1339--1355.

386. Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient. (With W. Hrdle, T. Kleinow and P. Schmidt). Statist.

Inf. Stoch. Processes 3 (2000) 263--276.

2001

387. Improving coverage accuracy of nonparametric prediction intervals. (With A. Rieck.) J. Roy. Statist. Soc. Ser. B 63 (2001) 717--726.

388. A new method of solving noisy Abel-type equations. (With F. Ruymgaart and J. Garza.) J. Math. Anal. Applications 257 (2001) 403--419.

389. Biometrika centenary: Nonparametrics. Biometrika 88 (2001) 143--166. 390. The smoothed median and the bootstrap. (With B.M. Brown and G.A. Young.)

Biometrika 88 (2001) 519--534.

391. Cross-validation for choosing resolution level for nonlinear wavelet curve estimators. (With S. Penev.) Bernoulli 7 (2001) 317--342.

392. A functional data-analytic approach to signal discrimination. (With D.S. Poskitt and B. Presnell.) Technometrics 43 (2001) 1--9.

393. On the calibration of Silverman's test for multimodality. (With M. York.) Statist.

Sinica 11 (2001) 515--536.

394. A diagnostic for selecting the threshold in extreme value analysis. (With A. Guillou.) J. Roy. Stat. Soc. Ser. B 63 (2001) 293--305.

395. Inverting noisy integral equations using wavelet expansions: a class of irregular convolutions. (With F. Ruymgaart, O. van Gaans and A. van Rooij.) In: State of

the Art in Probability and Statistics (Leiden, 1999) 533--546. IMS Lecture Notes

Monograph Series, 36 (2001) Institute of Mathematical Statistics, Beachwood,

OH.

396. Nonparametric analysis of earthquake point-process data. (With E. Choi.) In: State of the Art in Probability and Statistics (Leiden, 1999) 324--344. IMS

Lecture Notes Monograph Series, 36 (2001) Institute of Mathematical Statistics,

Beachwood, OH, 2001.

397. Bootstrapping nonparametric density estimators with empirically-chosen bandwidths. (With K.-H. Kang.) Ann. Statist. 29 (2001) 1443--1468.

398. Local-likelihood tracking of fault lines and boundaries. (With L. Peng and C. Rau.) J. Roy. Stat. Soc. Ser. B 63 (2001) 569--582.

399. Nonparametric estimation of hazard rate under the constraint of monotonicity. (With J.A. Gifford, I. Gijbels and L.-S. Huang.) J. Computat. Graph. Statist. 10

(2001) 592--614.

400. Bias correction and bootstrap methods for a spatial sampling scheme. (With A. Welsh and G. Melville.) Bernoulli 7 (2001) 829--846.

401. Data sharpening for nonparametric inference subject to constraints. (With J. Braun.) J. Computat. Graph. Statist. 10 (2001) 786--806.

402. Nonparametric kernel regression subject to monotonicity constraints. (With L.-S. Huang.) Ann. Statist. 29 (2001) 624--647.

403. On adaptation to sparse design in bivariate local linear regression. (With B. Turlach and B. Seifert). J. Korean Statist. Soc. 30 (2001) 231--246.

2002

404. Effect of dependence on stochastic measures of accuracy of density estimators. (With G. Claeskens.) Ann. Statist. 30 (2002) 431--454.

405. Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data. (With L. Peng and N. Tajvidi.) Ann. Statist. 30 (2002)

875--895.

406. New methods for bias correction at endpoints and boundaries. (With B.U. Park.) Ann. Statist. 30 (2002) 1460--1479.

407. Error-dependent smoothing rules in local linear regression. (With M.-Y. Cheng.) Statist. Sinica 12 (2002) 429--447.

408. Unimodal density estimation using kernel methods. (With L.-S. Huang.) Statist. Sinica 12 (2002) 965--990.

409. Moving-maximum models for extrema of time series. J. Statist. Plann. Inf. 103 (2002) 51--63.

410. High order data sharpening for density estimation (With M. C. Minnotte.) J. Roy. Stat. Soc. Ser. B. 64 (2002) 141--157.

411. Estimating a changepoint, boundary, or frontier in the presence of observation error. (With L. Simar.) J. Amer. Statist. Assoc. 97 (2002) 523--524.

412. Prediction and nonparametric estimation for time series with heavy tails. (With L. Peng and Q. Yao.) J. Time Ser. Anal. 23 (2002) 313--331.

413. Estimating and depicting the structure of a distribution of random functions. (With N. Heckman.) Biometrika 89 (2002) 145--158.

414. Permutation tests for equality of distributions in high-dimensional settings. (With N. Tajvidi.) Biometrika 89 (2002) 359--374.

415. Estimation in a simple random effects model with nonnormal distributions. (With D.R. Cox.) Biometrika 89 (2002) 831--840.

416. Likelihood-based confidence bands for fault lines in response surfaces. (With C. Rau.) Probab. Theory Related Fields 124 (2002) 26--49.

417. On the adequacy of variational lower bound functions for likelihood-based inference in Markovian models with missing values. (With K. Humphreys, and

D.M. Titterington). J. Roy. Statist. Soc. Ser. B 64 (2002) 549--564.

418. Relative efficiencies of kernel and local likelihood density estimators. (With T. Tao.) J. Roy. Statist. Soc. Ser. B 64 (2002) 537--547.

419. Data sharpening for hazard rate estimation. (With G. Claeskens.) Aust. N. Z. J. Stat. 44 (2002) 277--283.

420. Rolling-ball method for estimating the boundary of the support of a point-process intensity. (With B.U. Park and B.A. Turlach.) Annales de l'Institut Henri

Poincar Ser. B 38 (2002) 959--971.

2003

421. Improved methods for bandwidth selection when estimating ROC curves. (With R. Hyndman.) Statist. Probab. Lett. 64 (2003) 181--189.

422. Effects of smoothing on distribution approximations. (With X.-H. Zhou.) In: Probability, Statistics and Their Applications: Papers in Honor of Rabi

Bhattacharya, IMS Lecture Notes Monogr. Ser. 41, 169--185. Inst. Math.

Statist., Beachwood, OH (2003).

423. Using wavelet methods to solve noisy Abel-type equations with discontinuous inputs. (With R. Paige and F.H. Ruymgaart.) J. Multivariate Anal. 86 (2003) 72-

-96.

424. Reducing variance in nonparametric surface estimation. (With M.-Y. Cheng.) J. Multivariate Anal. 86 (2003) 375--397.

425. Nonparametric estimation of component distributions in a multivariate mixture. (With X.-H. Zhou.) Ann. Statist. 31 (2003) 201--224.

426. Inference in components of variance models with low replication. (With Q. Yao.) Ann. Statist. 31 (2003) 414--441.

427. Sequential methods for design-adaptive estimation of discontinuities in regression curves and surfaces. (With I. Molchanov.) Ann. Statist. 31 (2003)

921--941.

428. Using difference-based methods for inference in nonparametric regression with time series errors. (With I. Van Keilegom.) J. Roy. Stat. Soc. Ser. B 65 (2003)

443--456.

429. Data tilting for time series. (With Q. Yao.) J. Roy. Stat. Soc. Ser. B 65 (2003) 425--442.

430. Nonparametric methods for deconvolving multiperiodic functions. (With J.Y.

Yin.) J. Roy. Stat. Soc. Ser. B 65 (2003) 869--886.

431. Effects of bagging and bias correction on estimators defined by estimating equations. (With S.X. Chen.) Statist. Sinica 13 (2003) 97--109.

432. Inference in ARCH and GARCH models with heavy-tailed errors. (With Q. Yao.) Econometrica 71 (2003) 285--317.

433. Order-preserving nonparametric regression, with applications to conditional distribution and quantile function estimation. (With H.-G. Mller.) J. Amer.

Statist. Assoc. 98 (2003) 598608.

434. A short prehistory of the bootstrap. Statist. Sci. 18 (2003) 158--167.

2004

435. Low order approximations in deconvolution and regression with errors in variables. (With R.J. Carroll.) J. Roy. Statist. Soc. Ser. B 66 (2004) 31--46.

436. Bandwidth choice for local polynomial estimation of smooth boundaries. (With B.U. Park.) J. Multivar. Anal. 91 (2004) 240--261.

437. Prediction regions for bivariate extreme events. (With N. Tajvidi.) Aust. N. Z. J. Statist. 46 (2004) 99--112.

438. Attributing a probability to the shape of a probability density. (With Hong Ooi.) Ann. Statist. 32 (2004) 2098--2123.

439. Bump hunting with non-Gaussian kernels. (With M. Minnotte and C. Zhang.) Ann. Statist. 32 (2004) 2124--2141.

440. Wavelet-based estimation with multiple sampling rates. (With S. Penev.) Ann. Statist. 32 (2004) 19331956.

441. Convergence properties of wavelet estimators with multiple sampling rates. (With D. Picard and G. Kerkyacharian.) Statist. Sinica 14 (2004) 377--393.

442. Histospline method in nonparametric regression models with application to longitudinal/clustered data. (With R.J. Carroll, T.V. Apanasovich and X. Lin.)

Statist. Sinica 14 (2004) 649--674.

443. Interval and band estimation for curves with jumps. (With I. Gijbels and A. Kneip.) J. Appl. Probab. 41A (2004) 65--79.

444. Exact convergence rate and leading term in central limit theorem for Student's t statistic. (With Q. Wang.) Ann. Probab. 32 (2004) 1419--1437.

445. Estimating gradient trees. (With M.-Y. Chen and J.H. Hartigan.) In A Festschrift for Herman Rubin, pp. 237--249. IMS Lecture Notes Monogr. Ser. 45 (2004)

Inst. Math. Statist., Beachwood, OH.

446. Confidence regions for receiver operating characteristic curves. (With R. Hyndman and Y. Fan.) Biometrika 91 (2004) 743--750.

447. Nonuniform sequential sampling for signal analysis. (With J. Yin.) IEEE Trans. Inform. Theory 50 (2004) 2081--2088.

448. Nonparametric inference about service-time distribution from indirect measurements. (With J. Park.) J. Roy. Statist. Soc. Ser. B 66 (2004) 861--875.

449. Cross-validation and the estimation of conditional probability densities. (With J. Qi and J. Racine.) J. Amer. Statist. Assoc. 99 (2004) 1015--1026.

450. Nonparametric methods of inference for finite-state, inhomogeneous Markov processes. (With E. Bura.) Bernoulli 10 (2004) 919--938.

2005

451. Theory for penalised spline regression. (With J.D. Opsomer.) Biometrika 92 (2005) 105--118.

452. Testing for monotone increasing hazard rate. (With I. Van Keilegom.) Ann. Statist. 33 (2005) 1109--1137.

453. Bandwidth choice for nonparametric classification. (With K.-H. Kang.) Ann. Statist. 33 (2005) 284--306.

454. Approximating conditional distribution functions using dimension reduction. (With Q. Yao.) Ann. Statist. 33 (2005) 1404--1421.

455. Distance measures and smoothing methodology for imputing features of documents. (With A. Feuerverger, G. Tilahun and M. Gervers.) J. Comput.

Graph. Statist. 14 (2005) 255--262.

456. Properties of bagged nearest neighbour classifiers. (With R.J. Samworth.) J. Roy. Statist. Soc. Ser. B 67 (2005) 363--379.

457. Geometric representation of high dimension, low sample size data. (With J.S. Marron and A. Neeman.) J. Roy. Statist. Soc. Ser. B 67 (2005) 427444.

458. Bayesian likelihood methods for estimating the end point of a distribution. (With J.Z. Wang.) J. Roy. Stat. Soc. Ser. B 67 (2005) 717--729.

459. An application of classical invariant theory to identifiability in nonparametric mixtures. (With R. Elmore and A. Neeman.) Ann. Inst. Fourier (Grenoble) 55

(2005) 128.

460. Discrete-transform approach to deconvolution problems. (With P. Qiu.) Biometrika 92 (2005) 135--148.

461. Nonparametric inference in multivariate mixtures. (With A. Neeman, R. Pakyari and R.T. Elmore.) Biometrika 92 (2005) 667--678.

462. Unimodal kernel density estimation by data sharpening. (With K.-H. Kang.) Sta- tist. Sinica 15 (2005) 73--98.

463. Theoretical analysis of power in a two-component normal mixture model. (With M. Stewart.) J. Statist. Plann. Inf. 134 (2005) 158--179.

464. Unified approach to testing functional hypotheses in semiparametric contexts. (With A. Yatchew.) J. Econometrics 127 (2005) 225--252.

465. Nonparametric methods for inference in the presence of instrumental variables. (With J. Horowitz.) Ann. Statist. 33 (2005) 29042929.

466. On non-parametric statistical methods. Celebrating Statistics: Papers in Honour of Sir David Cox on His 80th Birthday, Eds. A.C. Davison, Y. Dodge and N.

Wermuth, pp. 137--150. Oxford University Press, Oxford (2005).

2006

467. On parametric bootstrap methods for small area prediction. (With T. Maiti.) J. Roy. Statist. Soc. Ser. B 68 (2006) 221238.

468. On properties of functional principal components analysis. (With M. Hosseini- Nassab.) J. Roy. Statist. Soc. Ser. B 68 (2006) 109--126.

469. Nonparametric methods for solving the Berkson errors-in-variables problem. (With A. Delaigle and P. Qiu.) J. Roy. Statist. Soc. Ser. B 68 (2006) 201--220.

470. On optimal kernel choice for deconvolution. (With A. Delaigle.) Statist. Probab. Lett. 76 (2006) 1594--1602.

471. Nonparametric density estimation from covariate information. (With R.T. Elmore and S. Troynikov.) J. Amer. Statist. Assoc. 101 (2006) 701--711.

472. Real-time density and mode estimation with application to time-dynamic mode tracking. (With H.-G. Mller and P.-S. Wu.) J. Comput. Graph. Statist. 15

(2006) 82--100.

473. Locating lines among scattered points. (With N. Tajvidi and P. Malin.) Bernoulli 12 (2006) 821--839.

474. Using the periodogram to estimate period in nonparametric regression. (With M. Li.) Biometrika 93 (2006) 411424.

475. Estimating a bivariate density when there are extra data on one or both components. (With N. Neumeyer.) Biometrika 93 (2006) 439--450.

476. Methods for tracking support boundaries with corners. (With M.-Y. Cheng.) J. Multivariate Anal. 97 (2006) 1870--1893.

477. Assessing the finite dimensionality of functional data. (With C. Vial.) J. Roy. Stat. Soc. Ser. B 68 (2006) 689705.

478. Properties of principal component methods for functional and longitudinal data analysis. (With H.-G. Mller and J.L. Wang.) Ann. Statist. 34 (2006) 1493

1517.

479. Nonparametric estimation of mean-squared prediction error in nested-error models. (With T. Maiti.) Ann. Statist. 34 (2006) 1733--1750.

480. Assessing extrema of empirical principal component functions. (With C. Vial.) Ann. Statist. 34 (2006) 1518--1544.

481. Prediction in functional linear regression. (With T.T. Cai.) Ann. Statist. 34 (2006) 2159--2179.

482. Confidence bands for hazard rate under random censorship. (With M.-Y. Cheng and D. Tu.) Biometrika 93 (2006) 357--366.

483. Nonparametric assessment of atypicality. (With J.W. Kay.) In: Frontiers in Statistics, Eds. J. Fan and H. Koul, pp. 143--161. Imperial College Press, London

(2006).

484. Asymptotic properties of estimators in age-period-cohort analysis. (With W.J. Fu.) Statist. Probab. Lett. 76 (2006) 1925--1929.

2007

485. Semiparametric estimators of functional measurement error models with unknown error. (With Y. Ma). J. Roy. Statist. Soc. Ser. B 69 (2007) 429446.

486. Statistical inference for evolving periodic functions. (With M. Genton.) J. Roy. Statist. Soc. Ser. B 69 (2007) 643--657.

487. Nonparametric regression estimation from data contaminated by a mixture of Berkson and classical errors. (With R.J. Carroll and A. Delaigle.) J. Roy. Statist.

Soc. Ser. B 69 (2007) 859878.

488. To how many simultaneous hypothesis tests can normal, Student's t or bootstrap calibration be applied? (With J. Fan and Q. Yao.) J. Amer. Statist. Assoc. 102

(2007) 1282--1288.

489. Nonparametric estimation of regression functions in the presence of irrelevant regressors. (With Q. Li and J.S. Racine.) Review of Economics and Statistics 89

(2007) 784--789.

490. On bagging and nonlinear estimation. (With J. Friedman.) J. Statist. Plann. Infer- ence 137 (2007) 669--683.

491. Blind deconvolution and deblurring in image analysis. (With P. Qiu.) Statist. Sinica 17 (2007) 1483--1509.

492. Applications of additive semivarying coefficient models: Monthly suicide data from Hong Kong. (With R. Huggins, P.S.F. Yip and Q.M. Bui.) Biometrics 63

(2007) 708--713.

493. A method for projecting functional data onto a low-dimensional space. (With Y.K. Lee and B.U. Park.) J. Comput. Graph. Statist. 16 (2007) 799--812.

494. Nonparametric inference under dependent truncation. (With M.-Y. Cheng and Y.-J. Yang.) Acta Sci. Math. (Szeged) 73 (2007) 397--422.

495. Methodology and convergence rates for functional linear regression. (With J. Horowitz.) Ann. Statist. 35 (2007) 7091.

496. Nonparametric estimation when data on derivatives are available. (With A. Yatchew.) Ann. Statist. 35 (2007) 300--323.

497. Nonparametric estimation of a pointspread function in multivariate problems. (With P. Qiu.) Ann. Statist. 35 (2007) 15121534.

498. Testing the suitability of polynomial models in errors-in-variables problems. (With Y. Ma.) Ann. Statist. 35 (2007) 2620--2638.

499. Accelerated convergence for nonparametric regression with coarsened predictors. (With A. Delaigle and H.-G. Mller.) Ann. Statist. 35 (2007) 2639--2653.

500. A ridge-parameter approach to deconvolution. (With A. Meister.) Ann. Statist. 35 (2007) 1535--1558.

2008

501. Using SIMEX for smoothing-parameter choice in errors-in-variables problems. (With A. Delaigle.) J. Amer. Statist. Assoc. 103 (2008) 280287.

502. Two-sample tests in functional data analysis starting from discrete data. (With I. Van Keilegom.) Statist. Sinica 17 (2008) 1511--1531.

503. Modelling sparse generalized longitudinal observations with latent Gaussian processes. (With H.-G. Mller and F. Yao.) J. Roy. Statist. Soc. Ser. B 70

(2008) 703--723.

504. Theoretical measures of relative performance of classifiers for high dimensional data with small sample sizes. (With Y. Pittelkow and M. Ghosh.) J. Roy. Statist.

Soc. Ser. B 70 (2008) 159173.

505. Tracking edges, corners and vertices in an image. (With P. Qiu and C. Rau.) Scand. J. Statist. 35 (2008) 1--17.

506. Properties of higher criticism under strong dependence. (With J. Jin.) Ann. Statist. 36 (2008) 381--402.

507. On deconvolution with repeated measurements. (With A. Delaigle and A. Meister.) Ann. Statist. 36 (2008) 665685.

508. Estimation of distributions, moments and quantiles in deconvolution problems. (With S. Lahiri.) Ann. Statist. 36 (2008) 2110--2134.

509. Choice of neighbor order in nearest-neighbor classification. (With B.U. Park and R.J. Samworth.) Ann. Statist. 36 (2008) 2135--2152.

510. Weighted-Bootstrap alignment of explanatory variables. (With X. Leng and H.-

G. Mller.) J. Statist. Plann. Inference 138 (2008) 18171827.

511. On error-rate estimation in nonparametric classification. (With A. Ghosh.) Statist. Sinica 18 (2008) 1081--1100.

512. Selecting and ordering components in functional-data linear prediction. In Func- tional and Operatorial Statistics, pp. 195--200, Contrib. Statist., Physica-Verlag

/Springer, Heidelberg (2008).

513. Using statistical smoothing to date medieval manuscripts. (With A. Feuerverger, G. Tilahun and M. Gervers.) In Beyond Parametrics in Interdisciplinary

Research: Festschrift in Honor of Professor Pranab K. Sen, pp. 321--331. Inst.

Math. Stat. Collect., 1, Inst. Math. Statist., Beachwood, OH (2008).

514. Asymptotic distributions of estimators of eigenvalues and eigenfunctions in functional data. (With M. Hosseini-Nasab.) J. Sci. Islam. Repub. Iran 19 (2008)

347356.

2009

515. Theory for high-order bounds in functional principal components analysis. (With M. Hosseini-Nasab.) Math. Proc. Cambridge Philos. Soc. 146 (2009) 225--256.

516. Tie-respecting bootstrap methods for estimating distributions of sets of functions of eigenvalues. (With Y.K. Lee, B.U. Park, and D. Paul.) Bernoulli 15 (2009)

380401.

517. Robustness of multiple testing procedures against dependence. (With S. Clarke.) Ann. Statist. 37 (2009) 332--358.

518. Robust nearest-neighbor methods for classifying high-dimensional data. (With Y.- B. Chan.) Ann. Statist. 37 (2009) 3186--3203.

519. Using the bootstrap to quantify the authority of an empirical ranking. (With H. Miller.) Ann. Statist. 37 (2009) 3929--3959.

520. Estimation of functional derivatives. (With H.-G. Mller and F. Yao.) Ann. Statist. 37 (2009) 3307--3329.

521. Reducing variability of crossvalidation for smoothing-parameter choice. (With A. Robinson.) Biometrika 96 (2009) 469478.

522. Scale adjustments for classifiers in high-dimensional, low sample size settings. (With Y.-B. Chan.) Biometrika 96 (2009) 175--186.

523. Relative errors in central limit theorems for Student's t statistic, with applications. (With Qiying Wang.) Statist. Sinica 19 (2009) 343--354.

524. Bootstrap-based penalty choice for the lasso, achieving oracle performance. (With E.R. Lee and B.U. Park.) Statist. Sinica 19 (2009) 449--471.

525. Nonparametric regression" when errors are positioned at end-points. (With I. Van Keilegom.) Bernoulli 15 (2009) 614--633.

526. Weighted least squares methods for prediction in the functional data linear model. (With Aurore Delaigle and T.V. Apanasovich.) Electronic J. Statist. 3

(2009) 865--885.

527. Using generalized correlation to effect variable selection in very high dimensional problems. (With H. Miller.) J. Comput. Graph. Statist. 18 (2009)

533--550.

528. Goodness-of-fit tests for functional data. (With F. Bugni, J.L. Horowitz and G.R. Neumann) Econom. J. 12 (2009) S1--S18.

529. Deconvolution methods for nonparametric inference in two-level mixed models. (With T. Maiti.) J. Roy. Statist. Soc. Ser. B 71 (2009) 703--718.

530. Tilting methods for assessing the influence of components in a classifier. (With D.M. Titterington and J.-H. Xue.) J. Roy. Statist. Soc. Ser. B 71 (2009) 783--803.

531. Nonparametric prediction in measurement error models. (With R.J. Carroll and A. Delaigle.) (With discussion.) J. Amer. Statist. Assoc. 104 (2009) 993--1003.

532. Rejoinder to the above. (With R.J. Carroll and A. Delaigle.) J. Amer. Statist. Assoc. 104 (2009) 1013--1014.

533. Median-based classifiers for high-dimensional data. (With D.M. Titterington and J.-H. Xue.) J. Amer. Statist. Assoc. 104 (2009) 1597--1608.

534. Estimating a parameter when it is known that the parameter exceeds a given value. (With I.R. Gordon.) Aust. New Zealand J. Statist. 51 (2009) 449--460.

2010

535. Discussion of Identification and estimation of non-linear models using two samples with nonclassical measurement errors," by R.J. Carroll, X. Chen and Y.

Hu (J. Nonparametric Statist. 22 (2010) 379--399). (With A. Delaigle.) J.

Nonparametric Statist. 22 (2010) 401404.

536. Incorporating prior probabilities into high-dimensional classifiers. (With J.-H. Xue.) Biometrika 97 (2010) 31--48.

537. Optimal properties of centroid-based classifiers for very high-dimensional data. (With Tung Pham.) Ann. Statist. 38 (2010) 1071-1093.

538. Defining probability density for a distribution of random functions. (With A. Delaigle.) Ann. Statist. 38 (2010) 11711193.

539. Innovated higher criticism for detecting sparse signals in correlated noise. (With J. Jin.) Ann. Statist. 38 (2010) 1686--1732.

540. Modeling the variability of rankings. (With H. Miller.) Ann. Statist. 38 (2010) 2652--2677.

541. Using evidence of mixed populations to select variables for clustering very high dimensional data. (With Y.-B. Chan.) J. Amer. Statist. Assoc. 105 (2010) 798--

809.

542. Ordering and selecting components in multivariate or functional-data linear prediction. (With You-Jun Yang.) J. Roy. Statist. Soc. Ser. B 72 (2010) 93--110.

543. Strong approximations of level exceedences related to multiple hypothesis testing. (With Qiying Wang.) Bernoulli 16 (2010) 418434.

544. Local polynomial regression and variable selection. (With H. Miller.) In IMS Collections 6 Borrowing Strength: Theory Powering Applications - A Festschrift

for Lawrence D. Brown, Eds. J. Berger, T.T. Cai and I.M. Johnstone, pp. 216

233 (2010).

545. Nonparametric least squares estimation in derivative families. (With A. Yatchew.) J. Econometrics 157 (2010) 362--374.

546. Nonparametric estimation for a class of Lvy process. (With S.X. Chen and A. Delaigle.) J. Econometrics 157 (2010) 257--271.

547. Most-predictive design points for functional data predictors. (With F. Ferraty and P. Vieu.) Biometrika 97 (2010) 807--824.

548. Bootstrap confidence intervals and hypothesis tests for extrema of parameters.

(With H. Miller.) Biometrika 97 (2010) 881--892.

549. Sequential, bottom-up variable selection for high dimensional classification. (With H. Miller.) Aust. New Zealand J. Statist. 52 (2010) 403--421.

2011

550. Theory of Gaussian variational approximation for a Poisson mixed model. (With J.T. Ormorod and M.P. Wand.) Statist. Sinica 21 (2011) 369--389.

551. Testing and estimating shape-constrained nonparametric density and regression in the presence of measurement error. (With R.J. Carroll and A. Delaigle.) J.

Amer. Statist. Assoc.106 (2011) 191202.

552. Estimation of observation-error variance in errors-in-variables regression. (With A. Delaigle.) Statist. Sinica 21 (2011) 1023--1063.

553. Robustness and accuracy of methods for high dimensional data analysis based on Student's t statistic. (With A. Delaigle and J. Jin.) J. Roy. Statist. Soc. Ser. B 73

(2011) 283--301.

554. Model selection by testing for the presence of small-area effects, and application to area-level data. (With G. Datta and A. Mandal.) J. Amer. Statist. Assoc. 106

(2011) 362--374.

555. Distribution estimators and confidence intervals for stereological volumes. (With J. Ziegel.) Biometrika 98 (2011) 417--431.

556. Single and multiple index function regression models with nonparametric link. (With D. Chen and H.-G. Mller.) Ann. Statist. 39 (2011) 1720--1747.

557. Asymptotic normality and valid inference for Gaussian variational approximation. (With T. Pham, M. Wand and S. Wang.) Ann. Statist. 39 (2011)

2502--2532.

558. Theoretical properties of principal component score density estimators in functional data analysis. (With A. Delaigle.) Vestnik St-Petersburg University,

Ser. 1 (Mathematics, Mechanics, Astronomy) Issue 2 (2011) 55--69.

559. Determining and depicting relationships among components in high-dimensional variable selection. (With H. Miller.) J. Comput. Graph. Statist. 20 (2011) 988--

1006.

2012

560. Moderate deviation-based inference for random degeneration in paired rank lists. (With M. Schimek.) J. Amer. Statist. Assoc. 107 (2012) 661--672.

561. Nonparametric regression with homogeneous group testing data. (With A. Delaigle.) Ann. Statist. 40 (2012) 131--158.

562. Methodology and theory for partial least squares applied to functional data. (With A. Delaigle.) Ann. Statist. 40 (2012) 322--352.

563. Componentwise classification and clustering of functional data. (With A. Delaigle and N. Bathia.) Biometrika 99 (2012) 299--313.

564. Effect of heavy tails on ultra high dimensional variable ranking methods. (With A. Delaigle.) Statist. Sinica 22 (2012) 909--932.

565. Deconvolution when classifying noisy data involving transformations. (With R.J. Carroll and A. Delaigle.) J. Amer. Statist. Assoc. 107 (2012) 1166-1177.

566. Comment: Robustness to assumption of normally distributed errors. (With A.

Delaigle.) J. Amer. Statist. Assoc. 107 (2012) 1036--1039.

567. Achieving near perfect classification for functional data. (With. A. Delaigle.) J. Roy. Statist. Soc. Ser. B 74 (2012) 267286.

568. Choosing trajectory and data type when classifying functional data. (With T. Maiti.) Biometrika 99 (2012) 799--811.

569. High dimensional classification when useful information comes from many, perhaps all features. (With A. Chatterjee.) Journal of the Indian Statistical

Association 50 (2012) 51--82.

2013

570. Simple tiered classifiers. (With Y. Xia and X. Xue.) Biometrika 100 (2013) 431--445.

571. Deconvolution estimation of mixture distributions with boundaries. (With M. Lee, H. Shen, J.S. Marron, J.W. Tolle and C. Burch) Electronic J. Statist. 7

(2013) 323--341.

572. Characteristic function-based hypothesis testing in location-scale families. (With F. Lombard and C. Potgieter.) Technometrics 55 (2013) 215--223.

573. Normal approximation and smoothness for sums of means of lattice-valued random variables. (With G. Decrouez.) Bernoulli 19 (2013) 1268--1293.

574. Inference for a non-stationary self-exciting point process with an application in ultra-high frequency financial data modeling. (With F. Chen.) J. Applied

Probability 50 (2013) 1006--1024.

575. Classification using censored functional data. (With A. Delaigle.) J. Amer. Statist. Assoc. 108 (2013) 1269--1283.

576. Unexpected properties of bandwidth choice when smoothing discrete data for constructing a functional data classifier. (With R.J. Carroll and A. Delaigle.)

Ann.Statist. 41 (2013) 27392767.

577. Reanalysis of F-statistic gravitational-wave searches with the higher criticism statistic. (With M.F. Bennett, A. Melatos and A. Delaigle). Astrophysical J. 766

(2013) 99 (10 pages).

578. Methodology and theory for nonnegative-score principal component analysis. (With P. Bajorski and H. Rubinstein.) Statist. Sinica 23 (2013) 963--988.

579. A simple bootstrap method for constructing nonparametric confidence bands for functions. (With J. Horowitz.) Ann. Statist. 41 (2013) 1892--1921.

2014

580. Feature selection when there are many influential features. (With J. Jin and H. Miller.) Bernoulli 20 (2014) 1647--1671.

581. On selecting interacting features from high-dimensional data. (With J. Xue.) Comput. Statist. Data Anal. 71 (2014) 694--708.

582. Parametrically assisted nonparametric estimation of a density in the deconvolution problem. (With A. Delaigle.) J. Amer. Statist. Assoc. 109 (2014)

717729.

583. Quick and easy one-step parameter estimation in differential equations. (With Y. Ma.) J. Roy. Statist. Soc. Ser. B 76 (2014) 735--748.

584. Split sample methods for constructing confidence intervals for binomial and

Poisson parameters. (With G. Decrouez.) J. Roy. Statist. Soc. Ser. B 76 (2014)

949--975.

585. We live in exciting times. In Past, Present and Future of Statistical Science, Eds. X. Lin, C. Genest, D.L. Banks, G. Molenberghs, D.W. Scott and J.-L. Wang.

Committee of Presidents of Statistical Societies, CRC Press, London, pp. 157--

169 (2014).

586. New approaches to non- and semi-parametric regression for univariate and multivariate group testing data. (With A. Delaigle and J. Wishart). Biometrika

101 (2014) 567585.

2015

587. Infinite order cross-validated local polynomial regression. (With J. Racine.) Journal of Econometrics 185 (2015) 510--525.

588. Confidence bands in nonparametric errors-in-variables regression. (With A. Delaigle and F. Jamshidi.) J. Roy. Statist. Soc. Ser. B 77 (2015) 149--169.

589. Why does rebalancing class-unbalanced data improve AUC for linear discriminant analysis? (with J. Xue; Hall is second author.) IEEE Transactions

on Pattern Analysis and Machine Intelligence 37 (2015) 1109--1112.

590. Double-bootstrap methods that use a single double-bootstrap simulation. (With J. Chang.) Biometrika 102 (2015) 203--214.

591. Least squares sieve estimation of mixture distributions with boundary effects. (with M. Lee, L. Wang, H. Shen, G.Guo and J.S. Marron) J. Korean Statist. Soc.

44 (2015) 187--201.

592. An algorithm for nonlinear, nonparametric model choice and prediction. (With F. Ferraty.) J. Comput. Graph. Statist., 24 (2015) 695714.

593. Nonparametric estimation of component reliability based on lifetime data from systems of varying design. (With Y. Jin and F.J. Samaniego.) Statist. Sinica 25

(2015) 1313--1335.

594. Nonparametric methods for group testing data, taking dilution into account. (With A. Delaigle) Biometrika, 102 (2015) 871--887.

2016

595. A tilting approach to ranking influence. (With M. Genton.) J. Roy. Statist. Soc. Ser. B 78 (2016) 77--97.

596. Methodology for non-parametric deconvolution when the error distribution is unknown. (With A. Delaigle.) J. Roy. Statist. Soc. Ser. B 78 (2016) 231--252.

597. Making a non-parametric density estimator more attractive, and more accurate, by data perturbation. (With H. Doosti.) J. Roy. Statist. Soc. Ser. B 78 (2016)

445--462.

598. Nonparametric Estimation for Self-Exciting Point Processes - A Parsimonious Approach (With F. Cheng.) J. Comput. Graph. Statist., 25 (2016) 209--224.

599. Nonparametric covariate-adjusted regression. (With A. Delaigle and W.-X. Zhou.) Ann. Statist. 44 (2016) 2190-2220.

600. Truncated linear models for functional data. (With G. Hooker.) J. Roy. Statist. Soc. Ser. B 78 (2016) 637653.

2017

601. Estimating component reliability based on failure time data from a system of unknown design. (With Y. Jin, J. Jiang and F. J. Samaniego.) Statistica Sinica

27 (2017) 479--499

Minimally refereed or unrefereed material

1976

602. On a unified approach to the law of the iterated logarithm for martingales. (With C.C. Heyde.) Bull. Austral. Math. Soc. 14 (1976) 435--447.

1980

603. Australian infant mortality from congenital abnormalities of the central nervous system: A significant increase in time. (With B. Selinger.) Chem. Aust. 47 (1980)

420--422. Reprinted under the title Hazardous Herbicides?" Australian

Federation of Consumer Organizations Quarterly 20 (1980) 13--15.

1981

604. Australian herbicide usage and congenital abnormalities. (With B. Selinger.) Chem. Aust. 48 19 (1981) 131--132. Addendum 48 (1981) 230--231.

605. Written submission to Senate Enquiry on the use of pesticides. (With B. Selinger.) Senate Hansard Dec. 9, 1981, 455--478.

606. Antipodean 2,4,5--T. (With B. Selinger, B. Field and C. Kerr.) Nature 290 (1981) 8. (Letter to editor)

607. Australian 2,4,5--T. (With B. Selinger.) Nature 292 (1981) 286. (Letter to editor) 608. 2,4,5--T based herbicides and the link with neonatal abnormalities. Chem. Aust.

48 (1981) 395.

609. Mouse data on dioxin effects. (With B. Field and C. Kerr.) Search 12 (1981) 388.

610. Direct analysis of single photon counting data. (With B. Selinger.) European Photochemistry Association Newsletter, October 1981, 74--76.

1982

611. Estimators of exponential decay - a postscript. (With B. Selinger.) In: Proc. NATO ASI. Eds. R.B. Cundall and R.E. Dale. pp.169--172. Plenum Press, 1982.

612. Chapter 5, Risk Assessment" (With G. van de Klashorst.) In: Cut Flower Imports: An Investigation into the Effectiveness of the Australian Plant

Quarantine. (1982) Commonwealth Department of Health, Canberra.

1983

613. Statistics in the public domain. (With B. Selinger.) Stat. Soc. Aust. Newsletter 23 (1983) 1--2.

1985

614. Martingales. Encyclopedia of Statistical Sciences. pp.278--285 (1985) Wiley, New York.

615. Near neighbour estimator. Encyclopedia of Statistical S