Department of Statistics, Yale University

Yale Department of Statistics Preprints href="http://www.stat.yale.edu/preprints/2004/2004jan1.pdf">

Preprints Page under construction - more preprints to come soon
Number	Author	Title	Text Version
2005nov-8	Georgi K. Goluvev, Michael Nussbaum and Harrison H. Zhou.	Asymptotic Equivalence of Spectrum Density Estimation and Gaussian White Noise.

2004dec-2	Harrison H. Zhou and J.T. Gene Hwang	Minimax Estimation with Thresholding and its Application to Wavelet Analysis to appear in Annals of Statistics, Vol. 33, No. 1 - February 2005
2004dec-1	Hannes Leeb and Benedikt M. Poetscher	Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator
2004aug-2	Hannes Leeb	The Distribution of a Linear Predictor After Model Selection: Conditional Finite-Sample Distributions and Asymptotic Approximations to appear in the Journal of Statistical Planning and Inference, 134:64-89,2005
2004aug-1	Hannes Leeb and Benedikt M. Poetscher	Model selection and inference: Facts and fiction to appear in Econometric Theory 21:21-59, 2005
2004jan-1	Paul Kabaila and Hannes Leeb	On The Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection to appear in the Journal of the American Statistical Association.
2003dec-1	John A. Hartigan	Uniform Priors on Convex Sets Improve Risk
2003oct-1	Hannes Leeb and Benedikt Potscher	Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators?
2001jun-1	Makram Talih and Ronald D. Fricker, Jr.	Effects of Neighbourhood Demographic Shifts on Findings of Environmental Injustice: A New York City Case Study
2001jan-1	Donald J. Brown and Marten H. Wegkamp	Weighted Minimum Mean-Square Distance from Independent Estimation
2000sep-5	John A. Hartigan	Statistical Clustering
2000sep-4	Ming-Yen Cheng, Peter Hall and John A. Hartigan	Gradient Trees
2000sep-3	John A. Hartigan	Classifier Probabilities
2000sep-2	John A. Hartigan	Testing for Antimodes
2000sep-1	Marten Wegkamp	Model Selection in Non-Parametric Regression
2000jul-1	Andrew Carter and David Pollard	Tusnady's inequality revisited
2000may-1	David Pollard	Some thoughts on Le Cam's statistical decision theory
2000mar-1	Dragan Radulovic and Marten Wegkamp	Weak convergence of smoothed empirical processes: beyond Donsker classes	DVI
2000mar-2	Dragan Radulovic and Marten Wegkamp	Necessary and Sufficient Conditions for Weak Convergence of Smoothed Empirical Processes	DVI
2000jan-2	J.A. Hartigan and T.B. Murphy	Inferred probabilities
2000jan-1	Nicolas Hengartner and Marten Wegkamp	A note on model selection procedures in nonparametric classification
99jun-2	David Pollard	A Connecticut jury array challenge
99apr-2	Nicolas Hengartner and Marten Wegkamp	Universal estimation and selection procedures in nonparametric regression
99apr-1	Nicolas Hengartner, E. Matzner-Lober, and Marten Wegkamp	Nearly universal bandwidth selection for local linear regression smoothers.
99jan-1	Marten Wegkamp	Quasi universal bandwidth selection for kernel density estimators To appear in the Canadian Journal of Statistics
97may-1	Nicolas Hengartner and Marten Wegkamp	Second Order Asymptotics
97feb-4	Marten Wegkamp and Sara van de Geer	Consistency for the Least Squares Estimator in Non-parametric Regression Appeared in the Annals of Statistics 1996, vol. 24, no. 6
97feb-3	Marten Wegkamp	Regression: The Metric Entropy Approach
97feb-2	Marten Wegkamp and R. Helmers	Wild Bootstrapping in Finite Populations with Auxiliary Information Appeared in the Scandinavian Journal of Statistics, vol 25, 2
97feb-1	Nicolas Hengartner	Asymptotic Unbiased Density Estimators Submitted to the Journal of the Royal Statistical Society, series B
97jan-1	Nicolas Hengartner with O.B. Linton and W. Kim	A Nimble Method of Estimating Additive Nonparametric Regression Submitted to the Journal of the Royal Statistical Society, series B

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