Report
Number |
Author(s) |
Title |
| 2009-01 |
K. Khare
B. Rajaratnam |
Wishart Distributions for Covariance Graph Models |
| 2009-02 |
H.P. Chan
T.L. Lai |
A Sequential Monte Carlo Approach to Computing Tail Probabilities in Stochastic Models |
| 2009-03 |
T.L. Lai
T. Liu
H. Xing |
A Bayesian Approach to Sequential Surveillance in Exponential Families |
| 2009-04 |
Y. Lee
H.S. Oh |
Random-Effect Models for Variable Selection |
| 2009-05 |
T.L. Lai
H. Xing |
Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown |
| 2009-06 |
A.B. Owen |
Karl Pearson's Meta-Analysis Revisited: Supplementary Report |
| 2009-07 |
Y. Xu
J.S. Dyer
A.B. Owen |
Empirical Stationary Correlations for Semi-Supervised Learning on Graphs |
| 2009-08 |
T.L. Lai
H. Xing
Z. Chen |
Mean-Variance Portfolio Optimization When Means and Covariances are Unknown |
| 2009-09 |
S. Chen
J. Dick
A.B. Owen |
Consistency of Markov Chain Quasi-Monte Carlo on Continuous State Spaces |
| 2009-10 |
J.H. Won
J. Lim
S.J. Kim
B. Rajaratnam |
Maximum Likelihood Covariance Estimation with a Condition Number Constraint |
| 2009-11 |
A.B. Owen |
Recycling Physical Random Numbers |
| 2009-12 |
S.C. Emerson
A.B. Owen |
Calibration of the Empirical Likelihood Method for a Vector Mean |
