Alumni
Visit Stanford University Libraries to search for the PhD dissertations of our graduates.
Graduation Year
Student
Dissertation
Advisor
Committee Members
Extended Exponential Criterion: A New Selection Procedure for Scatterplot Smoothers
Efron
Efron, Johnstone, Tibshirani
Feature Extraction and Dimension Reduction with Applications to Classification and the Analysis of Co-Occurence Data
Hastie
Hastie, Friedman, Tibshirani
Segmentation and Estimation in Stochastic Systems with Occasional Parameter Changes
Lai
Lai, Liu, Siegmund
Estimation in Nonlinear Mixed Effects Models: Parametric and Nonparametric Approaches
Lai
Lai, Liu, Olshen
Monte Carlo Goodness-of-Fit Tests for Discrete Data
Diaconis
Diaconis, Johnstone, Stein
Using Variance Components to Map Quantitative Trait Loci in Humans
Siegmund
Siegmund, Dembo, Liu
Locally Adaptive Principal Components for Intrinsic Dimensionality and Density Estimation
Friedman
Friedman, Hastie, Owen
Image Restoration Through Modifications of Markov Chain Samplers
Switzer
Switzer, Owen, Walther
Recursive Integration and Optimal Stopping: Applications to Option Pricing
Lai
Lai, Dembo, Walther
Boundary Crossing Theory in Change-Point Detection and Its Applications
Lai
Lai, Siegmund, Dembo
Majority Vote Classifiers: Theory and Applications
Hastie
Hastie, Friedman, Owen
Group Transformations and Dimensionality Reduction in Transitive MCMC
Liu
Hastie, Lai
Detection of a Smooth Signal in Fixed Sample and Sequential Problems
Siegmund
Siegmund, Walther, Johnstone
Techniques for Clustering and Classification with Applications to Medicine
Olshen
Olshen, Efron, Friedman
Statistical Applications of Adaptive Basis Selection
Donoho
Donoho, Olshen, Johnstone
Analysis of R-Scan Statistics for Marker Arrays inChen Correlated Sequences
Karlin
Karlin, Dembo, Lai
Bootstrap Assisted Goodness of Fit Tests in the Frequency Domain
Romano
Romano, Switzer, Efron
Modeling Image Sequences, with Particular Application to FMRI Data
Hastie
Hastie, Friedman, Johnstone
Stochastic Neural Networks and Their Applications to Regression Analysis and Time Series Forecasting
Lai
Lai, Olshen, Hastie
Time Dependent Spectral Analysis of Nonstationary Time Series
Johnstone
Johnstone, Donoho, Efron
Nonparametric Function Estimation with Left-Truncated and Right-Censored Data
Lai
Lai, Owen, Switzer
On a Randomization Method for Model-Free Regression Diagnostics
Efron
Efron, Owen, Liu
Subsampling for Nonstationary Time Series with an Application to Finance
Romano
Romano, Switzer, Walther
Comparison of Treatments Under Adaptive Treatment Allocation in Clinical Trials and Stochastic Adaptive Control
Lai
Lai, Johnstone, Siegmund
Information Retrieval Using Statistical Classification
Friedman
Friedman, Owen, Pedersen
A Stochastic EM Estimator in the Presence of Missing Data-Theory and Applications
Olkin
Olkin, Romano, Switzer
Visualization and Exploration of High-Dimensional Functions Using the Functional Anova Decomposition
Friedman
Friedman, Owen, Hastie
Sequential Detection of Parameter Changes in Linear Dynamic Systems and Regression Models
Lai
Lai, Anderson, Romano
Statistical Problems Associated with Mapping Complex and Quantitative Traits from Genomic Mismatch Scanning Data
Siegmund
Siegmund, Olshen, Owen
