publications

Publications

Some of the links below lead to a password protected website. Please e-mail me for username and password if you want to access the manuscripts.

(submited) Generalized Fiducial Inference for Normal Linear Mixed Models, with J. Cisewski. Matlab code.

(submitted) On Asymptotic Properties of Generalized Fiducial Inference for Discretized Data.

(revision) Fiducial Generalized Confidence Interval for Median Lethal Dose (LD50), with Lidong E and H. K. Iyer. Suplementary document.

(submitted) Analysis of the effects of routing strategies and interference on large stochastic networks using continuum modeling, with N. Burch, E. K. P. Chong, and D. Estep.

(submitted) The Asymptotic Properties of a Multiple Target Tracking Model, with C. B. Storlie, and T. C. M. Lee.

(in press) Generalized Fiducial Confidence Intervals for Extremes, with D. Wandler. R code: known threshold, unknown threshold.

(2011) Fiducial Inference on the Maximum Mean of a Multivariate Normal Distribution, with D. Wandler, Journal of Multivariate Analysis, 102, pp. 87 – 104.

(2010) Multiscale Exploratory Analysis of Regression Quantiles using Quantile SiZer, with C. Park and T.C.M. Lee, Journal of Computational and Graphical Statistics, 19, pp. 497 – 513 with suplementary documents.

(2010) Fiducial Inference and Generalizations, with H. Iyer and T. C. M. Lee, Lexicon (Enyclopedia) of Statistical Sciences, Springer.

(2010) CARMA(p,q) Generalized Random Processes, with P. J. Brockwell, Journal of Statistical Planning and Inference, 140, pp. 3613 – 3618.

(2010) Detecting jumps from levy jump diffusion processes, with S. S. Lee, Journal of Financial Economics, 96, pp. 271-290.

(2009) Generalized Fiducial Inference for Wavelet Regression, with T. C. M. Lee, Biometrika, 96, pp. 847 – 860 Suplementary Document.

(2009) Improved SiZer for Time Series, with C. Park and K.-H. Kang, Statistica Sinica, 19, pp. 1511 - 1530.

(2009) SiZer Analysis for Comparison of Two Time Series, with C. Park, A. Vaughan, and K.-H. Kang, Journal of Statistical Planning and Inference, 139, pp. 3974 - 3988.

(2009) Tracking of multiple merging and splitting targets with application to convective systems with discussion and rejoinder by the authors, with C. B. Storlie, T. C. M. Lee, D. Nychka, Statistica Sinica, 19, pp. 1 - 52.

(2009) On Generalized Fiducial Inference, Statistica Sinica, 19, 491-544.

(2008) Fiducial Intervals for Variance Components in an Unbalanced Two-component Normal Mixed Linear Model, with Lidong E and H. K. Iyer, JASA, 103, pp. 854 - 865.

(2008), Continuum Modeling of Large Networks, with E. K. P. Chong, D. Estep, International Journal of Numerical Modeling: Electronic Networks, Devices, and Fields, 21, pp. 169 -- 186.

(2008) Zero-Error Target Tracking with Limited Communication, with H. Li, P. R. Barbosa, E. K. P. Chong and S. R. Kulkarni, IEEE Journal on Selected Areas in Communications, Special Issue on Control and Communications, 26, pp. 686 - 694.

(2007), Fiducial Approach to Uncertainty Assessment Accounting for Error due to Instrument Resolution, with H.K. Iyer and C.M. Wang, Metrologia, 44, pp. 476 - 483.

(2006) Fiducial Generalized Confidence Intervals, with H. Iyer and P. Patterson, JASA 101, pp. 254-269.

(2006) Advanced Distribution Theory for SiZer, with J. S. Marron, JASA, 101, pp. 484-499.

(2006) Relative Frequencies of Generalized Simulated Annealing, with E. K. P. Chong and S. R. Kulkarni, Math. of OR., 31, pp. 199-215.

(2006) Robust SiZer for Exploration of Regression Structures and Outlier Detection, with T. C.M. Lee, Journal of Computational and Graphical Statistics, 15, pp. 1-17.

(2006) Simultaneous Fiducial Generalized Confidence Intervals for Ratios of Means of Lognormal Distributions, with , Lidong E, Amany Abdel-Karim and H. K. Iyer, Austrian Journal of Statistics, 35, pp. 261-269.

(2006) Asymptotic Bounds for Coverage Probabilities for a Class of Confidence Intervals for the Ratio of Means in a Bivariate Normal Distribution, Journal of Probability and Statistical Science, 4, pp. 41-49. Download

(2006) Smoothing of the Poisson signal under L_2 and Kullback-Leibler Discrepency, with T. C.M. Lee, Journal of Statistical Planning and Inference, 136, pp. 882-908 (includes a small correction to one of the proofs)

(2004) Exact $L^2$ small balls of Gaussian processes, with F. Gao, T.-Y. Lee and F. Torcaso, J. of Theoretical Probability, 17, pp. 503-520.

(2004) Kernel Smoothing of Periodograms under Kullback-Leibler Discrepancy, with T. C. M. Lee, Signal Processing, 84, pp. 1255-1266.

(2003) Comparison Theorems for Small Deviations of Random Series, with F. Gao and F. Torcaso, Electronic J. of Probability, 8, paper no. 21, pp. 1-17.

(2003) Integrated Brownian motions and Exact $L_2$-small balls, with F. Gao and F. Torcaso, Annals of Probability, 31, pp. 1320-1337.

(2003) Laplace transforms via Hadamard Factorization with applications to small Ball probabilities, with F. Gao, T.-Y. Lee and F. Torcaso, Electronic J. of Probability, 8, paper no. 13, pp. 1-20. Download

(2003) Uncertainty calculation for the ratio of dependent measurements, with C. M. Wang and H. K. Iyer, Metrologia, 40, pp. 177-183. Download

(2003) On filtrations related to purely discontinuous martingales, Seminaire de Probabilites XXXVI, Lecture Notes inMathematics 1801, pp. 360-365. Download

(2003) Log-normal durations can give long range dependence, with J. S. Marron, G. Samorodniztky and F. D. Smith, Mathematical Statistics and Applications: Festschrift for Constance van Eeden, IMS Lecture Notes-- Monograph Series 42, pp. 333-344.

(2001) Zooming statistics: Inference across scales, with J.S. Marron and R.H. Riedi, J. Korean Stat. Soc., 30, pp. 327-345.

(2000) On purely discontinuous martingales Ph.D. dissertation, Michigan State University, East Lansing, MI

(1996) On conditional distributions as limits of martingales Mgr. thesis, Charles University, Prague, Czech Republic (in Czech)

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