A Festschrift For Herman Rubin (institute Of Mathematical Statistics, Lecture Notes-monograph Series)

A Festschrift for Herman Rubin......Page 1 Contents......Page 5 Preface......Page 7 Contributors to this volume......Page 8 Publications of Herman Rubin......Page 10 Some reminiscences of my friendship with Herman Rubin......Page 19 Evaluating improper priors and the recurrence of symmetric Markov chains: An overview......Page 23 Estimation in restricted parameter spaces: A review......Page 39 A Rubinesque theory of decision......Page 63 On the distribution of the greatest common divisor......Page 74 Versions of de Finetti’s Theorem with applications to damage models......Page 80 A short history of stochastic integration and mathematical finance: The early years, 1880–1970......Page 93 Non-linear filtering with Gaussian martingale noise: Kalman filter with fBm noise......Page 110 Self-similar processes, fractional Brownian motion and statistical inference......Page 116 Some properties of the arc-sine law related to its invariance under a family of rational maps......Page 144 On time changing continuous martingales to Brownian motion......Page 156 On counts of Bernoulli strings and connections to rank orders and random permutations......Page 158 Chebyshev polynomials and G-distributed functions of F-distributed variables......Page 171 Zeroes of infinitely differentiable characteristic functions......Page 182 On the characteristic function of Pearson type IV distributions......Page 189 Characterizations, Sub and resampling, and goodness of fit......Page 198 Notes on the bias-variance trade-off phenomenon......Page 225 Combining correlated unbiased estimators of the mean of a normal distribution......Page 236 An asymptotic minimax determination of the initial sample size in a two-stage sequential procedure......Page 246 Estimating gradient trees......Page 255 Conservative bounds on extreme P-values for testing the equality of two probabilities based on very large sample sizes......Page 268 Detecting a target in very noisy data from multiple looks......Page 273 r-scan extremal statistics of inhomogeneous Poisson processes......Page 305 On the strong consistency, weak limits and practical performance of the ML estimate and Bayesian estimates of a symmetric domain in R^k......Page 309 Maximum likelihood estimation for the contact process......Page 327 On the “Poisson boundaries” of the family of weighted Kolmogorov statistics......Page 337 A theorem on compatibility of systems of sets with applications......Page 350 A question of geometry and probability......Page 355 Generalized Accept–Reject sampling schemes......Page 360 Scalable mining for classification rules in relational databases......Page 366 A simple proof of a condition for cointegration......Page 396 Forecasting NBA basketball playoff outcomes using the weighted likelihood......Page 403 Distributions of failure times associated with non-homogeneous compound Poisson damage processes......Page 414 Conversations with Herman Rubin......Page 426