A festschrift for Herman Rubin

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