# overview
Nonparametric curve estimation; Time series analysis; Bootstrap methods; Lack-of-fit tests; Bayesian methods.

# keywords[]
Multivariate Normal Mean And Variance Estimation

# keywords[]
4019 Resources Engineering And Extractive Metallurgy

# educationAndTraining[].organization.label
Southern Methodist University - (Dallas, Texas, United States)

# educationAndTraining[].organization.label
Paris Junior College - (Paris, Texas, United States)

# educationAndTraining[].organization.label
Southern Methodist University - (Dallas, Texas, United States)

# educationAndTraining[].organization.label
Southern Methodist University - (Dallas, Texas, United States)

# awardsAndHonors[].label
Association of Former Students College-Level Teaching Distinguished Achievement Award, The

# publications[].label
Miscellanea Bagging cross-validated bandwidths with application to big data

# publications[].label
Testing for additivity in nonparametric regression

# publications[].label
An L<inf>2</inf>error test with order selection and thresholding

# publications[].label
An Empirical Study of Indirect Cross-Validation

# publications[].label
EFFICIENCY OF A KERNEL DENSITY ESTIMATOR UNDER AN AUTOREGRESSIVE DEPENDENCE MODEL

# publications[].label
Prior-free Bayes Factors Based on Data Splitting

# publications[].label
A two-sample test for the equality of univariate marginal distributions for high-dimensional data

# publications[].label
Robustness of one-sided cross-validation to autocorrelation

# publications[].label
Use of BayesSim and Smoothing to Enhance Simulation Studies

# publications[].label
Improved nonparametric inference for multiple correlated periodic sequences

# publications[].label
DATABASED CHOICE OF THE SMOOTHING PARAMETER FOR A KERNEL DENSITY ESTIMATOR

# publications[].label
A BOOTSTRAP TEST FOR POSITIVE DEFINITENESS OF INCOME EFFECT MATRICES

# publications[].label
ON THE MARGINAL DISTRIBUTION OF A 1ST ORDER AUTOREGRESSIVE PROCESS

# publications[].label
An L-2 error test with order selection and thresholding

# publications[].label
TRIGONOMETRIC SERIES REGRESSION-ESTIMATORS WITH AN APPLICATION TO PARTIALLY LINEAR-MODELS

# publications[].label
COMMONALITY OF CUSUM, VONNEUMANN AND SMOOTHING-BASED GOODNESS-OF-FIT TESTS

# publications[].label
Smoothing-inspired lack-of-fit tests based on ranks

# publications[].label
THE ARMA METHOD OF APPROXIMATING PROBABILITY DENSITY-FUNCTIONS

# publications[].label
ON THE MODAL RESOLUTION OF KERNEL DENSITY ESTIMATORS

# publications[].label
Frequentist nonparametric goodness-of-fit tests via marginal likelihood ratios

# publications[].label
Frequentist-Bayes Lack-of-Fit Tests Based on Laplace Approximations

# publications[].label
CONVERGENCE-RATES IN DENSITY-ESTIMATION FOR DATA FROM INFINITE-ORDER MOVING AVERAGE PROCESSES

# publications[].label
Risk Assessment for Performance Driven Building Design with BIM-Based Parametric Methods

# publications[].label
Parametric modelling of growth curve data: An overview - Discussion

# publications[].label
Model selection criteria with data dependent penalty, with applications to data-driven Neyman smooth tests

# publications[].label
Approximating posterior probabilities in a linear model with possibly noninvertible moving average errors

# publications[].label
Nonparametric Inference for Periodic Sequences

# publications[].label
Testing the fit of a parametric function

# publications[].label
A Bayesian Motivated Two-Sample Test Based on Kernel Density Estimates.

# publications[].label
ON THE PROBABILITY OF ERROR WHEN USING A GENERAL AKAIKETYPE CRITERION TO ESTIMATE AUTOREGRESSION ORDER

# publications[].label
Testing equality of a large number of densities under mixing conditions

# publications[].label
Bandwidth Choice for Average Derivative Estimation

# publications[].label
Tests for Change in a Mean Function when the Data are Dependent

# publications[].label
Local and omnibus goodness-of-fit tests in classical measurement error models.

# publications[].label
CONSISTENCY OF CROSS-VALIDATION WHEN THE DATA ARE CURVES

# publications[].label
AN ARMA TYPE PROBABILITY DENSITY ESTIMATOR

# publications[].label
TESTING GOODNESS-OF-FIT VIA NONPARAMETRIC FUNCTION ESTIMATION TECHNIQUES

# publications[].label
Bayesian methods for wavelet series in single-index models

# publications[].label
KERNEL REGRESSION WHEN THE BOUNDARY REGION IS LARGE, WITH AN APPLICATION TO TESTING THE ADEQUACY OF POLYNOMIAL-MODELS

# publications[].label
[Choosing a Kernel Regression Estimator]: Comment

# publications[].label
The analysis of change-point data with dependent errors

# publications[].label
Rejoinder on: Goodness-of-fit tests in mixed models

# publications[].label
Fully robust one-sided cross-validation for regression functions

# publications[].label
A nonparametric test of stationarity for independent data

# publications[].label
Nonparametric Smoothing and Lack-of-Fit Tests

# publications[].label
Density Estimation in Several Populations With Uncertain Population Membership.

# publications[].label
Bias properties of Bayesian statistics in finite mixture of negative binomial regression models in crash data analysis.

# publications[].label
Some automated methods of smoothing time-dependent data

# publications[].label
KERNEL REGRESSION ESTIMATION WITH TIME-SERIES ERRORS

# publications[].label
Nonparametric Estimation of Distributions in Random Effects Models

# publications[].label
A change-point estimator using local Fourier series

# publications[].label
The Effect of Prior Parameters in a Bayesian Approach to Inferring Material Properties from Experimental Measurements

# publications[].publisher
American Society of Civil Engineers (ASCE)

# publications[].label
Indirect Cross-Validation for Density Estimation

# publications[].label
TESTING GOODNESS-OF-FIT IN REGRESSION VIA ORDER SELECTION CRITERIA

# publications[].label
AUTOMATED KERNEL SMOOTHING OF DEPENDENT DATA BY USING TIME-SERIES CROSS-VALIDATION

# publications[].label
Bootstrapping in a high dimensional but very low-sample size problem

# publications[].label
TESTING THE EQUALITY OF 2 REGRESSION-CURVES USING LINEAR SMOOTHERS

# publications[].label
Constrained local likelihood estimators for semiparametric skew-normal distributions

# publications[].label
ON THE CHOICE OF A TRUNCATION POINT IN FOURIER-SERIES DENSITY-ESTIMATION

# publications[].label
A COUNTEREXAMPLE TO A CLAIM CONCERNING THE CONVOLUTION OF MULTIMODAL DISTRIBUTIONS

# publications[].label
Automatic Smoothing and Estimation in Single Index Poisson Regression

# publications[].label
Nonparametric maximum likelihood estimators for AR and MA time series

# publications[].label
DATA-DRIVEN BANDWIDTH CHOICE FOR DENSITY-ESTIMATION BASED ON DEPENDENT DATA

# publications[].label
Kernel Estimation of Densities with Discontinuities or Discontinuous Derivatives

# publications[].label
Smoothing-based lack-of-fit tests: variations on a theme

# publications[].label
KERNEL REGRESSION ESTIMATION USING REPEATED MEASUREMENTS DATA

# publications[].label
Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior

# publications[].label
Bayesian-motivated tests of function fit and their asymptotic frequentist properties

# publications[].label
Identification of Plastic Properties From Conical Indentation Using a Bayesian-Type Statistical Approach

# publications[].label
Bayesian probabilistic decline curve analysis quantifies shale gas reserves uncertainty

# publications[].label
Testing the significance of categorical predictor variables in nonparametric regression models

# publications[].label
An analysis of pulsation periods of long period variable stars

# publications[].label
Nonparametric Goodness of Fit via Cross-Validation Bayes Factors

# publications[].label
Testing equality of a large number of densities

# publications[].label
BOOTSTRAP TEST FOR DIFFERENCE BETWEEN MEANS IN NONPARAMETRIC REGRESSION

# publications[].label
Discussion of 'Parametric versus nonparametrics: two alternative methodologies'

# publications[].label
DIFFERENCING AS AN APPROXIMATE DE-TRENDING DEVICE

# publications[].label
Testing lack of fit in multiple regression

# publications[].label
Evaluating proportions of undetected geological events in the case of erroneous identifications

# researcherOn[].label
New Methodology for Estimating Random Effects and for Statistical Simulation Studies

# researcherOn[].awardedBy.label
National Science Foundation - (Arlington, Virginia, United States)

# streetAddress
Texas A&M University; Department Of Statistics; 3143 TAMU

# etdChairOf[].label
Wang, Qi (2011-08). Frequentist-Bayes Goodness-of-fit Tests. Doctoral Dissertation.

# etdChairOf[].label
Lee, Hyuneui (2017-08). Goodness-of-Fit Test for Large Number of Small Data Sets. Doctoral Dissertation.

# etdChairOf[].label
Savchuk, Olga (2009-08). Choosing a Kernel for Cross-Validation. Doctoral Dissertation.

# etdChairOf[].label
Gaucher, Beverly Jane (2013-05). Factor Analysis for Skewed Data and Skew-Normal Maximum Likelihood Factor Analysis. Doctoral Dissertation.

# etdChairOf[].label
Pokta, Suriani (2004-08). Bayesian model selection using exact and approximated posterior probabilities with applications to Star Data. Doctoral Dissertation.

# etdChairOf[].label
Dunlap, Mickey Paul (2004-12). Using the bootstrap to analyze variable stars data. Doctoral Dissertation.

# etdChairOf[].label
Qian, Yi (2005-12). Topics in multiple hypotheses testing. Doctoral Dissertation.

# etdChairOf[].label
Sun, Ying (2011-08). Inference and Visualization of Periodic Sequences. Doctoral Dissertation.

# etdChairOf[].label
Litton, Nathaniel A. (2009-08). Deconvolution in Random Effects Models via Normal Mixtures. Doctoral Dissertation.

# etdChairOf[].label
Park, Chun Gun (2003-08). MCMC methods for wavelet representations in single index models. Doctoral Dissertation.

# etdChairOf[].label
Malloure, Matthew R (2017-12). Goodness-of-Fit Testing Using Cross-Validation Bayes Factors. Doctoral Dissertation.

# etdChairOf[].label
Zhan, Dongling (2012-05). The k-Sample Problem When k is Large and n Small. Doctoral Dissertation.

# etdChairOf[].label
Song, Juhee (2003-05). Bootstrapping in a high dimensional but very low sample size problem. Doctoral Dissertation.

# etdChairOf[].label
Sinha, Shyamalendu (2018-12). Estimation of Location and Scale Parameters and Their Joint Density in a Random Effects Model. Doctoral Dissertation.