In almost all documented applications, the normal-based Lugannani and Rice (1980) formula provides an extremely accurate approximation to tail probabilities. However, it would be wrong to conclude that this formula is always reliable. In the present paper, we consider an example, the first...

It is becoming more typical in regression problems today to have the situation where “pn”, that is, where the number of covariates is greater than the number of observations. Approaches to this problem include such strategies as model selection and dimension reduction, and, of course, a...

An alternative to the classical mixed model with normal random effects is to use a Dirichlet process to model the random effects. Such models have proven useful in practice, and we have observed a noticeable variance reduction, in the estimation of the fixed effects, when the Dirichlet process...

By using an apparently little known fact about concave functions together with a new expectation identity for noncentral chi-squared random variables, a characterization of risk functions of Stein-type estimators is obtained. In particular, concavity of the function appearing in the shrinkage...