Dependent central limit theorems and invariance principles
DL McLeish - the Annals of Probability, 1974 - projecteuclid.org
Central limit theorems are proved for martingales and near-martingales without the
existence of moments or the full Lindeberg condition. These theorems are extended to …
existence of moments or the full Lindeberg condition. These theorems are extended to …
A maximal inequality and dependent strong laws
DL McLeish - The Annals of probability, 1975 - projecteuclid.org
This paper contains a general dependent extension of Doob's inequality for martingales, $E(\max_{i\leqq
n} S_i^2) \leqq 4ES_n^2$. This inequality is then used to extend the martingale …
n} S_i^2) \leqq 4ES_n^2$. This inequality is then used to extend the martingale …
[BOOK][B] Monte Carlo simulation and finance
DL McLeish - 2011 - books.google.com
… Author and educator Don McLeish examines this fundamental process, and discusses
important issues, including specialized problems in finance that Monte Carlo and Quasi-Monte …
important issues, including specialized problems in finance that Monte Carlo and Quasi-Monte …
[BOOK][B] Hilbert space methods in probability and statistical inference
CG Small, DL McLeish - 2011 - books.google.com
… SMHLL DL MCLEISH … DL McLEISH … The book has been built out of class notes and
other material used in courses taught by the authors at the University of Waterloo (Small …
other material used in courses taught by the authors at the University of Waterloo (Small …
On the invariance principle for nonstationary mixingales
DL McLeish - The Annals of Probability, 1977 - JSTOR
In an earlier paper, the author proves an invariance principle for mixingales, a generalization
of the concepts of mixing sequences and martingale differences, under the condition that …
of the concepts of mixing sequences and martingale differences, under the condition that …
[BOOK][B] The theory and applications of statistical interference functions
DL McLeish, CG Small - 2012 - books.google.com
… McLeish, DL The theory and applications of statistical inference functions. … The basic concepts
of Chapter 2 can be found in Small and McLeish (1988). Of a theoretical nature, papers by …
of Chapter 2 can be found in Small and McLeish (1988). Of a theoretical nature, papers by …
Fitting linear regression models to censored data by least squares and maximum likelihood methods
S Chatterjee, DL McLeish - Communications in Statistics-Theory …, 1986 - Taylor & Francis
Several approaches have been suggested for fitting linear regression models to censored
data. These include Cox's proportional hazard models based on quasi-likelihoods. Methods of …
data. These include Cox's proportional hazard models based on quasi-likelihoods. Methods of …
A robust alternative to the normal distribution
DL McLeish - The Canadian Journal of Statistics/La Revue …, 1982 - JSTOR
ABSTRACT A wider-tailed family of distributions is suggested as an alternative to the normal
distribution having many of the desirable properties of the normal family. One advantage of …
distribution having many of the desirable properties of the normal family. One advantage of …
Sequential designs in bioassay
DL McLeish, D Tosh - Biometrics, 1990 - JSTOR
Sequential designs are proposed based on an algorithm for sequential optimization.
Examples are given including the estimation of the root of a response function in logit or probit …
Examples are given including the estimation of the root of a response function in logit or probit …
Likelihood methods for regression models with expensive variables missing by design
Y Zhao, JF Lawless, DL McLeish - Biometrical Journal: Journal …, 2009 - Wiley Online Library
In some applications involving regression the values of certain variables are missing by design
for some individuals. For example, in two-stage studies (Zhao and Lipsitz, 1992), data on …
for some individuals. For example, in two-stage studies (Zhao and Lipsitz, 1992), data on …