Hinkley, D. V.
Overview
Works:  31 works in 223 publications in 3 languages and 4,024 library holdings 

Genres:  Conference papers and proceedings Biography 
Roles:  Editor, Other, Author, Director 
Classifications:  QA276, 519.5 
Publication Timeline
.
Most widely held works by
D. V Hinkley
Bootstrap methods and their application by
A. C Davison(
)
38 editions published between 1997 and 2014 in English and held by 1,265 WorldCat member libraries worldwide
Bootstrap methods are computerintensive statistical methods of analysis that use simulation to calculate standard errors, confidence intervals and significance tests. This book includes SPlus software for implementing ideas contained in the text
38 editions published between 1997 and 2014 in English and held by 1,265 WorldCat member libraries worldwide
Bootstrap methods are computerintensive statistical methods of analysis that use simulation to calculate standard errors, confidence intervals and significance tests. This book includes SPlus software for implementing ideas contained in the text
Theoretical statistics by
D. R Cox(
Book
)
53 editions published between 1974 and 2017 in 3 languages and held by 884 WorldCat member libraries worldwide
"A text that stresses the general concepts of the theory of statistics Theoretical Statistics provides a systematic statement of the theory of statistics, emphasizing general concepts rather than mathematical rigor. Chapters 1 through 3 provide an overview of statistics and discuss some of the basic philosophical ideas and problems behind statistical procedures. Chapters 4 and 5 cover hypothesis testing with simple and null hypotheses, respectively. Subsequent chapters discuss nonparametrics, interval estimation, point estimation, asymptotics, Bayesian procedure, and deviation theory. Student familiarity with standard statistical techniques is assumed."Provided by publisher
53 editions published between 1974 and 2017 in 3 languages and held by 884 WorldCat member libraries worldwide
"A text that stresses the general concepts of the theory of statistics Theoretical Statistics provides a systematic statement of the theory of statistics, emphasizing general concepts rather than mathematical rigor. Chapters 1 through 3 provide an overview of statistics and discuss some of the basic philosophical ideas and problems behind statistical procedures. Chapters 4 and 5 cover hypothesis testing with simple and null hypotheses, respectively. Subsequent chapters discuss nonparametrics, interval estimation, point estimation, asymptotics, Bayesian procedure, and deviation theory. Student familiarity with standard statistical techniques is assumed."Provided by publisher
Problems and solutions in theoretical statistics by
D. R Cox(
Book
)
27 editions published between 1978 and 1986 in 3 languages and held by 512 WorldCat member libraries worldwide
Some general concepts; Pure significance tests; Significance tests: simple null hypotheses; Significance tests: composite null hypotheses; Distributionfree and randomization tests; Interval estimation; Point estimation; Asymptotic theory; Bayesian methods; Decision theory
27 editions published between 1978 and 1986 in 3 languages and held by 512 WorldCat member libraries worldwide
Some general concepts; Pure significance tests; Significance tests: simple null hypotheses; Significance tests: composite null hypotheses; Distributionfree and randomization tests; Interval estimation; Point estimation; Asymptotic theory; Bayesian methods; Decision theory
R.A. Fisher, an appreciation by
J Berger(
Book
)
17 editions published between 1980 and 1989 in English and held by 475 WorldCat member libraries worldwide
Some introductory remarks; Fisher: the early years; Distribution of the correlation coefficient; Fisher and the analysis of variance; Randomization and design; Basic theory of the 1922 mathematical statistics paper; Fisher and the method of moments; Fishers contributions to the analysis of categorical data; Theory of statistical estimation: the 1925 paper; Some numerical illustrations of fisher's theory of statistical estimation; Fisher's development of conditional inference; Fiducial inference; The behrensfisher and fiellercreasy problems; Discriminant analysis; Fisher, Jeffreys, and the nature of probability; Distribution of the sphere; Smoking and lung cancer
17 editions published between 1980 and 1989 in English and held by 475 WorldCat member libraries worldwide
Some introductory remarks; Fisher: the early years; Distribution of the correlation coefficient; Fisher and the analysis of variance; Randomization and design; Basic theory of the 1922 mathematical statistics paper; Fisher and the method of moments; Fishers contributions to the analysis of categorical data; Theory of statistical estimation: the 1925 paper; Some numerical illustrations of fisher's theory of statistical estimation; Fisher's development of conditional inference; Fiducial inference; The behrensfisher and fiellercreasy problems; Discriminant analysis; Fisher, Jeffreys, and the nature of probability; Distribution of the sphere; Smoking and lung cancer
Statistical theory and modelling : in honour of Sir David Cox, FRS(
Book
)
16 editions published between 1990 and 1991 in English and held by 380 WorldCat member libraries worldwide
16 editions published between 1990 and 1991 in English and held by 380 WorldCat member libraries worldwide
Time series models : in econometrics, finance and other fields(
Book
)
13 editions published between 1995 and 1996 in English and held by 301 WorldCat member libraries worldwide
The papers by Shephard and Johansen deal respectively with time series models for volatility, i.e. variance heterogeneity, and with cointegration. Clements and Hendry analyze the nature of prediction errors. A complementary review paper by Laird gives a biometrical view of the analysis of short time series. Finally Astrup and Nielsen give a mathematical introduction to the study of option pricing. Whilst the book draws its primary motivation from financial series and from multivariate econometric modelling, the applications are potentially much broader
13 editions published between 1995 and 1996 in English and held by 301 WorldCat member libraries worldwide
The papers by Shephard and Johansen deal respectively with time series models for volatility, i.e. variance heterogeneity, and with cointegration. Clements and Hendry analyze the nature of prediction errors. A complementary review paper by Laird gives a biometrical view of the analysis of short time series. Finally Astrup and Nielsen give a mathematical introduction to the study of option pricing. Whilst the book draws its primary motivation from financial series and from multivariate econometric modelling, the applications are potentially much broader
Bootstrap methods and their application by
A. C Davison(
Book
)
20 editions published between 1997 and 2010 in English and Undetermined and held by 103 WorldCat member libraries worldwide
This book on statistical methods was first published in 1997 and has code on a supporting website
20 editions published between 1997 and 2010 in English and Undetermined and held by 103 WorldCat member libraries worldwide
This book on statistical methods was first published in 1997 and has code on a supporting website
R.A. Fisher: An Appreciation by
Stephen E Fienberg(
)
1 edition published in 1980 in English and held by 46 WorldCat member libraries worldwide
From the reviews: "This collection of essays surveys the most important of Fisher's papers in various areas of statistics. ... the monograph will be a useful source of reference to most of Fisher's major papers; it will certainly provide background material for much vigorous discussion." #Australian Journal of Statistics#1
1 edition published in 1980 in English and held by 46 WorldCat member libraries worldwide
From the reviews: "This collection of essays surveys the most important of Fisher's papers in various areas of statistics. ... the monograph will be a useful source of reference to most of Fisher's major papers; it will certainly provide background material for much vigorous discussion." #Australian Journal of Statistics#1
Bootstrap methods and their application by
A. C Davison(
)
2 editions published between 1997 and 2006 in English and held by 9 WorldCat member libraries worldwide
Bootstrap methods are computerintensive methods of statistical analysis, which use simulation to calculate standard errors, confidence intervals, and significance tests. The methods apply for any level of modelling, and so can be used for fully parametric, semiparametric, and completely nonparametric analysis. This 1997 book gives a broad and uptodate coverage of bootstrap methods, with numerous applied examples, developed in a coherent way with the necessary theoretical basis. Applications include stratified data; finite populations; censored and missing data; linear, nonlinear, and smooth regression models; classification; time series and spatial problems. Special features of the book include: extensive discussion of significance tests and confidence intervals; material on various diagnostic methods; and methods for efficient computation, including improved Monte Carlo simulation. Each chapter includes both practical and theoretical exercises. SPlus programs for implementing the methods described in the text are available from the supporting website
2 editions published between 1997 and 2006 in English and held by 9 WorldCat member libraries worldwide
Bootstrap methods are computerintensive methods of statistical analysis, which use simulation to calculate standard errors, confidence intervals, and significance tests. The methods apply for any level of modelling, and so can be used for fully parametric, semiparametric, and completely nonparametric analysis. This 1997 book gives a broad and uptodate coverage of bootstrap methods, with numerous applied examples, developed in a coherent way with the necessary theoretical basis. Applications include stratified data; finite populations; censored and missing data; linear, nonlinear, and smooth regression models; classification; time series and spatial problems. Special features of the book include: extensive discussion of significance tests and confidence intervals; material on various diagnostic methods; and methods for efficient computation, including improved Monte Carlo simulation. Each chapter includes both practical and theoretical exercises. SPlus programs for implementing the methods described in the text are available from the supporting website
Risk Theory : the Stochastic Basis of Insurance by
D. R Cox(
)
1 edition published in 2013 in English and held by 9 WorldCat member libraries worldwide
1 edition published in 2013 in English and held by 9 WorldCat member libraries worldwide
Zadači po teoretičeskoj statistike s rešenijami by D Koks(
Book
)
1 edition published in 1981 in Russian and held by 8 WorldCat member libraries worldwide
1 edition published in 1981 in Russian and held by 8 WorldCat member libraries worldwide
Teoretičeskaja statistika by
D. R Cox(
Book
)
3 editions published in 1978 in Russian and Undetermined and held by 4 WorldCat member libraries worldwide
3 editions published in 1978 in Russian and Undetermined and held by 4 WorldCat member libraries worldwide
Consistency and asymptotic normality of twophase regression maximum likelihood estimates by
D. V Hinkley(
Book
)
3 editions published in 1970 in English and held by 3 WorldCat member libraries worldwide
Consistency and asymptotic normality are established for the maximum likelihood estimates of parameters in the twophase regression model. (Author)
3 editions published in 1970 in English and held by 3 WorldCat member libraries worldwide
Consistency and asymptotic normality are established for the maximum likelihood estimates of parameters in the twophase regression model. (Author)
Inference about the changepoint from cumulative sum tests by
D. V Hinkley(
Book
)
3 editions published in 1971 in English and held by 3 WorldCat member libraries worldwide
The point of change in mean in a sequence of normal random variables can be estimated from a cumulative sum test scheme. The asymptotic distribution of this estimate and associated test statistics are derived and numerical results given. The relation to likelihood inference is emphasized. Asymptotic results are compared with empirical sequential results, and some practical implications are discussed. (Author)
3 editions published in 1971 in English and held by 3 WorldCat member libraries worldwide
The point of change in mean in a sequence of normal random variables can be estimated from a cumulative sum test scheme. The asymptotic distribution of this estimate and associated test statistics are derived and numerical results given. The relation to likelihood inference is emphasized. Asymptotic results are compared with empirical sequential results, and some practical implications are discussed. (Author)
On jackknifing in unbalanced situations by
Stanford University(
Book
)
2 editions published in 1976 in English and held by 2 WorldCat member libraries worldwide
2 editions published in 1976 in English and held by 2 WorldCat member libraries worldwide
Problems associated with points of discontinuity by
D. V Hinkley(
Book
)
3 editions published between 1969 and 1970 in English and held by 2 WorldCat member libraries worldwide
3 editions published between 1969 and 1970 in English and held by 2 WorldCat member libraries worldwide
Robust Jackknife correlations by
D. V Hinkley(
Book
)
2 editions published in 1976 in English and held by 2 WorldCat member libraries worldwide
2 editions published in 1976 in English and held by 2 WorldCat member libraries worldwide
Twosample tests with unordered pairs by
D. V Hinkley(
Book
)
2 editions published in 1971 in English and held by 2 WorldCat member libraries worldwide
2 editions published in 1971 in English and held by 2 WorldCat member libraries worldwide
Some General Results on TimeOrdered Classification by
D. V Hinkley(
Book
)
2 editions published in 1971 in English and held by 2 WorldCat member libraries worldwide
The paper examines some properties of inference about the point in a sequence of random variables at which a distribution change occurs. Three particular aspects are considered: asymptotic theory, approximations to test power, and use of discriminant functions other than the likelihood ratio. The discussion is illustrated by some examples. (Author)
2 editions published in 1971 in English and held by 2 WorldCat member libraries worldwide
The paper examines some properties of inference about the point in a sequence of random variables at which a distribution change occurs. Three particular aspects are considered: asymptotic theory, approximations to test power, and use of discriminant functions other than the likelihood ratio. The discussion is illustrated by some examples. (Author)
Inference About the ChangePoint in a Sequence of Binomial Variables by
D. V Hinkley(
Book
)
2 editions published in 1970 in English and held by 2 WorldCat member libraries worldwide
The report discusses the problem of making inference about the point in a sequence of zeroone variables at which the binomial parameter changes. The asymptotic distribution of the maximum likelihood estimate of the changepoint is derived in computable form using random walk results. The asymptotic distributions of likelihood ratio statistics are obtained for testing hypotheses about the changepoint. Some exact numerical results for these asymptotic distributions are given and their accuracy as finite sample approximations is discussed. (Author)
2 editions published in 1970 in English and held by 2 WorldCat member libraries worldwide
The report discusses the problem of making inference about the point in a sequence of zeroone variables at which the binomial parameter changes. The asymptotic distribution of the maximum likelihood estimate of the changepoint is derived in computable form using random walk results. The asymptotic distributions of likelihood ratio statistics are obtained for testing hypotheses about the changepoint. Some exact numerical results for these asymptotic distributions are given and their accuracy as finite sample approximations is discussed. (Author)
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Related Identities
 Cox, D. R. (David Roxbee) Honoree Author Editor
 Davison, A. C. (Anthony Christopher) Author
 Fienberg, Stephen E. Author Editor
 Fisher, Ronald Aylmer Sir 18901962 Other Honoree Author
 Snell, E. J. Editor
 Reid, N. Editor
 BarndorffNielsen, O. Editor
 Cox, D. R. Author
 Rubin, D.
 Koks, D. Author
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