This paper grew out of a lecture presented at the 54th Session of the International Statistical Institute in Berlin, August 13 20, 2003, Schneeweiss (2003). It intends not only to outline the eventful life of Abraham Wald (1902 1950) in Austria and in the United States but also to present his extensive scientific work. In particular, the two main subjects, where he earned most of his fame, are ...

The likelihood ratio spatial scan statistic has been widely used in spatial disease surveillance and spatial cluster detection applications. In order to better understand cluster mechanisms, an equivalent model-based approach is proposed to the spatial scan statistic that unifies currently loosely coupled methods for including ecological covariates in the spatial scan test. In addition, the uti...

There is a growing literature on unit root testing in threshold autoregressive models. This paper makes two contributions to the literature. First, an asymptotic theory is developed for unit root testing in a threshold autoregression, in which the errors are allowed to be dependent and heterogeneous, and the lagged level of the dependent variable is employed as the threshold variable. The asymp...

In this paper we introduce three natural “score statistics” for testing the hypothesis that F (t0) takes on a fixed value in the context of nonparametric inference with current status data. These three new test statistics have natural intepretations in terms of certain (weighted) L2 distances, and are also connected to natural “one-sided” scores. We compare these new test statistics with an ana...

Classification of texture images has been recognized as an important task in the field of image analysis and computer vision through the last few decades. A plethora of research papers have appeared in the literature trying to cope with effective ways to extract faithful distributions that accurately represent the inner content and attributes of texture images. An issue of great importance is, ...

Abstract. Empirical Bayes methods for Gaussian and binomial compound decision problems involving longitudinal data are considered. A recent convex optimization reformulation of the nonparametric maximum likelihood estimator of Kiefer and Wolfowitz (1956) is employed to construct nonparametric Bayes rules for compound decisions. The methods are illustrated with an application to predicting baseb...

A stochastic algorithm for the recursive approximation of the location θ of a maximum of a regression function has been introduced by Kiefer and Wolfowitz (1952) in the univariate framework, and by Blum (1954) in the multivariate case. The aim of this paper is to provide a companion algorithm to the Kiefer-Wolfowitz-Blum algorithm, which allows to simultaneously recursively approximate the size...

Group Randomized Trials (GRTs) randomize groups of people to treatment or control arms instead of individually randomizing subjects. When each subject has a binary outcome, over-dispersed binomial data may result, quantified as an intra-cluster correlation (ICC). Typically, GRTs have a small number, bin, of independent clusters, each of which can be quite large. Treating the ICC as a nuisance p...