Jim Berger | Academic Influence

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Jim Berger

Mathematics

#3294

World Rank

#4894

Historical Rank

#1233

USA Rank

Statistics

#155

World Rank

#201

Historical Rank

#66

USA Rank

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Mathematics

Jim Berger 's Degrees

PhD Statistics Stanford University
Masters Statistics Stanford University
Bachelors Mathematics University of California, Berkeley

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Why Is Jim Berger Influential?

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According to Wikipedia, James Orvis Berger is an American statistician best known for his work on Bayesian statistics and decision theory. He won the COPSS Presidents' Award, one of the two highest awards in statistics, in 1985 at the age of 35. He received a Ph.D. in mathematics from Cornell University in 1974. He was a faculty member in the Department of Statistics at Purdue University until 1997, at which time he moved to the Institute of Statistics and Decision Sciences at Duke University, where he is currently the Arts and Sciences Professor of Statistics. He was also director of the Statistical and Applied Mathematical Sciences Institute from 2002 to 2010, and has been a visiting professor at the University of Chicago since 2011.

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Jim Berger 's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Statistical Decision Theory and Bayesian Analysis (1988) (7627)
Redefine statistical significance (2017) (1806)
Mixtures of g Priors for Bayesian Variable Selection (2008) (1081)
The Intrinsic Bayes Factor for Model Selection and Prediction (1996) (1037)
Testing a Point Null Hypothesis: The Irreconcilability of P Values and Evidence (1987) (1012)
Optimal predictive model selection (2004) (841)
Statistical Decision Theory and Bayesian Analysis, Second Edition (1985) (778)
Calibration of ρ Values for Testing Precise Null Hypotheses (2001) (752)
The case for objective Bayesian analysis (2006) (697)
A Framework for Validation of Computer Models (2007) (665)
Testing Precise Hypotheses (1987) (655)
An overview of robust Bayesian analysis (1994) (596)
Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem (2010) (560)
Statistical decision theory and related topics IV (1988) (559)
Ockham's Razor and Bayesian Analysis (1992) (520)
Objective Bayesian Analysis of Spatially Correlated Data (2001) (507)
The interplay of Bayesian and frequentist analysis (2004) (486)
Statistical Decision Theory (1980) (480)
P Values for Composite Null Models (2000) (430)
Objective Bayesian Methods for Model Selection: Introduction and Comparison (2001) (414)
Statistical Analysis and the Illusion of Objectivity (1988) (401)
THE FORMAL DEFINITION OF REFERENCE PRIORS (2009) (394)
Robust Bayesian analysis : sensitivity to the prior (1990) (377)
Regression and Classification Using Gaussian Process Priors (2009) (357)
Could Fisher, Jeffreys and Neyman Have Agreed on Testing? (2003) (354)
Estimating a Product of Means: Bayesian Analysis with Reference Priors (1989) (353)
Integrated likelihood methods for eliminating nuisance parameters (1999) (351)
An exploration of aspects of Bayesian multiple testing (2006) (345)
Estimation of a Covariance Matrix Using the Reference Prior (1994) (300)
Computer model validation with functional output (2007) (299)
Criteria for Bayesian model choice with application to variable selection (2012) (256)
STATISTICAL DECISION THEORY: FOUNDATIONS, CONCEPTS, AND METHODS (1984) (220)
Generative or Discriminative? Getting the Best of Both Worlds (2007) (215)
Robust Bayes and Empirical Bayes Analysis with $_\epsilon$-Contaminated Priors (1986) (211)
Ordered group reference priors with application to the multinomial problem (1992) (207)
Unified frequentist and Bayesian testing of a precise hypothesis (1997) (195)
Gaussian Processes to Speed up Hybrid Monte Carlo for Expensive Bayesian Integrals (2003) (190)
Bayesian Statistics 5. (1998) (188)
Adaptive importance sampling in monte carlo integration (1992) (182)
A Robust Generalized Bayes Estimator and Confidence Region for a Multivariate Normal Mean (1980) (178)
Expected‐posterior prior distributions for model selection (2002) (177)
Modularization in Bayesian analysis, with emphasis on analysis of computer models (2009) (174)
Bayesian Analysis for the Poly-Weibull Distribution (1993) (174)
Simulation-Based Optimal Design (1999) (173)
Bayesian Model Averaging and Model Search Strategies (2007) (164)
Ranges of posterior measures for priors with unimodal contaminations (1989) (148)
Bayesian and Conditional Frequentist Testing of a Parametric Model Versus Nonparametric Alternatives (2001) (147)
Admissible Minimax Estimation of a Multivariate Normal Mean with Arbitrary Quadratic Loss (1976) (145)
Reference Priors in a Variance Components Problem (1992) (135)
Bayesian Analysis: A Look at Today and Thoughts of Tomorrow (2000) (134)
Three Recommendations for Improving the Use of p-Values (2019) (131)
Empirical Bayes Estimation of Rates in Longitudinal Studies (1983) (129)
Default Bayes Factors for Nonnested Hypothesis Testing (1999) (117)
A Unified Conditional Frequentist and Bayesian Test for Fixed and Sequential Simple Hypothesis Testing (1994) (117)
Non-Centered Parameterisations for Hierarchical Models and Data Augmentation (2003) (115)
Robust Bayes and Empirical Bayes Analysis with #-Contaminated Priors (2007) (110)
Using Statistical and Computer Models to Quantify Volcanic Hazards (2009) (109)
Training samples in objective Bayesian model selection (2004) (106)
Overall Objective Priors (2015) (105)
A Bayesian Approach to Ranking and Selection of Related Means with Alternatives to Analysis-of-Variance Methodology (1988) (104)
Approximations and consistency of Bayes factors as model dimension grows (2003) (103)
Rejection odds and rejection ratios: A proposal for statistical practice in testing hypotheses⋆ (2015) (103)
Density Modeling and Clustering Using Dirichlet Diffusion Trees (2003) (100)
Reference priors with partial information (1998) (98)
Improving on Inadmissible Estimators in Continuous Exponential Families with Applications to Simultaneous Estimation of Gamma Scale Parameters (1980) (98)
A Catalog of Noninformative Priors (1996) (98)
Statistical interpretation of the RV144 HIV vaccine efficacy trial in Thailand: a case study for statistical issues in efficacy trials. (2011) (97)
Minimax Estimation of Location Vectors for a Wide Class of Densities (1975) (96)
Objective priors for the bivariate normal model (2008) (92)
Uncertainty analysis and other inference tools for complex computer codes (1998) (92)
Likelihood Principle (2022) (91)
A Bayesian Approach to Subgroup Identification (2014) (91)
Choice of hierarchical priors: admissibility in estimation of normal means (1996) (88)
Selecting a Minimax Estimator of a Multivariate Normal Mean (1982) (88)
Integration of Multimodal Functions by Monte Carlo Importance Sampling (1993) (83)
Markov chain Monte Carlo-based approaches for inference in computationally intensive inverse problems (2003) (80)
The Variational Bayesian EM Algorithm for Incomplete Data : with Application to Scoring Graphical Model Structures (2003) (80)
The Markov Modulated Poisson Process and Markov Poisson Cascade with Applications to Web Traffic Modeling (2002) (76)
The Relevance of Stopping Rules in Statistical Inference (1988) (73)
Estimating Shape Constrained Functions Using Gaussian Processes (2016) (72)
Posterior model probabilities via path‐based pairwise priors (2005) (68)
Parallel partial Gaussian process emulation for computer models with massive output (2016) (66)
Robust Gaussian stochastic process emulation (2017) (61)
Minimax Estimation of a Normal Mean Vector for Arbitrary Quadratic Loss and Unknown Covariance Matrix (1977) (61)
A Bayesian analysis of the thermal challenge problem (2008) (61)
Reply to Discussion (1988) (58)
Objective Priors for Discrete Parameter Spaces (2012) (58)
Bayesian Robustness and the Stein Effect (1982) (56)
Particle Learning for Sequential Bayesian Computation (2010) (55)
The Effective Sample Size (2014) (54)
Noninformative Priors and Bayesian Testing for the AR(1) Model (1994) (54)
Bayesian and Frequentist Approaches to Parametric Predictive Inference (1999) (54)
Subjective Hierarchical Bayes Estimation of a Multivariate Normal Mean: On the Frequentist Interface (1990) (54)
Automating Emulator Construction for Geophysical Hazard Maps (2014) (54)
Posterior propriety and admissibility of hyperpriors in normal hierarchical models (2005) (53)
Bayesian Statistics 8 (2007) (52)
Bayesian analysis of dynamic item response models in educational testing (2013) (52)
RobustGaSP: Robust Gaussian Stochastic Process Emulation in R (2018) (51)
Minimax estimation of a multivariate normal mean under arbitrary quadratic loss (1976) (51)
Lower bounds on Bayes factors for multinomial distributions, with application to chi-squared tests of fit (1990) (47)
On The Justification of Default and Intrinsic Bayes Factors (1996) (43)
Simultaneous Bayesian-frequentist sequential testing of nested hypotheses (1999) (43)
A Bayesian Analysis of the Cepheid Distance Scale (2003) (41)
Borrowing Strength: Theory Powering Applications – A Festschrift for Lawrence D. Brown (2010) (40)
Intervals for Posttest Probabilities: A Comparison of 5 Methods (2001) (40)
Noninformative priors for inferences in exponential regression models (1991) (40)
Estimation of Normal Means: Frequentist Estimation of Loss (1989) (40)
Semiparametric Bayesian Analysis of Selection Models (2001) (39)
Objective Bayesian Analysis for the Multivariate Normal Model (2006) (39)
Predicting Vehicle Crashworthiness: Validation of Computer Models for Functional and Hierarchical Data (2009) (39)
Generalized Bayes Estimators in Multivariate Problems (1978) (39)
Combining Independent Normal Mean Estimation Problems with Unknown Variances (1976) (39)
Integrated Objective Bayesian Estimation and Hypothesis Testing (2011) (36)
Bayesian Statistics 9 (2011) (36)
Intrinsic Estimation (2002) (34)
Statistical inference and Monte Carlo algorithms (1996) (34)
Bayesian testing of a parametric model versus non - parametric alternatives (2000) (34)
Bayesian robustness in bidimensional models: Prior independence (1994) (33)
Assessing Uncertainties in Traffic Simulation: A Key Component in Model Calibration and Validation (2004) (33)
Ranges of Posterior Probabilities for Quasiunimodal Priors with Specified Quantiles (1988) (32)
Robust Bayesian analysis of selection models (1998) (31)
Interpreting the stars in precise hypothesis testing (1991) (30)
Current Challenges in Bayesian Model Choice (2007) (30)
The application of robust Bayesian analysis to hypothesis testing and Occam's Razor (1992) (28)
On Truncation of Shrinkage Estimators in Simultaneous Estimation of Normal Means (1983) (28)
Unified Conditional Frequentist and Bayesian Testing of Composite Hypotheses (2003) (28)
PROBABILISTIC QUANTIFICATION OF HAZARDS: A METHODOLOGY USING SMALL ENSEMBLES OF PHYSICS-BASED SIMULATIONS AND STATISTICAL SURROGATES (2015) (28)
Tail Minimaxity in Location Vector Problems and Its Applications (1976) (26)
Bayesian Inference for Derivative Prices (2003) (26)
Minimax estimation of a multivariate normal mean under polynomial loss (1978) (26)
Bayesian input in Stein estimation and a new minimax empirical Bayes estimator (1984) (26)
Parameter inference for stochastic kinetic models of bacterial gene regulation : a Bayesian approach to systems biology (2010) (25)
Statistical Inverse Analysis for a Network Microsimulator (2005) (25)
[Testing Precise Hypotheses]: Rejoinder (1987) (24)
Statistical Foundations for the Validation of Computer Models (2002) (24)
Estimated confidence procedures for multivariate normal means (1989) (24)
Objective Priors for the Multivariate Normal Model (24)
Simulation Methods for Model Criticism and Robustness Analysis (1998) (24)
Pooling strength amongst limited datasets using hierarchical Bayesian analysis, with application to pyroclastic density current mobility metrics (2016) (23)
ESTIMATION OF QUADRATIC FUNCTIONS: NONINFORMATIVE PRIORS FOR NON-CENTRALITY PARAMETERS (1998) (23)
Estimating the mean function of a Gaussian process and the Stein effect (1983) (22)
Objective Bayes testing of Poisson versus inflated Poisson models (2008) (22)
Robust hierarchical Bayes estimation of exchangeable means (1991) (21)
Bayesian sequential reliability for Weibull and related distributions (1994) (21)
The Median Probability Model and Correlated Variables (2018) (21)
Natural induction: An objective bayesian approach (2009) (21)
Admissibility Results for Generalized Bayes Estimators of Coordinates of a Location Vector (1976) (20)
Robust Bayesian analysis of the binomial empirical Bayes problem (1993) (19)
Bayesian Methods for Analysis and Adaptive Scheduling of Exoplanet Observations (2011) (19)
Incoherent phylogeographic inference (2010) (19)
Prior Information and Subjective Probability (1985) (18)
Exact sampling for Bayesian inference : towards general purpose algorithms (1998) (18)
Bayesian Validation of a Computer Model for Vehicle Crashworthiness (2005) (17)
Coupling Computer Models through Linking Their Statistical Emulators (2018) (17)
External Bayesian analysis for computer simulators (2010) (17)
On the Statistical Formalism of Uncertainty Quantification (2019) (16)
On the Dangers of Modelling Through Continuous Distributions : A Bayesian Perspective (16)
Combining coordinates in simultaneous estimation of normal means (1983) (16)
Some Bayesian predictive approaches to model selection (2005) (15)
A CLASS OF MINIMAX ESTIMATORS OF A NORMAL MEAN VECTOR FOR ARBITRARY QUADRATIC LOSS AND UNKNOWN COVARIANCE MATRIX (1983) (14)
A Comparison of Testing Methodologies (2008) (13)
Approximations of Bayes decision problems: the epigraphical approach (1995) (13)
Eliminating Singularities of Stein-Type Estimators of Location Vectors (1976) (13)
Predicting retirement patterns: prediction for a multinomial distribution with constrained parameter space (1993) (12)
IMPROVED MINIMAX ESTIMATORS OF NORMAL MEAN VECTORS FOR CERTAIN TYPES OF COVARIANCE MATRICES (1977) (11)
RANKING, ESTIMATION AND HYPOTHESIS TESTING IN UNBALANCED TWO-WAY ADDITIVE MODELS - A BAYESIAN APPROACH (1993) (11)
Parametric Empirical Bayes Inference: Theory and Applications: Comment (1983) (11)
Prior-based Bayesian information criterion (2019) (11)
Chapter 4: Consequences and Criticisms of the Likelihood Principle and the Relative Lielihood Principle (1988) (11)
Discussion of David Freedman’s “Some Issues in the Foundations of Statistics” (1995) (11)
Bayesian Estimation of Fuel Economy Potential Due to Technology Improvements (1993) (10)
General Admissibility and Inadmissibility Results for Estimation in a Control Problem (1982) (10)
Robust Bayesian Hypothesis Testing in the Presence of Nuisance Parameters (1994) (9)
INCORPORATING PRIOR INFORMATION IN MINIMAX ESTIMATION OF THE MEAN OF A GAUSSIAN PROCESS (1982) (9)
Objective Priors for the Bivariate Normal Model with Multivariate Generalizations (2006) (9)
On the inadmissibility of unbiased estimators (1990) (8)
Statistical and Applied Mathematical Sciences Institute (SAMSI) (2006) (8)
Direct Bayes for Interest Parameters (2002) (8)
Hypothesis testing and model uncertainty (2013) (8)
Ockham's razor and Bayesian analysis. [statistical theory for systems evaluation] (1992) (8)
Bayesian Estimation of Manufacturing Effects in a Fuel Economy Model (1993) (8)
An objective prior for hyperparameters in normal hierarchical models (2020) (7)
Bayesian Nonparametric Modelling for Spatial Data Using Dirichlet Processes (2006) (7)
Bayesian Variable Selection for Random Intercept Modeling of Gaussian and non-Gaussian Data (2010) (7)
Minimaxity of Empirical Bayes Estimators Derived from Subjective Hyperpriors (1987) (7)
Nested Expectation Propagation for Gaussian Process Classification with a Multinomial Probit Likelihood (2012) (7)
Bayesian analysis of the covariance matrix of a multivariate normal distribution with a new class of priors (2020) (7)
BEHAVIOUR OF THE POSTERIOR DISTRIBUTION AND INFERENCES FOR A NORMAL MEAN WITH t PRIOR DISTRIBUTIONS (1992) (7)
Bayesian Inference for a Class of Poly-Weibull Distributions (1996) (6)
Exact convolution of t distributions, with applications to Bayesian inference for a normal mean with t prior distributions ∗ (1990) (6)
Robust Bayesian displays for standard inferences concerning a normal mean (2000) (6)
Model Selection when multiple imputation is used to protect confidentiality in public use data (2011) (6)
Analysis of Mixture Models Using Expected Posterior Priors, with Application to Classification of Gamma Ray Bursts (2001) (6)
Why should clinicians care about Bayesian methods (2001) (6)
PROBLEMS ON THE BAYESIAN/FREQUENTIST INTERFACE (2002) (6)
Applications and Limitations of Robust Bayesian Bounds and Type II MLE (1994) (5)
Properties of unified Bayesian-frequentist tests (1997) (5)
Space–time modeling of vertical ozone profiles (2003) (5)
Bayesian Nonparametric Shrinkage Applied to Cepheid Star Oscillations. (2012) (5)
On the prevalence of information inconsistency in normal linear models (2020) (5)
Some Recent Developments in Bayesian Analysis, with Astronomical Illustrations (1997) (5)
Bayesian variable selection in high dimensional problems without assumptions on prior model probabilities (2016) (5)
Optimal robust credible sets for contaminated priors (1993) (4)
New tools for consistency in Bayesian nonparametrics (2003) (4)
Utility and Loss (1980) (4)
Model Selection for Cepheid Star Oscillations (2000) (4)
OPTIMAL PREDICTIVE MODEL SELECTION 1 (2004) (4)
ESTIMATION OF MULTIPLE GAMMA SCALE-PARAMETERS: BAYES ESTIMATION SUBJECT TO UNIFORM DOMINATION (1986) (4)
The Bayesian Approach to Discovery (2011) (4)
Asymptotic Distribution of P Values in Composite Null Models: Rejoinder (2000) (4)
[The 1988 Wald Memorial Lectures: The Present Position in Bayesian Statistics]: Comment (1990) (3)
Objective Bayesian analysis under sequential experimentation (2008) (3)
Inadmissibility Results for the Best Invariant Estimator of Two Coordinates of a Location Vector (1976) (3)
Volcanic Hazard Assessment for an Eruption Hiatus, or Post-eruption Unrest Context: Modeling Continued Dome Collapse Hazards for Soufrière Hills Volcano (2020) (3)
A note on recent criticisms to Birnbaum's theorem (2017) (3)
Bayesian analysis with limited communication (1991) (3)
On the Ubiquity of Information Inconsistency for Conjugate Priors (2017) (3)
Default Analysis of Mixture Models Using Expected Posterior Priors (1999) (3)
Discussion: On the Consistency of Bayes Estimates (1986) (3)
Erratum: “A Bayesian Analysis of the Cepheid Distance Scale” (ApJ, 592, 539 [2003]) (2004) (3)
Bayesian Analysis of Cepheid Variable Data (1998) (2)
Statistical decision theory and related topics V: [The fifth Purdue International Symposium on Statistical Decision Theory and Related Topics, Purdue University, June 14-19, 1992] (1994) (2)
Comparison of Bayesian and Frequentist Multiplicity Correction for Testing Mutually Exclusive Hypotheses Under Data Dependence (2016) (2)
Additional References in the Discussion (1988) (2)
Bayesian Variable Selection in Linear Regression: Comment (1988) (2)
Bayesian Model Selection and Analysis for Cepheid Star Oscillations (2003) (2)
Chapter 3: The Likelihood Principle and Generalizations (1988) (2)
Monte carlo markov chain sampling for bayesian computation, with applications to constrained parameter spaces (1993) (2)
[Replication and Meta-Analysis in Parapsychology]: Comment (1991) (2)
A Statistical Approach to Modeling Genomic Aberrations in Cancer Cells (2003) (2)
Discussion: Construction of Improved Estimators in Multiparameter Estimation for Discrete Exponential Families (1983) (2)
TRAINING SAMPLES IN OBJECTIVE BAYESIAN MODEL SELECTION 1 (2004) (1)
Annual Review of Statistics and its Application On the Statistical Formalism of Uncertainty Quantification (2019) (1)
The intuitive idea that simple explanations are usually better than complicated ones now gets quantitative support from statistical methods (2016) (1)
Additional or Updated References (1988) (1)
Bayesian stochastic computation with application to model selection and inverse problems (2003) (1)
Discrimination Based on an Odds Ratio Parameterization (2002) (1)
Preposterior and Sequential Analysis (1985) (1)
Abraham Wald's Work on Aircraft Survivability: Comment (1984) (1)
Incorporating Uncertainties into Traffic Simulators (2007) (1)
Invited Discussion of the paper ``Bayesian Models for Variable Selection that Incorporate Biological Information'', by Vannucci, M, and Stingo, FC (2011) (1)
The stein effect and bayesian analysis: a reexamination (1986) (1)
The Interface Between Statistics and Philosophy of Science]: Comment (1988) (1)
A relationship between randomized manipulation and parameter independence (2003) (1)
Frequentist Properties of Bayesian Multiplicity Control for Multiple Testing of Normal Means (2020) (1)
Corrigendum to “Rejection odds and rejection ratios: A proposal for statistical practice in testing hypotheses” [Journal of Mathematical Psychology, 72, 90–103] (2019) (1)
Constrained empirical Bayes priors on regression coefficients (2017) (0)
Rejoinder to Bayesian models for sparse regression analysis of high dimensional data (2010) (0)
Multiple Testing: Some Contrasts Between Bayesian and Frequentist Approaches (2006) (0)
Particle Learning for Sequential Bayesian Computation – Rejoinder (2010) (0)
Discussion: An Ancillarity Paradox which Appears in Multiple Linear Regression (1990) (0)
Robust Gaussian Stochastic Process Emulation [R package RobustGaSP version 0.6.1] (2020) (0)
On the prevalence of information inconsistency in normal linear models (2020) (0)
Discussion by Bruce Hill (1988) (0)
Restricted Type II Maximum Likelihood Priors on Regression Coefficients (2017) (0)
Rejoinder by James Berger, Woncheol Jang, Surajit Ray, Luis R. Pericchi and Ingmar Visser (2019) (0)
A Bayes factor of a parametric model versus nonparametric alternatives (1999) (0)
Discussion by David Lane (1988) (0)
Index of Examples (1988) (0)
Gaussian process emulation of computer models with massive output (2016) (0)
Expected Utility Estimation via Cross-Validation (2003) (0)
PRIORS FOR THE BIVARIATE NORMAL MODEL By (2021) (0)
Some Recent Developments in Bayesian Variable Selection (2004) (0)
Bayesian methods for exoplanet science: Planet detection, orbit estimation, and adaptive observing (2010) (0)
Larry Brown’s Contributions to Parametric Inference, Decision Theory and Foundations: A Survey (2019) (0)
1 Title : Redefine Statistical Significance (2017) (0)
Rejoinder (2000) (0)
Bayesian robustness : proceedings of the Workshop on Bayesian Robustness, May 22-May 25, 1995, Rimini, Italy (1996) (0)
2 Noninformative Priors with a Known Stopping Rule 2 . 1 Notation and the Jeffreys-rule Prior (2007) (0)
Transparent Parametrizations of Models for Potential Outcomes (2021) (0)
Interpreting the Stars in Precise Hypothesis (1991) (0)
Book Reviews (2011) (0)
Chapter 5: Implementation of the Likelihood Principle (1988) (0)
Rejection Odds and Rejection Ratios: A Proposal for Statistical Practice in Testing Hypotheses (2015) (0)
Bayesian Robustness: Proceedings of the Workshop on Bayesian Robustness, May 22-25, 1995, Rimini, Italy (Vol. 29, Institute of Mathematical Sciences Lecture Notes-Monograph Series) (1999) (0)
Using TPA for Bayesian inference: a discussion (2010) (0)
Complete and Essentially Complete Classes (1985) (0)
Chapter 2: Conditioning (1988) (0)
Errata and Clarifications (1988) (0)
Rejoinder on: Natural induction: An objective Bayesian approach (2009) (0)
Rejoinder to Discussions by J. K. Ghosh, Tapas Samanta and Fulvio De Santis (2001) (0)
Discussion by Lucien Le Cam (1988) (0)
[The Axioms of Subjective Probability]: Comment (1986) (0)
Efficient use of flow simulations for developing probabilistic hazard maps (2012) (0)
Hierarchical Bayesian modelling of mobility metrics for hazard model input calibration (2015) (0)
Discussion by M. J. Bayarri and M. H. DeGroot (1988) (0)
Redefine statistical significance (2017) (0)
Discussion of the paper 'Bayesian Time Series' by Aguilar, Huerta, Prado and West (1998) (0)
Rejoinder to Article by Berger, Bernardo, and Sun (2015) (0)
[Developments in Decision-Theoretic Variance Estimation]: Comment (1990) (0)

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