Selected Statistical Papers of Sir David Cox

by David Cox , Edited by D. J. Hand , A. M. Herzberg

• ISBN13: 9780521849401
• ISBN10: 0521849403
• Format: Hardcover
• Copyright: 2006-02-20
• Publisher: Cambridge University Press

Summary

Sir David Cox is one of the seminal statistical thinkers of the twentieth and twenty-first centuries. In this selection of his work, Professor Cox reviews his most influential and interesting papers published before 1993. Each paper is the subject of a candid commentary written especially for this collection. In these he describes the context in which the papers arose and their subsequent influence. He also identifies avenues for future research. Organized in two volumes and grouped by theme, the papers and commentaries provide excellent coverage of many of the most significant advances in statistics in recent times.

Table of Contents

Foreword	ix
D. J. Hand
A. M. Herzberg
Preface	xi
D. R. Cox
Foundations of Statistical Inference	1	(92)
Commentaries	3	(6)
Original papers	9	(84)
Some problems connected with statistical inference	9	(16)
The choice between alternative ancillary statistics	25	(6)
The role of significance tests	31	(16)
Statistical significance tests	47	(8)
Foundations of statistical inference: the case for eclecticism	55	(14)
Theory and general principle in statistics	69	(6)
Role of models in statistical analysis	75	(6)
Causality: some statistical aspects	81	(12)
Theoretical Statistics	93	(252)
Commentaries	95	(12)
Original papers	107	(238)
Tests of separate families of hypotheses	107	(20)
Further results on tests of separate families of hypotheses	127	(20)
Fieller's theorem and a generalization	147	(6)
A note on the efficiency of least-squares estimates (with D. V. Hinkley)	153	(6)
The continuity correction	159	(2)
Prediction intervals and empirical Bayes confidence intervals	161	(10)
A note on data-splitting for the evaluation of significance levels	171	(4)
Partial likelihood	175	(8)
A note on partially Bayes inference and the linear model	183	(4)
A note on empirical Bayes inference in a finite Poisson process	187	(4)
Edgeworth and saddle-point approximations with statistical applications (with O. E. Barndorff-Nielsen)	191	(22)
Local ancillarity	213	(8)
Some remarks on overdispersion	221	(6)
Effective degrees of freedom and the likelihood ratio test	227	(8)
The effect of sampling rules on likelihood statistics (with O. E. Barndorff-Nielsen)	235	(18)
Two new tests associated with analysis of variance (with A. Azzalini)	253	(10)
Barlett adjustments to the likelihood ratio statistic and the distribution of the maximum likelihood estimator (with O. E. Barndorff-Nielsen)	263	(14)
Some general aspects of the theory of statistics	277	(10)
Invariants and likelihood ratio statistics (with P. McCullagh)	287	(12)
Approximations to noncentral distributions (with N. Reid)	299	(10)
Parameter orthogonality and approximate conditional inference (with N. Reid)	309	(20)
An approximation to maximum likelihood estimates in reduced models (with N. Wermuth)	329	(16)
Time Series	345	(62)
Commentaries	347	(4)
Original papers	351	(56)
Prediction by exponentially weighted moving averages and related methods	351	(10)
Statistical analysis of time series: some recent developments	361	(18)
Long-range dependence: a review	379	(20)
Long-range dependence, non-linearity and time irreversibility	399	(8)
Stochastic Processes	407	(156)
Commentaries	409	(8)
Original papers	417	(146)
The superposition of several strictly periodic sequences of events (with W. L. Smith)	417	(12)
On the superposition of renewal processes (with W. L. Smith)	429	(10)
A use of complex probabilities in the theory of stochastic processes	439	(8)
The analysis of non Markovian stochastic processes by the inclusion of supplementary variables	447	(10)
On a statistical problem of E. A. Milne (with A. M. Herzberg)	457	(12)
A low traffic approximation for queues (with P. Bloomfield)	469	(10)
A bivariate point process connected with electronic counters (with V. Isham)	479	(12)
The virtual waiting-time and related processes (with V. Isham)	491	(16)
Spatial modelling of total storm rainfall (with I. Rodriguez-Iturbe and P. S. Eagleson)	507	(24)
Some models for rainfall based on stochastic point processes (with I. Rodriguez-Iturbe and V. Isham)	531	(20)
A simple spatial-temporal model of rainfall (with V. Isham)	551	(12)
Publications of Sir David Cox	563	(24)
Acknowledgements	587