Bibserver information:

Books:

  1. Empirical Process with Applications to Statistics
    (with Galen R. Shorack). Wiley, New York, 1986
    Math Reviews 88e:60002
    Citations as of 8/24/07
     
  2. Information Bounds and Nonparametric Maximum Likelihood Estimation
    (with Piet Groeneboom). DMV Seminar 19. Birhauser Verlag, Basel, 1992.
    Math Reviews 94k:62056
    Citations as of 8/24/07
     
  3. Efficient and Adaptive Estimation for Semiparametric Models
    (with Peter J. Bickel, Chris A. J. Klaassen, and Ya'acov Ritov).
    Johns Hopkins University Press, Baltimore.
    Math Reviews 94m:62007
    Citations as of 8/24/07
     
  4. Weak Convergence and Empirical Processes, With Applications to Statistics
    (with Aad W. van der Vaart). Springer-Verlag, New York.
    Math Reviews 97g:60035
    Citations as of 8/24/07
     

Refereed Papers:

  1. A martingale inequality for the empirical process.
    Ann. Probability 5 (1977), 303-308.
    Math Reviews 55 #9243; Zbl 0369.60051
     
  2. A Glivenko-Cantelli theorem and strong laws of large numbers for functions of order statistics.
    Ann. Statist. 5 (1977), 473-480. Correction, Ann. Statist. 6 1394.
    Math Reviews 58 #31359a,b; Zbl 0365.62045
     
  3. Distributions related to linear bounds for the empirical distribution function.
    Ann. Statist. 5 (1977), 1003-1016.
    Math Reviews 56 #16873; Zbl 0368.62027
     
  4. A law of the iterated logarithm for functions of order statistics.
    Ann. Statist. 5 (1977), 481-494.
    Math Reviews 55 #9244; Zbl 0365.62046
     
  5. Linear bounds for the empirical distribution function.
    Ann. Probability 6 (1978), 349-353. (with G. R. Shorack)
    Math Reviews 57 #7743; Zbl 0376.60034
     
  6. Oscillating Brownian motion.
    J. Appl. Prob. 15 (1978), 300-310. (with J. Keilson)
    Math Reviews 57 #14164; Zbl 0391.60072
     
  7. A strong invariance theorem for the strong law of large numbers.
    Ann. Probability 6 (1978), 673-679.
    Math Reviews 58 #2999; Zbl 0377.60034
     
  8. Limit theorems for the ratio of the empirical distribution function to the true distribution function.
    Z. Wahrscheinlichkeitstheorie verw. Gebiete 45 (1978), 73-88.
    Math Reviews 58 #31356; Zbl 0382.60031
     
  9. Permutation tests for directional data.
    Ann. Statist. 7 (1979), 929-964.
    Math Reviews 80h #62036; Zbl 0417.62044
     
  10. The rate of convergence in law of the maximum of an exponential sample.
    Statistica Neerlandica 33 (1979), 151-154. (with W. J. Hall)
    Math Reviews 80k #60029; Zbl 0417.62013
     
  11. Confidence bands for a survival curve from censored data.
    Biometrika 67 (1980), 133-143. (with W. J. Hall)
    Math Reviews 81i #62083; Zbl 0423.62078
     
  12. A Glivenko-Cantelli theorem for empirical measures of independent but not identically distributed random variables.
    Stochastic Processes and Their Applications 11 (1981), 309-312.
    Math Reviews 82k #60054; Zbl 0458.60023
     
  13. Limit theorems and inequalities for the uniform empirical process indexed by intervals.
    Ann. Probability 10 (1982), 639-652. (with G. R. Shorack)
    Math Reviews 84f #60041; Zbl 0497.60026
     
  14. Asymptotic optimality of the product limit estimator.
    Ann. Statist. 10 (1982), 595-602.
    Math Reviews 84d #62095; Zbl 0489.62036
     
  15. Information and asymptotic efficiency in parametric-nonparametric models.
    Ann. Statist. 11 (1983), 432-452. (with Janet M. Begun, W. J. Hall, and Wei-Min Huang)
    Math Reviews 85k #62066; Zbl 0526.62045
     
  16. Significance points for some tests of uniformity on the sphere.
    J. Statist. Comp. Simul. 17 (1983), 195-218. (with J. Keilson, D. Petrondas, and U. Sumita)
    Math Reviews 86c #62065; Zbl 0533.62046
     
  17. Strong limit theorems for oscillation moduli of the uniform empiricial process.
    Z. Wahrscheinlichkeitstheorie verw. Gebiete 65 (1983), 83-97. (with David M. Mason and G. R. Shorack)
    Math Reviews 85f #60048; Zbl 0506.60025
     
  18. Some properties of weighted multivariate empirical processes.
    Statistics and Decisions 2 (1984), 199-223. (with F. H. Ruymgaart)
    Math Reviews 87i:60028; Zbl 0548.60023
     
  19. A heavy censoring limit theorem for the product limit estimator.
    Ann. Statist. 13 (1985), 150-162.
    Math Reviews 86f #62071, Zbl 0609.62061
     
  20. Large sample theory of empirical distributions in biased sampling models.
    Ann. Statist. 16 (1988), 1069 - 1112. (with Richard Gill and Yehuda Vardi).
    Math Reviews 89i:62061; Zbl 0668.62024.
     
  21. A characterization of weak convergence of weighted multivariate empirical processes.
    Acta. Sci. Math. 52 (1988), 191 - 205. (with J. H. J. Einmahl and F. H. Ruymgaart).
    Math Reviews 89g:60120; Zbl 0655.60018.
     
  22. Efficient estimation of linear functionals of a probability measure P with known marginal distributions.
    Ann. Statist. 19 (1991), 1316 - 1346. (with Peter Bickel and Ya'acov Ritov).
    Math Reviews 92i:62064; Zbl 0742.62034.
     
  23. Uniform Donsker classes of functions.
    Ann. Probability 20 (1992), 1983 - 2030. (with Anne Sheehy).
    Math Reviews 94f:60039; Zbl 0763.60012.
     
  24. Empirical Processes in Action: A Review.
    Int. Statistical Review 60 (1992), 247 - 269.
    Zbl 757.62028
     
  25. Existence and consistency of maximum likelihood in upgraded mixture models.
    J. Mult. Anal. 43 (1992), 133 - 146. (with Aad van der Vaart).
    Math Reviews 93j:62140; Zbl 0752.62026.
     
  26. Exchangeably weighted bootstraps of the general empirical process.
    Ann. Probability 21 (1993), 2053 - 2086. (with Jens Praestgaard).
    Math Reviews 94k:60054; Zbl 792.62038
     
  27. Covariance formulas via marginal martingales.
    Statistica Neerlandica, 48 (1994), 201 - 207.
    Math Reviews 96b:62158; Zbl 0829.62097.
     
  28. Estimation of a monotone density or monotone hazard under random censoring.
    Scand. J. Statist. 22 (1995), 3 - 33. (with Jian Huang).
    Math Reviews 96h:62068; Zbl 0827.62032.
     
  29. Inefficient estimators of the bivariate survival function for three models.
    Ann. Inst. Henri Poincaré 31 (1995), 545 - 597. (with Richard Gill and Mark van der Laan).
    Math Reviews 96f:62060; Zbl 0855.62024.
     
  30. Asymptotic normality of the NPMLE of the mean for interval censored data, case I.
    Statistica Neerlandica 49 (1995), 153 - 163. (with Jian Huang).
    Math Reviews 96g:62072; Zbl 0832.62029.
     
  31. On the distribution of Brownian areas.
    Ann. Appl. Probability 6 (1996), 1091 - 1111. (with M. Perman).
    Math Reviews 97m:60119; Zbl 0870.60035.
     
  32. Efficient Estimation in the Bivariate Normal Copula Model: Normal Margins are Least-Favorable.
    Bernoulli 3 (1997), 55 - 77. (with C.A.J. Klaassen).
    Math Reviews 98m:62102; Zbl 0877.62055
     
  33. A hybrid algorithm for computation of the NPMLE from censored data.
    J. Amer. Statist. Assoc. 92 (1997), 945 - 959. (with Yihui Zhan).
    Math Reviews 98f:62114; Zbl 0889.62026
     
  34. Necessary and sufficient conditions for weak consistency of the median of independent but not identically distributed random variables.
    Ann. Statistics 26 (1998), 672 - 691. (with Ivan Mizera).
    Math Reviews 99d:62020; Zbl 0934.62052
     
  35. Uniform convergence in some limit theorems for multiple particle systems.
    Stoch. Processes and their Applic. 72 (1997), 47 - 72. (with Evarist Giné).
    Math Reviews 99c:60042; Zbl 0942.60015
     
  36. Integrated Brownian motion, conditioned to be positive.
    Ann. Probability 27 (1999), 1283 - 1303. (with Piet Groeneboom and Geurt Jongbloed).
    Math Reviews 2000i:60092; Zbl 0983.60078
     
  37. Current status regression.
    Mathematical Methods of Statistics 8 (1999), 407-425. (with S.A. Murphy and A. W. van der Vaart).
    Math Reviews 2001a:62126; Zbl 1033.62021
     
  38. On the semiparametric efficiency of logistic regression under case-control sampling.
    Bernoulli 6 (2000), 447 - 455. (with N. E. Breslow and J. M. Robins).
    Math Reviews 2001c:62053; Zbl 0965.62033
     
  39. Two estimators of the mean of a counting process with panel count data.
    Ann. Statist. 28 (2000), 779 - 814. (with Ying Zhang).
    Math Reviews 2001i:62038 ; Zbl 1105.62372
     
  40. Computing Chernoff's distribution.
    J. Comp. Graphical Statist. 10 (2001), 388 - 400. (with Piet Groeneboom).
    Math Reviews 1939706
     
  41. Stochastic analysis of shell sort.
    Algorithmica 31 (2001), 442-457. (with Robert Smythe).
    Math Reviews 2002h:68041; Zbl 1064.68034
     
  42. Computing the covariance of two Brownian area integrals.
    Statistica Neerl. 56 (2002), 101 - 109. (with Robert Smythe).
    Math Reviews 2003b:62146; Zbl 1090.65512
     
  43. Consistency of semiparametric maximum likelihood estimators for two-phase, outcome dependent sampling.
    Canad. J. Statist. 29 (2001), 269 - 288. (with A.W. van der Vaart).
    Math Reviews 2002g:62039; Zbl 0976.62017
     
  44. A canonical process for estimation of convex functions: the ``invelope'' of integrated Brownian motion + t4 .
    Ann. Statist. 29 (2001), 1620 - 1652. (with Piet Groeneboom and Geurt Jongbloed).
    Math Reviews 2003c:62075; Zbl 1043.62026.
     
  45. Estimation of a convex function: characterizations and asymptotic theory .
    Ann. Statist. 29 (2001), 1653 - 1698. (with Piet Groeneboom and Geurt Jongbloed).
    Math Reviews 2003a:62047; Zbl 1043.62027.
     
  46. Likelihood ratio tests for monotone functions.
    Ann. Statist. 29 (2001), 1699 - 1731. (with Moulinath Banerjee).
    Math Reviews 2003c:62072; Zbl 1043.62037.
     
  47. Asymptotic analysis of (3,2,1)-Shellsort.
    Random Structures and Algorithms 21 (2002), 59 - 75. (with R. T. Smythe).
    Math Reviews 2004m:68299; Zbl 1037.68049
     
  48. Large sample theory for semiparametric regression models with two-phase outcome dependent sampling.
    Ann. Statist. 31 (2003), 1110-1139. (with B. McNeney and N. Breslow). Via the Berkeley Electronic Press
    Math Reviews 2004m:62103; Zbl 1105.62335
     
  49. Information bounds for Cox regression models with missing data.
    Ann. Statist. 32 (2004), 723 - 753. (with Bin Nan and Mary Emond).
    Math Reviews 2005c:62032;   Zbl 1097.62097;   arXiv:math.ST/0406452
     
  50. Confidence intervals for current status data.
    Scand. J. Statist. 32 (2005), 404 - 425. (with Moulinath Banerjee).
    Math Reviews 2204627; Zbl 1070.62087
     
  51. Weighted likelihood for semiparametric models and two-phase stratified samples, with application to Cox regression.
    Scand. J. Statist. 34 (2007), 86 - 102. (with Norman Breslow)
    Math Reviews 2325244; Zbl pre05220320
     
  52. Entropy estimate for high dimensional monotonic functions.
    Journal of Multivariate Analysis 98 (2007), 1751-1764. (with Fuchang Gao)
    Math Reviews 2392431;   Zbl pre05242920;   arXiv:0512641
     
  53. Two likelihood-based semiparametric estimation methods for panel count data with covariates.
    Ann. Statist. 35 (2007), 2106-2142. (with Ying Zhang)
    Math Reviews 2363965; Zbl 1126.62084
     
  54. Goodness-of-fit tests via phi-divergences.
    Ann. Statist. 35 (2007), 2018-2053. (with Leah Jager)
    Math Reviews 2363962; Zbl 1126.62030
     
  55. Estimation of a k-monotone density: limit distribution theory and the spline connection.
    Ann. Statist. 35 (2007), 2536-2564. (with Fadoua Balabdaoui)
    Math Reviews 2382657; Zbl 1129.62019
     
  56. Current status data with competing risks: consistency and rates of convergence of the MLE.
    Ann. Statist. 36 (2008), 1031-1063. (with Piet Groeneboom and Marloes Maathuis)
     
  57. Current status data with competing risks: limiting distribution of the MLE.
    Ann. Statist. 36 (2008), 1064-1089. (with Piet Groeneboom and Marloes Maathuis)
     
  58. Inconsistency of the MLE for the joint distribution of interval-censored survival times and continuous marks.
    Scand. J. Statist. 35 (2008), 83-103. (with Marloes Maathuis)
    Math Reviews 2391560;   arXiv:0509084
     
  59. A Z-theorem with estimated nuisance parameters
    and correction note for `Weighted likelihood for semiparametric models and two-phase stratified samples, with application to Cox regression'.
    Scand. J. Statist. 35 (2008), 186-192. (with Norman Breslow)
    Math Reviews 2391566
     
  60. The support reduction algorithm for computing nonparametric function estimates in mixture models.
    Scand. J. Statist. 35 (2008), 385-399. (with G. Jongbloed and P. Groeneboom).
    arXiv:math.ST/0405511
     
  61. Limit distribution theory for maximum likelihood estimation of a log-concave density.
    Ann. Statist., to appear. (with Kaspar Rufibach and Fadoua Balabdaoui)
    arXiv:0708.3400

Miscellaneous (not - refereed or lightly refereed) papers:

  1. Monte-Carlo of two-dimensional Brownian sheets.
    Statistical Inference and Related Topics, Vol. 2,
    Proc. of the Summer Research Inst. on Statistical Inference and Related Topics.
    (1975) 54-75.
    Math Reviews 51 #14223
     
  2. Mean residual life. Statistics and Related Topics.
    (1981) 169 - 184. North-Holland (with W. J. Hall)
    Math Reviews 83k:62136
     
  3. Asymptotic efficiency of relative risk estimates.
    In Contributions to Statistics, Essays in Honour of Norman L. Johnson, (1983) 47-62.
    North-Holland (with Janet M. Begun)
    Math Reviews 85d:62004;   Math Reviews 85f:62057
     
  4. Glivenko-Cantelli theorems.
    Encyclopedia of Statistical Science. (1983).
    N. L. Johnson and S. Kotz, editors. (with P. Gaenssler)
     
  5. Semiparametric Models: Progress and Problems.
    Bull. Int. Stat. Inst. 51(4) (1985), 23.1.1 - 23.1.20.
    (A revised version also appeared in the December 1985 issue of the
    CWI Newsletter, Centrum voor Wiskunde en Informatica, Amsterdam.)
    Math Reviews 87h #62036, Math Reviews 88b:62030
     
  6. Processes, Empirical. Encyclopedia of Statistical Science. (1986).
    N. L. Johnson and S. Kotz, editors.
     
  7. Censoring, martingales, and the Cox model.
    Contemporary Mathematics, Statistical Inference from Stochastic Processes 80 (1988), 191 - 219.
    American Mathematical Society, Providence. (with Ya'acov Ritov).
    Math Reviews 90k:62217; Zbl 0684.62072.
     
  8. Discussion of:
    ``Non- and semiparametric maximum likelihood estimators and the von Mises method (Part I)" by Richard Gill.
    Scand. J. Statist. 16 (1989), 124 - 127.
    Math Reviews 91d:62042
     
  9. Bootstrap limit theorems: a partial survey.
    In Nonparametric Statistics and Related Topics, 313 - 329,
    A.K.Md.E. Saleh, editor (1992). Elsevier, Amsterdam.
    Math Reviews 94a:62001, 94f:62080
     
  10. Kac empirical processes and the bootstrap.
    Proceedings of the Eighth International Conference in Banach Spaces, 411 - 429,
    M. Hahn and J. Kuelbs, editors, (1992). Birkhäuser, Boston. (with Chris Klaassen).
    Math Reviews 94b:60004; Math Reviews 94j:60040; Zbl 802.60030
     
  11. Problem 291 (A Poisson process problem). Statistica Neerlandica 46 (1992), 299.
     
  12. Interval censoring case 2: an exploration of alternative hypotheses.
    In Analysis of Censored Data, Proceedings of the Workshop on Analysis of Censored Data,
    December 28, 1994 - January 1, 1995, University of Pune, Pune, India,
    IMS Lecture Notes - Monograph Series 27 (1995), 271 - 291. H. L. Koul and J. V. Deshpande, editors.
    Math Reviews 98g:62003; Zbl 0876.62044.
     
  13. Discussion of: Empirical Processes and Applications by Evarist Giné.
    Bernoulli 2 (1996), 29 - 37. 
    Math Reviews 97e:60060
     
  14. Semiparametric Inference and Models (with Peter J. Bickel, C.A.J. Klaassen, and Y. Ritov).
    Encyclopedia of Statistical Sciences, (1998).
    Update Volume 2, 602 - 614. S. Kotz, C. R. Read, D. L. Banks, editors. Wiley, New York.
     
  15. Interval censored survival data: a review of recent progress (with J. Huang).
    (1997). In Proceedings of the First Seattle Symposium in Biostatistics: Survival Analysis, Lecture Notes in Statistics 123, 123 - 169.
    Math Reviews 99i:62066; Zbl 0916.62077.
     
  16. Regression models with interval censoring (with J. Huang).
    (1996). In Probability theory and mathematical statistics, pages 269 - 296.
    I. A. Ibragimov and A. Yu. Zaitsev, editors. Gordon and Breach, Amsterdam.
    Math Reviews 99i:62066; Zbl 0865.62043.
     
  17. Problem 10836, American Mathematical Monthly 107 (2000), 864.
    American Mathematical Monthly 108 (2001), 980-981.
    Math Reviews 1543759;   Math Reviews 1543974
     
  18. Application of Convolution Theorems in Semiparametric Models with non-i.i.d. Data (with B. McNeney).
    Proceedings of Prague Workshop on Contemporary Statistics,
    J. Statistical Planning and Inference 91 (2000), 441-480.
    Math Reviews 2001i:62001;   Math Reviews 1814795; Zbl 0970.62031.
     
  19. Preservation theorems for Glivenko-Cantelli and Uniform Glivenko-Cantelli classes (with A. W. van der Vaart).
    High Dimensional Probability II, 115-133. Birkhauser, Boston, (2000).
    Editors David M. Mason, Evarist Gin\'e, and Jon A. Wellner
    Math Reviews 2002j:60053
     
  20. Some converse limit theorems for exchangeable bootstraps.
    State of the Art in Probability and Statistics; Festschrift for Willem R. van Zwet,
    Institute of Mathematical Statistics Lecture Notes--Monograph Series, Vol. 36 (2001), 593-606.
    Math Reviews 2002j:62062
     
  21. A semiparametric regression model for panel count data: when do pseudo-likelihood
    estimators become badly inefficient?     (with Ying Zhang and Hao Liu).
    Proceedings of the Second Seattle Symposium in Biostatistics: Analysis of Correlated Data,
    Lecture Notes in Statistics, 179 (2005), Springer-Verlag, New York. D.Y. Lin and P. J. Heagerty, editors.
    Math Reviews 2005j:62008;   Math Reviews 2129400
     
  22. A note on the asymptotic distribution of Berk-Jones type statistics under the null hypothesis (with Vladimir Koltchinskii).
    High Dimensional Probability III, 321-332.
    Editors J. Hoffmann-Jørgensen, and Michael B. Marcus, and Jon A. Wellner. Birkhäuser, Boston; (2003).
    Math Reviews 2004j:60005;   Math Reviews 2033896; Zbl 1042.62009.
     
  23. Gaussian white noise models: some results for monotone functions.
    In Crossing Boundaries: Statistical Essays in Honor of Jack Hall.
    IMS Lecture Notes-Monograph Series, Volume 43, 87 - 104.
    J. E. Kolassa and D. Oakes, editors.
    Math Reviews 2005k:62096
     
  24. Ratio limit theorems for empirical processes (with Evarist Giné and Vladimir Koltchinskii).
    Stochastic Inequalities and Applications,
    Proceedings of the Euro-Conference on Stochastic Inequalities held at Barcelona, June 18-22, 2002, 249-278.
    Progr. Probab., 56, Birkhäuser, Basel; (2003).
    Evarist Giné, Christian Houdré, and David Nualart, eds.
    Math Reviews 2005k:60060
     
  25. High Dimensional Probability III.
    Co-edited with J. Hoffmann-Jørgensen and Michael B. Marcus.
    Birkhäuser, Boston; (2003).
    Math Reviews 2004j:60005; Zbl 1029.00032.
     
  26. Score statistics for current status data: comparisons with likelihood ratio and Wald statistics (with Moulinath Banerjee).
    International Journal of Biostatistics 1, article 3.
    Math Reviews 2232228
     
  27. On the ``Poisson boundaries'' of the family of weighted Kolmogorov statistics (with Leah Jager).
    In A Festschrift for Herman Rubin.
    Institute of Mathematical Statistics, Lecture Notes-Monograph Series, Vol. 45, 319 - 331. IMS, Beachwood, Ohio.
    Math Reviews 2006f:62045
       
  28. Semiparametric models: a review of progress since BKRW (1993)
    In Frontiers in Statistics (2006), 25 - 44. Imperial College Press, London. J. Fan and H. Koul, editors.
    MR2325995
     
  29. Marshall's lemma for convex density estimation (with Lutz Duembgen and Kaspar Rufibach).
    In Asymptotics, Particles, Processes, and Inverse Problems; Festschrift for Piet Groeneboom.
    Institute of Mathematical Statistics, Lecture Notes-Monograph Series, Vol. 55, 101-07. IMS, Beachwood, Ohio.
     
  30. A Kiefer-Wolfowitz theorem for convex densities (with Fadoua Balabdaoui).
    In Asymptotics, Particles, Processes, and Inverse Problems; Festschrift for Piet Groeneboom.
    Institute of Mathematical Statistics, Lecture Notes-Monograph Series, Vol. 55, 1-31. IMS, Beachwood, Ohio.
     
  31. Empirical processes indexed by estimated functions (with Aad W. van der Vaart).
    In Asymptotics, Particles, Processes, and Inverse Problems; Festschrift for Piet Groeneboom.
    Institute of Mathematical Statistics, Lecture Notes-Monograph Series, Vol. 55, 234-252/ IMS, Beachwood, Ohio.
     
  32. On an exponential bound for the Kaplan-Meier estimator
    Lifetime Data Analysis 13, 481 - 496.
    MR2394284