Al Labadi, Luai and Zarepour, Mahmoud (2013).
Goodness of Fit Tests Based on the Distance
between the Dirichlet Process and its Base
Measure, Submitted.
Al Labadi, Luai and Zarepour, Mahmoud (2013).
Goodness of Fit Tests Based on the Distance
between the Dirichlet Process and its Base
Measure, Submitted.
Al Labadi, Luai and Zarepour, Mahmoud
(2013). On Simulations from the Two-Parameter Poisson-Dirichlet Process
and the Normalized Inverse-Gaussian Process. Submitted.
Al Labadi, Luai and Zarepour, Mahmoud (2013). A
Bayesian Nonparametric Goodness of Fit Test for Right Censored
Data Based on Approximate Samples from the Beta-Stacy Process. To appear
in Canadian Journal of Statistics.
Al Labadi, Luai and Zarepour, Mahmoud
(2013). On Asymptotic Properties and Almost Sure Approximation of the
Normalized Inverse-Gaussian Process. To appear in Bayesian Analysis.
Mao, J., McDonald, D. R., and Zarepour, M.
(2013). A nonparametric on-line quality control procedure for
vectorial observations. Journal of Nonparametric Statistics, 1, 21-32.
Mahmoud Zarepour, Luai Al Labadi (2012).
On a Rapid Simulation of the Dirichlet Process. Statistics
and Probability Letters, 82, 916-924.
Roknossadati, S. M. and Zarepour, M. (2011).
M-estimation for Near Unit Roots in Spatial Autoregression with Infinite
Variance. Statistics, 45:4, 337-348.
Roknossadati, S. M. and Zarepour, M. (2010).
M-estimation for a Spatial Unilateral Autoregressive Model with Infinite
Variance Innovations. Econometric Theory, Volume 26, 1663-1682.
Ishwaran, H. , James, L. F. and
Zarepour, M. (2009).
An alternative to m out of n bootstrap.
Journal of Statistical Planning and Inference, Volume 39,
pages 788-801.
Ishwaran, H. and Zarepour, M. (2009). Series Representations for
Multivariate Generalized Gamma
Processes via a Scale Invariance Principle, Statistica Sinica 19,
1665-1682.
Ishwaran, H. Jahandideh, M. T. and Zarepour, M. (2008). Option Pricing for
infinite variance data. Statistics, 42(03), pages 245 - 260.
Zarepour, M., Bedard, T. and Dabrowski, A. R. (2008). Return and Value at
risk using the Dirichlet process. Applied Mathematical Finance, Volume 15,
Issue 3,pages 205-218.
Zarepour, M. and Roknossadati, S. M. (2008). Multivariate autoregression of
order
one with infinite variance innovations. Econometric Theory, Volume 24
, Issue 03, 677-695.
Ishwaran, H. and Zarepour, M. (2003). Random
probability measures
via Polya sequences: revisiting the Blackwell-MacQueen urn scheme.
ArXiv:math.PR/030904.
Zarepour, M.; Banjevic, D. (2002). A note on maximum autoregressive
processes of
order 1. Journal of Time Series Analysis, 23, no. 5, 619-626.
Ishwaran, Hemant; Zarepour, Mahmoud (2002). Dirichlet prior sieves
in finite normal mixtures. Statistica Sinica 12, no. 3, 941-963.
Ishwaran, Hemant; Zarepour, Mahmoud (2002). Exact and approximate sum
representations for the Dirichlet process. Canadian Journal of Statistics,
30, no. 2, 269-283.
Banjevic, Dragan; Ishwaran, Hemant; Zarepour, Mahmoud (2002).
A recursive method for functionals of Poisson processes. Bernoulli 8, no. 3, 295--311.
Ishwaran, Hemant; Zarepour, Mahmoud (2000). Markov chain Monte Carlo in
approximate
Dirichlet and beta two-parameter process hierarchical models.
Biometrika 87,
no. 2, 371-390.
Zarepour, M.; Knight, K.(1999). Bootstrapping unstable first order
autoregressive process
with errors in the domain of attraction of stable law. Stochastic
Models 15, no. 1, 11-27.
Zarepour, M.; Knight, K. (1999). Bootstrapping point processes with some
applications. Stochastic Process and Their Application, 84, no. 1, 81-90.
Zarepour, M. (1999). Bootstrapping convex hulls. Statistics and
Probability Letters, 45, no. 1, 55-63.
Zarepour, M. (1997). Some topics on infinite
Varaiance Random Variables, PhD thesis, University of Toronto.