Zarepour, Mahmoud and Habibi Reza (2023).
A quasi Bayesian change point detection with exchangeable weights. Journal of Statistical Planning and Inference, Volume 222, 226-240.
Zarepour, Mahmoud and Habibi Reza (2023).
A quasi Bayesian change point detection with exchangeable weights. Journal of Statistical Planning and Inference, Volume 222, 226-240.
Hosseini, Reyhaneh and Zarepour, Mahmoud (2021).
Bayesian bootstrapping for symmetric distributions. Statistics, 55, 3, 711-732
Hosseini, Reyhaneh and Zarepour, Mahmoud (2021).
A consistent Bayesian bootstrap for chi-squared goodness-of-fit test
using a Dirichlet prior. Communications in Statistics Theory and
Methods, 50, 8, 1756-1773.
Karimnezhad Ali and Zarepour, Mahmoud (2020).
A General Guide in Bayesian and Robust Bayesian Estimation Using
Dirichlet Processes. Metrika, 83, 321-346.
Qi Weinan and Zarepour, Mahmoud (2019).
On resampling schemes for uniform polytopes. Journal of
Applied Probability, 56, 959-980.
Sohrabi, Maryam and Zarepour, Mahmoud (2019).
Asymptotic Theory for M-Estimates in Unstable AR(p) Processes
with Infinite Variance Innovations. Journal of Statistical
Planning and Inference, 198, 105-118.
Sohrabi, Maryam and Zarepour, Mahmoud (2018).
Bootstrapping the Mean Vector for the Observations in the
Domain of Attraction of a Multivariate Stable Law, Statistics, Volume
52, Issue 1, 50-63.
Al Labadi, Luai and Zarepour, Mahmoud (2018).
On Approximatons of the Beta Process in Latent Feature Models: Point
Processes Approach, SANKHYA, Valume 80-A, Part 1, PP 59-79.
Al-Labadi Luai and Zarepour, Mahmoud (2017).
Two-sample Kolmogorov-Smirnov test
using a Bayesian nonparametric approach. Mathematical
Methods of Statistics, Volume 26, issue 3, pages 212-225.
Al Labadi, Luai and Zarepour, Mahmoud (2014).
Goodness of Fit Tests Based on the Distance
between the Dirichlet Process and its Base
Measure. Journal of Nonparametric Statistics, Volume 26, No. 2, 341-357.
Al Labadi, Luai and Zarepour, Mahmoud
(2014). On Simulations from the Two-Parameter Poisson-Dirichlet Process
and the Normalized Inverse-Gaussian Process. Sankhya, Volume 76-A, Part
1, pp. 158-176.
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. The
Canadian Journal of Statistics, Vol. 41, No. 3, 2013, Pages 466-487.
Al Labadi, Luai and Zarepour, Mahmoud
(2013). On Asymptotic Properties and Almost Sure Approximation of the
Normalized Inverse-Gaussian Process. Bayesian Analysis, 8, 2, 1-16.
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 and 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. and Banjevic, D. (2002). A note on maximum autoregressive
processes of
order 1. Journal of Time Series Analysis, 23, no. 5, 619-626.
Ishwaran, Hemant and Zarepour, Mahmoud (2002). Dirichlet prior sieves
in finite normal mixtures. Statistica Sinica 12, no. 3, 941-963.
Ishwaran, Hemant and 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 and Zarepour, Mahmoud (2002).
A recursive method for functionals of Poisson processes. Bernoulli 8, no. 3, 295--311.
Ishwaran, Hemant and 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. and 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. and 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.