318 Hanes Hall, CB #3260 Chapel Hill, NC 27599-3260
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Alumni

Ph.D. Alumni


2020

Hongsheng Liu
Hybrid Bayesian Optimization with DIRECT
Advisor: Kai Zhang and Michael Kosorok
Placement: Huawei

Jonathan Williams
Topics in Non-Penalized Inference
Advisor: Jan Hannig
Placement: North Carolina State University

Iain Carmichael
Geometric Insights into Support Vector Machine Behavior Using the KKT Conditions
Advisor: Shankar Bhamidi and J.S. Marron
Placement: Postdoc, University of Washington

Jianyu Liu
Flexible Graph-Based Learning with Applications to Genetic Data Analysis
Advisor: Yufeng Liu
Placement: Facebook

Zhengling Qi
Learning Optimal Individualized Decision Rules with Risk Control
Advisor: Yufeng Liu
Placement: George Washington University

Zheqi Zhang
Prioritization and Distribution of Casualties in Disaster Management
Advisor: Nilay Argon and Serhan Ziya
Placement: American Airlines

Yichen Tu
Queueing Systems with Strategic and Learning Customers
Advisor: Serhan Ziya and Nur Sunar
Placement: Cox Automotive

Huijun Qian
Statistical Inference and Computation for Market Microstructure
Advisor: Chuanshu Ji
Placement: Exelon

Lu Wang
Stochastic Models for Service and Taxi Systems
Advisor: Vidyadhar Kulkarni
Placement: Wells Fargo

Liuqing Yang
Statistical Methods for Deconvolution in Cancer Genomics
Advisor: J.S. Marron
Placement: Abbvie

Yang Yu
Analyzing Sampling in Stochastic Optimization: Importance Sampling and Statistical Inference
Advisor: Amarjit Budhiraja and Shu Lu
Placement: Google

Haipeng Gao
Bayesian Inference for Stochastic Cusp Catastrophe Model
Advisor: Chuanshu Ji
Placement: PayPal

Hyo Young Choi
Scissor for Finding Outliers in RNA-Seq
Advisor: J.S. Marron and D. Neil Hayes
Placement: Postdoc, University of Tennessee

Meilei Jiang
Statistical Learning of Integrated Analysis
Advisor: J.S. Marron
Placement: Goldman Sachs

Siliang Gong
Study on Correlations in High-Dimensional Data
Advisor: Yufeng Liu and Kai Zhang
Placement: Postdoc, University of Pennsylvania

Suman Chakraborty
Dense Graph Limits and Applications
Advisor: Shankar Bhamidi and Andrew Nobel
Placement: Postdoc, University of Michigan

Yifan Cui
Tree-Based Survival Models and Precision Medicine
Advisor: Jan Hannig and Michael Kosorok
Placement: Postdoc, The Wharton School at University of Pennsylvania

Eric Friedlander
Mean-Field Methods in Large Stochastic Networks
Advisor: Amarjit Budhiraja
Placement: Postdoc, University of Chicago

Dylan Glotzer
Extreme Value Analysis, Nonlinear Random Oscillators, and Applications to Ship Motions in Irregular Seas
Advisor: Vladas Pipiras
Placement: Assistant Professor, Meredith College

Tianxiao Sun
Newton-type Methods under Generalized Self-Concordance and Inexact Oracles
Advisor: Shu Lu and Kinh Truong
Placement: Lowe's

Wanyi Chen
A Data-Driven Approach for Operational Improvement in Emergency Departments
Advisor: Nilay Argon and Serhan Ziya
Placement: Harvard Medical School

Yufeng Liu
Advanced Statistical Learning Techniques for High-Dimensional Imaging Data
Advisor: Yufeng Liu and Hongtu Zhu
Placement: Uber

Xi Chen
Dynamic Models of Asset Returns and Mortgage Default
Advisor: Chuanshu Ji and Eric Ghysels
Placement: Freddie Mac

Hyowon An
Gaussian Centered L-Moments
Advisor: J.S. Marron and Kai Zhang
Placement: Postdoc, UNC Lineberger Cancer Center

Kelly Bodwin
Mining of Variable Associations
Advisor: Andrew Nobel and Kai Zhang
Placement: Assistant Professor, California Polytechnic State University at San Luis Obispo

Jimmy Jin
Scale-Free Random Graph Dynamics
Advisor: Andrew Nobel and Shankar Bhamidi
Placement: Optimizely

John Palowitch
Beyond the Stochastic Block Model: Community Detection for Complex Weighted Networks
Advisor: Andrew Nobel and Shankar Bhamidi
Placement: Google

Qunqun Yu
Horizontal Variation, Curve Registration, Human Connectome Data
Advisor: J.S. Marron and Kai Zhang
Placement: JP Morgan Chase

Yang Yu
Advanced Statistical Models for Imaging and Genetic Data
Advisor: J.S. Marron and Hongtu Zhu
Placement: Goldman Sachs

Mustafa Kabul
Papers on Selling to Strategic Customer: A Supply Chain Perspective
Advisor: Ali Kemal Parlakturk
Placement: SAS Institute

Yunxiao Liu
Essays in High-Frequency Financial Econometrics
Advisor: Chuanshu Ji and George Tauken
Placement: Uber

Siyun Yu
Optimal Resource Utilization in Service Systems
Advisor: Vidyadhar Kulkarni
Placement: Cox Automotive

Dongqin Yu
Data-Driven Quality of Service Improvements in Hospitals
Advisor: Serhan Ziya and Haipeng Shen
Placement: JP Morgan Chase

Qing Fen
Statistical Integration of Information
Advisor: Jan Hannig and J.S. Marron
Placement: Uber Technologies, Inc.

Ruoyu Wu
Some Asymptotic Results for Weakly Interacting Particle Systems
Advisor: Amarjit Budhiraja
Placement: Postdoc, Brown University

Guan Yu
Flexible Supervised Learning Techniques with Applications in Neuroscience
Advisor: Yufeng Liu
Placement: Assistant Professor, University of Buffalo

Eunjee Lee
Advanced Bayesian Models for High-Dimensional Biomedical Data
Advisor: Hongtu Zhu and Joseph Ibrahim
Placement: Research Assistant Professor, University of Michigan

Haojin Zhai
Principal Component Analysis in Phylogenetic Tree Space
Advisor: J.S. Marron and Scott Provan
Placement: ComScore

Huiyin Ouyang
Confidence Intervals for Solutions to Variational Inequalities
Advisor: Nilay Argon and Serhan Ziya
Placement: Northwestern University

Yu Zhang
Index Policies for Patient Scheduling and ATM Replenishment
Advisor: Vidyadhar Kulkarni
Placement: Bank of America

Leicheng Yin
Monte Carlo Strategies in Option Pricing for SABR Model
Advisor: Chuanshu Ji
Placement: Wintrust Financial Group

Stefanos Kechagias
Bivariate Long-Range Dependent Time Series Models with General Phase
Advisor: Vladas Pipiras
Placement: SAS Institute

Di Miao
Class-Sensitive Principal Components Analysis
Advisor: J.S. Marron and Jason Fine
Placement: Bank of America

Patrick Kimes
New Statistical Learning Approaches with Applications to RNA-Sequencing Data
Advisor: J.S. Marron and Yufeng Liu
Placement: Roche Sequencing

Abhishek Pal Majumder
Higher Order Asymptotics of Generalized Fiducial Inference
Advisor: Amarjit Budhiraja and Jan Hannig
Placement: Postdoc, University of Copenhagen

James Wilson
Statistical Analysis of Relational Data: Mining and Modeling Complex Networks
Advisor: Andrew Nobel and Shankar Bhamidi
Placement: University of San Francisco

Jie Xiong
Radial Distance Weighted Discrimination
Advisor: J.S. Marron
Placement: Wells Fargo Bank, Charlotte

Wen Jenny Shi
Bayesian Viral Sequencing Modeling & Covariance Estimation via Fiducial Inference
Advisor: Andrew Nobel
Placement: Postdoc, University of Chicago

Dong Wang
Some Statistical Approaches to the Analysis of Matrix-Valued Data
Advisor: Haipeng Shen and Kinh Truong
Placement: Postdoc, Rutgers University

Yuying Xie
Estimation of Graphical Models with Biological Applications
Advisor: Yufeng Liu and William Valdar
Placement: Assistant Professor, Michigan State University

Michael Lamm
Confidence Intervals for Solutions to Variational Inequalities
Advisor: Shu Lu
Placement: SAS Institute

Minghui Liu
Elementary Reformulation and Succinct Certificates in Conic Linear Programming
Advisor: Gabor Pataki
Placement: SAS Institute

Liang Yin
Confidence Regions and Intervals for Sparse Penalized Regression using Variational Inequality Techniques
Advisor: Shu Lu and Yufeng Liu
Placement: FedEx

Gen Liu
Integrated Analysis of Multiple Data Sets with Biomedical Applications
Advisor: Andrew Nobel and Haipeng Shen
Placement: Columbia University

Ritwik Chaudhuri
Non-Gaussian Semi-Stable Distributions and Their Statistical Applications
Advisor: Vladas Pipiras
Placement: IBM Research

Michelle Miranda
Bayesian Analysis of Ultra-High Dimensional Neuroimaging Data
Advisor: Joseph Ibrahim and Hongtu Zhu
Placement: Postdoc, University of Sao Paulo, Brazil Neuromathematics

Sunyoung Shin
Contributions to Penalized Estimation
Advisor: Jason Fine and Yufeng Liu
Placement: Postdoc, University of Wisconsin-Madison

Tao Wang
Empirical Analysis of Sequential Models for Market Microstructure
Advisor: Chuanshu Ji
Placement: Bank of America Merrill Lynch

Xuan Wang
The Critical Scaling Window for Dynamic Random Graph Process
Advisor: Shankar Bhamidi and Amarjit Budhiraja
Placement: Databricks

Susan Wei
Latent Supervised Learning and Diproperm
Advisor: Michael R. Kosorok and J.S. Marron
Placement: Assistant Professor of Biostatistics, University of Minnesota

Chong Zhang
Flexible Classification Techniques with Biomedical Applications
Advisor: Yufeng Liu
Placement: Assistant Professor, University of Waterloo

Sean Skwerer
Tree Oriented Data Analysis
Advisor: Scott Provan
Placement: Yale University

Shankun Sun
Priority Scheduling of Jobs with Unknown Types
Advisor: Nilay Argon and Serhan Ziya
Placement: University of Calgary

Han Ye
Data-Driven Workforce Management in Call Centers
Advisor: Haipeng Shen
Placement: University of Illinois at Urbana-Champaign

Petro Borysov
Local Classification of Clinical Data
Advisor: J.S. Marron and Jan Hannig
Placement: SAS Institute

Jiang Chen
Some Topics in Large Deviations for Stochastic Dynamical Systems
Advisor: Shankar Bhamidi

Wonyul Lee
New Statistical Learning Methods for Multiple High Dimensional Datasets
Advisor: Yufeng Liu
Placement: Postdoc, MD Anderson Cancer Center

Xiaosun Lu
Object Oriented Data Analysis of Cell-Well Structured Data and Statistical Analysis of Elastic Functions
Advisor: J.S. Marron and Perry Haaland
Placement: Quintiles

Jeremy Sabourin
LASSO Based Resample Model Averaging for Genetic Association Studies
Advisor: Andrew Nobel and William Valdar
Placement: Postdoc, UNC-Chapel Hill, Genetics

Qi Gong
Stochastic Models for Order Book Dynamics
Advisor: Vidyadhar Kulkarni
Placement: Apply Square & Uzhile

Nelson Lee
Service Center Design and Control Problem
Advisor: Vidyadhar Kulkarni
Placement: FedEx

Christopher Cabanski
Statistical Methods for Analysis of Genetic Data
Advisor: J.S. Marron and D. Neil Hayes
Placement: Postdoc, Washington University

Wenjie Chen
Hemodynamic Response Function Modeling
Advisor: Haipeng Shen and Kinh Truong
Placement: Travelers Insurance, Hartford, CT

Jessi Cisewski
Generalized Fiducial Inference for Normal Mixed Linear Models
Advisor: Jan Hannig
Placement: Visiting Assistant Professor, Carnegie Mellon University

Robert Erhardt
Approximate Bayesian Computing for Spatial Extremes
Advisor: Richard Smith
Placement: Wake Forest University

Soyoung Jeon
Max-Stable Process for Threshold Exceedancey in Spatial Extremes
Advisor: Richard Smith

Eric Lock
Vertical Integration of Multiple High Dimensional Datasets
Advisor: Andrew Nobel and J.S. Marron
Placement: Assistant Professor in Biostatistics, University of Minnesota

Hongyu Ru
Statistical Analysis of Financial Time Series and Risk Management
Advisor: Eric Ghysels and Chuanshu Ji

Dan Shen
PCA Asymptotics & Analysis of Tree Data
Advisor: J.S. Marron and Haipeng Shen
Placement: Assistant Professor, University of South Florida

Chao Deng
Optimal Design and Control of Finite-Population Queueing Systems
Advisor: Nilay Argon and Vidyadhar Kulkarni
Placement: Quintiles

Melanie Gratton
Algorithms for Trust-Region Subproblems with Linear Inequality Constraints
Advisor: Jon Tolle
Placement: SAS Institute

Jianzhe Luo
Queueing Approaches to Appointment System Design
Advisor: Vidyadhar Kulkarni and Serhan Ziya
Placement: Amazon

Alex Mills
Patient Prioritization and Resource Allocation in Mass Casualty Incidents
Advisor: Nilay Argon and Serhan Ziya
Placement: Kelley School of Business, Indiana University, Indiana

Sudhanshu Sing
Projection Based Algorithms for Variational Inequalities
Advisor: Shu Lu
Placement: IBM, Delhi, India

Spencer Hays
A Functional Dynamic Factor Model
Advisor: Haipeng Shen and Kinh Truong
Placement: Assistant Professor, Virginia Commonwealth University

Hanwen Huang
Some Contributions to High Dimensional Statistical Learning
Advisor: J.S. Marron and Yufeng Liu
Placement: Assistant Professor in Biostatistics, University of Georgia

Sungkyu Jung
High Dimension Low Sample Size Data Analysis and Asymptotics for Variables on Manifolds
Advisor: J.S. Marron and Mark Foskey
Placement: Assistant Professor, University of Pittsburgh

Seon Joo Lee
Independent Component Analysis on the Spectral Domain
Advisor: Haipeng Shen and Kinh Truong

Brian Lopes
A Spatial Ridge Regression Approach to Inverse Models
Advisor: Richard Smith
Placement: Data Scientist, Choice Stream

Xin Liu
Multiscale Diffusion Approximations for Open Queuing Networks in Heavy Traffic
Advisor: Amarjit Budhiraja
Placement: Postdoc, Institute for Mathematics and its Applications, University of Minnesota

Dominik Reinhold
Asymptotic Behavior of Near Critical Branching Process and Modelling of Cell Growth Data
Advisor: Amarjit Budhiraja and M. Ross Leadbetter
Placement: Assistant Professor, Clark University

Baowei Xu
Option Pricing in Random Field Models with Stochastic Volatility for the Term Structure of Interest Rates
Advisor: Chuanshu Ji
Placement: Goldman Sachs

Ying Yuan
Statistical Analysis of SPD Matrices
Advisor: Hongtu Zhu and J.S. Marron
Placement: Research Scientist, St. Jude Children's Hospital

Ruiwen Zhang
A Statistical Approach to Functional Connectivity Involving Multichannel Neural Spike Trains
Advisor: Haipeng Shen and Kinh Truong
Placement: Senior Research Statistician, SAS Institute

Changryong Baek
Second Order Properties of Distribution Tails & Estimation of Tail Exponents in Random Difference Equations
Advisor: Vladas Pipiras
Placement: Associate Professor, Department of Statistics, Sungkyunkwan University

Hongyuan Cao
High Dimensional Statistical Inference with Applications to Genomics
Advisor: Michael R. Kosorok
Placement: Associate Professor, Department of Statistics, Florida State University

Feng Liu
Statistical Analysis on Market Microstructure Models
Advisor: Chuanshu Ji

Seo Young Park
Flexible Margin-Based Classification Techniques
Advisor: Yufeng Liu
Placement: Assistant Professor, University of Pittsburgh School of Medicine

Xingye Qiao
Weighted Distance Weighted Discrimination and Pairwise Variable Selection for Classification
Advisor: J.S. Marron and Yufeng Liu
Placement: Department of Mathematical Sciences, Binghamton University

Andrey Shabalin
Detection of Low Rank Signals in Noise and Fast Correlation Mining with Applications to Large Biological Data
Advisor: Andrew Nobel
Placement: Postdoc, Biostatistics, University of North Carolina at Chapel Hill

Evin Uzun
Scheduling in Service Systems with Impatient Customers and Insights into Mass-Casualty Triage
Advisor: Nilay Argon
Placement: Imperial College, London

Evangelos Evangelou
Bayesian & Frequentist Methods for Approximate Inference in Generalized Lineour Mixed Models
Advisor: Richard Smith and Zhengyuan Zhu
Placement: Assistant Professor, University of Bath

Xuanyao He
Statisticial Inferences for Correlated Data Prediction, Estimation and Design
Advisor: Richard Smith and Zhengyuan Zhu
Placement: Visiting Professor, Purdue University

Mihee Lee
Deconvolution Estimation of a Mixture Distribution with Boundary Effects Motivated by Mutation Effect Distribution
Advisor: J.S. Marron and Haipeng Shen
Placement: Wistar Institute

Changwon Lim
Robust Statistical Theory and Methodology for Nonlinear Models with Applications to Toxicology
Advisor: P.K. Sen and Shyamal Peddada
Placement: NIEHS, NIH

Ying Lu
Advances in Statistical Theory and Networks for Social Sciences
Advisor: Jianqing Fan

Daniel Samarov
Analysis and Advanced Extensions of Canonical Correlation Analysis
Advisor: J.S. Marron and Yufeng Liu
Placement: National Institute of Standards and Technology

Fangfang Wang
Statistical Analysis of Some Financial Time Series
Advisor: Eric Ghysels and Chuanshu Ji
Placement: University of Illinois at Chicago

Burcu Aydin
Principal Component Analyses for Tree Structured Objects
Advisor: Gabor Pataki and J.S. Marron
Placement: HP Research, Palo Alto

Nomesh Bolia
Scheduling in Wireless Cellular Data Networks
Advisor: Vidyadhar Kulkarni
Placement: IIT, Delhi

Nan Liu
Appointment Scheduling in Health Care
Advisor: Vidyadhar Kulkarni and Serhan Ziya
Placement: Columbia University

Mustafa Tural
Topics in Basis Reduction and Integer Programming
Advisor: Gabor Pataki
Placement: Telcordia Technologies

Travis Gaydos
Data Representation/Basis Selection to Understand Variation of Function Valued Traits
Advisor: J.S. Marron and Joel Kingsolver

Tao Huang
Continuous Optimization Approaches to the Quadrative Assignment Problem
Advisor: Jon Tolle
Placement: SAS Institute, Inc. Cary, N.C.

Chihoon Lee
Long Time Stability & Control Problems for Stochastic Processing Networks in Heavy Traffic
Advisor: Amarjit Budhiraja
Placement: Assistant Professor, Colorado State University

Vasileios Maroulas
Small Noise Large Deviations for Infinite Dimensional Stochastic Dynamical Systems
Advisor: Amarjit Budhiraja
Placement: Post-Doc. Fellowship/The Inst. of Mathematics and its Applications (IMA), University of Minnesota

Suman Sen
Classification on Monifolds
Advisor: J.S. Marron
Placement: Novartis

Elizabeth Shamseldin
Asymptotic Multivariate Kriging/ Estimated Parameters with Bayesian Prediction
Advisor: Richard Smith

Jungyeon Yoon
Contributions to Stochastic Volatility Models and Option Pricing
Advisor: Amarjit Budhiraja

Tao Huang
Continuous Optimization Approaches to the Quadrative Assignment Problem
Advisor: Jon Tolle
Placement: SAS Institute

Zhaohui Wang
Capacity Investment Strategies under Operational Flexibility
Advisor: Eylem Tekin
Placement: PanAgora Asset Management, Boston

Didier Gustavo
On Operator Fractional Brownian Motions
Advisor: Vladas Pipiras
Placement: Assistant Professor, Tulane University

Jie Zhou
High Dimensional Spatial Modeling of Extremes with Applications to United States Rainfalls
Advisor: R.L. Smith
Placement: Risk Modeler, ABS Consulting/EQECAT, Oakland, CA.

Ping Bai
Temporal-Spatial Modeling for fMRI Data
Advisor: Kinh Truong and R.L. Smith
Placement: Risk Analyst at PayPal, San Jose, CA.

Xing Sun
Significance and Recovery of Block Structures in Binary and Real-Valued Matrices with Noise
Advisor: A.B. Nobel
Placement: Research Associate, Merck Pharmaceuticals, Philadelphia, PA.

Myung Hee Lee
Weighted Distance Weighted Discrimination and Pairwise Variable Selection for Classification
Advisor: J.S. Marron
Placement: Research Associate at Lineberger Comprehensive Cancer Center

Xuxin Liu
New Statistical Tools for Microarray Data and Comparison with Existing Tools
Advisor: J.S. Marron.
Placement: Postdoc at Harvard University

Michele Trovero
Effects of Aggregation on Estimators of Long-Range Dependence
Advisor: Richard L. Smith
Placement: Programmer, SAS

Lingson Zhang
Functional Singular Value Decomposition and Multiresolution Anomaly Detection Method
Advisor: J.S. Marron and Haipeng Shen
Placement: Postdoc at Harvard University, and then Assistant Professor at Purdue

Liqiang Liu
Service Systems with Balking Based on Queueing Time
Advisor: Vidyadhar Kulkarni
Placement: EURANDOM, the Netherlands

Jeongyoun Ahn
Geometrical Approches to High Dimensional, Low Sample Size Data Anaylsis
Advisor: J.S. Marron
Placement: Assistant Professor, University of Georgia

Kevin Ross

Advisor: Amarjit Budhiraja
Placement: Postdoc at Stanford University

Yichao Wu
Probability Approximations with Applications in Computational Finance and Bioinformatics
Advisor: Chuanshu Ji and Harry Hurd
Placement: Postdoc at Princeton University, and then Assistant Professor at NCSU

Keqi Yan
Fluid Models for Production-Inventory Systems
Advisor: Vidyadhar Kulkarni
Placement: SAS Institute

Feng Chen
Admission Control and Routing in Multi-priority Systems
Advisor: Vidyadhar Kulkarni
Placement: SAS Institute

Xiao Wang
Mathematical Modeling of Cellular Biochemical Networks
Advisor: Timothy Elston

Arka Ghosh
Controlled Stochastic Networks in Heavy Traffic
Advisor: Amarjit Budhiraja
Placement: Assistant Professor, Iowa State University

Francisco Morales
Estimation of Max-Stable Processes using Monte Carlo Methods with Application to Financial Risk Assessment
Advisor: Richard Smith
Placement: Researcher, Bank of Mexico

Stanislav Kolenikov
A Modification of the EM Algorithm with Applications to Spatio-Temporal Modeling
Advisor: Richard Smith
Placement: Assistant Professor, University of Missouri

Ivan Pacheco-Soto
Cyclical Time Series with Squeezed Time
Advisor: Gordon Simons
Placement: University of Zacatecas and the Monterrey Institute of Technology Campus in Zacatecas, Mexico

Wei Huang
Managing Warranty Services: Pricing, Inventory and Outsourcing
Advisor: Vidyadhar Kulkarni and Jay Swanithan
Placement: SAS Institute

Tao Huang
Dynamic Revenue Management and Pricing of Flexible Capacity
Advisor: Eylem Tekin
Placement: Capital One

Bala Krishnamoorthy
Pre-Conditioning Integer Programs Using Column Basis Reduction, and Geometry and Topology Of Protein Structures
Advisor: Gabor Pataki and Alex Tropshaw
Placement: Washington State University

John Fricks
Biomolecular Motors and Diffusion Ratchets
Advisor: Amarjit Budhiraja
Placement: NSF Postdoc 2004-2005, Department of Mathematics, UNC; Assistant Professor (2005-), Penn State University

Rima Izem
Analysis of Nonlinear Variation in Functional Data
Advisor: J. S. Marron
Placement: The Food and Drug Administration

Juhyun Park

Advisor: J. S. Marron
Placement: Assistant Professor at Lancaster University, UK

Xiaohui Wang
A Scale-Based Approach to Finding Effective Dimensionality
Advisor: J. S. Marron
Placement: Assistant Professor, University of Virginia

Tao Huang

Advisor: J. Fan
Placement: Assistant Professor, University of Virginia.

Peter Buczowski
Managing Warranties: Funding a Warranty Reserve and Outsourcing Prioritized Warranty Repairs
Advisor: Vidyadhar Kulkarni
Placement: Disney

Petrutza Caragea
Approximate Likelihoods for Spatial Processes
Advisor: Richard Smith
Placement: Assistant Professor, Iowa State University

Haonan Wang
Functional Data Analysis of Populations of Tree-Structured Objects
Advisor: J. S. Marron
Placement: Assistant Professor, Colorado State University

Faheem Mitha
Applications of Perfect Simulation from Continuous Distributions
Advisor: Chuanshu Ji
Placement: Postdoc at Duke Univ. (Dept. of Biostatistics and Bioinformatics)

Beom-Seok Lee
Sequential Monte Carlo Methods in Computational Finance
Advisor: Chuanshu Ji
Placement: Assistant Professor, University of Alabama

Anita Brogan
Mutual Fund and Security Selection Through an Operations Research Lens
Advisor: Shaler Stidham
Placement: Research Triangle Institute

Michelle Opp
Outsourcing Warranty Repair Services: Static and Dynamic Allocation for a Fixed Population
Advisor: Vidyadhar Kulkarni
Placement: SAS Institute

Robert Pratt
Maximum Capacity Paths with Recourse
Advisor: Scott Provan
Placement: SAS Institute

Elena Tzenova
An Analytic Approach to Multi-Class Stochastic Fluid Models with Static Priorities
Advisor: Vidyadhar Kulkarni
Placement: Tulane University

Dan Spitzner
Regression Analysis, Inferential Alignment, and the Frenquentist-Bayesian Interface
Advisor: Richard Smith
Placement: Assistant Professor, University of Virginia

Zhengjun Zhang
Multivariate Extremes, Max-Stable Process Estimation and Dynamic Financial Modeling
Advisor: Richard Smith
Placement: Assistant Professor, University of Wisconsin

Xin Ge
Bayesian Calibration of Stochastic Volatility Models in Computational Finance
Advisor: Chuanshu Ji
Placement: Statistician and financial analyst at eBay

Guillaume Bonnet
The Burgers Superprocess
Advisor: R. Adler
Placement: Assistant Professor, University of California, Santa Barbara

John Johnson
The Association Schemes of Codes, Fractional Factorial Designs, and Block Struct
Advisor: I. Chakravarti
Placement: Programmer, SAS

Kouros Owzar
Association in Bivariate Survival and Roc Models for Correlated Biomarkers
Advisor: P.K. Sen
Placement: Duke Dept. of Biostatistics and Bioinformatics

Emily Larson Luebke
K-Connected Steiner Network Problems
Advisor: Scott Provan
Placement: University of Virginia

Hymei Choi
Central Limit Theory and Extremes of Random Fields
Advisor: M.R. Leadbetter

Nicholas Locantore
Elliptical Principal Component Analysis
Advisor: J. S. Marron
Placement: Consultant, Insightful Corporation

Eric Riehl
Toward a Unified Sample-Path Theory for Stability In Queues, Polling Systems, and Networks of Queues
Advisor: Shaler Stidham
Placement: University of North Carolina

Yasutake Hirasawa
Approximating Traffic Parameters in Multiclass Fluid Network
Advisor: Vidyadhar Kulkarni
Placement: IBM

Anna Admirdjanova
Topics in Stochastic Fluid Dynamics
Advisor: G. Kallianpur
Placement: Department of Statistics, University of Michigan (2000-)

Amy Grady
A Higher Order Expansion for the Joint Density of the Sum and the Maximum with Applications to the Estimation of Climatological Trends
Advisor: Richard Smith
Placement: Postdoctoral Fellow, National Institute of Statistical Sciences

Run-ze Li
High-Dimensional Modeling via Nonconcave Penalized Likelihood and Local Likelihood
Advisor: J. Fan and J.S. Marron
Placement: Associate Professor, Pennsylvania State University

Georgios Skoulakis
Superprocesses Over a Stochastic Flow
Advisor: R. Adler

Greg Spaniolo
Rice’s Formula and Palm Probabilities with Applications to Structural Reliability
Advisor: M.R. Leadbetter

Chunming Zhang
Topics in Generalized Likelihood Ratio Test
Advisor: J. Fan
Placement: Assistant Professor, University of Wisconsin

Robert Derr
Statistical Modeling of Microstructure with Applications to Effective Property Computation in Materials Science
Advisor: Chuanshu Ji
Placement: SAS

Jin Zhang
Smoothed Functional Data Analysis
Advisor: J.S. Marron and J. Fan
Placement: National University of Singapore

William Ducksworth
Codes, Designs and Distance
Advisor: I.M. Chakravarti

Michael Marion
Asymptotics for Conditional U-Statistics with Applications
Advisor: P.K. Sen

Amites Dasgupta
Fractional Brownian Motion: Its Properties and Applications to Stochastic Integration
Advisor: G. Kallianpur

Martin King
Local Likelihood and Local Partial Likelihood in Hazard Regression
Advisor: J. Fan

Sheng Lin
Test of Significance when the Data are Curves
Advisor: J. Fan

Pranab Mandel
Topics in Stochastic Nonlinear Filtering
Advisor: G. Kallianpur

Aluisio Pinheiro
Multi-Resolution Analysis and Applications in Statistics
Advisor: Chuanshu Ji and B. Vidakovic

Mark Farmen
The Smoothed Bootstrap for Variable Bandwidth Selection and Some Results in Nonparametric Logistic Regression
Advisor: J.S. Marron and J. Fan

Zhen-Wei Zhou
Limiting Behavior of the Extrema of Certain Conditional Sample Functions and Some Applications
Advisor: P.K. Sen

Li-Shan Huang
On Nonparametric Estimation and Goodness-of-Fit
Advisor: J. Fan

Yoon-Tai Kim
Parameter Estimation in Stochastic Partial Differential Equations and Wong-Zakai Type Theorems
Advisor: G. Kallianpur

Elisabeti Kira
Computational Complexity of Markov Chain Monte-Carlo Methods and An Inhomogeneous Extension of Spatial Markov Point Processes
Advisor: Chuanshu Ji

Yi-Wen Ma
On Estimation of Distortion in a Binary Symmetric Channel
Advisor: G. Simons

Li-Jian Yang
Transformation – Density Estimation
Advisor: J.S. Marron

Amarjit Budhiraja
Multiple Stochastic Integrals with Applications to Experimental Designs
Advisor: G. Kallianpur

Ming-Yen Cheng
Curve Estimation with Boundary Considerations
Advisor: J.S. Marron and J. Fan

Steven Garren
Parametric and Nonparametric Modeling of Data Using Sampling Algorithms
Advisor: R.L. Smith

Zhan-Qian Lu
Estimating Lyapunov Exponents in Chaotic Time Series with Locally Weighted Regression
Advisor: R.L. Smith

Seokhoon Yun
Extremes and Threshold Exceedances in Higher Order Markov Chains with Applications to Ground-Level Ozone
Advisor: R.L. Smith

Kamal Benchekroun
Association-Balanced Arrays with Applications to Experimental Design
Advisor: I.M. Chakravarti

Jason Brown
A Finite Sampling Plan, Central Limit Theorem, and Bootstrap Algorithm for A Homogeneous and Isotropic Random Field on the 3-Dimensional Sphere
Advisor: E. Carlstein

Robert Lund
Some Limiting and Convergence Rate Results in the Theory of Dams
Advisor: W.L. Smith

Shubhabrata Das
Restricted Canonical Correlations
Advisor: P.K. Sen

Ming Zhang
Adaptive Statistical Analysis of Repeated Measurements Designs
Advisor: P.K. Sen

Peggy Seymour
Selection Procedures for Gibbs-Markov Random Field Texture Models
Advisor: Chuanshu Ji

David Baldwin
Topics in the Theory of Stochastic Processes Taking Values in the Dual of A Countably Hilbertian Nuclear Space
Advisor: G. Kallianpur

Michael Sherman
Subsampling and Asymptotic Normality for a General Statistic from a Random Field
Advisor: E. Carlstein

Jie Xiong
Nuclear Space-Valued Stochastic Differential Equations Driven by Poisson Random Measures
Advisor: G. Kallianpur

Brian Aldershof
Estimation of Integrated Squared Density Derivatives
Advisor: J.S. Marron

Maria Brooks
Bandwidth Selection Methods for Kernel-Estimators of the Intensity Functions of a Nonhomogeneous Poisson Process
Advisor: J.S. Marron

Wen-Jene Ko
A Sequential Clinical Trials Model for Determining the Best Among Three Treatments with Normal Responses
Advisor: G. Simons

Charu Krishnamoorthy
Statistical Analysis of Boundaries: A Nonparametric Approach
Advisor: E. Carlstein

Yingcai Su
Sampling Designs for Estimation of Regression Coefficients and of a Random Process
Advisor: S. Cambanis

John Crowell
On Sequential Estimation of the Renewal Function, Optimal Block Replacement Policies and Fixed-Width Confidence Bands
Advisor: P.K. Sen

Michael Frey
Capacity of the Poisson Communication Channel
Advisor: C.R. Baker

‪Saishankar Nandagopalan
Multivariate Extremes and Estimation of the Extremal index
Advisor: M.R. Leadbetter

Prakash Patil
Automatic Smoothing Parameter Selection in Hazard Rate Estimation
Advisor: J.S. Marron

Jian-Jian Ren
On Hadamard Differentiability and M-Estimation in Linear Models
Advisor: P.K. Sen

Wei Wu
Heavy Tailed Models: Bootstrapping the Sample Mean and Stable Dependence Structure
Advisor: S. Cambanis and E. Carlstein

Karim Benhenni
Sampling Designs for Estimating Integrals of Stochastic Processes
Advisor: S. Cambanis

I-Feng Chao
Capacity of Gaussian Channels with Jamming
Advisor: C.R. Baker

Chih Chu
Some Results on Nonparametric Regression
Advisor: J.S. Marron

Susan Murphy
Time-Dependent Coefficients in a Cox-Type Regression Model
Advisor: P.K. Sen

Miguel Nakamura
Transformations to Symmetry in the Transform-Both-Sides Regression Model
Advisor: D. Ruppert

Allen Roginsky
On the Central Limit Theorems for the Renewal and Cumulative Processes
Advisor: W.L. Smith

Rajesh Selukar
On Estimation of Hilbert Space Valued Parameters
Advisor: G. Kallianpur

Arnold Stromberg
Robust Efficient Estimation of Nonlinear Regression Parameters
Advisor: D. Ruppert

Christopher Palmer
A Clinical Trials Model for Determining the Best of Three Treatments Having Bernoulli Responses
Advisor: G. Simons

Debapriya Sengupta
Improved Estimation in Some Nonregular Situations
Advisor: P.K. Sen

Yin Yin
Edgeworth Expansion in Tests Concerning Heteroscadisticity
Advisor: R.J. Carroll

Ernestine Kettl
Some Applications of the Transform-Both-Sides Regression Model
Advisor: R.J. Carroll

Mauro Marques
A Study of Lebesgue Decomposition of Measures Induced by Stable Processes
Advisor: S. Cambanis

Ming-Tan Tsai
Asymptotic Optimality and Distribution Theory of Nonparametric Tests for Restricted Alternatives
Advisor: P.K. Sen

Xizhi Wu
Bayes Sequential Testing: A Direct and Analytic Approach
Advisor: G. Simons

Marie Davidian
Variance Function Estimation in Heteroscedastic Regression Models
Advisor: R.J. Carroll

Randall Tobias
The Algebra of A Multi-Stratum Design and the Application of Its Structure to Analysis
Advisor: I.M. Chakravarti

Soren Christensen
Linear Stochastic Differential Equations on the Dual of a Countably Hilbert Nuclear Space with Applications of Neurophysiology
Advisor: G. Kallianpur

Hans Hucke
Estimation of Continuous Time Markov Processes in a Finitely Additive White Noise Model
Advisor: G. Kallianpur

Victor Perez-Abreu
Product Stochastic Measures, Multiple Stochastic Integrals and Their Extensions to Nuclear Space-Valued Processes
Advisor: G. Kallianpur

Douglas Simpson
Some Contributions to Robust Inference for Discrete Probability Models
Advisor: R.J. Carroll and D. Ruppert

Tailen Hsing
Point Processes Associated with Extreme Value Theory
Advisor: M.R. Leadbetter

Byung Kim
Studies in Multinomial Mixture Models
Advisor: B.H. Mangolin

David Giltinan
Bounded Influence Estimation in Heteroscedastic Linear Models, Robustness, Diagnostics
Advisor: R.J. Carroll and D. Ruppert

Jacques Pierre

Advisor:

Leonard Stefanski
Influence and Measurement Error in Logistic Regression, Robustness
Advisor:

Edward Frees
On Construction of Sequential Age Replacement Policies Via Stochastic Approximation
Advisor:

Robert Smith

Advisor:

Patrick Crocket

Advisor:

John Morgan

Advisor:

Neil Gerr
Exact Analysis of a Delayed Delta Modulator and an Adaptive Differential Pulse-Code Modulator
Advisor: S. Cambanis

John Castellana
Nonparametric Density Estimation for Stationary Stochastic Processes
Advisor: M.R. Leadbetter

Paul Gallo
Properties of Estimators in Errors-in-Variables Regression Models
Advisor: R.J. Carroll

Kenneth Risko
Binomial Population Selection Procedures for Fixed Unequal Sampling Costs
Advisor: W.L. Smith

Chung Suen
On Construction of Balanced Factorial Experiments
Advisor: I.M. Chakravarti

Catherine Burton
Automorphism Groups of Balanced Incomplete Block Designs and Their Use in Statistical Model Construction and Analysis
Advisor: I.M. Chakravarti

Bruce Collings
The Negative Binomial Distribution: An Alternative to the Poisson
Advisor: B.H. Mangolin

David Kikuchi
An Asymptotic Expansion of the Distribution of the Weighted-Difference Classification Criterion for Discrimination of Two and Three Multivariate Populations
Advisor: N.L. Johnson

Emily Murphree
Transient Cumulative Processes
Advisor: W.L. Smith

Ying So
Some Aspects of Sequential Multiple Comparisons
Advisor: P.K. Sen

Diane Wold
On Smooth Estimation of the Renewal Density
Advisor: M.R. Leadbetter

Muhammad Habib
Sampling Representations and Approximations
Advisor: S. Cambanis

Ian McKeague
Covariance Operators and Their Applications in Probability and Information Theory
Advisor: C.R. Baker

John Schoenfelder
Analysis of Covariance Matching
Advisor: D. Quade

Vernon Chinchilli
Rank Tests for Restricted Alternative Problems in Multivariate Analysis
Advisor: P.K. Sen

Gordon Johnston
Smooth Nonparametric Regression Analysis
Advisor: R.J. Carroll

Donna McClish
On Queues and Stores with Nonhomogeneous Inputs
Advisor: W.L. Smith

Louis Moore
Quantile Estimation in Regenerative Processes
Advisor: G. Fishman

Marva Moore
Statistical Analysis of Changes in Mortality Patterns with References to Actuarial Functions
Advisor: N.L. Johnson

Donna Watts
Towards Reconstruction of an Unpaired Random Sample
Advisor: I.M. Chakravarti and N.L. Johnson

Joseph Gardiner
Weak Convergence of Progressively Censored Likelihood Ratio Processes
Advisor: G. Simons and P.K. Sen

Robert Rodriguez
Superposition and Approximation in Renewal Theory
Advisor: W.L. Smith

Carol Schoenfelder
Random Designs for Estimated Integrals of Stochastic Processes
Advisor: S. Cambanis

Johnny Tsong
Limiting Behavior of Certain Continuous Time-Parameter Stochastic Processes and their Applications
Advisor: P.K. Sen

Chin Hsu
Tests for Finite Mixtures of Distributions
Advisor: N.L. Johnson

Grady Miller
Some Results on Symmetric Stable Distributions and Processes
Advisor: S. Cambanis

Yong Nam
A New Generalization of James and Stein’s Estimators in Multiple Linear Regressions
Advisor: I.M. Chakravarti and N.L. Johnson

J.H. Watts
Limit Theorems and Representations for Order Statistics from Dependent Sequences
Advisor: M.R. Leadbetter

Hoi Leung
Bounds and the Evaluation of Rate Distortion Functions
Advisor: S. Cambanis

Kiang Liu
Distribution Functions on Partially Ordered Spaces
Advisor: G. Simons

Carlos Segami
Power Series Distributions, a Dual Class and Some Extensions
Advisor: G. Simons and N.L. Johnson

S. Lynne Stokes
An Investigation of the Consequences of Ranked Set Sampling
Advisor: N.L. Johnson

Joseph Walker
Some Statistical Procedures Based on Distances
Advisor: N.L. Johnson and I.M. Chakravarti

Steel Huang
Nonlinear Analysis of Spherically Invariant Processes and Its Ramifications
Advisor: S. Cambanis

Lynn Weidman
Design and Analysis of Serial Experiments
Advisor: I.M. Chakravarti

Nicholas Fisher
The Theory of Unbiased Estimation for Some Nonparametric Families of Probability Measures
Advisor: W. Hoeffding

Charles Alexander
Statistical Tests Based on the Levy and Prokhorov Metrics
Advisor: G. Simons

Jerren Gould
Automata in Environments
Advisor: E.J. Wegman

Helen Bhattacharyya
On Some Nonparametric Estimations of Scale and Large Sample Distribution of Sample Median Adjusted Rank Order Statistics
Advisor: N.L. Johnson

Nanak Chand
Sequential Tests of Composite Hypotheses
Advisor: N.L. Johnson

Hylton Davies
On the Sequential Estimation of a Probability Density Function
Advisor: E.J. Wegman

Colin Jeffcoat
Some Related Queueing Models with Dependent Service and Inter-Arrival Times
Advisor: W.L. Smith

Alan Lee
Some Results in the Theory of Stochastic Processes
Advisor: S. Cambanis

Judith O'Fallon
Discriminant Analysis Under Truncation
Advisor: N.L. Johnson

Antonio Gualtierotti
Some Problems Related to Equivalence of Measures: Extension of Cylinder Set Measures and a Martingale Transformation
Advisor: C.R. Baker

Vinod Manglik
On Some Binary Search Systems Useful in the Theory of Random Search
Advisor: I.M. Chakravarti

Flavio Rodrigues
Some Structural Relationships Between Weak Convergence of Probability Measures and Convergence in Probability
Advisor: G. Simons

N. Vijayaditya
Combinatorial Information Retrieval Schemes
Advisor: T.A. Dowling

Sujit Basu
Improved Density Versions of the Central Limit Theorem
Advisor: W.L. Smith

Thomas Gerig
Nonparametric Estimation and Testing Procedures and Multivariate Two-Way Layouts
Advisor: P.K. Sen

Kalyan Dutta
On the Asymptotic Properties of Some Robust Estimators in Certain Multivariate Stationary Autoregressive Processes
Advisor: P.K. Sen

Samuel Heft
Spreads in Projective Geometry and Associated Designs
Advisor: R.C. Bose

David Kleinbaum
Estimation and Testing Hypotheses for Generalized Multivariate Linear Models
Advisor: N.L. Johnson and J. Grizzle

Lawrence Kupper
Optimal Response Surface Techniques Using Applied Statistics, Fourier Series and Spherical Harmonics
Advisor: I.M. Chakravarti

Frederick Six
Residuals and Nonstandard Order Statistics
Advisor: W. Hoeffding

Raymond Sproule
A Sequential Fixed-Width Confidence Interval for the Mean of a U-Statistic
Advisor: W.J. Hall

Edward Weissner
Multiple Branching Processes on Random Environments
Advisor: W.L. Smith

James Cole
Multivariate Analysis of Variance Using Patterned Covariance Matrices
Advisor: N.L. Johnson and J. Grizzle

Malay Ghosh
Asymptotically Optimal Nonparametric Tests for Miscellaneous Problems of Linear Regression
Advisor: P.K. Sen

Prakash Joshi
Some Contributions to Order Statistics
Advisor: H.A. David

Jon Kettenring
Canonical Analysis of Several Sets of Variables
Advisor: N.L. Johnson

Robert Obenchain
Rank Tests Invariant Only Under Linear Transformations
Advisor: P.K. Sen and N.L. Johnson

Campbell Read
On Minimizing the Risk in Certain Sequential Tests for Known or Unknown Costs
Advisor: N.L. Johnson

K.V. Suryanarayana
Contributions to Partially Balanced Weighing Designs
Advisor: I.M. Chakravarti

Pierre Robillard
Combinatorial Problems in the Theory of Factorial Designs and Error Correcting Codes
Advisor: I.M. Chakravarti

Jeffrey Hunter
On the Renewal Density Matrix of Semi-Markov Processes
Advisor: W.L. Smith

Gary Koch
The Design of Combinatorial Information Retrieval Systems for Files with Multiple-Valued Attributions
Advisor: R.C. Bose

W. Kenneth Poole
Some Aspects of Linear Prediction in Stationary Time Series
Advisor: W.L. Smith

Kempton Smith
Majority Decodable Codes Derived from Finite Geometrics
Advisor: R.C. Bose

William Wilkinson
Branching Processes in Stochastic Environments
Advisor: W.L. Smith

Thomas Dowling
Construction of Codes for the Gaussian Channel
Advisor: R.C. Bose

Richard Meyer
Some Poisson-Type Limit Theorems for Sequences of Dependent `Rare’ Events, with Applications
Advisor: W.J. Hall

W. Michael O’Fallon
A Stochastic Model for DNA Synthesis
Advisor: H.R. van der Vaart and W.J. Hall

Robert J. Serfling
Contributions to Central Limit Theory for Dependent Variables
Advisor: M.R. Leadbetter

Robert E. Bohrer
On Bayes Sequential Design of Experiments
Advisor: W. Hoeffding

J. George Caldwell
Construction of Variable-Length Error-Correcting Codes
Advisor: R.C. Bose

Jonathan D. Cryer
Normal Stochastic Processes
Advisor: M.R. Leadbetter

Jamie J. Goode
Asymptotically Efficient Competitors to the Maximum Likelihood Estimators
Advisor: W. Hoeffding

David G. Herr
Asymptotically Optimal Tests for an Exponential Family of Distributions
Advisor: W. Hoeffding

David G. Hoel
Properties of Sequential Tests when the Conditions for Standard Approximate Formulae are not Satisfied
Advisor: N.L. Johnson

Robert C. Burton
An Application of Convex Sets to the Construction of Error Correcting Codes and Factorial Designs
Advisor: R.C. Bose

Meckinley Scott
A Study of Some Single-Counter Queueing Processes
Advisor: P. Naor

Ismail N. Shimi
Inventory Problems Concerning Compound Products
Advisor: W.L. Smith

Gideon J. Van Zyl
Inventory Control for Perishable Commodities
Advisor: W.L. Smith and W.J. Hall

Somesh Das Gupta
Some Problems in Classification
Advisor: S.N. Roy

M. Ross Leadbetter
On the Nonparametric Estimation of Probability Densities
Advisor: W.L. Smith

Govind S. Mudholkar
Some Contributions to the Theory of Univariate and Multivariate Statistical Analysis
Advisor: W.J. Hall

Melvin R. Novick
A Bayesian Indifference Procedure
Advisor: W.J. Hall

Sudhindra Ray
Some Sequential Bayes Procedures for Comparing Two Binomial Parameters when Observations are Taken in Pairs
Advisor: W.J. Hall

Charles D. Roberts
An Asymptotically Optimal Sequential Design for Comparing Several Experimental Categories with a Standard or Control
Advisor: W. Hoeffding

William G. Warren
Contributions to the Study of Spatial Point Processes
Advisor: W.L. Smith

John W. Adams
Autoregressive Models and Testing of Hypotheses Associated with these Models
Advisor: S.N. Roy

Sigmund J. Amster
A Modified Bayes Stopping Rule
Advisor: W.J. Hall

Alan J. Gross
On the Construction of Burst-Error-Correcting Codes
Advisor: R.C. Bose

Yashawande S. Sathe
Studies in Certain Types of Nonparametric Inference
Advisor: S.N. Roy

Jagdish N. Srivastava
Contributions to the Construction and Analysis of Designs
Advisor: R.C. Bose

R. Emerson Thomas
Preemptive Disciplines for Queues and Stores
Advisor: W.L. Smith

Richard P. Bland
A Minimum Average Risk Solution to the Problem of Finding the Largest Mean
Advisor: D.B. Duncan

Alfred Descloux
On the Covariance Between the Number of Offered and the Number of Overflow Requests in Systems with Limited Capacity
Advisor: W.L. Smith

Vrudhula Murthy
On the General Renewal Process
Advisor: W.L. Smith

Manibhai S. Patel
Investigations on Factorial Designs
Advisor: R.C. Bose

Wadie F. Mikhail
On the Monotonicity and Admissibility of Some Tests in Multivariate Analysis
Advisor: S.N. Roy

Dana E. Quade
The Asymptotic Power of the Kolmogorov Tests of Goodness-of-Fit
Advisor: W. Hoeffding

Wyman Richardson
Asymptotic Methods of Evaluating Integral A to Infinity f(x)Dx
Advisor: H. Hotelling

E. Webb Stacy
An Estimate of Correlation Corrected for Mathematics Attenuation and Its Distribution
Advisor: H. Hotelling

Vasant P. Bhapkar
Contributions to the Statistical Analysis of Experiments with One or More Responses
Advisor: S.N. Roy

Whitfield Cobb
Studies in Univariate and Multivariate Variance Components Analysis Connected with Sampling from a Finite Population
Advisor: S.N. Roy

Dwijendra K. Ray-Chaudhuri
On the Application of the Geometry of Quadrics to the Construction of Partially Balanced Incomplete Block Designs and Error Correcting Binary Codes
Advisor: R.C. Bose

Donald L. Richter
Two-Stage Experiments for Estimating a Common Mean
Advisor: W. Hoeffding

Rolf Bargman
A Study of Independence and Dependence in Multivariate Normal Analysis
Advisor: S.N. Roy

Earl L. Diamond
Asymptotic Power and Independence of Certain Classes of Tests on Categorical Data
Advisor: S.N. Roy

Norman R. Draper
Investigation of Response Surface Designs
Advisor: R.C. Bose

Roy R. Kuebler
On the Construction of a Class of Error-Correcting Binary Signaling Codes
Advisor: R.C. Bose

Richard F. Potthoff
Multi-Dimensional Incomplete Block Designs
Advisor: S.N. Roy

Richard L. Carter
New Designs for the Exploration of Response Surfaces
Advisor: R.C. Bose

Thomas G. Donnelly
A Family of Sequential Tests
Advisor: W. Hoeffding

Ramanathan Gnanadesikan
Contributions to Multivariate Analysis Including Univariate and Multivariate Variance Components Analysis and Factor Analysis
Advisor: S.N. Roy

Mohammad Iqbal
On the Classification Statistic of Wold
Advisor: H. Hotelling

Mohammed Siddiqui
Distributions of Some Serial Correlation Coefficients
Advisor: H. Hotelling

James W. Walker
Optimal Decomposition of a Sample Space for Estimation Based on Group Data
Advisor: H. Hotelling

Shanti S. Gupta
On a Decision Rule for a Problem in Ranking Means
Advisor: R.C. Bose

William G. Howe
Some Contributions to Factor Analysis
Advisor: G. Nicholson

Jon H. Mac Kay
On the Efficiency of Certain Tests for 2×2 Tables
Advisor: H. Hotelling

Sujit K. Mitra
Contributions to the Statistical Analysis of Categorical Data
Advisor: S.N. Roy

Joan R. Rosenblatt
On a Class of Nonparametric Tests
Advisor: W. Hoeffding

John W. Wilkinson
Analysis of Paired Comparison Designs with Incomplete Repetitions
Advisor: R.C. Bose

Donald L. Burkholder
On a Certain Class of Stochastic Approximation Processes
Advisor: W. Hoeffding

Seymour Geisser
On the Exact Distributions of Certain Statistics Related to the Mean Square Successive Difference
Advisor: H. Hotelling

William J. Hall
Most Economical Multiple-Decision Rules
Advisor: W. Hoeffding

Isadore Blumen
The Estimation of the Means of the Multivariate Normal Distribution: Minimax Solutions
Advisor: H. Hotelling

K.C. Sreedharan Pillai
On Some Distribution Problems in Multivariate Analysis
Advisor: S.N. Roy

Koduvayur Ramachandran
On Certain Tests and the Monotonicity of Their Powers
Advisor: S.N. Roy

Morris Skibinsky
Some Properties of a Bayes Two-Stage Test for the Mean
Advisor: W. Hoeffding

Jacques St. Pierre
Distribution of Linear Contrasts of Order Statistics
Advisor: R.C. Bose

Kiron C. Seal
On a Class of Decision Procedures for Ranking Means
Advisor: R.C. Bose

William A. Thompson
On the Ratio of Variances in the Mixed Incomplete Block Model
Advisor: R.C. Bose

James F. Hannan
Asymptotic Solutions of Compound Decision Problems
Advisor: W. Hoeffding

Tadepalli Narayana
Sequential Procedures in Probit Analysis
Advisor: R.C. Bose

James Pachares
On the Distribution of Quadratic forms
Advisor: S.N. Roy

Paul N. Somerville
Some Problems of Optimum Sampling
Advisor: N.L. Johnson

Willard H. Clatworthy
Partially Balanced Incomplete Block Designs with R < K
Advisor: R.C. Bose

Meyer Dwass
On the Large Sample Power of Certain Rank Order Tests
Advisor: W. Hoeffding

Sudhish G. Ghurye
Some Problems in the Theory of Stochastic Difference Equations
Advisor: H. Robbins

William S. Connor
The Structure of Balanced Incomplete Block Designs and the Impossibility of Certain Unsymmetrical Cases
Advisor: R.C. Bose

Gopinath Kallianpur
Some Topics in the Theory of Stochastic Processes
Advisor: H. Robbins

Ingram Olkin
On Distribution Problems in Multivariate Analysis
Advisor: S.N. Roy

Milton E. Terry
Some Rank Order Tests which are Most Powerful Against Specific Parametric Alternatives
Advisor: H. Hotelling

R. Raj Bahadur
On a Class of Decision Problems in the Theory of R Populations
Advisor: H. Robbins

Kenneth A. Bush
Orthogonal Arrays
Advisor: R.C. Bose

Max Halperin
Estimation in Truncated Sampling Processes
Advisor: H. Hotelling

Sharad C. Shrikhande
Construction of Partially Balanced Designs and Related Problems
Advisor: R.C. Bose

Shantilal A. Vora
Bounds on the Distribution of Chi-Square
Advisor: W. Hoeffding

Ralph A. Bradley
Sampling Distribution for Non-Normal Inverses
Advisor: H. Hotelling

Uttam Chand
On Certain Composite Hypotheses Concerning Regression Coefficients and Means
Advisor: H. Hotelling

Dwarka N. Nanda
Some Contributions to the Theory of Multivariate Analysis
Advisor: H. Hotelling

George E. Nicholson
The Application of a Regression Equation to a New Sample.
Advisor: H. Hotelling