Publications of Robert Davies

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Please go to the Statistics Research Associates website for my full publication list and abstracts.

You can also look at my Google Scholar page.

The following are downloadable preprints or scanned versions of published papers in PDF format:

(2011) Confidence intervals in a regression with both linear and non-linear terms. (with C.S. Withers & S. Nadarajah) Electron. J. Statist. 5, 603-618. 1106kb

(2004) Crash risk relationships for improved safety management of roads. (with Peter Cenek) Towards Sustainable Land Transport conference, Wellington November 2004.  123kb

(2002) Hypothesis testing when a nuisance parameter is present only under the alternative - linear model case. Biometrika 89 484-489. 166kb

(2001) Integrated processes and the discrete cosine transform. Probability, statistics and seismology, A Festschrift for David Vere-Jones. Ed D.J.Daley. J. Appl. Probab. Special Volume 38A. 105-121. 298kb

(1994) Writing a matrix package in C++. OON-SKI'94: The second annual object-oriented numerics conference, pp 207-213. Rogue Wave Software, Corvallis. 162kb

(1987) Hypothesis testing when a nuisance parameter is present only under the alternative. Biometrika 74 33-43. 789kb

(1987) Tests for Hurst effect. Biometrika 74 95-101 (with D.S. Harte). 516kb

(1985) Asymptotic inference when the amount of information is random. Proceedings of the Berkeley Conference in Honor of Jerzy Neyman and Jack Kiefer, Volume 2. Eds L.M. LeCam & R.A. Olsen. 841-864. Wadsworth, Belmont. 1037kb

(1980) The distribution of a linear combination of chi-squared random variables. Applied Statistics 29 323-333. 583kb

(1977) Testing the hypothesis that a point process is Poisson. Adv. Appl. Prob. 9 724-746. 1011kb

(1977) Hypothesis testing when a nuisance parameter is present only under the alternative. Biometrika 64 247-254. 644kb

(1977) Testing for independence between Poisson processes. Bull. International Statistical Institute 47, Book 4 140-143. 150kb

(1975) The effect of error in the independent variables in linear regression. Biometrika 62 383-391 (with B. Hutton). 1225kb

(1973) Asymptotic inference in stationary Gaussian time-series. Adv. Appl. Prob. 5 469-497. 2156kb

(1973) Numerical inversion of a characteristic function. Biometrika 60 415-417. 201kb

(1966) A statistical survey of earthquakes in the main seismic region of New Zealand: Part 2 - Time series analyses. N.Z. J. Geol. Geophys. 9 251-284 (with D Vere-Jones). 2933kb

 

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