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## Siegmund, David O.

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 Author ID: siegmund.david-o Published as: Siegmund, D.; Siegmund, D. O.; Siegmund, David; Siegmund, David O.
 Documents Indexed: 115 Publications since 1967, including 7 Books
all top 5

#### Co-Authors

 34 single-authored 17 Robbins, Herbert Ellis 12 Yakir, Benjamin 8 Lai, Tze Leung 6 Zhang, Nancy Ruonan 4 Pollak, Moshe 3 James, Barry R. 3 James, Kang Ling 2 Chow, Yuan Shih 2 Fang, Xiao 2 Knowles, Mark 2 Olshen, Richard Allen 2 Worsley, Keith J. 2 Yakir, Benny 2 Zhang, Heping 1 Barbour, Andrew D. 1 Carlstein, Edward 1 Chan, Hock Peng 1 de Gunst, Mathisca C. M. 1 Dupuis, Josée 1 Feder, Paul I. 1 Gregory, Phil 1 Gundy, Richard F. 1 Hernández, Sonia 1 Hogan, Michael L. 1 Ji, Hanlee 1 Johnstone, Iain M. 1 Kettenring, Jon R. 1 Kim, Hyune-Ju 1 Lerche, Hans Rudolf 1 Levin, Bruce R. 1 Li, Jian 1 Li, Jian 1 Li, Junzhuang 1 Lindsay, Bruce G. 1 Miller, Rupert G. jun. 1 Müller, Hans-Georg 1 Nardi, Yuval 1 Peng, Jie 1 Rabinowitz, Daniel 1 Rizvi, M. Haseeb 1 Rustagi, Jagdish Sharan 1 Sellke, Thomas M. 1 Shafie, Khalil 1 Shi, Jianxin 1 Sigal, Belle M. 1 Simons, Gordon 1 Storey, John D. 1 Tang, Hsiu-Khuern 1 Taylor, Jonathan E. 1 Teng, Jun 1 Tu, I-Ping 1 Venkatraman, E. S. 1 Wendel, James G. 1 Xia, Lichao 1 Xie, Yao 1 Yuh, Yih-Shyh 1 Zhang, Heping 1 Zhang, Nansong
all top 5

#### Serials

 21 The Annals of Statistics 11 Biometrika 9 Annals of Mathematical Statistics 5 The Annals of Probability 3 Advances in Applied Probability 3 Biometrics 3 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 3 Sequential Analysis 3 Statistical Science 3 Proceedings of the National Academy of Sciences of the United States of America 3 Statistica Sinica 2 International Statistical Review 2 Journal of the American Statistical Association 2 Journal of Statistical Planning and Inference 2 Biostatistics 2 The Annals of Applied Statistics 1 Journal of Applied Probability 1 Mitteilungen. Vereinigung Schweizerischer Versicherungsmathematiker (VSV) 1 Advances in Applied Mathematics 1 Probability and Mathematical Statistics 1 The Annals of Applied Probability 1 Bulletin of the Institute of Mathematics. Academia Sinica 1 Journal of the Royal Statistical Society. Series B 1 Bernoulli 1 Documenta Mathematica 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Statistical Applications in Genetics and Molecular Biology 1 Naval Research Logistics Quarterly 1 Bulletin de l’Institut International de Statistique 1 Institute of Mathematical Statistics Lecture Notes - Monograph Series 1 Lecture Notes in Statistics 1 Mathematical Medley 1 Statistics and Its Interface 1 Springer Series in Statistics 1 Statistics for Biology and Health
all top 5

#### Fields

 87 Statistics (62-XX) 44 Probability theory and stochastic processes (60-XX) 17 Biology and other natural sciences (92-XX) 9 Numerical analysis (65-XX) 4 History and biography (01-XX) 3 General and overarching topics; collections (00-XX) 2 Convex and discrete geometry (52-XX) 1 Partial differential equations (35-XX) 1 Differential geometry (53-XX) 1 Information and communication theory, circuits (94-XX)

#### Citations contained in zbMATH Open

99 Publications have been cited 2,412 times in 1,763 Documents Cited by Year
Sequential analysis. Tests and confidence intervals. Zbl 0573.62071
Siegmund, David
1985
Great expectations: The theory of optimal stopping. Zbl 0233.60044
Chow, Y. S.; Robbins, Herbert; Siegmund, David
1971
Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: a unified approach. Zbl 1061.62110
Storey, John D.; Taylor, Jonathan E.; Siegmund, David
2004
A nonlinear renewal theory with applications to sequential analysis. I. Zbl 0378.62069
Lai, T. L.; Siegmund, D.
1977
A convergence theorem for non negative almost supermartingales and some applications. Zbl 0286.60025
Robbins, H.; Siegmund, D.
1971
A nonlinear renewal theory with applications to sequential analysis II. Zbl 0409.62074
Lai, T. L.; Siegmund, D.
1979
Boundary crossing probabilities and statistical applications. Zbl 0632.62077
Siegmund, David
1986
Fixed accuracy estimation of an autoregressive parameter. Zbl 0519.62076
Lai, T. L.; Siegmund, D.
1983
Using the generalized likelihood ratio statistic for sequential detection of a change-point. Zbl 0821.62044
Siegmund, D.; Venkatraman, E. S.
1995
Importance sampling in the Monte Carlo study of sequential tests. Zbl 0353.62044
Siegmund, D.
1976
The likelihood ratio test for a change-point in simple linear regression. Zbl 0676.62027
Kim, Hyune-Ju; Siegmund, David
1989
A diffusion process and its applications to detecting a change in the drift of Brownian motion. Zbl 0571.60084
Pollak, Moshe; Siegmund, David
1985
Tests for a change-point. Zbl 0632.62021
James, Barry; James, Kang Ling; Siegmund, David
1987
A modified Bayes information criterion with applications to the analysis of comparative genomic hybridization data. Zbl 1206.62174
Zhang, Nancy R.; Siegmund, David O.
2007
Corrected diffusion approximations in certain random walk problems. Zbl 0422.60053
Siegmund, D.
1979
The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes. Zbl 0364.60109
Siegmund, D.
1976
Confidence sets in change-point problems. Zbl 0684.62028
Siegmund, David
1988
Boundary crossing probabilities for the Wiener process and sample sums. Zbl 0255.60058
Robbins, Herbert; Siegmund, David
1970
Maximally selected chi square statistics. Zbl 0502.62091
Miller, Rupert; Siegmund, David
1982
Tail probabilities for the null distribution of scanning statistics. Zbl 0976.62048
Siegmund, David; Yakir, Benjamin
2000
Approximations to the expected sample size of certain sequential tests. Zbl 0347.62063
Pollak, M.; Siegmund, D.
1975
Sequential analysis of the proportional hazards model. Zbl 0528.62068
Sellke, T.; Siegmund, D.
1983
The statistics of gene mapping. Zbl 1280.62012
Siegmund, David; Yakir, Benjamin
2007
Sequential multi-sensor change-point detection. Zbl 1267.62084
Xie, Yao; Siegmund, David
2013
Detecting simultaneous change points in multiple sequences. Zbl 1195.62168
Zhang, Nancy R.; Siegmund, David O.; Ji, Hanlee; Li, Jun Z.
2010
Testing for a signal with unknown location and scale in a stationary Gaussian random field. Zbl 0898.62119
Siegmund, David O.; Worsley, Keith J.
1995
Repeated significance tests for a normal mean. Zbl 0381.62068
Siegmund, D.
1977
Change-point problems. Papers from the AMS-IMS-SIAM Summer Research Conference held at Mt. Holyoke College, South Hadley, MA, USA, July 11–16, 1992. Zbl 0942.00037
Carlstein, Edward (ed.); Müller, Hans-Georg (ed.); Siegmund, David (ed.)
1994
On Hotelling’s approach to testing for a nonlinear parameter in regression. Zbl 0707.62125
Knowles, Mark; Siegmund, David
1989
Approximate tail probabilities for the maxima of some random fields. Zbl 0646.60032
Siegmund, David
1988
Sequential detection of a change in a normal mean when the initial value is unknown. Zbl 0732.62080
Pollak, Moshe; Siegmund, D.
1991
On the law of the iterated logarithm for maxima and minima. Zbl 0281.60027
Robbins, H.; Siegmund, D.
1972
Some problems in the theory of optimal stopping rules. Zbl 0183.20706
Siegmund, D. O.
1967
Detecting simultaneous variant intervals in aligned sequences. Zbl 1223.62166
Siegmund, David; Yakir, Benjamin; Zhang, Nancy R.
2011
Estimation following sequential tests. Zbl 0392.62065
Siegmund, D.
1978
The expected sample size of some tests of power one. Zbl 0318.62069
Robbins, H.; Siegmund, D.
1974
Sequential tests involving two populations. Zbl 0296.62072
Robbins, Herbert; Siegmund, David O.
1974
Statistical tests of power one and the integral representation of solutions of certain partial differential equations. Zbl 0289.62055
Robbins, H.; Siegmund, D.
1973
On moments of the maximum of normed partial sums. Zbl 0177.21704
Siegmund, D.
1969
Model selection in irregular problems: applications to mapping quantitative trait loci. Zbl 1064.62114
Siegmund, David
2004
On Hotelling’s formula for the volume of tubes and Naiman’s inequality. Zbl 0678.62066
Johnstone, Iain; Siegmund, David
1989
Convergence of quasi-stationary to stationary distributions for stochastically monotone Markov processes. Zbl 0595.60075
Pollak, Moshe; Siegmund, David
1986
The theory of optimal stopping. Corrected reprint of the 1971 original. Zbl 1093.60508
Chow, Yuan Shih; Robbins, Herbert; Siegmund, David
1991
The time until ruin in collective risk theory. Zbl 0388.62091
Siegmund, D.
1975
Higher criticism: $$p$$-values and criticism. Zbl 1320.62039
Li, Jian; Siegmund, David
2015
A sequential clinical trial for comparing three treatments. Zbl 0770.62065
Siegmund, D.
1993
Approximate $$p$$-values for local sequence alignments. Zbl 1105.62377
Siegmund, David; Yakir, Benjamin
2000
The limiting distribution of the last time $$s_n \geq n \varepsilon$$. Zbl 0254.60032
Robbins, H.; Siegmund, D.; Wendel, J.
1968
False discovery rate for scanning statistics. Zbl 1228.62090
Siegmund, D. O.; Zhang, N. R.; Yakir, B.
2011
Rotation space random fields with an application to fMRI data. Zbl 1043.92019
Shafie, K.; Sigal, B.; Siegmund, D.; Worsley, K. J.
2003
Mapping quantitative trait loci in oligogenic models. Zbl 1097.62570
Tang, Hsiu-Khuern; Siegmund, D.
2001
The approximate distribution of the maximum of a smoothed Poisson random field. Zbl 0895.60053
Rabinowitz, Daniel; Siegmund, D.
1997
Brownian approximations to first passage probabilities. Zbl 0485.60064
Siegmund, D.; Yuh, Yih-Shyh
1982
Sequential medical trials. Zbl 0453.62066
Lai, T. L.; Levin, Bruce; Robbins, Herbert; Siegmund, David
1980
Model selection for high dimensional multi-sequence change-point problems. Zbl 1264.62079
Zhang, Nancy R.; Siegmund, David O.
2012
Large deviations for boundary crossing probabilities. Zbl 0487.60028
Siegmund, D.
1982
Some one-sided stopping rules. Zbl 0183.20707
Siegmund, D. O.
1967
Change-points: from sequential detection to biology and back. Zbl 1271.62191
Siegmund, David
2013
Detecting the emergence of a signal in a noisy image. Zbl 1230.62105
Siegmund, David; Yakir, Benjamin
2008
Large deviations for the maxima of some random fields. Zbl 0612.60029
Hogan, M. L.; Siegmund, D.
1986
The distribution of maxima of approximately Gaussian random fields. Zbl 1148.60029
Nardi, Yuval; Siegmund, David O.; Yakir, Benjamin
2008
Approximate exit probabilities for a Brownian bridge on a short time interval and applications. Zbl 0681.60072
Lerche, H. R.; Siegmund, D.
1989
Conditional boundary crossing probabilities, with application to change- point problems. Zbl 0645.62031
James, Barry; James, Kang Ling; Siegmund, David
1988
A sequential clinical trial for testing $$p_1=p_2$$. Zbl 0444.62095
Siegmund, D.; Gregory, P.
1980
Tail approximations for maxima of random fields by likelihood ratio transformations. Zbl 1200.62090
Siegmund, D.; Yakir, B.; Zhang, N.
2010
Minimax optimality of the Shiryayev-Roberts change-point detection rule. Zbl 1367.62243
Siegmund, D. O.; Yakir, B.
2008
Importance sampling for estimating $$p$$ values in linkage analysis. Zbl 05564421
Shi, Jianxin; Siegmund, David; Yakir, Benny
2007
The maximum of a function of a Markov chain and application to linkage analysis. Zbl 0941.60088
Tu, I-Ping; Siegmund, David
1999
Confidence regions in broken line regression. Zbl 1163.62311
Siegmund, David O.; Zhang, Heping
1994
Asymptotic approximations for likelihood ratio tests and confidence regions for a change-point in the mean of a multivariate normal distribution. Zbl 0822.62048
James, Barry; James, Kang Ling; Siegmund, David
1992
Error probabilities and average sample number of the sequential probability ratio test. Zbl 0312.62063
Siegmund, D.
1975
A report on the future of statistics (with comments and rejoinder). Zbl 1100.62516
Lindsay, Bruce G.; Kettenring, Jon; Siegmund, David O.
2004
Multipoint linkage analysis using affected relative pairs and partially informative markers. Zbl 1058.62661
Teng, Jun; Siegmund, David
1998
The expected number of local maxima of a random field and the volume of tubes. Zbl 0801.62087
Siegmund, David; Zhang, Heping
1993
Sequential $$\chi^2$$ and F tests and a related confidence intervals. Zbl 0437.62077
Siegmund, D.
1980
On the asymptotic normality of one-sided stopping rules. Zbl 0279.62020
Siegmund, D.
1968
On a stopping rule and the central limit theorem. Zbl 0155.25401
Gundy, R. F.; Siegmund, D.
1967
Scan statistics on Poisson random fields with applications in genomics. Zbl 1400.62300
Zhang, Nancy R.; Yakir, Benjamin; Xia, Li C.; Siegmund, David
2016
Tail approximations for maxima of random fields. Zbl 0758.60047
Siegmund, David O.
1992
A sequential confidence interval for the odds ratio. Zbl 0529.62070
Siegmund, D.
1982
Sequential estimation of p in Bernoulli trials. Zbl 0354.62065
Robbins, Herbert; Siegmund, David
1976
Large deviation probabilities in the strong law of large numbers. Zbl 0326.60028
Siegmund, D.
1975
Poisson approximation for two scan statistics with rates of convergence. Zbl 1352.60032
Fang, Xiao; Siegmund, David
2016
The admixture model in linkage analysis. Zbl 1085.62127
Peng, Jie; Siegmund, D.
2005
Significance level in interval mapping. Zbl 1081.62104
Siegmund, David O.; Yakir, Benny
2003
Herbert Robbins and sequential analysis. Zbl 1039.62075
Siegmund, David
2003
Note on a stochastic recursion. Zbl 1371.60112
Siegmund, David
2001
Boundary crossing probabilities in linkage analysis. Zbl 0980.62100
Dupuis, Josée; Siegmund, David
2000
Sequential design of comparative clinical trials. Zbl 0538.62071
Lai, T. L.; Robbins, Herbert; Siegmund, David
1983
The variance of one-sided stopping rules. Zbl 0191.47002
Siegmund, D.
1969
Existence of optimal stopping rules for rewards related to $$S_{n}/n$$. Zbl 0182.52202
Siegmund, D.; Simons, G.; Feder, P.
1968
Probability approximations and beyond. Papers based on the presentations at the conference, Singapore, June 25–26, 2010 to honor Louis Chen on his 70th birthday. Zbl 1230.60007
Barbour, Andrew D. (ed.); Chan, Hock Peng (ed.); Siegmund, David (ed.)
2012
An urn model of Diaconis. Zbl 1086.60024
Siegmund, D.; Yakir, B.
2005
Confidence regions in semilinear regression. Zbl 0728.62063
Knowles, Mark; Siegmund, David; Zhang, Heping
1991
The contributions of Herbert Robbins to mathematical statistics. Zbl 0606.62003
Lai, Tze Leung; Siegmund, David
1986
Corrected diffusion approximations and their applications. Zbl 1372.60024
Siegmund, David
1985
Recent advances in statistics. Papers in Honor of Herman Chernoff on his Sixtieth Birthday. Zbl 0517.00012
Rizvi, M. Haseeb (ed.); Rustagi, Jagdish S. (ed.); Siegmund, David (ed.)
1983
On the maximum likelihood estimate of cell probabilities. Zbl 0203.51402
Olshen, R.; Siegmund, D.
1971
Iterated logarithm inequalities and related statistical procedures. Zbl 0211.50903
Robbins, H.; Siegmund, D.
1968
Scan statistics on Poisson random fields with applications in genomics. Zbl 1400.62300
Zhang, Nancy R.; Yakir, Benjamin; Xia, Li C.; Siegmund, David
2016
Poisson approximation for two scan statistics with rates of convergence. Zbl 1352.60032
Fang, Xiao; Siegmund, David
2016
Higher criticism: $$p$$-values and criticism. Zbl 1320.62039
Li, Jian; Siegmund, David
2015
Sequential multi-sensor change-point detection. Zbl 1267.62084
Xie, Yao; Siegmund, David
2013
Change-points: from sequential detection to biology and back. Zbl 1271.62191
Siegmund, David
2013
Model selection for high dimensional multi-sequence change-point problems. Zbl 1264.62079
Zhang, Nancy R.; Siegmund, David O.
2012
Probability approximations and beyond. Papers based on the presentations at the conference, Singapore, June 25–26, 2010 to honor Louis Chen on his 70th birthday. Zbl 1230.60007
Barbour, Andrew D. (ed.); Chan, Hock Peng (ed.); Siegmund, David (ed.)
2012
Detecting simultaneous variant intervals in aligned sequences. Zbl 1223.62166
Siegmund, David; Yakir, Benjamin; Zhang, Nancy R.
2011
False discovery rate for scanning statistics. Zbl 1228.62090
Siegmund, D. O.; Zhang, N. R.; Yakir, B.
2011
Detecting simultaneous change points in multiple sequences. Zbl 1195.62168
Zhang, Nancy R.; Siegmund, David O.; Ji, Hanlee; Li, Jun Z.
2010
Tail approximations for maxima of random fields by likelihood ratio transformations. Zbl 1200.62090
Siegmund, D.; Yakir, B.; Zhang, N.
2010
Detecting the emergence of a signal in a noisy image. Zbl 1230.62105
Siegmund, David; Yakir, Benjamin
2008
The distribution of maxima of approximately Gaussian random fields. Zbl 1148.60029
Nardi, Yuval; Siegmund, David O.; Yakir, Benjamin
2008
Minimax optimality of the Shiryayev-Roberts change-point detection rule. Zbl 1367.62243
Siegmund, D. O.; Yakir, B.
2008
A modified Bayes information criterion with applications to the analysis of comparative genomic hybridization data. Zbl 1206.62174
Zhang, Nancy R.; Siegmund, David O.
2007
The statistics of gene mapping. Zbl 1280.62012
Siegmund, David; Yakir, Benjamin
2007
Importance sampling for estimating $$p$$ values in linkage analysis. Zbl 05564421
Shi, Jianxin; Siegmund, David; Yakir, Benny
2007
The admixture model in linkage analysis. Zbl 1085.62127
Peng, Jie; Siegmund, D.
2005
An urn model of Diaconis. Zbl 1086.60024
Siegmund, D.; Yakir, B.
2005
Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: a unified approach. Zbl 1061.62110
Storey, John D.; Taylor, Jonathan E.; Siegmund, David
2004
Model selection in irregular problems: applications to mapping quantitative trait loci. Zbl 1064.62114
Siegmund, David
2004
A report on the future of statistics (with comments and rejoinder). Zbl 1100.62516
Lindsay, Bruce G.; Kettenring, Jon; Siegmund, David O.
2004
Rotation space random fields with an application to fMRI data. Zbl 1043.92019
Shafie, K.; Sigal, B.; Siegmund, D.; Worsley, K. J.
2003
Significance level in interval mapping. Zbl 1081.62104
Siegmund, David O.; Yakir, Benny
2003
Herbert Robbins and sequential analysis. Zbl 1039.62075
Siegmund, David
2003
Mapping quantitative trait loci in oligogenic models. Zbl 1097.62570
Tang, Hsiu-Khuern; Siegmund, D.
2001
Note on a stochastic recursion. Zbl 1371.60112
Siegmund, David
2001
Tail probabilities for the null distribution of scanning statistics. Zbl 0976.62048
Siegmund, David; Yakir, Benjamin
2000
Approximate $$p$$-values for local sequence alignments. Zbl 1105.62377
Siegmund, David; Yakir, Benjamin
2000
Boundary crossing probabilities in linkage analysis. Zbl 0980.62100
Dupuis, Josée; Siegmund, David
2000
The maximum of a function of a Markov chain and application to linkage analysis. Zbl 0941.60088
Tu, I-Ping; Siegmund, David
1999
Multipoint linkage analysis using affected relative pairs and partially informative markers. Zbl 1058.62661
Teng, Jun; Siegmund, David
1998
The approximate distribution of the maximum of a smoothed Poisson random field. Zbl 0895.60053
Rabinowitz, Daniel; Siegmund, D.
1997
Using the generalized likelihood ratio statistic for sequential detection of a change-point. Zbl 0821.62044
Siegmund, D.; Venkatraman, E. S.
1995
Testing for a signal with unknown location and scale in a stationary Gaussian random field. Zbl 0898.62119
Siegmund, David O.; Worsley, Keith J.
1995
Change-point problems. Papers from the AMS-IMS-SIAM Summer Research Conference held at Mt. Holyoke College, South Hadley, MA, USA, July 11–16, 1992. Zbl 0942.00037
Carlstein, Edward (ed.); Müller, Hans-Georg (ed.); Siegmund, David (ed.)
1994
Confidence regions in broken line regression. Zbl 1163.62311
Siegmund, David O.; Zhang, Heping
1994
A sequential clinical trial for comparing three treatments. Zbl 0770.62065
Siegmund, D.
1993
The expected number of local maxima of a random field and the volume of tubes. Zbl 0801.62087
Siegmund, David; Zhang, Heping
1993
Asymptotic approximations for likelihood ratio tests and confidence regions for a change-point in the mean of a multivariate normal distribution. Zbl 0822.62048
James, Barry; James, Kang Ling; Siegmund, David
1992
Tail approximations for maxima of random fields. Zbl 0758.60047
Siegmund, David O.
1992
Sequential detection of a change in a normal mean when the initial value is unknown. Zbl 0732.62080
Pollak, Moshe; Siegmund, D.
1991
The theory of optimal stopping. Corrected reprint of the 1971 original. Zbl 1093.60508
Chow, Yuan Shih; Robbins, Herbert; Siegmund, David
1991
Confidence regions in semilinear regression. Zbl 0728.62063
Knowles, Mark; Siegmund, David; Zhang, Heping
1991
The likelihood ratio test for a change-point in simple linear regression. Zbl 0676.62027
Kim, Hyune-Ju; Siegmund, David
1989
On Hotelling’s approach to testing for a nonlinear parameter in regression. Zbl 0707.62125
Knowles, Mark; Siegmund, David
1989
On Hotelling’s formula for the volume of tubes and Naiman’s inequality. Zbl 0678.62066
Johnstone, Iain; Siegmund, David
1989
Approximate exit probabilities for a Brownian bridge on a short time interval and applications. Zbl 0681.60072
Lerche, H. R.; Siegmund, D.
1989
Confidence sets in change-point problems. Zbl 0684.62028
Siegmund, David
1988
Approximate tail probabilities for the maxima of some random fields. Zbl 0646.60032
Siegmund, David
1988
Conditional boundary crossing probabilities, with application to change- point problems. Zbl 0645.62031
James, Barry; James, Kang Ling; Siegmund, David
1988
Tests for a change-point. Zbl 0632.62021
James, Barry; James, Kang Ling; Siegmund, David
1987
Boundary crossing probabilities and statistical applications. Zbl 0632.62077
Siegmund, David
1986
Convergence of quasi-stationary to stationary distributions for stochastically monotone Markov processes. Zbl 0595.60075
Pollak, Moshe; Siegmund, David
1986
Large deviations for the maxima of some random fields. Zbl 0612.60029
Hogan, M. L.; Siegmund, D.
1986
The contributions of Herbert Robbins to mathematical statistics. Zbl 0606.62003
Lai, Tze Leung; Siegmund, David
1986
Sequential analysis. Tests and confidence intervals. Zbl 0573.62071
Siegmund, David
1985
A diffusion process and its applications to detecting a change in the drift of Brownian motion. Zbl 0571.60084
Pollak, Moshe; Siegmund, David
1985
Corrected diffusion approximations and their applications. Zbl 1372.60024
Siegmund, David
1985
Fixed accuracy estimation of an autoregressive parameter. Zbl 0519.62076
Lai, T. L.; Siegmund, D.
1983
Sequential analysis of the proportional hazards model. Zbl 0528.62068
Sellke, T.; Siegmund, D.
1983
Sequential design of comparative clinical trials. Zbl 0538.62071
Lai, T. L.; Robbins, Herbert; Siegmund, David
1983
Recent advances in statistics. Papers in Honor of Herman Chernoff on his Sixtieth Birthday. Zbl 0517.00012
Rizvi, M. Haseeb (ed.); Rustagi, Jagdish S. (ed.); Siegmund, David (ed.)
1983
Maximally selected chi square statistics. Zbl 0502.62091
Miller, Rupert; Siegmund, David
1982
Brownian approximations to first passage probabilities. Zbl 0485.60064
Siegmund, D.; Yuh, Yih-Shyh
1982
Large deviations for boundary crossing probabilities. Zbl 0487.60028
Siegmund, D.
1982
A sequential confidence interval for the odds ratio. Zbl 0529.62070
Siegmund, D.
1982
Sequential medical trials. Zbl 0453.62066
Lai, T. L.; Levin, Bruce; Robbins, Herbert; Siegmund, David
1980
A sequential clinical trial for testing $$p_1=p_2$$. Zbl 0444.62095
Siegmund, D.; Gregory, P.
1980
Sequential $$\chi^2$$ and F tests and a related confidence intervals. Zbl 0437.62077
Siegmund, D.
1980
A nonlinear renewal theory with applications to sequential analysis II. Zbl 0409.62074
Lai, T. L.; Siegmund, D.
1979
Corrected diffusion approximations in certain random walk problems. Zbl 0422.60053
Siegmund, D.
1979
Estimation following sequential tests. Zbl 0392.62065
Siegmund, D.
1978
A nonlinear renewal theory with applications to sequential analysis. I. Zbl 0378.62069
Lai, T. L.; Siegmund, D.
1977
Repeated significance tests for a normal mean. Zbl 0381.62068
Siegmund, D.
1977
Importance sampling in the Monte Carlo study of sequential tests. Zbl 0353.62044
Siegmund, D.
1976
The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes. Zbl 0364.60109
Siegmund, D.
1976
Sequential estimation of p in Bernoulli trials. Zbl 0354.62065
Robbins, Herbert; Siegmund, David
1976
Approximations to the expected sample size of certain sequential tests. Zbl 0347.62063
Pollak, M.; Siegmund, D.
1975
The time until ruin in collective risk theory. Zbl 0388.62091
Siegmund, D.
1975
Error probabilities and average sample number of the sequential probability ratio test. Zbl 0312.62063
Siegmund, D.
1975
Large deviation probabilities in the strong law of large numbers. Zbl 0326.60028
Siegmund, D.
1975
The expected sample size of some tests of power one. Zbl 0318.62069
Robbins, H.; Siegmund, D.
1974
Sequential tests involving two populations. Zbl 0296.62072
Robbins, Herbert; Siegmund, David O.
1974
Statistical tests of power one and the integral representation of solutions of certain partial differential equations. Zbl 0289.62055
Robbins, H.; Siegmund, D.
1973
On the law of the iterated logarithm for maxima and minima. Zbl 0281.60027
Robbins, H.; Siegmund, D.
1972
Great expectations: The theory of optimal stopping. Zbl 0233.60044
Chow, Y. S.; Robbins, Herbert; Siegmund, David
1971
A convergence theorem for non negative almost supermartingales and some applications. Zbl 0286.60025
Robbins, H.; Siegmund, D.
1971
On the maximum likelihood estimate of cell probabilities. Zbl 0203.51402
Olshen, R.; Siegmund, D.
1971
Boundary crossing probabilities for the Wiener process and sample sums. Zbl 0255.60058
Robbins, Herbert; Siegmund, David
1970
On moments of the maximum of normed partial sums. Zbl 0177.21704
Siegmund, D.
1969
The variance of one-sided stopping rules. Zbl 0191.47002
Siegmund, D.
1969
The limiting distribution of the last time $$s_n \geq n \varepsilon$$. Zbl 0254.60032
Robbins, H.; Siegmund, D.; Wendel, J.
1968
On the asymptotic normality of one-sided stopping rules. Zbl 0279.62020
Siegmund, D.
1968
Existence of optimal stopping rules for rewards related to $$S_{n}/n$$. Zbl 0182.52202
Siegmund, D.; Simons, G.; Feder, P.
1968
Iterated logarithm inequalities and related statistical procedures. Zbl 0211.50903
Robbins, H.; Siegmund, D.
1968
Some problems in the theory of optimal stopping rules. Zbl 0183.20706
Siegmund, D. O.
1967
Some one-sided stopping rules. Zbl 0183.20707
Siegmund, D. O.
1967
On a stopping rule and the central limit theorem. Zbl 0155.25401
Gundy, R. F.; Siegmund, D.
1967
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#### Cited by 2,151 Authors

 33 Lai, Tze Leung 28 Mukhopadhyay, Nitis 21 Siegmund, David O. 18 Wu, Yanhong 15 Chan, Hock Peng 15 Yakir, Benjamin 13 Munk, Axel 13 Tartakovsky, Alexander G. 12 Pollak, Moshe 12 Sarkar, Sanat Kumar 12 Sriram, T. N. 11 Gombay, Edit 11 Stadje, Wolfgang 11 Tanaka, Teruo 11 Woodroofe, Michael Barrett 10 Blanchet, Jose H. 10 Hwang, Leng-Cheng 10 Irle, Albrecht 10 Konev, Victor 10 Polunchenko, Aleksey S. 9 Glynn, Peter W. 9 Rabier, Charles-Elie 9 Srivastava, Muni Shanker 9 Taylor, Jonathan E. 9 Vexler, Albert 8 Asmussen, Søren 8 Baron, Michael I. 8 Gut, Allan 8 Hill, Theodore Preston 8 Konev, Victor V. 8 Kuriki, Satoshi 8 Mei, Yajun 8 Schmid, Wolfgang 8 Wang, Zhaojun 8 Yoshida, Yuji 8 Zacks, Shelemyahu 8 Zou, Changliang 7 Allaart, Pieter C. 7 Chang, Yuan-chin Ivan 7 Coad, D. Stephen 7 Dickhaus, Thorsten 7 Galtchouk, Leonid I. 7 Gurevich, Gregory 7 Han, Dong 7 Martinsek, Adam T. 7 Samuel-Cahn, Ester 7 Zhang, Nancy Ruonan 6 Boshuizen, Frans A. 6 Fuh, Cheng-Der 6 Guo, Wenge 6 Horváth, Lajos 6 Jarušková, Daniela 6 Kim, Hyune-Ju 6 Kohler, Michael 6 Kurano, Masami 6 Liu, Jingchen 6 Novikov, Andreĭ Alekseevich 6 Takemura, Akimichi 6 Tsung, Fugee 6 Worsley, Keith J. 6 Yasuda, Masami 6 Zhang, Chunming 5 Alsmeyer, Gerold 5 Ano, Katsunori 5 Bartroff, Jay 5 Benjamini, Yoav 5 Betensky, Rebecca A. 5 Bodnar, Olha 5 Bose, Arup 5 Boukai, Benzion 5 Chow, Yuan Shih 5 Collamore, Jeffrey F. 5 Dette, Holger 5 Fan, Jianqing 5 Finner, Helmut 5 Frisén, Marianne 5 Habiger, Joshua D. 5 Huillet, Thierry E. 5 Janssen, Arnold 5 Krasnosielska-Kobos, Anna 5 Lebarbier, Émilie 5 Li, Zhonghua 5 Liu, Wei 5 Ning, Wei 5 Ninomiya, Yoshiyuki 5 Pergamenshchikov, Sergeĭ Markovich 5 Robin, Stéphane 5 Xie, Yao 5 Ying, Zhiliang 4 Adler, Robert Joseph 4 Arias-Castro, Ery 4 Azaïs, Jean-Marc 4 Bodnar, Taras 4 Bruss, Franz Thomas 4 Chen, Xiongzhi 4 Chi, Zhiyi 4 de la Peña, Victor H. 4 De, Shyamal Krishna 4 Dmitrienko, Alexei 4 Eckley, Idris A. ...and 2,051 more Authors
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#### Cited in 239 Serials

 204 Sequential Analysis 112 Journal of Statistical Planning and Inference 92 The Annals of Statistics 84 Statistics & Probability Letters 77 Communications in Statistics. Theory and Methods 68 Stochastic Processes and their Applications 50 Computational Statistics and Data Analysis 36 The Annals of Applied Probability 34 Biometrics 31 Journal of Applied Probability 30 Journal of Multivariate Analysis 30 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 29 Electronic Journal of Statistics 24 Communications in Statistics. Simulation and Computation 23 Journal of the American Statistical Association 22 Journal of Statistical Computation and Simulation 22 Methodology and Computing in Applied Probability 20 Journal of Econometrics 20 The Annals of Applied Statistics 19 Advances in Applied Probability 18 The Canadian Journal of Statistics 17 Bernoulli 17 Statistics and Computing 16 Annals of the Institute of Statistical Mathematics 16 Journal of Nonparametric Statistics 15 The Annals of Probability 14 Journal of Applied Statistics 13 Metrika 13 Insurance Mathematics & Economics 12 Statistics 12 Journal of Theoretical Probability 12 European Journal of Operational Research 12 Probability in the Engineering and Informational Sciences 11 Scandinavian Journal of Statistics 11 Stochastic Analysis and Applications 11 Test 11 Statistical Papers 11 Journal of the Royal Statistical Society. Series B. Statistical Methodology 10 Computational Statistics 9 Probability Theory and Related Fields 8 Journal of Mathematical Analysis and Applications 8 Biometrical Journal 8 Statistical Science 8 Annals of Operations Research 8 Automation and Remote Control 7 Proceedings of the American Mathematical Society 7 Transactions of the American Mathematical Society 7 Optimization 7 Queueing Systems 7 SIAM Journal on Optimization 7 Mathematical Methods of Operations Research 7 Stochastic Models 7 Journal of Statistical Theory and Practice 6 Automatica 6 Kybernetika 6 Scandinavian Actuarial Journal 6 Journal of Information & Optimization Sciences 6 American Journal of Mathematical and Management Sciences 6 Journal of Economic Dynamics & Control 6 Mathematical and Computer Modelling 6 Journal of Interdisciplinary Mathematics 6 Statistical Applications in Genetics and Molecular Biology 6 Journal of Probability and Statistics 5 Journal of the Franklin Institute 5 Theory of Probability and its Applications 5 Applied Mathematics and Computation 5 Journal of Optimization Theory and Applications 5 Mathematics of Operations Research 5 Mathematical Methods of Statistics 5 Journal of Mathematical Sciences (New York) 5 Statistical Methodology 4 Lithuanian Mathematical Journal 4 Psychometrika 4 Journal of Computational and Applied Mathematics 4 Journal of Economic Theory 4 Operations Research Letters 4 Applied Mathematics. Series B (English Edition) 4 Comptes Rendus. Mathématique. Académie des Sciences, Paris 4 Stochastics 3 Problems of Information Transmission 3 Stochastics 3 Information Sciences 3 Operations Research 3 Mathematical Social Sciences 3 Journal of Time Series Analysis 3 Acta Applicandae Mathematicae 3 Acta Mathematicae Applicatae Sinica. English Series 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 Lifetime Data Analysis 3 Finance and Stochastics 3 Statistical Inference for Stochastic Processes 3 Econometric Theory 3 Statistical Methods in Medical Research 3 Proceedings of the Steklov Institute of Mathematics 3 AStA. Advances in Statistical Analysis 3 Probability Surveys 2 Artificial Intelligence 2 Computers & Mathematics with Applications 2 Israel Journal of Mathematics 2 Journal of Computational Physics ...and 139 more Serials
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#### Cited in 40 Fields

 1,244 Statistics (62-XX) 713 Probability theory and stochastic processes (60-XX) 209 Numerical analysis (65-XX) 134 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 98 Operations research, mathematical programming (90-XX) 96 Biology and other natural sciences (92-XX) 43 Systems theory; control (93-XX) 30 Computer science (68-XX) 21 Information and communication theory, circuits (94-XX) 15 Combinatorics (05-XX) 11 Calculus of variations and optimal control; optimization (49-XX) 9 Differential geometry (53-XX) 9 Statistical mechanics, structure of matter (82-XX) 7 History and biography (01-XX) 6 Number theory (11-XX) 6 Measure and integration (28-XX) 6 Partial differential equations (35-XX) 6 Operator theory (47-XX) 5 Approximations and expansions (41-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 4 Real functions (26-XX) 4 Functions of a complex variable (30-XX) 4 Ordinary differential equations (34-XX) 4 Convex and discrete geometry (52-XX) 4 Global analysis, analysis on manifolds (58-XX) 3 Functional analysis (46-XX) 3 Fluid mechanics (76-XX) 3 Geophysics (86-XX) 2 Order, lattices, ordered algebraic structures (06-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Integral equations (45-XX) 1 Mathematical logic and foundations (03-XX) 1 Topological groups, Lie groups (22-XX) 1 Special functions (33-XX) 1 Sequences, series, summability (40-XX) 1 Integral transforms, operational calculus (44-XX) 1 General topology (54-XX) 1 Manifolds and cell complexes (57-XX) 1 Astronomy and astrophysics (85-XX)