David Ruppert

64 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-6713-2257

Cornell University

Publications

Correction to: Dynamic Shrinkage Processes — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2025
Smoothness-Penalized Deconvolution (SPeD) of a Density Estimate — Journal of the American Statistical Association 2024
Bootstrap Inference for Quantile-based Modal Regression — Journal of the American Statistical Association 2023
Dynamic shrinkage processes — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2019
Linear Non-Gaussian Component Analysis Via Maximum Likelihood — Journal of the American Statistical Association 2019
A Bayesian Multivariate Functional Dynamic Linear Model — Journal of the American Statistical Association 2017 (name-matched, not ORCID-linked)
Bayesian Models for Multiple Outcomes in Domains With Application to the Seychelles Child Development Study — Journal of the American Statistical Association 2014
Multilevel Bayesian framework for modeling the production, propagation and detection of ultra-high energy cosmic rays — The Annals of Applied Statistics 2013 (name-matched, not ORCID-linked)
Fast bivariateP-splines: the sandwich smoother — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2013
Density Estimation in the Presence of Heteroscedastic Measurement Error — Journal of the American Statistical Association 2008
Additive partial linear models with measurement errors — Biometrika 2008
On the asymptotics of penalized splines — Biometrika 2008
Comment — Journal of the American Statistical Association 2007
Discussion — The Annals of Statistics 2006 (name-matched, not ORCID-linked)
Exact likelihood ratio tests for penalised splines — Biometrika 2005
Comment — Journal of the American Statistical Association 2005
The Elements of Statistical Learning: Data Mining, Inference, and Prediction — Journal of the American Statistical Association 2004
Likelihood ratio tests in linear mixed models with one variance component — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2004
Local polynomial regression and simulation–extrapolation — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2004
Nonlinear and Nonparametric Regression and Instrumental Variables — Journal of the American Statistical Association 2004
Estimating the Interest Rate Term Structure of Corporate Debt With a Semiparametric Penalized Spline Model — Journal of the American Statistical Association 2004
Probability for Statisticians — Journal of the American Statistical Association 2002
Bayesian Smoothing and Regression Splines for Measurement Error Problems — Journal of the American Statistical Association 2002
Penalized Spline Estimation for Partially Linear Single-Index Models — Journal of the American Statistical Association 2002
Nonparametric Regression and Spline Smoothing — Journal of the American Statistical Association 2001
Probabilistic Networks and Expert Systems — Journal of the American Statistical Association 2001
Applying Experimental Design and Regression Splines to High-Dimensional Continuous-State Stochastic Dynamic Programming — Operations Research 1999
Comment — Journal of the American Statistical Association 1999
Comment — Journal of the American Statistical Association 1999
A Fully Automated Bandwidth Selection Method for Fitting Additive Models — Journal of the American Statistical Association 1998
Local Estimating Equations — Journal of the American Statistical Association 1998
Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation — Journal of the American Statistical Association 1997
Fitting a bivariate additive model by local polynomial regression — The Annals of Statistics 1997
Asymptotics for the Transformation Kernel Density Estimator — The Annals of Statistics 1995
An Effective Bandwidth Selector for Local Least Squares Regression — Journal of the American Statistical Association 1995
Nonparametric Estimation of the Transformation in the Transform-Both-Sides Regression Model — Journal of the American Statistical Association 1995
Nonparametric Transformations for Both Sides of a Regression Model — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1995
Estimation of Lag in Misregistered, Averaged Images — Journal of the American Statistical Association 1994
Transformations to Reduce Boundary Bias in Kernel Density Estimation — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1994
Fitting Heteroscedastic Regression Models — Journal of the American Statistical Association 1994
Multivariate Locally Weighted Least Squares Regression — The Annals of Statistics 1994
Bias Reduction in Kernel Density Estimation by Smoothed Empirical Transformations — The Annals of Statistics 1994
On One-Step GM Estimates and Stability of Inferences in Linear Regression — Journal of the American Statistical Association 1992
Breakdown in Nonlinear Regression — Journal of the American Statistical Association 1992
Rejoinder — Journal of the American Statistical Association 1991
Transformations in Density Estimation — Journal of the American Statistical Association 1991
Estimation following a Sequentially Designed Experiment — Journal of the American Statistical Association 1990
Comment — Journal of the American Statistical Association 1990
Transformations to Symmetry and Homoscedasticity — Journal of the American Statistical Association 1989
The Effect of Estimating Weights in Weighted Least Squares — Journal of the American Statistical Association 1988
$M$-Estimation for Discrete Data: Asymptotic Distribution Theory and Implications — The Annals of Statistics 1987
Optimally hounded score functions for generalized linear models with applications to logistic regression — Biometrika 1986
A Newton-Raphson Version of the Multivariate Robbins-Monro Procedure — The Annals of Statistics 1985
Sequential Nonparametric Age Replacement Policies — The Annals of Statistics 1985
On the Bounded-Influence Regression Estimator of Krasker and Welsch — Journal of the American Statistical Association 1985
Comment — Journal of the American Statistical Association 1984
Power Transformations When Fitting Theoretical Models to Data — Journal of the American Statistical Association 1984
A Comparison between Maximum Likelihood and Generalized Least Squares in a Heteroscedastic Linear Model — Journal of the American Statistical Association 1982
Robust Estimation in Heteroscedastic Linear Models — The Annals of Statistics 1982
On Robust Tests for Heteroscedasticity — The Annals of Statistics 1981
Stochastic Approximation of an Implicity Defined Function — The Annals of Statistics 1981
On prediction and the power transformation family — Biometrika 1981
Trimmed Least Squares Estimation in the Linear Model — Journal of the American Statistical Association 1980
A New Dynamic Stochastic Approximation Procedure — The Annals of Statistics 1979