James Berger

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

ORCID: 0000-0002-6413-2876

Publications

• Bayesian analysis of the covariance matrix of a multivariate normal distribution with a new class of priors — The Annals of Statistics 2020
• Parallel partial Gaussian process emulation for computer models with massive output — The Annals of Applied Statistics 2016
• Bayesian analysis of dynamic item response models in educational testing — The Annals of Applied Statistics 2013
• Criteria for Bayesian model choice with application to variable selection — The Annals of Statistics 2012
• Objective Priors for Discrete Parameter Spaces — Journal of the American Statistical Association 2012
• Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem — The Annals of Statistics 2010
• The formal definition of reference priors — The Annals of Statistics 2009
• Predicting Vehicle Crashworthiness: Validation of Computer Models for Functional and Hierarchical Data — Journal of the American Statistical Association 2009
• Objective priors for the bivariate normal model — The Annals of Statistics 2008
• Mixtures ofgPriors for Bayesian Variable Selection — Journal of the American Statistical Association 2008
• Computer model validation with functional output — The Annals of Statistics 2007
• Posterior propriety and admissibility of hyperpriors in normal hierarchical models — The Annals of Statistics 2005
• Optimal predictive model selection — The Annals of Statistics 2004
• Training samples in objective Bayesian model selection — The Annals of Statistics 2004
• Expected‐posterior prior distributions for model selection — Biometrika 2002
• Objective Bayesian Analysis of Spatially Correlated Data — Journal of the American Statistical Association 2001
• Semiparametric Bayesian Analysis of Selection Models — Journal of the American Statistical Association 2001
• Bayesian and Conditional Frequentist Testing of a Parametric Model Versus Nonparametric Alternatives — Journal of the American Statistical Association 2001
• Rejoinder — Journal of the American Statistical Association 2000
• Bayesian Analysis: A Look at Today and Thoughts of Tomorrow — Journal of the American Statistical Association 2000
• PValues for Composite Null Models — Journal of the American Statistical Association 2000
• Default Bayes Factors for Nonnested Hypothesis Testing — Journal of the American Statistical Association 1999
• Simultaneous Bayesian-frequentist sequential testing of nested hypotheses — Biometrika 1999
• Robust Bayesian analysis of selection models — The Annals of Statistics 1998
• Reference priors with partial information — Biometrika 1998
• Choice of hierarchical priors: admissibility in estimation of normal means — The Annals of Statistics 1996
• The Intrinsic Bayes Factor for Model Selection and Prediction — Journal of the American Statistical Association 1996
• A Unified Conditional Frequentist and Bayesian Test for Fixed and Sequential Simple Hypothesis Testing — The Annals of Statistics 1994
• Estimation of a Covariance Matrix Using the Reference Prior — The Annals of Statistics 1994
• Bayesian Analysis for the Poly-Weibull Distribution — Journal of the American Statistical Association 1993
• Integration of Multimodal Functions by Monte Carlo Importance Sampling — Journal of the American Statistical Association 1993
• Ordered group reference priors with application to the multinomial problem — Biometrika 1992
• Noninformative priors for inferences in exponential regression models — Biometrika 1991
• Lower Bounds on Bayes Factors for Multinomial Distributions, with Application to Chi-Squared Tests of Fit — The Annals of Statistics 1990
• Discussion: An Ancillarity Paradox which Appears in Multiple Linear Regression — The Annals of Statistics 1990
• Subjective Hierarchical Bayes Estimation of a Multivariate Normal Mean: On the Frequentist Interface — The Annals of Statistics 1990
• Estimating a Product of Means: Bayesian Analysis with Reference Priors — Journal of the American Statistical Association 1989
• Estimation of Normal Means: Frequentist Estimation of Loss — The Annals of Statistics 1989
• Ranges of Posterior Measures for Priors with Unimodal Contaminations — The Annals of Statistics 1989
• Ranges of Posterior Probabilities for Quasiunimodal Priors with Specified Quantiles — Journal of the American Statistical Association 1988
• Comment — Journal of the American Statistical Association 1988
• A Bayesian Approach to Ranking and Selection of Related Means with Alternatives to Analysis-of-Variance Methodology — Journal of the American Statistical Association 1988
• Rejoinder — Journal of the American Statistical Association 1987
• Testing a Point Null Hypothesis: The Irreconcilability ofPValues and Evidence — Journal of the American Statistical Association 1987
• Robust Bayes and Empirical Bayes Analysis with $_\epsilon$-Contaminated Priors — The Annals of Statistics 1986
• Comment — Journal of the American Statistical Association 1984
• On Truncation of Shrinkage Estimators in Simultaneous Estimation of Normal Means — Journal of the American Statistical Association 1983
• Comment — Journal of the American Statistical Association 1983
• Discussion: Construction of Improved Estimators in Multiparameter Estimation for Discrete Exponential Families — The Annals of Statistics 1983
• Empirical Bayes Estimation of Rates in Longitudinal Studies — Journal of the American Statistical Association 1983
• General Admissibility and Inadmissibility Results for Estimation in a Control Problem — The Annals of Statistics 1982
• Selecting a Minimax Estimator of a Multivariate Normal Mean — The Annals of Statistics 1982
• Bayesian Robustness and the Stein Effect — Journal of the American Statistical Association 1982
• A Robust Generalized Bayes Estimator and Confidence Region for a Multivariate Normal Mean — The Annals of Statistics 1980
• Improving on Inadmissible Estimators in Continuous Exponential Families with Applications to Simultaneous Estimation of Gamma Scale Parameters — The Annals of Statistics 1980
• Generalized Bayes Estimators in Multivariate Problems — The Annals of Statistics 1978
• Minimax Estimation of a Normal Mean Vector for Arbitrary Quadratic Loss and Unknown Covariance Matrix — The Annals of Statistics 1977
• Combining Independent Normal Mean Estimation Problems with Unknown Variances — The Annals of Statistics 1976
• Inadmissibility Results for Generalized Bayes Estimators of Coordinates of a Location Vector — The Annals of Statistics 1976
• Eliminating Singularities of Stein-Type Estimators of Location Vectors — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1976
• Tail Minimaxity in Location Vector Problems and Its Applications — The Annals of Statistics 1976
• Admissible Minimax Estimation of a Multivariate Normal Mean with Arbitrary Quadratic Loss — The Annals of Statistics 1976
• Inadmissibility Results for the Best Invariant Estimator of Two Coordinates of a Location Vector — The Annals of Statistics 1976
• Admissibility Results for Generalized Bayes Estimators of Coordinates of a Location Vector — The Annals of Statistics 1976
• Minimax Estimation of Location Vectors for a Wide Class of Densities — The Annals of Statistics 1975