On runs, bivariate Poisson mixtures and distributions that arise in Bernoulli arrays

Unbiased and almost unbiased ratio estimators of the population mean in ranked set sampling

Bayesian estimation of a bivariate copula using the Jeffreys prior

Non-parametric Bayesian inference on bivariate extremes

On the use of antithetic variables to improve over the ranked set sampling estimator of the population mean

Estimating a bounded parameter for symmetric distributions

A Bayesian estimator for the dependence function of a bivariate extreme-value distribution

Metropolis-Hastings algorithms with adaptive proposals

Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2

On the estimation of a restricted location parameter for symmetric distributions

On the geometric ergodicity of Metropolis-Hastings algorithms

Minimax estimation of a constrained binomial proportion $p$ when $\vert p-1/2\vert$ is small

Improving on the mle of a bounded location parameter for spherical distributions

Improving on the independent Metropolis-Hastings algorithm

Optimal Hoeffding bounds for discrete reversible Markov chains

On sums of products of Bernoulli variables and random permutations

Estimation of variance based on a ranked set sample

Extremal properties of sums of Bernoulli random variables

On the minimax estimator of a bounded normal mean

Improving on the MLE of a Bounded Normal Mean

Bayesian nonparametric modeling using mixtures of triangular distributions.

Beyond accept-reject sampling.

Random selection in ranked set sampling and its applications

On a conjecture of Krishnamoorthy and Gupta

Estimation of a mean vector in a two-sample problem

Confidence sets having the shape of a half-space

Monotonic minimax estimators of a $2\times 2$ covariance matrix

Minimax estimators of a covariance matrix

Best equivariant estimation in curved covariance models

Testing independence with additional information

Equivariant estimators of the covariance matrix

On the best equivariant estimator of mean of a multivariate normal population

Equivariant estimation of a mean vector $\mu$ of $N(\mu,\Sigma)$ with $\mu'\Sigma^{-1}\mu=1$ or $\Sigma^{-1/2}\mu =c$ or $\Sigma=\sigma^2\mu'\mu I$