Articles

Articles by Tim Hesterberg

This page contains references to selected articles and technical reports by Tim Hesterberg. Some of these are available for downloading; articles which have appeared in journals will not be available in this way.

See also ../bootstrap for information about teaching statistics using resampling, resampling software, training courses, and subset of this list.

2014

  • Tim Hesterberg (2014), What Teachers Should Know about the Bootstrap: Resampling in the Undergraduate Statistics CurriculumarXiv.
  • Tim Hesterberg (2014), Bootstrapping for Learning Statistics, In K. Makar, B. de Sousa, & R. Gould (Eds.), Sustainability in statistics education. Proceedings of the Ninth International Conference on Teaching Statistics (ICOTS9, July, 2014), Flagstaff, Arizona, USA. Voorburg, The Netherlands: International Statistical Institute.
  • 2011

  • Laura Chihara and Tim Hesterberg (2011), Mathematical Statistics with Resampling and R, Wiley.
  • Tim Hesterberg (2011), Bootstrap, in Wiley Interdisciplinary Reviews: Computational Statistics, 3(6) pages 497-526, DOI: 10.1002/wics.182.
  • 2010

  • David Chan, Rong Ge, Ori Gershony, Tim Hesterberg and Diane Lambert (2010), Evaluating online ad campaigns in a pipeline: causal models at scale, Proceedings of the 16th ACM SIGKDD international conference on Knowledge Discovery and Data Mining. DOI: 10.1145/1835804.1835809
  • Tim Hesterberg, David S. Moore, Shaun Monaghan, Ashley Clipson, Rachel Epstein, Bruce A. Craig and George P. McCabe (2010), Bootstrap Methods and Permutation Tests, Chapter 16 for Introduction to the Practice of Statistics, 7th edition, by David S. Moore, George P. McCabe and Bruce A. Craig, W. H. Freeman, N.Y.
  • 2009

  • Fraley, Chris and Hesterberg, Tim C. (2009) Least-Angle Regression and LASSO for Large Datasets, Statistical Analysis and Data Mining, 1(4), 251-259, March 2009. DOI: 10.1002/sam.10021.
  • 2008

  • Hesterberg, Tim C., Nam Hee Choi, Lukas Meier, Chris Fraley (2008) Least Angle and L1 Penalized Regression: A Review, Statistics Surveys, 2, (2008), 61-93 (electronic). DOI: 10.1214/08-SS035.
  • Tim Hesterberg (2008) It's Time To Retire the "n >= 30" Rule, Proceedings of the American Statistical Association, Statistical Computing Section (CD-ROM).
  • Hesterberg, Tim C. (2008), It's Time To Retire "n >= 30", (talk at JSM08).
  • "Efficient Programming in R" Unpublished.
  • 2007

  • Hesterberg, Tim C. (2007), Bootstrap, in Wiley Encyclopedia of Clinical Trials, DOI: 10.1002/9780471462422.eoct392.
  • Tim Hesterberg, David S. Moore, Shaun Monaghan, Ashley Clipson, Rachel Epstein and Bruce A. Craig (2007), Bootstrap Methods and Permutation Tests, Chapter 16 for Introduction to the Practice of Statistics, 6th edition, by David S. Moore, George P. McCabe and Bruce A. Craig, W. H. Freeman, N.Y.
  • 2006

  • Hesterberg, Tim C. (2006), "Bootstrapping Students' Understanding of Statistical Concepts", in: Thinking and Reasoning with Data and Chance: 68th NCTM Yearbook (2006), Sixty-eighth Yearbook, National Council of Teachers of Mathematics, editors Gail F. Burrill and Portia C. Elliot, pages 391-416.
  • Laura M. Chihara, Gregory L. Snow, and Tim C. Hesterberg (2006), S-PLUS Guide for Moore's The Basic Practice of Statistics, Fourth Edition W. H. Freeman, N.Y.
  • Tim Hesterberg and Chris Fraley (2006) S-PLUS and R package for Least Angle Regression, Proceedings of the American Statistical Association, Statistical Computing Section (CD-ROM), 2054-2061
  • 2005

  • Tim Hesterberg, David S. Moore, Shaun Monaghan, Ashley Clipson, and Rachel Epstein (2005), Bootstrap Methods and Permutation Tests, 2nd edition, W. H. Freeman, N.Y.
  • Gregory Snow, Laura Chihara, and Tim Hesterberg (2005), S-PLUS Guide for Moore and McCabe's Introduction to the Practice of Statistics, Fifth Edition W. H. Freeman, N.Y.
  • Hesterberg, Tim C. (2005) Staggered Aitken Acceleration for EM, Proceedings of the American Statistical Association, Statistical Computing Section (CD-ROM), 2101-2110
  • Hesterberg, Tim (2005), Resampling for Planning Clinical Trials-Using S+Resample, poster for "Statistical Methods in Biopharmacy" conference, Paris.
  • 2004

  • Hesterberg, Tim C. (2004), Review of "Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control" by James C. Spall, Technometrics, 46(3), 368-369.
  • Hesterberg, Tim C. (2004), Unbiasing the Bootstrap-Bootknife Sampling vs. Smoothing, Proceedings of the Section on Statistics and the Environment, American Statistical Association, 2924-2930.
  • Tim Hesterberg and Chris Fraley (2004) Least Angle Regression, Phase II proposal to NSF SBIR program.
  • 2003

  • Tim Hesterberg, Shaun Monaghan, David S. Moore, Ashley Clipson, and Rachel Epstein (2003), Bootstrap Methods and Permutation Tests, W. H. Freeman, N.Y.
  • Amy Braverman, Tim Hesterberg, Michael Minnotte, Juergen Symanzik, editors (2003) Computing Science and Statistics, 35. Interface Foundation of North America, Inc., Fairfax Station, VA http://www.galaxy.gmu.edu/interface/I03
  • 2002

  • Hesterberg, Tim C. (2002), "Performance Evaluation using Fast Permutation Tests" Proceedings of the Tenth International Conference on Telecommunication Systems, 465-474.
  • Review of "Monte Carlo Strategies in Scientific Computing" author Jun S. Liu, Technometrics 44(4), 403-404.
  • "Efficient Programming in S-PLUS" Unpublished. Updated 2007.
  • 2001

  • Hesterberg, Tim C. (2001), "Bootstrap Tilting Diagnostics" Proceedings of the Statistical Computing Section (CD-ROM), American Statistical Association.
  • 2000

  • Review of "Resampling Methods: A Practical Guide to Data Analysis" author Phillip I. Good. Journal of the American Statistical Association, 95(452), 1376-1377.
  • Hesterberg, Tim C., Derek C. Stanford, Dorothy J. Merritts (2000), "Tectonic Deformation Estimation using Stream Gradients: Nonparametric Function Estimation from Difference Data using Splines and Conjugate Gradients", Computing Science and Statistics, 32, 246-254, Interface Foundation of North America, Fairfax Station, VA.
  • 1999

  • Hesterberg, Tim C. (1999), "Bootstrap Tilting Confidence Intervals and Hypothesis Tests", Computing Science and Statistics, 31, 389--393, Interface Foundation of North America, Fairfax Station, VA.
  • Hesterberg, Tim C. (1999) "CFAR detection with non-Gaussian and dependent data", in 27th AIPR Workshop: Advances in Computer-Assisted Recognition, Robert Mericsko, Editor, Proc. of SPIE Vol. 3584, 52-63.
  • Hesterberg, Tim C. (1999), "Bootstrap Tilting Confidence Intervals", Technical Report No. 84, Research Department, MathSoft, Inc., 1700 Westlake Ave. N., Suite 500, Seattle, WA 98109.
  • Ellis, Stephen J. and Tim C. Hesterberg (1999), "Computation of Weighted Functional Statistics Using Software That Does Not Support Weights", Technical Report No. 85, Research Department, MathSoft, Inc., 1700 Westlake Ave. N., Suite 500, Seattle, WA 98109.
  • Hesterberg, Tim C. and Stephen J. Ellis (1999), "Linear Approximations for Functional Statistics in Large-Sample Applications", Technical Report No. 86, Research Department, MathSoft, Inc., 1700 Westlake Ave. N., Suite 500, Seattle, WA 98109.
  • Hesterberg, Tim C. (1999), "Smoothed bootstrap and jackboot sampling", Technical Report No. 87, Research Department, MathSoft, Inc., 1700 Westlake Ave. N., Suite 500, Seattle, WA 98109.
  • Hesterberg, Tim C. (1999), "A Graphical Representation of Little's Test for MCAR", Technical Report No. 94, Research Department, MathSoft, Inc., 1700 Westlake Ave. N., Suite 500, Seattle, WA 98109.
  • 1998

  • Edward Carlstein, Kim-Anh Do, Peter Hall, Tim Hesterberg, and Hans R. Kuensch, Matched-Block Bootstrap for Dependent Data, Bernoulli, 4(3), 1998, 305-328.
  • Hesterberg, Tim. C. and Nelson, Barry L. (1998), "Control Variates for Probability and Quantile Estimation", Management Science, 44(9) 1295--1312.
  • Hesterberg, T. C., "Discussion of D. Firth and K. E. Bennett: `Robust Models in Probability Sampling'", J. R. Statist. Soc B, 60(1), 49-50.
  • Hesterberg, Tim C. (1998), "Simulation and Bootstrapping for Teaching Statistics", Proceedings of the Statistical Education Section, American Statistical Association, 44-52.
  • Hesterberg, Tim C. (1998), "Combining multiple imputation t, chi-square, and F inferences", Technical Report No. 75, Research Department, MathSoft, Inc. 1700 Westlake Ave. N., Suite 500, Seattle, WA 98109.
  • Hesterberg, Tim C. (1998), "CFAR detection with non-Gaussian and dependent data", Technical Report No. 72, Research Department, MathSoft, Inc. 1700 Westlake Ave. N., Suite 500, Seattle, WA 98109.
  • Hesterberg, Tim C. (1998), "A case study in CFAR target detection", Technical Report No. 73, Research Department, MathSoft, Inc. 1700 Westlake Ave. N., Suite 500, Seattle, WA 98109.
  • Hesterberg, Tim C. (1998), "Bootstrap Tilting Inference and Large Data Sets", Proposal to NSF SBIR Program.
  • 1997

  • Hesterberg, Tim C. (1997), "Fast Bootstrapping by Combining Importance Sampling and Concomitants", Computing Science and Statistics, 29(2), 72-78. Interface Foundation of North America, Fairfax Station, VA. Eds E. J. Wegman and S. Azen.
  • Hesterberg, T. C. (1997), "The bootstrap and empirical likelihood", Proceedings of the Section on Statistical Computing, American Statistical Association, 34-36.
  • Hesterberg, Tim C. (1997), "Matched-Block Bootstrap for Long Memory Processes", Technical Report No. 66, Research Department, MathSoft, Inc. 1700 Westlake Ave. N., Suite 500, Seattle, WA 98109.
  • 1996

  • Hesterberg, Tim C. (1996), "Control Variates and Importance Sampling for Efficient Bootstrap Simulations", Statistics and Computing 6(2), 147-157.
  • Hesterberg, Tim C. (1996), "Estimates and Confidence Intervals for Importance Sampling Sensitivity Analysis", Mathematical and Computer Modeling, 23(8/9), 79-86.
  • 1995

  • Hesterberg, Tim C. (1995), "Tail-Specific Linear Approximations for Efficient Bootstrap Simulations", Journal of Computational and Graphical Statistics, 4(2), 113-133.
  • Hesterberg, Tim C. (1995), "Weighted Average Importance Sampling and Defensive Mixture Distributions", Technometrics, 37(2), 185-194.
  • Hesterberg, Tim C. (1995), "The Spider's Spacewalk Derivation of sin' and cos'", The College Mathematics Journal, 26(2), 144-145.
  • Hesterberg, T. C. and Merritts, D. J. (1995) , "Tectonic Deformation Estimation using Stream Gradients: Nonparametric Function Estimation from Difference Data", 1995 Proceedings of the Section on Physical and Engineering Sciences, American Statistical Association, pages 85-90.
  • Edward Carlstein, Kim-Anh Do, Peter Hall, Tim Hesterberg, and Hans R. Kuensch (1995), "Matched-Block Bootstrap for Dependent Data", Statistics Research Report SRR 017-95, Center for Mathematics and its Applications, The Australian National University. (Superceded by 1998 Bernoulli article.)
  • 1994

  • D. Merritts, T. Hesterberg (1994), "Stream Networks and Long-Term Surface Uplift in the New Madrid Seismic Zone", Science, Aug 19, 265(5175), 1081-1084.
  • Hesterberg, Tim C. (1994), "Saddlepoint Quantiles and Distribution Curves, with Bootstrap Applications", Computational Statistics, 9(3), 207-212.
  • Hesterberg, T. C. (1994), "Multivariate Extensions of Nonlinear Control Variates and Concomitants of Order Statistics", Statistics Research Report SRR 040-94, Center for Mathematics and Its Applications, The Australian National University. (This version does not have the final formatting.)
  • Hesterberg, T. C. (1994), "Efficient Bootstrap Methods in Computer Vision", Proceedings of the NSF/ARPA Workshop on Performance vs. Methodology in Computer Vision, Seattle, June 1994, 167-175.
  • Hesterberg, T. C. (1994), "Tail-Specific Linear Approximations for Efficient Bootstrap Simulations", Proceedings of the Conference on the Interface between Computing Science and Statistics, John Sall and Ann Lehman, eds., 26, 472-481. (Superceded by 1995 JCGS article.)
  • 1993

  • Hesterberg, T. C. (1993), "Control Variates and Importance Sampling for the Bootstrap", Proceedings of the Statistical Computing Section of the American Statistical Association, 40-48. (Superceded by 1996 Statistics and Computing article.)
  • 1992

  • Hesterberg, T. C. (1992), "A Mathematics Clinic", Proceedings of the Section on Statistical Education of the American Statistical Association, 413-417.
  • 1991

  • Hesterberg, T. C. (1991), "Importance Sampling for Bayesian Estimation", Computing and Graphics in Statistics, Volume 36 of the IMA Volumes in Mathematics and Its Applications, eds. Andreas Buja and Paul Tukey, 63-75.
  • F. Zhuang, A. F. Vojdani, J. H. Raggio, T. Hesterberg, and D. Sickman (1991) "Ramping Fuel Cost of Generating Units", Proceedings of the 1991 EPRI Heat Rate Conference, Electric Power Research Institute, Palo Alto, CA., pages 6A-15 to 6A-27.
  • Hesterberg, T. C. (1991), "Weighted Average Importance Sampling for Response Surface Estimation", Proceedings of the Statistical Computing Section of the American Statistical Association, 144-149. (Superceded by 1996 Mathematical and Computer Modeling article.)
  • Hesterberg, T. C. (1991), "Weighted Average Importance Sampling and Defensive Mixture Sampling", Technical report, Statistics Department, Stanford University. (Superceded by 1995 Technometrics article.)
  • 1990 and earlier:

  • A.D. Papalexopoulos and T.C. Hesterberg (1990), "A Regression Based Approach to Short-Term System Load Forecasting", IEEE Transactions on Power Systems, 5(4), 1535-1547.
  • A.D. Papalexopoulos and T.C. Hesterberg (1989), "A Regression Based Approach to Short-Term System Load Forecasting", Proceedings of the Summer 1989 Power Industry Computer Applications Conference, 414-423. (Selected for 1990 IEEE Transactions on Power Systems; see 1990 listing above.)
  • Hesterberg, T. C. (1988), "Advances in Importance Sampling", Ph.D. Dissertation, Statistics Department, Stanford University. "appendix (scanned)",
  • Hesterberg, T.C. and Papalexopoulos, A.D. (1988) "Short Term Electric Load Forecasting Using Linear Regression", Proceedings of the Business and Economic Statistics Section of the American Statistical Association, 608-612.
  • Hesterberg, T. C. (1987), "Importance Sampling in Multivariate Problems", Proceedings of the Statistical Computing Section of the American Statistical Association, 412-417. (Superceded by 1995 Technometrics article.)
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