Curriculum Vitae

	Publications	Updated: Jun 14 2000
Dr Richard Lockhart / Professor / Mathematics & Statistics

Completed Works

Refereed Journals

Kulperger, R. J. and Lockhart, R. A. (1998) Tests of Independence in Time Series. Journal of Time Series Analysis. 19, 165-185.

Chen, Gemai and Lockhart, Richard A. (1997) Box-Cox transformed linear models: A parameter-based asymptotic approach. Canad. J. Statist., 25, 531-543.

Lockhart, R.A. and Stephens, M.A. (1994) Goodness-of-fit for the three parameter Weibull. J. Royal Statist. Soc., B 56, 491-500.

Choulakian, V., Lockhart, R.A. and Stephens, M.A. (1994) Cramer Von Mises Statistics for discrete distributions. Canad. J. Statist., 22, 125-137.

Lockhart, R.A. and Swartz, T.B. (1992) Computing Asymptotic P-values for EDF tests, Statistics and Computing, 2, 137-141.

Lockhart, R.A. (1991) Overweight Tails are Inefficient, Annals of Statistics, 19, 2254-2258.

Guttorp, P., and Lockhart, R.A. (1989) Estimation in sparsely sampled random walks, Stochastic Processes and their Applications, 31, 315-320.

Guttorp, P. and Lockhart, R.A. (1989) On the asymptotic distribution of high order spacings statistics. Can. J. Statist., 17, 419-426.

Guttorp, Peter. and Lockhart, Richard.A. (1988) Finding the location of a signal: a Bayesian Analysis. J. Amer. Statist. Assn., 83, 322-330.

Guttorp, P. and Lockhart, R.A. (1988) On the asymptotic distribution of quadratic forms in uniform order statistics. Ann. Statist., 16, 433-449.

Meester, S.G. and Lockhart, R.A. (1988) Testing for normal errors in designs with many blocks. Biometrika, 75, 3, 569-575.

Berger, G.W., Kuo, J. and Lockhart, R.A., Regression and error analysis applied to the dose-response curves in thermoluminescence dating. Int. J. Radiat. Appl. Instrum., Part D, 13, No. 4, (1987), 177-184.

McLaren, C.G. and Lockhart, R.A. (1987) On the asymptotic efficiency of certain correlation tests of fit. Can. J. Statist., 15, 159-168.

Lockhart, R.A., F. O'Reilly and M.A. Stephens, Tests for the extreme value and Weibull distributions based on normalized spacings. Naval Research Logistics Quarterly, Vol. 33, 413-421 (1986).

Lockhart, R.A., O'Reilly, F.J. and Stephens, M.A. (1984). Tests of fit based on normalized spacings. J. Royal Statist. Soc. Vol. 48, 344-352 (1986).

Guttorp, P., Kulperger, R. and Lockhart, R.A. Coupling Proofs of Weak Convergence. J. Appl. Prob. 22, 447-453 (1985).

Lockhart, R.A. and McLaren, G.C., Asymptotic Points for a Test of Symmetry about a Specified Median., Biometrika. 72, 208-210 (1985).

Lockhart, R.A. & Stephens, M.A., Tests of Fit for the Von Mises Distribution, Biometrika, 72, 647-652 (1985).

Lockhart, R.A., The Asymptotic Distribution of the Correlation Coefficient in Testing Fit to the Exponential Distribution, Canadian Journal of Statistics, 13, 253-256 (1985).

Burgess, John P. and Lockhart, R.A. Classical hierarchies from a modern viewpoint. Fundamenta Mathematicae 115, 107-118 (1983).

Lockhart, R.A. On the non-existence of consistent estimates in Galton-Watson processes. J. Appl. Prob., 19, 842-846 (1982).

Zidek, James V., Navin, Francis, P.D. and Lockhart, R.A. Statistics of extremes: An alternate method with application to bridge design codes. Technometrics, 21; 185-191 (1979).

Refereed Book Chapters

Lockhart, R. A. and M. A. Stephens (1998). The Probability Plot: Tests of Fit Based on the Correlation Coefficient. Chapter 16 in Handbook of statistics, vol. 17. Order Statistics: Applications.. Eds: N. Balakrishnan, C. R. Rao. Elsevier: Amsterdam.

Refereed Letter to Editors

Lockhart, R.A. and Spinelli, J.J., Comments on Kinnison (1989). Refereed letter to the editor of the American Statistician, 44, 259-260 (1990).

Other Publications (e.g. Technical Reports, Books)

Lockhart, R.A., On the Asymptotic Cumulants of Empirical Distribution Function Statistics. Research Report (7 typed pages).

Lockhart, R.A., A rigorous construction of the Cox Model for survival analysis, Technical Report No. Department of Mathematics and Statistics, Simon Fraser University (1982) (10 typed pages).

Guttorp, Peter, Kulperger, Reg, and Lockhart, R.A. A limit theorem for random walks with drift using a coupling technique. Technical Report #15, Department of Statistics, University of Washington, 1982.

Zidek, James V., Navin, Francis P.D., and Lockhart, R.A. Statistics of extremes: An alternate method with application to bridge design codes. Technical Report 78-1, The Institute of Applied Mathematics and Statistics, University of British Columbia.

Works Accepted for Publication / Production / or Presentation

Refereed Journals

Spinelli, J. J., Lockhart, R.A. and Stephens, M.A. "Test for the response distribution in a Poisson regression model", Journal of Statistical Planning and Inference

Borwein, Peter and Lockhart, R. A. (1999) The Expected $L_p$ Norm of Random Polynomials. Proceedings of the American Mathematics Society

Chen, Gemai and Lockhart, R.A. Weak convergence of the empirical process of residuals in linear models with many parameters. Tentatively accepted by Annals of Statistics

Works In Progress

Lockhart, R. A. Inefficient Best Invariant Tests. This paper uses contiguity ideas together with group invariance properties to show that in models with many parameters best invariant tests have asymptotically trivial power against contiguous alternatives. This paper is finished but was savagely reviewed and I have yet to summon the courage to revise and resubmit.

Guttorp, P. and Lockhart, R.A. Maximum likelihood estimation of the offspring variance in a Bienaym\'e-Galton-Watson branching process. This paper uses a uniform local central limit theorem to prove that the maximum likelihood estimate of the variance of the offspring distribution in the process of the title is consistent (on explosive trajectories of the process. This is true even though the offspring distribution itself cannot be estimated consistently. This is one of those 90% complete papers on which at least half the work remains to be done because the proofs seem hard.

Refereed Journals

Anderson, T.W., Lockhart, R. A. and Stephens, M. A. Goodness-of-fit Tests for the Time Series Models AR(1) and MA(1).

Works Submitted for Publication

Refereed Journals

Chen, Gemai, Lockhart, R.A. and Stephens, M.A. Large Sample Theory for Box-Cox Transformations in Linear Models


Refereed Journals
	Kulperger, R. J. and Lockhart, R. A. (1998) Tests of Independence in Time Series. Journal of Time Series Analysis. 19, 165-185.

	Chen, Gemai and Lockhart, Richard A. (1997) Box-Cox transformed linear models: A parameter-based asymptotic approach. Canad. J. Statist., 25, 531-543.

	Lockhart, R.A. and Stephens, M.A. (1994) Goodness-of-fit for the three parameter Weibull. J. Royal Statist. Soc., B 56, 491-500.

	Choulakian, V., Lockhart, R.A. and Stephens, M.A. (1994) Cramer Von Mises Statistics for discrete distributions. Canad. J. Statist., 22, 125-137.

	Lockhart, R.A. and Swartz, T.B. (1992) Computing Asymptotic P-values for EDF tests, Statistics and Computing, 2, 137-141.

	Lockhart, R.A. (1991) Overweight Tails are Inefficient, Annals of Statistics, 19, 2254-2258.

	Guttorp, P., and Lockhart, R.A. (1989) Estimation in sparsely sampled random walks, Stochastic Processes and their Applications, 31, 315-320.

	Guttorp, P. and Lockhart, R.A. (1989) On the asymptotic distribution of high order spacings statistics. Can. J. Statist., 17, 419-426.

	Guttorp, Peter. and Lockhart, Richard.A. (1988) Finding the location of a signal: a Bayesian Analysis. J. Amer. Statist. Assn., 83, 322-330.

	Guttorp, P. and Lockhart, R.A. (1988) On the asymptotic distribution of quadratic forms in uniform order statistics. Ann. Statist., 16, 433-449.

	Meester, S.G. and Lockhart, R.A. (1988) Testing for normal errors in designs with many blocks. Biometrika, 75, 3, 569-575.

	Berger, G.W., Kuo, J. and Lockhart, R.A., Regression and error analysis applied to the dose-response curves in thermoluminescence dating. Int. J. Radiat. Appl. Instrum., Part D, 13, No. 4, (1987), 177-184.

	McLaren, C.G. and Lockhart, R.A. (1987) On the asymptotic efficiency of certain correlation tests of fit. Can. J. Statist., 15, 159-168.

	Lockhart, R.A., F. O'Reilly and M.A. Stephens, Tests for the extreme value and Weibull distributions based on normalized spacings. Naval Research Logistics Quarterly, Vol. 33, 413-421 (1986).

	Lockhart, R.A., O'Reilly, F.J. and Stephens, M.A. (1984). Tests of fit based on normalized spacings. J. Royal Statist. Soc. Vol. 48, 344-352 (1986).

	Guttorp, P., Kulperger, R. and Lockhart, R.A. Coupling Proofs of Weak Convergence. J. Appl. Prob. 22, 447-453 (1985).

	Lockhart, R.A. and McLaren, G.C., Asymptotic Points for a Test of Symmetry about a Specified Median., Biometrika. 72, 208-210 (1985).

	Lockhart, R.A. & Stephens, M.A., Tests of Fit for the Von Mises Distribution, Biometrika, 72, 647-652 (1985).

	Lockhart, R.A., The Asymptotic Distribution of the Correlation Coefficient in Testing Fit to the Exponential Distribution, Canadian Journal of Statistics, 13, 253-256 (1985).

	Burgess, John P. and Lockhart, R.A. Classical hierarchies from a modern viewpoint. Fundamenta Mathematicae 115, 107-118 (1983).

	Lockhart, R.A. On the non-existence of consistent estimates in Galton-Watson processes. J. Appl. Prob., 19, 842-846 (1982).

	Zidek, James V., Navin, Francis, P.D. and Lockhart, R.A. Statistics of extremes: An alternate method with application to bridge design codes. Technometrics, 21; 185-191 (1979).


Refereed Book Chapters
	Lockhart, R. A. and M. A. Stephens (1998). The Probability Plot: Tests of Fit Based on the Correlation Coefficient. Chapter 16 in Handbook of statistics, vol. 17. Order Statistics: Applications.. Eds: N. Balakrishnan, C. R. Rao. Elsevier: Amsterdam.


Refereed Letter to Editors
	Lockhart, R.A. and Spinelli, J.J., Comments on Kinnison (1989). Refereed letter to the editor of the American Statistician, 44, 259-260 (1990).


Other Publications (e.g. Technical Reports, Books)
	Lockhart, R.A., On the Asymptotic Cumulants of Empirical Distribution Function Statistics. Research Report (7 typed pages).

	Lockhart, R.A., A rigorous construction of the Cox Model for survival analysis, Technical Report No. Department of Mathematics and Statistics, Simon Fraser University (1982) (10 typed pages).

	Guttorp, Peter, Kulperger, Reg, and Lockhart, R.A. A limit theorem for random walks with drift using a coupling technique. Technical Report #15, Department of Statistics, University of Washington, 1982.

	Zidek, James V., Navin, Francis P.D., and Lockhart, R.A. Statistics of extremes: An alternate method with application to bridge design codes. Technical Report 78-1, The Institute of Applied Mathematics and Statistics, University of British Columbia.


Refereed Journals
	Spinelli, J. J., Lockhart, R.A. and Stephens, M.A. "Test for the response distribution in a Poisson regression model", Journal of Statistical Planning and Inference

	Borwein, Peter and Lockhart, R. A. (1999) The Expected $L_p$ Norm of Random Polynomials. Proceedings of the American Mathematics Society

	Chen, Gemai and Lockhart, R.A. Weak convergence of the empirical process of residuals in linear models with many parameters. Tentatively accepted by Annals of Statistics

	Lockhart, R. A. Inefficient Best Invariant Tests. This paper uses contiguity ideas together with group invariance properties to show that in models with many parameters best invariant tests have asymptotically trivial power against contiguous alternatives. This paper is finished but was savagely reviewed and I have yet to summon the courage to revise and resubmit.

	Guttorp, P. and Lockhart, R.A. Maximum likelihood estimation of the offspring variance in a Bienaym\'e-Galton-Watson branching process. This paper uses a uniform local central limit theorem to prove that the maximum likelihood estimate of the variance of the offspring distribution in the process of the title is consistent (on explosive trajectories of the process. This is true even though the offspring distribution itself cannot be estimated consistently. This is one of those 90% complete papers on which at least half the work remains to be done because the proofs seem hard.


Refereed Journals
	Anderson, T.W., Lockhart, R. A. and Stephens, M. A. Goodness-of-fit Tests for the Time Series Models AR(1) and MA(1).


Refereed Journals
	Chen, Gemai, Lockhart, R.A. and Stephens, M.A. Large Sample Theory for Box-Cox Transformations in Linear Models