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Savitzky-Golay Smoothing Filters

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Non-Uniform Random Variate Generation

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Monte Carlo methods

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Empirical Processes with Applications to Statistics

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Convergence of Stochastic Processes

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Simulation and the Asymptotics of Optimization Estimators

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A Conditional Probit Model for Qualitative Choice: Discrete Decisions Recognizing Interdependence and Heterogeneous Preferences

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ECONOMETRIC ANALYSIS OF QUALITATIVE RESPONSE MODELS

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Empirical Processes With Applications to Statistics.

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The Greatest of a Finite Set of Random Variables

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An Atlas of Functions

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Tables for Computing Bivariate Normal Probabilities

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A course on empirical processes

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An Atlas of Functions.

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On the Use of Simulated Frequencies to Approximate Choice Probabilities

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A representation theorem for finite random scale systems

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Monte carlo experimentation in econometrics

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Falmagne and the Rationalizability of Stochastic Choices in Terms of Random Orderings

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Consumer Attitudes and Voluntary Rate Schedules for Public Utilities

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Three digit accurate multiple normal probabilities

1980 • 108 citations

Lectures on the central limit theorem for empirical processes

1986 • 104 citations

Predictions from binary choice models

1974 • 81 citations

An Investigation of the Accuracy of the Clark Approximation for the Multinomial Probit Model

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The Central Limit Theorem for Empirical Processes on Vapnik-Cervonenkis Classes

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Specification Errors in Limited Dependent Variable Models

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THE MONTE CARLO EVALUATION OF ORTHANT PROBABILITIES FOR MULTIVARIATE NORMAL DISTRIBUTIONS

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Numerical Aspects of Multivariate Normal Probabilities in Econometric Models

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Numerical Aspects of Multivariate Normal Probabilities in Econometric Models

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