HR job title
- Retired Professor
- Contact Info
- 1 979 845 1467
Hart, Jeffrey Professor
Positions
- Professor, Statistics, College of Arts and Sciences
Nonparametric curve estimation; Time series analysis; Bootstrap methods; Lack-of-fit tests; Bayesian methods.
- Overview
- Publications
- Research
- Teaching
- Works By Students
- Background
- Contact
- Other
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Overview
Publications
selected publications
-
academic article
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Zhang, Y., & Hart, J. D.
(2023).
The Effect of Prior Parameters in a Bayesian Approach to Inferring Material Properties from Experimental Measurements. Journal of Engineering Mechanics.
149(3), 04023007.
-
Merchant, N., & Hart, J. D.
(2022).
A Bayesian Motivated Two-Sample Test Based on Kernel Density Estimates. Entropy: international and interdisciplinary journal of entropy and information studies.
24(8), 1071-1071.
-
Barreiro-Ures, D., Cao, R., Francisco-Fernandez, M., & Hart, J. D.
(2021).
Miscellanea Bagging cross-validated bandwidths with application to big data. Biometrika.
108(4), 981-988.
-
Cousido-Rocha, M., de Una-Alvarez, J., & Hart, J. D.
(2019).
Testing equality of a large number of densities under mixing conditions. Test.
28(4), 1203-1228.
-
Cousido-Rocha, M., de Una-Alvarez, J., & Hart, J. D.
(2019).
A two-sample test for the equality of univariate marginal distributions for high-dimensional data. Journal of Multivariate Analysis.
174, 104537-104537.
-
Sinha, S., & Hart, J. D.
(2019).
Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior. Computational Statistics and Data Analysis.
138, 201-221.
-
Zhang, Y., Hart, J. D., & Needleman, A.
(2019).
Identification of Plastic Properties From Conical Indentation Using a Bayesian-Type Statistical Approach. Journal of Applied Mechanics.
86(1),
-
Hart, J. D., & Malloure, M.
(2019).
Prior-free Bayes Factors Based on Data Splitting. International Statistical Review.
87(2), 419-442.
-
Savchuk, O. Y., & Hart, J. D.
(2017).
Fully robust one-sided cross-validation for regression functions. 32(3), 1003-1025.
-
Hart, J. D., & Choi, T.
(2017).
Nonparametric Goodness of Fit via Cross-Validation Bayes Factors. Bayesian Analysis.
12(3), 653-677.
-
Jeffrey, D. H.
(2017).
Use of BayesSim and Smoothing to Enhance Simulation Studies. Open Journal of Statistics.
07(01), 153-172.
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Hart, J. D.
(2016).
A nonparametric test of stationarity for independent data. Statistics and Probability Letters.
108, 40-44.
-
Hart, J. D., Choi, T., & Yi, S.
(2016).
Frequentist nonparametric goodness-of-fit tests via marginal likelihood ratios. Computational Statistics and Data Analysis.
96, 120-132.
-
Zhan, D., & Hart, J. D.
(2014).
Testing equality of a large number of densities. Biometrika.
101(2), 449-464.
-
Gong, X., Gonzalez, R., McVay, D. A., & Hart, J. D.
(2014).
Bayesian probabilistic decline-curve analysis reliably quantifies uncertainty in shale-well-production forecasts. SPE JOURNAL.
19(6), 1047-1057.
-
Sun, Y., Hart, J. D., & Genton, M. G.
(2013).
Improved nonparametric inference for multiple correlated periodic sequences. Stat.
2(1), 197-210.
-
Savchuk, O. Y., Hart, J. D., & Sheather, S. P.
(2013).
One-sided cross-validation for nonsmooth regression functions. Journal of Nonparametric Statistics.
25(4), 889-904.
-
Sun, Y., Hart, J. D., & Genton, M. G.
(2012).
Nonparametric Inference for Periodic Sequences. Technometrics.
54(1), 83-96.
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Ma, Y., Hart, J. D., & Carroll, R. J.
(2011).
Density Estimation in Several Populations With Uncertain Population Membership. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION.
106(495), 1180-1192.
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Kim, J., & Hart, J. D.
(2011).
A change-point estimator using local Fourier series. Journal of Nonparametric Statistics.
23(1), 83-98.
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Savchuk, O., Hart, J., & Sheather, S.
(2011).
An Empirical Study of Indirect Cross-Validation. 288-308.
-
Ma, Y., Hart, J. D., Janicki, R., & Carroll, R. J.
(2011).
Local and omnibus goodness-of-fit tests in classical measurement error models. Journal of the Royal Statistical Society Series B: Statistical Methodology.
73(1), 81-98.
-
Hart, J. D., & Canette, I.
(2011).
Nonparametric Estimation of Distributions in Random Effects Models. Journal of Computational and Graphical Statistics.
20(2), 461-478.
-
Song, J., & Hart, J. D.
(2010).
Bootstrapping in a high dimensional but very low-sample size problem. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION.
80(8), 825-840.
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Park, B., Lord, D., & Hart, J. D.
(2010).
Bias properties of Bayesian statistics in finite mixture of negative binomial regression models in crash data analysis. Accident Analysis and Prevention.
42(2), 741-749.
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Savchuk, O. Y., Hart, J. D., & Sheather, S. J.
(2010).
Indirect Cross-Validation for Density Estimation. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION.
105(489), 415-423.
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Claeskens, G., & Hart, J. D.
(2009).
Goodness-of-fit tests in mixed models. Test.
18(2), 213-239.
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Claeskens, G., & Hart, J. D.
(2009).
Rejoinder on: Goodness-of-fit tests in mixed models. Test.
18(2), 265-270.
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Hart, J. D.
(2009).
Discussion of 'Parametric versus nonparametrics: two alternative methodologies'. Journal of Nonparametric Statistics.
21(4), 411-413.
-
Hart, J. D.
(2009).
Frequentist-Bayes Lack-of-Fit Tests Based on Laplace Approximations. Journal of Statistical Theory and Practice.
3(3), 681-704.
-
Pokta, S., & Hart, J. D.
(2008).
Approximating posterior probabilities in a linear model with possibly noninvertible moving average errors. Journal of Multivariate Analysis.
99(1), 25-49.
-
Hart, J. D., Koen, C., & Lombard, F.
(2007).
An analysis of pulsation periods of long period variable stars. Journal of the Royal Statistical Society Series C: Applied Statistics.
56(5), 587-606.
-
Ma, Y., & Hart, J. D.
(2007).
Constrained local likelihood estimators for semiparametric skew-normal distributions. Biometrika.
94(1), 119-134.
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Jensen, J. L., Hart, J. D., & Willis, B. J.
(2006).
Evaluating proportions of undetected geological events in the case of erroneous identifications. Mathematical Geosciences.
38(2), 103-112.
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Racine, J. S., Hart, J., & Li, Q. i.
(2006).
Testing the significance of categorical predictor variables in nonparametric regression models. Econometric Reviews.
25(4), 523-544.
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Park, C. G., Vannucci, M., & Hart, J. D.
(2005).
Bayesian methods for wavelet series in single-index models. Journal of Computational and Graphical Statistics.
14(4), 770-794.
-
Hart, J. D., & Lee, C. L.
(2005).
Robustness of one-sided cross-validation to autocorrelation. Journal of Multivariate Analysis.
92(1), 77-96.
-
Aerts, M., Claeskens, G., & Hart, J. D.
(2004).
Bayesian-motivated tests of function fit and their asymptotic frequentist properties. ANNALS OF STATISTICS.
32(6), 2580-2615.
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Cao, R., Hart, J. D., & Saavedra, A.
(2003).
Nonparametric maximum likelihood estimators for AR and MA time series. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION.
73(5), 347-360.
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Climov, D., Hart, J., & Simar, L.
(2002).
Automatic Smoothing and Estimation in Single Index Poisson Regression. Journal of Nonparametric Statistics.
14(3), 307-323.
-
Chen, C. F., Hart, J. D., & Wang, S. J.
(2001).
Bootstrapping the order selection test. Journal of Nonparametric Statistics.
13(6), 851-882.
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Hart, J. D.
(2001).
Parametric modelling of growth curve data: An overview - Discussion. Test.
10(1), 45-50.
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Lee, G. H., & Hart, J. D.
(2000).
Model selection criteria with data dependent penalty, with applications to data-driven Neyman smooth tests. Journal of Nonparametric Statistics.
12(5), 683-707.
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Aerts, M., Claeskens, G., & Hart, J. D.
(2000).
Testing lack of fit in multiple regression. Biometrika.
87(2), 405-424.
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Aerts, M., Claeskens, G., & Hart, J. D.
(1999).
Testing the fit of a parametric function. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION.
94(447), 869-879.
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Lee, G., & Hart, J. D.
(1998).
An L-2 error test with order selection and thresholding. Statistics and Probability Letters.
39(1), 61-72.
-
Lee, G. H., & Hart, J. D.
(1998).
An L
2 error test with order selection and thresholding. Statistics and Probability Letters. 39(1), 61-72.
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Kim, J. H., & Hart, J. D.
(1998).
Tests for Change in a Mean Function when the Data are Dependent. Journal of Time Series Analysis.
19(4), 399-424.
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Hart, J. D., & Yi, S.
(1998).
One-sided cross-validation. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION.
93(442), 620-631.
-
Kuchibhatla, M., & Hart, J. D.
(1996).
Smoothing-based lack-of-fit tests: variations on a theme. Journal of Nonparametric Statistics.
7(1), 1-22.
-
Hart, J. D.
(1996).
Some automated methods of smoothing time-dependent data. Journal of Nonparametric Statistics.
6(2-3), 115-142.
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Eubank, R. L., Hart, J. D., Simpson, D. G., & Stefanski, L. A.
(1995).
Testing for additivity in nonparametric regression. ANNALS OF STATISTICS.
23(6), 1896-1920.
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HART, J. D.
(1994).
AUTOMATED KERNEL SMOOTHING OF DEPENDENT DATA BY USING TIME-SERIES CROSS-VALIDATION. Journal- Royal Statistical Society Series B.
56(3), 529-542.
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HART, J. D., & WEHRLY, T. E.
(1993).
CONSISTENCY OF CROSS-VALIDATION WHEN THE DATA ARE CURVES. 45(2), 351-361.
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EUBANK, R. L., & HART, J. D.
(1993).
COMMONALITY OF CUSUM, VONNEUMANN AND SMOOTHING-BASED GOODNESS-OF-FIT TESTS. Biometrika.
80(1), 89-98.
-
Hall, P., & Hart, J. D.
(1993).
ON THE PROBABILITY OF ERROR WHEN USING A GENERAL AKAIKETYPE CRITERION TO ESTIMATE AUTOREGRESSION ORDER. Journal of Time Series Analysis.
14(4), 347-368.
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EUBANK, R. L., HART, J. D., & LARICCIA, V. N.
(1993).
TESTING GOODNESS-OF-FIT VIA NONPARAMETRIC FUNCTION ESTIMATION TECHNIQUES. Communications in Statistics: Theory and Methods.
22(12), 3327-3354.
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HART, J. D., & WEHRLY, T. E.
(1992).
KERNEL REGRESSION WHEN THE BOUNDARY REGION IS LARGE, WITH AN APPLICATION TO TESTING THE ADEQUACY OF POLYNOMIAL-MODELS. 87(420), 1018-1024.
-
HARDLE, W., & HART, J. D.
(1992).
A BOOTSTRAP TEST FOR POSITIVE DEFINITENESS OF INCOME EFFECT MATRICES. ECONOMETRIC THEORY.
8(2), 276-290.
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Hrdle, W., Hart, J., Marron, J. S., & Tsybakov, A. B.
(1992).
Bandwidth Choice for Average Derivative Estimation. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION.
87(417), 218-226.
-
EUBANK, R. L., & HART, J. D.
(1992).
TESTING GOODNESS-OF-FIT IN REGRESSION VIA ORDER SELECTION CRITERIA. ANNALS OF STATISTICS.
20(3), 1412-1425.
-
Hart, J. D.
(1991).
[Choosing a Kernel Regression Estimator]: Comment. Statistical Science: a review journal.
6(4), 425-427.
-
KING, E., HART, J. D., & WEHRLY, T. E.
(1991).
TESTING THE EQUALITY OF 2 REGRESSION-CURVES USING LINEAR SMOOTHERS. 12(3), 239-247.
-
HART, J. D.
(1991).
KERNEL REGRESSION ESTIMATION WITH TIME-SERIES ERRORS. Journal- Royal Statistical Society Series B.
53(1), 173-187.
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Cline, D., & Hart, J. D.
(1991).
Kernel Estimation of Densities with Discontinuities or Discontinuous Derivatives. Statistics: a journal of theoretical and applied statistics.
22(1), 69-84.
-
HALL, P., & HART, J. D.
(1990).
BOOTSTRAP TEST FOR DIFFERENCE BETWEEN MEANS IN NONPARAMETRIC REGRESSION. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION.
85(412), 1039-1049.
-
HALL, P., & HART, J. D.
(1990).
CONVERGENCE-RATES IN DENSITY-ESTIMATION FOR DATA FROM INFINITE-ORDER MOVING AVERAGE PROCESSES. Probability Theory and Related Fields.
87(2), 253-274.
-
HART, J. D., & VIEU, P.
(1990).
DATA-DRIVEN BANDWIDTH CHOICE FOR DENSITY-ESTIMATION BASED ON DEPENDENT DATA. ANNALS OF STATISTICS.
18(2), 873-890.
-
HALL, P., & HART, J. D.
(1990).
NONPARAMETRIC REGRESSION WITH LONG-RANGE DEPENDENCE. Stochastic Processes and their Applications.
36(2), 339-351.
-
EUBANK, R. L., HART, J. D., & SPECKMAN, P.
(1990).
TRIGONOMETRIC SERIES REGRESSION-ESTIMATORS WITH AN APPLICATION TO PARTIALLY LINEAR-MODELS. Journal of Multivariate Analysis.
32(1), 70-83.
-
HART, J. D.
(1989).
DIFFERENCING AS AN APPROXIMATE DE-TRENDING DEVICE. Stochastic Processes and their Applications.
31(2), 251-259.
-
HART, J. D.
(1988).
AN ARMA TYPE PROBABILITY DENSITY ESTIMATOR. ANNALS OF STATISTICS.
16(2), 842-855.
-
HART, J. D., & WEHRLY, T. E.
(1986).
KERNEL REGRESSION ESTIMATION USING REPEATED MEASUREMENTS DATA. 81(396), 1080-1088.
-
HART, J. D.
(1985).
A COUNTEREXAMPLE TO A CLAIM CONCERNING THE CONVOLUTION OF MULTIMODAL DISTRIBUTIONS. Communications in Statistics: Theory and Methods.
14(12), 2943-2945.
-
Hart, J. D.
(1985).
DATABASED CHOICE OF THE SMOOTHING PARAMETER FOR A KERNEL DENSITY ESTIMATOR. Australian and New Zealand Journal of Statistics.
27(1), 44-52.
-
HART, J. D.
(1985).
ON THE CHOICE OF A TRUNCATION POINT IN FOURIER-SERIES DENSITY-ESTIMATION. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION.
21(2), 95-116.
-
HART, J. D., & GRAY, H. L.
(1985).
THE ARMA METHOD OF APPROXIMATING PROBABILITY DENSITY-FUNCTIONS. Journal of Statistical Planning and Inference.
12(2), 137-152.
-
HART, J. D.
(1984).
EFFICIENCY OF A KERNEL DENSITY ESTIMATOR UNDER AN AUTOREGRESSIVE DEPENDENCE MODEL. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION.
79(385), 110-117.
-
HART, J. D.
(1984).
ON THE MARGINAL DISTRIBUTION OF A 1ST ORDER AUTOREGRESSIVE PROCESS. Statistics and Probability Letters.
2(2), 105-109.
-
HART, J. D.
(1984).
ON THE MODAL RESOLUTION OF KERNEL DENSITY ESTIMATORS. Statistics and Probability Letters.
2(6), 363-369.
-
Zhang, Y., & Hart, J. D.
(2023).
The Effect of Prior Parameters in a Bayesian Approach to Inferring Material Properties from Experimental Measurements. Journal of Engineering Mechanics.
149(3), 04023007.
-
book
-
Hart, J.
(2013).
Nonparametric Smoothing and Lack-of-Fit Tests. Springer Science & Business Media.
-
Hart, J.
(2013).
Nonparametric Smoothing and Lack-of-Fit Tests. Springer Science & Business Media.
-
chapter
-
Hart, J. D.
(2008).
Smoothing-inspired lack-of-fit tests based on ranks. Balakrishnan, N., Pena, E. A., & Silvapulle, M. J. (Eds.),
Beyond Parametrics in Interdisciplinary Research: Festschrift in Honor of Professor Pranab K. Sen.
(pp. 138-155).
Institute of Mathematical Statistics.
-
Hart, J. D.
(2008).
Smoothing-inspired lack-of-fit tests based on ranks. Balakrishnan, N., Pena, E. A., & Silvapulle, M. J. (Eds.),
Beyond Parametrics in Interdisciplinary Research: Festschrift in Honor of Professor Pranab K. Sen.
(pp. 138-155).
Institute of Mathematical Statistics.
-
conference paper
-
Shahsavari, F., Hart, J. D., & Yan, W.
(2022).
Risk Assessment for Performance Driven Building Design with BIM-Based Parametric Methods. Communications in Computer and Information Science.
456-472.
-
Gong, X., Gonzalez, R., McVay, D., & Hart, J.
(2011).
Bayesian probabilistic decline curve analysis quantifies shale gas reserves uncertainty. 744-751.
-
Lombard, F., & Hart, J. D.
(1994).
The analysis of change-point data with dependent errors. Lecture notes-monograph series / Institute of Mathematical Statistics.
194-209.
-
Shahsavari, F., Hart, J. D., & Yan, W.
(2022).
Risk Assessment for Performance Driven Building Design with BIM-Based Parametric Methods. Communications in Computer and Information Science.
456-472.
Research
principal investigator on
Teaching
teaching activities
- STAT212 Prin Of Statistics Ii Instructor
- STAT303 Statistical Methods Instructor
- STAT638 Applied Bayes Methods Instructor
- STAT651 Stat In Research I Instructor
- STAT685 Directed Studies Instructor
- STAT691 Research Instructor
Works By Students
chaired theses and dissertations
-
Dunlap, Mickey Paul (2005-02). Using the bootstrap to analyze variable stars data.
-
Gaucher, Beverly Jane (2013-04). Factor Analysis for Skewed Data and Skew-Normal Maximum Likelihood Factor Analysis.
-
Lee, Hyuneui (2017-05). Goodness-of-Fit Test for Large Number of Small Data Sets.
-
Litton, Nathaniel A. (2010-10). Deconvolution in Random Effects Models via Normal Mixtures.
-
Malloure, Matthew R (2017-10). Goodness-of-Fit Testing Using Cross-Validation Bayes Factors.
-
Park, Chun Gun (2004-09). MCMC methods for wavelet representations in single index models.
-
Pokta, Suriani (2004-11). Bayesian model selection using exact and approximated posterior probabilities with applications to Star Data.
-
Qian, Yi (2007-04). Topics in multiple hypotheses testing.
-
Savchuk, Olga (2010-01). Choosing a Kernel for Cross-Validation.
-
Sinha, Shyamalendu (2018-10). Estimation of Location and Scale Parameters and Their Joint Density in a Random Effects Model.
-
Song, Juhee (2006-08). Bootstrapping in a high dimensional but very low sample size problem.
-
Sun, Ying (2011-10). Inference and Visualization of Periodic Sequences.
-
Wang, Qi (2012-10). Frequentist-Bayes Goodness-of-fit Tests.
-
Zhan, Dongling (2012-07). The k-Sample Problem When k is Large and n Small.
Background
education and training
- Ph.D. in Statistics, Southern Methodist University - (Dallas, Texas, United States) 1981
- M.S. in Statistics, Southern Methodist University - (Dallas, Texas, United States) 1979
- B.S. in Mathematics, Southern Methodist University - (Dallas, Texas, United States) 1977
- A.S. in Mathematics, Paris Junior College - (Paris, Texas, United States) 1975
awards and honors
- Don Owen Award, conferred by American Statistical Association - (Alexandria, Virginia, United States), 2007
- ASA Fellows, conferred by American Statistical Association - (Alexandria, Virginia, United States), 2001
- Association of Former Students College-Level Teaching Distinguished Achievement Award, The, conferred by Texas A&M University - (College Station, Texas, United States), 1995
Contact
first name
- Jeffrey
has last name
- Hart
mailing address
-
Texas A&M University
Department Of Statistics
3143 TAMU
College Station, TX 77843-3143
USA
Other
- j-hart@tamu.edu