1997 - Fellow of the American Statistical Association (ASA)
Richard L. Tweedie focuses on Markov chain, Ergodicity, Ergodic theory, Bounded function and Applied mathematics. His Ergodicity study combines topics in areas such as Central limit theorem and Pure mathematics. His Ergodic theory study integrates concerns from other disciplines, such as Space, Topological space and Combinatorics.
His Applied mathematics study combines topics from a wide range of disciplines, such as Markov property, Discrete phase-type distribution, Markov process and Exponential function. His research in Markov model focuses on subjects like Mathematical proof, which are connected to Tweedie distribution. His Tweedie distribution research incorporates elements of Range, Mathematical economics and Operations research.
Richard L. Tweedie mainly focuses on Markov chain, Applied mathematics, Ergodicity, Markov process and Combinatorics. In Markov chain, Richard L. Tweedie works on issues like Discrete mathematics, which are connected to Space, Exponential ergodicity, Coupling and State. His Applied mathematics research incorporates themes from SETAR, STAR model, Econometrics, Simple and Exponential function.
His studies in Econometrics integrate themes in fields like Meta-analysis, Publication bias, Funnel plot and Random effects model. The study incorporates disciplines such as Ergodic theory, Pure mathematics, Invariant measure, Bounded function and Random walk in addition to Ergodicity. The various areas that Richard L. Tweedie examines in his Markov process study include Tweedie distribution and Stationary distribution.
His scientific interests lie mostly in Markov chain, Applied mathematics, Markov model, Examples of Markov chains and Markov property. His primary area of study in Markov chain is in the field of Coupling from the past. His work deals with themes such as Rate of convergence, SETAR and Econometrics, which intersect with Applied mathematics.
His Econometrics research includes themes of Epistemology, Causation, Outcome and Rank. His Markov model study is concerned with the field of Markov process as a whole. His Markov renewal process study combines topics from a wide range of disciplines, such as Markov kernel and Markov chain mixing time.
His primary areas of investigation include Meta-analysis, Markov chain, Econometrics, Applied mathematics and Monotone polygon. His Meta-analysis study which covers Statistics that intersects with Rank. His Markov chain study integrates concerns from other disciplines, such as Markov process and Combinatorics.
His research in Econometrics intersects with topics in Autoregressive integrated moving average, SETAR, Stationary process and Model selection. His research integrates issues of STAR model and Autoregressive model in his study of Applied mathematics. His Publication bias research is multidisciplinary, incorporating elements of Missing data, Estimator, Selection bias, Point estimation and Random effects model.
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Trim and fill: A simple funnel-plot-based method of testing and adjusting for publication bias in meta-analysis.
Sue Duval;Richard Tweedie.
Biometrics (2000)
Trim and fill: A simple funnel-plot-based method of testing and adjusting for publication bias in meta-analysis.
Sue Duval;Richard Tweedie.
Biometrics (2000)
Markov Chains and Stochastic Stability
Sean Meyn;Richard L. Tweedie.
(1993)
Markov Chains and Stochastic Stability
Sean Meyn;Richard L. Tweedie.
(1993)
A Nonparametric “Trim and Fill” Method of Accounting for Publication Bias in Meta-Analysis
Sue Duval;Richard Tweedie.
Journal of the American Statistical Association (2000)
A Nonparametric “Trim and Fill” Method of Accounting for Publication Bias in Meta-Analysis
Sue Duval;Richard Tweedie.
Journal of the American Statistical Association (2000)
Exponential convergence of Langevin distributions and their discrete approximations
Gareth O. Roberts;Richard L. Tweedie.
Bernoulli (1996)
Exponential convergence of Langevin distributions and their discrete approximations
Gareth O. Roberts;Richard L. Tweedie.
Bernoulli (1996)
Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
Sean P. Meyn;R. L. Tweedie.
Advances in Applied Probability (1993)
Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
Sean P. Meyn;R. L. Tweedie.
Advances in Applied Probability (1993)
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