Richard Lockhart, Professor
Department of Statistics and Actuarial Science
Phone: (778) 782 3264  Messages: (778) 782 3803  Fax: (778) 782 4368
Office: K 10561  Email: lockhart (at) sfu (dot) ca

Cambridge Minicourse, Lent, 2017
Course Notes, 8 Mar
Inference for High Dimensional Regression
Lecture Slides 
Big Data Workshop at SFU
PIMS page
Statistical Inference for Large Scale Data
Program, abstracts 
Big Data Workshop at UBC
PIMS page
Big Data in Environmental Science
Program, abstracts 
Statistics Canada
The Daily 
United States Census Bureau
Data 
UK Statistics
StatsUserNet 
Putnam solutions
1985 1986 1987 1988 1989 
The Statistical Society of Canada
Home 
Physics and Statistics at BIRS
July 2010 Workshop 
My old home page
I used to have a simpler page 
SFU sites
My department
My university
Richard Lockhart's Goodnessoffit Work
Much of my work is in the area of model assessment, generally in the form of goodnessoffit. In this area I work with Michael Stephens developing specific tests for distributional assumptions and with Peter Guttorp providing general large sample theory for quadratic tests.Other goodnessoffit coauthors include Gemai Chen, Vartan Choulakian, Alberto Contreras, Christian Genest, Dan Jeske, Reg Kulperger, Graham McLaren, Steve Meester, Federico O'Reilly, Chandanie Perera, John Spinelli, Zheng Sun, and Tim Swartz.
My approach to theory is that large sample calculations should lead in a natural way to computable probability approximations. In practice this seems to lead to the study of linear or quadratic functionals of asymptotically Guassian processes. I am particularly interested in limit theorems which naturally lead to approximations whose quality is uniform.
Papers Developing Specific Tests
Lockhart, R. A. and McLaren, G. C. (1985). Asymptotic points for a test of symmetry about a specified median. Biometrika, 72 208210. PDFLockhart, R. A. and Stephens, M. A. (1985). Tests of fit for the von Mises distribution. Biometrika, 72 647652. PDF
Lockhart, R. A., O'Reilly, F. J. and Stephens, M. A. (1986). Tests for the extreme value and Weibull distributions based on normalized spacings. Nav. Res. Logist. Quart., 33 413421.
Lockhart, R. A., O'Reilly, F. J. and Stephens, M. A. (1986). Tests of fit based on normalised spacings. J. Roy. Statist. Soc., B, 48 344352. PDF
Meester, S.G. and Lockhart, R. A. (1988). Testing for normal errors in regression models with many blocks. Biometrika, 75 569575. PDF
Lockhart, R.A. and Stephens, M. A. (1994). Estimation and tests of fit for the threeparameter Weibull distribution. J. Roy. Statist. Soc.. B. 56 491500. PDF PDF
Choulakian, V., Lockhart, R.A. and Stephens, M. A. (1994). Cramér von Mises statistics for discrete distributions. Canad J. Statist., 22, 125137. PDF
Chen, Gemai, Lockhart, R.A. and Stephens, M.A. (2002). Large Sample Theory for BoxCox Transformations in Linear Models (With discussion. Read March 22, 2002, in the read paper series of The Canadian Journal of Statistics). The Canadian Journal of Statistics, 30, 177—234. PDF
Anderson, T.W., Lockhart, R. A. and Stephens, M. A. (2004). An Omnibus Test for the Time Series Model AR(1). Journal of Econometrics , 118, 111—127. PDF
Lockhart, R. A. and Perera, C. W. (2006). Testing normality in designs with many parameters. Technometrics , 48, 436—444. PDF
Lockhart, R.A., Spinelli, J. J. and Stephens, M.A. (2007). Cramérvon Mises statistics for discrete distributions with unknown parameters. The Canadian Journal of Statistics, 35, 125–133. No PDF
Jeske, D., Lockhart, R., Stephens, M.A., and Zhang, Q. (2008). Cramervon Mises tests for the Compatibility of Two Software Environments. Technometrics, 50, 5360. PDF
Lockhart, R. A., O'Reilly, F.J. & Stephens, M.A. (2009). Exact conditional tests and approximate bootstrap tests for the von Mises distribution. Journal of Statistical Theory and Practice, 3 543554. No PDF
Theoretical papers analyzing the properties of tests
Lockhart, R. A. (1985). The asymptotic distribution of the correlation coefficient in testing fit to the exponential distribution. Can. J. Statist., 13 253256. PDFMcLaren, C. G. and Lockhart, R. A. (1987). On the asymptotic efficiency of certain correlation tests of fit. Can. J. Statist., 15 159167. PDF
Guttorp, P. and Lockhart, R. A. (1988). On the asymptotic distribution of quadratic forms in uniform order statistics. Ann. Statist., 16, 433449. PDF
Guttorp, P. and Lockhart, R.A. (1989). On the asymptotic distribution of high order spacings statistics. Canad. J. Statist., 17 371378. PDF
Lockhart, R.A. (1991). Overweight tails are inefficient. Ann. Statist., 19 22542258. PDF PDF
Lockhart, R.A. and Swartz, T. B. (1992). Computing asymptotic Pvalues for EDF tests. Statistics and Computing, 2, 137141.
Chen, Gemai and Lockhart, R.A. (2001). Weak convergence of the empirical process of residuals in linear models with many parameters. Ann. Statist., 19 22542258. PDF
Lockhart, R. A. and O'Reilly, F. J. (2005). A note on Moore's Conjecture. Statistics and probability Letters , 74, 212—220. PDF
Lockhart, R. A., O'Reilly, F.J. and Stephens, M.A. (2007). Use of the Gibbs Sampler to obtain conditional tests, with applications. Biometrika, 94, 992998. PDF
Lockhart, R. A. (2012). Conditional Limit Laws for GoodnessofFit Tests. Bernoulli , 18, 857—882. PDF
Email comments or suggestions to Richard Lockhart (lockhart@sfu.ca)