Generalized Linear Models - Peter McCullagh; John A. Nelder (Springer, 1989)

Conditional Prediction Intervals for Linear Regression. - Peter McCullagh; Vladimir Vovk; Ilia Nouretdinov; Dmitry Devetyarov; Alex Gammerman (ICMLA, 2009)

Cumulants. - Peter McCullagh; John E. Kolassa (Scholarpedia, 2009)

Random Permutations and Partition Models. - Peter McCullagh (International Encyclopedia of Statistical Science, 2011)

Reversible Markov structures on divisible set partitions. - Harry Crane; Peter McCullagh (J. Appl. Probab., 2015)

Poisson superposition processes. - Harry Crane; Peter McCullagh (J. Appl. Probab., 2015)