Writing a paper independently?

[geekman]

Has anyone had any experience with this?

I already have a Masters and will be starting a PhD program this upcoming fall. How unusual / difficult is it to write a paper to sort of get a 'head start' before I enter the program? I assume that most journals and conferences would not take you seriously unless it was supervised by a professor.

This is for Statistics - I don't know if the answer to this question changes dependent on the specific field.

[cyberwulf]

Writing a paper with only a Masters degree could be a tough task, unless you're doing something rather applied (in which case it would be odd to not be collaborating with subject-area experts). Why don't you get in touch with a professor in the program to see if they might be interested in working with you during the summer?

Some stat journals (eg. JASA) have a blinded review process, so that there is a non-zero probability that your paper will be judged on its merits and not the author list. If you really want to go it alone, I would submit to one of those.