A conversation with Larry Brown
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Publication:819965
DOI10.1214/088342304000000288zbMath1188.01016OpenAlexW2074344866MaRDI QIDQ819965
Publication date: 4 April 2006
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/088342304000000288
bootstrapdiffusiondecision theoryinfinitely divisibleBayesfrequentistminimaxityexponential familyrandom walkconditionalnonparametricadmissibilitypriorsequentialinformation inequalityconsultingcensusancillaryM estimate
Related Items (2)
Larry Brown's contributions to parametric inference, decision theory and foundations: a survey ⋮ Larry Brown's work on admissibility
Cites Work
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- Information inequalities for the Bayes risk
- Minimax risk over hyperrectangles, and implications
- Inequalities for multivariate infinitely divisible processes
- Estimation of the mean of a multivariate normal distribution
- Geometrizing rates of convergence. II
- A statistical diptych: Admissible inferences -- recurrence of symmetric Markov chains
- Tail minimaxity in location vector problems and its applications
- Inadmissibility results for generalized Bayes estimators of coordinates of a location vector
- Admissibility results for generalized Bayes estimators of coordinates of a location vector
- Bootstrap methods: another look at the jackknife
- A constrained risk inequality with applications to nonparametric functional estimation
- Interval estimation for a binomial proportion. (With comments and a rejoinder).
- Arcing classifiers. (With discussion)
- Bayesian aspects of some nonparametric problems
- Confidence intervals for a binomial proportion and asymptotic expansions
- Remarks on Some Nonparametric Estimates of a Density Function
- Invariance, Minimax Sequential Estimation, and Continuous Time Processes
- The Admissibility of Pitman's Estimator of a Single Location Parameter
- Sampling-Based Approaches to Calculating Marginal Densities
- An Essay on Statistical Decision Theory
- Optimal Policies for a Sequential Decision Process
- Markov chain conditions for admissibility in estimation problems with quadratic loss
- Robust Estimation of a Location Parameter
- On the Admissibility of Invariant Estimators of One or More Location Parameters
- The Conditional Level of Student's $t$ Test
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
- On the Best Obtainable Asymptotic Rates of Convergence in Estimation of a Density Function at a Point
- Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
- On Estimation of a Probability Density Function and Mode
- A Lower Bound for the Risk in Estimating the Value of a Probability Density
- On the Translation Parameter Problem for Discrete Variables
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