Lawrence D. Brown | Academic Influence

Lawrence D. Brown's AcademicInfluence.com Rankings

Lawrence D. Brown

Mathematics

#2768

World Rank

#4205

Historical Rank

#1073

USA Rank

Statistics

#158

World Rank

#204

Historical Rank

#68

USA Rank

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Mathematics

Lawrence D. Brown's Degrees

PhD Statistics University of California, Berkeley
Masters Statistics University of California, Berkeley
Bachelors Mathematics University of California, Berkeley

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Why Is Lawrence D. Brown Influential?

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According to Wikipedia, Lawrence David Brown was Miers Busch Professor and Professor of Statistics at the Wharton School of the University of Pennsylvania in Philadelphia, Pennsylvania. He is known for his groundbreaking work in a broad range of fields including decision theory, recurrence and partial differential equations, nonparametric function estimation, minimax and adaptation theory, and the analysis of census data and call-center data.

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Lawrence D. Brown's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Interval Estimation for a Binomial Proportion (2001) (2872)
Corporate Governance and Firm Valuation (2006) (1178)
Inside the 'Black Box' of Sell-Side Financial Analysts (2014) (706)
A Temporal Analysis of Earnings Surprises: Profits Versus Losses (2001) (668)
A Temporal Analysis of Quarterly Earnings Thresholds: Propensities and Valuation Consequences (2005) (665)
Fundamentals of statistical exponential families: with applications in statistical decision theory (1986) (571)
Earnings Forecasting Research: Its Implications for Capital Markets Research (1993) (561)
Valid post-selection inference (2013) (498)
Security Analyst Superiority Relative to Univariate Time-Series Models in Forecasting Quarterly Earnings (1987) (497)
The Superiority of Analyst Forecasts as Measures of Expectations: Evidence from Earnings (1978) (477)
Asymptotic equivalence of nonparametric regression and white noise (1996) (444)
An Evaluation of Alternative Proxies for the Market's Assessment of Unexpected Earnings (2008) (374)
An Information Interpretation of Financial Analyst Superiority in Forecasting Earnings (1987) (335)
Confidence Intervals for a binomial proportion and asymptotic expansions (2002) (305)
A Re-Examination of Financial Analysts' Differential Earnings Forecast Accuracy (1997) (291)
Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems (1971) (288)
Univariate Time-Series Models of Quarterly Accounting Earnings per Share: A Proposed Model (1979) (269)
Using Citation Analysis to Assess the Impact of Journals and Articles on Contemporary Accounting Research (CAR) (1985) (259)
Comparing the Value Relevance of Two Operating Income Measures (2001) (253)
Analyst Forecasting Errors: Additional Evidence (1997) (250)
Do sell-side analysts exhibit differential target price forecasting ability? (2012) (207)
Influential Accounting Articles, Individuals, Ph.D. Granting Institutions and Faculties: A Citational Analysis (1996) (203)
INADMISSIBILITY OF THE USUAL ESTIMATORS OF SCALE PARAMETERS IN PROBLEMS WITH UNKNOWN LOCATION AND SCALE PARAMETERS (1968) (200)
Analyst Forecasting Errors and Their Implications for Security Analysis (1996) (196)
Bayesian Forecasting of an Inhomogeneous Poisson Process With Applications to Call Center Data (2007) (187)
Measurable Selections of Extrema (1973) (185)
To What Extent Does the Financial Reporting Process Curb Earnings Surprise Games? (2007) (184)
On the Admissibility of Invariant Estimators of One or More Location Parameters (1966) (183)
How Important Is Past Analyst Forecast Accuracy? (2001) (155)
NONPARAMETRIC EMPIRICAL BAYES AND COMPOUND DECISION APPROACHES TO ESTIMATION OF A HIGH-DIMENSIONAL VECTOR OF NORMAL MEANS (2009) (147)
The Familiarity with and Perceived Quality of Accounting Journals: Views of Senior Accounting Faculty in Leading U. S. MBA Programs (2008) (143)
A constrained risk inequality with applications to nonparametric functional estimation (1996) (143)
WAVELET SHRINKAGE FOR NONEQUISPACED SAMPLES (1998) (140)
Variance estimation in nonparametric regression via the difference sequence method (2007) (132)
The Activities of Buy-Side Analysts and the Determinants of Their Stock Recommendations (2016) (126)
A Unified Conditional Frequentist and Bayesian Test for Fixed and Sequential Simple Hypothesis Testing (1994) (117)
Effect of mean on variance function estimation in nonparametric regression (2008) (114)
In-season prediction of batting averages: A field test of empirical Bayes and Bayes methodologies (2008) (114)
Do Stock Prices Fully Reflect the Implications of Current Earnings for Future Earnings for Ar1 Firms? (2000) (110)
A Reexamination of Stock Splits Using Moving Betas (1977) (108)
SURE Estimates for a Heteroscedastic Hierarchical Model (2012) (100)
An Ancillarity Paradox Which Appears in Multiple Linear Regression (1990) (99)
Statistical Inference After Model Selection (2010) (97)
Point and Confidence Estimation of a Common Mean and Recovery of Interblock Information (1974) (97)
Asymptotic equivalence theory for nonparametric regression with random design (2002) (96)
The Impact of Annual Earnings Announcements on Convergence of Beliefs (2008) (92)
AN ANALYSIS OF THE RESEARCH CONTRIBUTIONS OF ACCOUNTING, ORGANIZATIONS AND SOCIETY, 1976-1984. (1987) (90)
Managing earnings surprises in the US versus 12 other countries (2001) (87)
Managing the narrative: Investor relations officers and corporate disclosure✰ (2019) (86)
Forecast Selection When All Forecasts are Not Equally Recent (1991) (83)
Managerial Behavior and the Bias in Analysts' Earnings Forecasts (1998) (82)
Timely Aggregate Analyst Forecasts as Better Proxies for Market Earnings Expectations (1991) (81)
Ranking Journals Using Social Science Research Network Downloads (2002) (81)
An unbiased test for the bioequivalence problem (1997) (80)
THE CONDITIONAL LEVEL OF STUDENT'S t TEST' (1967) (79)
Variation Diminishing Transformations: A Direct Approach to Total Positivity and its Statistical Applications (1981) (78)
Managing Earnings Surprises in the U.S. Versus 12 Other Countries (2000) (77)
Confidence intervals for two sample binomial distribution (2005) (76)
The root–unroot algorithm for density estimation as implemented via wavelet block thresholding (2010) (75)
Managers’ forecast guidance of analysts: International evidence (2005) (74)
A Complete Class Theorem for Statistical Problems with Finite Sample Spaces (1981) (74)
Optimal Confidence Sets, Bioequivalence, and the Limaçon of Pascal (1995) (72)
Models as Approximations I: Consequences Illustrated with Linear Regression (2014) (69)
INTERVAL ESTIMATION IN EXPONENTIAL FAMILIES (2003) (69)
A difference based approach to the semiparametric partial linear model (2011) (68)
Equivalence theory for density estimation, Poisson processes and Gaussian white noise with drift (2004) (67)
The Predictive Value of Analyst Characteristics (2003) (66)
Changes in Option‐Based Compensation Around the Issuance of SFAS 123r (2011) (64)
An Autoregressive Approach to House Price Modeling (2011) (62)
Minimax Estimation of a Normal Mean Vector for Arbitrary Quadratic Loss and Unknown Covariance Matrix (1977) (61)
Estimation with Incompletely Specified Loss Functions (the Case of Several Location Parameters) (1975) (61)
Information Inequalities for the Bayes Risk (1990) (60)
Analysts' Use of Earnings Forecasts in Predicting Stock Returns: Forecast Horizon Effects (1995) (59)
Wavelet estimation for samples with random uniform design (1999) (58)
A Heuristic Method for Determining Admissibility of Estimators--With Applications (1979) (57)
Nonparametric regression in exponential families (2010) (56)
Efficient estimation of log‐normal means with application to pharmacokinetic data (2006) (53)
Robust nonparametric estimation via wavelet median regression (2008) (52)
Adaptive Expectations, Time-Series Models, and Analyst Forecast Revision (1979) (52)
Admissible predictive density estimation (2008) (52)
Superefficiency in Nonparametric Function Estimation (1997) (52)
Nonexistence of Informative Unbiased Estimators in Singular Problems (1993) (51)
Asymptotic nonequivalence of nonparametric experiments when the smoothness index is (1998) (50)
The Power to See: A New Graphical Test of Normality (2013) (50)
The Importance of Circulating and Presenting Manuscripts: Evidence from the Accounting Literature (2005) (49)
Analysts can forecast accurately! (1980) (49)
A Complete Class Theorem for Strict Monotone Likelihood Ratio With Applications (1976) (47)
Collected Papers III (1985) (46)
Non-Local Asymptotic Optimality of Appropriate Likelihood Ratio Tests (1971) (46)
A test for the poisson distribution (2002) (44)
Team earnings forecasting (2008) (44)
To beat or not to beat? The importance of analysts’ cash flow forecasts (2011) (43)
Repeat Sales House Price Index Methodology (2014) (43)
The Impact of SFAS 123R on Changes in Option-Based Compensation (2007) (41)
The Effects of Monetary Incentives on Worker Learning and Performance in an Assembly Task (2012) (41)
Jack Carl Kiefer Collected Papers III: Design of Experiments. (1987) (40)
Group-Linear Empirical Bayes Estimates for a Heteroscedastic Normal Mean (2015) (40)
The Poisson Compound Decision Problem Revisited (2010) (38)
Earnings Surprise Research: Synthesis and Perspectives (1997) (36)
Models as Approximations II: A Model-Free Theory of Parametric Regression (2016) (36)
Methodological Issues and Challenges in the Production of Official Statistics 24th Annual Morris Hansen Lecture (2015) (34)
Is Analyst Earnings Forecast Ability Only Firm-Specific? (2007) (33)
Tail Behaviour for Suprema of Empirical Processes (1986) (32)
The Relation Between Corporate Governance and CEOs’ Equity Grants (2009) (32)
Covariance Adjustments for the Analysis of Randomized Field Experiments (2013) (31)
Models as Approximations, Part I: A Conspiracy of Nonlinearity and Random Regressors in Linear Regression (2014) (30)
Ranking Accounting Ph.D. Programs and Faculties Using Social Science Research Network Downloads (2004) (29)
Good Exact Confidence Sets for a Multivariate Normal Mean (1997) (29)
Accounting Changes and the Accuracy of Analysts' Earnings Forecasts (1983) (29)
A Contribution to Kiefer's Theory of Conditional Confidence Procedures (1978) (29)
The Heat Equation and Stein's Identity: Connections, Applications (2006) (27)
Predicting Analysts' Earnings Surprise (1996) (27)
Statistical properties of the method of regularization with periodic Gaussian reproducing kernel (2004) (27)
DOES THE FASB LISTEN TO CORPORATIONS (1992) (26)
Semi-Supervised Linear Regression (2016) (26)
Comparing the Quality of Three Earnings Measures (2001) (26)
How to Approximate a Histogram by a Normal Density (1993) (26)
The Association between Nonearnings Disclosures by Small Firms and Positive Abnormal Returns (2008) (25)
Corporate Governance and Firm Performance (2004) (25)
The Differential Inequality of a Statistical Estimation Problem (1988) (25)
OPTIMAL SHRINKAGE ESTIMATION OF MEAN PARAMETERS IN FAMILY OF DISTRIBUTIONS WITH QUADRATIC VARIANCE. (2016) (25)
Spatio-Temporal Low Count Processes with Application to Violent Crime Events (2013) (25)
The Determinants and Consequences of Changes in Executive Option-Based Compensation Around the Issuance of SFAS 123R (2007) (25)
Admissibility in Discrete and Continuous Invariant Nonparametric Estimation Problems and in their Multinomial Analogs (1988) (24)
Comparing Judgmental to Extrapolative Forecasts: It's Time to Ask Why and When (1988) (24)
An Essay on Statistical Decision Theory (2000) (24)
Small Negative Surprises: Frequency and Consequence (2001) (24)
Minimaxity, More or Less (1994) (24)
I/B/E/S Reported Actual EPS and Analysts’ Inferred Actual EPS (2012) (23)
Information Inequality Bounds on the Minimax Risk (with an Application to Nonparametric Regression) (1991) (23)
Semi-supervised inference: General theory and estimation of means (2016) (23)
The Predictive Value of Interim Reports for Improving Forecasts of Future Quarterly Earnings (2006) (23)
Strong-Form Efficiency on the Toronto Stock Exchange: An Examination of Analyst Price Forecasts (1990) (23)
A Model Free Perspective for Linear Regression: Uniform-in-model Bounds for Post Selection Inference (2018) (21)
Models as Approximations - A Conspiracy of Random Regressors and Model Deviations Against Classical Inference in Regression (2015) (21)
The January Barometer: Further Evidence (2006) (21)
ON THE STATISTICAL EQUIVALENCE AT SUITABLE FREQUENCIES OF GARCH AND STOCHASTIC VOLATILITY MODELS WITH THE CORRESPONDING DIFFUSION MODEL (2003) (21)
Admissibility of Procedures in Two-Dimensional Location Parameter Problems (1974) (20)
Complete Classes for Sequential Tests of Hypotheses (1980) (20)
Recommendation-Forecast Consistency and Earnings Forecast Quality (2012) (20)
Valid post-selection inference in model-free linear regression (2020) (19)
Sufficiency Statistics in the Case of Independent Random Variables (1964) (19)
Skin in the Game: The Inputs and Incentives that Shape Buy-Side Analysts' Stock Recommendations (2014) (19)
Managing the Narrative: Investor Relations Officers and Corporate Disclosure (2018) (17)
Misspecified Mean Function Regression (2014) (17)
The January Barometer (2006) (17)
Admissibility in Statistical Problems Involving a Location or Scale Parameter (1974) (17)
Predicting Individual Analyst Earnings Forecast Accuracy (2000) (16)
Estimated Confidence Under the Validity Constraint (1991) (16)
A Necessary Condition for Admissibility (1980) (16)
Universal Domination and Stochastic Domination: U -Admissibility and U -Inadmissibility of the Least Squares Estimator (1989) (16)
Monotonicity of Bayes Sequential Tests (1979) (16)
CLOSURE THEOREMS FOR SEQUENTIAL-DESIGN PROCESSES (1976) (16)
House Price Index Methodology (2010) (15)
Non‐parametric modelling of time‐varying customer service times at a bank call centre (2006) (15)
A semiparametric multivariate partially linear model: A difference approach (2016) (15)
Accounting research directory: The database of accounting literature (1989) (14)
Jack Carl Kiefer collected papers (1985) (14)
Bounds on the Bayes and minimax risk for signal parameter estimation (1993) (14)
Calibrated Percentile Double Bootstrap For Robust Linear Regression Inference (2015) (14)
Attributes of Articles Impacting Contemporary Accounting Literature (1989) (14)
Testing Average Equivalence — Finding a Compromise Between Theory and Practice (2000) (13)
A Lower Bound for the Risk in Estimating the Value of a Probability Density (1990) (13)
Assumption Lean Regression (2018) (13)
Is Analyst Earnings Forecast Ability Only Firm Specific?*: Is Analyst Earnings Forecast Ability Only Firm Specific? (2010) (13)
An algorithmic construction of optimal minimax designs for heteroscedastic linear models (2000) (13)
Profiting from Predicting Individual Analyst Earnings Forecast Accuracy (2001) (13)
[Developments in Decision-Theoretic Variance Estimation]: Comment (1990) (13)
Complete class results for hypothesis testing problems with simple null hypotheses (1989) (12)
A new test for the Poisson distribution (2001) (12)
Multifactor Poisson and Gamma-Poisson Models for Call Center Arrival Times (2004) (12)
Inequalities for Multivariate Infinitely Divisible Processes (1988) (12)
Ensemble Minimax Estimation for Multivariate Normal Means (2011) (12)
Share Price Levels and Beta (1979) (11)
ON THE ADMISSIBILITY OR INADMISSIBILITY OF FIXED SAMPLE SIZE TESTS IN A SEQUENTIAL SETTING (1979) (11)
Envisioning the 2020 Census (2010) (11)
Examples of Berger's Phenomenon in the Estimation of Independent Normal Means (1980) (11)
Valid Post-selection Inference in Assumption-lean Linear Regression (2018) (11)
Admissibility and complete class results for the multinomial estimation problem with entropy and squared error loss (1982) (11)
Can ESP Yield Abnormal Returns? (1997) (10)
Interactions between analysts’ and managers’ earnings forecasts (2015) (10)
Complete Class Theorems for Estimation of Multivariate Poisson Means and Related Problems (1985) (10)
Accounting Ph.D. program graduates: affiliation performance and publication performance (2007) (10)
What You Can Learn from Wrong Causal Models (2013) (10)
Enhancing Earnings Predictability Using Individual Analyst Forecasts (1999) (9)
Aldor-Noiman, S., Brown, L.D., Buja, A., Rolke, W., and Stine, R.A. (2013), “The Power to See: A New Graphical Test of Normality,” The American Statistician, 67, 249–260 (2014) (9)
A Geometrical Explanation of Stein Shrinkage (2012) (9)
Sequential Bahadur Efficiency (1978) (9)
Working with Misspecified Regression Models (2018) (9)
The Effect of Labor Strikes on Security Analysts' Forecast Superiority and on the Association between Risk-Adjusted Stock Returns and Unexpected Earnings (1987) (9)
Models as Approximations --- Part II: A General Theory of Model-Robust Regression (2016) (8)
ESTIMATORS FOR GAUSSIAN MODELS HAVING A BLOCK-WISE STRUCTURE (2009) (8)
The Conspiracy of Random Predictors and Model Violations against Classical Inference in Regression (2014) (8)
Tax and spend. (1983) (8)
A Conspiracy of Random X and Model Violation against Classical Inference in Linear Regression (2013) (8)
Corporate governance and firm valuation q (2006) (8)
Models as Approximations: How Random Predictors and Model Violations Invalidate Classical Inference in Regression (2014) (8)
Comment on “Post‐Earnings Announcement Drift and the Diseemination of Predictable Information”* (1999) (8)
Racetrack betting and consensus of subjective probabilities (2003) (8)
Markov Infinitely-Divisible Stationary Time-Reversible Integer-Valued Processes (2021) (8)
Model-free Study of Ordinary Least Squares Linear Regression (2018) (8)
Creating a “Smart” Conditional Consensus Forecast (2008) (8)
Discussion: “Dispersion in Analysts' Earnings Forecasts as a Measure of Uncertainty” (1998) (8)
Efficient Empirical Bayes prediction under check loss using Asymptotic Risk Estimates (2015) (7)
Racetrack Betting: Do Bettors Understand the Odds? (1994) (7)
All Admissible Linear Estimators of a Multivariate Poisson Mean (1985) (7)
Characterizations, Sub and resampling, and goodness of fit (2004) (7)
Do sell-side analysts exhibit differential target price forecasting ability? (2012) (7)
An Alternative to Student's $t$-Test for Problems with Indifference Zones (1984) (7)
Expectations Data and the Predictive Value of Interim Reporting: A Comment (1980) (7)
Firms' Propensity to Meet or Miss Analysts' Forecasts of Cash Flows and Earnings (2008) (6)
Random Rates in Anisotropic Regression : Discussion (2010) (6)
Brokerage Industry Self-Regulation: The Case of Analysts' Background Disclosures (2009) (6)
Empirical Bayes estimates for a two-way cross-classified model (2018) (6)
Direct asymptotic equivalence of nonparametric regression and the infinite dimensional location problem (2001) (6)
Stationary Gaussian Markov processes as limits of stationary autoregressive time series (2017) (5)
The Impact of Announcement Timing on the Informativeness of Earnings and Dividends (1994) (5)
A Proof That Kramer's Multiple Comparison Procedure for Differences Between Treatment Means Is Level-α for 3, 4, or 5 Treatments (1979) (5)
Optimal Policies for a Sequential Decision Process (1965) (5)
Confidence intervals for nonparametric regression (2011) (5)
Notes: Correction to Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems (1973) (5)
Properties of Bayes Sequential Tests (1981) (5)
Bounded Stopping Times for a Class of Sequential Bayes Tests (1981) (5)
On the admissibility of the maximum-likelihood estimator of the binomial variance (1992) (5)
Firms’ Propensity to Report Cash Flow and Earnings Surprises of Divergent Signs (2011) (4)
Incrementalism Adds Up (2005) (4)
Commentary on Paper [19] (1986) (4)
The Reliability of Crowdsourced Earnings Forecasts (2018) (4)
The modern theory of financial reporting (1987) (4)
Uniform Correlation Mixture of Bivariate Normal Distributions and Hypercubically Contoured Densities That Are Marginally Normal (2014) (4)
Alternative Formulas for Synthetic Dual System Estimation in the 2000 Census (2008) (4)
A Sharp Necessary Condition for Admissibility of Sequential Tests-- Necessary and Sufficient Conditions for Admissibility of SPRT'S (1983) (4)
The Relation between Corporate Governance and CEOs' Employee Stock Options* (2008) (4)
Inadmissibility of Large Classes of Sequential Tests (1981) (3)
The Prospects for Prospective Payment (1983) (3)
The Predictive Value of the Signs of January Returns: Evidence of a New January Effect (2004) (3)
Wavelet Regression For Random Uniform Design (1997) (3)
Empirical Bayes Estimates for a 2-Way Cross-Classified Additive Model (2016) (3)
Interactions between Analyst Earnings Forecasts and Management Earnings Forecasts (2012) (3)
Discussion of Evidence on the Incremental Information Content of Additional Firm Disclosures Made Concurrently with Earnings (1986) (3)
On Selecting a Transformation : With Applications (2014) (3)
Models as Approximations — A Conspiracy of Random Predictors and Model Violations Against Classical Inference in Regression (2014) (3)
Local admissibility and local unbiasedness in hypothesis testing problems (1992) (3)
Counterexample—An inadmissible estimator which is generalized bayes for a prior with “light” tails (1979) (3)
The Information Content of Dividend Changes and Earnings: A Test of Signal Mitigation (1995) (3)
Valid Post-selection Inference Online Appendix (2013) (3)
Experimentation and evaluation plans for the 2010 census : interim report (2008) (3)
The Research of Jack Kiefer Outside the Area of Experimental Design (1984) (2)
Health Policy in Transition: A Decade of Health Politics. Policy and Law, Lawrence D. Brown. 1987. Duke University Press, Durham, NC. 200 pages. Index. ISBN: 0-8223-07767-6. $29.95 cloth, $9.95 paperback (1988) (2)
Non-parametric modelling of time-varying customer service times at a bank call centre: Research Articles (2006) (2)
Proof of a necessary and sufficient condition for admissibility in discrete multivariate problems (1988) (2)
Empirical Bayes prediction for the multivariate newsvendor loss function (2015) (2)
A Test of the Reliability of Current Cost Disclosures (1994) (2)
Hazard rate estimation for call center customer patience time (2020) (2)
Discussion—Regulation Fair Disclosure and Analysts' First-Forecast Horizon (2007) (2)
Two-Sided Sequential Tests (1992) (2)
Optimal Estimation of Multidimensional Normal Means With an Unknown Variance (2011) (2)
Tests and confidence bands for bivariate cumulative distribution functions (1990) (2)
Conditional Confidence Statements and Confidence Estimators: Comment (1977) (2)
To beat or not to beat? The importance of analysts’ cash flow forecasts (2013) (2)
An Information Inequality for the Bayes Risk Under Truncated Squared Error Loss (1993) (2)
Constructing and Evaluating an Autoregressive House Price Index (2013) (2)
Perspectives on forecasting research in accounting and finance (1983) (2)
Commentary on Exact Post-selection Inference for Sequential Regression Procedures (2016) (1)
Wavelet Shrinkage For Nonequispaced SamplesT (1998) (1)
A Unified View of Regression, Shrinkage, Empirical Bayes, Hierarchical Bayes, and Random Effects (2007) (1)
The asymptotic risk in a signal parameter estimation problem (1993) (1)
COMPLETE CLASSES FOR CONFIDENCE SET ESTIMATION (1)
The Analogy Between Statistical Equivalence and Stochastic Strong Limit Theorems (2002) (1)
On a Theorem of Morimoto Concerning Sufficiency for Discrete Distributions (1975) (1)
Comment: Fuzzy and Randomized Confidence Intervals and P-Values (2005) (1)
All of Linear Regression (2019) (1)
Discussion: “The Accuracy and Bias of Equity Values Inferred from Analysts' Earnings Forecasts” (2001) (1)
Financial Analyst Forecast Superiority: Is There an Information Interpretation? (1986) (1)
Reply to Lin (2014) (0)
Correction to: Working with Misspecified Regression Models (2020) (0)
Optimal Confidence Sets, Bioequivalenc:e, and the Lim~n of Pascal (1993) (0)
Some limitation on stein's phenomenon (1986) (0)
Chapter 6: The Dual to the Maximum Likelihood Estimator (1986) (0)
Nonparametric Regression and Confidence Bands with Lognormal Errors and Application to Bank Call Center Data (2005) (0)
Financial Data Bases in Accounting Doctoral Programs (2008) (0)
ADMISSIBLE ESTIMATORS, RECURRENT DIFFUSIONS, AND (2016) (0)
A Test for the Poisson Distribution Author ( s ) : (2008) (0)
Chapter 7: Tail Probabilities (1986) (0)
$15.00Robert E. Jensen, Review of Forecasts: Scaling & Analysis of Expert Judgements Regarding Cross-Impacts of Assumptions on Business Forecasts & Accounting Measures, American Accounting Association, Amsterdam (1983), p. 235 (1985) (0)
HMOs: The Promise, the Performance (1983) (0)
Announcement of Affiliated Organizations (1989) (0)
Making Public Policy, a Hopeful View of American Government, Steven Kelman. 1987. Basic Books, Inc., New York. 332 pages. Index. ISBN: 0-465-04334-8. $19.95 hardcover (1988) (0)
Forecasting profit: M. Metcalf, 1995, (Kluwer Academic Publishers, Boston), US$110, ISBN 0-7923-9482-8 (1996) (0)
Chapter 4: Applications (1986) (0)
Learning to live within limits. (1983) (0)
Jack Carl Kiefer: Collected Papers, Vols I, II, III. (1987) (0)
UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK (2018) (0)
Chapter 3: Parametrizations (1986) (0)
Human Nature and Public Policy: Scientific Views of Women. Children, and Families, Lynette Friedrich-Cofer. 1986. Praeger. 359 pages. Index. ISBN: 0-275-02344-4. $49.95 (1988) (0)
Appendix to Chapter 4: Pointwise Limits of Bayes Procedures (1986) (0)
IMSCOLL 602 Chi-square lower bounds (2010) (0)
Stumbling, Stasis, And Success (2006) (0)
Election-Year Equity (1982) (0)
Multiple Collection Estimation of Population Size (2016) (0)
Comment (2015) (0)
Models as Approximations — A Conspiracy of Random Regressors and Model Misspecification Against Classical Inference in Regression (2016) (0)
Comments on "Covariance Adjustments for the Analysis of Randomized Field Experiments'' Reply to Lin (2014) (0)
4-1-2003 Racetrack Betting and Consensus of Subjective Probabilities (2017) (0)
Hunting for significance: Bayesian classifiers under a mixture loss function (2014) (0)
Corporate Influence on FASB Decision Making: The Case of GPLA (2009) (0)
Rejoinder: An Ancillarity Paradox which Appears in Multiple Linear Regression (1990) (0)
Experiments Covariance Adjustments for the Analysis of Randomized Field (2014) (0)
Chapter 2: Analytic Properties (1986) (0)
Comment (2016) (0)
Statistical equivalence and stochastic process limit theorems (2002) (0)
6-2010 Statistical Inference After Model Selection (2017) (0)
Ensemble minimaxity of James‐Stein estimators (2022) (0)
Correction: Complete Classes for Sequential Tests of Hypotheses (1989) (0)
Number 1 ' Ihe Information Content of Dividend Changes and Earnings : A Test of Signal Mitigation (2009) (0)
THE IMPACT OF GOVERNANCE MECHANISMS ON INSIDERS ’ GUIDANCE OF ANALYSTS AND MANAGEMENT OF EARNINGS SURPRISES 1 (2002) (0)
Discussion of: Market reactions to mandated interest capitalization (1986) (0)
Reflections on the Occasion of the 100th Anniversary of the Monthly Labor Review (2016) (0)
Chapter 5: Maximum Likelihood Estimation (1986) (0)
Admissible Predictive Density Estimation 1 (2008) (0)
Reply to commentaries on "Earnings forecasting research: its implications for capital markets research" (1993) (0)
Chapter 1: Basic Properties (1986) (0)
Decision Theory: Classical (2001) (0)
Rethinking the Foundations of Statistics (2001) (0)

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