Thomas S. Ferguson | Academic Influence

Thomas S. Ferguson's AcademicInfluence.com Rankings

Thomas S. Ferguson

Mathematics

#2417

World Rank

#3744

Historical Rank

Statistics

#208

World Rank

#261

Historical Rank

Measure Theory

#612

World Rank

#845

Historical Rank

mathematics Degrees

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Mathematics

Thomas S. Ferguson's Degrees

Bachelors Mathematics University of California, Berkeley

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Why Is Thomas S. Ferguson Influential?

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According to Wikipedia, Thomas Shelburne Ferguson is an American mathematician and statistician. He is a professor emeritus of mathematics and statistics at the University of California, Los Angeles. Education and career Ferguson was born in Oakland, California and was raised nearby in Alameda, California. He majored in mathematics at the University of California, Berkeley, and completed his Ph.D. there in 1956. His dissertation had two separately-titled parts, On Existence of Linear Regression in Linear Structural Relations and A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities; it was supervised by Lucien Le Cam.

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Thomas S. Ferguson'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

A Bayesian Analysis of Some Nonparametric Problems (1973) (5054)
A Course in Large Sample Theory (1996) (1082)
Prior Distributions on Spaces of Probability Measures (1974) (836)
Who Solved the Secretary Problem (1989) (700)
BAYESIAN DENSITY ESTIMATION BY MIXTURES OF NORMAL DISTRIBUTIONS (1983) (465)
On the Rejection of Outliers (1961) (332)
A Representation of Independent Increment Processes without Gaussian Components (1972) (259)
Bayesian Nonparametric Estimation Based on Censored Data (1979) (188)
A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities (1958) (138)
An Inconsistent Maximum Likelihood Estimate (1982) (96)
Kendall's tau for serial dependence (2000) (86)
Statistics, probability, and game theory : papers in honor of David Blackwell (1999) (71)
THE BIG MATCH (1968) (70)
Sequential classification on partially ordered sets (2003) (65)
Personal probabilities of probabilities (1975) (65)
A Representation of the Symmetric Bivariate Cauchy Distribution (1962) (64)
Some Developments of the Blackwell-MacQueen Urn Scheme (2005) (58)
Betting Systems Which Minimize the Probability of Ruin (1965) (53)
Mathematical Statistics: A Decision Theoretic Approach (1968) (51)
LOCATION AND SCALE PARAMETERS IN EXPONENTIAL FAMILIES OF DISTRIBUTIONS (1962) (48)
Rules for Rejection of Outliers (1961) (46)
On the Inspection Game (1998) (43)
Maximum Likelihood Estimates of the Parameters of the Cauchy Distribution for Samples of Size 3 and 4 (1978) (42)
Bayesian nonparametric inference (1992) (42)
Game Theory and Decision Theory (1967) (41)
Minimizing the expected rank with full information (1993) (35)
A CHARACTERIZATION OF THE EXPONENTIAL DISTRIBUTION (1964) (35)
On sums of graph games with last player losing (1974) (34)
Maximizing the duration of owning a relatively best object 1 (2001) (32)
Multiple buying or selling with vector offers (1997) (32)
Strategies for Sequential Search and Selection in Real Time (1992) (32)
A Characterization of the Geometric Distribution (1965) (29)
Selection by Committee (2005) (29)
A class of symmetric bivariate uniform distributions (1995) (27)
Misère Annihilation Games (1984) (25)
Mate with Bishop and Knight in Kriegspiel (1992) (21)
Inverting Dirichlet Tessellations (2003) (19)
Lose a dollar or double your fortune (1972) (19)
Asymptotic Joint Distribution of Sample Mean and a Sample Quantile (2001) (19)
ON CHARACTERIZING DISTRIBUTIONS BY PROPERTIES OF ORDER STATISTICS (2016) (18)
On discrete evasion games with a two-move information lag (1967) (17)
Half-Prophets and Robbins’ Problem of Minimizing the Expected Rank (1996) (17)
The number hides game (1989) (16)
Discussion of the Papers of Messrs. Anscombe and Daniel (1960) (16)
The Sum-the-Odds Theorem with Application to a Stopping Game of Sakaguchi (2016) (15)
Asymptotic Theory of Extreme Order Statistics (2017) (11)
AN ASYMPTOTICALLY DISTRIBUTION-FREE MULTIPLE COMPARISON METHOD WITH APPLICATION TO THE PROBLEM OF n RANKINGS OF m OBJECTS (1965) (11)
High-risk and competitive investment models (2002) (11)
A Poisson Fishing Model (1997) (10)
[Who Solved the Secretary Problem?]: Rejoinder (1989) (9)
Some Chip Transfer Games (1998) (9)
House-Hunting Without Second Moments (2010) (9)
Stopping rules for proofreading (1989) (9)
A GENERAL INVESTMENT MODEL (1985) (8)
Some time-invariant stopping rule problems (1992) (8)
On a RAO-Shanbhag characterization of the exponential/geometric distribution (2002) (8)
Kendall's tau for autocorrelation (2011) (7)
Games with finite resources (2000) (6)
Sequential Decision Problems (1967) (6)
Large Sample Theory (1995) (6)
BEST-CHOICE PROBLEMS WITH DEPENDENT CRITERIA (2001) (6)
Asymptotic Distribution of the Likelihood Ratio Test Statistic (1996) (5)
Notes on a stochastic game with information structure (2003) (5)
A Course in Game Theory (2020) (5)
The Knife Edge Election of 2020: American Politics Between Washington, Kabul, and Weimar (2021) (5)
STOPPING A SUM DURING A SUCCESS RUN (1976) (5)
U-statistics Notes for Statistics 200c, Spring 2005 (2005) (4)
Mate with the two Bishops in Kriegspiel (2011) (4)
On the asymptotic distribution of max and mex (1993) (3)
A Problem in Minimax Estimation With Directional Information (1996) (3)
An optimal strategy for sequential classification on partially ordered sets (2004) (3)
Asymptotic Normality of the Maximum-Likelihood Estimate (2017) (2)
Correction Notes: Correction to "Location and Scale Parameters in Exponential Families of Distributions" (1963) (2)
Models for the Game of Liar’s Dice (1991) (2)
Testing equality of players in a round-robin tournament (2018) (2)
Pearson’s Chi-Square (1996) (2)
ON A CLASS OF INFINITE GAMES RELATED TO LIAR DICE (1970) (2)
Asymptotic Distribution of Sample Quantiles (2017) (1)
Optimal Selection, Learning, and Machine Implementation (1992) (1)
A Uniform Strong Law of Large Numbers (1996) (1)
Strong Consistency of Maximum-Likelihood Estimates (1996) (1)
PART III. Two-Person General-Sum Games (2000) (1)
Minimax estimation of a variance (1994) (1)
A Class of Bivariate Uniform Distributions (2011) (1)
GLEASON’S GAME (1999) (1)
OPTIMAL INVESTMENT POLICIES FOR THE HORSE RACE MODEL (2004) (0)
24 General Chi-Square Tests (2017) (0)
The Cramér-Rao Lower Bound (2017) (0)
Part I . Impartial Combinatorial Games 1 . Take-Away Games (2005) (0)
Some Chip Transfer Games - eScholarship (2011) (0)
Restrictions on the saddle-point solution in the game of teamball (1996) (0)
BAYESIAN INFERENCE BAYESIAN NONPARAMETRJC INFERENCE (2008) (0)
Title Half-prophets and Robbins ' Problem of Minimizing the Expected Rank Permalink (2001) (0)
Asymptotic Joint Distributions of Extrema (2017) (0)
Another Form of Matrix Nim (2000) (0)
Minimum Chi-Square Estimates (2017) (0)
Asymptotic Normality of Posterior Distributions (2017) (0)
Stationary m-Dependent Sequences (2017) (0)
SECRETARIAL INVESTMENT (1998) (0)
High Risk and Competitive Investment Models - eScholarship (2002) (0)
Title High Risk and Competitive Investment Models Permalink (2002) (0)
Part II. Two-Person Zero-Sum Games (2000) (0)
Title Some Chip Transfer Games Permalink (2000) (0)
CHAPTER 2 – The Main Theorems of Decision Theory (1967) (0)
Some Rank Statistics (2017) (0)
A Poisson Fishing Model - eScholarship (2011) (0)
5 Central Limit Theorems (2017) (0)
CHAPTER 5 – Testing Hypotheses (1967) (0)
Asymptotic Power of the Pearson Chi-Square Test (2017) (0)
Mist&-e Annihilation Games* (2003) (0)
Modes of Convergence (2017) (0)
Laws of Large Numbers (1996) (0)
Central Limit Theorems (2019) (0)
Functions of the Sample Moments (2017) (0)
General Chi-Square Tests (1996) (0)
The Sample Correlation Coefficient (2017) (0)
Title Kendall ' s tau for autocorrelation Permalink (1999) (0)
Partial Converses to Theorem 1 (1996) (0)
CHAPTER 4 – Invariant Statistical Decision Problems (1967) (0)
CHAPTER 6 – Multiple Decision Problems (1967) (0)
4 Laws of Large Numbers (2017) (0)
Convergence in Law (2017) (0)
described as follows. We are given observations Zi = min(yi, Xi) i = 1, * * *, n where the {yi} are known numbers, and the {Xi} are a sample from a population (2016) (0)
Mate with the two Bishops in Kriegspiel - eScholarship (2011) (0)
Kendall's tau for autocorrelation - eScholarship (1999) (0)
HIGH RISK AND COMPETITIVE INVESTMENT MODELS F. THOMAS BRUSS and THOMAS S. FERGUSON (2002) (0)
CHAPTER 3 – Distributions and Sufficient Statistics (1967) (0)

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