A Problem in Estimation
About: This article is published in Annals of Mathematical Statistics. The article was published on 01 Dec 1941. and is currently open access.
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Hedonic Regressions. A Consumer Theory Approach
TL;DR: In this article, the authors take a very simple consumer theory approach in order to justify a family of functional forms for a hedonic regression, where consumers evaluate alternative models with different characteristics.
Poor estimates of context are worse than none
William A. Gale,Kenneth Church +1 more
- 24 Jun 1990
TL;DR: It is found that it is possible to make useful estimates of contextual probabilities that improve performance in a spelling correction application, and it is shown that the Good-Turing method makes the use of contextual information practical for a spelling corrector.
81
Minimax Estimation of Discrete Distributions Under $\ell _{1}$ Loss
TL;DR: In this article, the authors consider the problem of discrete distribution estimation under the assumption that the support size of the observations grows with the number of observations, and provide tight upper and lower bounds on the maximum risk of the empirical distribution.
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Spectral State Compression of Markov Processes
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TL;DR: In this paper, the authors study the statistical state compression of a discrete-state Markov chain from empirical trajectories through the lens of spectral decomposition, as well as properties like representability, aggregability, and lumpability.
On the stochastic approach to index numbers
W. Erwin Diewert,Erwin Diewert +1 more
- 01 Jan 2010
TL;DR: In economics debates must soon come to an end, when the one side is proved and the other disproved as discussed by the authors, and where mathematics enters into economics, it would seem that little room could be left for long-continued disputation.
References
Initial public offerings in hot and cold markets
Jean Helwege,Nellie Liang +1 more
TL;DR: The authors compare hot and cold IPO markets and find that hot markets are not driven primarily by changes in adverse selection costs, managerial opportunism, or technological innovations, but more likely reflect greater investor optimism.
•Posted Content
Hedonic Regressions. A Consumer Theory Approach
TL;DR: In this article, the authors take a very simple consumer theory approach in order to justify a family of functional forms for a hedonic regression, where consumers evaluate alternative models with different characteristics.
Poor estimates of context are worse than none
William A. Gale,Kenneth Church +1 more
- 24 Jun 1990
TL;DR: It is found that it is possible to make useful estimates of contextual probabilities that improve performance in a spelling correction application, and it is shown that the Good-Turing method makes the use of contextual information practical for a spelling corrector.
81
Minimax Estimation of Discrete Distributions Under $\ell _{1}$ Loss
TL;DR: In this article, the authors consider the problem of discrete distribution estimation under the assumption that the support size of the observations grows with the number of observations, and provide tight upper and lower bounds on the maximum risk of the empirical distribution.
75
On the stochastic approach to index numbers
W. Erwin Diewert,Erwin Diewert +1 more
- 01 Jan 2010
TL;DR: In economics debates must soon come to an end, when the one side is proved and the other disproved as discussed by the authors, and where mathematics enters into economics, it would seem that little room could be left for long-continued disputation.
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