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On a Problem of Robbins

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  • Jiaying Gu
  • Roger Koenker

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  • Jiaying Gu & Roger Koenker, 2016. "On a Problem of Robbins," International Statistical Review, International Statistical Institute, vol. 84(2), pages 224-244, August.
    • Handle: RePEc:bla:istatr:v:84:y:2016:i:2:p:224-244
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    File URL: http://hdl.handle.net/10.1111/insr.12098
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    References listed on IDEAS

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    1. Heckman, James & Singer, Burton, 1984. "A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data," Econometrica, Econometric Society, vol. 52(2), pages 271-320, March.
    2. Wenguang Sun & Alexander C. McLain, 2012. "Multiple Testing of Composite Null Hypotheses in Heteroscedastic Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(498), pages 673-687, June.
    3. Hongyuan Cao & Wenguang Sun & Michael R. Kosorok, 2013. "The optimal power puzzle: scrutiny of the monotone likelihood ratio assumption in multiple testing," Biometrika, Biometrika Trust, vol. 100(2), pages 495-502.
    4. Jiashun Jin, 2008. "Proportion of non‐zero normal means: universal oracle equivalences and uniformly consistent estimators," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(3), pages 461-493, July.
    5. Sun, Wenguang & Cai, T. Tony, 2007. "Oracle and Adaptive Compound Decision Rules for False Discovery Rate Control," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 901-912, September.
    6. Cai, T. Tony & Sun, Wenguang, 2009. "Simultaneous Testing of Grouped Hypotheses: Finding Needles in Multiple Haystacks," Journal of the American Statistical Association, American Statistical Association, vol. 104(488), pages 1467-1481.
    7. Jiaying Gu & Roger Koenker, 2014. "Unobserved heterogeneity in income dynamics: an empirical Bayes perspective," CeMMAP working papers CWP43/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. Roger Koenker & Ivan Mizera, 2014. "Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(506), pages 674-685, June.
    9. John D. Storey, 2002. "A direct approach to false discovery rates," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(3), pages 479-498, August.
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    Citations

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    Cited by:

    1. Feng, Long & Dicker, Lee H., 2018. "Approximate nonparametric maximum likelihood for mixture models: A convex optimization approach to fitting arbitrary multivariate mixing distributions," Computational Statistics & Data Analysis, Elsevier, vol. 122(C), pages 80-91.
    2. Mukhopadhyay, Subhadeep & Wang, Kaijun, 2023. "On The Problem of Relevance in Statistical Inference," Econometrics and Statistics, Elsevier, vol. 25(C), pages 93-109.
    3. Jiaying Gu & Roger Koenker, 2018. "Nonparametric maximum likelihood methods for binary response models with random coefficients," Papers 1811.03329, arXiv.org, revised Jan 2020.
    4. Eisenberg, Julia & Krühner, Paul, 2018. "The impact of negative interest rates on optimal capital injections," Insurance: Mathematics and Economics, Elsevier, vol. 82(C), pages 1-10.
    5. Jiaying Gu & Roger Koenker, 2018. "Nonparametric maximum likelihood methods for binary response models with random coefficients," CeMMAP working papers CWP65/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

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