History

 

 

1930

Wiener about generalized harmonic analysis

1940

Cramer about corr function of stoch processes, Levy about Brownian motion, Hotelling about prediction, Wald about fitting a straight line, Wald-Wolfowitz test, Kendall about testing inconsistent pr

1950

Nash's first paper on bargaining, Bartlett on periodograms, Durbin and Watson about their test of autocorrelation.

 

1931

kolmogoroff invents continuous time stochastic processes

1941

Berry about convergence in CLT

1951

Durbin and Kendal about geometry of estimation, Kullback-Leibler about their distance, Robbins and Monro invent stochastic approximation method, Nash invents equilibrium of non-coop. games, julia r

 

1932

Pearson about testing whether samples are from one distribution

1942

Doob about OU process, introduces stochastic diff equations, Mann-Wald about non-parametric testing probability distributions

1952

Chernoff proves his bounds for large deviations, Kiefer and Wolfowitz apply stochastic approximation to finding the maximum of a regression function.

 

1933

Neyman and Pearson about efficient tests, Kolmogoroff about continuous random processes

1943

Gnedenko about maxima of i.i.d sequences, Haavelmo about statistics of simultaneous equations.

1953

Chernoff about locally optimal designs, Darling and Siegert show how to calculate the first passage time.

 

1934

Khintchine about correlation functions of stationary processes

1944

Cameron and Martin about a change of the Wiener measure, Wald and Wolfowitz about a linear function of a random permutation

1954

Whittle about stationary processes in the plane, Feller about diffusion, Daniels about inversion of characteristic functions

 

1935

Jessen and Wintner about distributions of Riemann's zeta function

1945

Wald on sequential tests and Kac on random walk and eigenvalues

1955

Wigner on random matrices, Noether defines asymptotic relative efficiency of two tests, Pillai introduces new tests for comparison covariance matrices, and Simon introduces a new class of distribut

1926

Khintchine about the law of iterated logarithm

1936

Koopmans about sufficient statistics

1946

Wilks about tests for normal multivariate distribution and Bartlett about autocorrelated processes.

1956

Rosenblatt on estimation of density function, Lindley on information theory and statistic, Kiefer_Wolfowitz on maximum likelihood, Spitzer on maximum of random walk and combinatorics

1927

Dirac about second quantization

1937

Pitman invents non-parametric statistics

1947

Mann-Whitney about asymptotics of Wilcoxon test, Kac-Siegert represent a contiuous Gaussian process, Cameron-Martin introduce Fourier-Hermite expansion for functionals.

1957

Kac-Darling about occupation times of Markoff processes, Lindley about a statistical paradox, Anderson-Goodman about estimation of Markov chains, Nehari about bounds of linear forms, and Suits desc

1928

Fisher about multiple correlation, Fisher and Tippett about extreme value distributions

1938

Wilks about the asymptotic distribution of the likelihood ratio statistics

1948

Hoeffding on conditions for validity of asymptotic normality, Kac-Salem-Zygmund on quasi-orthogonal functions.

1958

Kaplan and Meyer on survival probabilities, Tobin on tobit, Spitzer on 2-dimensional Brownian motion

1929

Kolmogoroff about the law of iterated logarithm

1939

Neyman about contagious distributions, Wald about fundamentals of statistics

1949

Kac on Wiener functionals, Cameron-Martin on change of variable in Wiener integrals, Halmos and Savage delineate sufficiency as a property of Radon-Nicodym derivative, Wald proves consistency of ma

1959

Kesten on random walks on groups, Kiefer and Wolfowitz on optimal design, and Kraft-Pratt-Seidenberg give a counterexample to a deFinetti conjecture

 

 

 

 

 

1960

Furstenberg and Kesten on product of random matrices, Mehta and Gaudin on random matrices and orthogonal polynomials

1970

Kimeldorf and Wahba about splines and filtering and Malinvaud about consistency of NLS.

1980

White's heteroskedasticity consistent covariance estimate

1990

Lyons about random walks on trees, Gelfand and Smith about Monte Carlo algorithms, Speicher about free probability

1961

Parzen about reproducing kernel Hilbert spaces, Pyke about markov renewal processes, Slepian about first passage time of a Gaussian process

1971

Savage about elicitation of probabilities and Hampel about robustness and Prohorov distance

1981

chien-fu wu about consistency of NLS and friedman-stuetzle about projection pursuit regression

1991

Voiculescu about free probability and large random matrices, Friedman about MARS

1962

Parzen about estimation of density function and its mode.

1972

Cox on life tables, Lindley on hyper-parameters and Bayesian regression, Prescott on control with an uncertain system

1982

Silverman about density estimation with penalized likelihood, Engle about ARCH

1992

Jones about speed of projection pursuit, pemantle about contact processes on trees, maassen about free additive convolutions

 

1963

Anderson about distribution of principal components, Hoeffding about his large deviation inequality

1973

Merton on intertemporal investing, Kingman on subadditive processes, Lasota and Yorke on existence of invariant measure

1983

Vershik and Kaimanovich about random walks on groups and entropy

1993

voiculescu about free entropy, bai about eigenvalues of random matrices

 

1964

Huber about robust estimation, James about multivariate hypergeometric functions and statistical distributions, Robbins about empirical Bayes method

1974

Ferguson introduces Dirichlet priors

1984

Ellis about large deviations

1994

voiculescu about free entropy II, tracy-widom about fredholm determinants, and tierney about markov chain simulations

 

1965

Hoeffding about testing multinomial distributions, Loftsgaarden and Quesenberry estimates of density function, Ginibre about random matrices

1975

Solomon about random walks in random environment, Csiszar about I-divergence, Hill about inference on tails, and Yuen-Kennedy-Lax about testing quantum hypothesis

1985

Huber about projection pursuit and Vardi-Schepp-Kaufmann about positron emission tomography

1995

aldous and diaconis about longest increasing subsequence, and schumacher about quantum noiseless coding

1966

Burkholder about martingale transforms, Shepp about Radon-Nikodym derivatives of Gaussian measures, Balestra-Nerlove about panel data with dynamic structure

1976

Aumann about agreeing to disagree, Hoffmann-Jorgensen and Pisier about law of large numbers in Banach spaces, and McCallum about estimation of rational expectation models

1986

barron about convergence of entropy of sums, besag on images, mauldin and williams about the Hausdorff dimension of fractals

1996

peres on non-separable states, khorunzhy-khoruzhenko-pastur about random matrices, connes about non-commutative geometry

 

1967

Schwartz about density estimation by Hermite functions, Esary et al. about associated variables, Griffiths’ inequalities for ferromagnets, Marchenko-Pastur distribution

1977

Dempster-Laird-Rubin about EM algorithm

1987

engle and granger on cointegration, stock on estimation of cointegrating vectors

1997

Shor about polynomial time factorization of integer using quantum computation

1968

Dudley about probability distances, Miller about jackknife, Radner about markets with uncertainty, Helstrom about quantum Cramer-Rao inequality, Kingman about subadditive egodic theory

1978

Schwartz about estimating model dimension, Hausman about specification test

1988

Lawler and Sokal on the Cheeger inequality for Markov chains

 

1969

Jennrich about consistency of non-linear least squares, Granger about causality, Calogero about the quantum problem of 3 bodies

1979

Efron about bootstrap

1989

Talagrand about isoperimetry and Mallat about multiresolution approximations