History
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Wiener about generalized harmonic analysis |
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 |
Nash's first paper on bargaining, |
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kolmogoroff invents continuous
time stochastic processes |
Berry about convergence in CLT |
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 |
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Pearson about testing whether samples are from one
distribution |
Doob about OU process, introduces
stochastic diff equations, Mann-Wald about non-parametric testing probability
distributions |
Chernoff proves his bounds for
large deviations, Kiefer and Wolfowitz apply
stochastic approximation to finding the maximum of a regression function. |
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Neyman and Pearson about
efficient tests, Kolmogoroff about continuous
random processes |
Gnedenko about maxima of i.i.d sequences, Haavelmo about
statistics of simultaneous equations. |
Chernoff about locally optimal
designs, Darling and Siegert show how to calculate the
first passage time. |
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Khintchine about correlation
functions of stationary processes |
Cameron and Martin about a change of the Wiener measure,
Wald and Wolfowitz about a linear function of a
random permutation |
Whittle about
stationary processes in the plane, Feller about diffusion, Daniels about
inversion of characteristic functions |
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Jessen and Wintner
about distributions of Riemann's zeta function |
Wald on sequential tests and Kac
on random walk and eigenvalues |
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 |
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Khintchine about the law of
iterated logarithm |
Koopmans about sufficient statistics |
Wilks about tests for normal
multivariate distribution and Bartlett about autocorrelated
processes. |
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 |
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Dirac about second quantization |
Pitman invents non-parametric statistics |
Mann-Whitney about asymptotics
of Wilcoxon test, Kac-Siegert
represent a contiuous Gaussian process,
Cameron-Martin introduce Fourier-Hermite expansion
for functionals. |
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 |
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Fisher about multiple correlation, Fisher and Tippett about extreme value distributions |
Wilks about the asymptotic
distribution of the likelihood ratio statistics |
Hoeffding on conditions for
validity of asymptotic normality, Kac-Salem-Zygmund
on quasi-orthogonal functions. |
Kaplan and Meyer on survival probabilities, Tobin on tobit, Spitzer on 2-dimensional Brownian motion |
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Kolmogoroff about the law of
iterated logarithm |
Neyman about contagious
distributions, Wald about fundamentals of statistics |
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 |
Kesten on random walks on
groups, Kiefer and Wolfowitz on optimal design, and
Kraft-Pratt-Seidenberg give a counterexample to a deFinetti
conjecture |
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Furstenberg and Kesten on
product of random matrices, Mehta and Gaudin on
random matrices and orthogonal polynomials |
Kimeldorf and Wahba about splines and
filtering and Malinvaud about consistency of NLS. |
White's heteroskedasticity
consistent covariance estimate |
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Parzen about reproducing kernel
Hilbert spaces, Pyke about markov
renewal processes, Slepian about first passage time
of a Gaussian process |
Savage about elicitation of probabilities and Hampel about robustness and Prohorov
distance |
chien-fu wu
about consistency of NLS and friedman-stuetzle
about projection pursuit regression |
Voiculescu about free
probability and large random matrices, Friedman about MARS |
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Parzen about estimation of
density function and its mode. |
Cox on life tables, Lindley on hyper-parameters and
Bayesian regression, |
Silverman about density estimation with penalized
likelihood, Engle about ARCH |
Jones about speed of projection pursuit, pemantle about contact processes on trees, maassen about free additive convolutions |
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Merton on intertemporal
investing, Kingman on subadditive processes, Lasota and Yorke on existence
of invariant measure |
Vershik and Kaimanovich
about random walks on groups and entropy |
voiculescu about free entropy, bai about eigenvalues of random matrices |
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Huber about robust estimation, James about multivariate hypergeometric functions and statistical distributions,
Robbins about empirical Bayes method |
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Ellis about large deviations |
voiculescu about free entropy II, tracy-widom about fredholm determinants, and tierney about markov chain simulations |
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Hoeffding about testing
multinomial distributions, Loftsgaarden and Quesenberry estimates of density function, Ginibre about random matrices |
Solomon about random walks in random environment, Csiszar about I-divergence, Hill about inference on
tails, and Yuen-Kennedy-Lax about testing quantum hypothesis |
Huber about projection pursuit and Vardi-Schepp-Kaufmann
about positron emission tomography |
aldous and diaconis about longest increasing subsequence, and schumacher about quantum noiseless coding |
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Burkholder about martingale transforms, Shepp about Radon-Nikodym
derivatives of Gaussian measures, Balestra-Nerlove
about panel data with dynamic structure |
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 |
barron about convergence of
entropy of sums, besag on images, mauldin and williams about the Hausdorff dimension of fractals |
peres on non-separable states, khorunzhy-khoruzhenko-pastur about random matrices, connes about non-commutative geometry |
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Schwartz about density estimation by Hermite
functions, Esary et al. about associated variables,
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Dempster-Laird-Rubin about EM
algorithm |
engle and granger on cointegration, stock on estimation of cointegrating
vectors |
Shor about polynomial time factorization of integer using quantum computation |
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Schwartz about estimating model dimension, Hausman about specification test |
Lawler and Sokal on the Cheeger inequality for Markov chains |
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Jennrich about consistency of
non-linear least squares, Granger about causality, Calogero
about the quantum problem of 3 bodies |
Efron about bootstrap |
Talagrand about isoperimetry and Mallat about multiresolution approximations |
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