I collect here some interesting readings that I encountered over the past few years. I enjoy them a lot and I hope the list goes longer in the years to come.
Interview with Herbert Robbins (By Warren Page)
My thesis work relates to one of the many great ideas by Herbert Robbins: empirical Bayes. This interview makes him more real to me. It is a continuous source of encouragement.
Another Interview with Herbert Robbins (By Z. Govindarajulu)
Appeared in American Journal of Mathematical and Management Science (1991)
The Eddington formula
Robbins (1956) attributes his general Gaussian shrinkage formula to M.C.K. Tweedie, an attribution adopted by Efron (2011, JASA, Vol. 106(496)), but in accordance with Stigler's law of eponymy (Stigler (1980)), Tweedie's formula perhaps should be called Eddington's formula. This article was found by pure accident in September 2014. The identification runs from Laird and Louis (1991, CSDA, Vol.12) to Tukey (1974, Sankhya,Series A, Vol.36(2)) to Dyson (1926).
Le Cam's Introduction to Maximum Likelihood
Lucien Le Cam is a very profound writer, but this piece is rather entertaining.
Incidental or Random Nuisance Parameter
An interesting piece by J. Pfanzagl.
The electronic Cottage of Clerk Beran
Discover the bootling land!!
Tukey's philosophy of multiple testing
On Heteros*edasticity
Back then, Econometrica also provides English education! (Thanks to Professor Jaap Abbring who brought this to my attention!)
The Uniform Song
Encountered in Shorack and Wellner (1986), Empirical Processes with Applications to Statistics
The Origins of Empirical Bayes | A Conversation with Herbert Robbins (1990)
Hear it from the man himself!
My thesis work relates to one of the many great ideas by Herbert Robbins: empirical Bayes. This interview makes him more real to me. It is a continuous source of encouragement.
Another Interview with Herbert Robbins (By Z. Govindarajulu)
Appeared in American Journal of Mathematical and Management Science (1991)
The Eddington formula
Robbins (1956) attributes his general Gaussian shrinkage formula to M.C.K. Tweedie, an attribution adopted by Efron (2011, JASA, Vol. 106(496)), but in accordance with Stigler's law of eponymy (Stigler (1980)), Tweedie's formula perhaps should be called Eddington's formula. This article was found by pure accident in September 2014. The identification runs from Laird and Louis (1991, CSDA, Vol.12) to Tukey (1974, Sankhya,Series A, Vol.36(2)) to Dyson (1926).
Le Cam's Introduction to Maximum Likelihood
Lucien Le Cam is a very profound writer, but this piece is rather entertaining.
Incidental or Random Nuisance Parameter
An interesting piece by J. Pfanzagl.
The electronic Cottage of Clerk Beran
Discover the bootling land!!
Tukey's philosophy of multiple testing
On Heteros*edasticity
Back then, Econometrica also provides English education! (Thanks to Professor Jaap Abbring who brought this to my attention!)
The Uniform Song
Encountered in Shorack and Wellner (1986), Empirical Processes with Applications to Statistics
The Origins of Empirical Bayes | A Conversation with Herbert Robbins (1990)
Hear it from the man himself!