• Publications
• Influence
Interval Estimation for a Binomial Proportion
• Mathematics
• 1 May 2001
We revisit the problem of interval estimation of a binomial proportion. The erratic behavior of the coverage probability of the stan- d ardWaldconfid ence interval has previously been remarkedon in
A Temporal Analysis of Earnings Surprises: Profits Versus Losses
type="main" xml:lang="en"> I show that median earnings surprise has shifted rightward from small negative (miss analyst estimates by a small amount) to zero (meet analyst estimates exactly) to small
Corporate Governance and Firm Valuation
• 1 July 2006
Gompers et al. [Gompers, P., Ishii, J., Metrick, A., 2003. Corporate governance and equity prices. Quarterly Journal of Economics 118, 107-155] created G-Index, a summary measure of corporate
Asymptotic equivalence of nonparametric regression and white noise
• Mathematics
• 1 December 1996
The principal result is that, under conditions, to any nonparametric regression problem there corresponds an asymptotically equivalent sequence of white noise with drift problems, and conversely.
A Temporal Analysis of Quarterly Earnings Thresholds: Propensities and Valuation Consequences
• Economics
• 1 April 2005
Applying a Burgstahler and Dichev (1997)/Degeorge et al. (1999) type methodology to quarterly data for the 1985–2002 time period, we show that, since the mid‐1990s, but not before then, managers seek
Valid post-selection inference
• Mathematics
• 1 April 2013
It is common practice in statistical data analysis to perform data-driven variable selection and derive statistical inference from the resulting model. Such inference enjoys none of the guarantees
In-season prediction of batting averages: A field test of empirical Bayes and Bayes methodologies
Batting average is one of the principle performance measures for an individual baseball player. It is natural to statistically model this as a binomial-variable proportion, with a given (observed)