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Interval Estimation for a Binomial Proportion
- L. Brown, T. T. Cai, A. Dasgupta
- 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
- L. Brown
- Economics
- 19 April 2001
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
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…
Fundamentals of statistical exponential families: with applications in statistical decision theory
- L. Brown
- Mathematics
- 1 November 1986
Asymptotic equivalence of nonparametric regression and white noise
- L. Brown, Mark G. Low
- 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.…
Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
- L. Brown
- Mathematics
- 1 June 1971
A Temporal Analysis of Quarterly Earnings Thresholds: Propensities and Valuation Consequences
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
- R. Berk, L. Brown, A. Buja, Kai Zhang, Linda H. Zhao
- 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…
Earnings Forecasting Research: Its Implications for Capital Markets Research
- L. Brown
- Business, Economics
- 1 November 1993
In-season prediction of batting averages: A field test of empirical Bayes and Bayes methodologies
- L. Brown
- Mathematics
- 1 March 2008
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)…
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