On the trasductive arguments in statistics
@article{Ritov2010OnTT, title={On the trasductive arguments in statistics}, author={Yaacov Ritov}, journal={arXiv: Statistics Theory}, year={2010} }
The paper argues that a part of the current statistical discussion is not based on the standard firm foundations of the field. Among the examples we consider are prediction into the future, semi-supervised classification, and causality inference based on observational data.
Figures from this paper
References
SHOWING 1-10 OF 32 REFERENCES
Causal inference in statistics: An overview
- Philosophy
- 2009
This review presents empiricalresearcherswith recent advances in causal inference, and stresses the paradigmatic shifts that must be un- dertaken in moving from traditionalstatistical analysis to…
Black Swans and the Domains of Statistics
- Mathematics
- 2007
(2007). Black Swans and the Domains of Statistics. The American Statistician: Vol. 61, No. 3, pp. 198-200.
Statistical Decision Theory and Bayesian Analysis
- Computer Science
- 1988
An overview of statistical decision theory, which emphasizes the use and application of the philosophical ideas and mathematical structure of decision theory. The text assumes a knowledge of basic…
Self-Calibrating Priors Do Not Exist
- Physics
- 1985
It is shown that self-calibrating priors in the sense of Dawid (1982a) do not exist.
An Easier Way to Calibrate
- Economics
- 1999
Forecasts are said to be calibrated if the frequency predictions are approximately correct. This is a refinement of an idea first introduced by David Blackwell in 1955. We show that “ K…
Conclusions vs Decisions
- Mathematics
- 1960
With the exception of appendices 2 and 3, the following is based on the after dinner talk given by Professor John W. Tukey at, the first meeting of the Section of the Physical and Engineering…
How Did Economists Get It So Wrong
- Economics
- 2009
It’s hard to believe now, but not long ago economists were congratulating themselves over the success of their field. Those successes — or so they believed — were both theoretical and practical,…
Problems with Instrumental Variables Estimation when the Correlation between the Instruments and the Endogenous Explanatory Variable is Weak
- Economics
- 1995
Abstract We draw attention to two problems associated with the use of instrumental variables (IV), the importance of which for empirical work has not been fully appreciated. First, the use of…
Discarding Variables in a Principal Component Analysis. Ii: Real Data
- Mathematics
- 1973
In this paper it is shown for four sets of real data, all published examples of principal component analysis, that the number of variables used can be greatly reduced with little effect on the…
Efficient and Adaptive Estimation for Semiparametric Models
- Mathematics
- 1993
Introduction.- Asymptotic Inference for (Finite-Dimensional) Parametric Models.- Information Bounds for Euclidean Parameters in Infinite-Dimensional Models.- Euclidean Parameters: Further Examples.-…