Person:679035

Available identifiers

zbMath Open freedman.david-aWikidataQ5230463 ScholiaQ5230463MaRDI QIDQ679035

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q5369158	2017-10-13	Paper
https://portal.mardi4nfdi.de/entity/Q2956559	2017-01-18	Paper
https://portal.mardi4nfdi.de/entity/Q2951720	2017-01-09	Paper
Randomization does not justify logistic regression	2015-12-22	Paper
Statistical Models and Causal Inference	2010-03-23	Paper
Statistical Models	2009-07-14	Paper
On regression adjustments in experiments with several treatments	2008-04-30	Paper
On regression adjustments to experimental data	2008-03-05	Paper
https://portal.mardi4nfdi.de/entity/Q5309187	2007-10-09	Paper
Statistical Models: Theory and Practice	2005-12-30	Paper
Dutch book against some `objective' priors	2005-03-30	Paper
The Markov moment problem and de Finetti's theorem. I	2005-02-11	Paper
The Markov moment problem and de Finetti's theorem. II	2005-02-11	Paper
From association to causation: Some remarks on the history of statistics.	2004-05-27	Paper
A probability model for census adjustment	2002-02-28	Paper
On the Bernstein-von Mises theorem with infinite-dimensional parameters	2001-03-29	Paper
Some issues in the foundation of statistics. (With comments by J. Berger, E. L. Lehmann, P. W. Holland, C. C. Clogg, N. W. Henry and the author's rejoinder)	2000-09-18	Paper
Iterated Random Functions	1999-06-27	Paper
Are there algorithms that discover causal structure?	1999-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5716390	1998-01-01	Paper
Consistency of Bayes estimates for nonparametric regression: normal theory	1998-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4355982	1997-09-23	Paper
From association to causation via regression	1997-04-22	Paper
https://portal.mardi4nfdi.de/entity/Q4884611	1996-10-08	Paper
Nonparametric binary regression: A Bayesian approach	1994-10-25	Paper
On the uniform consistency of Bayes estimates for multinomial probabilities	1992-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q3970693	1992-06-25	Paper
A Measure which is Singular and Uniformly Locally Uniform	1990-01-01	Paper
Conditional limit theorems for exponential families and finite versions of de Finetti's theorem	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3476055	1988-01-01	Paper
A dozen de Finetti-style results in search of a theory	1987-01-01	Paper
On the consistency of Bayes estimates	1986-01-01	Paper
On inconsistent Bayes estimates of location	1986-01-01	Paper
An Elementary Proof of Stirling's Formula	1986-01-01	Paper
Asymptotic normality and the bootstrap in stratified sampling	1984-01-01	Paper
On bootstrapping two-stage least-squares estimates in stationary linear models	1984-01-01	Paper
Asymptotics of graphical projection pursuit	1984-01-01	Paper
Degenerate Bernstein polynomials	1983-01-01	Paper
On inconsistent Bayes estimates in the discrete case	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3311508	1983-01-01	Paper
How Many Variables Should be Entered in a Regression Equation?	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3673870	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3689996	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3966878	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3966879	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3966880	1983-01-01	Paper
On the maximum of scaled multinomial variables	1982-01-01	Paper
On the maximum difference between the empirical and expected histograms for sums	1982-01-01	Paper
On the maximum difference between the empirical and expected histograms for sums. II	1982-01-01	Paper
On the mode of an empirical histogram for sums	1982-01-01	Paper
De Finetti's theorem for symmetric location families	1982-01-01	Paper
On inconsistent M-estimators	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3704735	1982-01-01	Paper
Some asymptotic theory for the bootstrap	1981-01-01	Paper
Bootstrapping regression models	1981-01-01	Paper
On the statistics of vision: The Julesz conjecture	1981-01-01	Paper
On the maximum deviation between the histogram and the underlying density	1981-01-01	Paper
On the histogram as a density estimator:L 2 theory	1981-01-01	Paper
The empirical distribution of the fourier coefficients of a sequence of independent, identically distributed long-tailed random variables	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3896392	1981-01-01	Paper
Machiavelli and the Gale-Shapley Algorithm	1981-01-01	Paper
De Finetti's theorem for Markov chains	1980-01-01	Paper
Finite exchangeable sequences	1980-01-01	Paper
The empirical distribution of Fourier coefficients	1980-01-01	Paper
A mixture of independent identically distributed random variables need not admit a regular conditional probability given the exchangeable ?-field	1980-01-01	Paper
On Rounding Percentages	1979-01-01	Paper
Exchangeable processes need not be mixtures of independent, identically distributed random variables	1979-01-01	Paper
A central limit theorem for empirical histograms	1977-01-01	Paper
An empirical form of the square root law and the central limit theorem	1976-01-01	Paper
On tail probabilities for martingales	1975-01-01	Paper
The Poisson approximation for dependent events	1974-01-01	Paper
The optimal reward operator in dynamic programming	1974-01-01	Paper
The optimal reward operator in special classes of dynamic programming problems	1974-01-01	Paper
A remark on the strong law	1974-01-01	Paper
On the amount of variance needed to escape from a strip	1973-01-01	Paper
Another note on the Borel-Cantelli lemma and the strong law, with the Poisson approximation as a by-product	1973-01-01	Paper
Some inequalities for uniformly bounded dependent variables	1973-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4085030	1972-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4089603	1972-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5614313	1971-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5639122	1971-01-01	Paper
Bayes' Method for Bookies	1969-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5617355	1968-01-01	Paper
On the derivative of a semigroup	1968-01-01	Paper
On the Local Behavior of Markov Transition Probabilities	1968-01-01	Paper
Some Invariance Principles for Functionals of a Markov Chain	1967-01-01	Paper
A Remark on the Law of the Iterated Logarithm	1967-01-01	Paper
A Theorem of Levy and a Peculiar Semigroup	1967-01-01	Paper
Timid Play is Optimal	1967-01-01	Paper
A Remark On Sequential Discrimination	1967-01-01	Paper
An Oscillating Semigroup	1967-01-01	Paper
Timid Play is Optimal, II	1967-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5600521	1967-01-01	Paper
A Note on Mutual Singularity of Priors	1966-01-01	Paper
Invariant Probabilities for Certain Markov Processes	1966-01-01	Paper
On the Expected Value of a Stopped Martingale	1966-01-01	Paper
Equivalence and Singularity for Friedman Urns	1966-01-01	Paper
On Two Equivalence Relations between Measures	1966-01-01	Paper
On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case	1965-01-01	Paper
Bernard Friedman's Urn	1965-01-01	Paper
A Sharper Form of the Borel-Cantelli Lemma and the Strong Law	1965-01-01	Paper
Measurable sets of measures	1964-01-01	Paper
Determining the Time Scale of a Markov Chain	1964-01-01	Paper
The Tail $\sigma$-Field of a Markov Chain and a Theorem of Orey	1964-01-01	Paper
The Last Return to Equilibrium in a Coin-tossing Game	1964-01-01	Paper
A Remark on the Coin Tossing Game	1964-01-01	Paper
Invariants Under Mixing Which Generalize de Finetti's Theorem: Continuous Time Parameter	1963-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5727132	1963-01-01	Paper
Random distribution functions	1963-01-01	Paper
An Arcsine Law for Markov Chains	1963-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5736621	1962-01-01	Paper
Mixtures of Markov Processes	1962-01-01	Paper
Invariants Under Mixing which Generalize de Finetti's Theorem	1962-01-01	Paper
Poisson Processes with Random Arrival Rate	1962-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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instance of	human

This page was built for person: David Freedman