David Freedman

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Person:679035

Available identifiers

zbMath Open freedman.david-aWikidataQ5230463 ScholiaQ5230463MaRDI QIDQ679035

List of research outcomes

PublicationDate of PublicationType
https://portal.mardi4nfdi.de/entity/Q53691582017-10-13Paper
https://portal.mardi4nfdi.de/entity/Q29565592017-01-18Paper
https://portal.mardi4nfdi.de/entity/Q29517202017-01-09Paper
Randomization does not justify logistic regression2015-12-22Paper
Statistical Models and Causal Inference2010-03-23Paper
Statistical Models2009-07-14Paper
On regression adjustments in experiments with several treatments2008-04-30Paper
On regression adjustments to experimental data2008-03-05Paper
https://portal.mardi4nfdi.de/entity/Q53091872007-10-09Paper
Statistical Models: Theory and Practice2005-12-30Paper
Dutch book against some `objective' priors2005-03-30Paper
The Markov moment problem and de Finetti's theorem. I2005-02-11Paper
The Markov moment problem and de Finetti's theorem. II2005-02-11Paper
From association to causation: Some remarks on the history of statistics.2004-05-27Paper
A probability model for census adjustment2002-02-28Paper
On the Bernstein-von Mises theorem with infinite-dimensional parameters2001-03-29Paper
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)2000-09-18Paper
Iterated Random Functions1999-06-27Paper
Are there algorithms that discover causal structure?1999-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57163901998-01-01Paper
Consistency of Bayes estimates for nonparametric regression: normal theory1998-01-01Paper
https://portal.mardi4nfdi.de/entity/Q43559821997-09-23Paper
From association to causation via regression1997-04-22Paper
https://portal.mardi4nfdi.de/entity/Q48846111996-10-08Paper
Nonparametric binary regression: A Bayesian approach1994-10-25Paper
On the uniform consistency of Bayes estimates for multinomial probabilities1992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q39706931992-06-25Paper
A Measure which is Singular and Uniformly Locally Uniform1990-01-01Paper
Conditional limit theorems for exponential families and finite versions of de Finetti's theorem1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34760551988-01-01Paper
A dozen de Finetti-style results in search of a theory1987-01-01Paper
On the consistency of Bayes estimates1986-01-01Paper
On inconsistent Bayes estimates of location1986-01-01Paper
An Elementary Proof of Stirling's Formula1986-01-01Paper
Asymptotic normality and the bootstrap in stratified sampling1984-01-01Paper
On bootstrapping two-stage least-squares estimates in stationary linear models1984-01-01Paper
Asymptotics of graphical projection pursuit1984-01-01Paper
Degenerate Bernstein polynomials1983-01-01Paper
On inconsistent Bayes estimates in the discrete case1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33115081983-01-01Paper
How Many Variables Should be Entered in a Regression Equation?1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36738701983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36899961983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39668781983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39668791983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39668801983-01-01Paper
On the maximum of scaled multinomial variables1982-01-01Paper
On the maximum difference between the empirical and expected histograms for sums1982-01-01Paper
On the maximum difference between the empirical and expected histograms for sums. II1982-01-01Paper
On the mode of an empirical histogram for sums1982-01-01Paper
De Finetti's theorem for symmetric location families1982-01-01Paper
On inconsistent M-estimators1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37047351982-01-01Paper
Some asymptotic theory for the bootstrap1981-01-01Paper
Bootstrapping regression models1981-01-01Paper
On the statistics of vision: The Julesz conjecture1981-01-01Paper
On the maximum deviation between the histogram and the underlying density1981-01-01Paper
On the histogram as a density estimator:L 2 theory1981-01-01Paper
The empirical distribution of the fourier coefficients of a sequence of independent, identically distributed long-tailed random variables1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38963921981-01-01Paper
Machiavelli and the Gale-Shapley Algorithm1981-01-01Paper
De Finetti's theorem for Markov chains1980-01-01Paper
Finite exchangeable sequences1980-01-01Paper
The empirical distribution of Fourier coefficients1980-01-01Paper
A mixture of independent identically distributed random variables need not admit a regular conditional probability given the exchangeable ?-field1980-01-01Paper
On Rounding Percentages1979-01-01Paper
Exchangeable processes need not be mixtures of independent, identically distributed random variables1979-01-01Paper
A central limit theorem for empirical histograms1977-01-01Paper
An empirical form of the square root law and the central limit theorem1976-01-01Paper
On tail probabilities for martingales1975-01-01Paper
The Poisson approximation for dependent events1974-01-01Paper
The optimal reward operator in dynamic programming1974-01-01Paper
The optimal reward operator in special classes of dynamic programming problems1974-01-01Paper
A remark on the strong law1974-01-01Paper
On the amount of variance needed to escape from a strip1973-01-01Paper
Another note on the Borel-Cantelli lemma and the strong law, with the Poisson approximation as a by-product1973-01-01Paper
Some inequalities for uniformly bounded dependent variables1973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40850301972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40896031972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56143131971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56391221971-01-01Paper
Bayes' Method for Bookies1969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56173551968-01-01Paper
On the derivative of a semigroup1968-01-01Paper
On the Local Behavior of Markov Transition Probabilities1968-01-01Paper
Some Invariance Principles for Functionals of a Markov Chain1967-01-01Paper
A Remark on the Law of the Iterated Logarithm1967-01-01Paper
A Theorem of Levy and a Peculiar Semigroup1967-01-01Paper
Timid Play is Optimal1967-01-01Paper
A Remark On Sequential Discrimination1967-01-01Paper
An Oscillating Semigroup1967-01-01Paper
Timid Play is Optimal, II1967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56005211967-01-01Paper
A Note on Mutual Singularity of Priors1966-01-01Paper
Invariant Probabilities for Certain Markov Processes1966-01-01Paper
On the Expected Value of a Stopped Martingale1966-01-01Paper
Equivalence and Singularity for Friedman Urns1966-01-01Paper
On Two Equivalence Relations between Measures1966-01-01Paper
On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case1965-01-01Paper
Bernard Friedman's Urn1965-01-01Paper
A Sharper Form of the Borel-Cantelli Lemma and the Strong Law1965-01-01Paper
Measurable sets of measures1964-01-01Paper
Determining the Time Scale of a Markov Chain1964-01-01Paper
The Tail $\sigma$-Field of a Markov Chain and a Theorem of Orey1964-01-01Paper
The Last Return to Equilibrium in a Coin-tossing Game1964-01-01Paper
A Remark on the Coin Tossing Game1964-01-01Paper
Invariants Under Mixing Which Generalize de Finetti's Theorem: Continuous Time Parameter1963-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57271321963-01-01Paper
Random distribution functions1963-01-01Paper
An Arcsine Law for Markov Chains1963-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57366211962-01-01Paper
Mixtures of Markov Processes1962-01-01Paper
Invariants Under Mixing which Generalize de Finetti's Theorem1962-01-01Paper
Poisson Processes with Random Arrival Rate1962-01-01Paper

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