I must admit that several years ago when the method-of-moments proof concept began to be seriously considered by the FCC, both Don Markley and I had some reservations about its use. The objections ...
A longstanding difficulty in multivariate statistics is identifying and evaluating nonnormal data structures in high dimensions with high statistical efficiency and low search effort. Here the ...
In this paper, we introduce the extended method of moments (XMM) estimator. This estimator accommodates a more general set of moment restrictions than the standard generalized method of moments (GMM) ...
THESE two books at once invite comparison with A Maurice Kendall's “Advanced Theory of Statistics” and A. C. Aitken's “Statistical Mathematics”. All four are mathematically flawless, and they all ...
Scientists have developed a method to identify symmetries in multi-dimensional data using Bayesian statistical techniques. Bayesian statistics has been in the spotlight in recent years due to ...