Mathematical Statistics

Mathematical statistics is the application of probability theory, a branch of mathematics, to statistics, as opposed to techniques for collecting statistical data. Specific mathematical techniques which are used for this include mathematical analysis, linear algebra, stochastic analysis, differential equations, and measure theory.

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Publications

NBER: National Bureau of Economic Research · 11 April 2024 English

How should theory-based entrepreneurs search for strategies to implement their ideas? The theory-based view of strategy posits that decision-makers hold theories about their environment premised on beliefs that should be …

Continuity of the bayes risk. The Annals of Mathematical Statistics, 41(3):1083–1085. Wuebker, R., Zenger,


NBER: National Bureau of Economic Research · 21 March 2024 English

We argue that comprehensive out-of-sample (OOS) evaluation using statistical decision theory (SDT) should replace the current practice of K-fold and Common Task Framework validation in machine learning (ML) research. SDT …

88, S28-S59. Ferguson, T. (1967), Mathematical Statistics: A Decision Theoretic Approach, San Diego: Estimation and Testing Hypotheses,” Annals of Mathematical Statistics, 10, 299-326. Wald, A. (1945), “Statistical


ARC Centre of Excellence in Population Ageing Research · 16 February 2024 English

This study aims to investigate the impact of retirement and re-employment on the life satisfaction of older individuals in Korea. [...] One of the limitations in previous studies exploring the …

variables are subject to error. The Annals of Mathematical Statistics, 11(3), 284–300. 30 Table 1 Descriptive


CESifo Network · 12 February 2024 English

Competitive Effects of Charter Schools

system of stochastic equations. Annals of Mathematical Statistics., 20(1), 46- 63. https://doi.org/10.1214/aoms/1177730090


NBER: National Bureau of Economic Research · 2 February 2024 English

Using a rich dataset that merges student-level school records with birth records, and leveraging three alternative identification strategies, we explore how increase in access to charter schools in twelve districts …

system of stochastic equations. Annals of Mathematical Statistics., 20(1), 46- 63. https://doi.org/10.1214/aoms/1177730090


NBER: National Bureau of Economic Research · 11 January 2024 English

Empirical researchers frequently rely on normal approximations in order to summarize and communicate uncertainty about their findings to their scientific audience. When such approximations are unreliable, they can lead the …

Measure, Wiley Series in Probability and Mathematical Statistics, New York: J. Wiley and Sons, 3rd edition


FSEC: Food System Economics Commission · 10 January 2024

The opinions, findings, and conclusions or recommendations expressed in this material are those of the author and do not necessarily reflect the view of the University of Oxford, the Food …

Cramer-von Mises Criterion. The Annals of Mathematical Statistics, 1962. 33(3): p. 1148-1159. 56 Annex A


NBER: National Bureau of Economic Research · 29 December 2023 English

We study how individuals’ memories of inflation shape their expectations about future inflation using both surveys and laboratory experiments. Recalling having lived through prior disinflations has pronounced effects on how …

estimation of a location parameter.” Annals of Mathematical Statistics 35: 73–101. Korenok, Oleg, David Munro


MPIDR: Max Planck Institute for Demographic Research · 22 December 2023

My training includes a PhD in Demography from the University of Pennsylvania and a PhD in Statistics from the University of Helsinki, and most of my work focuses on population …

January 2024 18(23) Probability Theory and Mathematical Statistics. June 25-30, 2006, Vilnius, Lithuania 2005


NBER: National Bureau of Economic Research · 21 December 2023 English

This paper considers the problem of making inferences about the effects of a program on multiple outcomes when the assignment of treatment status is imperfectly randomized. By imperfect randomization we …

In Optimality, pp. 33–50. Institute of Mathematical Statistics. Romano, J. P. and A. M. Shaikh (2006b)


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