Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
This is a preview. Log in through your library . Abstract Parametric empirical Bayes (EB) methods of point estimation for a vector of unknown parameters date to the landmark paper of James and Stein ...
We give a large-sample analysis of the minimal coverage probability of the usual confidence intervals for regression parameters when the underlying model is chosen by a "conservative" (or ...