Lawrence D. Brown

most citedVariance estimation in nonparametric regression via the difference sequence method

132 citations · 291 across the 3 of their papers we have counts for

collaborators

3 papers

math.ST2008★ 46 cited

Admissible predictive density estimation

Lawrence D. Brown, Edward I. George, Xinyi Xu

Let $X ∣ μ \sim N_{p} (μ, v_{x} I)$ and $Y ∣ μ \sim N_{p} (μ, v_{y} I)$ be independent $p$ -dimensional multivariate normal vectors with common unknown mean $μ$ . Based on observing $X = x$ , we consider t…

stat.AP2008★ 113 cited

In-season prediction of batting averages: A field test of empirical Bayes and Bayes methodologies

Lawrence D. Brown

Batting average is one of the principle performance measures for an individual baseball player. It is natural to statistically model this as a binomial-variable proportion, with a…

math.ST2007★ 132 cited

Variance estimation in nonparametric regression via the difference sequence method

Lawrence D. Brown, M. Levine

Consider a Gaussian nonparametric regression problem having both an unknown mean function and unknown variance function. This article presents a class of difference-based kernel es…