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math.ST2013
Bounding the Maximum of Dependent Random Variables
J. A. Hartigan
Let be the maximum of zero-mean gaussian variables with covariance matrix of minimum eigenvalue and maximum eigenvalue . Then, for , $$\Pr\{…
math.ST2010
Asymptotic admissibility of priors and elliptic differential equations
J. A. Hartigan
We evaluate priors by the second order asymptotic behavior of the corresponding estimators.Under certain regularity conditions, the risk differences between efficient estimators of…