2 citations · 3 across the 4 of their papers we have counts for
10 papers
The least favorable noise
Philip A. Ernst, Abram M. Kagan, L. C. G. Rogers
Suppose that a random variable of interest is observed perturbed by independent additive noise . This paper concerns the "the least favorable perturbation" $\hat Y_\ep$, whi…
Statistical Meaning of Mean Functions
Abram M. Kagan, Paul J. Smith
The basic properties of the Fisher information allow to reveal the statistical meaning of classical inequalities between mean functions. The properties applied to scale mixtures of…
Calibrating dependence between random elements
Abram M. Kagan, Gabor J. Székely
Attempts to quantify dependence between random elements X and Y via maximal correlation go back to Gebelein (1941) and Rényi (1959). After summarizing properties (including some ne…
Efficiency requires innovation
Abram M. Kagan
In estimation a parameter from a sample from a population a simple way of incorporating a new observation into an estimator $\t…
The KLR-theorem revisited
Abram M. Kagan
For independent random variables with all identically distributed and same for , we study the relation \[E\{a\bar X + b\bar Y|X_1 -\bar…
On the structure of UMVUEs
Abram M. Kagan, Yaakov Malinovsky
In all setups when the structure of UMVUEs is known, there exists a subalgebra (MVE-algebra) of the basic -algebra such that all -measurable statistics with fin…