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Discussion of QE Papers
Papers arbitrageurs
2015/7/23
Vayanos & Vila (2009), discrete time version in Hamilton & Wu
myopic mean-variance investors ("arbitrageurs")
other investors ("preferred habitat", but details not important)
empirical work based o...
Separate Financial Statements Discussion Paper
Discussion Paper Separate Financial Statements
2015/3/9
The IAS Regulation published in 2002 has enabled companies to prepare their
annual accounts in conformity with IFRS. Since its adoption, a number of
practical concerns have arisen in Europe in the...
Discussion of "Statistical Modeling of Spatial Extremes" by A. C. Davison, S. A. Padoan and M. Ribatet
Discussion "Statistical Modeling of Spatial Extremes" A. C. Davison, S. A. Padoan A. C. Davison, S. A. Padoan and M. Ribatet M. Ribatet
2012/9/17
We congratulate the authors for producing such a helpful and comprehensive overview paper of a ra-pidly developing and important area. The starting point for inference in spatial extreme value prob-le...
Discussion of "Statistical Modeling of Spatial Extremes" by A. C. Davison, S. A. Padoan and M. Ribatet
Discussion "Statistical Modeling of Spatial Extremes" A. C. Davison, S. A. Padoan M. Ribatet
2012/9/17
The review paper on spatial extremes by Davison,Padoan and Ribatet is a most welcome contribu-tion. The authors cover quite a lot of ground, mak-ing connections between different approaches while high...
Discussion of "Statistical Modeling of Spatial Extremes" by A. C. Davison, S. A. Padoan and M. Ribatet
Discussio "Statistical Modeling of Spatial Extremes" A. C. Davison, S. A. Padoan M. Ribatet
2012/9/17
We congratulate the authors for their overview paper discussing modeling techniques for spatial ex-tremes. There is great interest in spatial extreme
data in the atmospheric science community, as the...
Discussion of "Multiple Testing for Exploratory Research" by J. J. Goeman and A. Solari
Discussion "Multiple Testing for Exploratory Research" Goeman A. Solari
2012/9/17
Closure-based multiple testing procedures for con-trolling the familywise error rate (FWER) have been around for decades, but they have not been well un-derstood, and hence have been under-appreciated...
Discussion of "Multiple Testing for Exploratory Research" by J. J. Goeman and A. Solari
Discussion "Multiple Testing for Exploratory Research" Goeman A. Solari
2012/9/17
I want to congratulate the authors on this thought-provoking and important paper on multiple testing in exploratory settings.Standard Multiple Testing procedures can appear very mechanistic. Hypothese...
Discussion of "Multiple Testing for Exploratory Research" by J. J. Goeman and A. Solari
Discussion "Multiple Testing for Exploratory Research" Goeman A. Solari
2012/9/17
Goeman and Solari [Statist. Sci.26 (2011) 584–597] have addressed the interesting topic of multiple testing for exploratory re-search, and provided us with nice suggestions for exploratory analysis.Th...
Discussion of "Statistical Inference: The Big Picture" by R. E. Kass
Discussion Statistical Inference The Big Picture R. E. Kass
2011/7/6
Rob Kass presents a fascinating vision of a “post”-Bayes/frequentist-controversy world in which prac-tical utility of statistical models is the guiding prin-ciple for statistical inference.
Discussion of "Statistical Inference: The Big Picture" by R. E. Kass
Discussion Statistical Inference Big Picture R. E. Kass
2011/7/5
Kass states (page 5) that Figure 3 is not a good general description of statistical inference and that Figure 1 is more accurate. I completely agree. Kass states (page 5) that “It is important for stu...
Discussion of "Statistical Inference: The Big Picture" by R. E. Kass
Discussion Statistical Inference The Big Picture R. E. Kass
2011/7/5
In this piece, Rob Kass brings to bear his insights from a long career in both theoretical and applied statistics to reflect on the disconnect between what we teach and what we do.
Discussion of: A statistical analysis of multiple temperature proxies: Are reconstructions of surface temperatures over the last 1000 years reliable?
reconstructions of surface temperatures statistical analysis
2011/6/17
McShane andWyner (2011) (henceforthMW) analyze a dataset of “proxy”
climate records previously used by Mann et al. (2008) (henceforth M08) to
attempt to assess their utility in reconstructing past t...
Discussion of: A statistical analysis of multiple temperature proxies: Are reconstructions of surface temperatures over the last 1000 years reliable?
reconstructions of surface temperatures statistical analysis paleoclimate reconstructions
2011/6/16
As McShane and Wyner (2011) observe, there are formidable statistical
problems in “reconstructing” past temperatures from networks of so-called
“proxy” data with weak “signal” and complicated autoco...
Discussion of: A statistical analysis of multiple temperature proxies: Are reconstructions of surface temperatures over the last 1000 years reliable?
reconstructions of surface temperatures statistical analysis proxy-based reconstruction
2011/6/16
The authors are to be congratulated on the clarity of their paper, which
gives discussants and readers much to sink their teeth into. My comments
are somewhat critical, but this should in no way dev...
Discussion of: A statistical analysis of multiple temperature proxies: Are reconstructions of surface temperatures over the last 1000 years reliable?
statistical analysis reconstructions of surface temperatures application of statistics
2011/6/16
This article (MW) has stimulated much valuable discussion and helped to
focus attention on an important area for the application of statistics. Given
the short amount of space, however, we reluctant...