Lawrence D. Brown

77 catalog papers. Name-matched publications do not establish a verified researcher identity.

Department of Statistics, The Wharton School, University of Pennsylvania, Philadelphia, PA

Publications

• Semi-Supervised Linear Regression — Journal of the American Statistical Association 2022
• Valid post-selection inference in model-free linear regression — The Annals of Statistics 2020
• Managing the narrative: Investor relations officers and corporate disclosure✰ — Journal of Accounting and Economics 2019
• Semi-supervised inference: General theory and estimation of means — The Annals of Statistics 2019
• Group-Linear Empirical Bayes Estimates for a Heteroscedastic Normal Mean — Journal of the American Statistical Association 2018
• Empirical Bayes estimates for a two-way cross-classified model — The Annals of Statistics 2018
• Comment — Journal of the American Statistical Association 2016
• The activities of buy-side analysts and the determinants of their stock recommendations☆ — Journal of Accounting and Economics 2016
• Comment — Journal of the American Statistical Association 2015
• Inside the “Black Box” of Sell-Side Financial Analysts — Journal of Accounting Research 2015
• The Poisson Compound Decision Problem Revisited — Journal of the American Statistical Association 2013
• Do sell-side analysts exhibit differential target price forecasting ability? — Review of Accounting Studies 2013
• I/B/E/S Reported Actual EPS and Analysts' Inferred Actual EPS — The Accounting Review 2013
• SURE Estimates for a Heteroscedastic Hierarchical Model — Journal of the American Statistical Association 2012
• An autoregressive approach to house price modeling — The Annals of Applied Statistics 2011
• Nonparametric regression in exponential families — The Annals of Statistics 2010
• Is Analyst Earnings Forecast Ability Only Firm Specific?* — Contemporary Accounting Research 2010
• Brokerage Industry Self-Regulation: The Case of Analysts’ Background Disclosures* — Contemporary Accounting Research 2010
• Team earnings forecasting — Review of Accounting Studies 2009
• Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means — The Annals of Statistics 2009
• Admissible predictive density estimation — The Annals of Statistics 2008
• In-season prediction of batting averages: A field test of empirical Bayes and Bayes methodologies — The Annals of Applied Statistics 2008
• Effect of mean on variance function estimation in nonparametric regression — The Annals of Statistics 2008
• Robust nonparametric estimation via wavelet median regression — The Annals of Statistics 2008
• Variance estimation in nonparametric regression via the difference sequence method — The Annals of Statistics 2007
• To What Extent Does the Financial Reporting Process Curb Earnings Surprise Games? — Journal of Accounting Research 2007
• A Temporal Analysis of Quarterly Earnings Thresholds: Propensities and Valuation Consequences — The Accounting Review 2005
• The Importance of Circulating and Presenting Manuscripts: Evidence from the Accounting Literature — The Accounting Review 2005
• Statistical properties of the method of regularization with periodic Gaussian reproducing kernel — The Annals of Statistics 2004
• Equivalence theory for density estimation, Poisson processes and Gaussian white noise with drift — The Annals of Statistics 2004
• Comparing the Value Relevance of Two Operating Income Measures — Review of Accounting Studies 2003
• Asymptotic equivalence theory for nonparametric regression with random design — The Annals of Statistics 2002
• Confidence Intervals for a binomial proportion and asymptotic expansions — The Annals of Statistics 2002
• A Temporal Analysis of Earnings Surprises: Profits versus Losses — Journal of Accounting Research 2001
• An Essay on Statistical Decision Theory — Journal of the American Statistical Association 2000
• Comment on “Post-Earnings Announcement Drift and the Diseemination of Predictable Information”* — Contemporary Accounting Research 1999
• Wavelet shrinkage for nonequispaced samples — The Annals of Statistics 1998
• Asymptotic nonequivalence of nonparametric experiments when the smoothness index is ½ — The Annals of Statistics 1998
• Superefficiency in nonparametric function estimation — The Annals of Statistics 1997
• Good exact confidence sets for a multivariate normal mean — The Annals of Statistics 1997
• A Re-Examination of Financial Analysts' Differential Earnings Forecast Accuracy* — Contemporary Accounting Research 1997
• An unbiased test for the bioequivalence problem — The Annals of Statistics 1997
• Asymptotic equivalence of nonparametric regression and white noise — The Annals of Statistics 1996
• A constrained risk inequality with applications to nonparametric functional estimation — The Annals of Statistics 1996
• Optimal Confidence Sets, Bioequivalence, and the Limaçon of Pascal — Journal of the American Statistical Association 1995
• The Familiarity with and Perceived Quality of Accounting Journals: Views of Senior Accounting Faculty in Leading U.S. MBA Programs* — Contemporary Accounting Research 1994
• A Unified Conditional Frequentist and Bayesian Test for Fixed and Sequential Simple Hypothesis Testing — The Annals of Statistics 1994
• Nonexistence of Informative Unbiased Estimators in Singular Problems — The Annals of Statistics 1993
• Local Admissibility and Local Unbiasedness in Hypothesis Testing Problems — The Annals of Statistics 1992
• Two-Sided Sequential Tests — The Annals of Statistics 1992
• Estimated Confidence Under the Validity Constraint — The Annals of Statistics 1991
• Information Inequality Bounds on the Minimax Risk (with an Application to Nonparametric Regression) — The Annals of Statistics 1991
• Strong-form efficiency on the Toronto Stock Exchange: An examination of analyst price forecasts* — Contemporary Accounting Research 1990
• A Lower Bound for the Risk in Estimating the Value of a Probability Density — Journal of the American Statistical Association 1990
• Information Inequalities for the Bayes Risk — The Annals of Statistics 1990
• Rejoinder: An Ancillarity Paradox which Appears in Multiple Linear Regression — The Annals of Statistics 1990
• An Ancillarity Paradox Which Appears in Multiple Linear Regression — The Annals of Statistics 1990
• Complete Class Results for Hypothesis Testing Problems with Simple Null Hypotheses — The Annals of Statistics 1989
• Universal Domination and Stochastic Domination: $U$-Admissibility and $U$- Inadmissibility of the Least Squares Estimator — The Annals of Statistics 1989
• Admissibility in Discrete and Continuous Invariant Nonparametric Estimation Problems and in their Multinomial Analogs — The Annals of Statistics 1988
• Attributes of articles impacting contemporary accounting literature* — Contemporary Accounting Research 1988
• The effect of labor strikes on security analysts' forecast superiority and on the association between risk-adjusted stock returns and unexpected earnings* — Contemporary Accounting Research 1987
• Security analyst superiority relative to univariate time-series models in forecasting quarterly earnings☆ — Journal of Accounting and Economics 1987
• An evaluation of alternative proxies for the market's assessment of unexpected earnings☆ — Journal of Accounting and Economics 1987
• Discussion of: Market reactions to mandated interest capitalization — Contemporary Accounting Research 1985
• The Research of Jack Kiefer Outside the Area of Experimental Design — The Annals of Statistics 1984
• An Alternative to Student's $t$-Test for Problems with Indifference Zones — The Annals of Statistics 1984
• A Complete Class Theorem for Statistical Problems with Finite Sample Spaces — The Annals of Statistics 1981
• Variation Diminishing Transformations: A Direct Approach to Total Positivity and its Statistical Applications — Journal of the American Statistical Association 1981
• A Necessary Condition for Admissibility — The Annals of Statistics 1980
• A Heuristic Method for Determining Admissibility of Estimators--With Applications — The Annals of Statistics 1979
• A Contribution to Kiefer's Theory of Conditional Confidence Procedures — The Annals of Statistics 1978
• THE SUPERIORITY OF ANALYST FORECASTS AS MEASURES OF EXPECTATIONS: EVIDENCE FROM EARNINGS — The Journal of Finance 1978
• A REEXAMINATION OF STOCK SPLITS USING MOVING BETAS — The Journal of Finance 1977
• Estimation with Incompletely Specified Loss Functions (the Case of Several Location Parameters) — Journal of the American Statistical Association 1975
• Admissibility in Statistical Problems Involving a Location or Scale Parameter — The Annals of Statistics 1974
• Admissibility of Procedures in Two-Dimensional Location Parameter Problems — The Annals of Statistics 1974