The strong law of large numbers for sequential decisions under uncertainty

Some methods for classification and analysis of multivariate observations

1967 • 21,217 citations

Vector Quantization and Signal Compression

1992 • 7,152 citations

Robust Statistics

1981 • 6,585 citations

Robust Estimation of a Location Parameter

1964 • 6,342 citations

Probability theory

1963 • 6,095 citations

Maximum Likelihood Estimation of Misspecified Models

1982 • 3,838 citations

Maximum Likelihood Estimation of Misspecified Models

1983 • 3,727 citations

Statistical Decision Functions

1949 • 2,353 citations

Stochastic optimal control : the discrete time case

2007 • 1,795 citations

A New Interpretation of Information Rate

1956 • 1,535 citations

Pseudo Maximum Likelihood Methods: Theory

1984 • 1,366 citations

Almost Sure Convergence.

1975 • 1,313 citations

Encyclopedia of Statistical Sciences.

1983 • 1,268 citations

Note on the Consistency of the Maximum Likelihood Estimate

1949 • 1,114 citations

Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach

1984 • 987 citations

Stochastic Complexity and Modeling

1986 • 959 citations

An Empirical Bayes Approach to Statistics

1992 • 833 citations

An analog of the minimax theorem for vector payoffs

1956 • 751 citations

The Empirical Bayes Approach to Statistical Decision Problems

1964 • 617 citations

Universal Portfolios

1991 • 509 citations

Strong Consistency of $K$-Means Clustering

1981 • 460 citations

Ergodic Theory

1983 • 457 citations

AN EMPIRICAL BAYES APPROACH TO STATISTICS

1956 • 432 citations

The ergodic theorem

1939 • 371 citations

A new interpretation of information rate

1956 • 364 citations

Asymptotic Optimality and Asymptotic Equipartition Properties of Log-Optimum Investment

1988 • 359 citations

Probability Theory

1988 • 313 citations

Probability Theory II

1978 • 300 citations

von Mises Calculus For Statistical Functionals

1983 • 299 citations

Source Coding Theory

1989 • 298 citations

The Individual Ergodic Theorem of Information Theory

1957 • 276 citations

Asymptotic Behavior of Statistical Estimators and of Optimal Solutions of Stochastic Optimization Problems

1988 • 272 citations

A Central Limit Theorem for $k$-Means Clustering

1982 • 245 citations

Asymptotically Subminimax Solutions of Compound Statistical Decision Problems

1985 • 229 citations

Quantization and the method of<tex>k</tex>-means

1982 • 206 citations

The Strong Ergodic Theorem for Densities: Generalized Shannon-McMillan-Breiman Theorem

1985 • 205 citations

A Sandwich Proof of the Shannon-McMillan-Breiman Theorem

1988 • 177 citations

Local Convergence of Martingales and the Law of Large Numbers

1965 • 157 citations

Universal Schemes for Prediction, Gambling and Portfolio Selection

1992 • 128 citations

BEHAVIOR OF SEQUENTIAL PREDICTORS OF BINARY SEQUENCES.

1966 • 105 citations

Controlled Random Walks

2010 • 99 citations

Game-Theoretic Optimal Portfolios

1988 • 98 citations

Two Breakthroughs in the Theory of Statistical Decision Making

1962 • 97 citations

Concavity and Estimation

1989 • 89 citations

A converse to the dominated convergence theorem

1963 • 88 citations

Asymptotically Subminimax Solutions of Compound Statistical Decision Problems

1951 • 85 citations

Empirical Bayes stock market portfolios

1986 • 76 citations

STRONG LAW OF LARGE NUMBERS

1994 • 75 citations

Asymptotics for $M$-Estimators Defined by Convex Minimization

1992 • 75 citations

Guessing the next output of a stationary process

1978 • 71 citations

Successive Conditional Expectations of an Integrable Function

1962 • 69 citations

On a Strong Law of Large Numbers for Martingales

1967 • 68 citations

Asymptotic Solutions of the Compound Decision Problem for Two Completely Specified Distributions

1955 • 64 citations

The strong law of large numbers for k-means and best possible nets of Banach valued random variables

1988 • 60 citations

Universal redundancy rates do not exist

1993 • 54 citations

Best approximants in L ? -spaces

1980 • 54 citations

Asymptotic Solutions of the Sequential Compound Decision Problem

1963 • 53 citations

Note on Some Strong Laws of Large Numbers

1947 • 48 citations

Correction Notes: Correction to "The Individual Ergodic Theorem of Information Theory"

1960 • 47 citations

Strong Law of Large Numbers for Measures of Central Tendency and Dispersion of Random Variables in Compact Metric Spaces

1981 • 47 citations

Almost everywhere convergence of prediction sequence in L p (1 < p < ?)

1965 • 43 citations

The Sequential Compound Decision Problem with $m \times n$ Finite Loss Matrix

1966 • 37 citations

Compound Bayes Predictors for Sequences with Apparent Markov Structure

1977 • 35 citations

Inference in stochastic processes. II

1966 • 31 citations

Best approximants in L 1 space

1975 • 31 citations

Convergence of the Losses of Certain Decision Rules for the Sequential Compound Decision Problem

1964 • 25 citations

Sequential Compound Estimation

1968 • 24 citations

Two-action compound decision problems

1967 • 21 citations

Inference in stochastic processes-III

1967 • 21 citations

Some properties of sequential predictors for binary Markov sources

1993 • 21 citations

Rate of Convergence in the Compound Decision Problem for Two Completely Specified Distributions

1965 • 20 citations

Sequential Compound Estimators

1965 • 17 citations

Repetitive Play in Finite Statistical Games with Unknown Distributions

1966 • 16 citations

Abstract nonlinear prediction and operator martingales

1971 • 15 citations

On an Extended Compound Decision Problem

1969 • 14 citations

Asymptotic distribution theory of statistical functionals: The compact derivative approach for robust estimators

1985 • 12 citations

Information bounds, certainty equivalence and learning in asymptotically efficient adaptive control of time-invariant stochastic systems

2005 • 10 citations

Experience in statistical decision problems

1956 • 9 citations

Best ?- and N ?-approximants in Orlicz spaces of vector valued functions

1981 • 8 citations

Bounds and rates of convergence for the extended compound estimation problem in the sequence case.

1965 • 8 citations

Asymptotic risk stability resulting from play against the past in a sequence of decision problems

1972 • 7 citations

An ergodic theorem for constrained sequences of functions

1989 • 7 citations

An Almost Sure Convergence Theorem For Sequences of Random Variables Selected From Log-Convex Sets

1991 • 6 citations

Asymptotic distribution theory for general statistical functionals

1985 • 5 citations

On continuity of the Bayes response (Corresp.)

1978 • 4 citations

Repetitive play of a game against nature

1967 • 4 citations

On Continuity of the Bayes Response

1978 • 4 citations

Bayesian Model of Decision-Making as a Result of Learning From Experience

1969 • 4 citations

Counterexamples to results of M.M. Rao

1980 • 3 citations

Approximation to Bayes Risk in Sequences of Non-finite Games

1969 • 2 citations

Ergodic Process Selection

1987 • 2 citations

Ergodic Process Selection

1987 • 1 citations

Deleted Work

1955 • 0 citations