Over the last five years several websites have appeared that track the number of deaths of coalition personnel in the current Iraq conflict. This article proposes using a recently developed multiscale variance stabilization method (the datadriven Haar-Fisz transform) to obtain good estimates of the mean intensity of deaths and demonstrates its statistical advantages over both the running mean (...

We consider the problem of estimating the variance of a population using judgment post-stratification. By conditioning on the observed vector of ordered instratum sample sizes, we develop a conditionally unbiased nonparametric estimator that outperforms the sample variance except when the rankings are very poor. This estimator also outperforms the standard unbiased nonparametric variance estima...

In this paper, a sample estimator of the tangency portfolio (TP) weights is considered. The focus on situation where number observations smaller than assets in and returns are i.i.d. normally distributed. Under these assumptions, covariance matrix follows singular Wishart distribution and, therefore, regular inverse cannot be taken. bounds approximations for first two moments estimated TP deriv...