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ORFE, Princeton University & EECS, U.C. Berkeley Available online at www.princeton.edu/∼aspremon 1 • We estimate a sample covariance matrix Σ from empirical

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ar X iv :m at h/ 05 08 27 8v 1 [ m at h. ST ] 1 6 A ug 2 00 5 The Annals of Statistics 2005, Vol. 33, No. 4, 1617–1642 DOI: 10.1214/009053605000000200 c© Institute of…

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Feature Selection Richard Pospesel and Bert Wierenga Introduction  Preprocessing  Peaking Phenomenon  Feature Selection Based on Statistical Hypothesis Testing …

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micth07note14.dviBased on Akerlof (1970). Many identical firms. Firms price taking. Productivity θ differs across workers. θ ∈ [θ, θ]. 0 ≤

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