Advanced Series on Statistical Science and Applied Probability - Vol. 8
STATISTICAL EXPERIMENTS AND DECISIONS
Asymptotic Theory
by A N Shiryaev (Steklov Institute, Russia) & V G Spokoiny (Weierstrass Institute, Germany)
This volume provides an exposition of some fundamental aspects of the asymptotic theory of statistical experiments. The most important of them is "how to construct asymptotically optimal decisions if we know the structure of optimal decisions for the limit experiment".
Contents:
- Statistical Experiments and Their Comparison
- Convergence of
Statistical Experiments
- (g,G)-Models. Convergence to (g,G)-Models
- Local Convergence of Statistical Experiments and Global Estimation
- Statistical Inference for Autoregressive Models of the First Order
Readership: Researchers in probability and statistics.
"It is an interesting, welcome addition to the literature, and it contains many new insights. I congratulate the authors for writing this comprehensive monograph on a difficult subject."
"The book is a highlight in modern mathematical statistics which offers a lot of new concepts. It recalls the brilliant methodology of Le Cam's Theory and the first chapters may be used as introduction into this field."
| 300pp |
Pub. date: Jul 2000 |
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