Asymptotic methods in statistical decision theory

✍ Scribed by Le Cam, Lucien Marie

• Publisher: Springer-Verlag
• Year: 1986
• Tongue: English
• Leaves: 766
• Series: Springer series in statistics
• Category: Library

✦ Synopsis

Experiments--decision spaces -- Some results form decision theory: deficiencies -- Likelihood ratios and conical measures -- Some basic inequalities -- Sufficiency and insufficiency -- Domination, compactness, contiguity -- Some limit theorems -- Invariance properties -- Infinitely divisible, Gaussian, and Poisson experiments -- Asymptotically Gaussian experiments: local theory -- Asymptotic normality--global -- Posterior distributions and Bayes solutions -- An approximation theorem for certain sequential experiments -- Approximation by exponential families -- Sums of independent random variables -- Independent observations -- Independent identically distributed observations -- Appendix: Results from classical analysis.

✦ Table of Contents

Experiments--decision spaces --
Some results form decision theory: deficiencies --
Likelihood ratios and conical measures --
Some basic inequalities --
Sufficiency and insufficiency --
Domination, compactness, contiguity --
Some limit theorems --
Invariance properties --
Infinitely divisible, Gaussian, and Poisson experiments --
Asymptotically Gaussian experiments: local theory --
Asymptotic normality--global --
Posterior distributions and Bayes solutions --
An approximation theorem for certain sequential experiments --
Approximation by exponential families --
Sums of independent random variables --
Independent observations --
Independent identically distributed observations --
Appendix: Results from classical analysis.

✦ Subjects

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