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Home > Mathematics and Science Textbooks > Mathematics > Probability and statistics > Asymptotics in Statistics: Some Basic Concepts(Springer Series in Statistics)
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Asymptotics in Statistics: Some Basic Concepts(Springer Series in Statistics)

Asymptotics in Statistics: Some Basic Concepts(Springer Series in Statistics)


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About the Book

This book presents a coherent introduction to the subject of asymptotic statistics as it has developed in the past 50 years. Professor Le Cam is one of the major researchers in this area and this book will make his results accessible to graduate students and researchers in statistics.

Table of Contents:
1 Introduction.- 2 Experiments, Deficiencies, Distances v.- 2.1 Comparing Risk Functions.- 2.2 Deficiency and Distance between Experiments.- 2.3 Likelihood Ratios and Blackwell's Representation.- 2.4 Further Remarks on the Convergence of Distri butions of Likelihood Ratios.- 2.5 Historical Remarks.- 3 Contiguity — Hellinger Transforms.- 3.1 Contiguity.- 3.2 Hellinger Distances, Hellinger Transforms.- 3.3 Historical Remarks.- 4 Gaussian Shift and Poisson Experiments.- 4.1 Introduction.- 4.2 Gaussian Experiments.- 4.3 Poisson Experiments.- 4.4 Historical Remarks.- 5 Limit Laws for Likelihood Ratios.- 5.1 Introduction.- 5.2 Auxiliary Results.- 5.3 Limits for Binary Experiments.- 5.4 Gaussian Limits.- 5.5 Historical Remarks.- 6 Local Asymptotic Normality.- 6.1 Introduction.- 6.2 Locally Asymptotically Quadratic Families.- 6.3 A Method of Construction of Estimates.- 6.4 Some Local Bayes Properties.- 6.5 Invariance and Regularity.- 6.6 The LAMN and LAN Conditions.- 6.7 Additional Remarks on the LAN Conditions.- 6.8 Wald's Tests and Confidence Ellipsoids.- 6.9 Possible Extensions.- 6.10 Historical Remarks.- 7 Independent, Identically Distributed Observations.- 7.1 Introduction.- 7.2 The Standard i.i.d. Case: Differentiability in Quadratic Mean.- 7.3 Some Examples.- 7.4 Some Nonparametric Considerations.- 7.5 Bounds on the Risk of Estimates.- 7.6 Some Cases Where the Number of Observations Is Random.- 7.7 Historical Remarks.- 8 On Bayes Procedures.- 8.1 Introduction.- 8.2 Bayes Procedures Behave Nicely.- 8.3 The Bernstein—von Mises Phenomenon.- 8.4 A Bernstein—von Mises Result for the i.i.d. Case.- 8.5 Bayes Procedures Behave Miserably.- 8.6 Historical Remarks.- Author Index.

Review :
From the reviews: SHORT BOOK REVIEWS "It is a very valuable book giving a coherent view of the basic concept and tools of the asymptotic theory in statistical inference." JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION "!short and mathematically very sophisticated. Its approach is modern and undoubtedly profound."


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Product Details
  • ISBN-13: 9780387950365
  • Publisher: Springer-Verlag New York Inc.
  • Publisher Imprint: Springer-Verlag New York Inc.
  • Edition: Revised edition
  • Language: English
  • Returnable: N
  • Series Title: Springer Series in Statistics
  • Width: 155 mm
  • ISBN-10: 0387950362
  • Publisher Date: 28 Jul 2000
  • Binding: Hardback
  • Height: 235 mm
  • No of Pages: 287
  • Returnable: N
  • Sub Title: Some Basic Concepts


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