
Statistical Experiments And Decision, Asymptotic Theory
World Scientific Publishing Co Pte Ltd
Will be published approx. on 5. July 2000
Book
Hardback
300 pages
978-981-02-4101-8 (ISBN)
Description
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".
Reviews / Votes
"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." Mathematical Reviews, 2001More details
Series
Language
English
Place of publication
Singapore
Singapore
Target group
Professional and scholarly
Dimensions
Height: 250 mm
Width: 175 mm
Thickness: 21 mm
Weight
700 gr
ISBN-13
978-981-02-4101-8 (9789810241018)
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Schweitzer Classification
Persons
Author
Steklov Mathematical Inst & Moscow State Univ, Russia
Weierstrass Inst, Germany
Content
Statistical experiments and their comparison; convergence of statistical experiments; (y,I)-models; convergence to (y,I)-models; local convergence of statistical experiments and global estimation; statistical inference for autoregressive models of the first order.