Asymptotics in statistics: some basic concepts
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Limit theorems in probability theory (60F99) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Statistical decision theory (62C99) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20)
This book grew out of the well-known Montreal Lecture Notes by the first author [Théorie asymptotique de la decision statistique. (1969; Zbl 0374.62024)]. They have been updated by remarks concerning some new developments like LAMN-structures or nonparametric LAN-cases. The book does not contain full proofs of all main theorems nor does it present a coherent introduction into the subject. It gives some impression of what type of mathematics one has to expect when reading the big monograph of \textit{L. Le Cam}, Asymptotic methods in statistical decision theory. (1986; Zbl 0605.62002). At first reading one should be well aquainted with classical asymptotics since the authors tend to worry about nonregular cases instead of presenting the stream-lined examples.
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- Equivalence theory for density estimation, Poisson processes and Gaussian white noise with drift
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- Estimation of linear functionals of Poisson processes
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- Convergence rates of posterior distributions.
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- The Bernstein-von Mises theorem under misspecification
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- Spectral convergence of probability densities for forward problems in uncertainty quantification
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