Contributions to a general asymptotic statistical theory. With the assistance of W. Wefelmeyer

zbMath0512.62001MaRDI QIDQ1050031

Publication date: 1982

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

Neyman-Pearson lemma tangent spaces two sample problem general frame for parametric and nonparametric asymptotic statistics independence problem optimal statistical procedures symmetry problem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Asymptotic properties of parametric tests (62F05) General considerations in statistical decision theory (62C05)

Related Items

Asymptotic expansions of Bayes estimators for small diffusions, Asymptotic efficiency in semi-parametric models with censoring, Rates of uniform convergence of extreme order statistics, An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process, On local odds and hazard rate models in survival analysis, Empirical Bayes estimation in functional and structural models, and uniformly adaptive estimation of location, Estimation of sums of random variables: examples and information bounds, Asymptotic relative efficiency of tests at the boundary of regular statistical models, A random linear functional approach to efficiency bounds, Visually Communicating and Teaching Intuition for Influence Functions, Information bounds for nonparametric estimators of \(L\)-functionals and survival functionals under censored data, AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY, SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION, Limits of experiments associated with sampling plans, Efficient and robust tests for semiparametric models, Large deviations and estimation in infinite-dimensional models, Estimation in random translation models, Testing nonparametric statistical functionals with applications to rank tests, Two-step semiparametric empirical likelihood inference, On methods of sieves and penalization, On asymptotic minimaxity of Kolmogorov and omega-square tests, Nonparametric variable importance assessment using machine learning techniques, A General Framework for Inference on Algorithm-Agnostic Variable Importance, Efficient estimation of average derivatives in NPIV models: simulation comparisons of neural network estimators, Orthogonal statistical learning, Natural differentiable structures on statistical models and the Fisher metric, A unified study of nonparametric inference for monotone functions, Inférence statistique dans les processus stochastiques: Aperçu historique, Neighborhood-based cross fitting approach to treatment effects with high-dimensional data, Locally Robust Semiparametric Estimation, Efficient estimation of the maximal association between multiple predictors and a survival outcome, Efficient estimation of spectral functionals for continuous-time stationary models, On the inefficiency of propensity score matching, Irregular identification of structural models with nonparametric unobserved heterogeneity, A note on efficient density estimators of convolutions, A nonparametric Cramér-Rao inequality for estimators of statistical functionals., A nonparametric super-efficient estimator of the average treatment effect, Simultaneous equations and panel data, Universal sieve-based strategies for efficient estimation using machine learning tools, Adaptive quadratic functional estimation of a weighted density by model selection, Non- and semiparametric statistics: compared and contrasted, Calculating the (local) semiparametric efficiency bounds for the generated regressors problem, Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property, Tailor-made tests for goodness of fit to semiparametric hypotheses, Unnamed Item, Nonparametric IV estimation of local average treatment effects with covariates, Some developments in semiparametric statistics, Efficient estimation of Banach parameters in semiparametric models, Malliavin calculus and martingale expansion, Quadratic semiparametric von Mises calculus, Estimation in two sample type II censoring models, Stein 1956: Efficient nonparametric testing and estimation, Willem van Zwet's research, The cost of not knowing the radius, Unnamed Item, Unnamed Item, Asymptotic efficiency of estimates for models with incidental nuisance parameters, Projections of probability measures, Regions of alternatives with high and low power for goodness-of-fit tests, Toward Computerized Efficient Estimation in Infinite-Dimensional Models, Improved Small-Sample Estimation of Nonlinear Cross-Validated Prediction Metrics, Efficient estimation of linear functionals of a bivariate distribution with equal, but unknown marginals: the least-squares approach, Global sensitivity analysis for repeated measures studies with informative drop-out: A semi-parametric approach, An Omnibus Non-Parametric Test of Equality in Distribution for Unknown Functions, Optimal testing of equivalence hypotheses, Some contributions to efficient statistics in structural models: Specification and estimation of moment structures, Sharp rates of convergence of maximum likelihood estimators in nonparametric models, The statistical work of Lucien Le Cam., Efficient estimation of a shift in nonparametric regression, Rejoinder: Optimal Individualized Decision Rules Using Instrumental Variable Methods, Nonparametric tests for two-sample dispersion problems: Problems with known dispersion centers, On the asymptotic power of the two-sided Kolmogorov-Smirnov test, An appraisal of some aspects of statistical inference under inequality constraints, Higher order tangent spaces and influence functions