Asymptotics in statistics. Some basic concepts.

zbMATH Open0952.62002MaRDI QIDQ1582491FDOQ1582491

Authors: Grace L. Yang, Lucien Le Cam 

Publication date: 10 October 2000

Published in: Springer Series in Statistics (Search for Journal in Brave)

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zbMATH Keywords

distancedeficiencyLANlikelihood ratiosLAMN

Mathematics Subject Classification ID

Theory of statistical experiments (62B15) Bayesian problems; characterization of Bayes procedures (62C10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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• Asymptotic inference for a stochastic differential equation with uniformly distributed time delay
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• Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case
• Asymptotic equivalence of nonparametric autoregression and nonparametric regression
• LAMN property for hidden processes: the case of integrated diffusions
• Direct shrinkage estimation of large dimensional precision matrix
• Asymptotic equivalence for inference on the volatility from noisy observations
• On local asymptotic normality for functional autoregressive processes
• Optimal signal detection in some spiked random matrix models: likelihood ratio tests and linear spectral statistics
• Asymptotic equivalence of functional linear regression and a white noise inverse problem
• Choice between Semi‐parametric Estimators of Markov and Non‐Markov Multi‐state Models from Coarsened Observations
• Asymptotic statistical equivalence for scalar ergodic diffusions
• Asymptotic equivalence of spectral density estimation and Gaussian white noise
• Local asymptotic normality of Hilbertian autoregressive processes
• Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
• Asymptotic equivalence for nonparametric regression with multivariate and random design
• Spectral Estimation of Covolatility from Noisy Observations Using Local Weights
• A new concept of quantiles for directional data and the angular Mahalanobis depth
• Parametric estimation. Finite sample theory
• Estimating the quadratic covariation matrix from noisy observations: local method of moments and efficiency
• Model equivalence tests in a parametric framework
• On adaptive posterior concentration rates
• Optimal rank-based testing for principal components
• Parameter recovery in two-component contamination mixtures: the \(L^2\) strategy
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• Bootstrap-calibrated interval estimates for latent variable scores in item response theory
• An evaluation of alternative methods for testing hypotheses, from the perspective of Harold Jeffreys
• Characterizations of GIG laws: a survey
• Between data cleaning and inference: pre-averaging and robust estimators of the efficient price
• Bernstein-von Mises theorems for functionals of the covariance matrix
• When is it no longer possible to estimate a compound Poisson process?
• Data augmentation, frequentist estimation, and the Bayesian analysis of multinomial logit models
• Asymptotic equivalence for nonparametric regression with non-regular errors
• Statistical Experiments and Decisions
• Stochastic (Approximate) Proximal Point Methods: Convergence, Optimality, and Adaptivity
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• A Bernstein-von Mises theorem for discrete probability distributions
• Maximum likelihood estimation for Wishart processes
• Accelerated and Instance-Optimal Policy Evaluation with Linear Function Approximation
• Tests for normality based on density estimators of convolutions
• Asymptotic approximation of nonparametric regression experiments with unknown variances
• Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments
• How many bins should be put in a regular histogram
• Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise
• Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling
• Optimal calibration for multiple testing against local inhomogeneity in higher dimension
• Rank-based testing in linear models with stable errors
• On rate optimality for ill-posed inverse problems in econometrics
• Asymptotic equivalence of quantum state tomography and noisy matrix completion
• Estimation of the global minimum variance portfolio in high dimensions
• Hájek-Inagaki convolution representation theorem for randomly stopped locally asymptotically mixed normal experiments
• A transformation for the analysis of unimodal hazard rate lifetimes data
• Estimation in discrete parameter models
• On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix
• Optimal testing of equivalence hypotheses
• Second-order continuous-time non-stationary Gaussian autoregression
• Asymptotic optimality in stochastic optimization
• Posterior contraction rates of the phylogenetic Indian buffet processes
• Exceptional model mining. Exceptional model mining, supervised descriptive local pattern mining with complex target concepts
• A class of optimal tests for symmetry based on local Edgeworth approximations
• Local adaptation and genetic effects on fitness: calculations for exponential family models with random effects
• Optimal rank-based tests for common principal components
• On information distortions in online ratings
• Pseudo-Gaussian and rank-based optimal tests for random individual effects in large \(n\) small \(T\) panels
• Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression
• Locally robust inference for non-Gaussian SVAR models
• On the optimal error exponents for classical and quantum antidistinguishability
• The right complexity measure in locally private estimation: it is not the Fisher information
• Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations
• On the correct implementation of the Hanurav-Vijayan selection procedure for unequal probability sampling without replacement
• Optimal tests for random effects in linear mixed models
• Asymptotic normality and optimality in nonsmooth stochastic approximation
• f-Betas and portfolio optimization with f-divergence induced risk measures
• High-dimensional Bernstein-von Mises theorem for the Diaconis-Ylvisaker prior
• Optimal statistical inference for subdiffusion processes
• Is Temporal Difference Learning Optimal? An Instance-Dependent Analysis
• Nonparametric estimation of the ability density in the mixed-effect Rasch model
• Efficient ANOVA for directional data
• Parallel Markov chain Monte Carlo for non-Gaussian posterior distributions
• SwISS: a scalable Markov chain Monte Carlo divide-and-conquer strategy
• Local diffusion models for stochastic reacting systems: estimation issues in equation-free numerics
• Classical \(p\)-values and the Bayesian posterior probability that the hypothesis is approximately true
• Locally robust inference for non-Gaussian linear simultaneous equations models
• Optimal Shrinkage-Based Portfolio Selection in High Dimensions
• Asymptotic comparison of negative multinomial and multivariate normal experiments
• Optimal tests for elliptical symmetry: specified and unspecified location
• Fano's inequality for random variables
• Hájek-Inagaki representation theorem, under a general stochastic processes framework, based on stopping times
• On Bayesian consistency for flows observed through a passive scalar
• Rank-based testing for semiparametric VAR models: a measure transportation approach
• The Le Cam distance between density estimation, Poisson processes and Gaussian white noise
• Strong Gaussian approximation of the mixture Rasch model
• Semiparametric testing with highly persistent predictors
• Parallel Markov chain Monte Carlo for Bayesian hierarchical models with big data, in two stages
• Efficient semiparametric estimation and model selection for multidimensional mixtures
• Center-Outward R-Estimation for Semiparametric VARMA Models

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