The statistical work of Lucien Le Cam.
From MaRDI portal
Publication:1848952
DOI10.1214/aos/1028674836zbMath1103.62301OpenAlexW2100877547MaRDI QIDQ1848952
Publication date: 14 November 2002
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1028674836
Theory of statistical experiments (62B15) Foundations and philosophical topics in statistics (62A01) Biographies, obituaries, personalia, bibliographies (01A70) History of statistics (62-03)
Related Items
Statistical estimation with model selection, Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors, Optimal estimation of high-dimensional Gaussian location mixtures, Dispersal density estimation across scales, Hit and run as a unifying device, Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data, Nonparametric specification testing via the trinity of tests, A Bernstein-von Mises theorem for discrete probability distributions, Le cam theory on the comparison of statistical models, Pre and post break parameter inference, Regression discontinuity designs, white noise models, and minimax, A semiparametric Bernstein-von Mises theorem for Gaussian process priors, On optimal designs for nonregular models, Intermittency and infinite variance: the case of integrated supou processes, Posterior asymptotic normality for an individual coordinate in high-dimensional linear regression, Lucien Le Cam 1924--2000., Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data
Cites Work
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- Minimum contrast estimators on sieves: Exponential bounds and rates of convergence
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- On estimating a density using Hellinger distance and some other strange facts
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- The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
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- Large-Sample Theory: Parametric Case
- Non-parametric applications of an infinite dimensional convolution theorem
- Asymptotic minimax theorems for the sample distribution function
- On a Non-Parametric Analogue of the Information Matrix
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- Estimation of the Location of the Cusp of a Continuous Density
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- On Fisher's Bound for Asymptotic Variances
- Comparison of Translation Experiments
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