scientific article; zbMATH DE number 3083069

zbMATH Open0052.15404MaRDI QIDQ5823924FDOQ5823924

Authors: Lucien Le Cam 

Publication date: 1953

Title of this publication is not available (Why is that?)

zbMATH Keywords

statistics

Cited In (80)

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• Frequentist consistency of variational Bayes
• Aggregation of estimators and stochastic optimization
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• Informed sub-sampling MCMC: approximate Bayesian inference for large datasets
• On Hodges' superefficiency and merits of oracle property in model selection
• Neyman, Markov processes and survival analysis
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• Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization
• Estimation of smooth functionals of location parameter in Gaussian and Poincaré random shift models.
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• Global asymptotic properties of risk functions in estimation
• Asymptotic properties of Bayesian-type estimates in the competing risk model under random censoring
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• Fluctuations of posterior distributions of quadratically differentiable experiments
• Inférence statistique dans les processus stochastiques: Aperçu historique
• Asymptotic Risk and Bayes Risk of Thresholding and Superefficient Estimates and Optimal Thresholding
• On the strong consistency of asymptotic \(M\)-estimators
• Numerical Bayesian inference with arbitrary prior
• On the normality a posteriori for exponential distributions, using the Bayesian estimation
• A uniform \(L^1\) law of large numbers for functions of i.i.d. random variables that are translated by a consistent estimator
• The semiparametric Bernstein-von Mises theorem
• Asymptotic efficiency in estimation with conditional moment restrictions
• Bayesian frequentist hybrid inference
• Asymptotic posterior normality for multiparameter problems
• Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
• Asymptotic normality with small relative errors of posterior probabilities of half-spaces
• Bayesian nonparametric statistical inference for Poisson point processes
• The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean
• Consistency of semiparametric maximum likelihood estimators for two-phase sampling
• Identification of stochastic nonlinear models using optimal estimating functions
• Bernstein-von Mises theorem for linear functionals of the density
• On Bayes procedures
• Two estimators of the mean of a counting process with panel count data.
• Nonparametric estimation over shrinking neighborhoods: superefficiency and adaptation
• Asymptotic normality of the posterior given a statistic
• An inverse of Sanov's theorem
• Some developments in semiparametric statistics
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• Maximum likelihood principle and model selection when the true model is unspecified
• Robust weighted orthogonal regression in the errors-in-variables model
• Non-parametric applications of an infinite dimensional convolution theorem
• Minorant methods of stochastic global optimization
• Inference in stochastic processes. II
• An asymptotic minimax theorem of order \(n^{-1/2}\)
• Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics
• Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity.
• A Bayesian hierarchical copula model
• Asymptotic behaviour of the predictive density in the exchangeable case
• Sequential estimators and the Cramer-Rao lower bound
• Asymptotic inference for stochastic processes
• Nonparametric maximum-likelihood estimation of probability measures: existence and consist\-en\-cy
• Efficient robust estimates in parametric models
• A modified bootstrap for autoregression without stationarity
• Bayesian Probabilistic Numerical Methods
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• More higher-order efficiency: Concentration probability
• Some contributions to the asymptotic theory of Bayes solutions
• Asymptotic normality of posterior distributions for generalized linear mixed models
• Kullback-Leibler aggregation and misspecified generalized linear models
• Confidence distributions: a review
• A jackknife type approach to statistical model selection
• The asymptotic spread of estimators
• Information theory and superefficiency
• Efficient functional estimation and the super-oracle phenomenon
• Exact adaptive confidence intervals for linear regression coefficients
• A modified bootstrap for branching processes with immigration
• On information pooling, adaptability and superefficiency in nonparametric function estimation
• Sharp rates of convergence of maximum likelihood estimators in nonparametric models
• On-line maximum likelihood prediction with respect to general loss functions
• Efficiency of estimators for partially specified filtered models
• Asymptotically similar criteria
• Optimal learning and experimentation in bandit problems.
• Algorithmic randomness and monotone complexity on product space
• Statistical estimation with model selection
• A constrained risk inequality with applications to nonparametric functional estimation
• Asymptotic properties of posterior distributions
• Optimal estimation under nonstandard conditions

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