Statistical Experiments and Decisions

DOI10.1142/4247MaRDI QIDQ4526783zbMATH OpenOpenAlexFDO

Authors Albert N. Shiryaev, V. G. Spokoiny

Publication date 28 January 2001

Published in Advanced Series on Statistical Science & Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/4247

zbMATH Keywords

autoregressive modelscomparison of statistical experimentscontiguityconvergence of experimentslikelihood ratio processesslocal asymptotic normalityminimax boundmixed local asymptotic normality

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Theory of statistical experiments (62B15) General considerations in statistical decision theory (62C05)

Recommendations

• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• scientific article; zbMATH DE number 862394
• scientific article; zbMATH DE number 49097
• Asymptotic statistics. With a view to stochastic processes
• Asymptotics in statistics. Some basic concepts.

Cited in

(30)

• Infinitely divisible statistical experiments
• Optimal detection of a change in distribution
• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• Asymptotics in statistics. Some basic concepts.
• Truncated estimation of ratio statistics with application to heavy tail distributions
• Translation invariant statistical experiments with independent increments
• Integrated quantile functions: properties and applications
• Strong Gaussian approximation of the mixture Rasch model
• Regression discontinuity designs, white noise models, and minimax
• Sequential fixed accuracy estimation for nonstationary autoregressive processes
• Computational barriers in minimax submatrix detection
• A truncated estimation method with guaranteed accuracy
• Guaranteed estimation of logarithmic density derivative by dependent observations
• Non-asymptotic confidence estimation of the parameters in stochastic regression models with Gaussian noises
• scientific article; zbMATH DE number 3978112 (Why is no real title available?)
• scientific article; zbMATH DE number 49097 (Why is no real title available?)
• scientific article; zbMATH DE number 192974 (Why is no real title available?)
• scientific article; zbMATH DE number 194236 (Why is no real title available?)
• Limiting experiments and asymptotic bounds on the performance of sequence of estimators
• Perfect radar pulse compression via unimodular Fourier multipliers
• scientific article; zbMATH DE number 862394 (Why is no real title available?)
• Le Cam theory on the comparison of statistical models
• On one property of martingales with conditionally Gaussian increments and its application in the theory of nonasymptotic inference
• The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models
• Minimax estimation of low-rank quantum states and their linear functionals
• On estimation of delay location
• On comparisons of information structures with infinite states
• A statistical framework and analysis for perfect radar pulse compression
• Information in additional observations of a non-parametric experiment that is not estimable
• LAMN property for stable-Lévy SDEs with constant scale coefficient

This page was built for publication: Statistical Experiments and Decisions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4526783)