Large-Sample Theory: Parametric Case
From MaRDI portal
Publication:3236142
DOI10.1214/aoms/1177728347zbMath0072.35703OpenAlexW1976493872WikidataQ100709347 ScholiaQ100709347MaRDI QIDQ3236142
Publication date: 1956
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177728347
Related Items
Are Super-efficient Estimators Super-powerful?, Bayesian approach to thermostatistics, Cramér Asymptotic Efficiency in a Semiparametric Model, Limit Distributions of the Minimax of Independent Identically Distributed Random Variables, A robust optimization approach to experimental design for model discrimination of dynamical systems, Defect of the Size of Nonrandomized Test and Randomization Effect on Decreasing of the Necessary Sample Size in Testing the Bernoulli Success Probability, Unnamed Item, On minimax robust testing of composite hypotheses on Poisson process intensity, Discrimination of quantum states under locality constraints in the many-copy setting, Improved inference for a boundary parameter, Efficient shrinkage in parametric models, Superefficiency from the vantage point of computability, On Stein's lemma in hypotheses testing in general non-asymptotic case, Information, for testing the equality of two probabilities, from the margins of the \(2 \times 2\) table., Entailment with near surety of scaled assertions of high conditional probability, Akaike's information criterion and recent developments in information complexity, Unnamed Item, Unnamed Item, Statistical inference on random dot product graphs: a survey, On large deviations in testing simple hypotheses for locally stationary Gaussian processes, A class of factor analysis estimation procedures with common asymptotic sampling properties, An asymptotically efficient test for the location parameter and the scale parameter of an exponential distribution, Testing the order of a model, Problemas de optimo que relacionan la informacion de Kullback y el conjunto de riesgos de Neyman-Pearson, Asymptotic minimax theorems for the sample distribution function, Limit theorems for eigenvectors of the normalized Laplacian for random graphs, Efficient robust estimates in parametric models, Unnamed Item, The formal definition of reference priors, General chi-square goodness-of-fit tests with data-dependent cells, Adaptive tests in statistical problems with finite nuisance parameter, On minimax detection of Gaussian stochastic sequences and Gaussian stationary signals, Cramér’s Theorem is Atypical, Über einen \(\chi^2\)-Test, dessen Klassen durch geordnete Stichprobenfunktionen festgelegt werden, A convergence theorem for discrete probability distributions, Second-order converses via reverse hypercontractivity, Canonical quantile regression, Asymptotically similar criteria, An asymptotically optimal test for the mean and the variance of a normal distribution, Large-deviation theorems in hypothesis-testing problems, Random rates in anisotropic regression. (With discussion), The statistical work of Lucien Le Cam., On the information-based measure of covariance complexity and its application to the evaluation of multivariate linear models, Unnamed Item, Extended Jackknife Estimates in Linear or Nonlinear Regression, Asymptotic properties of semiparametric \(M\)-estimators with multiple change points, Binary response models comparison using the 𝛼-Chernoff divergence measure and exponential integral functions, Properties of noncommutative Rényi and Augustin information