Application of the Radon-Nikodym Theorem to the Theory of Sufficient Statistics

DOI10.1214/aoms/1177730032zbMath0034.07502OpenAlexW1997872268WikidataQ100708713 ScholiaQ100708713MaRDI QIDQ5791396

Publication date: 1949

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177730032

zbMATH Keywords

Statistics

Related Items

Sufficient subalgebras and the relative entropy of states of a von Neumann algebra, On Orthogonal Probability Measures, On Tsallis and Kaniadakis divergences, Minimal sufficient statistical experiments on von Neumann algebras, Fatou closedness under model uncertainty, [https://portal.mardi4nfdi.de/wiki/Publication:5563165 Ersch�pftheit und Invarianz beim Vergleich von Experimenten], Parametric density estimators and characterization of families of distributions with sufficient statistics for the location parameter, Analysis of marginal and conditional density functions for separate inference, BROWNIAN MOTION MINUS THE INDEPENDENT INCREMENTS: REPRESENTATION AND QUEUING APPLICATION, Minimal sufficient positive-operator valued measure on a separable Hilbert space, On mathematical information channels with a non-commutative intermediate system, Sufficiency and strong commutants in quantum probability theory, Conditional expectation in an operator algebra. IV. Entropy and information, Majorization for matrix classes, Construction of the least informative observable conserved by a given quantum instrument, Completeness conditions for sufficient statistics in shift families and unification of estimation procedures, On optimal estimators of shift population density functions and conditions of their consistency, A Noncommutative Probability Theory, Unnamed Item, Hilbert space methods in classical problems of mathematical statistics, Martingales with sufficient statistics, Sufficient and minimal sufficient ?-fields, Unnamed Item, A synthetic approach to Markov kernels, conditional independence and theorems on sufficient statistics, Vergleich von Experimenten im schwach dominierten Fall, The role of score and information bias in panel data likelihoods, Larry Brown's contributions to parametric inference, decision theory and foundations: a survey, Sharp and fuzzy observables on effect algebras, Risk measures under model uncertainty: a Bayesian viewpoint, Fundamental theorem of asset pricing with acceptable risk in markets with frictions, On Minimal Pairwise Sufficient Statistics, Generalization of the Kullback-Leibler divergence in the Tsallis statistics, Bayes-optimal prediction with frequentist coverage control, Le cam theory on the comparison of statistical models, William H. Kruskal and the development of coordinate-free methods, Representation of maxitive measures: An overview, Conditional expectation in an operator algebra. III., Fisher information, sufficiency, and ancillarity: some clarifications, Sufficiency in the non-weakly dominated case, Estimating a covariance function having an un unknown scale kakameter, Unnamed Item, The valuation problem in arbitrage price theory, Unnamed Item, On a new type of sufficiency in undominated models, Unnamed Item, The rules of conditional inference: Is there a universal definition of nonformation?, Arbitrage-free modeling under Knightian uncertainty, Pairwise sufficiency, The decomposition of the Fisher information, Unnamed Item, The theorem of Halmos and Savage under finite additivity, Bayesian Probabilistic Numerical Methods in Time-Dependent State Estimation for Industrial Hydrocyclone Equipment, OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES, Unnamed Item, Marginal sufficiency, Linear feature selection with applications, Conditional probability and improper priors, Tests de choix entre diverses lois de probabilite, Dominated families of martingale, supermartingale and quasimartingale laws, The maximal dominated subsets of a statistical experiment, On a martingale related to a strictly stationary random process in \(R^ 1\), Dual representation of monotone convex functions on 𝐿⁰, A mathematical model for conditioning, Tropical Sufficient Statistics for Persistent Homology, Existence of sufficient regular conditional probabilities, Control measures on Boolean algebras, \textsc{CaDET}: interpretable parametric conditional density estimation with decision trees and forests, Sufficiency and unbiased estimation, Zum Erschöpftheitsbegriff von D. Blackwell, A quantitative and a dual version of the Halmos-Savage theorem with applications to mathematical finance, Application of an adequate statistic to the invariant prediction region, Arbitrage and state price deflators in a general intertemporal framework, A characterization of sufficiency by power functions, Unnamed Item, Rank of a necessary and sufficient statistic for a sample of independent random vectors, What About the Posterior Distributions When the Model is Non-dominated?, Measurable supports, reducible spaces and the structure of the optimal \(\sigma\)-field in unbiased estimation, Binary response models comparison using the 𝛼-Chernoff divergence measure and exponential integral functions, Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis, Unnamed Item, On products of experiments, Construction of minimal sufficient or pairwise sufficient \(\sigma\)-field