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Asymptotics in Statistics Lucien Le Cam

Asymptotics in Statistics By Lucien Le Cam

Asymptotics in Statistics by Lucien Le Cam


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Summary

This is the second edition of a coherent introduction to the subject of asymptotic statistics as it has developed over the past 50 years. Much of the material has been taught in a second year graduate course at Berkeley for 30 years.

Asymptotics in Statistics Summary

Asymptotics in Statistics: Some Basic Concepts by Lucien Le Cam

This is the second edition of a coherent introduction to the subject of asymptotic statistics as it has developed over the past 50 years. It differs from the first edition in that it is now more 'reader friendly' and also includes a new chapter on Gaussian and Poisson experiments, reflecting their growing role in the field. Most of the subsequent chapters have been entirely rewritten and the nonparametrics of Chapter 7 have been amplified. The volume is not intended to replace monographs on specialized subjects, but will help to place them in a coherent perspective. It thus represents a link between traditional material - such as maximum likelihood, and Wald's Theory of Statistical Decision Functions -- together with comparison and distances for experiments. Much of the material has been taught in a second year graduate course at Berkeley for 30 years.

Asymptotics in Statistics Reviews

From the reviews:

SHORT BOOK REVIEWS

It is a very valuable book giving a coherent view of the basic concept and tools of the asymptotic theory in statistical inference.

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

...short and mathematically very sophisticated. Its approach is modern and undoubtedly profound.

Table of Contents

1 Introduction.- 2 Experiments, Deficiencies, Distances v.- 2.1 Comparing Risk Functions.- 2.2 Deficiency and Distance between Experiments.- 2.3 Likelihood Ratios and Blackwell's Representation.- 2.4 Further Remarks on the Convergence of Distri butions of Likelihood Ratios.- 2.5 Historical Remarks.- 3 Contiguity - Hellinger Transforms.- 3.1 Contiguity.- 3.2 Hellinger Distances, Hellinger Transforms.- 3.3 Historical Remarks.- 4 Gaussian Shift and Poisson Experiments.- 4.1 Introduction.- 4.2 Gaussian Experiments.- 4.3 Poisson Experiments.- 4.4 Historical Remarks.- 5 Limit Laws for Likelihood Ratios.- 5.1 Introduction.- 5.2 Auxiliary Results.- 5.2.1 Lindeberg's Procedure.- 5.2.2 Levy Splittings.- 5.2.3 Paul Levy's Symmetrization Inequalities.- 5.2.4 Conditions for Shift-Compactness.- 5.2.5 A Central Limit Theorem for Infinitesimal Arrays.- 5.2.6 The Special Case of Gaussian Limits.- 5.2.7 Peano Differentiable Functions.- 5.3 Limits for Binary Experiments.- 5.4 Gaussian Limits.- 5.5 Historical Remarks.- 6 Local Asymptotic Normality.- 6.1 Introduction.- 6.2 Locally Asymptotically Quadratic Families.- 6.3 A Method of Construction of Estimates.- 6.4 Some Local Bayes Properties.- 6.5 Invariance and Regularity.- 6.6 The LAMN and LAN Conditions.- 6.7 Additional Remarks on the LAN Conditions.- 6.8 Wald's Tests and Confidence Ellipsoids.- 6.9 Possible Extensions.- 6.10 Historical Remarks.- 7 Independent, Identically Distributed Observations.- 7.1 Introduction.- 7.2 The Standard i.i.d. Case: Differentiability in Quadratic Mean.- 7.3 Some Examples.- 7.4 Some Nonparametric Considerations.- 7.5 Bounds on the Risk of Estimates.- 7.6 Some Cases Where the Number of Observations Is Random.- 7.7 Historical Remarks.- 8 On Bayes Procedures.- 8.1 Introduction.- 8.2 Bayes Procedures Behave Nicely.- 8.3 The Bernstein-von Mises Phenomenon.- 8.4 A Bernstein-von Mises Result for the i.i.d. Case.- 8.5 Bayes Procedures Behave Miserably.- 8.6 Historical Remarks.- Author Index.

Additional information

NLS9781461270300
9781461270300
1461270308
Asymptotics in Statistics: Some Basic Concepts by Lucien Le Cam
New
Paperback
Springer-Verlag New York Inc.
2012-10-17
287
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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