Asymptotic Expansions for General Statistical Models / by Johann Pfanzagl
(Lecture Notes in Statistics ; 31)
| データ種別 | 電子ブック |
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| 出版者 | New York, NY : Springer New York : Imprint: Springer |
| 出版年 | 1985 |
| 本文言語 | 英語 |
| 大きさ | VII, 509 p. 1 illus : online resource |
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| 一般注記 | 0.1. The aim of the book Our "Contributions to a General Asymptotic Statistical Theory" (Springer Lecture Notes in Statistics, Vol. 13, 1982, called "Vol. I" in the following) suggest to describe the local structure of a general family ~ of probability measures by its tangent space, and the local behavior of a functional K: ~ ~~k by its gradient. Starting from these basic concepts, asymptotic envelope power functions for tests and asymptotic bounds for the concentration of estimators are obtained, and heuristic procedures are suggested for the construction of test- and estimator-sequences attaining these bounds. In the present volume, these asymptotic investigations are carried one step further: From approximations by limit distributions to approximations by Edgeworth expansions, 1 2 adding one term (of order n- / ) to the limit distribution. As in Vol. I, the investigation is "general" in the sense of dealing with arbitrary families of probability measures and arbitrary functionals. The investigation is special in the sense that it is restricted to statistical procedures based on independent, identically distributed observations. 2 Moreover, it is special in the sense that its concern are "regular" models (i.e. families of probability measures and functionals which are subject to certain general conditions, like differentiability). Irregular models are certainly of mathematical interest. Since they are hardly of any practical relevance, it appears justifiable to exclude them at this stage of the investigation |
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| 著者標目 | *Pfanzagl, Johann author SpringerLink (Online service) |
| 件 名 | LCSH:Mathematics LCSH:Applied mathematics LCSH:Engineering mathematics FREE:Mathematics FREE:Applications of Mathematics |
| 分 類 | DC23:519 |
| 巻冊次 | ISBN:9781461564799 
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| ISBN | 9781461564799 |
| URL | http://dx.doi.org/10.1007/978-1-4615-6479-9 |
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