Springer Series in Statistics

Asymptotics in Statistics

Some Basic Concepts

Authors: Le Cam, Lucien, Lo Yang, Grace

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About this book

In the summer of 1968 one of the present authors (LLC) had the pleasure of giving a sequence of lectures at the University of Mon­ treal. Lecture notes were collected and written out by Drs. Catherine Doleans, Jean Haezendonck and Roch Roy. They were published in French by the Presses of the University of Montreal as part of their series of Seminaires de Mathematiques Superieures. Twenty years later it was decided that a Chinese translation could be useful, but upon prodding by Professor Shanti Gupta at Purdue we concluded that the notes should be updated and rewritten in English and in Chinese. The present volume is the result of that effort. We have preserved the general outline of the lecture notes, but we have deleted obsolete material and sketched some of the results acquired during the past twenty years. This means that while the original notes concentrated on the LAN situation we have included here some results of Jeganathan and others on the LAMN case. Also included are versions of the Hajek-Le Cam asymptotic minimax and convolution theorems with some of their implications. We have not attempted to give complete coverage of the subject and have often stated theorems without indicating their proofs.

Reviews

"Le Cam can be justifiably considered as one of the founders of modern asymptotic theory of statistical inference... the readers will surely appreciate the accessibility of results in a fairly easily understandable setting... Any serious student of asymptotic theory of statistical inference should have Äthis bookÜ on his or her shelf."
(Mathtematical Reviews)

Table of contents (8 chapters)

  • Introduction

    Cam, Lucien (et al.)

    Pages 1-4

  • Experiments, Deficiencies, Distances

    Cam, Lucien (et al.)

    Pages 5-18

  • Contiguity – Hellinger Transforms

    Cam, Lucien (et al.)

    Pages 19-30

  • Limit Laws for Likelihood Ratios Obtained from Independent Observations

    Cam, Lucien (et al.)

    Pages 31-51

  • Locally Asymptotically Normal Families

    Cam, Lucien (et al.)

    Pages 52-98

Buy this book

eBook $69.99
price for USA (gross)
  • ISBN 978-1-4684-0377-0
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
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Bibliographic Information

Bibliographic Information
Book Title
Asymptotics in Statistics
Book Subtitle
Some Basic Concepts
Authors
Series Title
Springer Series in Statistics
Copyright
1990
Publisher
Springer-Verlag New York
Copyright Holder
Springer-Verlag New York Inc.
eBook ISBN
978-1-4684-0377-0
DOI
10.1007/978-1-4684-0377-0
Series ISSN
0172-7397
Edition Number
1
Number of Pages
VIII, 180
Topics