Asymptotics in Statistics

1. Front Matter

   Pages i-xiii

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2. Introduction

   • Lucien Le Cam, Grace Lo Yang

   Pages 1-5

3. Experiments, Deficiencies, Distances

   • Lucien Le Cam, Grace Lo Yang

   Pages 6-33

4. Contiguity — Hellinger Transforms

   • Lucien Le Cam, Grace Lo Yang

   Pages 34-49

5. Gaussian Shift and Poisson Experiments

   • Lucien Le Cam, Grace Lo Yang

   Pages 50-76

6. Limit Laws for Likelihood Ratios

   • Lucien Le Cam, Grace Yang

   Pages 77-116

7. Local Asymptotic Normality

   • Lucien Le Cam, Grace Lo Yang

   Pages 117-174

8. Independent, Identically Distributed Observations

   • Lucien Le Cam, Grace Lo Yang

   Pages 175-239

9. On Bayes Procedures

   • Lucien Le Cam, Grace Lo Yang

   Pages 240-262

10. Back Matter

    Pages 263-287

    PDF

by Sara van de Geer. Also, we did not include material due to David Donoho, lain Johnstone, and their school. We found our­ selves unprepared to write a distillate of the material. We did touch briefly on "nonparametrics," but not on "semiparamet­ rics." This is because we feel that the semiparametric situation has not yet been properly structured. We hope that the reader will find this book interesting and challenging, in spite of its shortcomings. The material was typed in LaTeX form by the authors them­ selves, borrowing liberally from the 1990 script by Chris Bush. It was reviewed anonymously by distinguished colleagues. We thank them for their kind encouragement. Very special thanks are due to Professor David Pollard who took time out of a busy schedule to give us a long list of suggestions. We did not follow them all, but we at least made attempts. We wish also to thank the staff of Springer-Verlag for their help, in particular editor John Kimmel, who tried to make us work with all deliberate speed. Thanks are due to Paul Smith, Te-Ching Chen and Ju-Yi-Yen, who helped with the last-minute editorial corrections.

• Asymptotic Statistics
• Asymptotic Theory
• Likelihood
• Statistical Inference
• Variance
• linear optimization
• mathematical statistics

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."

• Department of Statistics, University of California Berkeley, Berkeley, USA

  Lucien Cam

• Department of Mathematics, University of Maryland, College Park, USA

  Grace Lo Yang

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