Asymptotics In Statistics

Asymptotics In Statistics
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DOI:
10.1007/978-1-4684-0377-0
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发表时间:
1990
期刊:
--
影响因子:
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通讯作者:
L. Cam;Grace L. Yang
L. Cam;Grace L. Yang
中科院分区:
其他
文献类型:
--
作者:
L. Cam;Grace L. Yang

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本卷是一个工作的第二版,提出了一个连贯的介绍渐近统计的主题,因为它在过去50年的发展。第二版与第一版的不同之处在于它变得更“便于读者阅读”。由于高斯和泊松实验在该领域,特别是在非参数和半参数领域的作用越来越大,它还增加了一个新的章节,第4章。随后的大部分章节都被完全重写,第7章的非参数被放大。大部分材料在伯克利大学二年级研究生课程中已经教授了30年。它代表了包括最大似然在内的传统材料与Wald的统计决策函数理论以及实验的比较和距离之间的联系。本卷不打算取代专著的专门科目,但它将有助于把他们在一个连贯的观点。吕西安·勒卡姆是加州大学伯克利分校统计与数学荣誉教授。他是统计决策理论中的渐近性和渐近方法的许多论文的作者,b施普林格Verlag(1986)。他与J. Neyman和E. Scott共同编辑了伯克利数理统计与概率研讨会。Grace Lo Yang,马里兰大学帕克分校数学系教授。她长期担任马里兰州盖瑟斯堡国家标准与技术研究所的教职人员。她的研究活动包括物理科学中的随机建模和不完整数据理论。
This volume is the second edition of a work that presents a coherent introduction to the subject of asymptotic statistics as it has developed in the past 50 years. The second edition differs from the first in that it has been made more'reader friendly'. It also includes a new chapter, Chapter 4, on Gaussian and Poisson experiments because of their growing role in the field, especially in nonparametrics and semi-parametrics. Most of the subsequent chapters have been entirely rewritten and the nonparametrics of Chapter 7 have been ampliefied. Much of the material has been taught in a second year graduate course at Berkeley for 30 years. It represents a link between traditional material including maximum likelihood, and Wald's Theory of Statistical Decision Functions together with comparison and distances for experiments. This volume is not intended to replace monographs on specialized subjects, but it will help to place them in a coherent perspective. Lucien Le Cam is Professor of Statistics and Mathematics (Emeritus) at the University of California, Berkeley. He is the author of numerous papers on asymptotics and Asymptotic Methods in Statistical Decision Theory, Springer Verlag (1986). He was co-editor, with J. Neyman and E. Scott of the Berkeley Symposia on Mathematical Statistics and Probability. Grace Lo Yang is Professor, Department of Mathematics, University of Maryland, College Park. She is a long time holder of a Faculty Appointment at the National Institute of Standards and Technology, Gaithersburg, MD. Her research activities include stochastic modeling in physical sciences and theory of incomplete data.