On Some Asymptotic Properties of Maximum Likelihood Estimates and Related Bayes' Estimates

On Some Asymptotic Properties of Maximum Likelihood Estimates and Related Bayes' Estimates PDF Author: Lucien M. Le Cam
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 280

Get Book Here

Book Description


On Some Asymptotic Properties of Maximum Likelihood Estimates and Related Bayes' Estimates

On Some Asymptotic Properties of Maximum Likelihood Estimates and Related Bayes' Estimates PDF Author: Lucien Marie Le Cam
Publisher:
ISBN:
Category : Asymptotic expansions
Languages : en
Pages : 64

Get Book Here

Book Description


Breakthroughs in Statistics

Breakthroughs in Statistics PDF Author: Samuel Kotz
Publisher: Springer Science & Business Media
ISBN: 1461206677
Category : Mathematics
Languages : en
Pages : 576

Get Book Here

Book Description
Volume III includes more selections of articles that have initiated fundamental changes in statistical methodology. It contains articles published before 1980 that were overlooked in the previous two volumes plus articles from the 1980's - all of them chosen after consulting many of today's leading statisticians.

PROCEEDINGS OF THE SIXTH BERKELEY SYMPOSIUM ON MATHEMATICAL STATISTICS AND.

PROCEEDINGS OF THE SIXTH BERKELEY SYMPOSIUM ON MATHEMATICAL STATISTICS AND. PDF Author:
Publisher: Univ of California Press
ISBN: 0520367146
Category :
Languages : en
Pages : 774

Get Book Here

Book Description


Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability, Volume I

Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability, Volume I PDF Author: Lucien M. Le Cam
Publisher: Univ of California Press
ISBN: 0520325885
Category : Mathematics
Languages : en
Pages : 773

Get Book Here

Book Description
This title is part of UC Press's Voices Revived program, which commemorates University of California Press’s mission to seek out and cultivate the brightest minds and give them voice, reach, and impact. Drawing on a backlist dating to 1893, Voices Revived makes high-quality, peer-reviewed scholarship accessible once again using print-on-demand technology. This title was originally published in 1972.

Mathematical Statistics for Economics and Business

Mathematical Statistics for Economics and Business PDF Author: Ron C. Mittelhammer
Publisher: Springer Science & Business Media
ISBN: 1461239885
Category : Mathematics
Languages : en
Pages : 734

Get Book Here

Book Description
A comprehensive introduction to the principles underlying statistical analyses in the fields of economics, business, and econometrics. The selection of topics is specifically designed to provide students with a substantial conceptual foundation, from which to achieve a thorough and mature understanding of statistical applications within the fields. After introducing the concepts of probability, random variables, and probability density functions, the author develops the key concepts of mathematical statistics, notably: expectation, sampling, asymptotics, and the main families of distributions. The latter half of the book is then devoted to the theories of estimation and hypothesis testing with associated examples and problems that indicate their wide applicability in economics and business. Includes hundreds of exercises and problems.

Robust Cluster Analysis and Variable Selection

Robust Cluster Analysis and Variable Selection PDF Author: Gunter Ritter
Publisher: CRC Press
ISBN: 1439857970
Category : Computers
Languages : en
Pages : 389

Get Book Here

Book Description
Clustering remains a vibrant area of research in statistics. Although there are many books on this topic, there are relatively few that are well founded in the theoretical aspects. This book presents an overview of the theory and applications of probabilistic clustering and variable selection, synthesizing the key research results of the last 50 years. It includes all the important theoretical details, and covers the probabilistic models and inference, robustness issues, optimization algorithms, validation techniques and variable selection methods. The book illustrates the different methods with simulated data and applies them to real-world data sets that can be easily downloaded from the web.

A First Course on Parametric Inference

A First Course on Parametric Inference PDF Author: Balvant Keshav Kale
Publisher: Alpha Science Int'l Ltd.
ISBN: 9781842652190
Category : Business & Economics
Languages : en
Pages : 312

Get Book Here

Book Description
"After a brief historical perspective, A First Course on Parametric Inference, discusses the basic concept of sufficient statistic and the classical approach based on minimum variance unbiased estimator. There is a separate chapter on simultaneous estimation of several parameters. Large sample theory of estimation, based on consistent asymptotically normal estimators obtained by method of moments, percentile and the method of maximum likelihood is also introduced. The tests of hypotheses for finite samples with classical Neyman-Pearson theory is developed pointing out its connection with Bayesian approach. The hypotheses testing and confidence interval techniques are developed leading to likelihood ratio tests, score tests and tests based on maximum likelihood estimators."--BOOK JACKET.

Festschrift for Lucien Le Cam

Festschrift for Lucien Le Cam PDF Author: David Pollard
Publisher: Springer Science & Business Media
ISBN: 1461218802
Category : Mathematics
Languages : en
Pages : 456

Get Book Here

Book Description
Contributed in honour of Lucien Le Cam on the occasion of his 70th birthday, the papers reflect the immense influence that his work has had on modern statistics. They include discussions of his seminal ideas, historical perspectives, and contributions to current research - spanning two centuries with a new translation of a paper of Daniel Bernoulli. The volume begins with a paper by Aalen, which describes Le Cams role in the founding of the martingale analysis of point processes, and ends with one by Yu, exploring the position of just one of Le Cams ideas in modern semiparametric theory. The other 27 papers touch on areas such as local asymptotic normality, contiguity, efficiency, admissibility, minimaxity, empirical process theory, and biological medical, and meteorological applications - where Le Cams insights have laid the foundations for new theories.

Statistical Decision Theory and Related Topics V

Statistical Decision Theory and Related Topics V PDF Author: Shanti S. Gupta
Publisher: Springer Science & Business Media
ISBN: 146122618X
Category : Business & Economics
Languages : en
Pages : 535

Get Book Here

Book Description
The Fifth Purdue International Symposium on Statistical Decision The was held at Purdue University during the period of ory and Related Topics June 14-19,1992. The symposium brought together many prominent leaders and younger researchers in statistical decision theory and related areas. The format of the Fifth Symposium was different from the previous symposia in that in addition to the 54 invited papers, there were 81 papers presented in contributed paper sessions. Of the 54 invited papers presented at the sym posium, 42 are collected in this volume. The papers are grouped into a total of six parts: Part 1 - Retrospective on Wald's Decision Theory and Sequential Analysis; Part 2 - Asymptotics and Nonparametrics; Part 3 - Bayesian Analysis; Part 4 - Decision Theory and Selection Procedures; Part 5 - Probability and Probabilistic Structures; and Part 6 - Sequential, Adaptive, and Filtering Problems. While many of the papers in the volume give the latest theoretical developments in these areas, a large number are either applied or creative review papers.