Gespeichert in:
| Titel: | Statistical experiments and decisions asymptotic theory |
|---|---|
| Von: |
A. N. Shriyaev ; V. G. Spokoiny
|
| Person: |
Širjaev, Alʹbert N.
1934- Verfasser aut Spokojnyj, Vladimir G. 1959- |
| Hauptverfassende: | , |
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Singapore [u.a.]
World Scientific
2000
|
| Schriftenreihe: | Advanced series on statistical science & applied probability
8 |
| Notation: | SK 830 SK 840 |
| Schlagwörter: | |
| Medienzugang: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009144751&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Umfang: | XVI, 281 S. |
| ISBN: | 9810241011 |
Internformat
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Datensatz im Suchindex
| DE-BY-UBR_call_number | 80/SK 830 S558 E9 |
|---|---|
| DE-BY-UBR_katkey | 3078581 |
| DE-BY-UBR_location | UB Lesesaal Mathematik |
| DE-BY-UBR_media_number | 069030305944 |
| _version_ | 1835107770860306433 |
| adam_text | ADVANCED SERIES ON STATISTICAL SCIENCE & APPLIED PROBABILITY VOL.8
STATISTICAL EXPERIMENTS AND DECISIONS ASYMPTOTIC THEORY A N SHIRYAEV
STEKLOV INSTITUTE, RUSSIA V G SPOKOINY WEIERSTRASS INSTITUTE, GERMANY
WORLD SCIENTIFIC SINGAPORE * NEW JERSEY * LONDON * HONG KONG CONTENTS
PREFACE IX CHAPTER 1 STATISTICAL EXPERIMENTS AND THEIR COMPARISON 1 1.1
STATISTICAL EXPERIMENT 1 1.2 RANDOMIZATION OF STATISTICAL EXPERIMENT. I
10 1.3 EXAMPLES OF COMPARISON OF EXPERIMENTS 13 1.4 THE MAIN COMPONENTS
OF THE GENERAL DECISION THEORY 16 1.5 RANDOMIZATION OF STATISTICAL
EXPERIMENTS. II. GENERAL CASE 22 1.6 COMPARISON OF EXPERIMENTS VIA
DECISION PROBLEMS 25 1.7 DEFICIENCY 6( ,*) AND A-DISTANCE A( ,*) 28
1.8 ON CALCULATION OF DEFICIENCY S(,*) AND A-DISTANCE 38 1.9 SOME
EXPLICIT FORMULAS FOR DEFICIENCY AND A-DISTANCE 41 1.10 A PARTICULAR
CASE OF COMPARISON OF EXPERIMENTS 48 1.11 THE HELLINGER AND MELLIN
TRANSFORMATIONS 49 1.12 ABSOLUTELY CONTINUOUS AND CONTIGUOUS PROBABILITY
MEASURES 57 CHAPTER 2 CONVERGENCE OF STATISTICAL EXPERIMENTS 61 2.1
STRONG (A-) CONVERGENCE *. 61 2.2 WEAK (W*) CONVERGENCE 68 2.3 REASONS
FOR INTRODUCING THE A-CONVERGENCE 72 2.4 A-CONVERGENCE (DEFINITION,
EXAMPLES) 76 2.5 A-CONVERGENCE AND ACCOMPANYING EXPERIMENTS 83 2.6
UNIFORM VERSIONS OF A-CONVERGENCE 88 2.7 A(/C)-CONVERGENCE AND
ASYMPTOTIC MINIMAX THEOREMS 92 2.8 COMPARISON OF VARIOUS KINDS OF
CONVERGENCE . . . 102 2.9 CONVERGENCE OF STATISTICAL DECISIONS AND
ESTIMATORS 107 2.10 PROOF OF LEMMA ABOUT RECONSTRUCTION ILL 2.11
EXPANSIONS FOR LIKELIHOOD 116 2.12 EXTENDED A-CONVERGENCE 121 2.13
CONTIGUITY OF STATISTICAL EXPERIMENTS. I 125 VIII CONTENTS 2.14
CONTIGUITY OF STATISTICAL EXPERIMENTS. II 128 CHAPTER 3 (7, F)-MODELS.
CONVERGENCE TO (7, F)-MODELS 135 3.1 DEFINITION OF (7, F)-MODELS.
EXAMPLES 135 3.2 GENERALIZED BAYES APPROACH FOR (7, F)-MODELS 144 3.3
LOWER BOUND OF MINIMAX RISK FOR (7, F)-MODELS 156 3.4 STRUCTURE OF
REGULAR ESTIMATORS FOR SOME (7, F)-MODELS 162 3.5 A-CONVERGENCE OF
STATISTICAL EXPERIMENTS TO (7, F)-MODELS 164 3.6 APPROXIMATION BY (7, F;
Y?)-MODELS. I 166 3.7 APPROXIMATION BY (7, F; II 173 CHAPTER 4 LOCAL
CONVERGENCE OF STATISTICAL EXPERIMENTS AND GLOBAL ESTIMATION 179 4.1
LOCAL A-CONVERGENCE. MAIN DEFINITIONS 179 4.2 ASYMPTOTIC MINIMAX
THEOREMS UNDER LOCAL A-CONVERGENCE 182 4.3 GLOBAL ESTIMATION.
PRELIMINARY CONSIDERATIONS 188 4.4 CONNECTEDNESS EQUATION FOR LOCAL
A-CONVERGENCE 193 4.5 ASYMPTOTIC EFFICIENCY OF GLOBAL ESTIMATORS 204 4.6
CONNECTEDNESS EQUATION FOR TRANSITIVE EXPERIMENTS 211 4.7 GLOBAL
ESTIMATION FOR TRANSITIVE LIMIT EXPERIMENTS 218 CHAPTER 5 STATISTICAL
INFERENCE FOR AUTOREGRESSIVE MODELS OF THE FIRST ORDER 223 5.1 PARAMETER
ESTIMATION 223 5.2 CONVERGENCE OF STATISTICAL EXPERIMENTS 237 5.2.1
GAUSSIAN ERRORS 237 5.2.2 NON-GAUSSIAN ERRORS: STABLE AUTOREGRESSION 243
5.2.3 NON-GAUSSIAN ERRORS: EXPLOSIVE AUTOREGRESSION 244 5.3 ASYMPTOTIC
EFFICIENT MINIMAX ESTIMATION 246 5.3.1 GAUSSIAN CASE. LOWER BOUNDS 247
5.3.2 GAUSSIAN CASE. UPPER BOUNDS 248 5.3.3 NON-GAUSSIAN CASE 249 5.4
SEQUENTIAL ESTIMATION 254 BIBLIOGRAPHY 269 INDEX 277 LIST OF SYMBOLS 279
LIST OF CONDITIONS 283
|
| any_adam_object | 1 |
| author | Širjaev, Alʹbert N. 1934- Spokojnyj, Vladimir G. 1959- |
| author_GND | (DE-588)12203502X (DE-588)114007985 |
| author_facet | Širjaev, Alʹbert N. 1934- Spokojnyj, Vladimir G. 1959- |
| author_role | aut aut |
| author_sort | Širjaev, Alʹbert N. 1934- |
| author_variant | a n š an anš v g s vg vgs |
| building | Verbundindex |
| bvnumber | BV013403131 |
| callnumber-first | Q - Science |
| callnumber-label | QA276 |
| callnumber-raw | QA276 |
| callnumber-search | QA276 |
| callnumber-sort | QA 3276 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | SK 830 SK 840 |
| ctrlnum | (OCoLC)247538924 (DE-599)BVBBV013403131 |
| dewey-full | 519.5 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5 |
| dewey-search | 519.5 |
| dewey-sort | 3519.5 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
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| genre | 1\p (DE-588)4113937-9 Hochschulschrift gnd-content |
| genre_facet | Hochschulschrift |
| id | DE-604.BV013403131 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T10:46:41Z |
| institution | BVB |
| isbn | 9810241011 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009144751 |
| oclc_num | 247538924 |
| open_access_boolean | |
| owner | DE-739 DE-355 DE-BY-UBR DE-11 DE-83 |
| owner_facet | DE-739 DE-355 DE-BY-UBR DE-11 DE-83 |
| physical | XVI, 281 S. |
| publishDate | 2000 |
| publishDateSearch | 2000 |
| publishDateSort | 2000 |
| publisher | World Scientific |
| record_format | marc |
| series | Advanced series on statistical science & applied probability |
| series2 | Advanced series on statistical science & applied probability |
| spellingShingle | Širjaev, Alʹbert N. 1934- Spokojnyj, Vladimir G. 1959- Statistical experiments and decisions asymptotic theory Advanced series on statistical science & applied probability Experimentelle Versuchsforschung (DE-588)4488711-5 gnd Asymptotische Entwicklung (DE-588)4112609-9 gnd Statistik (DE-588)4056995-0 gnd |
| subject_GND | (DE-588)4488711-5 (DE-588)4112609-9 (DE-588)4056995-0 (DE-588)4113937-9 |
| title | Statistical experiments and decisions asymptotic theory |
| title_auth | Statistical experiments and decisions asymptotic theory |
| title_exact_search | Statistical experiments and decisions asymptotic theory |
| title_full | Statistical experiments and decisions asymptotic theory A. N. Shriyaev ; V. G. Spokoiny |
| title_fullStr | Statistical experiments and decisions asymptotic theory A. N. Shriyaev ; V. G. Spokoiny |
| title_full_unstemmed | Statistical experiments and decisions asymptotic theory A. N. Shriyaev ; V. G. Spokoiny |
| title_short | Statistical experiments and decisions |
| title_sort | statistical experiments and decisions asymptotic theory |
| title_sub | asymptotic theory |
| topic | Experimentelle Versuchsforschung (DE-588)4488711-5 gnd Asymptotische Entwicklung (DE-588)4112609-9 gnd Statistik (DE-588)4056995-0 gnd |
| topic_facet | Experimentelle Versuchsforschung Asymptotische Entwicklung Statistik Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009144751&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV011932321 |
| work_keys_str_mv | AT sirjaevalʹbertn statisticalexperimentsanddecisionsasymptotictheory AT spokojnyjvladimirg statisticalexperimentsanddecisionsasymptotictheory |
Inhaltsverzeichnis
UB Lesesaal Mathematik
Signatur notieren und vor Ort nutzen oder für zwei Wochen ausleihen| Signatur: | 80 SK 830 S558 E9 |
|---|---|
| Exemplar 1 | entleihbar Vorhanden |