UID:
almafu_9960117308402883
Format:
1 online resource (xiii, 248 pages) :
,
digital, PDF file(s).
ISBN:
0-511-80437-7
Series Statement:
Cambridge tracts in mathematics ; 63
Content:
This Tract presents an elaboration of the notion of 'contiguity', which is a concept of 'nearness' of sequences of probability measures. It provides a powerful mathematical tool for establishing certain theoretical results with applications in statistics, particularly in large sample theory problems, where it simplifies derivations and points the way to important results. The potential of this concept has so far only been touched upon in the existing literature, and this book provides the first systematic discussion of it. Alternative characterizations of contiguity are first described and related to more familiar mathematical ideas of a similar nature. A number of general theorems are formulated and proved. These results, which provide the means of obtaining asymptotic expansions and distributions of likelihood functions, are essential to the applications which follow.
Note:
Title from publisher's bibliographic system (viewed on 05 Oct 2015).
,
On the concept of contiguity and related theorems -- Asymptotic expansions and asymptotic distribution of likelihood functions -- Approximation of a given family of probability measures by an exponential family, asymptotic sufficiency -- Some statistical applications, AUMP and AUMPU test for certain testing hypotheses problems -- Some statistical applications, asymptotic efficiency of estimates -- Multiparameter asymptotically optimal tests.
,
English
Additional Edition:
ISBN 0-521-09095-4
Additional Edition:
ISBN 0-521-08354-0
Language:
English
Subjects:
Economics
,
Mathematics
URL:
https://doi.org/10.1017/CBO9780511804373
