UID:
almahu_9947363366302882
Format:
VI, 330 p.
,
online resource.
ISBN:
9789401588775
Series Statement:
Mathematics and Its Applications ; 389
Content:
Let us assume that an observation Xi is a random variable (r.v.) with values in 1 1 (1R1 , 8 ) and distribution Pi (1R1 is the real line, and 8 is the cr-algebra of its Borel subsets). Let us also assume that the unknown distribution Pi belongs to a 1 certain parametric family {Pi() , () E e}. We call the triple £i = {1R1 , 8 , Pi(), () E e} a statistical experiment generated by the observation Xi. n We shall say that a statistical experiment £n = {lRn, 8 , P; ,() E e} is the product of the statistical experiments £i, i = 1, ... ,n if PO' = P () X ... X P () (IRn 1 n n is the n-dimensional Euclidean space, and 8 is the cr-algebra of its Borel subsets). In this manner the experiment £n is generated by n independent observations X = (X1, ... ,Xn). In this book we study the statistical experiments £n generated by observations of the form j = 1, ... ,n. (0.1) Xj = g(j, (}) + cj, c c In (0.1) g(j, (}) is a non-random function defined on e , where e is the closure in IRq of the open set e ~ IRq, and C j are independent r. v .-s with common distribution function (dJ.) P not depending on ().
Note:
1 Consistency -- 2 Approximation by a Normal Distribution -- 3 Asymptotic Expansions Related to the Least Squares Estimator -- 4 Geometric Properties of Asymptotic Expansions -- I Subsidiary Facts -- II List of Principal Notations -- Commentary -- 1 -- 2 -- 3 -- 4.
In:
Springer eBooks
Additional Edition:
Printed edition: ISBN 9789048147755
Language:
English
DOI:
10.1007/978-94-015-8877-5
URL:
http://dx.doi.org/10.1007/978-94-015-8877-5
