Mathematical Statistics Theory and Applications

Nachdruck 2020
ISBN: 978-3-11-231908-6
Verlag: De Gruyter
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, 871 Seiten

Reihe: Proceedings of the 1st World Congress of the Bernoulli Society

No detailed description available for "Mathematical Statistics Theory and Applications".

Zielgruppe

College/higher education;

Fachgebiete

• Mathematik | Informatik Mathematik Mathematik Allgemein

Inhaltsverzeichnis

Frontmatter -- CONTENTS -- ABSTRACT INFERENCE (semi-parametric models.)(Session 1) -- INVITED PAPERS -- EFFICIENT TESTING IN A CLASS OF TRANSFORMATION MODELS: AN OUTLINE -- ABSTRACT INFERENCE IN IMAGE PROCESSING -- BAYES IAN INFERENCE IN SEMIPARAMETRIC PROBLEMS -- SEMI-PARAMETRIC BAYES ESTIMATORS -- ON ESTIMATING IN MODELS WITH INFINITELY MANY PARAMETERS -- INFERENCE FOR STOCHASTIC PROCESSES (Session 2) -- INVITED PAPERS -- SEMMARTINGALE CONVERGENCE THEORY AND CONDITIONAL INFERENCE FOR STOCHASTIC PROCESSES -- THE FOUNDATIONS OF FINITE SAMPLE ESTIMATION IN STOCHASTIC PROCESSES - II -- CONTRIBUTED PAPERS -- SOME USES OF MAXIMUM-ENTROPY METHODS FOR ILL-POSED PROBLEMS IN SIGNAL AND CRISTALLOGRAPHY THEORIES -- On Asymptotic Efficiency of the Cox Estimator -- ASYMPTOTIC PROPERTIBS OP THE MAXIMUM LIKBLIHOOD ESTIMATOR, ITO-VENTZSL'S FORMULA FOR SEMIMARTINGALES AND ITS APPLICATION TO THE RECURSIVE ESTIMATION IN A GENERAL SCHEME OP STATISTICAL MODELS -- MAXIMUM ENTROPY SELECTION OF SOLUTIONS TO ILL-POSED MARTINGALE PROBLEMS -- ASYMPTOTIC INFERENCE FOR THE GALTON-WATSON PROCESS WITHOUT RESTRICTION TO THE SUPER-CRITICAL CASE -- CROSS-VALIDATION (Session 3) -- INVITED PAPERS -- ON RESAMPLING METHODS FOR CONFIDENCE LIMITS -- THE INTERPLAY BETWEEN CROSS-VALIDATION AND SMOOTHING METHODS -- BOOTSTRAP OF THE MEAN IN THE INFINITE VARIANCE CASE -- AUTOMATIC CURVE SMOOTHING -- NON-PARAMETRIC SMOOTHING OF THE BOOTSTRAP -- DATA ANALYSIS (projection pursuit, curve estimation.) (Session 4) -- INVITED PAPERS -- ON CONSTRUCTING A GENERAL THEORY OP AUTOMATIC CLASSIFICATION -- DATA ANALYSIS: GEOMETRIC AND ALGEBRAIC STRUCTURES -- CONTRIBUTED PAPERS -- GENERALIZED CANONICAL ANALYSIS -- DETECTING OUTLIERS AND CLUSTERS IN MULTIVARIATE DATA BASED ON PROJECTION PURSUIT -- THE INVERSE PROBLEM OP THE PRINCIPAL COMPONENT ANALYSIS -- DESIGN OF EXPERIMENTS (nearest neighbour designs.) (Session 5) -- INVITED PAPERS -- NUMERICAL METHODS OF OPTIMAL DESIGN CONSTRUCTION -- ORDERING EXPERIMENTAL DESIGNS -- OBSERVATION AND EXPERIMENTAL DESIGN FOR AUTOCORRELATED PROCESSES -- CONTRIBUTED PAPERS -- THE DESIGN OF EXPERIMENTS FOR MODEL SELECTION -- THE DESIGN AND ANALYSIS OF FIELD TRIALS IN THE PRESENCE OF FERTILITY EFFECTS -- ON THE EXISTENCE OF MULTIFACTOR DESIGNS WITH GIVEN MARGINAIS -- LOCAL ASYMPTOTIC NORMALITY IN GAUSSIAN MODEL OF VARIANCE COMPONENTS -- ASYMPTOTIC METHODS IN STATISTICS (second order asymptotics, saddle points methods e etc.)(Session 6) -- INVITED PAPERS -- DIFFERENTIAL GEOMETRICAL METHOD IN ASYMPTOTICS OF STATISTICAL INFERENCE -- LIKELIHOOD, ANCILLARITY AND STRINGS -- ON ASYMPTOTICALLY COMPLETE CLASSES OF TESTS -- TAIL PROBABILITY APPROXIMATIONS -- ON SECOND ORDER ADMISSIBILITY IN SIMULTANEOUS ESTIMATION -- Bounds for the asymptotic efficiency of estimators based on functional contractions; applications to the problem of estimation in the presence of random nuisance parameters -- CONTRIBUTED PAPERS -- ON CHI-SQUARED GOODNESS-OF-FIT TESTS FOR LOCATION-SCALE MODELS -- SOME PROBLEMS IN STATISTICS -- ADAPTIVE PROCEDURES FOR DETECTION OF CHANGE -- ON LOCAL AND NON-LOCAL MEASURES OF EFFICIENCY -- MAXIMAL DEVIATIONS OP GAUSSIAN PROCESSES AND EMPIRICAL DENSITY FUNCTIONS -- CHI-SQUARED TEST STATISTICS BASED ON SUBSAMPLES -- ON HODGES-LEHMANN INDICES OP NONPARAMETRIC TESTS -- DIFFERENTIAL GEOMETRY AND STATISTICAL INFERENCE -- LARGE SAMPLE PROPERTIES FOR GENERALIZATIONS OF THE TRIMMED MEAN -- MULTIVARIATE ANALYSIS (large number of parameters.) (Session 7) -- INVITED PAPERS -- DISCRIMINANT ANALYSIS FOR SPECIAL PARAMETER STRUCTURES -- ASYMPTOTICS OF INCREASING DIMENSIONALITY IN CLASSIFICATION -- EXTENSIONS AND ASYMPTOTIC STUDIES OF MULTIVARIATE ANALYSES -- ESTIMATION OF SYMMETRIC FUNCTIONS OF PARAMETERS AND ESTIMATION OF ('VARIANCE MATRIX -- CONTRIBUTED PAPERS -- INTRODUCTION IN GENERAL STATISTICAL ANALYSIS -- ESTIMATION AND TESTING OP HYPOTHESES IN MULTIVARIATE GENERAL GAUSS-MARKOFF MODEL -- SYMMETRY GROUPS AND INVARIANT STATISTICAL TESTS FOR FAMIL