Publications Meetings The Profession Membership Programs Math Samplings Policy & Advocacy In the News About the AMS
|
   
Available in electronic format
Available in print format
Bulletin of the American Mathematical Society
Bulletin of the American Mathematical Society
ISSN 1088-9485(e) ISSN 0273-0979(p)

     

Book Review

The AMS does not provide abstracts of book reviews. You may download the entire review from the links below.

Retrieve article in: PDF

Book Information

Author(s): I. A. Ibragimov and R. Z. Has′minskii
Title: Statistical estimation, asymptotic theory
Additional book information: Applications of Mathematics, vol. 16, Springer-Verlag, New York, 1981, vii + 403 pp., $42.00. ISBN 0-3879-0523-5

Author(s): J. Pfanzagl
Title: Contributions to a general asymptotic statistical theory
Additional book information: (with the assistance of W. Wefelmeyer), Lecture Notes in Statistics, vol. 13, Springer-Verlag, New York, 1982, vii + 315 pp., $16.80. ISBN 0-3879-0776-9


References:

M. Akahira and K. Takeuchi (1981), Asymptotic efficiency of statistical estimators: Concepts and higher order asymptotic efficiency, Lecture Notes in Statistics, vol. 7, Springer-Verlag, Berlin and New York. MR 617375

P. Assouad (1983), Deux remarques sur l'estimation, C. R. Acad. Sci. Paris, 296, 1021-1024. MR 777600

I. Basawa and B. L. S. Prakasa Rao (1980), Statistical inference for stochastic processes, Academic Press, New York. MR 586053

I. Basawa and D. J. Scott (1983), Asymptotic optimal inference for non-ergodic models, Lecture Notes in Statistics, vol. 17, Springer-Verlag, Berlin and New York. MR 688650

R. Beran (1974), Asymptotically efficient adaptive rank estimates in location models, Ann. Statist. 2, 63-74. MR 345295

P. Bickel (1982), On adaptive estimation, Ann. Statist. 10, 647-671. MR 663424

L. Birgé (1983), On estimating a density using Bellinger distance and some other strange facts, MSRI Report 045-83.

G. Bouligand (1932), Introduction à la géométrie infinitésimale directe, Gauthier-Villars, Paris.

H. Chernoff (1954), On the distribution of the likelihood ratio, Ann. Math. Statist. 25, 573-578. MR 65087

V. Fabian and J. Hannan (1982), On estimation and adaptive estimation for locally asymptotically normal families, Z. Wahrsch. Verw. Gebiete 59, 459-478. MR 656510

R. A. Fisher (1922), On the mathematical foundations of theoretical statistics, Philos. Trans. Roy. Soc. London Ser. A. 222, 309-368.

R. A. Fisher (1925), Theory of statistical estimation, Proc. Cambridge Philos. Soc. 22, 700-725.

D. A. Freedman (1963), On the asymptotic behavior of Bayes estimates in the discrete case, Ann. Math. Statist. 34, 1386-1403. MR 158483

U. Grenander (1981), Abstract inference, Wiley, New York. MR 599175

J. Hájek (1972), Local asymptotic minimax and admissibility in estimation, Proc. Sixth Berkeley Sympos. Math. Statist, and Probab. Vol. 1, pp. 175-194. MR 400513

J. Hájek and Z. Šidák (1967), Theory of rank tests, Academia, Praha. MR 229351

P. Hall and C. C. Heyde (1980), Martingale limit theory and its application, Academic Press, New York. MR 624435

P. Jeganathan (1980), Asymptotic theory of estimation when the limit of the loglikelihood ratios is mixed normal, Thesis, Indian Statist. Inst. Calcutta.

Yu. A. Koshevnik and B. Ya. Levit (1976), On a non-parametric analogue of the information matrix, Theory Probab. Appl. 21, 738-753.

P. Laplace (1809-1810), Approximation des formules qui sont fonctions de très grands nombres et leur application aux probabilities, Mémoires de l'Académie des Sciences, vol. 10.

L. Le Cam (1960), Locally asymptotically normal families of distributions, Univ. California Publ. Statist., vol. 3, pp. 37-98. MR 126903

E. L. Lehmann (1975), Nonparametrics. Statistical methods based on ranks, Holden-Day, San Francisco, Calif. MR 395032

P. W. Millar (1979), Asymptotic minimax theorems for the sample distribution function, Z. Wahrsch. Verw. Gebiete 48, 233-252. MR 537670

P. W. Millar (1983), Nonparametric applications of an infinite dimensional convolution theorem, Preprint, Dept. Statist., Berkeley. MR 772198

W. Moussatat (1976), On the asymptotic theory of statistical experiments and some of its applications, Thesis, Univ. of California, Berkeley.

J. Pfanzagl (1980), Asymptotic expansions in parametric statistical theory, Developments in Statistics (P. R. Krishnaiah, ed.), Academic Press, New York, pp. 1-97. MR 597897

R. Serfling (1982), Approximation theorems of mathematical statistics, Wiley, New York. MR 595165

S. Saks (1937), Theory of the integral, 2nd ed., Hafner, New York.

C. Stein (1956), Efficient nonparametric testing and estimation, Proc. Third Berkeley Sympos. Math. Statist, and Probab., Vol. 1, pp. 187-195. MR 84921

A. Wald (1943), Tests of statistical hypotheses concerning several parameters when the number of observations is large, Trans. Amer. Math. Soc. 54, 426-482. MR 12401


Additional Information:

Reviewer(s):
Lucien Le Cam

Review Information:
Journal: Bull. Amer. Math. Soc. 11 (1984), 392-400.
DOI: 10.1090/S0273-0979-1984-15326-6
PII: S 0273-0979(1984)15326-6




AMS and Social Media LinkedIn Facebook Podcasts Twitter YouTube RSS Feeds Blogs Wikipedia