Laboratory of Structural Methods of Data Analysis in Predictive
Modeling Moscow Institute of Physics and Technology
ENG
Логин:
Пароль:
Basics of Modern Parametric Statistics
The classical theory of parametric estimation, since the seminal works by Fisher, Wald and Le Cam, among many others, has now reached maturity and an elegant form. It can be considered as more or less complete, at least for the so-called "regular case". The question of the optimality and enciency of the classical methods has been rigorously
studied and typical results state the asymptotic normality and enciency of the maximum likelihood and/or Bayes estimates; see an excellent monograph for a comprehensive study.

Авторы: Spokoiny Vladimir

Дата: 13 ноября 2014

Статус: опубликована

Google scholar:

Дополнительные материалы