ON THE ASYMPTOTIC THEORY OF ESTIMATION AND TESTING HYPOTHESES

Kapitel in diesem Buch

1. Frontmatter I
2. CONTENTS OF PROCEEDINGS, VOLUMES II-V V
3. ACKNOWLEDGMENT VI
4. PREFACE VII
5. CONTENTS IX
6. ESTIMATION BY LEAST SQUARES AND BY MAXIMUM LIKELIHOOD 1
7. ON A USE OF THE MANN-WHITNEY STATISTIC 13
8. THE ESTIMATION OF THE LOCATION OF A DISCONTINUITY IN DENSITY 19
9. ON STOCHASTIC APPROXIMATION 39
10. COMPLETE CLASS THEOREMS IN EXPERIMENTAL DESIGN 57
11. SELECTION OF NONREPEATABLE OBSERVATIONS FOR ESTIMATION 69
12. SOME PROBLEMS IN ESTIMATING THE SPECTRUM OF A TIME SERIES 77
13. TWO APPROXIMATIONS TO THE ROBBINS-MONRO PROCESS 95
14. THE ROLE OF ASSUMPTIONS IN STATISTICAL DECISIONS 105
15. DECISION THEORY FOR PÓLYA TYPE DISTRIBUTIONS. CASE OF TWO ACTIONS, I 115
16. ON THE ASYMPTOTIC THEORY OF ESTIMATION AND TESTING HYPOTHESES 129
17. AN EMPIRICAL BAYES APPROACH TO STATISTICS 157
18. SOME REGRESSION PROBLEMS IN TIME SERIES ANALYSIS 165
19. EFFICIENT NONPARAMETRIC TESTING AND ESTIMATION 187
20. INADMISSIBILITY OF THE USUAL ESTIMATOR FOR THE MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION 197
21. THE COMPUTATION OF THE X-DISTRIBUTION 207