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Contributed in honour of Lucien Le Cam on the occasion of his 70th
birthday, the papers reflect the immense influence that his work
has had on modern statistics. They include discussions of his
seminal ideas, historical perspectives, and contributions to
current research - spanning two centuries with a new translation of
a paper of Daniel Bernoulli. The volume begins with a paper by
Aalen, which describes Le Cams role in the founding of the
martingale analysis of point processes, and ends with one by Yu,
exploring the position of just one of Le Cams ideas in modern
semiparametric theory. The other 27 papers touch on areas such as
local asymptotic normality, contiguity, efficiency, admissibility,
minimaxity, empirical process theory, and biological medical, and
meteorological applications - where Le Cams insights have laid the
foundations for new theories.
Contributed in honour of Lucien Le Cam on the occasion of his 70th
birthday, the papers reflect the immense influence that his work
has had on modern statistics. They include discussions of his
seminal ideas, historical perspectives, and contributions to
current research - spanning two centuries with a new translation of
a paper of Daniel Bernoulli. The volume begins with a paper by
Aalen, which describes Le Cams role in the founding of the
martingale analysis of point processes, and ends with one by Yu,
exploring the position of just one of Le Cams ideas in modern
semiparametric theory. The other 27 papers touch on areas such as
local asymptotic normality, contiguity, efficiency, admissibility,
minimaxity, empirical process theory, and biological medical, and
meteorological applications - where Le Cams insights have laid the
foundations for new theories.
There are a number of important questions associated with
statistical experiments: when does one given experiment yield more
information than another; how can we measure the difference in
information; how fast does information accumulate by repeating the
experiment? The means of answering such questions has emerged from
the work of Wald, Blackwell, LeCam and others and is based on the
ideas of risk and deficiency. The present work which is devoted to
the various methods of comparing statistical experiments, is
essentially self-contained, requiring only some background in
measure theory and functional analysis. Chapters introducing
statistical experiments and the necessary convex analysis begin the
book and are followed by others on game theory, decision theory and
vector lattices. The notion of deficiency, which measures the
difference in information between two experiments, is then
introduced. The relation between it and other concepts, such as
sufficiency, randomisation, distance, ordering, equivalence,
completeness and convergence are explored. This is a comprehensive
treatment of the subject and will be an essential reference for
mathematical statisticians.
There are a number of important questions associated with
statistical experiments: when does one given experiment yield more
information than another; how can we measure the difference in
information; how fast does information accumulate by repeating the
experiment? The means of answering such questions has emerged from
the work of Wald, Blackwell, LeCam and others and is based on the
ideas of risk and deficiency. The present work which is devoted to
the various methods of comparing statistical experiments, is
essentially self-contained, requiring only some background in
measure theory and functional analysis. Chapters introducing
statistical experiments and the necessary convex analysis begin the
book and are followed by others on game theory, decision theory and
vector lattices. The notion of deficiency, which measures the
difference in information between two experiments, is then
introduced. The relation between it and other concepts, such as
sufficiency, randomisation, distance, ordering, equivalence,
completeness and convergence are explored. This is a comprehensive
treatment of the subject and will be an essential reference for
mathematical statisticians.
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