Foundations of Statistical Inference

Proceedings of the Shoresh Conference 2000

Häftad, Engelska, 2003

Av Yoel Haitovsky, Hans Rudolf Lerche, Ya'acov Ritov

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This volume is a compressed survey containing recent results on statistics of stochastic processes and on identification with incomplete observations. It comprises a collection of papers presented at the Shoresh Conference 2000 on the Foundation of Statistical Inference. The papers cover the following areas with high research activity:- Identification with Incomplete Observations, Data Mining,- Bayesian Methods and Modelling,- Testing, Goodness of Fit and Randomness,- Statistics of Stationary Processes.

Produktinformation

Utgivningsdatum2003-05-22
Mått155 x 235 x 14 mm
Vikt376 g
FormatHäftad
SpråkEngelska
SerieContributions to Statistics
Antal sidor230
FörlagSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN9783790800470

Tillhör följande kategorier

I. Identification with Incomplete Observations, Data Mining.- Bounding Entries in Multi-way Contingency Tables Given aSet of Marginal Totals.- Identification and Estimation with Incomplete Data.- Computational Information Retrieval.- Studying Treatment Response to Inform Treatment Choice.- II. Bayesian Methods and Modelling.- Some Interactive Decision Problems Emerging in Statistical Games.- Probabilistic Modelling: An Historical andPhilosophical Digression.- A Bayesian View on Sampling the 2 x 2 Table.- Bayesian Designs for Binomial Experiments.- On the Second Order Minimax Improvement of the Sample Mean in the Estimation of a Mean Value of the Exponential Dispersion Family.- Bayesian Analysis of Cell Migration ¡ªLinking Experimental Data and Theoretical Models.- III. Testing, Goodness of Fit and Randomness.- Sequential Bayes Detection of Trend Changes.- Box¡ªCox Transformation for Semiparametric Comparison of Two Samples.- Minimax Nonparametric Goodness-of-Fit Testing.- Testing Randomness on the Basis of theNumber of Different Patterns.- The 7r* Index as a New Alternative for Assessing Goodness of Fit of Logistic Regression.- IV. Statistics of Stationary Processes.- Consistent Estimation of Early and Frequent Change Points.- Asymptotic Behaviour of Estimators of the Parameters of Nearly Unstable INAR(1) Models.- Guessing the Output of a Stationary Binary Time Series.- Asymptotic Expansions for Long-MemoryStationary Gaussian Processes.- Contributors.