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Borovkov, A. A.

Mathematical statistics. Transl. from the Russian by A. Moullagaliev. (English) Zbl 0913.62002

Amsterdam: Gordon & Breach. xxi, 570 pp. (1998).
See the review of the Russian original in Zbl 0913.62001.

Cited in 3 Reviews
Cited in 76 Documents

MSC:

62-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
62-02 Research exposition (monographs, survey articles) pertaining to statistics
62F03 Parametric hypothesis testing
62F05 Asymptotic properties of parametric tests
62F10 Point estimation
62F12 Asymptotic properties of parametric estimators
62G05 Nonparametric estimation
62G10 Nonparametric hypothesis testing
62C05 General considerations in statistical decision theory

Keywords:

one-sample problem; empirical distributions; conditional Poisson process; Brownian bridge; smoothed empirical distributions; generalized moments method estimators; minimum distance estimators; maximum likelihood estimators; mean-square approach; sufficiency principle; invariance considerations; asymptotically optimal estimators; simple hypotheses; compound hypotheses; Bayes principle; optimal tests; uniformly most powerful tests; confidence sets; likelihood ratio tests; contiguous hypotheses; several-samples problem; problems of homogeneity; regression problem; pattern recognition; game-theoretic approach

Citations:

Zbl 0575.62001; Zbl 0575.62002; Zbl 0913.62001
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