Non-Regular Statistical Estimation: 107 (Lecture Notes in Statistics, 107) - Softcover

Akahira, Masafumi; Takeuchi, Kei

Softcover

ISBN 10: 0387945784 ISBN 13: 9780387945781

Publisher: Springer, 1995

Synopsis

In order to obtain many of the classical results in the theory of statistical estimation, it is usual to impose regularity conditions on the distributions under consideration. In small sample and large sample theories of estimation there are well established sets of regularity conditions, and it is worth while to examine what may follow if any one of these regularity conditions fail to hold. "Non-regular estimation" literally means the theory of statistical estimation when some or other of the regularity conditions fail to hold. In this monograph, the authors present a systematic study of the meaning and implications of regularity conditions, and show how the relaxation of such conditions can often lead to surprising conclusions. Their emphasis is on considering small sample results and to show how pathological examples may be considered in this broader framework.

Edition details

• Publisher: Springer
• Publication date: 1995
• Language: English
• ISBN 10: 0387945784
• ISBN 13: 9780387945781
• Binding: Paperback
• Number of pages: 196