Mathematical Statistics Theory and Applications.

• Superior document: Title is part of eBook package: De Gruyter DGBA Mathematics - <1990
• MitwirkendeR: Aivazyan, S.A.,; Alain, Pousse,; Amari, Shun-ichi,; Andel, J.,; Athreya, K.B.,; Badaev, N.S.,; Badaeva, E.D.,; Badalbaev, I.S.,; Bagirov, B.A.,; Bailey, N.T.J.,; Barndorff-Nielsen, O.E.,; Bay, Hans,; Belova, L.,; Bernstein, A.V.,; Berteig, V.,; Bickel, P.J.,; Bolotin, V.V.,; Bolsheva, N.L.,; Borisov, I.S.,; Bradley, Richard C.,; Breitung, Karl,; Bunke, O.,; Bølviken, E.,; Cox, D.R.,; Csörgo, Sándor,; Dacunha-Castelle, D.,; Daniels, H.E.,; Der Megreditchian, G.,; Diday, E.,; Dietz, K.,; Djafarov, I.S.,; Djafarova, N.M.,; Dodge, Yadolah,; Donnelly, Peter,; Donovan, D.,; Drost, F.C.,; Durbin, J.,; Dzhaparidze, K.,; Einmahl, J.H.J.,; Ermakov, S.M.,; Escoufier, Y.,; Estreicher, J.,; Fedorov, V.V.,; Feigin, P.D.,; Fichet, B.,; Fine, P.,; Fortus, M.I.,; Fraser, D.,; Fuchs, A.,; Gafurov, M.U.,; Gilchrist, R.,; Gine, E.,; Girko, V.L.,; Godambe, V.P.,; Gregg, M.,; Grenander, U.,; Gut, Allan,; Hampel, F.,; Harff, Jan,; Havranek, Tomas,; Helgeland, J.,; Herzberg, A.M.,; Hinkley, D.V.,; Hinkley, David V.,; Hjort, Nils Lid,; Homleid, M.,; Huskova, M.,; Härdle, Wolfgang,; Ivannikov, Yu.G.,; Jagers, P.,; Jandhyala, V. K.,; Jennison, C.,; Kallenberg, W.C.M.,; Kalos, M.H.,; Kolcinskii, V.I.,; Konakov, V.D.,; Krafft, Olaf,; Kudlaev, E.M.,; Lauter, J.,; Lawrance, A.J.,; Lazrieva, N.L.,; Lerche, H.R.,; Levit, B.Ya.,; Lindgren, Georg,; Lone, W.,; Longini, I.,; Longini, I.M.,; Lotov, V.I.,; Lyashenko, N.N.,; Lyubič, Yu.I.,; MacNeill, I. B,; Maijutoy, M.B.,; Manton, Kenneth G.,; Mason, D.M.,; Mason, David M.,; McLean, Angela R.,; Meshalkin, L.D.,; Mikhailov, G.A.,; Mirvaliev, M.,; Mohn, E.,; Mukhitdinov, A.,; Muller-Funk, U.,; Muravenko, O.V.,; Murphy, A.H.,; Mustonen, S.,; Naeve, Peter,; Nerman, O.,; Nikitin, Ya.Yu.,; Nikulin, M.S.,; Nosko, V.P.,; Obukhov, A.M.,; Oktaba, Wiktor,; Oosterhoff, J.,; Pagurova, V.I.,; Pfanzagl, J.,; Pisarenko, V.F.,; Piterbarg, L.I.,; Platen, E.,; Privalsky, V.E.,; Pukelsheim, Friedrich,; Pukhal’skii, E.A.,; Pärna, K.,; Rebolledo, Rolando,; Reznikova, A.Ya.,; Rodionov, D.A.,; Rodriguez-Iturbe, I.,; Rootzen, H.,; Rosenblatt, M.,; Rudas, T.,; Rvachev, L.A.,; Rvachev, L.L.,; Rychlik, Igor,; Sagitov, S.M.,; Schultze, J.,; Schwab, Günther,; Scott, David J .,; Shashkov, V.,; Shiryaev, A.N.,; Siegmund, D.O.,; Silverman, B. W.,; Skovgaard, L.T.,; Smith, R.L.,; Smith, Richard L.,; Sobol, I.M.,; Stoyan, Dietrich,; Surina, I.I.,; Takemura, Akimichi,; Takeuchi, Kei,; Tanushev, M.S.,; Tavare, Simon,; Tenenhaus, Michel,; Tong, H.,; Topchii, V.A.,; Toronjadze, T.A.,; Tsarkov, Yevgenij F.,; Tsukanov, A.V.,; Turin, Yu.N.,; Vapnik, V.N.,; Vasilyeva, V.,; Veraverbeke, N.,; Vere-Jones, D.,; Wagner, W.,; Weissman, I.,; Whitten, E. H. Timothy,; Wynn, H. P.,; Wynn, H.P.,; Yaglom, A.M.,; Yakovlev, A.Yu.,; Yanev, N.M.,; Yanitskii, V.E.,; Yenyukov, I.S.,; Young, A.,; Zelikin, M.I.,; Zelikina, L.F.,; Zhanatauov, S.U.,; Zhongjie, Xie,; Zhukovsky, E.E.,; Zhurbenko, I.G.,; de Gunst, M.C.M.,; de Haan, L.,; van Zwet, W.,; van der Vaart, A.W.,; Ṧtulajtsr, Frantiṧek,
• HerausgeberIn: Prohorov, Yu. A.,; Sazonov, V. V.,
• Place / Publishing House: Berlin ;, Boston : : De Gruyter, , [2020]; ©1987
• Year of Publication: 2020
• Edition: Reprint 2020
• Language: English
• Series: Proceedings of the 1st World Congress of the Bernoulli Society : Tashkent, USSR, 8–14 September 1986 ; Vol. 2
• Physical Description: 1 online resource (XVI, 855 p.)

Table of Contents

Frontmatter -- CONTENTS -- ABSTRACT INFERENCE (semi-parametric models...)(Session 1) -- INVITED PAPERS -- EFFICIENT TESTING IN A CLASS OF TRANSFORMATION MODELS: AN OUTLINE -- ABSTRACT INFERENCE IN IMAGE PROCESSING -- BAYES IAN INFERENCE IN SEMIPARAMETRIC PROBLEMS -- SEMI-PARAMETRIC BAYES ESTIMATORS -- ON ESTIMATING IN MODELS WITH INFINITELY MANY PARAMETERS -- INFERENCE FOR STOCHASTIC PROCESSES (Session 2) -- INVITED PAPERS -- SEMMARTINGALE CONVERGENCE THEORY AND CONDITIONAL INFERENCE FOR STOCHASTIC PROCESSES -- THE FOUNDATIONS OF FINITE SAMPLE ESTIMATION IN STOCHASTIC PROCESSES - II -- CONTRIBUTED PAPERS -- SOME USES OF MAXIMUM-ENTROPY METHODS FOR ILL-POSED PROBLEMS IN SIGNAL AND CRISTALLOGRAPHY THEORIES -- On Asymptotic Efficiency of the Cox Estimator -- ASYMPTOTIC PROPERTIBS OP THE MAXIMUM LIKBLIHOOD ESTIMATOR, ITO-VENTZSL'S FORMULA FOR SEMIMARTINGALES AND ITS APPLICATION TO THE RECURSIVE ESTIMATION IN A GENERAL SCHEME OP STATISTICAL MODELS -- MAXIMUM ENTROPY SELECTION OF SOLUTIONS TO ILL-POSED MARTINGALE PROBLEMS -- ASYMPTOTIC INFERENCE FOR THE GALTON-WATSON PROCESS WITHOUT RESTRICTION TO THE SUPER-CRITICAL CASE -- CROSS-VALIDATION (Session 3) -- INVITED PAPERS -- ON RESAMPLING METHODS FOR CONFIDENCE LIMITS -- THE INTERPLAY BETWEEN CROSS-VALIDATION AND SMOOTHING METHODS -- BOOTSTRAP OF THE MEAN IN THE INFINITE VARIANCE CASE -- AUTOMATIC CURVE SMOOTHING -- NON-PARAMETRIC SMOOTHING OF THE BOOTSTRAP -- DATA ANALYSIS (projection pursuit, curve estimation . . .) (Session 4) -- INVITED PAPERS -- ON CONSTRUCTING A GENERAL THEORY OP AUTOMATIC CLASSIFICATION -- DATA ANALYSIS : GEOMETRIC AND ALGEBRAIC STRUCTURES -- CONTRIBUTED PAPERS -- GENERALIZED CANONICAL ANALYSIS -- DETECTING OUTLIERS AND CLUSTERS IN MULTIVARIATE DATA BASED ON PROJECTION PURSUIT -- THE INVERSE PROBLEM OP THE PRINCIPAL COMPONENT ANALYSIS -- DESIGN OF EXPERIMENTS (nearest neighbour designs . . .) (Session 5) -- INVITED PAPERS -- NUMERICAL METHODS OF OPTIMAL DESIGN CONSTRUCTION -- ORDERING EXPERIMENTAL DESIGNS -- OBSERVATION AND EXPERIMENTAL DESIGN FOR AUTOCORRELATED PROCESSES -- CONTRIBUTED PAPERS -- THE DESIGN OF EXPERIMENTS FOR MODEL SELECTION -- THE DESIGN AND ANALYSIS OF FIELD TRIALS IN THE PRESENCE OF FERTILITY EFFECTS -- ON THE EXISTENCE OF MULTIFACTOR DESIGNS WITH GIVEN MARGINAIS -- LOCAL ASYMPTOTIC NORMALITY IN GAUSSIAN MODEL OF VARIANCE COMPONENTS -- ASYMPTOTIC METHODS IN STATISTICS (second order asymptotics, saddle points methods e etc.)(Session 6) -- INVITED PAPERS -- DIFFERENTIAL GEOMETRICAL METHOD IN ASYMPTOTICS OF STATISTICAL INFERENCE -- LIKELIHOOD, ANCILLARITY AND STRINGS -- ON ASYMPTOTICALLY COMPLETE CLASSES OF TESTS -- TAIL PROBABILITY APPROXIMATIONS -- ON SECOND ORDER ADMISSIBILITY IN SIMULTANEOUS ESTIMATION -- Bounds for the asymptotic efficiency of estimators based on functional contractions; applications to the problem of estimation in the presence of random nuisance parameters -- CONTRIBUTED PAPERS -- ON CHI-SQUARED GOODNESS-OF-FIT TESTS FOR LOCATION-SCALE MODELS -- SOME PROBLEMS IN STATISTICS -- ADAPTIVE PROCEDURES FOR DETECTION OF CHANGE -- ON LOCAL AND NON-LOCAL MEASURES OF EFFICIENCY -- MAXIMAL DEVIATIONS OP GAUSSIAN PROCESSES AND EMPIRICAL DENSITY FUNCTIONS -- CHI-SQUARED TEST STATISTICS BASED ON SUBSAMPLES -- ON HODGES-LEHMANN INDICES OP NONPARAMETRIC TESTS -- DIFFERENTIAL GEOMETRY AND STATISTICAL INFERENCE -- LARGE SAMPLE PROPERTIES FOR GENERALIZATIONS OF THE TRIMMED MEAN -- MULTIVARIATE ANALYSIS (large number of parameters . . .) (Session 7) -- INVITED PAPERS -- DISCRIMINANT ANALYSIS FOR SPECIAL PARAMETER STRUCTURES -- ASYMPTOTICS OF INCREASING DIMENSIONALITY IN CLASSIFICATION -- EXTENSIONS AND ASYMPTOTIC STUDIES OF MULTIVARIATE ANALYSES -- ESTIMATION OF SYMMETRIC FUNCTIONS OF PARAMETERS AND ESTIMATION OF (»VARIANCE MATRIX -- CONTRIBUTED PAPERS -- INTRODUCTION IN GENERAL STATISTICAL ANALYSIS -- ESTIMATION AND TESTING OP HYPOTHESES IN MULTIVARIATE GENERAL GAUSS-MARKOFF MODEL -- SYMMETRY GROUPS AND INVARIANT STATISTICAL TESTS FOR FAMILIES OF MULTIVARIATE GAUSSIAN DISTRIBUTIONS -- PRESCRIBED CONDITIONAL INTERACTION MODELS FOR BINARY CONTINGENCY TABLES -- QUADRATIC INVARIANT ESTIMATORS WITH MAXIMALLY BOUNDED MEAN SQUARE ERROR -- TIME SERIES (long range dependence, non-linear processes, estimation of spectra) >(Session 8) -- INVITED PAPERS -- NON-GAUSSIAN SEQUENCES AND DECONVOLUTION -- NON-LINEAR TIME SERIES MODELS OF REGULARLY SAMPLED DATA: A REVIEW -- ROBUST SPECTRAL ESTIMATION -- CONTRIBUTED PAPERS -- ON MARGINAL DISTRIBUTIONS OF THRESHOLD MODELS -- ON THE BOUNDARY OF THE CENTRAL LIMIT THEOREM FOR STATIONARY p-MIXING SEQUENCES -- DETECTION OF PARAMETER CHANGES AT UNKNOWN TIMES IN LINEAR REGRESSION MODELS -- SOME ASPECTS OF DIRECTIONALITY IN TIME SERIES ANALYSIS -- THE ALGORITHM OF MAXIMUM MUTUAL INFORMATION FOR MODEL FITTING AND SPECTRUM ESTIMATION -- BOUNDARY CROSSING PROBLEMS AND SEQUENTIAL ANALYSIS (Session 11) -- INVITED PAPERS -- OPTIMAL SEQUENTIAL TESTS FOR RELATIVE ENTROPY COST FUNCTIONS -- ASYMPTOTIC EXPANSIONS IN SOME PROBLEMS OF SEQUENTIAL TESTING -- CONTRIBUTED PAPERS -- ASYMPTOTIC METHODS FOR BOUNDARY CROSSINGS OF VECTOR PROCESSES -- FIRST PASSAGE DENSITIES OF GAUSSIAN AND POINT PROCESSES TO GENERAL BOUNDARIES WITH SPECIAL REFERENCE TO KOLMOGOROV-SMIRNOV TESTS WHEN PARAMETERS ARE ESTIMATED -- CONVERSE RESULTS FOR EXISTENCE OF MOMENTS FOR STOPPED RANDOM WALKS -- MATHEMATICAL PROGRAMMING IN SEQUENTIAL TESTING THEORY -- EXTREME VALUES AND APPLICATIONS ( strength of materials) (Session 12) -- INVITED PAPERS -- THEORY OP EXTREMES AND ITS APPLICATIONS TO MECHANICS OP SOLIDS AND STRUCTURES -- EXTREMES, LOADS, AND STRENGTHS -- STATISTICAL MODELS FOR COMPOSITE MATERIALS -- CONTRIBUTED PAPERS -- THE DISTRIBUTION OF BUNDLE STRENGTH UNDER GENERAL ASSUMPTIONS -- AN ESTIMATE OP THE HATE OP CONVERGENCE IN THE LAW OP LARGE NUMBERS FOR SUMS OP ORDER STATISTICS AND THEIR APPLICATIONS -- THE INDEX OF THE OUTSTANDING OBSERVATION AMONG N INDEPENDENT ONES -- RAIN FLOW CYCLE DISTRIBUTIONS FOR FATIGUE LIFE PREDICTION UNDER GAUSSIAN LOAD PROCESSES -- HIGH-LEVEL EXCURSIONS OP GAUSSIAN FIELDS: A GEOMETRICAL APPROACH BASED ON CONVEXITY -- EPIDEMIOLOGY (mainly observational studies) (Session 13) -- INVITED PAPERS -- EPIDEMIC PREDICTION AND PUBLIC HEALTH CONTROL, WITH SPECIAL REFERENCE TO INFLUENZA AND AIDS -- MATHEMATICAL MODELS FOR CHRONIC DISEASE EPIDEMIOLOGY -- GLOBAL FORECAST AND CONTROL OF FAST-SPREADING EPIDEMIC PROCESS -- CONTRIBUTED PAPERS -- A STATISTICAL ANALYSIS OF THE SEASONALITY IN SUDDEN INFANT DEATH SYNDROME (SIDS) -- EPIDEMIOLOGICAL MODELS FOR SEXUALLY TRANSMITTED INFECTIONS -- RESULTS AM) PERSPECTIVES OP THE MATHEMATICAL FORECASTING OF INFLUENZA EPIDEMICS IN USSR -- THE GENERALIZED DISCRETE-TIME EPIDEMIC MODEL WITH IMMUNITY -- GEOLOGY AND GEOPHYSICS (Session 14) -- INVITED PAPERS -- STOCHASTIC KODEL OF MIESRAL CRYSTALLIZATION PROCESS FROM MAGMATIC MELT -- APPLICATIONS OP STOCHASTIC GEOMETRY IN GEOLOGY -- CLASSIFICATION AND PARTITIONING OF IGNEOUS ROCKS -- CONTRIBUTED PAPERS -- APPLICATION OP FUZZY SETS THEORY TO THE SOLUTION OP PATTERN RECOGNITION PROBLEMS IN OIL AND GAS GEOLOGY -- THE APPLICATION OP MULTIDIMENSIONAL RANDOM FUNCTIONS FOR STRUCTURAL MODELLING OF THE PLATFORM COVER -- PREDICTION OF ROCK TYPES IN OIL WELLS FROM LOG DATA -- ON TESTS FOR OUTLYING OBSERVATIONS -- THE IDEAS OP PERCOLATION THEORY IN GEOPHYSICS AND FAILURE THEORY -- HYDROLOGY AND METEOROLOGY (Session 15) -- INVITED PAPERS -- SOME STOCHASTIC MODELS OF RAINFALL WITH PARTICULAR REFERENCE TO HYDROLOGICAL APPLICATIONS -- CANONICAL CORRELATIONS FOR RANDOM PROCESSES AND THEIR METEOROLOGICAL APPLICATIONS -- STATISTICAL DECISIONS AND PROBLEMS OF THE OPTIMUM USE OF METEOROLOGICAL INFORMATION -- CONTRIBUTED PAPERS -- APPLICATION OF DATA ANALYSIS METHODS FOR THE EVALUATIONS OF EFFICIENCY OF WEATHER MODIFICATIONS EXPERIMENTS -- PREDICTOR-COUNTING CONFIDENCE INTERVALS FOR THE VALUE OF EFFECT IN RANDOMIZED RAINFALL ENHANCEMENT EXPERIMENTS -- ON BEHAVIOUR OF SEA SURFACE TEMPERATURE ANOMALIES -- THE SAMPLING VARIABILITY OF THE AUTOREGRESSIVE SPECTRAL ESTIMATES FOR TWO-VARIATE HYDROMETEOROLOGICAL PROCESSES -- ON THE FORECASTING OF THE FLUCTUATIONS IN LEVELS OF CLOSED LAKES -- BIOLOGICAL MODELS AND GENETICS

(Session 16) -- INVITED PAPERS -- THE EQUILIBRIUM LAWS AMD DYNAMIC PROCESSES IN POPULATION GENETICS -- COMMUNITY SIZE AND AGE AT INFECTION: HOW ARE THEY RELATED? -- BRANCHING PROCESSES AND NEUTRAL MUTATIONS -- CONTRIBUTED PAPERS -- LIMIT THEOREM FOR SOME STATISTICS OP MULTITYPE GALTON-WATSON PROCESS -- THE REGULARITY OP METAPHASE CHROMOSOMES ORGANIZATION IN CEREALS -- THE GENEALOGY OP THE INFINITE ALLELES MODEL -- THE RELATIONSHIP BETWEEN THE STOCHASTIC AND DETERMINISTIC VERSION OF A MODEL FOR THE GROWTH OF A PLANT CELL POPULATION -- GENE ACTION FOR AGRONOMIC CHARACTERS IN WINTER WHEAT -- TOTAL PROGENY OF A CRITICAL BRANCHING PROCESS -- LIMIT THEOREMS POE A CRITICAL BRANCHING CRUMP-MODE-JAGERS PROCESSES -- THE BEHAVIOUR OF THE PRAY-EDITOR SYSTEM IN THE NEIGHBOURHOOD OF STATISTIC EQUILIBRIUM -- BELLMAN-HARRIS BRANCHING PROCESSES AND DISTRIBUTIONS OP MARKS IN PROLIFERATING CELL POPULATIONS -- STOCHASTIC SIMULATION (Session 18) -- INVITED PAPERS -- METHODS IN QUANTUM MONTE CARLO -- THE MONTE-CARLO METHOD AND ASYNCHRONIC CALCULATIONS -- INCREASING THE EFFICIENCY OF STATISTICAL SAMPLING WITH THE AID OF INFINITE-DIMENSIONAL UNIFORMLY DISTRIBUTED SEQUENCES -- CONTROLLED UNBIASED ESTIMATORS FOR CERTAIN FUNCTIONAL INTEGRALS -- KAC'S MODEL FOR A GAS OF N PARTICLES AND MONTE-CARLO SIMULATION IN RAREFIED GAS DYNAMICS -- STATISTICAL COMPUTING (Session 21) -- INVITED PAPERS -- MATHEMATICAL PROGRAMMING IN STATISTICS : an overview -- MODEL SEARCH IN LARGE MODEL FAMILIES -- PROGRAMMING LANGUAGES AND OPPORTUNITIS THEY OFFER TO THE STATISTICAL COMMUNITY -- CONTRIBUTED PAPERS -- STATISTICAL SOFTWARE FOR MICRO-COMPUTERS -- DATA CLASSIFICATION BY COMPARING OP COMPUTER IMPLEMENTATIONS OP STATISTICAL ALGORITHMS -- TIME DISCRETE APPROXIMATION OF ITO PROCESSES -- FAST ALGORITHM OF PEAK LOCATION IN SPECTRUM -- EMPIRICAL PROCESSES (Session 23) -- INVITED PAPERS -- APPROXIMATIONS OF WEIGHTED EMPIRICAL PROCESSES WITH APPLICATIONS TO EXTREME, TRIMMED AND SELF-NORMALIZED SUMS -- MINIMIZATION OF EXPECTED RISK BASED ON EMPIRICAL DATA -- CONTRIBUTED PAPERS -- RATES OP CONVERGENCE IN THE INVARIANCE PRINCIPLE FOR EMPIRICAL MEASURES -- ALMOST SURE BEHAVIOUR OF WEIGHTED EMPIRICAL PROCESSES IN THE TAILS -- CONVERGENCE OF THE EMPIRICAL CHARACTERISTIC FUNCTIONAL -- SAMPLE APPROXIMATION OF THE DISTRIBUTION BY MEANS OF k POINTS: A CONSISTENCY RESULT FOR SEPARABLE METRIC SPACES -- AUTHOR INDEX