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Asymptotic theory of statistical estimation

昌文 赤平
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The article was published on 1991-01-01 and is currently open access. It has received 3 citations till now. The article focuses on the topics: Asymptotic analysis & Asymptotology.

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Journal ArticleDOI

On-Line Maximum Likelihood Prediction with Respect to General Loss Functions

TL;DR: A new family of deterministic and stochastic on-line prediction algorithms which work with respect to general loss functions and analyzes their behavior in terms of expected loss bounds showing new universal relations among the expected prediction accuracy, the indexes of the loss function, the complexity of the target rule, and the number of training examples.
Book ChapterDOI

On-line maximum likelihood prediction with respect to general loss functions

TL;DR: This paper introduces a new family of deterministic and stochastic on-line prediction algorithms which perform well with respect to general loss functions and analyzes their behavior in terms of expected loss bounds.
Journal ArticleDOI

On the Asymptotic Efficiency of Tests in Hypothesis Testing Problems

TL;DR: In this article, the authors studied the difference between the powers of the best and asymptotically efficient tests for a simple hypothesis in the case of a one-parameter family.