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~person:"Nishiyama, Yoichi"
~person:"Akahira, Masafumi"
~subject:"truncated distributions"
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truncated distributions
Asymptotically distribution free test
2
Consistent test
2
Edgeworth expansion
2
Weak convergence
2
maximum likelihood estimator
2
2a-th order asymptotic distribution
1
2a-th order asymptotic efficiency
1
2a-th order asymptotically median unbiased estimator
1
Amount of Rényi type information
1
Asymptotically ancillary statistic
1
Asymptotically distribution free tests
1
Asymptotically median unbiasedness
1
Bayes estimator
1
Bayes risk
1
Bessel differential equation
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Best location equivalent estimator
1
Bootstrap process
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Brownian bridge
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Change point problem
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Counting process
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Cramer-Rao bound
1
Cusum test
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Diffusion process
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Discrete observation
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Discrete time observations
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Empirical process
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Extreme statistics
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Goodness of fit test
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Higher order two-sided asymptotic efficiency
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Local asymptotic normality
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Local time
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Loss function
1
Loss of information
1
Martingale
1
Multiplicative intensity model
1
Non-regular case
1
One-step estimator
1
Rényi measure
1
Small diffusion process
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Nishiyama, Yoichi
Akahira, Masafumi
Ohyauchi, Nao
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Annals of the Institute of Statistical Mathematics
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Information Inequalities for the Bayes Risk for a Family of Non-Regular Distributions
Akahira, Masafumi
;
Ohyauchi, Nao
- In:
Annals of the Institute of Statistical Mathematics
54
(
2002
)
4
,
pp. 806-815
Persistent link: https://www.econbiz.de/10005616315
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2
Loss of information of a statistic for a family of non-regular distributions
Akahira, Masafumi
- In:
Annals of the Institute of Statistical Mathematics
48
(
1996
)
2
,
pp. 349-364
Persistent link: https://www.econbiz.de/10005169334
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