Some results for the quadratic analysis of Gaussian processes and applications
Some results on exponential families of Markov processes
Stability of invariant linearly sufficient statistics in the general Gauss-Markov model
Necessary and sufficient conditions are derived for the inclusions and to be fulfilled where , and , are some classes of invariant linearly sufficient statistics (Oktaba, Kornacki, Wawrzosek (1988)) corresponding to the Gauss-Markov models and , respectively.
Statistical models strongly-invariant under the action of a group.
Some basic results about invariance are given using quotient σ-fields. A strong kind of invariance is considered. Under appropriate conditions we obtain a sufficient statistics for models with such an invariance property.
Sufficiency and Unbiased Estimation.
Sufficiency in bayesian models
We consider some fundamental concepts of mathematical statistics in the Bayesian setting. Sufficiency, prediction sufficiency and freedom can be treated as special cases of conditional independence. We give purely probabilistic proofs of the Basu theorem and related facts.
Sufficiency in linear models
Sufficiency in sequential experimental design problems
Sufficient Data Reduction and Exponential Families.
Suffiziente Vergröberungen im schwach dominierten Fall.
Suffizienz bei Verschiebungsvarianten Schätzproblemen.
Sur l'existence d'une plus petite sous-tribu exhaustive par paire
Transitivity and approximate transitivity in problems of optimal stopping
Various categorical approaches to statistical spaces [Book]
Zum Erschöpftheitsbegriff von D. BLACKWELL.
PHI-divergences, sufficiency, Bayes sufficiency, and deficiency
The paper studies the relations between -divergences and fundamental concepts of decision theory such as sufficiency, Bayes sufficiency, and LeCam’s deficiency. A new and considerably simplified approach is given to the spectral representation of -divergences already established in Österreicher and Feldman [28] under restrictive conditions and in Liese and Vajda [22], [23] in the general form. The simplification is achieved by a new integral representation of convex functions in terms of elementary...
Инвариантные линейные статистические выводы
Методы гильбертова пространства в классических задачах математической статистики
О достаточных статистиках для семейств распределений с переменным носителем плотности
О достаточных статистиках для семейств распределений с переменным носителем плотности П.