General -estimators in the presence of nuisance parameters. Skew projection technique.
Generalized Bayesian-type estimators. Robust and sensitivity analysis
Global information in statistical experiments and consistency of likelihood-based estimates and tests
In the framework of standard model of asymptotic statistics we introduce a global information in the statistical experiment about the occurrence of the true parameter in a given set. Basic properties of this information are established, including relations to the Kullback and Fisher information. Its applicability in point estimation and testing statistical hypotheses is demonstrated.