Some applications of concentration inequalities to statistics
Some counterexamples concerning sufficiency and invariance.
Some remarks on sufficiency, invariance and conditional independence.
Some remarks on the individuals-score distance and its applications to statistical inference.
This paper is concerned with the study of some properties of the distance between statistical individuals based on representations on the dual tangent space of a parametric manifold representation of a statistical model. Explicit expressions for distances are obtained for well-known families of distributions. We have also considered applications of the distance to parameter estimation, testing statistical hypotheses and discriminant analysis.
Spectral density estimation for -adic stationary 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.
Statistics and computability
Statistics, yokes and symplectic geometry
Stochastic calculus, statistical asymptotics, Taylor strings and phyla
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.
Sulla assoluta continuità di una variabile aleatoria la cui densità è limite di una successione di densità costanti a tratti
Sur les lois à symétrie elliptique
Sur l'usage de la notion de probabilités subjectives
Sur une nouvelle méthode d'introduction des facteurs de subjectivité dans les problèmes d'estimation statistique
Sur une théorie informationnelle de l'observation pour des événements de nature probabiliste
The minimun inaccuracy fuzzy estimation: An extension of the maximum likelihood principle.
The present paper deals with the extension of the likelihood estimation to the situation where the experimentation does not provide exact information but rather vague information.The extension process tries to achieve three fundamental objectives: the new method must be an extension of the maximum likelihood method, it has to be very simple to apply and it must allow for an interesting interpretation.These objectives are achieved herein by using the following concepts: the fuzzy information (introduced...
Towards a notion of testability
The problem of testability has been undertaken many times in the context of linear hypotheses. Almost all these considerations restricted to some algebraical conditions without reaching the nature of the problem. Therefore, a general and commonly acceptable notion of testability is still wanted. Our notion is based on a simple and natural decision theoretic requirement and is characterized in terms of the families of distributions corresponding to the null and the alternative hypothesis. Its consequences...
Über die mittlere Abweichung
Über die statistischen Eigenschaften von Korrekturen aufgrund repräsentativer Verfahrenskontrollen