STATISTICAL EXPERIMENTS AND DECISION, ASYMPTOTIC THEORY

by Albert N Shiryaev, V.G. Spokoiny

This volume provides an exposition of some fundamental aspects of the asymptotic theory of statistical experiments. The most important of them is "how to construct asymptotically optimal decisions if we know the structure of optimal decisions for the limit experiment".

300 pages, Hardcover

First published September 1, 1999