Characterization problems in mathematical statistics /
[Book]
A.M. Kagan, Yu. V. Linnik, C. Radhakrishna Rao ; translated from Russian text by B. Ramachandran.
New York :
Wiley,
1973.
xii, 499 p. ;
23 cm.
Wiley series in probability and mathematical statistics
"A Wiley-Interscience publication."
Translation of Kharakterizat͡sionnye zadachi matematicheskoĭ statistiki.
Includes bibliographical references and index.
Preliminary information and auxiliary tools -- Identically distributed linear statistics based on a random sample -- Independent linear statistics. Modifications. Relativistic linear statistics -- Independent nonlinear statistics. Random linear statistics -- Regression problems connected with linear statistics -- Regression problems for nonlinear statistics -- Characterizations of distributions through the properties of admissibility and optimality of certain estimators -- Characterization of families of distributions admitting sufficient statistics -- Stability in characterization problems -- Characterization of random vectors with linear structure -- Polynomial statistics of a normal sample -- Characterizations of sequential estimation plans -- Other characteristic properties of distributions -- Unsolved problems.
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Characterization problems in mathematical statistics.