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Elsevier

Statistical Decision Theory and Related Topics

Proceedings of a Symposium Held at Purdue University, May 17-19, 1976

  • 1st Edition - January 28, 1977
  • Latest edition
  • Editors: Shanti S. Gupta, David S. Moore
  • Language: English

Statistical Decision Theory and Related Topics II is a compendium of papers presented at an international symposium on Statistical Decision Theory and Related Topics held at Purdue… Read more

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Description

Statistical Decision Theory and Related Topics II is a compendium of papers presented at an international symposium on Statistical Decision Theory and Related Topics held at Purdue University in May, 1976. The researchers invited to participate, and to author papers for this volume, are among the leaders in the field of Statistical Decision Theory. This collection features works on general decision theory, multiple decision theory, optimal experimental design, and robustness. Mathematicians and statisticians will find the book highly insightful and informative.

Table of contents


Contributors to the Symposium

Preface

Selecting the Largest Interaction in a Two-Factor Experiment (62F07, 62K15)

Improved Minimax Estimators of Normal Mean Vectors for Certain Types of Covariance Matrices (62C99,62F10)

On Selecting a Subset of Good Populations (62F07, 62A05)

Closure Theorems for Sequential-Design Processes (62C05, 62L05)

A Subset Selection Problem Employing a New Criterion (62F07,62C10)

Examples Relevant to the Robustness of Applied Inferences (62G35, 62A15)

On Some Γ-Minimax Selection and Multiple Comparison Procedures (62F07,62E99)

More on Incomplete and Boundedly Complete Families of Distributions (62G05, 62A05)

Robust Covariances (62G35, 62H99)

Asymptotically Minimax Estimation of Concave and Convex Distribution Functions, II (62G05, 62E20)

Sequential Decision about a Normal Mean (62L10)

A Reduction Theorem for Certain Sequential Experiments (62L05, 62G40)

Robust Designs for Regression Problems (62K05, 62G35)

Large Sample Properties of Nearest Neighbor Density Function Estimators (62G05, 62E20)

A Stochastic Version of Weak Majorization, with Applications (26A51, 62H99)

Synergistic Effects and the Corresponding Optimal Version of the Multiple Comparison Problem

Estimating Covariances in a Multivariate Normal Distribution (62F10, 62C15)

Simultaneous Estimation of Parameters—A Compound Decision Problem (62F10)

Robust Bayesian Estimation (62A15, 62G35)

The Dirichlet-Type 1 Integral and Its Applications to Multinomial-Related Problems (33A70, 62E15)

Optimal Search Designs, or Designs Optimal under Bias Free Optimality Criteria (62K05)

Optimal Designs for Integrated Variance in Polynomial Regression (62K05)

Asymptotic Expansions for the Distribution Functions of Linear Combinations of Order Statistics (62F99, 62G30)

Asymptotic Properties of Bayes Tests of Nonparametric Hypotheses (62E20, 62G30)

Obstructive Distributions in a Sequential Rank-Order Test Based on Lehmann Alternatives (62L10, 62G10)

Optimum Designs for Finite Populations Sampling (62K05, 62D05)

Product details

  • Edition: 1
  • Latest edition
  • Published: January 28, 1977
  • Language: English

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