Titlebook: Asymptotic Expansions for General Statistical Models; Johann Pfanzagl Book 1985 Springer-Verlag Berlin Heidelberg 1985 approximation.behav

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Asymptotic Bounds for the Performance of Confidence Procedures and Estimators,e quality of such confidence procedures, defined in terms of covering probabilities, can be equivalently expressed by the concentration of the confidence bound. Results on the concentration of confidence bounds can be applied in particular to the concentration of estimators.

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Book 1985in the sense of dealing with arbitrary families of probability measures and arbitrary functionals. The investigation is special in the sense that it is restricted to statistical procedures based on independent, identically distributed observations. 2 Moreover, it is special in the sense that its con

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0930-0325 that it is restricted to statistical procedures based on independent, identically distributed observations. 2 Moreover, it is special in the sense that its con978-1-4615-6479-9Series ISSN 0930-0325 Series E-ISSN 2197-7186

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Statistics with Stochastic Expansion,n canonical representation of stochastic expansions. Moreover, these inherent relations can be applied to establish “1st order efficiency implies 2nd order efficiency” from a different point of view. This will be carried through for tests in Section 10.4, for confidence bounds in Section 10.5, for e

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