Non-Regular Statistical Estimation

Download or read book Non-Regular Statistical Estimation written by Masafumi Akahira and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt: In order to obtain many of the classical results in the theory of statistical estimation, it is usual to impose regularity conditions on the distributions under consideration. In small sample and large sample theories of estimation there are well established sets of regularity conditions, and it is worth while to examine what may follow if any one of these regularity conditions fail to hold. "Non-regular estimation" literally means the theory of statistical estimation when some or other of the regularity conditions fail to hold. In this monograph, the authors present a systematic study of the meaning and implications of regularity conditions, and show how the relaxation of such conditions can often lead to surprising conclusions. Their emphasis is on considering small sample results and to show how pathological examples may be considered in this broader framework.