Dedicatory Note |
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v | |
Preface to the Second Edition |
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vii | |
Preface to the First Edition |
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ix | |
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1 | (5) |
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Experiments, Deficiencies, Distances |
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6 | (28) |
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6 | (7) |
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Deficiency and Distance between Experiments |
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13 | (5) |
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Likelihood Ratios and Blackwell's Representation |
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18 | (9) |
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Further Remarks on the Convergence of Distributions of Likelihood Ratios |
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27 | (4) |
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31 | (3) |
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Contiguity -- Hellinger Transforms |
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34 | (16) |
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34 | (8) |
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Hellinger Distances, Hellinger Transforms |
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42 | (6) |
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48 | (2) |
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Gaussian Shift and Poisson Experiments |
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50 | (27) |
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50 | (1) |
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51 | (13) |
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64 | (10) |
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74 | (3) |
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Limit Laws for Likelihood Ratios |
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77 | (40) |
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77 | (1) |
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77 | (17) |
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78 | (4) |
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82 | (1) |
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Paul Levy's Symmetrization Inequalities |
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83 | (1) |
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Conditions for Shift-Compactness |
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84 | (2) |
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A Central Limit Theorem for Infinitesimal Arrays |
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86 | (3) |
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The Special Case of Gaussian Limits |
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89 | (3) |
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Peano Differentiable Functions |
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92 | (2) |
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Limits for Binary Experiments |
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94 | (13) |
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107 | (7) |
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114 | (3) |
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Local Asymptotic Normality |
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117 | (58) |
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117 | (2) |
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Locally Asymptotically Quadratic Families |
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119 | (5) |
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A Method of Construction of Estimates |
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124 | (10) |
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Some Local Bayes Properties |
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134 | (6) |
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Invariance and Regularity |
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140 | (10) |
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The LAMN and LAN Conditions |
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150 | (12) |
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Additional Remarks on the LAN Conditions |
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162 | (2) |
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Wald's Tests and Confidence Ellipsoids |
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164 | (4) |
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168 | (2) |
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170 | (5) |
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Independent, Identically Distributed Observations |
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175 | (65) |
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175 | (2) |
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The Standard i.i.d. Case: Differentiability in Quadratic Mean |
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177 | (9) |
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186 | (8) |
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Some Nonparametric Considerations |
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194 | (20) |
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Bounds on the Risk of Estimates |
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214 | (15) |
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Some Cases Where the Number of Observations Is Random |
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229 | (6) |
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235 | (5) |
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240 | (23) |
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240 | (1) |
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Bayes Procedures Behave Nicely |
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241 | (5) |
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The Bernstein--von Mises Phenomenon |
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246 | (2) |
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A Bernstein--von Mises Result for the i.i.d. Case |
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248 | (9) |
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Bayes Procedures Behave Miserably |
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257 | (4) |
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261 | (2) |
Bibliography |
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263 | (15) |
Author Index |
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278 | (3) |
Subject Index |
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281 | |