ASYMPTOTIC NORMALITY IN STATISTICAL EXPERIMENTS
-- Contiguity and Applications
Grace L. Yang
Department of Mathematics and Statistics,
University of Maryland
Consider two statistical experiments
on a field and
on a field . A fundamental concept
in Le Cam's asymptotic theory is to
approximate a statistical experiment by a more tractable experiment.
The approximation is made precise in terms of
the Le Cam distance between two experiments,
and . In this presentation, we highlight
the approximations that yield local and global asymptotic normality.
The local theory leads to the well known
Hájek-Le Cam asymptotic minimax theorem and the Hájek-Le Cam
convolution theorem. Recent results of Brown and Low, and Nussbaum show
that many regression problems or problems of density estimation
in the i.i.d. case are asymptotic normal in the global sense.
Refreshments: 3:30 - 4:00 p.m. Friday, at 327 Yost Talk: 4:00 - 5:00 p.m. Friday, at 327 Yost.