Title	Foundations of Statistical Inference [electronic resource] : Proceedings of the Shoresh Conference 2000 / edited by Yoel Haitovsky, Yaacov Ritov, Hans Rudolf Lerche
Imprint	Heidelberg : Physica-Verlag HD : Imprint: Physica, 2003
Connect to	http://dx.doi.org/10.1007/978-3-642-57410-8
Descript	XII, 230 p. online resource

This volume is a compressed survey containing recent results on statistics of stochastic processes and on identification with incomplete observations. It comprises a collection of papers presented at the Shoresh Conference 2000 on the Foundation of Statistical Inference. The papers cover the following areas with high research activity: - Identification with Incomplete Observations, Data Mining, - Bayesian Methods and Modelling, - Testing, Goodness of Fit and Randomness, - Statistics of Stationary Processes

I. Identification with Incomplete Observations, Data Mining -- Bounding Entries in Multi-way Contingency Tables Given aSet of Marginal Totals -- Identification and Estimation with Incomplete Data -- Computational Information Retrieval -- Studying Treatment Response to Inform Treatment Choice -- II. Bayesian Methods and Modelling -- Some Interactive Decision Problems Emerging in Statistical Games -- Probabilistic Modelling: An Historical andPhilosophical Digression -- A Bayesian View on Sampling the 2 x 2 Table -- Bayesian Designs for Binomial Experiments -- On the Second Order Minimax Improvement of the Sample Mean in the Estimation of a Mean Value of the Exponential Dispersion Family -- Bayesian Analysis of Cell Migration ยกยชLinking Experimental Data and Theoretical Models -- III. Testing, Goodness of Fit and Randomness -- Sequential Bayes Detection of Trend Changes -- BoxยกยชCox Transformation for Semiparametric Comparison of Two Samples -- Minimax Nonparametric Goodness-of-Fit Testing -- Testing Randomness on the Basis of theNumber of Different Patterns -- The 7r* Index as a New Alternative for Assessing Goodness of Fit of Logistic Regression -- IV. Statistics of Stationary Processes -- Consistent Estimation of Early and Frequent Change Points -- Asymptotic Behaviour of Estimators of the Parameters of Nearly Unstable INAR(1) Models -- Guessing the Output of a Stationary Binary Time Series -- Asymptotic Expansions for Long-MemoryStationary Gaussian Processes -- Contributors