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arXiv · 1107.3811

Some thoughts on Le Cam's statistical decision theory

David Pollard
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Abstract

The paper contains some musings about the abstractions introduced by Lucien Le Cam into the asymptotic theory of statistical inference and decision theory. A short, self-contained proof of a key result (existence of randomizations via convergence in distribution of likelihood ratios), and an outline of a proof of a local asymptotic minimax theorem, are presented as an illustration of how Le Cam's approach leads to conceptual simplifications of asymptotic theory.

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David Pollard. 2011-07-19. Some thoughts on Le Cam's statistical decision theory. https://arxiv.org/abs/1107.3811

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