Some thoughts on Le Cam's statistical decision theory

2011/07/19 by David Pollard, Pollard, David · 1 citation
Decision Sciences · #Advanced Statistical Process Monitoring #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.1107.3811

openalex publication_date 2011/07/19 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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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