Abstract
This paper gives an account of the history of both small- and large-sample optimality for both estimation and testing. It covers this history from the beginnings by Laplace and Gauss to the ongoing research on optimal multiple comparison procedures, and also includes the optimality of designs.
Information
Published: 1 January 2009
First available in Project Euclid: 3 August 2009
zbMATH: 1271.62037
MathSciNet: MR2681655
Digital Object Identifier: 10.1214/09-LNMS5703
Keywords:
design
,
estimation
,
maximum likelihood
,
Neyman-Pearson lemma
,
optimality
,
testing
Rights: Copyright © 2009, Institute of Mathematical Statistics
