The Annals of Statistics

Kolmogorov's Contributions to Mathematical Statistics

Andrew L. Rukhin

Full-text: Open access

Abstract

In this paper Kolmogorov's work in mathematical statistics is reviewed. The main areas under discussion are: the idea of sufficiency, linear models and unbiased estimators. The relationship of Kolmogorov's contributions with modern statistical theory, in particular, with Bayesian analysis, is analyzed.

Article information

Source
Ann. Statist., Volume 18, Number 3 (1990), 1011-1016.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176347737

Digital Object Identifier
doi:10.1214/aos/1176347737

Mathematical Reviews number (MathSciNet)
MR1062696

Zentralblatt MATH identifier
0705.62005

JSTOR
links.jstor.org

Subjects
Primary: 01A60: 20th century
Secondary: 62A15 62B05: Sufficient statistics and fields 62F10: Point estimation 62G05: Estimation

Keywords
Sufficiency prior distribution confidence interval unbiased estimators linear statistical model least squares estimators accuracy estimation

Citation

Rukhin, Andrew L. Kolmogorov's Contributions to Mathematical Statistics. Ann. Statist. 18 (1990), no. 3, 1011--1016. doi:10.1214/aos/1176347737. https://projecteuclid.org/euclid.aos/1176347737


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