Presidential Address
The History of Deepening and Progress in Statistical Inference
2018 Volume 47 Issue 2 Pages 51-76
Details
2018 Volume 47 Issue 2 Pages 51-76
The theoretical development of statistical inference was started by R. A. Fisher in 1920s and contributed by A. Wald, L. LeCam, C. R. Rao, R. R. Bahadur, J. Kiefer, J. Wolfowitz and others in a systematic way in 1950s, and its theory was completed for the present. After that, based on the first order asymptotic theory that had been established until then and under consideration of a general resolution of Fisher's conjecture, the higher order asymptotics has been studied very hard by B. Efron, J. Pfanzagl, J. K. Ghosh, K. Takeuchi and the author among others. In this article, we will trace the history of ``deepening" and ``progress" in statistical inference around the development of higher order asymptotic theory.
