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Kagan, Abram Meerovich
Statistics Math-Net.Ru
Total publications: 42
Scientific articles: 40

Number of views:
This page:2343
Abstract pages:8215
Full texts:3874
References:211
Doctor of physico-mathematical sciences (1967)
E-mail:
Website: http://www.math.umd.edu/~amk/

Subject:

Parameter Estimation
Fisher Information
Characterization Problems
Sufficiency and Exponential Families
Generalized Linear Models

   
Main publications:
  • 2007
  • 1. Sub- and superadditivity a la Carlen of matrices related to the Fisher information (with Z. Landsman and C. R. Rao). J. Statist. Planning and Inference, 137, 291-298.
    2. A lemma on stochastic majorization and properties of the Student distribution (with A. V. Nagaev). Theory Probab. Applications, 52, no. 1.
    3. Strong decomposition of random variables (with J. Hoffman ?Jorgensen, L. Pitt and L. Shepp) J. Theoret. Probab.
    4. An identity for the Fisher information and Mahalanobis distance (with Bing Li) (submitted).
  • 2006
  • 1. Quasi-independence of random variables and a property of normal and gamma distributions. J. Statist. Planning and Inference, 136, 199-208.
    2. Profile sufficiency . Austrian J. Statistics, 35, 121-130.

https://www.mathnet.ru/eng/person30497
List of publications on Google Scholar
List of publications on ZentralBlatt
https://mathscinet.ams.org/mathscinet/MRAuthorID/96710

Publications in Math-Net.Ru Citations
2012
1. A. M. Kagan, Tinghui Yu, A. Barron, M. Madiman, “Contribution to the theory of Pitman estimators”, Zap. Nauchn. Sem. POMI, 408 (2012),  245–267  mathnet  mathscinet; J. Math. Sci. (N. Y.), 199:2 (2014), 202–214  scopus 2
2007
2. A. M. Kagan, A. V. Nagaev, “A lemma on stochastic majorization and properties of the Student distribution”, Teor. Veroyatnost. i Primenen., 52:1 (2007),  199–203  mathnet  mathscinet  zmath  elib; Theory Probab. Appl., 52:1 (2008), 160–164  isi  scopus 1
2005
3. A. M. Kagan, C. R. Rao, “On estimation of a location parameter in presence of an ancillary component”, Teor. Veroyatnost. i Primenen., 50:1 (2005),  172–176  mathnet  mathscinet  zmath  elib; Theory Probab. Appl., 50:1 (2006), 129–133  isi 2
1991
4. A. A. Zinger, A. M. Kagan, “The least squares estimate, nonquadratic errors and the Gaussian distribution”, Teor. Veroyatnost. i Primenen., 36:1 (1991),  34–41  mathnet  mathscinet  zmath; Theory Probab. Appl., 36:1 (1991), 115–123  isi 3
1989
5. A. M. Kagan, “Generalized Condition ot the Identity of Distributions of Random Vectors in Connection with the Asymptotic Theory of Linear Forms in Independent Random Values”, Teor. Veroyatnost. i Primenen., 34:2 (1989),  370–375  mathnet  mathscinet  zmath; Theory Probab. Appl., 34:2 (1989), 327–332  isi 2
1988
6. A. M. Kagan, “New Classes of Dependent Random Variables and Generalization of Darmois–Skytovich Theorem to the Case of Several Forms”, Teor. Veroyatnost. i Primenen., 33:2 (1988),  305–314  mathnet  mathscinet  zmath; Theory Probab. Appl., 33:2 (1988), 286–295  isi 10
7. A. M. Kagan, “The analytical precising of the Heyde theorem on linear forms of independent random variables”, Zap. Nauchn. Sem. LOMI, 166 (1988),  54–59  mathnet  zmath
1987
8. A. M. Kagan, “A class of Two-Dimensional Distributions Arising in Connection with Cramer and Darmois–Skitovitch Theorems”, Teor. Veroyatnost. i Primenen., 32:2 (1987),  349–351  mathnet  mathscinet  zmath; Theory Probab. Appl., 32:2 (1987), 323–325  isi 4
1986
9. A. A. Zinger, A. M. Kagan, “Contribution to the analytic theory of linear forms of independent random variables”, Zap. Nauchn. Sem. LOMI, 153 (1986),  37–44  mathnet  zmath
1985
10. A. M. Kagan, “An information property of exponential families”, Teor. Veroyatnost. i Primenen., 30:4 (1985),  783–786  mathnet  mathscinet  zmath; Theory Probab. Appl., 30:4 (1986), 831–835  isi 4
11. A. M. Kagan, “A simple modification of Pitman estimates for a location parameter”, Teor. Veroyatnost. i Primenen., 30:3 (1985),  562–566  mathnet  mathscinet  zmath; Theory Probab. Appl., 30:3 (1986), 598–603  isi
1976
12. A. M. Kagan, “Fisher Information Contained in a Finite-Dimensional Linear Space, and a Correctly Posed Version of the Method of Moments”, Probl. Peredachi Inf., 12:2 (1976),  20–42  mathnet  mathscinet  zmath; Problems Inform. Transmission, 12:4 (1976), 98–115
13. A. A. Zinger, A. M. Kagan, “A note on the problem of reconstructing the type of a distribution”, Teor. Veroyatnost. i Primenen., 21:2 (1976),  398–401  mathnet  mathscinet  zmath; Theory Probab. Appl., 21:2 (1977), 389–392
14. A. M. Kagan, L. B. Klebanov, “Estimating stability in the problem of reconstructing the additive type of a distribution”, Zap. Nauchn. Sem. LOMI, 61 (1976),  68–74  mathnet  mathscinet  zmath; J. Soviet Math., 16:5 (1981), 1385–1389 1
15. A. M. Kagan, “Some wide-sense analogs of characteristic properties of the normal distribution”, Zap. Nauchn. Sem. LOMI, 61 (1976),  59–67  mathnet  mathscinet  zmath; J. Soviet Math., 16:5 (1981), 1379–1385
1975
16. O. V. Gerleyn, A. M. Kagan, “Hilbert space methods in classical problems of mathematical statistics”, Zap. Nauchn. Sem. LOMI, 53 (1975),  64–100  mathnet  mathscinet  zmath
1974
17. A. M. Kagan, L. B. Klebanov, S. M. Fintushal, “Asymptotic behaviour of the polynomial Pitman estimators”, Zap. Nauchn. Sem. LOMI, 43 (1974),  30–39  mathnet  mathscinet 1
18. A. A. Zinger, A. M. Kagan, “Sample mean as an estimator of the location parameter in case of the Laplacian loss function, in presence of the nuisance scale parameter”, Zap. Nauchn. Sem. LOMI, 43 (1974),  15–29  mathnet  mathscinet
1972
19. A. M. Kagan, Yu. N. Karpov, “Bayes formulation of the location parameter estimation problem”, Zap. Nauchn. Sem. LOMI, 29 (1972),  62–73  mathnet  mathscinet  zmath
1971
20. A. M. Kagan, Yu. V. Linnik, J. V. Romanovsky, A. L. Rukhin, “Families with “self-control””, Dokl. Akad. Nauk SSSR, 199:4 (1971),  766–769  mathnet  mathscinet  zmath
1969
21. A. A. Zinger, A. M. Kagan, L. B. Klebanov, “The sample mean as an estimator of the shift parameter in the presence of certain losses which differ from the quadratic”, Dokl. Akad. Nauk SSSR, 189:1 (1969),  29–30  mathnet  mathscinet  zmath
22. A. M. Kagan, O. V. Shalaevskii, “Admissibility of the estimate of least squares. Unusual property of the normal law”, Mat. Zametki, 6:1 (1969),  81–89  mathnet  mathscinet  zmath; Math. Notes, 6:1 (1969), 508–512
1968
23. A. M. Kagan, “Theory of estimation for families with shift, scale and exponential parameters”, Trudy Mat. Inst. Steklov., 104 (1968),  19–87  mathnet  mathscinet  zmath; Proc. Steklov Inst. Math., 104 (1968), 21–103 2
1967
24. A. M. Kagan, V. P. Palamodov, “Conditions of optimal unbiased estimation of parametric functions for incomplete exponential families with polynomial constraints”, Dokl. Akad. Nauk SSSR, 175:6 (1967),  1216–1218  mathnet  mathscinet  zmath
25. A. M. Kagan, “Partial sufficiency and unbiased estimation of polynomials in the shift parameter”, Dokl. Akad. Nauk SSSR, 174:6 (1967),  1257–1259  mathnet  mathscinet  zmath
26. A. M. Kagan, A. L. Rukhin, “On the estimation theory of the scale parameter”, Teor. Veroyatnost. i Primenen., 12:4 (1967),  735–741  mathnet  mathscinet  zmath; Theory Probab. Appl., 12:4 (1967), 672–678 4
27. A. M. Kagan, O. V. Shalaevskii, “Characterization of the normal law by the property of partial sufficiency”, Teor. Veroyatnost. i Primenen., 12:3 (1967),  567–569  mathnet  mathscinet  zmath; Theory Probab. Appl., 12:3 (1967), 512–514 3
28. A. M. Kagan, V. P. Palamodov, “Incomplete Exponential Families and Unbiased Minimum Variance Estimates. I”, Teor. Veroyatnost. i Primenen., 12:1 (1967),  39–50  mathnet  mathscinet; Theory Probab. Appl., 12:1 (1967), 36–46 2
1966
29. A. M. Kagan, “Sample mean as an estimate of the shift parameter”, Dokl. Akad. Nauk SSSR, 169:5 (1966),  1006–1008  mathnet  mathscinet  zmath
1965
30. A. M. Kagan, V. N. Sudakov, “The structure of a complete class of unbiased estimates for distribution families of a special form”, Dokl. Akad. Nauk SSSR, 164:2 (1965),  267–269  mathnet  mathscinet  zmath
31. A. M. Kagan, Yu. V. Linnik, “Questions in the theory of estimation and the testing of hypotheses”, Itogi Nauki. Ser. Teor. Veroyatn. 1963, 1965,  5–48  mathnet  mathscinet  zmath
32. A. M. Kagan, “Remarks on separating partitions”, Trudy Mat. Inst. Steklov., 79 (1965),  26–31  mathnet  mathscinet  zmath 2
33. A. M. Kagan, “Sufficient systems”, Trudy Mat. Inst. Steklov., 79 (1965),  17–23  mathnet  mathscinet  zmath; Proc. Steklov Inst. Math., 79 (1965), 15–22
34. A. M. Kagan, “New classes of families of distributions allowing similar regions”, Trudy Mat. Inst. Steklov., 79 (1965),  11–16  mathnet  mathscinet  zmath; Proc. Steklov Inst. Math., 79 (1965), 8–14
1964
35. A. M. Kagan, O. V. Shalaevskii, “The Behrens–Fisher problem for the existence of similar regions in an algebra of sufficient statistics”, Dokl. Akad. Nauk SSSR, 155:6 (1964),  1250–1252  mathnet  mathscinet  zmath
1963
36. A. M. Kagan, “Families of distributions and separating partitions”, Dokl. Akad. Nauk SSSR, 153:3 (1963),  522–525  mathnet  mathscinet  zmath
37. A. M. Kagan, “On the theory of Fischer's information quantity”, Dokl. Akad. Nauk SSSR, 151:2 (1963),  277–278  mathnet  mathscinet  zmath 1
38. A. M. Kagan, “On Robbins's scheme”, Dokl. Akad. Nauk SSSR, 150:4 (1963),  733–735  mathnet  mathscinet  zmath
39. A. M. Kagan, “On a class of measures in a sequence space”, Sibirsk. Mat. Zh., 4:4 (1963),  956–959  mathnet  mathscinet  zmath
1962
40. A. M. Kagan, “On an empirical Bayes approach to the problem of estimation”, Dokl. Akad. Nauk SSSR, 147:5 (1962),  1020–1021  mathnet  mathscinet  zmath
1974
41. A. M. Kagan, “Foreword of the editor”, Zap. Nauchn. Sem. LOMI, 43 (1974),  5  mathnet
1968
42. A. M. Kagan, “Yu. V. Linnik “Statistical problems with nuisance parameters” (book review)”, Teor. Veroyatnost. i Primenen., 13:1 (1968),  196–197  mathnet  mathscinet; Theory Probab. Appl., 13:1 (1968), 193–194

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