Theory of point estimation

E.L. Lehmann, George Casella

This second, much enlarged edition by Lehmann and Casella of Lehmann's classic text on point estimation maintains the outlook and general style of the first edition. All of the topics are updated, while an entirely new chapter on Bayesian and hierarchical Bayesian approaches is provided, and there is much new material on simultaneous estimation. Each chapter concludes with a Notes section which contains suggestions for further study. This is a companion volume to the second edition of Lehmann's "Testing Statistical Hypotheses".

「Nielsen BookData」より

This second, much enlarged edition by Lehmann and Casella of Lehmann's classic text on point estimation maintains the outlook and general style of the first edition. All of the topics are updated, while an entirely new chapter on Bayesian and hierarchical Bayesian approaches is provided, and there is much new material on simultaneous estimation. Each chapter concludes with a Notes section which contains suggestions for further study. This is a companion volume to the second edition of Lehmann's "Testing Statistical Hypotheses".

「Nielsen BookData」より

[目次]

  • 1. Preparations
  • 2. Unbiasedness
  • 3. Equivariance
  • 4. Average risk optimality
  • 5. Global risk optimality
  • 6. Asymptotic efficiency and likelihood

「Nielsen BookData」より

[目次]

  • Preface to the Second Edition.- Preface to the First Edition.- List of Tables.- List of Figures.- List of Examples.- Table of Notation.- Preparations.- Unbiasedness.- Equivariance.- Average Risk Optimality.- Minimaxity and Admissibility.- Asymptotic Optimality.- References.- Author Index.- Subject Index.

「Nielsen BookData」より

この本の情報

書名 Theory of point estimation
著作者等 Casella, George
Lehmann, E. L.
Casella G.C.
Lehmann E.L.
シリーズ名 Springer texts in statistics
出版元 Springer
刊行年月 c1998
版表示 2nd ed
ページ数 xxvi, 589 p.
大きさ 24 cm
ISBN 9781441931306
9780387985022
NCID BA37617318
※クリックでCiNii Booksを表示
言語 英語
出版国 アメリカ合衆国
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