Theory of Point Estimation

ISBN-13: 9780387985022 / Angielski / Twarda / 1998 / 590 str.

E. L. Lehmann; George Casella; George Casella

Opis

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."

Spis treści

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