基本信息·出版社:世界图书出版公司 ·页码:589 页 ·出版日期:2009年05月 ·ISBN:7510004845/9787510004841 ·条形码:9787510004841 ·版本:第2版 ...
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基本信息·出版社:世界图书出版公司
·页码:589 页
·出版日期:2009年05月
·ISBN:7510004845/9787510004841
·条形码:9787510004841
·版本:第2版
·装帧:平装
·开本:24
·正文语种:英语
·外文书名:Theory of Point Estimation
内容简介 《点估计理论(第2版)(英文版)》内容为:Since the publication in 1983 of Theory of Point Estimation, much new workhas made it desirable to bring out a second edition. The inclusion of the newmaterial has increased the length of the book from 500 to 600 pages; of theapproximately 1000 references about 25% have appeared since 1983. The greatest change has been the addition to the sparse treatment of Bayesianinference in the first edition. This includes the addition of new sections onEquivariant, Hierarchical, and Empirical Bayes, and on their comparisons. Othermajor additions deal with new developments concerning the information in-equality and simultaneous and shrinkage estimation. The Notes at the end ofeach chapter now provide not only bibliographic and historical material but alsointroductions to recent development in point estimation and other related topicswhich, for space reasons, it was not possible to include in the main text. Theproblem sections also have been greatly expanded.
编辑推荐 《点估计理论(第2版)(英文版)》由瓦多莱曼所著。
目录 Preface to the Second Edition
Preface to the First Edition
List of Tables
List of Figures
List of Examples
Table of Notation
1 Preparations
1 The Problem
2 Measure Theory and Integration
3 Probability Theory
4 Group Families
5 Exponential Families
6 Sufficient Statistics
7 Convex Loss Functions
8 Convergence in Probability and in Law
9 Problems
10 Notes
2 Unbiasedness
1 UMVU Estimators
2 Continuous One- and Two-Sample Problems
3 Discrete Distributions
4 Nonparametric Families
5 The Information Inequality
6 The Multiparameter Case and Other Extensions
7 Problems
8 Notes
3 Equivarianee
1 First Examples
2 The Principle of Equivariance
3 Location-Scale Families
4 Normal Linear Models
5 Random and Mixed Effects Models
6 Exponential Linear Models
7 Finite Population Models
8 Problems
9 Notes
4 Average Risk Optimality
1 Introduction
2 First Examples
3 Single-Prior Bayes
4 Equivariant Bayes
5 Hierarchical Bayes
6 Empirical Bayes
7 Risk Comparisons
8 Problems
9 Notes
5 Minimaxity and Admissibility
1 Minimax Estimation
2 Admissibility and Minimaxity in Exponential Families
3 Admissibility and Minimaxity in Group Families
4 Simultaneous Estimation
5 Shrinkage Estimators in the Normal Case
6 Extensions
7 Admissibility and Complete Classes
8 Problems
9 Notes
6 Asymptotic Optimality
1 Performance Evaluations in Large Samples
2 Asymptotic Efficiency
3 Efficient Likelihood Estimation
4 Likelihood Estimation: Multiple Roots
5 The Multiparameter Case
6 Applications
7 Extensions
8 Asymptotic Efficiency of Bayes Estimators
9 Problems
10 Notes
References
Author Index
Subject Index
……
序言 Since the publication in 1983 of Theory of Point Estimation, much new workhas made it desirable to bring out a second edition. The inclusion of the newmaterial has increased the length of the book from 500 to 600 pages; of theapproximately 1000 references about 25% have appeared since 1983. The greatest change has been the addition to the sparse treatment of Bayesianinference in the first edition. This includes the addition of new sections onEquivariant, Hierarchical, and Empirical Bayes, and on their comparisons. Othermajor additions deal with new developments concerning the information in-equality and simultaneous and shrinkage estimation. The Notes at the end ofeach chapter now provide not only bibliographic and historical material but alsointroductions to recent development in point estimation and other related topicswhich, for space reasons, it was not possible to include in the main text. Theproblem sections also have been greatly expanded. On the other hand, to savespace most of the discussion in the first edition on robust estimation (in particu-lar L, M, and R estimators) has been deleted. This topic is the subject of twoexcellent books by Hampel et al (1986) and Staudte and Sheather (1990). Otherthan subject matter changes, there have been some minor modifications in thepresentation. For example, all of the references are now collected together atthe end of the text, examples are listed in a Table of Examples, and equationsare references by section and number within a chapter and by chapter, sectionand number between chapters. The level of presentation remains the same as that of TPE. Students with athorough course in theoretical statistics (from texts such as Bickel and Doksum1977 or Casella and Berger 1990) would be well prepared. The second edition ofTPE is a companion volume to "Testing Statistical Hypotheses, Second Edition(TSH2)." Between them, they provide an account of classical statistics from aunified point of view.
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