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[美] 瓦多莱曼 (Lehmann E.L.) 著 / 世界图书出版公司 / 2009-05 / 平装
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点估计理论(第2版)(英文版)
Sincethepublicationin1983ofTheoryofPointEstimation,muchnewworkhasmadeitdesirabletobringoutasecondedition.Theinclusionofthenewmaterialhasincreasedthelengthofthebookfrom500to600pages;oftheapproximately1000referencesabout25%haveappearedsince1983.ThegreatestchangehasbeentheadditiontothesparsetreatmentofBayesianinferenceinthefirstedition.ThisincludestheadditionofnewsectionsonEquivariant,Hierarchical,andEmpiricalBayes,andontheircomparisons.Othermajoradditionsdealwithnewdevelopmentsconcerningtheinformationin-equalityandsimultaneousandshrinkageestimation.TheNotesattheendofeachchapternowprovidenotonlybibliographicandhistoricalmaterialbutalsointroductionstorecentdevelopmentinpointestimationandotherrelatedtopicswhich,forspacereasons,itwasnotpossibletoincludeinthemaintext.Theproblemsectionsalsohavebeengreatlyexpanded.
PrefacetotheSecondEditionPrefacetotheFirstEditionListofTablesListofFiguresListofExamplesTableofNotation1Preparations1TheProblem2MeasureTheoryandIntegration3ProbabilityTheory4GroupFamilies5ExponentialFamilies6SufficientStatistics7ConvexLossFunctions8ConvergenceinProbabilityandinLaw9Problems10Notes2Unbiasedness1UMVUEstimators2ContinuousOne-andTwo-SampleProblems3DiscreteDistributions4NonparametricFamilies5TheInformationInequality6TheMultiparameterCaseandOtherExtensions7Problems8Notes3Equivarianee1FirstExamples2ThePrincipleofEquivariance3Location-ScaleFamilies4NormalLinearModels5RandomandMixedEffectsModels6ExponentialLinearModels7FinitePopulationModels8Problems9Notes4AverageRiskOptimality1Introduction2FirstExamples3Single-PriorBayes4EquivariantBayes5HierarchicalBayes6EmpiricalBayes7RiskComparisons8Problems9Notes5MinimaxityandAdmissibility1MinimaxEstimation2AdmissibilityandMinimaxityinExponentialFamilies3AdmissibilityandMinimaxityinGroupFamilies4SimultaneousEstimation5ShrinkageEstimatorsintheNormalCase6Extensions7AdmissibilityandCompleteClasses8Problems9Notes6AsymptoticOptimality1PerformanceEvaluationsinLargeSamples2AsymptoticEfficiency3EfficientLikelihoodEstimation4LikelihoodEstimation:MultipleRoots5TheMultiparameterCase6Applications7Extensions8AsymptoticEfficiencyofBayesEstimators9Problems10NotesReferencesAuthorIndexSubjectIndex
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