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.
作者簡介
暫缺《點估計理論》作者簡介
圖書目錄
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
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