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020 _a9780387227283
_9978-0-387-22728-3
082 _a519.5
_223
100 _aLehmann, Erich L.
_920493
245 _aTheory of Point Estimation
_h[electronic resource] /
_cby Erich L. Lehmann, George Casella.
250 _a2nd ed. 1998.
260 _aNew York, NY :
_bSpringer New York :
_bImprint: Springer,
_c1998.
300 _aXXVI, 590 p.
_bonline resource.
505 _aPreface 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. .
520 _aSince the publication in 1983 of Theory of Point Estimation, much new work has made it desirable to bring out a second edition. The inclusion of the new material has increased the length of the book from 500 to 600 pages; of the approximately 1000 references about 25% have appeared since 1983. The greatest change has been the addition to the sparse treatment of Bayesian inference in the first edition. This includes the addition of new sections on Equivariant, Hierarchical, and Empirical Bayes, and on their comparisons. Other major additions deal with new developments concerning the information in equality and simultaneous and shrinkage estimation. The Notes at the end of each chapter now provide not only bibliographic and historical material but also introductions to recent development in point estimation and other related topics which, for space reasons, it was not possible to include in the main text. The problem sections also have been greatly expanded. On the other hand, to save space 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 two excellent books by Hampel et al (1986) and Staudte and Sheather (1990). Other than subject matter changes, there have been some minor modifications in the presentation. .
650 _aStatisticsĀ .
_920494
650 _aMathematics.
_920495
650 _aStatistical Theory and Methods.
_920496
650 _aApplications of Mathematics.
_920497
700 _aCasella, George.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
_920498
856 _uhttps://doi.org/10.1007/b98854
942 _cEBK
999 _c13646
_d13646