点估计理论:第2版

点估计理论:第2版

(美) 瓦多莱曼 (Lehmann,E.L.) , 著

出版社:世界图书出版公司北京公司

年代:2009

定价:70.0

书籍简介:

本书是Springer统计学教材之一。这是第2版,在延续了第1版风格的基础上,将点估计理论讲述的更加详尽。

书籍目录:

PrefacetotheSecondEdition

PrefacetotheFirstEdition

ListofTables

ListofFigures

ListofExamples

TableofNotation

1Preparations

1TheProblem

2MeasureTheoryandIntegration

3ProbabilityTheory

4GroupFamilies

5ExponentialFamilies

6SufficientStatistics

7ConvexLossFunctions

8ConvergenceinProbabilityandinLaw

9Problems

10Notes

2Unbiasedness

1UMVUEstimators

2ContinuousOne-andTwo-SampleProblems

3DiscreteDistributions

4NonparametricFamilies

5TheInformationInequality

6TheMultiparameterCaseandOtherExtensions

7Problems

8Notes

3Equivarianee

1FirstExamples

2ThePrincipleofEquivariance

3Location-ScaleFamilies

4NormalLinearModels

5RandomandMixedEffectsModels

6ExponentialLinearModels

7FinitePopulationModels

8Problems

9Notes

4AverageRiskOptimality

1Introduction

2FirstExamples

3Single-PriorBayes

4EquivariantBayes

5HierarchicalBayes

6EmpiricalBayes

7RiskComparisons

8Problems

9Notes

5MinimaxityandAdmissibility

1MinimaxEstimation

2AdmissibilityandMinimaxityinExponentialFamilies

3AdmissibilityandMinimaxityinGroupFamilies

4SimultaneousEstimation

5ShrinkageEstimatorsintheNormalCase

6Extensions

7AdmissibilityandCompleteClasses

8Problems

9Notes

6AsymptoticOptimality

1PerformanceEvaluationsinLargeSamples

2AsymptoticEfficiency

3EfficientLikelihoodEstimation

4LikelihoodEstimation:MultipleRoots

5TheMultiparameterCase

6Applications

7Extensions

8AsymptoticEfficiencyofBayesEstimators

9Problems

10Notes

References

AuthorIndex

SubjectIndex

内容摘要:

  ThisbookisconcernedwithpointestimationinEuclideansamplespaces.Thefirstfourchaptersdealwithexact(small-sample)theory,andtheirapproachandorganizationparallelthoseofthecompanionvolume,TestingStatisticalHypotheses(TSH).Optimalestimatorsarederivedaccordingtocriteriasuchasunbiasedness,equivariance,andminimaxity,andthematerialisorganizedaroundthesecriteria.Theprincipalapplicationsaretoexponentialandgroupfamilies,andthesystematicdiscussionoftherichbodyof(relativelysimple)statisticalproblemsthatfallundertheseheadingsconstitutesasecondmajorthemeofthebook.

书籍规格:

书籍详细信息
书名点估计理论:第2版站内查询相似图书
9787510004841
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出版地北京出版单位世界图书出版公司北京公司
版次2版印次1
定价(元)70.0语种英文
尺寸14装帧平装
页数印数 1000

书籍信息归属:

点估计理论:第2版是世界图书出版公司北京公司于2009.05出版的中图分类号为 O211.67 的主题关于 点估计-教材-英文 的书籍。