点估计理论
点此进入淘宝搜索页搜索分类: 图书,自然科学,数学,概率论与数理统计,
作者： （美）瓦多莱曼（Lehmann,E.L.） 著
出 版 社：
出版时间： 2009-5-1字数：版次： 2页数： 589印刷时间：开本： 24开印次：纸张：I S B N ： 9787510004841包装： 平装目录
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
