Theory of Point Estimation

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All of the topics are updated, while an entirely new chapter on Bayesian and hierarchical Bayesian approaches is provided, and there is much new material on simultaneous estimation.

Theory of Point Estimation by Erich L. Lehmann

Each chapter concludes with a Notes section which contains suggestions for further study. This is a companion volume to the second edition of Lehmann's "Testing Statistical Hypotheses". Product Details Table of Contents. Table of Contents 1.

“Testing Statistical Hypotheses” and “Theory of Point Estimation” impressions

Preparations; 2. Unbiasedness; 3. Equivariance; 4.

Average risk optimality; 5. Global risk optimality; 6.

  • Statistics & Risk Modeling?
  • Theory of point estimation!
  • Theory of Point Estimation!
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Asymptotic efficiency and likelihood. Average Review. Write a Review. Lehmann , George Casella.

Lehmann , George Casella Springer, , pp. Since the publication in of Theory of Point Estimation, much new work has made it desirable to bring out a second edition. The greatest change has been the addition to the sparse treatment of Bayesian inference in the first edition.

Table of contents

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.

  1. Point estimation!
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  8. 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.