Theory of point estimation

Edición de la obra Theory of point estimation

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