Theory of Point Estimation

de E. L. Lehmann

A comprehensive account of point estimation in Euclidean sample space: Written by an acknowledged authority in the field, "Theory of Point Estimation" covers numerous applications to exponential and group families and offers a systematic discussion of the rich body of statistical problems relevant to these subjects. Together with the author's classic volume "Testing Statistical Hypotheses, Second Edition" it is an outstanding text for graduate-level courses in the theory and applications of mathematical statistics. "... The book is a masterpiece of careful and lucid exposition, and is likely to take its place alongside "Testing Statistical Hypotheses" as a definitive and influential account of its field." D.R. Cox in International Statistical Reviews" "... This is a very special book. It will surely be the standard reference on estimation theory for years to come." James O. Berger in the Journal of the American Statistical Association."