點估計理論

《點估計理論》是2009年世界圖書出版公司出版的圖書，作者是瓦多萊曼。

基本介紹

• 中文名：點估計理論
• 別名：Theory of Point Estimation
• 作者：瓦多萊曼
• 出版社：世界圖書出版公司
• 出版時間：2009年5月
• 頁數：589 頁
• 定價：70 元
• ISBN：9787510004841

內容簡介

《點估計理論(第2版)(英文版)》內容為：Since the publication in 1983 of Theory of Point Estimation, much new workhas made it desirable to bring out a second edition. The inclusion of the newmaterial has increased the length of the book from 500 to 600 pages; of theapproximately 1000 references about 25% have appeared since 1983. The greatest change has been the addition to the sparse treatment of Bayesianinference in the first edition. This includes the addition of new sections onEquivariant, Hierarchical, and Empirical Bayes, and on their comparisons. Othermajor additions deal with new developments concerning the information in-equality and simultaneous and shrinkage estimation. The Notes at the end ofeach chapter now provide not only bibliographic and historical material but alsointroductions to recent development in point estimation and other related topicswhich, for space reasons, it was not possible to include in the main text. Theproblem sections also have been greatly expanded.

目錄

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