点估计理论(第2版)(英文版)9787510004841
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作者(美)瓦多莱曼|责编:刘慧//高蓉
出版社世界图书出版公司
ISBN9787510004841
出版时间2009-05
装帧平装
开本其他
定价139元
货号30940444
上书时间2024-07-28
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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 Equivariance
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
内容摘要
本书论述欧氏样本空间中的点估计问题。包括准备知识、无偏性、同变性原理、平均风险优良性、极小极
大和可容许性、渐近最优性等内容。
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