Skip to main content
  • Textbook
  • © 1998

Theory of Point Estimation

Authors:

(view affiliations)

Part of the book series: Springer Texts in Statistics (STS)

Buying options

eBook
USD 84.99
Price excludes VAT (USA)
  • ISBN: 978-0-387-22728-3
  • Instant PDF download
  • Readable on all devices
  • Own it forever
  • Exclusive offer for individuals only
  • Tax calculation will be finalised during checkout
Softcover Book
USD 109.99
Price excludes VAT (USA)
Hardcover Book
USD 159.99
Price excludes VAT (USA)

This is a preview of subscription content, access via your institution.

Table of contents (6 chapters)

  1. Front Matter

    Pages i-xxvi
  2. Preparations

    Pages 1-81
  3. Unbiasedness

    Pages 83-146
  4. Equivariance

    Pages 147-224
  5. Average Risk Optimality

    Pages 225-307
  6. Asymptotic Optimality

    Pages 429-519
  7. Back Matter

    Pages 521-590

About this book

Since the publication in 1983 of Theory of Point Estimation, much new work has made it desirable to bring out a second edition. The inclusion of the new material has increased the length of the book from 500 to 600 pages; of the approximately 1000 references about 25% have appeared since 1983. The greatest change has been the addition to the sparse treatment of Bayesian inference in the first edition. 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. 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. The problem sections also have been greatly expanded. On the other hand, to save space most of the discussion in the first edition on robust estimation (in particu lar L, M, and R estimators) has been deleted. This topic is the subject of two excellent books by Hampel et al (1986) and Staudte and Sheather (1990). Other than subject matter changes, there have been some minor modifications in the presentation.       

Keywords

  • Likelihood
  • Point Estimation
  • Variance
  • average
  • minimum
  • statistical inference
  • statistics

Reviews

             

Authors and Affiliations

  • Department of Statistics, University of California, Berkeley, Berkeley, USA

    E. L. Lehmann

  • Department of Statistics, University of Florida, Gainesville, USA

    George Casella

About the authors

        

Bibliographic Information

  • Book Title: Theory of Point Estimation

  • Authors: E. L. Lehmann, George Casella

  • Series Title: Springer Texts in Statistics

  • DOI: https://doi.org/10.1007/b98854

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag New York 1998

  • Hardcover ISBN: 978-0-387-98502-2

  • Softcover ISBN: 978-1-4419-3130-6

  • eBook ISBN: 978-0-387-22728-3

  • Series ISSN: 1431-875X

  • Series E-ISSN: 2197-4136

  • Edition Number: 2

  • Number of Pages: XXVI, 590

  • Additional Information: Originally published as a monograph

  • Topics: Statistical Theory and Methods, Applications of Mathematics

Buying options

eBook
USD 84.99
Price excludes VAT (USA)
  • ISBN: 978-0-387-22728-3
  • Instant PDF download
  • Readable on all devices
  • Own it forever
  • Exclusive offer for individuals only
  • Tax calculation will be finalised during checkout
Softcover Book
USD 109.99
Price excludes VAT (USA)
Hardcover Book
USD 159.99
Price excludes VAT (USA)