The second edition of this classic book will serve as a reference on mathematical statistics for graduate students and researchers in mathematical statistics. Many topics are presented which have been available only in journal form.

Autorentext

Klappentext

This second, much enlarged edition by Lehmann and Casella of Lehmann's classic text on point estimation maintains the outlook and general style of the first edition. All of the topics are updated, while an entirely new chapter on Bayesian and hierarchical Bayesian approaches is provided, and there is much new material on simultaneous estimation. Each chapter concludes with a Notes section which contains suggestions for further study. This is a companion volume to the second edition of Lehmann's "Testing Statistical Hypotheses".

Inhalt

1. Preparations; 2. Unbiasedness; 3. Equivariance; 4. Average risk optimality; 5. Global risk optimality; 6. Asymptotic efficiency and likelihood