Synopses & Reviews
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. 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. The book is a companion volume to the second edition of Lehmann's "Testing Statistical Hypotheses". E.L. Lehmann is Professor Emeritus at the University of California, Berkeley. He is a member of the National Academy of Sciences and the American Academy of Arts and Sciences, and the recipient of honorary degrees from the University of Leiden, The Netherlands, and the University of Chicago. George Casella is the Liberty Hyde Bailey Professor of Biological Statistics in The College of Agriculture and Life Sciences at Cornell University. Casella has served as associate editor of The American Statistician, Statistical Science and JASA. He is currently the Theory and Methods Editor of JASA. Casella has authored two other textbooks (Statistical Inference, 1990, with Roger Berger and Variance Components, 1992, with Shayle A. Searle and Charles McCulloch). He is a fellow of the IMS and ASA, and an elected fellow of the ISI. Also available: E.L. Lehmann, Testing Statistical Hypotheses Second Edition, Springer-Verlag New York, Inc., ISBN 0-387-949194.
Synopsis
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.
Synopsis
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.
Synopsis
Point estimation is one of the most common forms of statistical inference. This second, enlarged edition of Lehmann's classic work maintains the outlook and general style of the first edition, but updates all of the topics. Included is an entirely new presentation on Bayesian and hierarchical Bayesian approaches and new material on simultaneous estimation.
Synopsis
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".
Table of Contents
Preface to the Second Edition.- Preface to the First Edition.- List of Tables.- List of Figures.- List of Examples.- Table of Notation.- Preparations.- Unbiasedness.- Equivariance.- Average Risk Optimality.- Minimaxity and Admissibility.- Asymptotic Optimality.- References.- Author Index.- Subject Index.