E.L. Lehmann, George Casella, «Theory of Point Estimation» (2nd edition)
Springer | ISBN 0387985026 | 2003 Year | PDF | 2,56 Mb | 589 Pages
This book is concerned with point estimation in Euclidean sample spaces. The first four chapters deal with exact (small-sample) theory, and their approach and organization parallel those of the companion volume, Testing Statistical Hypotheses (TSH). Optimal estimators are derived according to criteria such as unbiasedness, equivariance, and minimaxity, and the material is organized around these criteria. The principal applications are to exponential and group families, and the systematic discussion of the rich body of (relatively simple) statistical problems that fall under these headings constitutes a second major theme of the book.