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lehmann的经典书籍theory of point estimation [推广有奖]

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Preface to the Second Edition
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 inequality
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 particular
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. For example, all of the references are now collected together at
the end of the text, examples are listed in a Table of Examples, and equations
are references by section and number within a chapter and by chapter, section
and number between chapters.
The level of presentation remains the same as that of TPE. Students with a
thorough course in theoretical statistics (from texts such as Bickel and Doksum
1977 or Casella and Berger 1990) would be well prepared. The second edition of
TPE is a companion volume to “Testing Statistical Hypotheses, Second Edition
(TSH2).” Between them, they provide an account of classical statistics from a
unified point of view.
Many people contributed to TPE2 with advice, suggestions, proofreading and
problem-solving. We are grateful to the efforts of John Kimmel for overseeing
this project; to Matt Briggs, Lynn Eberly, Rich Levine and Sam Wu for proofreading
and problem solving, to Larry Brown, Anirban DasGupta, Persi
Diaconis, Tom DiCiccio, Roger Farrell, Leslaw Gajek, Jim Hobert, Chuck

McCulloch, Elias Moreno, Christian Robert, Andrew Rukhin, Bill Strawderman
and Larry Wasserman for discussions and advice on countless topics, and to
June Meyermann for transcribing most of TEP to LaTeX. Lastly, we thank Andy
Scherrer for repairing the near-fatal hard disk crash and Marty Wells for the
almost infinite number of times he provided us with needed references.
E. L. Lehmann
Berkeley, California
George Casella
Ithaca, New York
March 1998

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关键词:Estimation Lehmann Theory lehman ATION Theory Estimation Point Lehmann

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zhaohongbo 发表于 2008-2-21 14:04:00 |只看作者 |坛友微信交流群
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bookbug 发表于 2008-2-22 07:38:00 |只看作者 |坛友微信交流群

以前有人发过lehmann的一个集子吧 包括他的好几本书

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