R. R. Bahadur's lectures on the theory of estimation / Stephen M. Stigler, Wing Hung Wong and Daming Xu

Auteur: Bahadur, Raghu Raj (1924-1997) - AuteurAuteur secondaire : Wong, Wing Hung - Editeur scientifique ; Stigler, Stephen M. (1941-) - Editeur scientifique ; Xu, Daming (1944-2007) - Editeur scientifiqueType de document: Livre numériqueCollection: Lecture notes-monograph series ; 39Langue: anglaisÉditeur: Beachwood, OH : Institute of Mathematical Statistics, 2002 ISBN: 0940600536 Note: ...The monograph is based on the special topics course given by the late Professor Raghu Raj Bahadur at the University of Chicago in the 80's. The lecture notes, based on a ten weeks course on classical theory of estimation, covers: Bayes estimates, unbiased estimation, Fisher information, Cramér-Rao bounds, and the theory of maximum likelihood estimation. ... (MathSciNet) Sujets MSC: 62F10 Statistics -- Parametric inference -- Point estimation
62G05 Statistics -- Nonparametric inference -- Estimation
60F15 Probability theory and stochastic processes -- Limit theorems -- Strong theorems
62-02 Statistics -- Research exposition (monographs, survey articles)
En-ligne: OA - accès libre

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...The monograph is based on the special topics course given by the late Professor Raghu Raj Bahadur at the University of Chicago in the 80's. The lecture notes, based on a ten weeks course on classical theory of estimation, covers: Bayes estimates, unbiased estimation, Fisher information, Cramér-Rao bounds, and the theory of maximum likelihood estimation. ... (MathSciNet)

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