Theory of point estimation. (English) Zbl 0801.62025

Lehmann, E. L.

London: Wadsworth. xii, 506 p. (1991).

See the review of the original 1983 Wiley edition, Zbl 0522.62020.

MSC:

62F10	Point estimation
62-01	Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
62F12	Asymptotic properties of parametric estimators

Keywords:

unbiased estimator; risk-unbiasedness; minimum risk equivariant procedures; Pitman estimators; global properties; shrinkage estimators; \(M\)-estimators; \(L\)-estimators; examples; exercises; large sample theory; asymptotic optimality; equivariance

Citations:

Zbl 0089.141; Zbl 0522.62020