Theoretical Statistics: Topics for a Core Course
Robert W. Keener
2010年出的
目录
1 Probability and Measure 1
2 Exponential Families 25
3 Risk Sufficiency Completeness and Ancillarity 39
4 Unbiased Estimation 61
5 Curved Exponential Families 85
6 Conditional Distributions 101
7 Bayesian Estimation 114
8 LargeSample Theory 129
9 Estimating Equations and Maximum Likelihood 151
10 Equivariant Estimation 195
11 Empirical Bayes and Shrinkage Estimators 205
12 Hypothesis Testing 219
13 Optimal Tests in Higher Dimensions 254
14 General Linear Model 269
15 Bayesian Inference Modeling andComputation 300
16 Asymptotic Optimality1 319
17 LargeSample Theory for Likelihood RatioTests 343
18 Nonparametric Regression 367
19 Bootstrap Methods 391
20 Sequential Methods 405
A Appendices 431
B Solutions 450
References 525
Index 530