R. R. Bahadur R. R. Bahadur's lectures on the theory of estimation: Edited and with a preface by Stephen M. Stigler, Wing Hung Wong and Daming Xu (Beachwood, OH: Institute of Mathematical Statistics, 2002)

R. R. Bahadur's lectures on the theory of estimation: Edited and with a preface by Stephen M. Stigler, Wing Hung Wong and Daming Xu

R. R. Bahadur

Editor: Stephen M. Stigler
Editor: Wing Hung Wong
Editor: Daming Xu

Lecture Notes--Monograph Series, Volume 39
Beachwood, OH: Institute of Mathematical Statistics, 2002.
82 pp.

Subjects:

62-02 (primary)
60F15 (secondary)
62F10 (secondary)
62F12 (secondary)

Permanent link to this monograph: http://projecteuclid.org/euclid.lnms/1215091005
Mathmatical Reviews number (MathSciNet): MR2017607
ISBN:0-940600-53-6

Miscellaneous Frontmatter

Editors' Preface

R. R. Bahadur, Stephen M. Stigler, and Daming Xu; i-iv

Table of Contents

v-vi

Title Page: Lectures on Estimation Theory

1

Chapter 1. Review of L² Theory

2-13

Chapter 2. Bayes Estimation

14-24

Chapter 3. Unbiased Estimation

25-29

Chapter 4. The Score Function, Fisher Information and Bounds

30-37

Chapter 5. Sufficient Conditions for the Attainment of the Cramér-Rao Bound and the Bhattacharya Bound

38-45

Chapter 6. Multi-Parameter Case

46-58

Chapter 7. Score Function, MLE and Related Issues

59-66

Chapter 8. The Asymptotic Distribution and Asymptotic Efficiency of MLE and Related Estimators

67-74

References

75

Appendix: Raghu Raj Bahadur 1924-1997, by Stephen M. Stigler, and A Bibliography of Bahadur's Publications

Stephen M. Stigler; 76-82a

Miscellaneous Backmatter

R. R. Bahadur's lectures on the theory of estimation: Edited and with a preface by Stephen M. Stigler, Wing Hung Wong and Daming Xu

Subjects:

Institute of Mathematical Statistics Lecture Notes - Monograph Series