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

Author(s) R. R. Bahadur

Editor(s) Stephen M. Stigler, Wing Hung Wong, Daming Xu

IMS Lecture Notes Monogr. Ser., 39: 82pp. (2002). DOI: 10.1214/lnms/1215091005

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Institute of Mathematical Statistics Lecture Notes - Monograph Series, Volume 39

82 pp.

Published: 2002

First available in Project Euclid: 3 July 2008

MathSciNet: MR2017607

Digital Object Identifier: 10.1214/lnms/1215091005

ISBN: 0940600536

Subjects:

Primary: 62-02

Secondary: 60F15 , 62F10 , 62F12

Institute of Mathematical Statistics Lecture Notes - Monograph Series

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Miscellaneous Frontmatter

R. R. Bahadur , Stephen M. Stigler , Wing Hung Wong , Daming Xu

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 39, - (2002). Open Access

Editors' Preface

R. R. Bahadur , Stephen M. Stigler , Daming Xu

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 39, i-iv (2002). https://doi.org/10.1214/lnms/1215091007 Open Access

Table of Contents

R. R. Bahadur , Stephen M. Stigler , Wing Hung Wong , Daming Xu

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 39, v-vi (2002). Open Access

Half Title Page: Lectures on Estimation Theory

R. R. Bahadur , Stephen M. Stigler , Wing Hung Wong , Daming Xu

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 39, 1-1 (2002). Open Access

Chapter 1. Review of L Theory

R. R. Bahadur , Stephen M. Stigler , Wing Hung Wong , Daming Xu

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 39, 2-13 (2002). https://doi.org/10.1214/lnms/1215091010 Open Access

Chapter 2. Bayes Estimation

R. R. Bahadur , Stephen M. Stigler , Wing Hung Wong , Daming Xu

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 39, 14-24 (2002). https://doi.org/10.1214/lnms/1215091011 Open Access

Chapter 3. Unbiased Estimation

R. R. Bahadur , Stephen M. Stigler , Wing Hung Wong , Daming Xu

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 39, 25-29 (2002). https://doi.org/10.1214/lnms/1215091012 Open Access

Chapter 4. The Score Function, Fisher Information and Bounds

R. R. Bahadur , Stephen M. Stigler , Wing Hung Wong , Daming Xu

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 39, 30-37 (2002). https://doi.org/10.1214/lnms/1215091013 Open Access

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

R. R. Bahadur , Stephen M. Stigler , Wing Hung Wong , Daming Xu

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 39, 38-45 (2002). https://doi.org/10.1214/lnms/1215091014 Open Access

Chapter 6. Multi-Parameter Case

R. R. Bahadur , Stephen M. Stigler , Wing Hung Wong , Daming Xu

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 39, 46-58 (2002). https://doi.org/10.1214/lnms/1215091015 Open Access

Chapter 7. Score Function, MLE and Related Issues

R. R. Bahadur , Stephen M. Stigler , Wing Hung Wong , Daming Xu

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 39, 59-66 (2002). https://doi.org/10.1214/lnms/1215091016 Open Access

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

R. R. Bahadur , Stephen M. Stigler , Wing Hung Wong , Daming Xu

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 39, 67-74 (2002). https://doi.org/10.1214/lnms/1215091017 Open Access

References

R. R. Bahadur , Stephen M. Stigler , Wing Hung Wong , Daming Xu

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 39, 75-75 (2002). Open Access

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

Stephen M. Stigler

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 39, 76-82a (2002). https://doi.org/10.1214/lnms/1215091019 Open Access

Miscellaneous Backmatter

R. R. Bahadur , Stephen M. Stigler , Wing Hung Wong , Daming Xu

Institute of Mathematical Statistics Lecture Notes - Monograph Series Vol. 39, - (2002). Open Access

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