Statistical decision theory : estimation, testing, and selection (Book, 2008) []
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Statistical decision theory : estimation, testing, and selection

Author: Friedrich Liese; Klaus-J Miescke
Publisher: New York : Springer, ©2008.
Series: Springer series in statistics.
Edition/Format:   Print book : EnglishView all editions and formats
"This monograph is written for advanced graduate students, Ph. D. students, and researchers in mathematical statistics and decision theory. All major topics are introduced on a fairly elementary level and then developed gradually to higher levels. The book is self-contained as it provides full proofs, worked-out examples, and problems. It can be used as a basis for graduate courses, seminars, Ph. D. programs,  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Friedrich Liese; Klaus-J Miescke
ISBN: 9780387731933 0387731938
OCLC Number: 172984351
Description: xvii, 677 pages ; 25 cm
Contents: Statistical models --
Tests in models with monotonicity properties --
Statistical decision theory --
Comparison of models, reduction by sufficiency --
Invariant statistical decision models --
Large sample approximations of models and decisions --
Estimation --
Testing --
Selection --
Appendix: Topics from analysis, measure theory, and probability theory --
Appendix: Common notation and distributions.
Series Title: Springer series in statistics.
Responsibility: Friedrich Liese, Klaus-J. Miescke.
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For advanced graduate students, this book is a one-stop shop that presents the main ideas of decision theory in an organized, balanced, and mathematically rigorous manner, while observing statistical  Read more...


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From the reviews:"The central theme of this book is 'what optimal decisions are in general and in specific decision problems, and how to derive them'; optimality is understood in terms of the Read more...

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