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008 100301s2008 xxu| s |||| 0|eng d
020 _a9780387731940
024 7 _a10.1007/978-0-387-73194-0
_2doi
035 _a978-0-387-73194-0
090 _amg
100 1 _aMiescke, Klaus-J
_99234
245 1 0 _aStatistical Decision Theory
_h[electronic resource]:
_bEstimation, Testing, and Selection/
_cby Klaus-J. Miescke, F. Liese.
260 _aNew York:
_bSpringer New York,
_c2008.
300 _bdigital.
490 0 _aSpringer Series in Statistics,
_x0172-7397
505 0 _aStatistical 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 .
520 _aThis 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, self-studies, and as a reference book. The authors present a rigorous account of the concepts and a broad treatment of the major results of classical finite sample size decision theory and modern asymptotic decision theory. Highlights are systematic applications to the fields of parameter estimation, testing hypotheses, and selection of populations. With its broad coverage of decision theory that includes results from other more specialized books as well as new material, this book is one of a kind and fills the gap between standard graduate texts in mathematical statistics and advanced monographs on modern asymptotic theory. One goal is to present a bridge from the classical results of mathematical statistics and decision theory to the modern asymptotic decision theory founded by LeCam. The striking clearness and powerful applicability of LeCam’s theory is demonstrated with its applications to estimation, testing, and selection on an intermediate level that is accessible to graduate students. Another goal is to present a broad coverage of both the frequentist and the Bayes approach in decision theory. Relations between the Bayes and minimax concepts are studied, and fundamental asymptotic results of modern Bayes statistical theory are included. The third goal is to present, for the first time in a book, a well-rounded theory of optimal selections for parametric families. Friedrich Liese, University of Rostock, and Klaus-J. Miescke, University of Illinois at Chicago, are professors of mathematical statistics who have published numerous research papers in mathematical statistics and decision theory over the past three decades .
650 0 _aStatistics.
_943790
650 0 _aMathematical statistics
_943558
697 _aMatemáticas Gerais-
_x(inclusive alguns textos elementares sobre assuntos específicos)
_923752
700 1 _aLiese, Friedrich,
_d1944-
_943394
710 1 _aSpringerLink (Online service).
_98857
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9780387731933
830 0 _aSpringer series in statistics.
_944309
856 4 0 _uhttp://dx.doi.org/10.1007/978-0-387-73194-0
942 _2impa
_cEBK
999 _aMIESCKE, Klaus-J; LIESE, Friedrich,. <b> Statistical Decision Theory: </b> Estimation, Testing, and Selection. New York: Springer New York, 2008. (Springer Series in Statistics, 0172-7397). ISBN 9780387731940. Disponível em: <http://dx.doi.org/10.1007/978-0-387-73194-0 >
_c38480
_d38480