Mathematical Statistics - Jun ShaochapApp

Mathematical Statistics - Jun ShaochapApp

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1、ReferencesWeprovidesomereferencesforfurtherreadingsonthetopicscoveredinthisbook.Forgeneralprobabilitytheory,Billingsley(1986)andChung(1974)aresuggested,althoughtherearemanystandardtextbooks.AnasymptotictheoryforstatisticscanbefoundinSerfling(1980),ShorackandWellner(

2、1986),SenandSinger(1993),Barndorff-NielsenandCox(1994),andvanderVaart(1998).Morediscussionsoffundamentalsofstatisticaldecisiontheoryandin-ferencecanbefoundinmanytextbooksonmathematicalstatistics,suchasCram´er(1946),Wald(1950),Savage(1954),Ferguson(1967),Rao(1973),Ro

3、hatgi(1976),BickelandDoksum(1977),Lehmann(1986),CasellaandBerger(1990),andBarndorff-NielsenandCox(1994).DiscussionsandproofsforresultsrelatedtosufficiencyandcompletenesscanbefoundinRao(1945),Blackwell(1947),HodgesandLehmann(1950),LehmannandScheff´e(1950),andBasu(1955).

4、MoreresultsforexponentialfamiliesaregiveninBarndorff-Nielsen(1978).ThetheoryofUMVUEin§3.1.1and§3.1.2ismainlybasedonChapter2ofLehmann(1983).MoreresultsoninformationinequalitiescanbefoundinCram´er(1946),Rao(1973),Lehmann(1983),andPitman(1979).ThetheoryofU-statisticsan

5、dthemethodofprojectioncanbefoundinHoeffding(1948),RandlesandWolfe(1979),andSerfling(1980).TherelatedtheoryforV-statisticsisgiveninvonMises(1947),Serfling(1980),andSen(1981).ThreeexcellenttextbooksforthetheoryofLSEareScheff´e(1959),Searle(1971),andRao(1973).Additionalma

6、terialsforsamplesurveyscanbefoundinBasu(1958),Godambe(1958),Cochran(1977),S¨arndal,Swensson,andWretman(1992),andGhoshandMeeden(1997).ExcellenttextbooksfortheBayesiantheoryincludeLindley(1965),BoxandTiao(1973),Berger(1985),andSchervish(1995).ForBayesiancom-putationa

7、ndMarkovchainMonteCarlo,morediscussionscanbefoundinreferencescitedin§4.1.4.MoregeneralresultsoninvarianceinestimationandtestingproblemsareprovidedbyFerguson(1967)andLehmann(1983,543544References1986).ThetheoryofshrinkageestimationwasestablishedbyStein(1956)andJames

8、andStein(1961);Lehmann(1983)andBerger(1985)provideexcellentdiscussionsonthistopic.Themethodoflikelihoodhasmorethan200yearsofhistory(Edwards,1974)

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