7. Theories of Estimation

  1. Seymour Geisser

Published Online: 5 JAN 2006

DOI: 10.1002/0471743135.ch7

Modes of Parametric Statistical Inference

Modes of Parametric Statistical Inference

How to Cite

Geisser, S. (2006) Theories of Estimation, in Modes of Parametric Statistical Inference, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/0471743135.ch7

Author Information

  1. Department of Statistics, University of Minnesota, Minneapolis, USA

Publication History

  1. Published Online: 5 JAN 2006
  2. Published Print: 9 SEP 2005

Book Series:

  1. Wiley Series in Probability and Statistics

Book Series Editors:

  1. Walter A. Shewhart and
  2. Samuel S. Wilks

ISBN Information

Print ISBN: 9780471667261

Online ISBN: 9780471743132

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Keywords:

  • Fisher Consistency;
  • estimation error bounds;
  • sufficiency principles

Summary

This chapter contains sections titled:

  • Elements of Point Estimation

  • Point Estimation

  • Estimation Error Bounds

  • Efficiency and Fisher Information

  • Interpretations of Fisher Information

  • The Information Matrix

  • Sufficiency

  • The Blackwell-Rao Result

  • Bayesian Sufficiency

  • Maximum Likelihood Estimation

  • Consistency of the MLE

  • Asymptotic Normality and “Efficiency” of the MLE

  • Sufficiency Principles

  • References