Maximum Probability Estimators and Related Topics

Prof. Dr. Lionel Weiss, Prof. Dr. Jacob Wolfowitz (auth.)9780387069708, 0-387-06970-4

Table of contents :
Purpose of this monograph….Pages 1-4
The maximum likelihood estimator….Pages 5-11
The maximum probability estimator….Pages 12-29
Maximum probability estimators with a general loss function….Pages 30-39
Asymptotic behavior of the likelihood function. Asymptotically sufficient statistics….Pages 40-50
Efficiency of maximum likelihood estimators….Pages 51-60
Testing hypotheses….Pages 61-92