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Zbl 0572.62008
Berger, James O.
Statistical decision theory and Bayesian analysis. 2nd ed. (English)
[B] Springer Series in Statistics. New York etc.: Springer-Verlag. XVI, 617 p. DM 128.00 (1985).

[For a review of the first, 1980 edition see Zbl 0444.62009.] \par This second edition of the book has undergone a title change, with the addition of "Bayesian analysis". This reflects the major change in the book, namely an extensive upgrading of the Bayesian material, to the point where the book can serve as a text on Bayesian analysis alone. \par For those familiar with the old book, the greatest changes are in chapters 3 and 4, which were substantially enlarged and almost completely rewritten. Some sections of chapter 1 were redone (particularly 1.6), and some small subsections were added to chapter 2. The only significant change to chapter 5 was the inclusion of an introduction to the now vast field of minimax multivariate estimation (Stein estimation); this has become by far the largest statistical area of development within minimax theory. \par Only very minor changes were made to chapter 6, and chapter 7 was changed only by the addition of a section discussing the issue of optimal stopping. A number of changes were made to chapter 8, in light of recent developments, but no thorough survey was attempted.

MSC 2000:: *62C10 Bayesian problems
62Cxx Statistical decision theory
62L10 Sequential statistical analysis
62-02 Research monographs (statistics)
62A01 Foundational and philosophical topics
62F15 Bayesian inference

Keywords: subjective probability; empirical Bayes; robustness; minimax multivariate estimation; Stein estimation; optimal stopping

Citations: Zbl 0444.62009

Cited in: Zbl 1117.62470 Zbl 0719.62043

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