Includes bibliographical references (p. [525]-529) and index.

Probability and measure -- Exponential families -- Risk, sufficiency , completeness, and ancillarity -- Unbiased estimation -- Curved expone ntial families -- Conditional distributions -- Bayesian estimation -- L arge-sample theory -- Estimating equations and maximum likelihood -- Eq uivariant estimation -- Empirical bayes and shrinkage estimators -- Hyp othesis testing -- Optimal tests in higher dimensions -- General linear model -- Bayesian inference : modeling and computation -- Asymptotic o ptimality -- Large-sample theory for likelihood ratio tests -- Nonparam etric regression -- Bootstrap methods -- Sequential methods -- Appendix 1: Functions -- Appendix 2: Topology and continuity in Rn -- Appendix 3: Vector spaces and the geometry of Rn -- Appendix 4: Manifolds and ta ngent spaces -- Appendix 5: Taylor expansion for functions of several v ariables -- Appendix 6: Inverting a partitioned matrix -- Appendix 7: C entral limit theory -- Solutions.