Mathematical Statistics
Seiten
1999
Springer-Verlag New York Inc.
978-0-387-98674-6 (ISBN)
Springer-Verlag New York Inc.
978-0-387-98674-6 (ISBN)
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This treatment of statistical theory offers both classical results and newly-developed techniques, and includes a beginning section that reviews concepts from measure-theoretic probability. Each chapter contains exercises to provide practice.
This graduate textbook covers topics in statistical theory essential for graduate students preparing for work on a Ph.D. degree in statistics. The first chapter provides a quick overview of concepts and results in measure-theoretic probability theory that are useful in statistics. The second chapter introduces some fundamental concepts in statistical decision theory and inference. Chapters 3-7 contain detailed studies on some important topics: unbiased estimation, parametric estimation, nonparametric estimation, hypothesis testing, and confidence sets. A large number of exercises in each chapter provide not only practice problems for students, but also many additional results. In addition to the classical results that are typically covered in a textbook of a similar level, this book introduces some topics in modern statistical theory that have been developed in recent years, such as Markov chain Monte Carlo, quasi-likelihoods, empirical likelihoods, statistical functionals, generalized estimation equations, the jackknife, and the bootstrap. Jun Shao is Professor of Statistics at the University of Wisconsin, Madison.
This graduate textbook covers topics in statistical theory essential for graduate students preparing for work on a Ph.D. degree in statistics. The first chapter provides a quick overview of concepts and results in measure-theoretic probability theory that are useful in statistics. The second chapter introduces some fundamental concepts in statistical decision theory and inference. Chapters 3-7 contain detailed studies on some important topics: unbiased estimation, parametric estimation, nonparametric estimation, hypothesis testing, and confidence sets. A large number of exercises in each chapter provide not only practice problems for students, but also many additional results. In addition to the classical results that are typically covered in a textbook of a similar level, this book introduces some topics in modern statistical theory that have been developed in recent years, such as Markov chain Monte Carlo, quasi-likelihoods, empirical likelihoods, statistical functionals, generalized estimation equations, the jackknife, and the bootstrap. Jun Shao is Professor of Statistics at the University of Wisconsin, Madison.
Probability Theory.- Fundamentals of Statistics.- Unbiased Estimation.- Estimation in Parametric Models.- Estimation in Nonparametric Models.- Hypothesis Tests.- Confidence Sets.
Reihe/Serie | Springer Texts in Statistics |
---|---|
Zusatzinfo | Illustrations |
Verlagsort | New York, NY |
Sprache | englisch |
Einbandart | gebunden |
Themenwelt | Mathematik / Informatik ► Mathematik ► Statistik |
ISBN-10 | 0-387-98674-X / 038798674X |
ISBN-13 | 978-0-387-98674-6 / 9780387986746 |
Zustand | Neuware |
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