An edition of Mathematical statistics (1999)

Mathematical statistics

  • 2 Want to read
Locate

My Reading Lists:

Create a new list


  • 2 Want to read

Buy this book

Last edited by ImportBot
March 28, 2025 | History
An edition of Mathematical statistics (1999)

Mathematical statistics

  • 2 Want to read

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.

Publish Date
Publisher
Springer
Language
English
Pages
529

Buy this book

Previews available in: English

Edition Availability
Cover of: Mathematical Statistics
Mathematical Statistics: Exercises and Solutions
June 30, 2005, Springer
in English
Cover of: Mathematical statistics
Mathematical statistics
2003, Springer
in English - 2nd ed.
Cover of: Mathematical statistics
Mathematical statistics
1999, Springer
in English

Add another edition?

Book Details


Edition Notes

Includes bibliographical references (p. 493-503) and indexes.

Published in
New York
Series
Springer texts in statistics

Classifications

Dewey Decimal Class
519.5
Library of Congress
QA276 .S458 1999, QA276.S458 1999, QA276-280

The Physical Object

Pagination
xiv, 529 p. ;
Number of pages
529

Edition Identifiers

Open Library
OL383335M
ISBN 10
038798674X
LCCN
98045794
OCLC/WorldCat
40076632
LibraryThing
774279
Goodreads
4546254

Work Identifiers

Work ID
OL1983383W

First Sentence

"Mathematical statistics relies on probability theory, which in turn is based on measure theory."

Work Description

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 improving the presentation, the new edition makes Chapter 1 a self-contained chapter for probability theory with emphasis in statistics. Added topics include useful moment inequalities, more discussions of moment generating and characteristic functions, conditional independence, Markov chains, martingales, Edgeworth and Cornish-Fisher expansions, and proofs to many key theorems such as the dominated convergence theorem, monotone convergence theorem, uniqueness theorem, continuity theorem, law of large numbers, and central limit theorem. A new section in Chapter 5 introduces semiparametric models, and a number of new exercises were added to each chapter.

Community Reviews (0)

No community reviews have been submitted for this work.

Lists

History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
March 28, 2025 Edited by ImportBot Redacting ocaids
September 28, 2024 Edited by MARC Bot import existing book
July 16, 2024 Edited by MARC Bot import existing book
August 5, 2023 Edited by ImportBot import existing book
April 1, 2008 Created by an anonymous user Imported from Scriblio MARC record