Mathematical Statistics - Jun Shao

Mathematical Statistics

(Autor)

Buch | Hardcover
543 Seiten
1999
Springer-Verlag New York Inc.
978-0-387-98674-6 (ISBN)
69,20 inkl. MwSt
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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.

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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