โThis book is for students and researchers who have had a first year graduate level mathematicalย statistics course. ย It covers classical likelihood, Bayesian, and permutation inference;ย an introduction to basic asymptotic distribution theory; and modern topics like M-estimation,ย the jackknife, and t
Essential statistical inference: theory and methods
โ Scribed by Dennis D. Boos, L. A. Stefanski (auth.)
- Publisher
- Springer-Verlag New York
- Year
- 2013
- Tongue
- English
- Leaves
- 566
- Series
- Springer Texts in Statistics 120
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
โThis book is for students and researchers who have had a first year graduate level mathematical statistics course. It covers classical likelihood, Bayesian, and permutation inference; an introduction to basic asymptotic distribution theory; and modern topics like M-estimation, the jackknife, and the bootstrap. R code is woven throughout the text, and there are a large number of examples and problems.
An important goal has been to make the topics accessible to a wide audience, with little overt reliance on measure theory. A typical semester course consists of Chapters 1-6 (likelihood-based estimation and testing, Bayesian inference, basic asymptotic results) plus selections from M-estimation and related testing and resampling methodology.
Dennis Boos and Len Stefanski are professors in the Department of Statistics at North Carolina State. Their research has been eclectic, often with a robustness angle, although Stefanski is also known for research concentrated on measurement error, including a co-authored book on non-linear measurement error models. In recent years the authors have jointly worked on variable selection methods. โ
โฆ Table of Contents
Front Matter....Pages i-xvii
Front Matter....Pages 1-1
Roles of Modeling in Statistical Inference....Pages 3-23
Front Matter....Pages 25-25
Likelihood Construction and Estimation....Pages 27-124
Likelihood-Based Tests and Confidence Regions....Pages 125-161
Bayesian Inference....Pages 163-203
Front Matter....Pages 205-205
Large Sample Theory: The Basics....Pages 207-274
Large Sample Results for Likelihood-Based Methods....Pages 275-293
Front Matter....Pages 295-295
M-Estimation (Estimating Equations)....Pages 297-337
Hypothesis Tests under Misspecification and Relaxed Assumptions....Pages 339-359
Front Matter....Pages 361-361
Monte Carlo Simulation Studies....Pages 363-383
Jackknife....Pages 385-411
Bootstrap....Pages 413-448
Permutation and Rank Tests....Pages 449-530
Back Matter....Pages 531-568
โฆ Subjects
Statistical Theory and Methods; Statistics, general; Statistics and Computing/Statistics Programs
๐ SIMILAR VOLUMES
โThis book is for students and researchers who have had a first year graduate level mathematicalย statistics course. ย It covers classical likelihood, Bayesian, and permutation inference;ย an introduction to basic asymptotic distribution theory; and modern topics like M-estimation,ย the jackknife, and t
<p><p>This text is for a one semester graduate course in statistical theory and covers minimal and complete sufficient statistics, maximum likelihood estimators, method of moments, bias and mean square error, uniform minimum variance estimators and the Cramer-Rao lower bound, an introduction to larg
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