Mathematical Statistics: Basic Ideas and Selected Topics

✍ Scribed by Peter J. Bickel, Kjell A. Doksum

• Publisher: CRC Press
• Year: 2016
• Tongue: English
• Leaves: 486
• Series: Texts in Statistical Science
• Edition: 1
• Category: Library

✦ Synopsis

Mathematical Statistics: Basic Ideas and Selected Topics, Volume II presents important statistical concepts, methods, and tools not covered in the authors’ previous volume. This second volume focuses on inference in non- and semiparametric models. It not only reexamines the procedures introduced in the first volume from a more sophisticated point of view but also addresses new problems originating from the analysis of estimation of functions and other complex decision procedures and large-scale data analysis. The book covers asymptotic efficiency in semiparametric models from the Le Cam and Fisherian points of view as well as some finite sample size optimality criteria based on Lehmann–Scheffé theory. It develops the theory of semiparametric maximum likelihood estimation with applications to areas such as survival analysis. It also discusses methods of inference based on sieve models and asymptotic testing theory. The remainder of the book is devoted to model and variable selection, Monte Carlo methods, nonparametric curve estimation, and prediction, classification, and machine learning topics. The necessary background material is included in an appendix. Using the tools and methods developed in this textbook, students will be ready for advanced research in modern statistics. Numerous examples illustrate statistical modeling and inference concepts while end-of-chapter problems reinforce elementary concepts and introduce important new topics. As in Volume I, measure theory is not required for understanding.

✦ Table of Contents

Dedication
Contents
Preface to the 2016 Edition
I Introduction and Examples
7 Tools for Asymptotic Analysis
8 Distribution-Free, Unbiased, and Equivariant Procedures
9 Inference in Semiparametric Models
10 Monte Carlo Methods
11 Nonparametric Inference for Functions of One Variable
12 Prediction and Machine Learning
Appendix D: Some Auxiliary Results
Appendix E: Solutions for Volume II
References
Subject Index
Author Index