Basics of modern mathematical statistics

Author(s)

    • Spokoiny, Vladimir
    • Dickhaus, Thorsten

Bibliographic Information

Basics of modern mathematical statistics

Vladimir Spokoiny, Thorsten Dickhaus

(Springer texts in statistics)

Springer, c2015

  • : [pbk]

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Note

Includes bibliographical references (p. 289-292) and index

Description and Table of Contents

Volume

ISBN 9783642399084

Description

This textbook provides a unified and self-contained presentation of the main approaches to and ideas of mathematical statistics. It collects the basic mathematical ideas and tools needed as a basis for more serious study or even independent research in statistics. The majority of existing textbooks in mathematical statistics follow the classical asymptotic framework. Yet, as modern statistics has changed rapidly in recent years, new methods and approaches have appeared. The emphasis is on finite sample behavior, large parameter dimensions, and model misspecifications. The present book provides a fully self-contained introduction to the world of modern mathematical statistics, collecting the basic knowledge, concepts and findings needed for doing further research in the modern theoretical and applied statistics. This textbook is primarily intended for graduate and postdoc students and young researchers who are interested in modern statistical methods.

Table of Contents

Basic notions.- Parameter Estimation for an i.i.d. Model.- Regression Estimation.- Estimation in Linear Models.- Bayes Estimation.- Testing a Statistical Hypothesis.- Testing in Linear Models.- Some other Testing Methods.- Deviation Probability for Quadratic Forms.
Volume

: [pbk] ISBN 9783662513484

Description

This textbook provides a unified and self-contained presentation of the main approaches to and ideas of mathematical statistics. It collects the basic mathematical ideas and tools needed as a basis for more serious study or even independent research in statistics. The majority of existing textbooks in mathematical statistics follow the classical asymptotic framework. Yet, as modern statistics has changed rapidly in recent years, new methods and approaches have appeared. The emphasis is on finite sample behavior, large parameter dimensions, and model misspecifications. The present book provides a fully self-contained introduction to the world of modern mathematical statistics, collecting the basic knowledge, concepts and findings needed for doing further research in the modern theoretical and applied statistics. This textbook is primarily intended for graduate and postdoc students and young researchers who are interested in modern statistical methods.

Table of Contents

​Basic notions.- Parameter Estimation for an i.i.d. Model.- Regression Estimation.-  Estimation in Linear Models.- Bayes Estimation.- Testing a Statistical Hypothesis.- Testing in Linear Models.- Some other Testing Methods.-  Deviation Probability for Quadratic Forms.

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Details

  • NCID
    BB17151136
  • ISBN
    • 9783642399084
    • 9783662513484
  • Country Code
    gw
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Berlin
  • Pages/Volumes
    xviii, 296 p.
  • Size
    25 cm
  • Parent Bibliography ID
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