Mathematical statistics : basic ideas and selected topics

Bibliographic Information

Mathematical statistics : basic ideas and selected topics

Peter. J. Bickel, Kjell A. Doksum

(Texts in statistical science)

CRC Press, c2015

2nd ed

  • v. 1

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Note

"A Chapman & Hall book."

Includes bibliographical references and index

Description and Table of Contents

Description

Mathematical Statistics: Basic Ideas and Selected Topics, Volume I, Second Edition presents fundamental, classical statistical concepts at the doctorate level. It covers estimation, prediction, testing, confidence sets, Bayesian analysis, and the general approach of decision theory. This edition gives careful proofs of major results and explains how the theory sheds light on the properties of practical methods. The book first discusses non- and semiparametric models before covering parameters and parametric models. It then offers a detailed treatment of maximum likelihood estimates (MLEs) and examines the theory of testing and confidence regions, including optimality theory for estimation and elementary robustness considerations. It next presents basic asymptotic approximations with one-dimensional parameter models as examples. The book also describes inference in multivariate (multiparameter) models, exploring asymptotic normality and optimality of MLEs, Wald and Rao statistics, generalized linear models, and more. Mathematical Statistics: Basic Ideas and Selected Topics, Volume II will be published in 2015. It will present important statistical concepts, methods, and tools not covered in Volume I.

Table of Contents

STATISTICAL MODELS, GOALS, AND PERFORMANCE CRITERIA. METHODS OF ESTIMATION. MEASURES OF PERFORMANCE. TESTING AND CONFIDENCE REGIONS. ASYMPTOTIC APPROXIMATIONS. INFERENCE IN THE MULTIPARAMETER CASE. APPENDICES. INDEX.

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Details
  • NCID
    BB21041244
  • ISBN
    • 9781498723800
  • LCCN
    2015452354
  • Country Code
    us
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Boca Raton
  • Pages/Volumes
    xxiv, 556 p.
  • Size
    26 cm
  • Classification
  • Subject Headings
  • Parent Bibliography ID
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