ABSTRACT

This package includes both Mathematical Statistics: Basic Ideas and Selected Topics, Volume I, Second Edition, as well as Mathematical Statistics: Basic Ideas and Selected Topics, Volume II.

Volume I presents fundamental, classical statistical concepts at the doctorate level without using measure theory. It gives careful proofs of major results and explains how the theory sheds light on the properties of practical methods. Volume II covers a number of topics that are important in current measure theory and practice. It emphasizes nonparametric methods which can really only be implemented with modern computing power on large and complex data sets. In addition, the set includes a large number of problems with more difficult ones appearing with hints and partial solutions for the instructor.

chapter 2|62 pages

METHODS OF ESTIMATION

chapter 3|52 pages

MEASURES OF PERFORMANCES

chapter 5|68 pages

ASYMPTOTIC APPROXIMATIONS

chapter 6|76 pages

INFERENCE IN THE MULTIPARAMETER CASE

chapter |36 pages

A. A REVIEW OF BASIC PROBABILITY THEORY

chapter C|7 pages

TABLES

chapter |8 pages

Front Cover

chapter |2 pages

Dedication

chapter |6 pages

CONTENTS

chapter |6 pages

PREFACE TO THE 2015 EDITION

chapter I|20 pages

- INTRODUCTION AND EXAMPLES

chapter 7|52 pages

- TOOLS FOR ASYMPTOTIC ANALYSIS

chapter 9|86 pages

- INFERENCE IN SEMIPARAMETRIC MODELS

chapter 10|54 pages

- MONTE CARLO METHODS

chapter 12|92 pages

- PREDICTION AND MACHINE LEARNING

chapter |24 pages

Appendix D - SOME AUXILIARY RESULTS

chapter |14 pages

Appendix E - SOLUTIONS FOR VOLUME II

chapter |18 pages

REFERENCES

chapter |2 pages

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