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Asymptotic Statistics (Cambridge Series in Statistical and Probabilistic Mathematics)By A. W. van der Vaart
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Here is a practical and mathematically rigorous introduction to the field of asymptotic statistics. In addition to most of the standard topics of an asymptotics course--likelihood inference, M-estimation, the theory of asymptotic efficiency, U-statistics, and rank procedures--the book also presents recent research topics such as semiparametric models, the bootstrap, and empirical processes and their applications. The topics are organized from the central idea of approximation by limit experiments, one of the book's unifying themes that mainly entails the local approximation of the classical i.i.d. set up with smooth parameters by location experiments involving a single, normally distributed observation.
- Sales Rank: #118479 in Books
- Brand: Brand: Cambridge University Press
- Published on: 2000-06-19
- Original language: English
- Number of items: 1
- Dimensions: 8.98" h x .94" w x 5.98" l, 1.77 pounds
- Binding: Paperback
- 462 pages
- Used Book in Good Condition
Review
'The book is extremely well written and clear ... it is comprehensive and has an abundant supply of worked examples ... anyone who is genuinely interested in learning about some of the recent developments in asymptotic statistics and their potential applications should have a copy of this book.' Biometrics
'I recommend this book to every advanced Master's student, Ph.D. student or researcher in mathematical statistics.' Kwantitatieve methoden
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