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  3. Asymptotic Statistics
  • Cited by 2618
Publisher:
Cambridge University Press
Online publication date:
June 2012
Print publication year:
1998
Online ISBN:
9780511802256
DOI:
https://doi.org/10.1017/CBO9780511802256
Subjects:
Economics, Econometrics and Mathematical Methods, General Statistics and Probability, Statistical Theory and Methods, Statistics and Probability
Series:
Cambridge Series in Statistical and Probabilistic Mathematics (3)
Information

Book description

This book is an introduction to the field of asymptotic statistics. The treatment is both practical and mathematically rigorous. In addition to most of the standard topics of an asymptotics course, including 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, which gives the book one of its unifying themes. This entails mainly the local approximation of the classical i.i.d. set up with smooth parameters by location experiments involving a single, normally distributed observation. Thus, even the standard subjects of asymptotic statistics are presented in a novel way. Suitable as a graduate or Master's level statistics text, this book will also give researchers an overview of research in asymptotic statistics.

Reviews

‘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.’

Source: Biometrics

‘I recommend this book to every advanced Master’s student, Ph.D. student or researcher in mathematical statistics.’

Source: Kwantitatieve methoden

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