Basics of modern mathematical statistics / Vladimir Spokoiny and Thorsten Dickhaus.
Material type:
TextSeries: Springer texts in statisticsPublication details: Berlin : Springer-Verlag, 2015.Description: xviii, 296 pISBN: - 9783642399084 (hard cover : alk. paper)
- 000SA.01 23 Sp762
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
| Books | ISI Library, Kolkata | 000SA.01 Sp762 (Browse shelf(Opens below)) | Available | 135862 |
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| 000SA.01 R215 Selected papers of C R Rao | 000SA.01 Sa117 Statistical research methods : | 000SA.01 Si586 Advances in regression, survival analysis, extreme values, markov processes and other statistical applications / | 000SA.01 Sp762 Basics of modern mathematical statistics / | 000SA.01 St855 Seven pillars of statistical wisdom / | 000SA.01 T595 Methods of statistics | 000SA.01 T595 Methods of statistics |
Includes bibliographical references and index.
1. Basic notions.-
2. Parameter Estimation for an i.i.d. Model.-
3. Regression Estimation.-
4. Estimation in Linear Models.-
5. Bayes Estimation.-
6. Testing a Statistical Hypothesis.-
7. Testing in Linear Models.-
8. Some other Testing Methods.-
A. Deviation Probability for Quadratic Forms--
References--
Index.
This book 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.
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