Mathematical statistics:
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
New York, NY
Springer New York
2003
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Ausgabe: | second edition |
Schriftenreihe: | Springer Texts in Statistics
|
Schlagworte: | |
Online-Zugang: | UPA01 Volltext |
Beschreibung: | This graduate textbook covers topics in statistical theory essential for graduate students preparing for work on a Ph.D. degree in statistics. The first chapter provides a quick overview of concepts and results in measure-theoretic probability theory that are useful in statistics. The second chapter introduces some fundamental concepts in statistical decision theory and inference. Chapters 3-7 contain detailed studies on some important topics: unbiased estimation, parametric estimation, nonparametric estimation, hypothesis testing, and confidence sets. A large number of exercises in each chapter provide not only practice problems for students, but also many additional results. In addition to improving the presentation, the new edition makes Chapter 1 a self-contained chapter for probability theory with emphasis in statistics. Added topics include useful moment inequalities, more discussions of moment generating and characteristic functions, conditional independence, Markov chains, martingales, Edgeworth and Cornish-Fisher expansions, and proofs to many key theorems such as the dominated convergence theorem, monotone convergence theorem, uniqueness theorem, continuity theorem, law of large numbers, and central limit theorem. A new section in Chapter 5 introduces semiparametric models, and a number of new exercises were added to each chapter |
Beschreibung: | 1 Online-Ressource (XVI, 592 Seiten) |
ISBN: | 9780387217185 |
ISSN: | 1431-875X |
DOI: | 10.1007/b97553 |
Internformat
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Datensatz im Suchindex
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any_adam_object | |
author | Shao, Jun |
author_GND | (DE-588)170899543 |
author_facet | Shao, Jun |
author_role | aut |
author_sort | Shao, Jun |
author_variant | j s js |
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dewey-full | 519.5 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 519 - Probabilities and applied mathematics |
dewey-raw | 519.5 |
dewey-search | 519.5 |
dewey-sort | 3519.5 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik Wirtschaftswissenschaften |
doi_str_mv | 10.1007/b97553 |
edition | second edition |
format | Electronic eBook |
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isbn | 9780387217185 |
issn | 1431-875X |
language | English |
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spelling | Shao, Jun Verfasser (DE-588)170899543 aut Mathematical statistics by Jun Shao second edition New York, NY Springer New York 2003 1 Online-Ressource (XVI, 592 Seiten) txt rdacontent c rdamedia cr rdacarrier Springer Texts in Statistics 1431-875X This graduate textbook covers topics in statistical theory essential for graduate students preparing for work on a Ph.D. degree in statistics. The first chapter provides a quick overview of concepts and results in measure-theoretic probability theory that are useful in statistics. The second chapter introduces some fundamental concepts in statistical decision theory and inference. Chapters 3-7 contain detailed studies on some important topics: unbiased estimation, parametric estimation, nonparametric estimation, hypothesis testing, and confidence sets. A large number of exercises in each chapter provide not only practice problems for students, but also many additional results. In addition to improving the presentation, the new edition makes Chapter 1 a self-contained chapter for probability theory with emphasis in statistics. Added topics include useful moment inequalities, more discussions of moment generating and characteristic functions, conditional independence, Markov chains, martingales, Edgeworth and Cornish-Fisher expansions, and proofs to many key theorems such as the dominated convergence theorem, monotone convergence theorem, uniqueness theorem, continuity theorem, law of large numbers, and central limit theorem. A new section in Chapter 5 introduces semiparametric models, and a number of new exercises were added to each chapter Statistics Mathematical statistics Statistical Theory and Methods Statistik Statistik (DE-588)4056995-0 gnd rswk-swf 1\p (DE-588)4143389-0 Aufgabensammlung gnd-content Statistik (DE-588)4056995-0 s DE-604 Erscheint auch als Druck-Ausgabe, Hardcover 978-0-387-95382-3 Erscheint auch als Druck-Ausgabe, Paperback 978-1-4419-2978-5 https://doi.org/10.1007/b97553 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Shao, Jun Mathematical statistics Statistics Mathematical statistics Statistical Theory and Methods Statistik Statistik (DE-588)4056995-0 gnd |
subject_GND | (DE-588)4056995-0 (DE-588)4143389-0 |
title | Mathematical statistics |
title_auth | Mathematical statistics |
title_exact_search | Mathematical statistics |
title_full | Mathematical statistics by Jun Shao |
title_fullStr | Mathematical statistics by Jun Shao |
title_full_unstemmed | Mathematical statistics by Jun Shao |
title_short | Mathematical statistics |
title_sort | mathematical statistics |
topic | Statistics Mathematical statistics Statistical Theory and Methods Statistik Statistik (DE-588)4056995-0 gnd |
topic_facet | Statistics Mathematical statistics Statistical Theory and Methods Statistik Aufgabensammlung |
url | https://doi.org/10.1007/b97553 |
work_keys_str_mv | AT shaojun mathematicalstatistics |