Mathematical Statistics: Basic Ideas and Selected Topics, by Peter J. Bickel,Kjell A. Doksum

By Peter J. Bickel,Kjell A. Doksum

Mathematical records: easy principles and chosen subject matters, quantity II offers very important statistical strategies, equipment, and instruments now not lined within the authors’ earlier quantity. This moment quantity makes a speciality of inference in non- and semiparametric versions. It not just reexamines the strategies brought within the first quantity from a extra subtle standpoint but additionally addresses new difficulties originating from the research of estimation of services and different complicated choice techniques and large-scale info analysis.

The booklet covers asymptotic potency in semiparametric types from the Le Cam and Fisherian issues of view in addition to a few finite pattern measurement optimality standards according to Lehmann–Scheffé idea. It develops the idea of semiparametric greatest probability estimation with functions to parts similar to survival research. It additionally discusses equipment of inference in line with sieve types and asymptotic checking out idea. the rest of the e-book is dedicated to version and variable choice, Monte Carlo equipment, nonparametric curve estimation, and prediction, type, and desktop studying subject matters. the required history fabric is integrated in an appendix.

Using the instruments and techniques constructed during this textbook, scholars may be prepared for complex examine in sleek records. a number of examples illustrate statistical modeling and inference ideas whereas end-of-chapter difficulties make stronger user-friendly recommendations and introduce very important new themes. As in quantity I, degree concept isn't required for understanding.

Check out quantity I for primary, classical statistical techniques resulting in the cloth during this volume.

Show description

Read or Download Mathematical Statistics: Basic Ideas and Selected Topics, Volume II: Volume 1 (Chapman & Hall/CRC Texts in Statistical Science) PDF

Best probability & statistics books

Randomized Phase II Cancer Clinical Trials (Chapman & Hall/CRC Biostatistics Series)

In melanoma learn, a conventional section II trial is designed as a single-arm trial that compares the experimental treatment to a ancient keep watch over. this easy trial layout has resulted in numerous opposed concerns, together with elevated fake positivity of part II trial effects and unfavorable section III trials.

The Fence Methods

This publication is set a lately built classification of options, often called the fence tools, which inserts really good in non-conventional and complicated version choice issues of sensible concerns. the belief comprises a process to isolate a subgroup of what are referred to as right versions, of which the optimum version is a member.

Analysis of Variance, Design, and Regression: Linear Modeling for Unbalanced Data, Second Edition (Chapman & Hall/CRC Texts in Statistical Science)

Research of Variance, layout, and Regression: Linear Modeling for Unbalanced facts, moment variation offers linear buildings for modeling information with an emphasis on tips to contain particular rules (hypotheses) concerning the constitution of the knowledge right into a linear version for the knowledge. The booklet conscientiously analyzes small facts units by utilizing instruments which are simply scaled to important info.

Measure Theory and Filtering: Introduction and Applications (Cambridge Series in Statistical and Probabilistic Mathematics)

The estimation of noisily saw states from a chain of knowledge has routinely included principles from Hilbert areas and calculus-based chance conception. As conditional expectation is the most important inspiration, the right kind environment for filtering conception is that of a likelihood area. Graduate engineers, mathematicians and people operating in quantitative finance wishing to exploit filtering thoughts will locate within the first 1/2 this booklet an available creation to degree conception, stochastic calculus, and stochastic approaches, with specific emphasis on martingales and Brownian movement.

Extra info for Mathematical Statistics: Basic Ideas and Selected Topics, Volume II: Volume 1 (Chapman & Hall/CRC Texts in Statistical Science)

Sample text

Download PDF sample

Rated 4.07 of 5 – based on 38 votes