Theoretical statistics topics for a core course /

Intended as the text for a sequence of advanced courses, this book covers major topics in theoretical statistics in a concise and rigorous fashion. The discussion assumes a background in advanced calculus, linear algebra, probability, and some analysis and topology. Measure theory is used, but the n...

Full description

Main Author: Keener, Robert W.,
Other Authors: SpringerLink (Online service)
Format: eBook
Language: English
Published: New York : Springer, [2010]
Physical Description: 1 online resource (xvii, 538 pages) : illustrations.
Series: Springer texts in statistics.
Subjects:
Table of Contents:
  • Probability and measure
  • Exponential families
  • Risk, sufficiency, completeness, and ancillarity
  • Unbiased estimation
  • Curved exponential families
  • Conditional distributions
  • Bayesian estimation
  • Large sample theory
  • Estimating equations and maximum likelihood
  • Equivariant estimation
  • Empirical bayes and shrinkage estimators
  • Hypothesis testing
  • Optimal tests in higher dimensions
  • General linear model
  • Bayesian inference: Modeling and computation
  • Asymptotic optimality
  • Large sample theory for likelihood ratio tests
  • Nonparametric regression
  • Bootstrap methods
  • Sequential methods.