A Graduate Course on Statistical Inference

Beschreibung

This textbook offers an accessible and comprehensive overview of statistical estimation and inference that reflects current trends in statistical research. It draws from three main themes throughout: the finite-sample theory, the asymptotic theory, and Bayesian statistics. The authors have included a chapter on estimating equations as a means to unify a range of useful methodologies, including generalized linear models, generalized estimation equations, quasi-likelihood estimation, and conditional inference. They also utilize a standardized set of assumptions and tools throughout, imposing regular conditions and resulting in a more coherent and cohesive volume. Written for the graduate-level audience, this text can be used in a one-semester or two-semester course.
This textbook offers an accessible and comprehensive overview of statistical estimation and inference that reflects current trends in statistical research. It draws from three main themes throughout: the finite-sample theory, the asymptotic theory, and Bayesian statistics. The authors have included a chapter on estimating equations as a means to unify a range of useful methodologies, including generalized linear models, generalized estimation equations, quasi-likelihood estimation, and conditional inference. They also utilize a standardized set of assumptions and tools throughout, imposing regular conditions and resulting in a more coherent and cohesive volume. Written for the graduate-level audience, this text can be used in a one-semester or two-semester course.

Adapts to a one-semester or two-semester graduate course in statistical inference Employs similar conditions throughout to unify the volume and clarify theory and methodology Reflects up-to-date statistical research Draws upon three main themes: finite-sample theory, asymptotic theory, and Bayesian statistics

Autor*in

Bing Li

Themen in »A Graduate Course on Statistical Inference«

Bayes Bayesian Cauchy-Schwarz statistical inference statistical estimation finite-sample estimation differentiable under the integral sign stochastic equicontinuity finite-sample theory asymptotic theory posterior distributions empirical Bayes shrinkage estimates Le Cam-Hajek estimating equations

Stimmen zu »A Graduate Course on Statistical Inference«

“This is a very nice and readable graduate level textbook of theoretical statistics. … The book is intended to be used as either a one- or a two-semester textbook of statistical inference for graduate level students, but it can also be of use to a wider group of readers interested in theoretical statistics.” (Zuzana Prášková, Mathematical Reviews, August, 2020)

Details

Link teilen