Vladimir Spokoiny Thorsten Dickhaus Spokoiny Basics of Modern Mathematical Statistics

Basics of Modern Mathematical Statistics

von Vladimir Spokoiny Thorsten Dickhaus

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Beschreibung

This textbook 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 studies 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.
This textbook 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.
The book provides a compact and self-contained introduction to modern mathematical statistics Includes exercises and solution hints Presents an overview of the main classical findings in mathematical statistics from a modern viewpoint

Autor*in

Vladimir Spokoiny

Themen in »Basics of Modern Mathematical Statistics«

Coverage and Concentration Estimators and Tests Exponential Family Linear Models Maximum Likelihood

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Details

ISBN: 9783642399084
Verlag: Springer Berlin
Erscheinung: 03.11.2014

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