Mathematical Statistics

Mathematical Statistics
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592
By:"Jun Shao"
"Mathematics"
Published on 2008-02-03 by Springer Science & Business Media

A semi-parametric method refers to a \u003cb\u003estatistical\u003c/b\u003e inference method that combines a \u003cbr\u003e\nparametric method and a nonparametric method in making ... To illustrate this \u003cbr\u003e\nidea, we assume that X has a \u003cb\u003ep.d.f.\u003c/b\u003e fθ,ξ and ξ is also a vector-valued parameter.

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This graduate textbook covers topics in statistical theory essential for graduate students preparing for work on a Ph.D. degree in statistics. This new edition has been revised and updated and in this fourth printing, errors have been ironed out. 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. Subsequent chapters 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.

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