Mathematical Statistics - Basic Ideas and Selected Topics, Volume I, Second Edition

This first volume presents fundamental, classical statistical concepts at the doctorate level without using measure theory. It covers estimation, prediction, testing, confidence sets, Bayesian analysis, and the general approach of decision theory. This edition gives careful proofs of major results and explains how the theory sheds light on the properties of practical methods. The book includes in-depth examples throughout as well as many exercises at the end of each chapter.

List of contents

STATISTICAL MODELS, GOALS, AND PERFORMANCE CRITERIA. METHODS OF ESTIMATION. MEASURES OF PERFORMANCE. TESTING AND CONFIDENCE REGIONS. ASYMPTOTIC APPROXIMATIONS. INFERENCE IN THE MULTIPARAMETER CASE. APPENDICES. INDEX.

About the author

Peter J. Bickel is a professor emeritus in the Department of Statistics and a professor in the Graduate School at the University of California, Berkeley. Dr. Bickel is a member of the American Academy of Arts and Sciences and the National Academy of Sciences. He has been a Guggenheim Fellow and MacArthur Fellow, a recipient of the COPSS Presidents’ Award, and president of the Bernoulli Society and the Institute of Mathematical Statistics. He holds honorary doctorate degrees from the Hebrew University of Jerusalem and ETH Zurich.
Kjell A. Doksum is a senior scientist in the Department of Statistics at the University of Wisconsin–Madison. His research encompasses the estimation of nonparametric regression and correlation curves, inference for global measures of association in semiparametric and nonparametric settings, the estimation of regression quantiles, statistical modeling and analysis of HIV data, the analysis of financial data, and Bayesian nonparametric inference.

Product details

• Authors: Peter J. Bickel, Peter J. (University of California Bickel, Peter J. Doksum Bickel, Bickel Peter J., Kjell A. Doksum, Doksum Kjell A.
• Publisher: Taylor & Francis Ltd.
• Languages: English
• Product format: Hardback
• Released: 13.04.2015
• EAN: 9781498723800
• ISBN: 978-1-4987-2380-0
• No. of pages: 576
• Series: Chapman & Hall/CRC Texts in Statistical Science
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; Social sciences, law, business > Business > Miscellaneous; BUSINESS & ECONOMICS / Statistics, MATHEMATICS / Probability & Statistics / General, Probability & statistics, Probability and statistics