Mathematical Statistics: Basic Ideas and Selected Topics, Volume II – eBook

Description

Mathematical Statistics: Basic Ideas and Selected Topics, Volume 2 (PDF) serves as an essential resource for grasping advanced statistical methods and concepts that extend beyond the coverage in the authors’ inaugural volume. This second volume delves intricately into the intricate world of inference strategies, particularly focusing on semi-parametric and non-parametric models. It not only revisits and refines the foundational procedures established in Volume 1 from a more advanced lens but also confronts emerging challenges arising from the estimation of functions, complex decision-making processes, and the analysis of extensive datasets.

This comprehensive ebook meticulously develops the theory surrounding semiparametric maximum likelihood estimation, showcasing its application in critical fields such as survival analysis. Mathematical Statistics: Basic Ideas and Selected Topics Vol. 2 expertly highlights asymptotic efficiency within semiparametric frameworks from both Le Cam’s and Fisherian perspectives, alongside finite sample size optimality criteria rooted in Lehmann–Scheffé theory. Additionally, it encompasses methodologies for inference using sieve models and delves into the asymptotic testing theory, presenting a robust mathematical foundation for learners.

Further, the volume addresses pressing topics including variable and model selection, nonparametric curve estimation, Monte Carlo simulation techniques, as well as cutting-edge topics in prediction, classification, and machine learning. Readers will find valuable context in the appendix, which contains crucial background material to facilitate understanding.

Equipped with the tools and methods discussed in this textbook, college students and aspiring statisticians will be empowered to tackle advanced research in contemporary statistics. The inclusion of numerous illustrative examples will clarify statistical modeling and inference concepts, while end-of-chapter exercises reinforce foundational ideas and introduce critical new topics. Importantly, as in the first volume, comprehension of measure theory is not a prerequisite for engaging with the content.

Solutions to exercises for Volume 2 can be found at the conclusion of the book.

For a comprehensive understanding of classical statistical concepts that pave the way for the topics covered here, be sure to explore Volume I.

Review

“…the expert authors have done a superb job of selecting topics that comprise most of the essential knowledge needed for modern research. Furthermore, these contemporary topics are treated with greater sophistication and depth than is typical in a general-purpose textbook. Throughout its pages, the ebook effectively relates mathematical developments to significant examples. The choice of examples and topics, together with the depth of coverage, are standout features of this volume.” – Robert W. Keener, University of Michigan

NOTE: This purchase includes only the PDF version of Mathematical Statistics: Basic Ideas and Selected Topics Volume II.

ISBN: 978-1-12345-678-0, 978-0-98765-432-1