Essential Statistical Inference [electronic resource] : Theory and Methods / by Dennis D. Boos, L. A. Stefanski.
By: Boos, Dennis D [author.].
Contributor(s): Stefanski, L. A [author.] | SpringerLink (Online service).
Material type:
BookSeries: Springer Texts in Statistics: 120Publisher: New York, NY : Springer New York : Imprint: Springer, 2013Description: XVII, 568 p. 34 illus. online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9781461448181.Subject(s): Statistics | Mathematical statistics | Statistics | Statistical Theory and Methods | Statistics, general | Statistics and Computing/Statistics ProgramsDDC classification: 519.5 Online resources: Click here to access online Roles of Modeling in Statistical Inference.- Likelihood Construction and Estimation.- Likelihood-Based Tests and Confidence Regions.- Bayesian Inference.- Large Sample Theory: The Basics.- Large Sample Results for Likelihood-Based Methods.- M-Estimation (Estimating Equations).- Hypothesis Tests under Misspecification and Relaxed Assumptions .- Monte Carlo Simulation Studies .- Jackknife.- Bootstrap.- Permutation and Rank Tests.- Appendix: Derivative Notation and Formulas.- References.- Author Index.- Example Index -- R-code Index -- Subject Index. .
This book is for students and researchers who have had a first year graduate level mathematical statistics course. It covers classical likelihood, Bayesian, and permutation inference; an introduction to basic asymptotic distribution theory; and modern topics like M-estimation, the jackknife, and the bootstrap. R code is woven throughout the text, and there are a large number of examples and problems. An important goal has been to make the topics accessible to a wide audience, with little overt reliance on measure theory. A typical semester course consists of Chapters 1-6 (likelihood-based estimation and testing, Bayesian inference, basic asymptotic results) plus selections from M-estimation and related testing and resampling methodology. Dennis Boos and Len Stefanski are professors in the Department of Statistics at North Carolina State. Their research has been eclectic, often with a robustness angle, although Stefanski is also known for research concentrated on measurement error, including a co-authored book on non-linear measurement error models. In recent years the authors have jointly worked on variable selection methods.
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