Book Details

Asymptotic Theory of Statistics and Probability

Publication year: 2008

: 978-0-387-75971-5

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This book is an encyclopedic treatment of classic as well as contemporary large sample theory, dealing with both statistical problems and probabilistic issues and tools. It is written in an extremely lucid style, with an emphasis on the conceptual discussion of the importance of a problem and the impact and relevance of the theorems. The book has 34 chapters over a wide range of topics, nearly 600 exercises for practice and instruction, and another 300 worked out examples. It also includes a large compendium of 300 useful inequalities on probability, linear algebra, and analysis that are collected together from numerous sources, as an invaluable reference for researchers in statistics, probability, and mathematics.


: Mathematics and Statistics, Median, Uniform integrability, Variance, best fit, central limit theorems, false discovery, likelihood, nonparametrics, resampling