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Essential Statistical Inference: Theory and Methods


Essential Statistical Inference: Theory and Methods

Paperback by Boos, Dennis D.; Stefanski, L A

Essential Statistical Inference: Theory and Methods

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£93.49

ISBN:
9781489987938
Publication Date:
6 Mar 2015
Language:
English
Publisher:
Springer-Verlag New York Inc.
Pages:
568 pages
Format:
Paperback
For delivery:
Estimated despatch 21 - 26 May 2024
Essential Statistical Inference: Theory and Methods

Description

?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. ?

Contents

? ?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.

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