Asymptotic Statistics (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 3)
Product ID: 19782874
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Here is a practical and mathematically rigorous introduction to the field of asymptotic statistics. In addition to most of the standard topics of an asymptotics course--likelihood inference, M-estimation, the theory of asymptotic efficiency, U-statistics, and rank procedures--the book also presents recent research topics such as semiparametric models, the bootstrap, and empirical processes and their applications. The topics are organized from the central idea of approximation by limit experiments, one of the book's unifying themes that mainly entails the local approximation of the classical i.i.d. set up with smooth parameters by location experiments involving a single, normally distributed observation. Review: textbook - This is the textbook I’m using. It’s fairly decent. Review: I love this book - I love this book! It is one of the most widely used book in asymptotic statistics since it covers most of the important topics and keeps every chapter short. It is good to have it if you want to do theoretical statistics. I know Berkeley has a course and uses it as the textbook. It is a pity that Harvard does not offer one.
| Best Sellers Rank | #242,844 in Books ( See Top 100 in Books ) #42 in Statistics (Books) #188 in Probability & Statistics (Books) |
| Customer Reviews | 4.6 out of 5 stars 61 Reviews |
P**P
textbook
This is the textbook I’m using. It’s fairly decent.
J**Y
I love this book
I love this book! It is one of the most widely used book in asymptotic statistics since it covers most of the important topics and keeps every chapter short. It is good to have it if you want to do theoretical statistics. I know Berkeley has a course and uses it as the textbook. It is a pity that Harvard does not offer one.
S**A
An excellent reference
A must have if you are planning to work in econometric theory. Even if you are not, the book serves as a really useful reference to clarify various issues in asymptotics.
E**N
Really enjoy this book
This book covers all the important aspects of the asymptotic statistics, A great reference book. Researchers in statistics should have it.
Z**G
Five Stars
good book
S**7
Excellent book, but leaves out many finer technical details.
It is a great book with excellent coverage of topics, but it does not fill in many crucial and important details - the kind of technical details which is exactly what you are looking for. If you are reading it thoroughly, after a stage you will wonder why the author has left so much unwritten and unclear. You may scratch your head on one single statement for a week or more and start feeling frustrated. One particular example is the treatment of M-estimators in Chapter 5. But, nevertheless it is still worth reading every bit, because it provides extremely useful results and tools in almost all the areas, which it covers.
P**A
Just read and enjoy.
An excellent book for graduate level. Many interesting material (like U-statistics and a flavor of nonparametric methods) exposed in a solid and precise way.
B**N
Very difficult to read, but essential reference
Very terse and difficult to read. However I could not find any other book that covers as much material.
S**R
Five Stars
the quality was good and I received it on time!
K**A
Four Stars
Really useful reference
A**Y
This book is of course great. I don't like it because it was printed ...
This book is of course great. I don't like it because it was printed by Amazon itself not Cambridge. I bought another from Blackwell bookshop, which was printed by the publisher itself. Clearly, Blackwell's copy is better.
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