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A Graduate Course on Statistical Inference

  • Bing Li
  • G. Jogesh Babu
Textbook

Part of the Springer Texts in Statistics book series (STS)

Table of contents

  1. Front Matter
    Pages I-XII
  2. Bing Li, G. Jogesh Babu
    Pages 1-29
  3. Bing Li, G. Jogesh Babu
    Pages 31-60
  4. Bing Li, G. Jogesh Babu
    Pages 61-98
  5. Bing Li, G. Jogesh Babu
    Pages 99-134
  6. Bing Li, G. Jogesh Babu
    Pages 135-172
  7. Bing Li, G. Jogesh Babu
    Pages 173-201
  8. Bing Li, G. Jogesh Babu
    Pages 203-236
  9. Bing Li, G. Jogesh Babu
    Pages 237-259
  10. Bing Li, G. Jogesh Babu
    Pages 261-293
  11. Bing Li, G. Jogesh Babu
    Pages 295-327
  12. Bing Li, G. Jogesh Babu
    Pages 329-374
  13. Back Matter
    Pages 375-379

About this book

Introduction

This textbook offers an accessible and comprehensive overview of statistical estimation and inference that reflects current trends in statistical research. It draws from three main themes throughout: the finite-sample theory, the asymptotic theory, and Bayesian statistics. The authors have included a chapter on estimating equations as a means to unify a range of useful methodologies, including generalized linear models, generalized estimation equations, quasi-likelihood estimation, and conditional inference. They also utilize a standardized set of assumptions and tools throughout, imposing regular conditions and resulting in a more coherent and cohesive volume. Written for the graduate-level audience, this text can be used in a one-semester or two-semester course.

Keywords

Bayes Bayesian Cauchy-Schwarz statistical inference statistical estimation finite-sample estimation differentiable under the integral sign stochastic equicontinuity finite-sample theory asymptotic theory posterior distributions empirical Bayes shrinkage estimates Le Cam-Hajek estimating equations generalized linear models quasi-likelihood estimation conditional inference Local Asymptotic Normal

Authors and affiliations

  • Bing Li
    • 1
  • G. Jogesh Babu
    • 2
  1. 1.Department of StatisticsPenn State UniversityUniversity ParkUSA
  2. 2.Department of StatisticsPenn State UniversityUniversity ParkUSA

Bibliographic information

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