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Basics of Modern Mathematical Statistics

  • Vladimir Spokoiny
  • Thorsten Dickhaus

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

Table of contents

  1. Front Matter
    Pages i-xviii
  2. Vladimir Spokoiny, Thorsten Dickhaus
    Pages 1-10
  3. Vladimir Spokoiny, Thorsten Dickhaus
    Pages 11-73
  4. Vladimir Spokoiny, Thorsten Dickhaus
    Pages 75-118
  5. Vladimir Spokoiny, Thorsten Dickhaus
    Pages 119-172
  6. Vladimir Spokoiny, Thorsten Dickhaus
    Pages 173-194
  7. Vladimir Spokoiny, Thorsten Dickhaus
    Pages 195-222
  8. Vladimir Spokoiny, Thorsten Dickhaus
    Pages 223-243
  9. Vladimir Spokoiny, Thorsten Dickhaus
    Pages 245-267
  10. Back Matter
    Pages 269-296

About this book

Introduction

This textbook provides a unified and self-contained presentation of the main approaches to and ideas of mathematical statistics. It collects the basic mathematical ideas and tools needed as a basis for more serious studies or even independent research in statistics. The majority of existing textbooks in mathematical statistics follow the classical asymptotic framework. Yet, as modern statistics has changed rapidly in recent years, new methods and approaches have appeared. The emphasis is on finite sample behavior, large parameter dimensions, and model misspecifications. The present book provides a fully self-contained introduction to the world of modern mathematical statistics, collecting the basic knowledge, concepts and findings needed for doing further research in the modern theoretical and applied statistics. This textbook is primarily intended for graduate and postdoc students and young researchers who are interested in modern statistical methods.

Keywords

Coverage and Concentration Estimators and Tests Exponential Family Linear Models Maximum Likelihood

Authors and affiliations

  • Vladimir Spokoiny
    • 1
  • Thorsten Dickhaus
    • 2
  1. 1.Weierstrass Institute (WIAS)BerlinGermany
  2. 2.Weierstrass Institute for Applied Analysis and Stochastics (WIAS)BerlinGermany

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-39909-1
  • Copyright Information Springer-Verlag Berlin Heidelberg 2015
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-642-39908-4
  • Online ISBN 978-3-642-39909-1
  • Series Print ISSN 1431-875X
  • Series Online ISSN 2197-4136
  • Buy this book on publisher's site
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