大样本理论基础
2010-1
世界图书出版公司
黎曼
631
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The subject of this book, first order large-sample theory, constitutes a coherent body of concepts and results that are central to both theoretical andapplied statistics. This theory underlies much of the work on such differenttopics as maximum likelihood estimation, likelihood ratio tests, the bootstrap, density estimation, contingency table analysis, and survey samplingmethodology, to mention only a few. The importance of this theory hasled to a number of books on the subject during the last 20 years, amongthem Ibragimov and Has'minskii （1979）, Serfling （1980）, Pfanzagl and Weflmeyer （1982）, Le Cam （1986）, Riischendorf （1988）, Barndorff-Nielson andCox （1989, 1994）, Le Cam and Yang （1990）, Sen and Singer （1993）, andFerguson （1996）.These books all reflect the unfortunate fact that a mathematically complete presentation of the material requires more background in probabilitythan can be expected from many students and workers in statistics. Thepresent, more elementary, volume avoids this difficulty by taking advantage of an important distinction. While the proofs of many of the theoremsrequire a substantial amount of mathematics, this is not the case with theunderstanding of the concepts and results nor of their statistical applications.
本书在讲述一阶大样本理论方面比较独特，讨论了大量的应用，包括密度估计、自助法和抽样方法论的渐进。本书的内容比较基础，适合统计专业的研究生和有两年微积分背景的应用领域。每章末有针对本章每节的问题和练习，每节末都附有小结。
Preface 1 Mathematical Background 1.1 The concept of limit 1.2 Embedding sequences 1.3 Infinite series 1.4 Order relations and rates of convergence 1.5 Continuity 1.6 Distributions 1.7 Problems 2 Convergence in Probability and in Law 2.1 Convergence in probability 2.2 Applications 2.3 Convergence in law 2.4 The central limit theorem 2.5 Taylor's theorem and the delta method 2.6 Uniform convergence 2.7 The CLT for independent non-identical random variables 2.8 Central limit theorem for dependent variables 2.9 Problems 3 Performance of Statistical Tests 3.1 Critical values 3.2 Comparing two treatments 3.3 Power and sample size 3.4 Comparison of tests: Relative efficiency 3.5 Robustness 3.6 Problems 4 Estimation 4.1 Confidence intervals 4.2 Accuracy of point estimators 4.3 Comparing estimators 4.4 Sampling from a finite population 4.5 Problems 5 Multivariate Extensions 5.1 Convergence of multivariate distributions 5.2 The bivariate normal distribution 5.3 Some linear algebra 5.4 The multivariate normal distribution 5.5 Some applications 5.6 Estimation and testing in 2 × 2 tables 5.7 Testing goodness of fit 5.8 Problems 6 Nonparametric Estimation 6.1 U-Statistics 6.2 Statistical functionals 6.3 Limit distributions of statistical functionals 6.4 Density estimation 6.5 Bootstrapping 6.6 Problems 7 Efficient Estimators and Tests 7.1 Maximum likelihood 7.2 Fisher information 7.3 Asymptotic normality and multiple roots 7.4 Efficiency 7.5 The multiparameter case I. Asymptotic normality 7.6 The multiparameter case II. Efficiency 7.7 Tests and confidence intervals 7.8 Contingency tables 7.9 Problems Appendix References Author Index Subject Index
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《大样本理论基础(英文版)》是由世界图书出版公司出版的。
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一本介绍大样本理论的书，介绍的较为详细。
奈曼的经典之作之一，适合从事研究的师生使用。这本书比《点估计》所用的纸张好了很多，望继续保持，期待早点引入第三部著作《假设检验》
可以解渴。很好的一本书。
帮美国朋友买的，说很好
不错的书，快递也很给力
快递很给力，价钱也合理
学统计的，多看看，不错
同题，要好好学习一番