Bültmann & Gerriets
Essential Statistical Inference
Theory and Methods
von L A Stefanski, Dennis D. Boos
Verlag: Springer New York
Reihe: Springer Texts in Statistics Nr. 120
Hardcover
ISBN: 978-1-4899-8793-8
Auflage: 2013
Erschienen am 06.03.2015
Sprache: Englisch
Format: 235 mm [H] x 155 mm [B] x 32 mm [T]
Gewicht: 879 Gramm
Umfang: 588 Seiten

Preis: 128,39 €
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Klappentext
Biografische Anmerkung
Inhaltsverzeichnis

¿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. ¿



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.



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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