Mathematical Statistics - Bickel Peter J.
Mathematical Statistics: Basic Ideas and Selected Topics, Volume II presents important statistical concepts, methods, and tools not covered in the authors previous volume. This second volume focuses…
Specifikacia Mathematical Statistics - Bickel Peter J.
Mathematical Statistics: Basic Ideas and Selected Topics, Volume II presents important statistical concepts, methods, and tools not covered in the authors previous volume. This second volume focuses on inference in non- and semiparametric models. It not only reexamines the procedures introduced in the first volume from a more sophisticated point of view but also addresses new problems originating from the analysis of estimation of functions and other complex decision procedures and large-scale data analysis.The book covers asymptotic efficiency in semiparametric models from the Le Cam and Fisherian points of view as well as some finite sample size optimality criteria based on Lehmann Scheffe theory. It develops the theory of semiparametric maximum likelihood estimation with applications to areas such as survival analysis. It also discusses methods of inference based on sieve