A Course in the Large Sample Theory of Statistical Inference

This book provides an accessible but rigorous introduction to asymptotic theory in parametric statistical models. The book is based on lecture notes prepared by the first author, subsequently edited, expanded and updated by the second author. Includes a large number of exercises.

Autorentext

W. J. (Jack) Hall was Professor at the University of Rochester from 1969 to his death in 2012. He was instrumental in founding the graduate program in Statistics. His research interests included decision theory, survival analysis, semiparametric inference and sequential analysis. He worked with medical colleagues to develop innovative statistical designs for clinical trials in cardiology.

David Oakes is Professor and a former department chair at the University of Rochester. His areas of research interests include survival analysis and stochastic processes.

Inhalt

Random Variables and Vectors Page. Weak Convergence Page. Asymptotic Linearity of Statistics Page. Local Analysis Page. Large-Sample Estimation Page. Large-Sample Hypothesis Testing and Confidence Sets Page. An Introduction to Rank Tests and Estimates Page. An Introduction to Multinomial Chi-square Tests Page.