From finite sample to asymptotic methods in statistics
Subtitle: an introduction with applications
By: Pranab K. Sen, Julio M. Singer, Antonio C. Pedroso de Lima.
Contributors: Singer, Julio da Motta, 1950-; Lima, Antonio C. Pedroso de, 1961-
Series: Cambridge series in statistical and probabilistic mathematics
Publisher: Cambridge University Press
Published: 2009
Place of publication: New York
Language: eng
Number of pages: 386
ISBN-13: 9780521877220
Subjects: Mathematical statistics ; Probabilities; Estimation theory; Asymptotic expansions
Description: "Exact statistical inference may be employed in diverse fields of science and technology. As problems become more complex and sample sizes become larger, mathematical and computational difficulties can arise that require the use of approximate statistical methods. Such methods are justified by asymptotic arguments but are still based on the concepts and principles that underlie exact statistical inference.  With this in perspective, this book presents a broad view of exact statistical inference and the development of asymptotic statistical inference, providing a justification for the use of asymptotic methods for large samples. Methodological results are developed on a concrete and yet rigorous mathematical level and are applied to a variety of problems that include categorical data, regression, and survival analyses.   This book is designed as a textbook for advanced undergraduate or beginning graduate students in statistics, biostatistics, or applied statistics but may also be used as a reference for academic researchers"--Provided by publisher.

"Exact statistical inference may be employed in diverse fields of science and technology. As problems become more complex and sample sizes become larger, mathematical and computational difficulties can arise that require the use of approximate statistical methods. Such methods are justified by asymptotic arguments but are still based on the concepts and principles that underlie exact statistical inference. With this in perspective, this book presents a broad view of exact statistical inference and the development of asymptotic statistical inference, providing a justification for the use of asymptotic methods for large samples. Methodological results are developed on a concrete and yet rigorous mathematical level and are applied to a variety of problems that include categorical data, regression, and survival analyses. This book is designed as a textbook for advanced undergraduate or beginning graduate students in statistics, biostatistics, or applied statistics but may also be used as a reference for academic researchers"--Provided by publisher.
Notes: Includes bibliographical references and index.
Table of contents: title: Machine generated contents note: 1. Motivation and basic tools; 2. Estimation theory; 3. Hypothesis testing; 4. Elements of statistical decision theory; 5. Stochastic processes: an overview; 6. Stochastic convergence and probability inequalities; 7. Asymptotic distributions; 8. Asymptotic behavior of estimators and tests; 9. Categorical data models; 10. Regression models; 11. Weak convergence and Gaussian processes.