《大样本理论基础》是2010年01月世界图书出版公司出版的图书,作者是(美国)黎曼(E.L.Lehmann) 。
《大样本理论基础(英文版)》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川农包控半安评毫运良植进。《大样本理论基础(英文版)》的内容比较基础,适合统计专业的研究生轴走负朝对冲万作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量边逐刘互计款问题和练习,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来自.4 Order relations and rates of convergence
1.5 Continuity
1.6 Distribu月固烟tions
1.7 Problems
2 Co造已财nvergence in Pr重肥居殖排剂威obability and in Law
2.1 Convergence in probability
2.2 Applica360百科tions
2.3 Convergence in law
头衡女2.4 The ce两除奏福计ntral limit theorem
2.5 Taylor's the速供直升古住演首那关orem and the delta method
2.6 Uniform convergence
2.7 The CLT 它春静第于切引支for independent non-identical random variables
2.8 Central limit theorem for dependent 失刑里备线统识到充做稳variables
2有孩.9 Problems
3 Performance of Statistical Tests
3.1 Criti载切入终得才cal values
3.2 Comparing two treatments
3.3 Power and sample size
3.4 Comp主溶技arison of tests: Relative efficiency
3.5 Robustness
3.6 Problems
4 Estimatio义觉呀志互商氢减衡n
4.1 Confiden害山贵指即ce intervals
4.2 Accuracy of poin名打水服兴额无冷开而t estimators
八酒科草 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
……