Basics of Modern Mathematical Statistics

DOI10.1007/978-3-642-39909-1MaRDI QIDQ2842847zbMATH OpenOpenAlexFDO

Authors Thorsten Dickhaus, V. G. Spokoiny

Publication date 16 August 2013

Published in Springer Texts in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-39909-1

zbMATH Keywords

asymptotic propertiesM-estimationmaximum likelihood estimationridge regressionsemiparametric estimationlinear modelslinear regressionmethod of momentsKullback-Leibler divergenceregression estimationBayes estimationHellinger distanceCramer-Rao inequalityGlivenko-Cantelli theoremNeyman-Pearson testgeneralized regressionquadratic log likelihoodpiecewise methodquasi maximum likelihood approach

Mathematics Subject Classification ID

Parametric inference (62Fxx) Linear inference, regression (62Jxx) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

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