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 propertiesBayes estimationCramer-Rao inequalitygeneralized regressionGlivenko-Cantelli theoremHellinger distanceKullback-Leibler divergencelinear modelslinear regressionM-estimationmaximum likelihood estimationmethod of momentsNeyman-Pearson testpiecewise methodquadratic log likelihoodquasi maximum likelihood approachregression estimationridge regressionsemiparametric estimation

Mathematics Subject Classification ID

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

Recommendations

• Basics of modern mathematical statistics. Exercises and solutions
• Modern concepts and theorems of mathematical statistics
• scientific article; zbMATH DE number 44961
• Modern mathematical statistics with applications
• Essentials of mathematical statistics
• scientific article; zbMATH DE number 3045302
• scientific article; zbMATH DE number 3145642
• scientific article; zbMATH DE number 3145641
• scientific article; zbMATH DE number 3145639

Cited in

(14)

• Alternating least squares in generalized linear models
• Model-free bounds on value-at-risk using extreme value information and statistical distances
• An Introduction to Approximate Bayesian Computation
• The progress of statistics
• scientific article; zbMATH DE number 45281 (Why is no real title available?)
• scientific article; zbMATH DE number 1346330 (Why is no real title available?)
• scientific article; zbMATH DE number 194372 (Why is no real title available?)
• scientific article; zbMATH DE number 4935 (Why is no real title available?)
• Basics of modern mathematical statistics. Exercises and solutions
• Statistical Theory and Inference
• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• Nonasymptotic one- and two-sample tests in high dimension with unknown covariance structure
• Rescaled Bayes factors: a class of e-variables
• Batch correction and comparison of intracellular signaling among multiple rheumatic and inflammatory diseases

This page was built for publication: Basics of Modern Mathematical Statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2842847)