1.

Record Nr.

UNINA9910299781903321

Autore

Spokoiny Vladimir

Titolo

Basics of Modern Mathematical Statistics / / by Vladimir Spokoiny, Thorsten Dickhaus

Pubbl/distr/stampa

Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2015

ISBN

3-642-39909-6

Edizione

[1st ed. 2015.]

Descrizione fisica

1 online resource (XVIII, 296 p. 1 illus.)

Collana

Springer Texts in Statistics, , 1431-875X

Disciplina

519.5

Soggetti

Statistics 

Mathematical statistics

Statistical Theory and Methods

Probability and Statistics in Computer Science

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Bibliographic Level Mode of Issuance: Monograph

Nota di contenuto

Basic notions -- Parameter Estimation for an i.i.d. Model -- Regression Estimation --  Estimation in Linear Models -- Bayes Estimation -- Testing a Statistical Hypothesis -- Testing in Linear Models -- Some other Testing Methods --  Deviation Probability for Quadratic Forms.

Sommario/riassunto

This textbook provides a unified and self-contained presentation of the main approaches to and ideas of mathematical statistics. It collects the basic mathematical ideas and tools needed as a basis for more serious studies or even independent research in statistics. The majority of existing textbooks in mathematical statistics follow the classical asymptotic framework. Yet, as modern statistics has changed rapidly in recent years, new methods and approaches have appeared. The emphasis is on finite sample behavior, large parameter dimensions, and model misspecifications. The present book provides a fully self-contained introduction to the world of modern mathematical statistics, collecting the basic knowledge, concepts and findings needed for doing further research in the modern theoretical and applied statistics. This textbook is primarily intended for graduate and postdoc students and young researchers who are interested in modern statistical methods.