Essential Statistical Inference

A superb resource on statistical inference for researchers or students, this book has R code throughout, including in sample problems, and an appendix of derived notation and formulae. It covers core topics as well as modern aspects such as M-estimation.

This book is for students and researchers who have had a first year graduate level mathematical statistics course. It covers classical likelihood, Bayesian, and permutation inference; an introduction to basic asymptotic distribution theory; and modern topics like M-estimation, the jackknife, and the bootstrap. R code is woven throughout the text, and there are a large number of examples and problems.

An important goal has been to make the topics accessible to a wide audience, with little overt reliance on measure theory. A typical semester course consists of Chapters 1-6 (likelihood-based estimation and testing, Bayesian inference, basic asymptotic results) plus selections from M-estimation and related testing and resampling methodology.

Dennis Boos and Len Stefanski are professors in the Department of Statistics at North Carolina State. Their research has been eclectic, often with a robustness angle, although Stefanski is also known for research concentrated on measurement error, including a co-authored book on non-linear measurement error models. In recent years the authors have jointly worked on variable selection methods.

Valuable text for graduate students and reference for researchers Contains R code throughout the text and in sample problems Includes unique page references to equation displays

Autorentext
Dennis Boos and Len Stefanski are professors in the Department of Statistics at North Carolina State. Their research has been eclectic, often with a robustness angle, although Stefanski is also known for research concentrated on measurement error, including a co-authored book on non-linear measurement error models. In recent years the authors have jointly worked on variable selection methods.

Inhalt
Roles of Modeling in Statistical Inference.- Likelihood Construction and Estimation.- Likelihood-Based Tests and Confidence Regions.- Bayesian Inference.- Large Sample Theory: The Basics.- Large Sample Results for Likelihood-Based Methods.- M-Estimation (Estimating Equations).- Hypothesis Tests under Misspecification and Relaxed Assumptions.- Monte Carlo Simulation Studies.- Jackknife.- Bootstrap.- Permutation and Rank Tests.- Appendix: Derivative Notation and Formulas.- References.- Author Index.- Example Index.- R-code Index.- Subject Index.