Roussas George G. A Course in Mathematical Statistics

2nd ed. — Academic Press, 1997. — 572 p.A Course in Mathematical Statistics, Second Edition, contains enough material for a year-long course in probability and statistics for advanced undergraduate or first-year graduate students, or it can be used independently for a one-semester (or even one-quarter) course in probability alone. It bridges the gap between high and intermediate level texts so students without a sophisticated mathematical background can assimilate a fairly broad spectrum of the theorems and results from mathematical statistics. The coverage is extensive, and consists of probability and distribution theory, and statistical inference.Contains 25% new material.
Includes the most complete coverage of sufficiency.
Transformation of Random Vectors.
Sufficiency / Completeness / Exponential Families.
Order Statistics.
Elements of Nonparametric Density Estimation.
Analysis of Variance (ANOVA).
Regression Analysis.
Linear Models.