Jun Shao. Mathematical Statistics

Springer, 2003. — 607 p.This book is intended for a course entitled Mathematical Statistics offered at the Department of Statistics, University of Wisconsin-Madison. This course, taught in a mathematically rigorous fashion, covers essential materials in statistical theory that a first or second year graduate student typically needs to learn as preparation for work on a Ph.D. degree in statistics. The course is designed for two 15-week semesters, with three lecture hours and two discussion hours in each week. Students in this course are assumed to have a good knowledge of advanced calculus. A course in real analysis or measure theory prior to this course is often recommended.