2nd. ed. - Springer, 2022. - 688 p. - (Springer Texts in Statistics). - ISBN 3030916944.
This book offers a comprehensive guide to
large sample techniques in statistics. With a focus on developing
analytical skills and understanding motivation,
Large Sample Techniques for Statistics begins with fundamental techniques, and
connects theory and applications in engaging ways.
The first five chapters review some of the basic techniques, such as the fundamental epsilon-delta arguments, Taylor expansion, different types of convergence, and inequalities.
The next five chapters discuss
limit theorems in specific situations of observational data.
Each of the first ten chapters contains at least one section of
case study.
The last six chapters are devoted to
special areas of applications.
This new edition introduces a final chapter dedicated to
random matrix theory, as well as expanded treatment of inequalities and mixed effects models. The book's case studies and applications-oriented chapters demonstrate how to use methods developed from large sample theory
in real world situations. The book is supplemented by
a large number of exercises, giving readers opportunity to practice what they have learned.
Appendices provide context for matrix algebra and mathematical statistics.
The Second Edition seeks to address new challenges
in data science. This text is intended for a
wide audience, ranging from senior undergraduate students to researchers with doctorates. A first course in mathematical statistics and a course in calculus are prerequisites..
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