文件名称：Theoretical Statistics Topics for a Core Course
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更新时间：2021-10-17 16:57:33
數理統計 Statistics
Robert W. Keener (2010), "Theoretical Statistics: Topics for a Core Course" 機率與數理統計用書，含有測度論，適合自學 1 Probability and Measure 2 Exponential Families 3 Risk, Sufficiency, Completeness, and Ancillarity 4 Unbiased Estimation 5 Curved Exponential Families 6 Conditional Distributions 7 Bayesian Estimation 8 Large-Sample Theory 9 Estimating Equations and Maximum Likelihood 10 Equivariant Estimation 11 Empirical Bayes and Shrinkage Estimators 12 Hypothesis Testing 13 Optimal Tests in Higher Dimensions 14 General Linear Model 15 Bayesian Inference: Modeling and Computation 16 Asymptotic Optimality 17 Large-Sample Theory for Likelihood Ratio Tests 18 Nonparametric Regression 19 Bootstrap Methods 20 Sequential Methods A Appendices B Solutions