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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件
4126 12
2010-11-10
Introduction from Amazon:
Product Description:
This book offers a comprehensive guide to large sample techniques in statistics. More importantly, it focuses on thinking skills rather than just what formulae to use; it provides motivations, and intuition, rather than detailed proofs; it begins with very simple techniques, and connects theory and applications in entertaining 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 10 chapters contains at least one section of case study. The last five chapters are devoted to special areas of applications. The sections of case studies and chapters of applications fully demonstrate how to use methods developed from large sample theory in various, less-than-textbook situations.
The book is supplemented by a large number of exercises, giving the readers plenty of opportunities to practice what they have learned. The book is mostly self-contained with the appendices providing some backgrounds for matrix algebra and mathematical statistics. The book is intended for a wide audience, ranging from senior undergraduate students to researchers with Ph.D. degrees. A first course in mathematical statistics and a course in calculus are prerequisites.


About the Author:
Jiming Jiang is a Professor of Statistics at the University of California, Davis. He is a Fellow of the American Statistical Association and a Fellow of the Institute of Mathematical Statistics. He is the author of another Springer book, Linear and Generalized Linear Mixed Models and Their Applications (2007). Jiming Jiang is a prominent researcher in the fields of mixed effects models, small area estimation and model selection. Most of his research papers have involved large sample techniques. He is currently an Associate Editor of the Annals of Statistics.

Contents
1 The-δ Arguments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
2 Modes of Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
3 BigO, Small o, and the Unspecified c . . . . . . . . . . . . . . . . . . . . . 51
4 Asymptotic Expansions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
5 Inequalities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
6 Sums of Independent Random Variables . . . . . . . . . . . . . . . . . . . 173
7 Empirical Processes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 215
8 Martingales . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 239
9 Time and Spatial Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 283
10 Stochastic Processes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 317
11 Nonparametric Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 357
12 Mixed Effects Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 393
13 Small-Area Estimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 433
14 Jackknife and Bootstrap . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 471
15 Markov-Chain Monte Carlo. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 523
A Appendix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 553
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2010-11-10 12:42:00
现代计量都是建立在大样本推断的基础上的,该书为想了解大样本理论的朋友提供了一个很好的参考资料
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2010-11-10 21:00:04
好书啊,顶顶顶
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2010-11-11 14:24:05
这是我们计量老师推荐的新书,非常适合对计量感兴趣的同学或者老师,他自己也在看
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2010-11-11 14:24:45
这是我们计量老师推荐的新书,非常适合对计量感兴趣的同学或者老师,他自己也在看
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2010-12-25 22:14:52
好书啊,顶
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