Statistics
Statistics
Risto D. H. Heijmans
Jan R. Magnus, Vrije Universiteit, Amsterdam
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Building on the success of Abadir and Magnus' Matrix Algebra in the Econometric Exercises Series, Statistics serves as a bridge between elementary and specialized statistics. Professors Abadir, Heijmans, and Magnus freely use matrix algebra to cover intermediate to advanced material. Each chapter contains a general introduction, followed by a series of connected exercises which build up knowledge systematically. The characteristic feature of the book (and indeed the series) is that all exercises are fully solved. The authors present many new proofs of established results, along with new results, often involving shortcuts that resort to statistical conditioning arguments.
- Aims to bridge the gap between elementary and specialized statistics
- All exercises featured in the book are fully solved
- Uses matrix algebra freely in covering intermediate to advanced material
Reviews & endorsements
'There are many outstanding statistics textbooks. This book stands alone in its extensive and in-depth treatment of fundamentals, followed by the well-designed, pedagogical exercises. The rewards of going through the book are immense for anyone serious about learning statistics. It can also serve as an excellent reference for advanced students and researchers.' Cheng Hsiao, University of Southern California
'This book valiantly presents core statistical methodology in a self-contained volume of key ideas and solved exercises. The exposition is concise yet crystal clear with a format that successfully targets two audiences, by being accessible to statistical newcomers with some mathematics background, and by its appeal to the statistically proficient. Even people who teach statistics for a living may find themselves captivated by opening the book at a random page and reading on for pleasure. It is a treasure trove of statistical gems.' Dimitris Politis, University of California, San Diego
'This vast, 801-page volume presents an extensive survey of mathematical statistics that will be useful to readers with various technical backgrounds. In this respect it caters for both students and researchers. The volume is oriented towards an econometric readership, but should be useful to statisticians also. It is clearly and precisely written and there are solutions provided to the many exercises.' Peter M. Robinson, London School of Economics
'This impressive new addition to the Econometric Exercises series will be a wonderful resource for advanced undergraduate and postgraduate students. The clarity with which all concepts and techniques are presented and linked, is marvellous. The use of concise introductory material to lay the foundations of each chapter, followed by an extensive set of solved exercises, also works seamlessly. I will recommend it highly to all!' Gael Martin, Monash University, Australia
Product details
November 2018Paperback
9780521537452
786 pages
247 × 175 × 34 mm
1.56kg
Available
Table of Contents
- Part I. Probability and Distribution Theory:
- 1. Probability
- 2. Random variables, probability distributions and densities
- 3. Expectations and their generating functions
- 4. Special univariate distributions
- 5. Joint distributions and densities
- 6. Conditioning, dependence, and joint moments
- 7. Functions of random variables
- 8. The multivariate normal and functions thereof
- Part II. Estimation and Inference:
- 9. Sample statistics and their distributions
- 10. Asymptotic theory
- 11. Principles of point estimation
- 12. Likelihood, information, and maximum likelihood estimation
- 13. Other methods of estimation
- 14. Tests of hypotheses
- Appendix A
- Appendix B
- Bibliography
- Index.
