Statistical Estimation. Asymptotic Theory

Statistical Estimation. Asymptotic Theory By I.A. Ibragimov, R.Z. Has'minskii, S. Kotz
Publisher: S p r i n g e r 1981 | 403 Pages | ISBN: 0387905235 , 3540905235 | DJVU | 3 mb



The purpose of this book is to present certain aspects of the asymptotic theory of statistical estimation. It is emphasized that we do not intend to cover the subject completely and the choice of material is to a great extent based on the authors" interests. In particular, only the theoretical mathematical aspect of the subject is considered, which may be viewed to some extent as a shortcoming of this book.
In view of this fact, the statistical meaning and practical usefulness of the statistical concepts utilized in this book are not always comprehensively discussed, although they are always rigorously defined. Therefore, a reader who would like to acquaint himself thoroughly with the statistical motivations of these concepts is advised to familiarize himself in advance with a textbook in statistics, for example, the excellent treatise by H. Cramer.


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