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Asymptotic Statistics (Cambridge Series in Statistical and Probabilistic Mathematics, 3)

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Title: Asymptotic Statistics (Cambridge Series in Statistical and Probabilistic Mathematics, 3)
by A. W. Van Der Vaart
ISBN: 0-521-49603-9
Publisher: Cambridge University Press
Pub. Date: 01 November, 1998
Format: Hardcover
Volumes: 1
List Price(USD): $70.00
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Average Customer Rating: 5 (1 review)

Customer Reviews

Rating: 5
Summary: Excellent textbook on asymptotics in statistics
Comment: This book covers asymptotics at a level suitable for graduate students in statistics and other disciplines such as economics. It does not really treat time-series issues, but apart from that its coverage is very impressive. It covers M-estimators, efficiency, quantile estimators, semiparametrics, and much more. The writing is remarkably lucid; proofs are succinct but very readable. One feature I particularly liked was a very readable introduction to empirical process theory, which would be a good place to start before tackling the van der Vaart and Wellner's more advanced book.

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