Statistics
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 exercise…
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- Full title :Statistics / Karim M. Abadir (Imperial College Business School, Imperial College London, UK ; and Department of Mathematics and Department of Economics & Related Studies, University of York, UK), Risto D.H. Heijmans (Amsterdam School of Economics, University of Amsterdam, the Netherlands), Jan R. Magnus (Department of Econometrics and Operations Research, Vrije Universiteit Amsterdam, the Netherlands).
Summary
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.
Read More ↓Edition Statements
- Publication Date:2019.
Publication Statements
- Publisher(s):Cambridge University Press
- Place of Publication:Cambridge
- Language:eng
- Publication Date:2019.
The Physical Object
- Description:1 online resource
Edition Identifiers
- ISBN:9780521822886, 0521822882, 9780521537452, 0521537452
- oclc:on1027732810
- LC Classification:QA276.12
- Dewey Decimal:519.5
Table of Contents
Probability and distribution theory. Probability -- Random variables, probability distributions, and densities -- Expectations and their generating functions -- Special univariate distributions -- Joint distributions and densities -- Conditioning, dependence, and joint moments -- Functions of random variables -- The multivariate normal and functions thereof -- Estimation and inference. Sample statistics and their distributions -- Asymptotic theory -- Principles of point estimation -- Likelihood, information, and maximum likelihood estimation -- Other methods of estimation -- Tests of hypotheses.
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