Asymptotic Statistics
Asymptotic Statistics by A. W. van der Vaart, published by Cambridge University Press on June 19, 2000, is a comprehensive introduction to the field of asymptotic statistics. This edition spans 443 pages and is presented in English. The book offers a practical yet mathematically rigorous exploration of standard topics in asymptotic statistics, including likelihood inference, M-estimation, and U-statistics, while also addressing recent research areas such as semiparametric models and the bootstrap.
Readers will find that the content is organized around the central theme of approximation by limit experiments, which provides a unique perspective on traditional subjects. The book emphasizes the local approximation of classical independent and identically distributed (i.i.d.) setups with smooth parameters, using location experiments that involve normally distributed observations. Suitable for graduate or Master’s level students, this text also serves as a valuable resource for researchers looking to gain insights into contemporary developments in asymptotic statistics.
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This book is an introduction to the field of asymptotic statistics. The treatment is both practical and mathematically rigorous. In addition to most of the standard topics of an asymptotics course, including likelihood inference, M-estimation, the theory of asymptotic efficiency, U-statistics, and rank procedures, the book also presents recent research topics such as semiparametric models, the bootstrap, and empirical processes and their applications. The topics are organized from the central idea of approximation by limit experiments, which gives the book one of its unifying themes. This entails mainly the local approximation of the classical i.i.d. set up with smooth parameters by location experiments involving a single, normally distributed observation. Thus, even the standard subjects of asymptotic statistics are presented in a novel way. Suitable as a graduate or Master’s level statistics text, this book will also give researchers an overview of research in asymptotic statistics.
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