Statistics

AvKarim M. Abadir,Risto D. H. Heijmans

Häftad, Engelska, 2018

Del 2 i serien Econometric Exercises

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Beskrivning

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.

Produktinformation

Utgivningsdatum:2018-11-08
Mått:175 x 247 x 34 mm
Vikt:1 560 g
Format:Häftad
Språk:Engelska
Serie:Econometric Exercises
Antal sidor:786
Förlag:Cambridge University Press
ISBN:9780521537452

Utforska kategorier

Mikroekonomi inom Ekonomi och Ledarskap

Mer om författaren

Karim M. Abadir is Emeritus Professor of Financial Econometrics at Imperial College London, and Distinguished Visiting Professor at the American University in Cairo. He was the Head of the Statistics Group at the University of York and Chair of Econometrics and Statistics joint between the Departments of Mathematics and Economics 1996–2005, then Chair of Financial Econometrics 2005–2017 at Imperial College London. He was a founding editor of the Econometrics Journal for 10 years. Risto D. H. Heijmans (1940–2014) was Associate Professor in Econometrics at the former Institute of Actuarial Science and Econometrics of the University of Amsterdam. He taught in probability theory, statistics, and stochastic processes to students in actuarial science, econometrics, and operations research. He was an expert on asymptotic theory. Jan R. Magnus worked at the London School of Economics and Political Science from 1981–1996 and then at Tilburg University as Research Professor of Econometrics. In 2013 he moved to the Vrije Universiteit Amsterdam as Extraordinary Professor of Econometrics. Magnus is (co)author of eight books, and more than one hundred scientific papers.

Recensioner i media

'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

Innehållsförteckning

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.