Elements of Large-Sample Theory

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E.L. Lehmann
Springer Science & Business Media, 1999 - Mathematics - 631 pages
3 Reviews
Elements of Large Sample Theory provides a unified treatment of first-order large-sample theory. It discusses a broad range of applications including introductions to density estimation, the bootstrap, and the asymptotics of survey methodology written at an elementary level. The book is suitable for students at the Master's level in statistics and in aplied fields who have a background of two years of calculus. E.L. Lehmann is Professor of Statistics Emeritus at the University of California, Berkeley. He is a member of the National Academy of Sciences and the American Academy of Arts and Sciences, and the recipient of honorary degrees from the University of Leiden, The Netherlands, and the University of Chicago. Also available: E.L. Lehmann and George Casella, Theory at Point Estimation, Second Edition. Springer-Verlag New York, Inc., 1998, 640 pp., Cloth, ISBN 0-387-98502-6. E.L. Lehmann, Testing Statistical Hypotheses, Second Edition. Springer-Verlag New York, Inc., 1997, 624 pp., Cloth, ISBN 0-387-94919-4.
  

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Review: Elements of Large-Sample Theory

User Review  - Joecolelife - Goodreads

Erich Lehmann is well known for his advanced statistical texts on hypothesis testing and estimation. he has also written a nice intermediate level text on nonparametric methods based on ranks. This ... Read full review

Contents

Mathematical Background
1
Convergence in Probability and in Law
47
Performance of Statistical Tests
133
Estimation
219
Multivariate Extensions
277
Nonparametric Estimation
363
Efficient Estimators and Tests
451
Appendix
571
References
591
Author Index
609
Subject Index
615
Copyright

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Page 597 - Limiting distributions in simple random sampling from a finite population', Pub. Math. Inst., Hungarian Acad.
Page 594 - Cohen, Statistical Power Analysis for the Behavioral Sciences, Academic Press, New York, 1969.
Page 591 - The Theory of Linear Models and Multivariate Analysis . John Wiley & Sons, New York.
Page 596 - On the Probable Errors of Frequency Constants," Journal of the Royal Statistical Society, vol. 71, June 1908, p. 389. The article quoted is one of a series on the subject published in vol. 71 of the Journal, pp. 381, 499 and 651, and vol. 72, p. 81.
Page 597 - RA Fisher. Theory of statistical estimation. Proceedings of the Cambridge Philosophical Society, 22:700-725, 1925.

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