Elements of Large-Sample Theory

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Springer Science & Business Media, 1999 - Mathematics - 631 pages
4 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  - Tim - Goodreads

This is the textbook we used for Large-sample theory course. Lehmann is a very big name in Stats. But this book does not match his name. First, MANY MANY references are used in this book, making ... Read full review

Review: Elements of Large-Sample Theory

User Review  - Daniel Babiak - Goodreads

AMAZING Read full review


Mathematical Background
Convergence in Probability and in Law
Performance of Statistical Tests
Multivariate Extensions
Nonparametric Estimation
Efficient Estimators and Tests
Author Index
Subject Index

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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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