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Asymptotic Statistics A. W. van der Vaart
Publisher: Cambridge University Press

Subhashis Ghoshal ST790 Advanced Survival — Dr. Fuentes ST810 Functional Data Analysis — Dr. PS: Drew Conway wants me to note that Julia likes big matrices. Statistically-trained readers of this blog will be very familiar with the Central Limit Theorem, which describes the asymptotic sampling distribution of the mean of a random vector composed of IID variables. This book is suitable for graduate students in mathematics, statistics, engineering and computer science who have taken a graduate course in asymptotic statistics and differential geometry. A more advanced monograph is "Weak Convergence and Empirical Processes" by Wellner and van der Vaart. Some of the most interesting recent work in mathematics has been focused on the development of increasingly powerful than the Gaussian distribution used here. ST790 Asymptotic Statistics — Dr. Well I hope the dramatic title caught your attention. Two test statistics, a Difference Test (DT) and a Lagrange multiplier (LM)-type test, are proposed and their asymptotic distributions are derived. STATISTICS DECLARES WAR ON MACHINE LEARNING! Now I can get to the real topic of the post, which is: finite sample bounds versus asymptotic approximations. Wenbin Lu ST810 Advanced Spatial — Dr. The one reference I'd recommend is A.W.van der Vaart "Asymptotic Statistics", ch.