Robert W. Keener (2010), "Theoretical Statistics: Topics for a Core Course"
機率與數理統計用書,含有測度論,適合自學
1 Probability and Measure
2 Exponential Families
3 Risk, Sufficiency, Completeness, and Ancillarity
4 Unbiased Estimation
5 Curved Exponential Families
6 Conditional Distributions
7 Bayesian Estimation
8 Large-Sample Theory
9 Estimating Equations and Maximum Likelihood
10 Equivariant Estimation
11 Empirical Bayes and Shrinkage Estimators
12 Hypothesis Testing
13 Optimal Tests in Higher Dimensions
14 General Linear Model
15 Bayesian Inference: Modeling and Computation
16 Asymptotic Optimality
17 Large-Sample Theory for Likelihood Ratio Tests
18 Nonparametric Regression
19 Bootstrap Methods
20 Sequential Methods
A Appendices
B Solutions
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