Inference and Asymptotics
Barndorff-Nielsen, O. E./ Cox, D. R.
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Description
The follow-up to the authors' previous book "Asymptotic Techniques", this text gives a systematic account of an important area of theoretical statistics - inference and asymptotics. It should be of interest to researchers in statistics.
This book provides a systematic account of some developments in asymptotic parametric inference from a likelihood-based perspective. It focuses on first-order asymptotic theory, and discusses the need for higher-order theory.