Skip to content
Register Sign in Wishlist
Asymptotic Statistics

Asymptotic Statistics


Part of Cambridge Series in Statistical and Probabilistic Mathematics

  • Date Published: September 2000
  • availability: Available
  • format: Paperback
  • isbn: 9780521784504

£ 49.99

Add to cart Add to wishlist

Other available formats:

Looking for an inspection copy?

This title is not currently available on inspection

Product filter button
About the Authors
  • This book is an introduction to the field of asymptotic statistics. The treatment is both practical and mathematically rigorous. In addition to most of the standard topics of an asymptotics course, including likelihood inference, M-estimation, the theory of asymptotic efficiency, U-statistics, and rank procedures, the book also presents recent research topics such as semiparametric models, the bootstrap, and empirical processes and their applications. The topics are organized from the central idea of approximation by limit experiments, which gives the book one of its unifying themes. This entails mainly the local approximation of the classical i.i.d. set up with smooth parameters by location experiments involving a single, normally distributed observation. Thus, even the standard subjects of asymptotic statistics are presented in a novel way. Suitable as a graduate or Master's level statistics text, this book will also give researchers an overview of research in asymptotic statistics.

    • Based on notes from graduate and master's level courses taught by the author in Europe and in the US
    • Mathematically rigorous yet practical
    • Coverage of a wide range of classical and recent topics
    Read more

    Reviews & endorsements

    'The book is extremely well written and clear … it is comprehensive and has an abundant supply of worked examples … anyone who is genuinely interested in learning about some of the recent developments in asymptotic statistics and their potential applications should have a copy of this book.' Biometrics

    'I recommend this book to every advanced Master's student, Ph.D. student or researcher in mathematical statistics.' Kwantitatieve methoden

    See more reviews

    Customer reviews

    Not yet reviewed

    Be the first to review

    Review was not posted due to profanity


    , create a review

    (If you're not , sign out)

    Please enter the right captcha value
    Please enter a star rating.
    Your review must be a minimum of 12 words.

    How do you rate this item?


    Product details

    • Date Published: September 2000
    • format: Paperback
    • isbn: 9780521784504
    • length: 462 pages
    • dimensions: 231 x 173 x 27 mm
    • weight: 0.8kg
    • contains: 14 b/w illus. 8 tables
    • availability: Available
  • Table of Contents

    1. Introduction
    2. Stochastic convergence
    3. The delta-method
    4. Moment estimators
    5. M- and Z-estimators
    6. Contiguity
    7. Local asymptotic normality
    8. Efficiency of estimators
    9. Limits of experiments
    10. Bayes procedures
    11. Projections
    12. U-statistics
    13. Rank, sign, and permutation statistics
    14. Relative efficiency of tests
    15. Efficiency of tests
    16. Likelihood ratio tests
    17. Chi-square tests
    18. Stochastic convergence in metric spaces
    19. Empirical processes
    20. The functional delta-method
    21. Quantiles and order statistics
    22. L-statistics
    23. The bootstrap
    24. Nonparametric density estimation
    25. Semiparametric models.

  • Instructors have used or reviewed this title for the following courses

    • Honors Statistics
  • Author

    A. W. van der Vaart, Vrije Universiteit, Amsterdam

Sign In

Please sign in to access your account


Not already registered? Create an account now. ×

Sorry, this resource is locked

Please register or sign in to request access. If you are having problems accessing these resources please email

Register Sign in
Please note that this file is password protected. You will be asked to input your password on the next screen.

» Proceed

You are now leaving the Cambridge University Press website. Your eBook purchase and download will be completed by our partner Please see the permission section of the catalogue page for details of the print & copy limits on our eBooks.

Continue ×

Continue ×

Continue ×

Find content that relates to you

Join us online

This site uses cookies to improve your experience. Read more Close

Are you sure you want to delete your account?

This cannot be undone.


Thank you for your feedback which will help us improve our service.

If you requested a response, we will make sure to get back to you shortly.

Please fill in the required fields in your feedback submission.