Cart

×

You have 0 items in your cart.

# Statistics

## £49.99

Part of Econometric Exercises

• Date Published: November 2018
• availability: In stock
• format: Paperback
• isbn: 9780521537452

## £49.99 Paperback

### Request inspection copy

Lecturers may request a copy of this title for inspection

Description
Product filter button
Description
Contents
Resources
Courses
• Building on the success of Abadir and Magnus' Matrix Algebra in the Econometric Exercises Series, Statistics serves as a bridge between elementary and specialized statistics. Professors Abadir, Heijmans, and Magnus freely use matrix algebra to cover intermediate to advanced material. Each chapter contains a general introduction followed by a series of connected exercises which build up knowledge systematically. The characteristic feature of the book (and indeed the series) is that all exercises are fully solved. The authors present many new proofs of established results, along with new results, often involving shortcuts that resort to statistical conditioning arguments.

• Aims to bridge the gap between elementary and specialized statistics
• All exercises featured in the book are fully solved
• Uses matrix algebra freely in covering intermediate to advanced material

## 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 a star rating.
Your review must be a minimum of 12 words.

×

## Product details

• Date Published: November 2018
• format: Paperback
• isbn: 9780521537452
• length: 786 pages
• dimensions: 247 x 175 x 34 mm
• weight: 1.56kg
• availability: In stock

Part I. Probability and Distribution Theory:
1. Probability
2. Random variables, probability distributions and densities
3. Expectations and their generating functions
4. Special univariate distributions
5. Joint distributions and densities
6. Conditioning, dependence, and joint moments
7. Functions of random variables
8. The multivariate normal and functions thereof
Part II. Estimation and Inference:
9. Sample statistics and their distributions
10. Asymptotic theory
11. Principles of point estimation
12. Likelihood, information, and maximum likelihood estimation
13. Other methods of estimation
14. Tests of hypotheses
Appendix A
Appendix B
Bibliography
Index.

• ## Authors

Karim M. Abadir, Imperial College London
Karim M. Abadir is Emeritus Professor of Financial Econometrics at Imperial College London, and Distinguished Visiting Professor at the American University in Cairo. He was the Head of the Statistics Group at the University of York and Chair of Econometrics and Statistics joint between the Departments of Mathematics and Economics 1996–2005, then Chair of Financial Econometrics 2005–2017 at Imperial College London. He was a founding editor of the Econometrics Journal for 10 years.

Risto D. H. Heijmans
Risto D. H. Heijmans (1940–2014) was Associate Professor in Econometrics at the former Institute of Actuarial Science and Econometrics of the University of Amsterdam. He taught in probability theory, statistics, and stochastic processes to students in actuarial science, econometrics, and operations research. He was an expert on asymptotic theory.

Jan R. Magnus, Vrije Universiteit, Amsterdam
Jan R. Magnus worked at the London School of Economics and Political Science from 1981–1996 and then at Tilburg University as Research Professor of Econometrics. In 2013 he moved to the Vrije Universiteit Amsterdam as Extraordinary Professor of Econometrics. Magnus is (co)author of eight books, and more than one hundred scientific papers.

## also by this author

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 lecturers@cambridge.org

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 www.ebooks.com. Please see the permission section of the www.ebooks.com catalogue page for details of the print & copy limits on our eBooks.

×

### Find content that relates to you

This site uses cookies to improve your experience. 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.

×