Springer Texts in Statistics

Basics of Modern Mathematical Statistics

Exercises and Solutions

Authors: Härdle, W.K., Spokoiny, V., Panov, V., Wang, W.

  • ​Presents numerous exercises with solutions to help the reader better understand different aspects of modern statistics
  • Applications with R and Matlab code show how to practically use the methods
  • Includes numerous explanations and tips on how to apply modern statistical methods
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eBook $54.99
price for USA (gross)
  • ISBN 978-3-642-36850-9
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $69.99
price for USA
  • ISBN 978-3-642-36849-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $69.99
price for USA
  • Customers within the U.S. and Canada please contact Customer Service at 1-800-777-4643, Latin America please contact us at +1-212-460-1500 (Weekdays 8:30am – 5:30pm ET) to place your order.
  • Due: November 11, 2016
  • ISBN 978-3-662-52386-5
  • Free shipping for individuals worldwide
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
About this Textbook

​The complexity of today’s statistical data calls for modern mathematical tools.  Many fields of science make use of mathematical statistics and require continuous updating on statistical technologies. Practice makes perfect,  since mastering the tools makes them applicable.  Our book of exercises and solutions offers a wide range of applications and numerical solutions based on R.
In modern mathematical statistics, the purpose is to provide statistics students with a number of basic exercises and also an understanding of how the theory can be applied to real-world problems.
The application aspect is also quite important, as most previous exercise books are mostly on theoretical derivations. Also we add some problems from topics often encountered in recent research papers.
The book was written for statistics students with one or two years of coursework in mathematical statistics and probability, professors who hold courses in mathematical statistics, and researchers in other fields who would like to do some exercises on math statistics.

About the authors

Wolfgang Karl Härdle is Professor of Statistics at the Humboldt-Universität zu Berlin and the Director of CASE – the Centre for Applied Statistics and Economics. He teaches quantitative finance and semi-parametric statistical methods. His research focuses on dynamic factor models, multivariate statistics in finance and computational statistics. He is an elected member of the ISI and an advisor to the Guanghua School of Management, Peking University and to National Central University, Taiwan.

Vladimir Panov is a postdoctoral researcher at the University of Duisburg-Essen. His research interests include statistical inference on stochastic processes, especially on models based on Levy processes. Over the last several years he has worked as a research assistant at the Weierstrass Institute for Applied Analysis and Stochastics (Berlin), where he has focused on multidimensional statistical models.

Vladimir Spokoiny is a Professor at the Humboldt University of Berlin and focuses on applicable mathematical statistics. Weining Wang is a postdoctoral researcher at CASE – the Centre for Applied Statistics and Economics, where she teaches quantitative finance and semi-parametric statistical methods. Her research focuses on quantile regression and high-dimensional nonparametric models.

Weining Wang is a postdoctoral researcher at CASE – the Centre for Applied Statistics and Economics, where she teaches quantitative finance and semi-parametric statistical methods. Her research focuses on quantile regression and high-dimensional nonparametric models.


Reviews

From the reviews:

“The book ‘Basics of model mathematical statistics’ is built as a series of focused exercises revolving around parameter estimation, linear models, Bayesian estimation and statistical hypothesis testing. … This book is a valuable resource for undergraduates and post-graduates alike. The detailed proofs and the R code and output make it a must have for the understanding of modern mathematical statistics.” (Irina Ioana Mohorianu, zbMATH, Vol. 1286 (1), 2014)

Table of contents (8 chapters)

  • Basics

    Härdle, Wolfgang Karl (et al.)

    Pages 1-8

  • Parameter Estimation for an i.i.d. Model

    Härdle, Wolfgang Karl (et al.)

    Pages 9-51

  • Parameter Estimation for a Regression Model

    Härdle, Wolfgang Karl (et al.)

    Pages 53-72

  • Estimation in Linear Models

    Härdle, Wolfgang Karl (et al.)

    Pages 73-106

  • Bayes Estimation

    Härdle, Wolfgang Karl (et al.)

    Pages 107-128

Buy this book

eBook $54.99
price for USA (gross)
  • ISBN 978-3-642-36850-9
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $69.99
price for USA
  • ISBN 978-3-642-36849-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $69.99
price for USA
  • Customers within the U.S. and Canada please contact Customer Service at 1-800-777-4643, Latin America please contact us at +1-212-460-1500 (Weekdays 8:30am – 5:30pm ET) to place your order.
  • Due: November 11, 2016
  • ISBN 978-3-662-52386-5
  • Free shipping for individuals worldwide
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Basics of Modern Mathematical Statistics
Book Subtitle
Exercises and Solutions
Authors
Series Title
Springer Texts in Statistics
Copyright
2014
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-36850-9
DOI
10.1007/978-3-642-36850-9
Hardcover ISBN
978-3-642-36849-3
Softcover ISBN
978-3-662-52386-5
Series ISSN
1431-875X
Edition Number
1
Number of Pages
XXV, 185
Number of Illustrations and Tables
42 b/w illustrations, 81 illustrations in colour
Topics