Karim M Abadir, Risto D H Heijmans, Jan R Magnus

Statistics

• Gebundenes Buch

Produktbeschreibung

Serves as a bridge between elementary and specialized statistics, with exercises that are fully solved and systematically built up.

---

Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 786
• Erscheinungstermin: 8. November 2018
• Englisch
• Abmessung: 249mm x 180mm x 38mm
• Gewicht: 1678g
• ISBN-13: 9780521822886
• ISBN-10: 0521822882
• Artikelnr.: 51381740

Autorenporträt

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.

Inhaltsangabe

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.