Fundamentals of Mathematical Statistics

This books is meant for a standard one-semester advanced undergraduate or graduate level course on Mathematical Statistics. It covers all the key topics – statistical models, linear normal models, exponential families, estimation, asymptotics of maximum likelihood, significance testing, and models for tables of counts.

Table of Contents

1. Statistical Models

2. Linear Normal Models

3. Exponential Families

4. Estimation

5. Asymptotic Theory

6. Set Estimation

7. Significance Testing

8. Models for Tables of Counts

A. Auxiliary Results

B. Technical Proofs

About the Author

Steffen Lauritzen is Emeritus Professor of Statistics at the University of Copenhagen and the University of Oxford as well as Honorary Professor at Aalborg University. He is most well known for his work on graphical models, in particular represented in a monograph from 1996 with that title, but he has published in a wide range of topics. He has received numerous awards and honours, including the Guy Medal in Silver from the Royal Statistical Society, where he also is an Honorary Fellow. He was elected to the Royal Danish Academy of Sciences and Letters in 2008 and became a Fellow of the Royal Society in 2011.