Essential Statistical Inference

Roles of Modeling in Statistical Inference.- Likelihood Construction and Estimation.- Likelihood-Based Tests and Confidence Regions.- Bayesian Inference.- Large Sample Theory: The Basics.- Large Sample Results for Likelihood-Based Methods.- M-Estimation (Estimating Equations).- Hypothesis Tests under Misspecification and Relaxed Assumptions .- Monte Carlo Simulation Studies .- Jackknife.- Bootstrap.- Permutation and Rank Tests.- Appendix: Derivative Notation and Formulas.- References.- Author Index.- Example Index .- R-code Index.- Subject Index.

Dennis Boos and Len Stefanski are professors in the Department of Statistics at North Carolina State. Their research has been eclectic, often with a robustness angle, although Stefanski is also known for research concentrated on measurement error, including a co-authored book on non-linear measurement error models. In recent years the authors have jointly worked on variable selection methods.

"The book is aimed at Ph.D. students in statistics who have already taken some basic graduate level Mathematical Statistics course. It succeeded in being at the perfect level to be beneficial to every statistic student. To the theoretically minded student it brings an exposure to how applications motivates statistics while to the applied student it gives theoretically motivated understanding of why the methods work. It also contains explanation of numerical methods including some implementation in R." (Jan Hannig, Journal of Agricultural, Biological, and Environmental Statistics, February, 2015)


"Throughout this well written textbook, the authors engage the reader by marrying historical descriptions of central questions in classical statistics with modern techniques and approaches. ... The exercises at the end of each chapter are insightful and ideal for homework assignments. This book will surely become a widely used text for second-year graduate courses on inference, as well as an invaluable reference for statistical researchers." (Russell T. Shinohara, The American Statistician, Vol. 68 (3), August, 2014)

"Essential statistical inference by Boos and Stefanski is an excellent book with appeal to advanced undergraduate and graduate students as well as researchers. ... An appropriate list of references is given at the end of the book. ... It is a welcome addition to the overcrowded statistical market and can be easily ranked as one of the best books, if not the best, on statistical inference (theory and methods)." (D. V. Chopra, Mathematical Reviews, August, 2014)

"This book is organised in five parts where the authors extensively present the roles of modelling in statistical inference (part 1), likelihood based methods (part 2), large sample approximations (part 3), methods for mis-specified likelihoods and partially defined models (part 4), and concludes with computation based methods (part 5). ... The book is written in an accessible