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Title: Asymptotic Statistics by A. W. van der Vaart, R. Gill, B. D. Ripley, S. Ross, M. Stein, D. Williams ISBN: 0-521-78450-6 Publisher: Cambridge University Press Pub. Date: 19 June, 2000 Format: Paperback Volumes: 1 List Price(USD): $40.00

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Average Customer Rating: 5 (1 review)

Rating: 5
Summary: Excellent textbook on asymptotics in statistics
Comment: This book covers asymptotics at a level suitable for graduate students in statistics and other disciplines such as economics. It does not really treat time-series issues, but apart from that its coverage is very impressive. It covers M-estimators, efficiency, quantile estimators, semiparametrics, and much more. The writing is remarkably lucid; proofs are succinct but very readable. One feature I particularly liked was a very readable introduction to empirical process theory, which would be a good place to start before tackling the van der Vaart and Wellner's more advanced book.

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