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Basics of Modern Mathematical Statistics pp 9–51Cite as

Parameter Estimation for an i.i.d. Model

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References

  • Shao, J. (2005). Mathematical statistics: Exercises and solutions. New York: Springer

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  • Spokoiny, V., & Dickhaus, T. (2014). Basics of modern parametric statistics. Berlin: Springer.

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  • Suhov, Y., & Kelbert, M. (2005). Probability and statistics by example, 1 basic probability and statistics. New York: Cambridge University Press.

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Authors and Affiliations

  1. L.v.Bortkiewicz Chair of Statistics, C.A.S.E. Centre f. Appl. Stat. and Econ., Humboldt-Universität zu Berlin, Berlin, Germany

    Wolfgang Karl Härdle & Weining Wang

  2. Weirstrass Institute for Applied Analysis and Stochastics (WIAS), Berlin, Germany

    Vladimir Spokoiny

  3. Universität Duisburg-Essen, Essen, Germany

    Vladimir Panov

Authors
  1. Wolfgang Karl Härdle
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  2. Vladimir Spokoiny
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  3. Vladimir Panov
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  4. Weining Wang
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Härdle, W.K., Spokoiny, V., Panov, V., Wang, W. (2014). Parameter Estimation for an i.i.d. Model. In: Basics of Modern Mathematical Statistics. Springer Texts in Statistics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-36850-9_2

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