The Annals of Mathematical Statistics

THE ANNALS of STATISTICS AN OFFICIAL JOURNAL OF THE INSTITUTE OF MATHEMATICAL STATISTICS

THE ANNALS of PROBABILITY AN OFFICIAL JOURNAL OF THE INSTITUTE OF MATHEMATICAL STATISTICS

THE ANNALS of APPLIED PROBABILITY AN OFFICIAL JOURNAL OF THE INSTITUTE OF MATHEMATICAL STATISTICS

Reconstruction of a multidimensional scenery with a branching random walk HEINRICH MATZINGER, ANGELICA PACHON AND SERGUEI POPOV 651 Optimal Skorokhod embedding given full marginals and Azéma–Yor peacocks SIGRID KÄLLBLAD, XIAOLU TAN AND NIZAR TOUZI 686 Chi-square approximation by Stein’s method with application to Pearson’s statistic ROBERT E. GAUNT, ALASTAIR M. PICKETT AND GESINE REINERT 720 On...

Mathematical Statistics

This material is designed to introduces basic concepts and fundamental theory of mathematical statistics. A review of basic concepts will include likelihood functions, sufficient statistics, and exponential family of distributions. Then point estimation will be discussed, including minimum variance unbiased estimates, Cramér-Rao inequality, maximum likelihood estimates and asymptotic theory. To...

Mathematical Statistics Old School