Elements of Large Sample Theory Elements of Large Sample Theory provides a unified treatment of first order large sample theory It discusses a broad range of applications including introductions to density estimation the bootstrap

Elements of Large Sample Theory provides a unified treatment of first order large sample theory It discusses a broad range of applications including introductions to density estimation, the bootstrap, and the asymptotics of survey methodology written at an elementary level The book is suitable for students at the Master s level in statistics and in aplied fields who haveElements of Large Sample Theory provides a unified treatment of first order large sample theory It discusses a broad range of applications including introductions to density estimation, the bootstrap, and the asymptotics of survey methodology written at an elementary level The book is suitable for students at the Master s level in statistics and in aplied fields who have a background of two years of calculus E.L Lehmann is Professor of Statistics Emeritus at the University of California, Berkeley He is a member of the National Academy of Sciences and the American Academy of Arts and Sciences, and the recipient of honorary degrees from the University of Leiden, The Netherlands, and the University of Chicago Also available E.L Lehmann and George Casella, Theory at Point Estimation, Second Edition Springer Verlag New York, Inc 1998, 640 pp Cloth, ISBN 0 387 98502 6 E.L Lehmann, Testing Statistical Hypotheses, Second Edition Springer Verlag New York, Inc 1997, 624 pp Cloth, ISBN 0 387 94919 4.

This is the textbook we used for Large-sample theory course. Lehmann is a very big name in Stats. But this book does not match his name. First, MANY MANY references are used in this book, making reading really annoying. Also, there are small mistakes on many page if you read and think carefully. My instructor caught many places not reasonable. But I guess it is not easy at all to write a thick book in this area.

Used as a reference book - did not read front-to-back nor am I a college student giving a review of how well this textbook augments a professor's class. I wouldn't say this book is "very modern" like others. It is, tho, written in a way that it's easy to flip to a section and pick up the concepts you need without needing tons of granular info.

simple expositions of difficult concepts