Mathematical Statistics

Estimation, hypothesis testing, and asymptotic theory.


foundation tier

Mathematical Statistics. Estimation, hypothesis testing, and asymptotic theory. The literature on mathematical statistics divides naturally along several axes: the foundational structures that organise the subject, the techniques that drive proofs and computations, the questions about classification or representation that animate current research, and the bridges to neighbouring areas of mathematics and science. The references below trace those axes through the canonical textbook treatments and recent technical contributions.

Foundations and canonical references

The standard treatments of mathematical statistics approach the subject from complementary angles. Keener, Theoretical Statistics: Topics for a Core Course (2010) is the anchor reference for the subject and lays out the core definitions, theorems, and worked examples that practitioners return to. Wasserman, All of Statistics: A Concise Course in Statistical Inference (2004) gives a parallel, more proof-oriented exposition of the same material and is widely used as a graduate text. Casella, Statistical Inference (2002) offers an alternative presentation that complements the primary references and is useful for triangulating definitions and proof techniques.

Open methodological questions for mathematical statistics include sharpening the bridges between foundational theory and computational practice, extending classical results to broader or more structured settings, and integrating the techniques surveyed above with adjacent mathematical disciplines. The references listed in this page are the entry points that current work builds on.

Prerequisites

Sources

  • textbook · primary · 2010
    Theoretical Statistics: Topics for a Core Course
    keener-2010
  • textbook · primary · 2004
    All of Statistics: A Concise Course in Statistical Inference
    wasserman-2004
  • textbook · supporting · 2002
    Statistical Inference
    casella-2002, berger-2002

In context

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  1. 01

    Parametric Inference

    MLE, sufficient statistics, Cramér–Rao, and exponential families.

  2. 02

    Hypothesis Testing

    Neyman–Pearson, likelihood ratio, and uniformly most powerful tests.

  3. 03

    Asymptotic Statistics

    Le Cam theory, M- and Z-estimators, and asymptotic efficiency.

  4. 04

    Nonparametric Statistics

    Kernel methods, splines, and minimax rates for function estimation.

  5. 05

    Empirical Process Theory

    Vapnik–Chervonenkis, Donsker classes, and uniform laws of large numbers.

  6. 06

    Multiple Testing

    FWER, FDR, and Benjamini–Hochberg procedures.

  7. 07

    Selective and Post-Selection Inference

    Inference after model selection and conformal prediction.

  8. 08

    Robust Statistics

    Influence functions, M-estimators, and breakdown points.

  9. 09

    Survival and Event-History Analysis

    Kaplan–Meier, Cox proportional hazards, and counting processes.


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