Large Sample Theory
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1st draft of course notes for Large Sample Theory. This manuscript is unfinished. Revisions are ongoing. Not even close to being ready yet. The .PDF version below is as of Jan. 2023. If you wish to contact the author, click here. The complete text is in the file lsampbk.pdf. The MDATA files are for ARC. |
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.PDF Version | R Programs | R Data | R Code | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
lsampbk.pdf | lspack.txt | lsdata.txt | lsrhw.txt | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Table of Contents |
Pages |
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PDF |
Misc MDATA Files |
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Preface | i-x | cont | bodfat.lsp | ||
Chapter 1-Introduction | 1-48 | ch1 | boston2.lsp | ||
Chapter 2-Univariate Limit Theorems | 49-84 | ch2 | buxton.lsp, cbrain.lsp | ||
Chapter 3-Multivariate Limit Theorems | 85-96 | ch3 | credit.lsp, cyp.lsp | ||
Chapter 4-Prediction Intervals and Prediction Regions | 97--112 | ch4 | gladstone.lsp | ||
Chapter 5-Confidence Regions and the Bootstrap | 113-148 | ch5 | ICU.lsp | ||
Chapter 6-Regression: GLMs, GAMs, and Statistical Learning | 149-210 | ch6 | major.lsp | ||
Chapter 7-Experimental Design and One Way MANOVA | 211-211 | ch7 | marry.lsp, mbb1415 | ||
Chapter 8-Robust Statistics | 213-284 | ch8 | museum.lsp, muss.lsp | ||
Chapter 9-Time Series | 285-285 | ch9 | |||
Chapter 10-Graphical Diagnostics | 287-300 | ch10 | |||
Chapter 11-More Results | 301-326 | ch11 | |||
Bibliography- | 327-332 | bib | |||
data- | NA-NA | ch12 | pollution.lsp | ||
data- | NA-NA | ch13 | pov.lsp, povc.lsp | ||
data- | NA-NA | ch14 | |||
data- | NA-NA | ch15 | skeleton.lsp | ||
data- | NA-NA | ch16 | wbb1415 | ||
data | NA-NA | ch17 |
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