Table of Contents:
  • 1. Introduction
  • 2. Stochastic convergence
  • 3. The delta-method
  • 4. Moment estimators
  • 5. M- and Z-estimators
  • 6. Contiguity
  • 7. Local asymptotic normality
  • 8. Efficiency of estimators
  • 9. Limits of experiments
  • 10. Bayes procedures
  • 11. Projections
  • 12. U-statistics
  • 13. Rank, sign, and permutation statistics
  • 14. Relative efficiency of tests
  • 15. Efficiency of tests
  • 16. Likelihood ratio tests
  • 17. Chi-square tests
  • 18. Stochastic convergence in metric spaces
  • 19. Empirical processes
  • 20. The functional delta-method
  • 21. Quantiles and order statistics
  • 22. L-statistics
  • 23. The bootstrap
  • 24. Nonparametric density estimation
  • 25. Semiparametric models.