Approximation theorems of mathematical statistics
by R. J. Serfling · first published 1980
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2009–2022first – last mentioned
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…with high quality, as mathematics, in, say (with TeX markup): Jean-Ren\'e Barra, {\it Mathematical Basis of Statistics,\/} ISBN 0-12-079240-0, Academic Press, New York.\ \ Robert J.\ Serfling, {\it Approximation Theorems of Mathematical Statistics,\/} ISBN 0-471-02403-1, John Wiley and Sons, New York.\ \ P.\ Billingsley, {\it Convergence of Probability Measures, 2\raise0.5ex\hbox{ed},\/} ISBN: 0-471-19745-9, John Wiley, New York.\ \ R.\ S.\ Lipster…
on “Ask HN: I want to learn statistics and data mining” ↗…relevant and powerful, (3) at some of the work on sufficient statistics, of course, first via the classic Halmos and Savage paper and then at the interesting more recent work in Robert J. Serfling, Approximation Theorems of Mathematical Statistics, and then for the most promising (4) very carefully at Talagrand. (1) and (2) are old but a careful look along with more recent work may yield some directions for progress. What Serfling develops…
on “Probabilistic Machine Learning: Advanced Topics” ↗