Inference and Prediction in Large DimensionsISBN: 978-0-470-01761-6
Hardcover
336 pages
November 2007
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"This book provides a rigorous and thorough account of modern
mathematical statistics as applied to the classic problems of
prediction, filtering, inference with kernels, and high-dimensional
linear processes ... All in all, Large Sample Techniques in
Statistics is an excellent book that I recommend whole-heartedly."
(Journal of the American Statistical Association, 1 December 2011)