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Stat Papers (2010) 51:10011003
DOI 10.1007/s00362-008-0167-7
BOOK REVIEW
Published online: 26 August 2008 Springer-Verlag 2008
The books cover states that this is an encyclopedic treatment of classic as well as contemporary large sample theory. . . and this describes the book very well: it contains a total of 35 (!) chapters, covering both theoretical foundations and many (also quite recent) applications of asymptotic statistics.
The chapters can broadly be classied in two categories: more classic large sample theory chapters, and chapters containing topics which are usually not treated in other books on asymptotics. I would classify the following chapters in the rst category (the contents of chapters are more or less self explanatory; see http://www.stat.purdue.edu/~dasgupta/toc.pdf
Web End =http://www.stat.purdue.edu/ http://www.stat.purdue.edu/~dasgupta/toc.pdf
Web End =~dasgupta/toc.pdf for a detailed table of contents containing all subchapters)
1. Basic Convergence Concepts and Theorems2. Metrics, Information Theory, Convergence, and Poisson Approximations3. More General Weak and Strong Laws and the Delta Theorem4. Transformations5. More General Central Limit Theorems6. Moment Convergence and Uniform Integrability7. Sample...