Basics of Modern Mathematical Statistics Exercises and Solutions

​The complexity of today’s statistical data calls for modern mathematical tools. Many fields of science make use of mathematical statistics and require continuous updating on statistical technologies. Practice makes perfect, since mastering the tools make

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Wolfgang Karl Härdle Vladimir Spokoiny Vladimir Panov Weining Wang

Basics of Modern Mathematical Statistics Exercises and Solutions

Springer Texts in Statistics Series Editors: G. Casella R. DeVeaux S.E. Fienberg I. Olkin

For further volumes: http://www.springer.com/series/417

Wolfgang Karl Härdle  Vladimir Spokoiny Vladimir Panov  Weining Wang

Basics of Modern Mathematical Statistics Exercises and Solutions

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Wolfgang Karl Härdle Weining Wang L.v.Bortkiewicz Chair of Statistics, C.A.S.E. Centre f. Appl. Stat. and Econ. Humboldt-Universität zu Berlin Berlin Germany

Vladimir Spokoiny Weirstrass Institute for Applied Analysis and Stochastics (WIAS) Berlin Germany

Vladimir Panov Universität Duisburg-Essen Essen Germany

The quantlets of this book may be downloaded from http://extras.springer.com directly or via a link on http://springer.com/978-3-642-36849-3 and from the www.quantlet.de ISSN 1431-875X ISBN 978-3-642-36849-3 ISBN 978-3-642-36850-9 (eBook) DOI 10.1007/978-3-642-36850-9 Springer Heidelberg New York Dordrecht London Library of Congress Control Number: 2013951432 Mathematics Subject Classification (2010): 62F10, 62F03, 62J05, 62P20 c Springer-Verlag Berlin Heidelberg 2014  This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. Permissions for use may be obtained through RightsLink at the Copyright Clearance Center. Violations are liable to prosecution under the respective Copyright Law. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. While the advice and information in this book are believed to be true and accurate at the date of publication, neither the authors nor the editors nor the publisher can accept any legal responsibility for any errors or omissions that may be made. The publisher makes no warranty, express or implied, with respect to the material contained herein. Printed on acid-free paper Springer is part of Springer Science+Business Media (www.springer.com)

Preface

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