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A good step by step math derivation based and self contained second graduate course textbook for a mathematical statistics textbooks?

Note: By saying second mathmatical statistics graduate course, i mean that it is after the first graduate level mathematical statistical course

The second book itself i've been refer to should be the same level as jun shao's mathematical statistics and it should be the focus on general mathematical statistics subjects but not too specific


marked as duplicate by Xi'an, Nick Cox, whuber Oct 4 '15 at 11:11

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  • $\begingroup$ Is there a particular area you are interested in? Just to clarify: Did you use J. Shao's book already as your first book or are you looking for something in the same level as that the JS book? $\endgroup$ – usεr11852 says Reinstate Monic Oct 4 '15 at 4:14
  • $\begingroup$ @usεr11852 I am looking for the same level as Jun shao $\endgroup$ – Victor Oct 4 '15 at 4:23

Young and Smith's Essentials of Statistical Inference by Cambridge University Press and Davison's Statistical Models also by Cambridge University Press come into mind for a second book on Mathematical Statistics. Davison's book has a somewhat more applied feel to it. Both books were proposed to me as the next step from DeGroot and Schervish's Probability & Statistics.

I have never seen the book from Jun Shao so I am not sure how it compares to them. After a first course students usually begin to hone skills more on particular areas (e.g. Asymptotics, Applied Stochastic Processes, etc.). Is there such an area that interests you? Maybe you would benefit more from an introductory book to a potential area of interest.


Statistical Inference by Casella et al. is often used as a primary textboook.

  • 1
    $\begingroup$ But It is usually used for the first courses as the computatuional stuff in Casella is not as complicated as the Jun shao's $\endgroup$ – Victor Oct 4 '15 at 4:29
  • $\begingroup$ Do you have other choice as Hogg's book are easy too but i can never find other good ones $\endgroup$ – Victor Oct 4 '15 at 4:33

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