* Amari、Barndorff-Nielsen、Kass、Lauritzen 和 Rao,统计推断中的微分几何。
−Geometrical approach for proving existence, uniqueness and other properties of MLE.
* Butler,Saddlepoint Approximations with Applications。
−Saddlepoint approximations to the MLE on complicated models.
* Cox,统计推断原理。
−A basic reference on MLE.
* Cox 和 Barndorff-Nielsen,推理和渐近。
−Likelihood, pseudo-likelihood, approximation theorems and asymptotics explained by
two exponents in this area.
*爱德华兹,可能性。
−A reference for a general discussion on this concept.
*弗格森,大样本理论课程。
−Contains classical results on asymptotic properties of point estimators.
* Kalbfleisch,概率和统计推断 II。♠
−Introductory book containing interesting basic results such as the continuous
approximation to the likelihood which is not always explained.
* Lehmann 和 Casella,点估计理论。
−Classical results on point estimation, an essential reference.
* Pace 和 Salvan,统计推断的原则:从新渔民的角度。
−A good reference on a school of thought becoming more and more popular:
the Neo-Fisherian.
* Pawittan,在所有可能性中:使用可能性的统计建模和推理。
* Serfling,数理统计的近似定理。
−More rigorous book, here you can find the mystical "regularity conditions".
* Severini,统计学中的似然方法。
*邵,数理统计。
−Classical results, good as a textbook.
* Sprott,科学中的统计推断。♠
−Basic reference on likelihood, profile likelihood and classical statistical modelling.
*范德法特,渐近统计。
−A general reference on: modes of convergence, properties of MLE, delta method,
moment estimators, efficiency and tests.
* Young 和 Smith,统计推断的要点。
−A more recent book on: Likelihood, pseudolikelihood, saddlepoint approximations,
p∗ formula, modified profile likelihoods and more.