Asymptotic Statistics A. W. van der Vaart
Publisher: Cambridge University Press

The one reference I'd recommend is A.W.van der Vaart "Asymptotic Statistics", ch. Tulyakov, Asymptotic regimes in the saturation zone for C-D-kernels for an ensemble of Meixner orthogonal polynomials, Uspekhi Mat. Others are large samples of test statistics with asymptotic χ2 distributions. Shcherbina, Universality of the local eigenvalue statistics for a class of unitary invariant random matrix ensembles, J. Http://arxiv.org/abs/cond-mat/0507567 "Asymptotic statistics of the n-sided planar Poisson-Voronoi cell: I. We provide proof of asymptotic independence of marginal association statistics and interaction statistics in linear regression, logistic regression, and Cox proportional hazard models in a randomized clinical trial (RCT) with a rare event. MR 2798785 (2012b:60019), http://dx.doi.org/10.1070/SM2011v202n02ABEH004142; 7. Firstly, weaker assumptions often give rise to inferences that rely on asymptotic results. He organised the Centre's first Foundation Post-Graduate Course on mathematical statistics and the first Foundation Post-Graduate Course on Exact and Asymptotic Statistical Inference. MR 2220042 (2006m:47057), http://dx.doi.org/10.1016/j.jat.2005.09.006; 34. This book is an encyclopedic treatment of classic as well as contemporary large sample theory, dealing with both statistical problems and probabilistic issues and tools. A more advanced monograph is "Weak Convergence and Empirical Processes" by Wellner and van der Vaart. Unless otherwise stated, every Thu 4pm in A1.01 with snacks and refreshments before and after in Statistics Common Room (C0.06); seminar: Algorithms & Computationally Intensive Inference is a weekly informal reading/discussion Fri 2pm in B 1.01; New paper: Variance bounding and to appear, Bernoulli; CLTs and asymptotic variance of time sampled Markov chains (with Gareth O.