大师之作：多元+非参+统计矩阵+线性模型+大样本理论+纵向数据+时间序列+贝叶斯统计-经管之家官网！

经济学管理学金融学统计学

您当前的位置> 考研考博>>

大师之作：多元+非参+统计矩阵+线性模型+大样本理论+纵向数据+时间序列+贝叶斯统计

发布：chenyi112982 | 分类：考研

关于本站

人大经济论坛-经管之家：分享大学、考研、论文、会计、留学、数据、经济学、金融学、管理学、统计学、博弈论、统计年鉴、行业分析包括等相关资源。
经管之家是国内活跃的在线教育咨询平台!

提供"微信号、微博、抖音、快手、头条、小红书、百家号、企鹅号、UC号、一点资讯"等虚拟账号交易，真正实现买卖双方的共赢。【请点击这里访问】

TOP热门关键词

专题页面精选

本文作者：张慧铭老师，研究领域为数理科学---数学---数理统计，华中师范大学（ccnu）数学与统计学院教育背景。无意间看到张老师的一篇文章，如入宝地------近年来，张老师发布了大量前沿而优质的学习资源和学术资源 ...

免费学术公开课,扫码加入

本文作者：张慧铭老师，研究领域为数理科学---数学---数理统计，华中师范大学（ccnu）数学与统计学院教育背景。无意间看到张老师的一篇文章，如入宝地------近年来，张老师发布了大量前沿而优质的学习资源和学术资源，为广大学友的学习、进阶、知识框架的搭建、一流教辅教材和文献的网罗等方面贡献了大量的整理工作和收集工作。

1、张老师在人大经济论坛的主页是：https://bbs.pinggu.org/home.php?mod=space&uid=2981937&do=profile。2、张老师的qq空间是http://user.qzone.qq.com/352693585/2[数学建模与统计建模论坛www.mathsccnu.com]3、张老师的博客地址http://blog.sciencenet.cn/home.php?)mod=space&uid=752541。）

如果本科的统计即使学完了也非常粗浅，那么或许你应该下决心好好看一些大师之作。

统计矩阵论
就是和统计学结合的矩阵论书籍，想认真学习统计学的可能绕不过矩阵这一块，有以下几本，基础不好还是看看有解答的书。
David A. Harville的Matrix Algebra From a Statistician's Perspective有习题解答
C. R. Rao的Matrix Algebra and Its Applications to Statistics and Econometrics
James E. Gentle的Matrix Algebra Theory, Computations, and Applications in Statistics
George A. F. Seber的A Matrix Handbook for Statisticians (Wiley Series in Probability and Statistics)
Basilevsky, A.的Applied Matrix Algebra in the Statistical Sciences. North-Holland, New York.
Matrix Analysis for Statistics
Rao C.R. 的Linear Statistical Inference and its applications 2ed（第一章有不少统计中需要的矩阵知识，倪国熙和陈希孺为此书写过一本辅导材料）
Basilevsky的Applied Matrix Algebra in the Statistical Sciences.
Gentle的Matrix Algebra for Applied Economics
Searle的Matrix Algebra: Theory, Computations, and Applications in Statistics
Magnus 的Matrix Differential Calculus With Applications In Statistics And EconometricsBanerjee的Linear Algebra and Matrix Analysis for StatisticsSchott J.的Matrix analysis for statisticsSmith Gentle的Matrix Algebra Theory Computations And Applications In Statistics统计学中的矩阵代数方开泰、陈敏

辅导书
Matrix Algebra: Exercises and Solutionsby David Harvile
Abadir的Matrix Algebra (Econometric Exercises)倪国熙，陈希孺著线性统计与线性代数参考资料

多元统计
在学好统计矩阵论之后，才能更好的学习多元统计和线性模型理论。An Introduction to Multivariate Statistical Analysis (T.W.Anderson 3ed)最经典的书了，有翻译版本
Aspects of multivariate statistical theory 2ed ROBB J. MUIRHEAD
Methods of Multivariate.Analysis.(2nd.Ed.)ALVIN C. RENCHER
Applied Multivariate Statistical Analysis (3rd editionWolfgang Karl Hrdle, Léopold Simar )有辅导书
Multivariate Statistical Analysis 2nd ed Revised and Expanded By Giri 2004有辅导书
Theory of Multivariate Statistics，M.Bilodeau, D.Brenner
Multivariate Analysis 2ed ,M. Kendall 多元分析（M.肯德尔）有翻译版
离散多元分析：理论与实践（Yvonne M.M.Bishop Stephen E.Fienberg Paul W.Holland）
多元统计分析引论，张尧庭方开泰
应用多元统计分析，高惠璇
多元统计分析(第3版)何晓群
多元统计分析张润楚
实用多元统计分析(第6版)约翰逊 (Johnson.R.A.)
Topics in Multivariate Approximation and Interpolation, K. Jetter (Elsevier, 2006)
Multivariate Statistics with R Paul J. Hewson 2009
Theory of Multivariate Statistics,Bilodeau
Applied Multivariate Statistics with SAS Software, Second EditionSAS Institute
Modern Multivariate Statistical Techniques.Regression.classification.and.manifold.learning,Alan Julian Izenman
Multivariate Statistics High-Dimensional and Large-Sample Approximations,Fujikoshi
An Introduction to Applied Multivariate Analysis with R (Use R!)byBrian Everitt
Theory of Multivariate Statistics (Springer Texts in Statistics)by Martin Bilodeau and David Brenner
Applied Multivariate Statistical Analysis, 6ed, Johnson and Wichern 国内有第6版影印本
辅导书
Multivariate Statistics -- Exercises and Solutions,2ed Hardle, Springer 2014
多元统计分析习题选解，吉林大学数学系编写组（Giri 的部分题解）

线性模型（也就是回归分析。。。）
Applied Linear Statistical Models, Kutner et al
Introduction to Linear Regression Analysis, 3ed. Montgomery, Peck, Vining可以作为入门的Regression的教本。
Linear Models and Generalizations: Least Squares and Alternatives C. Radhakrishna Rao 2ed
Rao C.R. 的Linear Statistical Inference and its applications 2ed（倪国熙和陈希孺为此书写过一本辅导材料）
Linear Models in Statistics (Wiley Series in Probability and Statistics) by Alvin C. Rencher and G. Bruce Schaalje (Jan 2, 2008)Linear Algebra and Linear Models,Ravindra B. Bapat
Regression Modeling Strategies: With Applications to Linear Models, Logistic Regression, and Survival Analysis... by Frank E. Harrell (Nov 5, 2010)
Regression Methods in Biostatistics: Linear, Logistic, Survival, and Repeated Measures Models (Statistics for Biology and Health)Eric Vittinghoff线性模型引论王松桂、史建红、尹素菊（这是国内写得很不错的教本，科学出版社，但是稍有一些错误）
近代回归分析原理方法及应用陈希孺，王松桂著线性模型中的M方法陈希孺，赵林城著
线性模型参数的估计理论陈希孺等著An Introduction to Generalized Linear Models, 3ed, Dobson & Barnett。入门
Generalized Linear Models，McCullagh & Nelder 最经典Generalized Linear Models: A Bayesian Perspective, Dey, Ghosh, MallickCategorical Data Analysis, Agresti是Categorical的经典。SAS和R做Categorical的手册都有出版，对于应用统计的research来说Categorical是很基本的。Generalized Linear Models: A Bayesian Perspective, Dey, Ghosh, MallickGeneralized, Linear, and Mixed Models, McCulloch & SealeGeneralized Linear ModelsMcCullagh & Nelder
Linear Mixed Models for Longitudinal Data, Verbeke & Molenberghs广义线性模型的拟似然法(陈希孺)Semiparametric Regression, Ruppert, Wand, Carroll里面把nonpar & semipar和mixed model统一起来
大样本理论，渐近统计
Elements of Large-Sample Theory (Springer) by E.L. LehmannLarge Sample Techniques for Statistics (Springer) by Jiming Jiang
Asymptotic Theory of Statistics and Probability (Springer) Anirban DasGupta（类似于手册或百科全书，收集了很多有用的定理，几乎没有任何证明，但给出了证明的出处。可买一本放在案头当词典查阅）Stochastic Limit Theory: An Introduction for Econometricicans (Oxford University Press) By James Davidson
Approximation Theorems of Mathematical Statistics (Wiley) By Robert J. SerflingAsymptotic Theory for Econometricians: Revised Edition (Academic Press) By Halbert WhiteA Course in Large Sample Theory (Chapman & Hall/CRC) By Thomas S. Ferguson是很好的教本，书后有习题解答Asymptotic Statistics (Cambridge University Press) By A. W. van der Vaart
Asymptotics in Statistics Some Basic Concepts.Lucien Le Cam,Asymptotic Methods in Statistical Decision Theory.Lucien Le CamWeak Convergence and Empirical Processes: With Applications to Statistics (Springer) By Aad van der Vaart and Jon WellnerExpansions and Asymptotics for Statistics (Chapman & Hall/CRC) By Christopher G. Small
Series Approximation Methods in Statistics, Third Edition (Lecture Notes in Statistics)
Saddlepoint approximations with applications

非参数统计
Nonparametrics: Statistical Methods Based on Ranks, Erich L. Lehmann
Practical Nonparametric Statistics, 3rd [W. J. Conover]
Semiparametric Regression, Ruppert, Wand, CarrollApplied Nonparametric Regressions, Wolfgang H?rdleNonparametric and Semiparametric Models, Wolfgang H?rdle et alEfficient and Adaptive Estimation for Semiparametric Models, Bickel et alAll of Nonparametric Statistics, Larry WassermanGeneralized Additive Models, Hastie & Tibshirani非参数统计陈希孺、方兆本、李国英
非参数统计讲义孙山泽
Nonparametric Statistical Methods (Wiley Series in Probability and Statistics) by Myles Hollander, Douglas A. Wolfe and Eric Chicken (Nov 25, 2013)有习题解答书Nonparametric Statistical Methods, Solutions Manual (Wiley Series in Probability and Statistics) by Myles Hollander and Douglas A. Wolfe (Mar 25, 1999)
Nonparametric Hypothesis Testing: Rank and Permutation Methods with Applications in R (Wiley Series in Probability and Statistics)2014
Nonparametric Statistics onManifoldsand Their Applications by Victor Patrangenaru and Lief Ellingson ( 2014)
Bayesian理论与统计决策Bayesian Inference in Statistical Analysis,George E. P. Box and George C. TiaoIntroduction to statistical decision theory,John W. Pratt, Howard Raiffa, and Robert SchlaiferStatistical Decision Theory and Bayesian Analysis, James O. Berger
贝叶斯统计(第2版) 茆诗松、汤银才
Bayesian Data Aanlysis, Gelman, Carlin, Stern, RubinBayesian Methods for Data Analysis, 3rd edition, Carlin & Louis
Introduction to Bayesian Statistics, 2nd Edition by William M. Bolstad (Aug 15, 2007)
Bayesian Essentials with R (Springer Texts in Statistics) by Jean-Michel Marin and Christian Robert, 2013The Bayesian Choice, Christian P. RobertBayesian Theory, Bernardo & SmithGeneralized Linear Models: A Bayesian Perspective, Dey, Ghosh, Mallick
Statistical Decision FunctionsAbraham Wald
Mathematical Statistics: A Decision Theoretic Approach [Thomas S. Ferguson]
Time Series
Time Series Analysis Forecasting and Control，George E.P. Box and Gwilym M. Jenkins
Time Series Analysis and Its Applications 3th(Robert H. Shumway, David S. Stoffer)
Time Series Analysis with Applications in R, Second Edition (Cryer 2008)
Brockwell, P. J. and R. A. Davis, 2009, Time Series: Theory and Methods, 2nd ed., Springer-Verlag.
Hamilton, J. D., 1994, Time Series Analysis, Princeton University Press.
Enders, W., 1995, Applied Econometric Time Series, John Wiley & Sons. Mills, T. C., 1990,
Time Series Techniques for Economists, Cambridge University Press.
Harvey, A. C., 1991, The Econometric Analysis of Time Series, The MIT Press.
Hatanaka, M., 1996, Time-Series-Based Econometrics, Oxford University Press.
Tanaka, K., 1996, Time Series Analysis, John Wiley & Sons.
Reinsel, G. C., 1993, Elements of Multivariate Time Series Analysis, Springer-Verlag.
Lutkepohl, H., 1993, Introduction to Multiple Time Series Analysis, Springer-Verlag.

Monte CarloMarkov Chain Monte Carlo in Practice, Gilks & Richardson & SpiegelhalterMonte Carlo Strategies in Scientific Computing, Jun S. LiuMonte Carlo Statistical Methods, Robert & Casella
Handbook of Monte Carlo Methods，2011

Longitudinal Data
Analysis of Longitudinal Data, Diggle, Heagerty, Liang, ZegerApplied Longitudinal Analysis, Fitzmaurice, Laird, WareLinear Mixed Models for Longitudinal Data, Verbeke & Molenberghs

Missing Data & Causal InferenceStatistical Analysis with Missing Data 2ed, Little & RubinMissing Data in Clinical Studies, Molenberghs & KenwardSemiparametric Theory and Missing Data, TsiatisCausality_ models, reasoning, and inference[Judea_Pearl]
Applied Bayesian Modeling and Causal Inference from Incomplete-Data PerspectivesUnified Methods for Censored Longitudinal Data and CausalityTargeted Learning: Causal Inference for Observational and Experimental Data (Springer Series in Statistics) by Mark J. van der Laan and Sherri Rose (Jun 19, 2011)
Rubin,Causal Inference(Chapman & Hall/CRC, 2015)

Statistical learning theory&Data Mining
Principles of Data Mining.2ed.Springer.2013
The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Second Edition (Springer Series in Statistics) Trevor Hastie
An Introduction to Statistical Learning: with Applications in R (Springer Texts in Statistics) by Gareth James, Daniela Witten, Trevor Hastie and Robert Tibshirani (Aug 12, 2013)
Count DataStatistical Models Based on Counting Processes (Springer Series in Statistics) by Per Kragh Andersen, Ornulf Borgan, Richard D. Gill and Niels Keiding (1997)
Counting Processes and Survival Analysis (Wiley Series in Probability and Statistics) by Thomas R. Fleming and David P. Harrington (2005)
Econometric Analysis of Count Data Paperback2008 5edRainer Winkelmann
Applied Categorical and Count Data Analysis (Chapman & Hall/CRC Texts in Statistical Science) [2010]Wan Tang (Author), Hua He (Author), Xin M. Tu
Negative Binomial Regression 2ed[2011]Joseph M. HilbeStatistical Analysis of Panel Count Data (Statistics for Biology and Health) [2013]Jianguo Sun, Xingqiu ZhaoModeling Count Data by Joseph M. Hilbe 2014

Survival Analysis
The Statistical Analysis of Failure Time Data, Kalbfleisch & Prentice 第一版里处处有一些很好的idea，第二版又全面总结了近年的research development
Counting Processes and Survival Analysis (Wiley Series in Probability and Statistics) by Thomas R. Fleming and David P. Harrington (2005)非常难读但是确实非常经典
Modeling Survival Data: Extending the Cox Model, Therneau & Grambsh 有大量的technique
Survival Analysis: A Self-Learning Text, Third Edition (Statistics for Biology and Health) by David G. Kleinbaum and Mitchel Klein (Oct 20, 2011)
Applied Survival Analysis: Regression Modeling of Time to Event Data by David W. Hosmer Jr., Stanley Lemeshow and Susanne May (Mar 7, 2008)
Survival Analysis: Techniques for Censored and Truncated Data (Statistics for Biology and Health) by John P. Klein and Melvin L. Moeschberger (Mar 1, 2005)
Survival and Event History Analysis: A Process Point of View (Statistics for Biology and Health) by Odd Aalen, Ornulf Borgan and Hakon Gjessing (Aug 29, 2008)
Bayesian Survival Analysis (Springer Series in Statistics) by Joseph G. Ibrahim, Ming-Hui Chen and Debajyoti Sinha (Jan 24, 2005)
Counting Processes and Survival Analysis, Fleming & HarringtonSurvival Analysis: Techniques for Censored and Truncated Data. Klein & MoeschbergerModelling Survival Data in Medical Research, 2nd edition, David CollettSurvival Analysis Using the SAS: A Practical Guide, Paul D. Allison， SAS实现用Analysis of Multivariate Survival Data, HougaardOrder Statistics
Order Statistics.3nd Edtion.2003
A First Course in Order Statistics - Barry C. Arnold et al
An Introduction to Order Statistics.Mohammad Ahsanullah 2013 书中有习题解答
Ranked Set Sampling Theory and ApplicationsRanked Set Sampling by Muhammad Hanif and Hassen A. Muttlak, Munir Ahmad, M. Hanif and Hassen A. Muttlak (2010)
Handling Missing Data in Ranked Set Sampling (SpringerBriefs in Statistics) by Carlos N Bouza-Herrera ( 2013)Approximate Distributions of Order Statistics
Order Statistics Theory & Methods Handbook of Statistics, Vol. 16
Order Statistics Applications (1998)Handbook of Statistics Vol 17
Relations, Bounds and Approximations for Order Statistics
Order Statistics in Wireless Communications
Advances in Distribution Theory, Order Statistics, and Inference
Design of ExperimentsFisher, RAThe Design of Experiments1935Statistics for Experimenters: An Introduction to Design, Data Analysis, and Model Building... by George E. P. Box, William G. Hunter and J. Stuart Hunter (Jul 6, 1978)
Design and Analysis of Experiments by Douglas C. Montgomery (Apr 10, 2012)
An Introduction to Design of Experiments: A Simplified Approach by Larry B. Barrentine (Jan 1999)
Design and Analysis of Experiments (Springer Texts in Statistics) by Angela M. Dean and Daniel Voss (Jan 1, 2001)
试验设计与建模方开泰、刘民千、周永道

「经管之家」APP：经管人学习、答疑、交友，就上经管之家！
免流量费下载资料----在经管之家app可以下载论坛上的所有资源，并且不额外收取下载高峰期的论坛币。
涵盖所有经管领域的优秀内容----覆盖经济、管理、金融投资、计量统计、数据分析、国贸、财会等专业的学习宝库，各类资料应有尽有。
来自五湖四海的经管达人----已经有上千万的经管人来到这里，你可以找到任何学科方向、有共同话题的朋友。
经管之家（原人大经济论坛），跨越高校的围墙，带你走进经管知识的新世界。
扫描下方二维码下载并注册APP

本文关键词：
本文论坛网址：https://bbs.pinggu.org/thread-3595511-1-1.html

大师之作：多元+非参+统计矩阵+线性模型+大样本理论+纵向数据+时间序列+贝叶斯统计-经管之家官网！

考研