I'm a first-year graduate student working on probability and I am learning statistical inference by myself, I have skimmed through a few books like Casella /Hoggs but I find they omitted lots of details, for example, they didn't introduce the conditional expectation, so there are only proofs in discrete case about "sufficient statistics " "factoring theorem ", etc. could you recommend me a book for graduates or doctor degree that cover basic ideas of statistical inference and rigorous proofs? thanks!
Solved – rigorous statistical-inference book recommendation
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Best Answer
One book not mentioned above which I quite like is Theoretical Statistics, Topics for a Core Course by Keener. It is relatively rigorous but quite readable at the same time. Personally though, I think a subset of Theory of Point Estimation by Lehmann, Mathematical Statistics by Shao, and Keener should cover almost all the topics at the level you want.