Streamline: 统计学学习与进阶

[关于统计学专业的学习进阶]

  1. Introductory
    1.1 Introduction to Statistical Reasoning
      统计学概念(实验设计、描述统计、相关和回归、概率、抽样、机会模型、显著性检验等)
      Textbook: Seeing Through Statistics, Jessica M. Utts, 2008
    1.2 Introduction to Statistics
      定量分析方法(概率、抽样分布理论、线性回归、方差分析、置信区间、假设检验等)、软件使用
      Textbook: Stats: data and models, De Veaux Richard D, 2016
      Textbook: Elementary Statistics, Allan G Bluman, 2008
    1.3 Calculus-based Introduction to Statistics
      统计概念+数学(随机变量、概率分布、pdf、cdf、均值、方差、相关性、条件分布、条件均值、条件方差、正态分布、卡方分布、F分布、t分布、大数定律、中心极限定理、参数估计、无偏性、一致性、有效性、假设检验、p值、置信区间、极大似然估计等)
      Textbook: Probability and statistics for engineering and the sciences, Devore Jay L, 2016
    1.4 Introduction to Probability and Statistics
      概率论与统计推断(概率模型、随机变量、分布、条件、期望、大数定律、中心极限定理、点估计、区间估计、假设检验、线性回归)
      Textbook: Probability and statistics for engineering and the sciences, Devore Jay L, 2016

  2. Applied statistics concentration
    2.1 Applied Statistical Computing
      R软件编程
    2.2 Applied Linear Regression Analysis
      回归分析及其实现(简单回归、非线性回归、logistic模型、随机效应模型)
      Textbook: Applied linear regression models, Kutner Michael etc., 2004
      Textbook: Linear models with R, Julian J Faraway, 2005
    2.3 Applied Categorical Data Analysis
      分类数据的分析及其实现(多项分布、列联表、logistic回归、log-linear模型、graphical方法)
      Textbook: An introduction to categorical data analysis, Agresti Alan, 2007
    2.4 Applied Statistical Methods
      实践(模型的优劣、随机效应模型、混合效应模型、广义估计方法、over-dispersion、生存分析、power的计算)
      Textbook: Data analysis using regression and multilevel/hierarchical models, Gelman Andrew, 2007
    2.5 Applied Data Mining
      机器学习相关(预测、分类、神经网络)

  3. Foundation
    3.1 Probability Theory
      Textbook: Probability and measure, Billingsley Patrick, 1995
      Textbook: Probability and measure: anniversary edition, Billingsley, 2012
      Textbook: Introduction to probability models, Ross Sheldon M, 2003
    3.2 Statistical Inference
      Textbook: Probability and statistics, Morris H Degroot, 2012
      Textbook: Testing statistical hypotheses, Lehmann EL, 2005
      Textbook: Asymptotic statistics, A W van der Vaart, 2000
    3.3 Linear Regression Models
      Textbook: Applied linear regression models, Kutner Michael H Nachtsheim, 2004
      Textbook: Linear models with R, Julian J Faraway, 2005
    3.4 Statistical Computing and Introduction to Data Science
    3.5 Elementary Stochastic Processes
      Textbook: Introduction to probability models, Ross Sheldon M, 2003

  4. Advanced statistics
    4.1 Time Series Analysis
      时间序列(平滑、预测、傅立叶分析、谱估计、脉冲响应、转换函数、自相关函数、Box-Jenkins建模和预测)
      Textbook: Analysis of financial time series, Ruey S Tsay, 2010
      Textbook: Introduction to time series and forecasting, Peter J Brockwell, 2002
      Textbook: Multivariate time series analysis: with R and financial applications, Ruey S Tsay, 2014
      Textbook: Time series: theory and methods, Peter J Brockwell, 2006
    4.2 Nonparametric Statistics
      不需要参数模型假定(rank, permutation, order)
    4.3 Multivariate Statistical Inference
      多元正态分布、多元回归及分类、典型相关(canonical correlation)分析、graphical模型、贝叶斯网络、主成分分析、因子分析、SVD、判别分析、聚类分析
      Textbook: Applied multivariate statistical analysis, Hardle, 2015
      Textbook: Modern multivariate statistical techniques: regression, classification and manifold learning, Lzenman Alan Julian, 2008
    4.4 Bayesian analysis
      先验信息、分层模型、线性模型、非线性模型
      Textbook: Bayesian data analysis, Gelman Andrew, 2011
      Textbook: Probability and statistics, Morris H deGroot, 2012
    4.5 Survival Analysis
      生存分布、删失数据、生存模型、非参数估计
      Textbook: Survival analysis: techniques for censored and truncated data, Klein John P, 2003
    4.6 Multilevel Models
      随机效应/混合效应模型及其模型诊断
    4.7 Sample Surveys
      抽样调查的设计和分析(抽样设计、结果分析)
      Textbook: Sampling: design and analysis, Lohr Sharon L, 2010
    4.8 Statistical Machine Learning
      机器学习算法及应用(大数据、计算机)
    4.9 Statistical Methods in Finance
      资产定价模型、多因子定价模型、主成分分析、多元分析、平滑技术、生产曲线估计
      Textbook: Statistics and data analysis for financial engineering : with R examples, Ruppert David, 2015
    4.10 Statistical Inference and Time Series Modelling
      Textbook: Regression modelling with actuarial and financial applications, Eward W Frees, 2010
    4.11 Advanced Data Analysis
      探索数据分析、建模、拟合优度检验、线性回归、方差分析、非线性回归、广义线性模型、生存分析、时间序列分析、现代回归方法
      Textbook: The Statistical Sleuth: A Course in Methods of Data Analysis, Fred Ramsey, 2012
    4.12 Generalized Linear Models
      广义线性模型(rates, proportions, 定序变量、无序变量、列联表、odds-ratios、exact inference、logistic回归、poisson回归)
      Textbook: Categorical data analysis, Agresti Alan, 2012

  5. Advanced data science
    5.1 Statistical Machine Learning
    5.2 Advanced Machine Learning
    5.3 Applied Data Science
      Textbook: The elements of statistical learning: data mining, inference and prediction, Trevor Hastie, 2009
    5.4 Exploratory Data Analysis and Visulization
      Textbook: Graphical data analysis with R, Unwin Antony, 2015

  6. Advanced Stochastic Processes
    6.1 Stochastic Processes for Finance
      Textbook: Arbitrage theory in continuous time, Bjork Tomas, 2009
    6.2 Stochastic Processes and Applications
      Textbook: Pricing and hedging of derivative securities, Lars Tyge Nielsen, 1999
      Textbook: Stochastic calculus for Finance II: continuous-time models, Steven E Shreve, 2010
    6.3 Stochastic Methods in Finance
      Textbook: Stochastic calculus for finance, Steven E Shreve, 2005

转载于:https://www.cnblogs.com/missluchi/p/9380813.html

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