Asymptotic Statistics

Rating:
Summary: Excellent textbook on asymptotics in statistics
Review: This book covers asymptotics at a level suitable for graduate students in statistics and other disciplines such as economics. It does not really treat time-series issues, but apart from that its coverage is very impressive. It covers M-estimators, efficiency, quantile estimators, semiparametrics, and much more. The writing is remarkably lucid; proofs are succinct but very readable. One feature I particularly liked was a very readable introduction to empirical process theory, which would be a good place to start before tackling the van der Vaart and Wellner's more advanced book.