A good step by step math derivation based and self contained second graduate course textbook for a mathematical statistics textbooks?
Note: By saying second mathmatical statistics graduate course, i mean that it is after the first graduate level mathematical statistical course
The second book itself i've been refer to should be the same level as jun shao's mathematical statistics and it should be the focus on general mathematical statistics subjects but not too specific
Best Answer
Young and Smith's Essentials of Statistical Inference by Cambridge University Press and Davison's Statistical Models also by Cambridge University Press come into mind for a second book on Mathematical Statistics. Davison's book has a somewhat more applied feel to it. Both books were proposed to me as the next step from DeGroot and Schervish's Probability & Statistics.
I have never seen the book from Jun Shao so I am not sure how it compares to them. After a first course students usually begin to hone skills more on particular areas (e.g. Asymptotics, Applied Stochastic Processes, etc.). Is there such an area that interests you? Maybe you would benefit more from an introductory book to a potential area of interest.
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