Streamline: 统计学学习与进阶

[关于统计学专业的学习进阶]

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
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）
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
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
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
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

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regression