Asymptotic Statistics (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 3)

This is the textbook I’m using. It’s fairly decent.

I love this book! It is one of the most widely used book in asymptotic statistics since it covers most of the important topics and keeps every chapter short. It is good to have it if you want to do theoretical statistics. I know Berkeley has a course and uses it as the textbook. It is a pity that Harvard does not offer one.

A must have if you are planning to work in econometric theory. Even if you are not, the book serves as a really useful reference to clarify various issues in asymptotics.

This book covers all the important aspects of the asymptotic statistics, A great reference book. Researchers in statistics should have it.

good book

An excellent book for graduate level. Many interesting material (like U-statistics and a flavor of nonparametric methods) exposed in a solid and precise way.

Great book for an applied or a theoretical statistician. Particularly helpful for graduate students as a tool for research.

It is a great book with excellent coverage of topics, but it does not fill in many crucial and important details - the kind of technical details which is exactly what you are looking for. If you are reading it thoroughly, after a stage you will wonder why the author has left so much unwritten and unclear. You may scratch your head on one single statement for a week or more and start feeling frustrated. One particular example is the treatment of M-estimators in Chapter 5.But, nevertheless it is still worth reading every bit, because it provides extremely useful results and tools in almost all the areas, which it covers.