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Asaf Hajiyev () and Jiuping Xu ()
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Asaf Hajiyev: Ministry of Science and Education, Azerbaijan Republic, Institute of Control Systems
Jiuping Xu: Business School, Sichuan University

Chapter Chapter 2 in High-Dimensional Regression Analysis and Artificial Intelligence, 2026, pp 27-66 from Springer

Abstract: Abstract This chapter reviews essential probability theory and mathematical statistics, covering random variables, measure spaces, probability distributions, parameter estimation (including least squares and maximum likelihood methods), and asymptotic theory, which serve as the foundation for analyzing model consistency and convergence.

Date: 2026
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-981-95-2514-0_2

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DOI: 10.1007/978-981-95-2514-0_2

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