This textbook provides a unified and self-contained presentation of the
main approaches to and ideas of mathematical statistics. It collects the
basic mathematical ideas and tools needed as a basis for more serious
study or even independent research in statistics. The majority of
existing textbooks in mathematical statistics follow the classical
asymptotic framework. Yet, as modern statistics has changed rapidly in
recent years, new methods and approaches have appeared. The emphasis is
on finite sample behavior, large parameter dimensions, and model
misspecifications. The present book provides a fully self-contained
introduction to the world of modern mathematical statistics, collecting
the basic knowledge, concepts and findings needed for doing further
research in the modern theoretical and applied statistics. This textbook
is primarily intended for graduate and postdoc students and young
researchers who are interested in modern statistical methods.