Having graduated in econometrics I am now working as a Data Science Consultant. I would like to gain a deeper knowledge of (theory of) inferential statistics. Is there any recommendable online course/book/slide material in this area.
I would like to gain a deeper understanding of concepts like:
- Cramer-Rao Lower Bound
- Chapman-Robbins Bound
- Rao-Blackwell Theorem
- Central Limit theorem
- etc.
Note: I do not need basic definitions as I am using statistics and econometrics for ~5 years already. My aim is to gain an understanding of the underlying theory.