STAT 581: Advanced Theory of Statistical Inference
Fall Quarter 2001
Syllabus (last updated: 10/13/2001)
Course personnel:
- Professor: Jon A. Wellner
- B320 Padelford Hall
- Phone: 543-6207
- Office hours: 1:30 - 3:30 MWF; or by appointment
Administrative Information:
- Time(s): MWF 10:30 - 11:20
- Place: CMU (Communications) 228
- Extra (optional) Friday Session: F 11:30 - 12:20, Communications 232
Prerequisites:
- Mathematical Analysis at the level of Math 424-5-6.
Required Texts:
-
Theory of Point Estimation, Second Edition,
by E. L. Lehmann and George Casella, Springer, 1998. Required.
-
Ferguson, T. A Course in Large Sample Theory.
Chapman and Hall, 1996.
Supplemental texts:
-
Asymptotic Statistics, by Aad van der Vaart, Cambridge University Press,
1998.
-
Approximation Theorems of Mathematical Statistics,
by R. J. Serfling, Wiley, 1980.
-
Peter J. Bickel, Chris A. J. Klaassen, Ya'acov Ritov, and Jon A. Wellner,
Efficient and Adaptive Estimation in Semiparametric Models.
Johns Hopkins University Press, 1993.
-
Silvey, S. D.
Statistical Inference. Chapman and Hall, 1970.
-
Cox, D. R. and Hinkley, D.
Theoretical Statistics.
Chapman and Hall, 1974.
Grading:
- Homework: 35%
- Midterm: 30%
- Final: 35%
(Scheduled time & date: 8:30 - 10:20, Friday, December 14).
Lectures:
The lectures will cover parts of chapters 0, 1, 2, 3, and 4.
- Chapter 0. Measures, Integration, Convergence
- Chapter 1. Special Distributions
- Chapter 2. Some Basic Large Sample Theory
- Chapter 3. Lower Bounds for Estimation
- Chapter 4. Efficient Likelihood Estimation and Related Tests
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