STAT 581: Advanced Theory of Statistical Inference

Fall Quarter 2009

Syllabus (last updated: 2 October 2009)

Course personnel:

• Professor: Jon A. Wellner
  B320 Padelford Hall
  Phone: 543-6207
  e-mail: jaw@stat.washington.edu
  Office hours: 1:30 - 3:30 MWF and 11:30 - 12:30 F (or by appointment)
  
• Grader:

Administrative Information:

• Time(s): MWF 10:30 - 11:20
  
• Place: Communications (CMU) 006
• Extra (optional) Wednesday Problem Session: 2:30-3:20 PM, Thomson 331

Prerequisites:

• Mathematical Analysis at the level of Math 574-5-6 (previously 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% : Wednesday, 4 November.
• Final: 35%
  (Scheduled time & date: 8:30 - 10:20, Monday, December 14).

Lectures:

• 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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