STAT 581: Advanced Theory of Statistical Inference
Fall Quarter 2017
Syllabus
Course personnel:
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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)
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Grader:
Nilanjana Laha; office hours T 2:30 - 5:20, F 2:30 - 3:20.
Administrative Information:
- Time(s): MWF 10:30 - 11:20
- Place: MGH 271
Prerequisites:
- Mathematical Analysis at the level of Math 574-5-6 (previously 424-5-6) or
Stat/Biostat 578 (Measure theory).
Required Texts:
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Aad van der Vaart.
Asymptotic Statistics, Cambridge University Press, 1998. Required.
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Ferguson, T. A Course in Large Sample Theory.
Chapman and Hall, 1996.
Supplemental texts:
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Theory of Point Estimation, Second Edition,
by E. L. Lehmann and George Casella, Springer, 1998. Required.
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R. J. Serfling.
Approximation Theorems of Mathematical Statistics.
Wiley, 1980.
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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.
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Silvey, S. D.
Statistical Inference. Chapman and Hall, 1970.
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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, Monday, December 11).
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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