STAT 582: Advanced Theory of Statistical Inference

Winter Quarter 1997

Syllabus (last updated: 1/4/97)

Course personnel:

• Professor: Jon A. Wellner
• B320 Padelford Hall
• Phone: 543-6207
• Office hours: 1:30 - 3:30 M; 2:30 - 4:30 WF; or by appointment

Administrative Information:

• Time(s): MWF 10:30 - 11:20
  F 11:30 - 12:20 (extra/optional)
• Place: Physics Astronomy Building B164

Prerequisites:

• Successful completion of STAT 581.
• Mathematical Analysis at the level of Math 424-5-6.

Required Texts:

• Thomas S. Ferguson, A Course in Large Sample Theory, Chapman and Hall, 1996.
• T. S. Ferguson, Mathematical Statistics, Academic Press, 1967.

Supplemental texts:

• Robert J. Serfling, Approximation Theorems of Mathematical Statistics, Wiley, New York, 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.

Grading:

• Homework: 35%
• Midterm: 30%
• Final: 35%
  (Scheduled time & date: 8:30 - 10:20, Monday, March 17).

Lectures:

• Chapter 4. Efficient Likelihood Estimation and Related Tests
• Chapter 5. Bayes Methods and Elementary Decision Theory
• Chapter 6. Testing

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