STAT 583: Advanced Theory of Statistical Inference
Spring Quarter 2006
Syllabus (last updated: 3/26/2006)
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: Electrical Engineering 025
- Extra (optional) Friday Session: F 11:30 - 12:20,
place TBA
- Four make-up Sessions: Mondays 9:30 - 10:20 as follows: 4/17, 4/24, 5/1, 5/8
to compensate for my absences on: 4/10, 4/12, 5/17, and 5/19.
Prerequisites:
-
Mathematical Analysis at the level of Math 424-5-6.
-
Successful completion of Statistics 582
Required Texts:
-
All of Nonparametric Statistics,
by Larry Wasserman, Springer 2006.
Supplemental texts:
-
Asymptotic Statistics,
by Aad van der Vaart, Cambridge University Press, 1998.
-
Handbook of Writing for the Mathematical Sciences,
by Nicholas J. Higham, SIAM, 1998.
Grading:
- Homework: 35%
- Midterm: 30% (in class; ?? )
- Final: 35% (in class; 8:30 - 10:20 AM, Monday, June 5)
Lectures:
The lectures will cover parts of chapters 6, 7, 8, plus selected topics from
All of Nonparametric Statistics
- Chapter 6. Testing
- Chapter 7. Statistical Functionals and the Delta Method
- Chapter 8. Bootstrap and Jackknife estimation of sampling distributions
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