STAT 583: Advanced Theory of Statistical Inference

Spring Quarter 2016

Syllabus (last updated: 9/14/2015)

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: MGH 271
• Schedule:

Prerequisites:

• Mathematical Analysis at the level of Math 574-5-6
  
• Successful completion of Statistics 582

Required Texts:

• Asymptotic Statistics, by Aad van der Vaart, Cambridge University Press, 1998.
• A Couse in Large Sample Theory, by Thomas S. Ferguson, Chapman and Hall, 1996.

Supplemental texts:

• All of Nonparametric Statistics, by Larry Wasserman, Springer 2006.
• Applications of Empirical Process Theory
  or Empirical Processes in M-Estimation, S. A. van de Geer, Cambridge. (2000).
• Introduction to Nonparametric Estimation, A. B. Tsybakov, Springer 2009.
• Introduction to Empirical Processes and Semiparametric Models, M. Kosorok, Springer 2008.
• Testing Statistical Hypotheses, Third Edition. E. Lehmann and J. P. Romano, Springer 2005
• Empirical Processes: Theory and Applications. Wellner, Jon A. (2005).

Grading:

• Homework: 35%
• Midterm 1: 30% (in class; Monday, May 2)
• Final: 35% (in class; Monday, June 6: 8:30 - 10:20 AM)

Lectures:

• Chapter 4. Efficient Likelihood Estimation and Related Tests.
• Chapter 7. Statistical Functionals and the Delta Method
• Chapter 8. Bootstrap and Jackknife estimation of sampling distributions

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