STAT 583: Advanced Theory of Statistical Inference

Spring Quarter 1997

Syllabus (last updated: 3/31/97)

Course personnel:

Professor: Jon A. Wellner
B320 Padelford Hall
Phone: 543-6207
Office hours: 2:30 - 4:30 MWF; or by appointment

Administrative Information:

Time(s): MWF 10:30 - 11:20
F 11:30 - 12:20 (extra/optional)
Place: Mechanical Engineering Building 250

Prerequisites:

Successful completion of STAT 582.
Mathematical Analysis at the level of Math 424-5-6.

Required Texts:

Bradley Efron and R. J. Tibshirani, An Introduction to the Bootstrap, Chapman and Hall, 1993.

Supplemental texts:

Peter J. Huber, Robust Statistics, Wiley, 1981.
N. J. Higham, Handbook of Writing for the Mathematical Sciences. SIAM, 1993.

Grading:

Homework: 35%
Midterm: 30%
Final: 35%
(Scheduled time & date: 8:30 - 10:20, Monday, June 9).

Lectures:

The lectures will cover parts of chapters 6, 7, 8, 13,
and (perhaps) a new chapter on model selection.

Chapter 6. Testing
Chapter 7. Statistical Functionals and the Delta Method
Chapter 8. Bootstrap and Jackknife Estimation of Sampling Distributions
Chapter 13. Sufficiency and Unbiased Estimation
?? Chapter 9. Model Selection ??

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