Schedule and Textbooks Information

Summer 2015 Schedule and Textbook Information for STAT 695R


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STAT 695R - Texbook(s) for Summer 2015

  Textbook information is not available at this time.

STAT 695R - Schedule information for Summer 2015

  Schedule information is not available at this time

STAT 695R - Course Outline

The special topic class is composed of two sections: Asymptotic Statistics and Introduction to Empirical Processes.

Asymptotic statistics is the study of large sample properties and approximations of statistical tests, estimators and procedures. In general, the goal is to learn how well a statistical procedure will work in a variety of settings much more diverse than what we can even begin to simulate. Hence the most critical goal of asymptotic research is to verify the validity of statistical procedures in useful generality. Topics we will cover include functional delta method, the bootstrap, semiparametric statistics, rates of convergence for nonparametric estimators, M-estimators, Z-estimators, Bayesian procedure, and many other areas.

The goal of second section is to introduce students with a background in mathematical statistics, to empirical processes. These powerful research techniques are surprisingly useful for studying large sample properties of statistical estimates from realistically complex models as well as for developing new and improved approaches to statistical inference. The course will develop in each student the technical skills to enable application of empirical process and semiparametric methods in statistics. Other areas to be covered include stochastic convergence in metric spaces, Brownian motion and Brownian bridges, Gaussian Processes, Glivenko-Cantelli and Donsker theorems and entropy calculations.

Last Updated: Oct 10, 2017 11:37 AM

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