STAT 581: Advanced Theory of Statistical Inference

Fall Quarter 2010

Syllabus

Course personnel:

• Professor: Jon A. Wellner
  B320 Padelford Hall
  Phone: 543-6207
  e-mail: jaw@stat.washington.edu
  Office hours: 1:30 - 3:30 MWF and 11:30 - 12:30 F (or by appointment)
  
• Grader: Alex Volfovsky

Administrative Information:

• Time(s): MWF 10:30 - 11:20
  
• Place: MW, CMU 326; F CMU 243.
• Absences: Monday, November 1; Friday, November 5.
• Make-up sessions for absences:
  Monday, October 25, 11:30 AM - 12:20 PM; Savery 132
  Monday, November 15, 11:30 AM - 12:20 PM; Savery 132
  

Prerequisites:

• Mathematical Analysis at the level of Math 574-5-6 (previously 424-5-6).

Required Texts:

• Theory of Point Estimation, Second Edition, by E. L. Lehmann and George Casella, Springer, 1998. Required.
• Ferguson, T. A Course in Large Sample Theory. Chapman and Hall, 1996.

Supplemental texts:

• Asymptotic Statistics, by Aad van der Vaart, Cambridge University Press, 1998.
• Approximation Theorems of Mathematical Statistics, by R. J. Serfling, Wiley, 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.
• Silvey, S. D. Statistical Inference. Chapman and Hall, 1970.
• Cox, D. R. and Hinkley, D. Theoretical Statistics. Chapman and Hall, 1974.

Grading:

• Homework: 35%
• Midterm: 30% : Monday, 8 November.
• Final: 35%
  (Scheduled time & date: 8:30 - 10:20, Monday, December 13).

Lectures:

• Chapter 0. Measures, Integration, Convergence
• Chapter 1. Special Distributions
• Chapter 2. Some Basic Large Sample Theory
• Chapter 3. Lower Bounds for Estimation
• Chapter 4. Efficient Likelihood Estimation and Related Tests

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