STAT 581 Advanced Theory of Statistical Inference

Fall Quarter 2018

First day Handouts

• Syllabus (see also web-page)
• Tentative outline
• References
• Errata list for Ferguson's ACILST
• Errata list for TPE by E. L. Lehmann and George Casella

Additional Handouts

• The Chernoff-Cramer method and exponential bounds (.pdf)
• Plots for section 2.4 (.pdf); plots for section 2.4 (.ps)
  
• Handout (.pdf) on the Gamma, Digamma, and Polygamma functions
• More Weibull efficiency (and efficient influence function) plots (.pdf)
• Projection plots (from BKRW)
• Risk plots, Hodges estimator .
• The epic story of maximum likelihood, by Stephen M. Stigler, Statistical Science 22, 598-620.
• Maximum Likelihood: An Introduction, by Lucien Le Cam, ISI Review 58 (1990), 153-171.
• The Likelihood Ratio, Wald, and Lagrange Multiplier Tests: An Expository Note, by A. Buse, The American Statistician 36 (1982), 153 - 157.
• Handout on some Glivenko-Cantelli theorems and Wald's consistency theorem
  
• M- and Z- theorems; GMM and Empirical Likelihood