STAT 583: Advanced Theory of Statistical Inference

Spring Quarter 2015

Syllabus (last updated: 2/17/2015)

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: Jon W. gone 13-17 April; 7-9 May; 17-23 May.
Make-up lecture 1: Wednesday 22 April: GUG 204, 9:30-10:20
Make-up lecture 2: Wednesday 29 April: GUG 204, 9:30-10:20
Make-up lecture 3: Wednesday 13 May: ARC G070, 11:30-12:20

Prerequisites:

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

Required Texts:

All of Nonparametric Statistics, by Larry Wasserman, Springer 2006.

Supplemental texts:

Asymptotic Statistics, by Aad van der Vaart, Cambridge University Press, 1998.
Handbook of Writing for the Mathematical Sciences, by Nicholas J. Higham, SIAM, 1998.

Grading:

Homework: 35%
Midterm 1: 30% (in class; Wednesday, May 6)
Final: 35% (in class; Monday, June 8)

Lectures:

The lectures will cover parts of chapters 6, 7, 8, plus selected topics from All of Nonparametric Statistics and Asymptotic Statistics

Chapter 6. Testing
Chapter 7. Statistical Functionals and the Delta Method
Chapter 8. Bootstrap and Jackknife estimation of sampling distributions

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