STAT 581

Advanced Theory of Statistical Inference

Course Description

Limit theorems, asymptotic methods, asymptotic efficiency and efficiency bounds for estimation, maximum likelihood estimation, Bayes methods, asymptotics via derivatives of functionals, sample-based estimates of variability: (bootstrap and jackknife); robustness; estimation for dependent data, nonparametric estimation and testing. Prerequisite: STAT 513; either MATH 426 or MATH 576. Offered: A.

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