STAT 583

Advanced Theory of Statistical Inference III

Course Description

Semiparametric and nonparametric estimation of regular parameters: weak convergence, empirical process theory (Donsker results), asymptotic linearity, estimating equations, U-statistics, functional delta method, efficiency theory, construction of efficient estimators. Prerequisite: STAT 582/BIOST 584. ; recommended: mathematical analysis from a course at the level of either MATH 426 or STAT 559. Offered: jointly with BIOST 585; Sp.