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STAT 665

Asymptotic Methods in Statistical Inference

3 units

Winter 2018

Topics

  • Convergence and Slutsky theorem
  • Edgeworth expansions and delta method
  • Asymptotic testing and efficiency
  • Confidence intervals and estimation
  • Multivariate asymptotics
  • U-statistics
  • Influence functions and bootstrap
  • Maximum likelihood
  • Likelihood-ratio, Wald and score tests

Readings

  • E. L. Lehmann. Elements of Large-Sample Theory.
    required
Sources