Advanced Inferential Techniques and Theory

3 credits · Graduate

The theory for M- and Z- estimators and applications. Semiparametric models, geometry of efficient score functions and efficient influence functions, construction of semiparametric efficient estimators. Introduction to the bootstrap: consistency, inconsistency and remedy, correction for bias, and double bootstrap. U statistics and rank and permutation tests. Prerequisite: Statistical Science 711 and Biostatistics 906.