Statistical Inference II

Harvard FAS

Stat 213 will build upon Stat 211, providing tools to study and validate statistical methods. A primary focus will be large-sample theory, specifically, inference for M- and Z- estimators under well-specified and mis-specified models, quadratic mean differentiability and its implications, local asymptotic analysis, contiguity, LeCam’s lemmas, asymptotic analysis of tests including optimality, asymptotic normality of U-statistics, Bayesian large sample theory: consistency,…