Empirical Process Theory and Weak Convergence credit:

4 Hours

A graduate-level introduction to Empirical Process Theory with applications to statistical M estimation, nonparametric regression, and high dimensional statistics. Empirical Process Theory deals with two fundamental questions: the uniform law of large numbers, and the uniform central limit theorems, both of which will be covered. This course provides rigorous training in empirical process for students with a strong background in mathematical statistics. Topics covered are useful for conducting modern theoretical research in statistics and probability. Prerequisite: STAT 511 , STAT 575 , STAT 553 . Restricted to graduate students only.