- Schedule of Classes - September 22, 2021 7:14PM EDT
- Course Catalog - September 22, 2021 7:29PM EDT
Course information provided by the Courses of Study 2021-2022.
Focuses on the foundations of statistical inference, with an emphasis on asymptotic methods and the minimax optimality criterion. In the first part, the solution of the classical problem of justifying Fisher's information bound in regular statistical models will be presented. This solution will be obtained applying the concepts of contiguity, local asymptotic normality and asymptotic minimaxity. The second part will be devoted to nonparametric estimation, taking a Gaussian regression model as a paradigmatic example. Key topics are kernel estimation and local polynomial approximation, optimal rates of convergence at a point and in global norms, and adaptive estimation. Optional topics may include irregular statistical models, estimation of functionals and nonparametric hypothesis testing.
When Offered Fall.
Prerequisites/Corequisites Prerequisite: MATH 6710 (measure theoretic probability) and STSCI 6730/MATH 6730, or permission of instructor.
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