STSCI 6740

STSCI 6740

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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Enrollment Information
Syllabi: none
  •   Regular Academic Session.  Combined with: MATH 6740

  • 4 Credits Stdnt Opt

  • 17073STSCI 6740  LEC 001

    • TRMalott Hall 230
    • Aug 26 - Dec 7, 2021
    • Nussbaum, M

  • Instruction Mode: In Person