MATH 946 (1SY) - Advanced Theory of Statistics II

Adv Theory of Statistics II

Durham   Engineering&Physical Sciences :: Mathematics&Statistics
Online Course Delivery Method: Scheduled meeting time, Online (no campus visits), EUNH
Credits: 3.0
Term: Spring 2022 - Full Term (01/25/2022 - 05/09/2022)
Grade Mode: Letter Grading
Class Size:   15  
CRN: 54321
Asymptotic statistical inference: consistency, asymptotic normality and efficiency. Hypothesis testing: Neyman-Pearson lemma, uniformly most powerful test, generalized likelihood ration tests, Chi squared goodness-of-fit tests, Wald tests and related confidence intervals, pivotal quantities, optimality properties. Modern likelihood methods (quasi, pseudo and composite). Algorithmic inference: Gibbs sampling, bootstrapping, simultaneous inferences in high-dimensional data and functional data. Nonparametric and semiparametric estimation methods, asymptotic estimation theory and large sample tests. Prereq: MATH 945; or permission.
You must sign up in the Dept Office before registering through WEBCAT.
Instructors: Linyuan Li

Times & Locations

Start Date End Date Days Time Location
1/25/2022 5/9/2022 TR 9:40am - 11:00am ONLINE