 Aims
This course is the sequel of MATH 2440 "Analyse statistique". Its objective is to provide to
students who intend to obtain a doctor degree the necessary basic tools in order to perform
statistical research.
Main themes
1. Asymptotic Theory in Parametric Inference : M-and Z-Estimators, Contiguity and Local
Asymptotic Normality.
2. U-Statistics.
3. Empirical Processes
4. Von Mises Differentiable Statistical Function : Nonparametric M-Estimators.
5. Functional Delta Method
Content and teaching methods
Content :
1. Asymptotic Theory in Parametric Inference : M-and Z-Estimators, Contiguity and Local Asymptotic Normality.
2. U-Statistics.
3. Empirical Processes
4. Von Mises Differentiable Statistical Function : Nonparametric M-Estimators.
5. Functional Delta Method
Other information (prerequisite, evaluation (assessment methods), course materials recommended readings, ...)
References
- Serfling R.J. " Approximation Theorems of Mathematical Statistics, Wiley (1980)
- van de Vaart A.W. " Asymptotics Statistics ", Cambridge (1998)
Programmes in which this activity is taught
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MAPA3DA
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Diplôme d'études approfondies en mathématique
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STAT3DA
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Diplôme d'études approfondies en statistique
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Other credits in programs
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STAT3DA
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Diplôme d'études approfondies en statistique
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(6 credits)
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STAT3DA/E
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diplôme d'études approfondies en statistique (statistique et économétrie)
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(6 credits)
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STAT3DA/M
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Diplôme d'études approfondies en statistique (méthodologie de la statistique)
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Mandatory
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STAT3DA/P
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diplôme d'études approfondies en statistique (pratique de la statistique)
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(6 credits)
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