 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)
Other credits in programs
|
STAT3DA/E
|
diplôme d'études approfondies en statistique (statistique et économétrie)
|
(6 credits)
| |
|
STAT3DA/M
|
Diplôme d'études approfondies en statistique (méthodologie de la statistique)
|
(6 credits)
|
Mandatory
|
|
STAT3DA/P
|
diplôme d'études approfondies en statistique (pratique de la statistique)
|
(6 credits)
| |
|
