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Mathematical statistics [STAT3100]
[30h] 6 credits

Version française

Printable version

This course is taught in the 1st semester

Teacher(s):

Johan Segers

Language:

English

Level:

Third cycle

>> Aims
>> Main themes
>> Content and teaching methods
>> Other information (prerequisite, evaluation (assessment methods), course materials recommended readings, ...)
>> Other credits in programs

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)



This site was created in collaboration with ADCP, ADEF, CIO et SGSI
Person in charge : Jean-Louis Marchand - Information : issec@stat.ucl.ac.be
Last update :13/03/2007