Asymptotic Statistics

Credits 8 credit points
Instructors Kleijn, B.J.K. (Universiteit van Amsterdam)
E-mail b.j.k.kleijn@uva.nl
Aim learn to study statistical procedures from an asymptotic point of view
Description The  course starts with a review of various concepts of stochastic convergence (e.g. convergence in probability or in distribution), and properties of the multivariate normal distribution. Then the asymptotic properties of various statistical procedures are studied, including;
- Chi-square tests.
- Moment estimators
- M-estimators (including MLE).
- Kernel density estimators.
The examples are chosen according to importance in practical applications, and the theory is motivated by practical relevance, but the subjects are presented in theorem-proof form
Examination Written exam.
Literature lecture notes "Mathematical Statistics" by A.W. van der Vaart
Prerequisites basic course in probability and statistics
Remarks

More information on the course web page.

  Last changed: 09-04-2014 16:35