Mathematical Statistics I

Catalog description

This class will cover fundamental concepts in mathematical statistics, including both finite sample and asymptotic theory. Specific topics include: elements of risk optimality, Cramer-Rao-type bounds; M-estimation with an emphasis on Maximum Likelihood Estimation, asymptotic efficiency, asymptotic testing under fixed and local alternatives; multiple testing under FDR control; estimation in high dimensions and adaptation to sparsity, the analysis of Lasso-type estimators; elements of concentration inequalities.