Applied Empirical Processes

Catalog description

This course provides an introduction to the basic theory and application of empirical processes. Topics include: concepts of stochastic processes, Brownian motion and Brownian bridge process, stochastic integrals, weak convergence of sequences of random elements, convergence of empirical distribution functions, general Glivenko-Cantelli theorems and Donsker theorems, functional Delta method. An emphasis is put on applications in various biostatistical problems. Prerequisite: Statistical Science 711.