Advanced Theory of Statistics II

Catalog description

Asymptotic statistical inference: consistency, asymptotic normality and efficiency. Hypothesis testing: Neyman-Pearson lemma, uniformly most powerful test, generalized likelihood ration tests, Chi squared goodness-of-fit tests, Wald tests and related confidence intervals, pivotal quantities, optimality properties. Modern likelihood methods (quasi, pseudo and composite). Algorithmic inference: Gibbs sampling, bootstrapping, simultaneous inferences in high-dimensional data and functional data. Nonparametric and semiparametric estimation methods, asymptotic estimation theory and large sample tests.