Description:
Large sample behavior of likelihood function. Local Asymptotic Normality models. Contiguity. Bahadur and Pitman efficiency of statistical procedures.
Semester:
Fall of odd years
Credits:
Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
Recommended Background:
STT 872
Description:
Asymptotics of M- and R- estimators. Asymptotically efficient and adaptive procedures.
Semester:
Fall of even years
Credits:
Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
Recommended Background:
STT 872
Description:
Asymptotics of M- and R- estimators. Asymptotically efficient and adaptive procedures.
Semester:
Spring of even years
Credits:
Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
Prerequisite:
STT 872 and STT 882
Restrictions:
Open to doctoral students in the Statistics major or approval of department.
Description:
Locally asymptotic normal models, empirical likelihood, U-statistics, Asymptotically efficient and adaptive procedures