Description:
Convergence of measures on metric spaces. Prohorov's theorem. Function spaces with the uniform and Skorohod metric. Empirical processes. Applications.
Semester:
Fall of even years
Credits:
Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
Recommended Background:
STT 882
Description:
Convergence of measures on metric spaces. Prohorov's theorem. Function spaces with the uniform and Skorokhod metric. Empirical processes. Weak convergence of Martingales. Applications.
Semester:
Fall of odd years
Credits:
Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
Recommended Background:
STT 882
Description:
Convergence of measures on metric spaces. Prohorov's theorem. Function spaces with the uniform and Skorokhod metric. Empirical processes. Weak convergence of Martingales. Applications.
Semester:
Spring of odd years
Credits:
Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
Recommended Background:
STT 882
Description:
Convergence of measures on metric spaces. Prohorov's theorem. Function spaces with the uniform and Skorokhod metric. Empirical processes. Weak convergence of Martingales. Applications.
Semester:
Fall of odd 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:
Maximal inequalities, covering numbers, symmetrization technique, Glivenko-Cantelli Theorems, Donsker Theorems and some results for Gaussian processes, Vapnik-Chervonenkis classes of sets and functions, applications to M-estimators, bootstrap, delta-method