Abstract:

The goal of this short course is to introduce students with a background in mathematical statistics, to empirical processes. These powerful research techniques are surprisingly useful for studying large sample properties of statistical estimates from realistically complex models as well as for developing new and improved approaches to statistical inference. The course will develop in each student the technical skills to enable application of empirical process and semiparametric methods in statistics. 

Time:

Feb. 21/28                      14:00-16:00

Mar. 7/14/21/28              14:00-16:00

Apr. 4/11/18/25               14:00-16:00

Recommended Text: 
van der Vaart and Wellner, J. A.(1996), Weak Convergence and Empirical Processes: With Applications to Statistics, Springer, New York. 
Pollard, D. (1990), Empirical Processes: Theory and Applications. NSFCBMS Regional Conference Series in Probability and Statistics 2. Institute of Mathematical Statistics and American Statistical Association, Hayward, California.

van der Vaart (1998), Asymptotic Statistics, Cambridge U. Press 
van de Geer (2000), Empirical Processes in M-estimation, Cambridge U. Press.