STA3000F: Advanced Theory of Statistics

Description

Time: Fridays 10am-1pm

Office hours: Fridays 9am-10am or by appointment

This is the first half of the STA3000 sequence of core Ph.D. courses in theoretical statistics. The goal of this course is to understand the theoretical foundations for the construction of optimal statistical procedures. In this semester, we will explore a selected subset of topics, including decision-theoretic frameworks and classical exact optimality results, asymptotic theory for regular parametric estimation, basics of nonparametric estimation and lower bound techniques.

Announcement

• 12/11. Final exam posted. The exam is take-home and you have one day to work on it.

• 12/01. Third homework released. Due before the holidays.

• 11/03. Second homework released. Due in two weeks.

• 09/26. First homework released. Due in two weeks.

• First lecture starts on September 6th.

Reference textbooks

• Mathematical Statistics: Basic Ideas and Selected Topics by Bickel and Doksum

• Theoretical Statistics: Topics for a Core Course by Bob Keener

• Asymptotic Statistics by Aad van der Vaart

• Weak Convergence and Empirical Processes by van der Vaart and Wellner

• Introduction to Nonparametric Estimation by Sacha Tsybakov

Grading

3 homeworks (each 20%) and take-home final exam (40%), accounting for 50% of the full-year STA3000 course.