Asymptotic Statistics (2022)

prof. C. Viroli - Date soggette a variazione

  • Date:

    21 FEBRUARY
    -
    07 MARCH 2022
     from 11:00 to 13:00

  • Event location: Aula IV, Via Belle Arti 41 and STAT PhD Classes Virtual Room

  • Type: Cycle 37 - Mandatory Courses

Asymptotic Statistics

Tentative Program

  • Delta Method. Variance-stabilizing transformations. Skewness reducing transformation

  • Beyond the likelihood:

    • Estimating Equations, M-estimators, Z-estimators
    • Quasi likelihood
    • Pairwise likelihood
    • Empirical likelihood
  • Statistical functionals
    • Extreme values: asymptotic distribution
    • (if time allows) Quantiles and limit distributions

References

  1. Barndorff-Nielsen, O.E., Cox, D.R. (1989). Asymptotic Techniques for Use in Statistics. Chapman and Hall, London.

  2. Casella, G. and Berger, R.L. (1990). Statistical Inference, Wadsworth& Brooks/Cole.

  3. Christopher G. Small (2010). Expansions and Asymptotics for Statistics, Chapman & Hall/CRC

  4. Pace, L. and Salvan, A. (1997) Principles of Statistical Inference from a Neo-Fisherian Perspective, Advanced Series on Statistical Science and Applied Probability, Vol. 4, World Scientific, Singapore

  5. van der Vaart A.W. (2000). Asymptotic Statistics. CUP