Prof.ssa Cinzia Viroli, Università di Bologna
Date:
Event location: Aula Seminari, 1st floor, Department of Statistical Science, Via Belle Arti 41, Bologna
Type: Cycle 33 - Mandatory Courses
Week 1 - Thu 02/08 11:00-1:00 a.m. - Seminar Room 1st floor, Via Belle Arti 41
Fri 02/09 2:00-4:00 p.m. - Seminar Room 1st floor, Via Belle Arti 41
Week 2 - Thu 02/15 11:00-1:00 a.m. - Seminar Room 1st floor, Via Belle Arti 41
Fri 02/16 11:00-1:00 a.m. - Seminar Room 1st floor, Via Belle Arti 41
Week 3 - Thu 02/22 11:00-1:00 a.m. - Seminar Room 1st floor, Via Belle Arti 41
Fri 02/23 11:00-1:00 a.m. - Seminar Room 1st floor, Via Belle Arti 41
Week 4 - Thu 03/01 4:00-6:00 p.m. - Seminar Room 1st floor, Via Belle Arti 41
Fri 03/02 11:00-1:00 a.m. - Seminar Room 1st floor, Via Belle Arti 41
* Topics:
- Some Prerequisites: Convergence of random variables, Slutsky theorem, Notations Op(_) and op(_), Useful probabilistic inequalities
- Delta method. Variance-stabilizing transformations. Skewness reducing transformations
- Ordered statistics. Asymptotic distribution of extreme values
- Quantiles and limit distributions. Sample moments
- M-estimators (and Z-estimators), consistency and asymptotic normality
- First-order asymptotics of likelihood inference
- Higher order asymptotics: Laplace expansion, Saddlepoint expansion, the p* formula
- (If time allows) U-statistics, asymptotic properties
* References:
Barndorff-Nielsen, O.E., Cox, D.R. (1989). Asymptotic Techniques for Use in Statistics. Chapman and Hall, London.
Casella, G. and Berger, R.L. (1990). Statistical Inference, Wadsworth& Brooks/Cole.
Christopher G. Small (2010). Expansions and Asymptotics for Statistics, Chapman & Hall/CRC (chapters 4 and 5)
van der Vaart A.W. (2000). Asymptotic Statistics. CUP