Asymptotic tools (2021)

  • Date:

    01 FEBRUARY
    -
    12 FEBRUARY 2021
     from 9:00 to 10:00
  • Event location: On Teams

  • Type: Cycle 36 - Mandatory Courses

All dates: via Teams

Prof.ssa Cinzia Viroli

Mon   01/02  09.00 - 10.00
Tue    02/02  09.00 - 10.00
Wed   03/02  09.00 - 10.00

Thu    04/02  09.00 - 10.00
Fri      05/02  09.00 - 10.00

Mon   08/02  09.00 - 10.00
Tue    09/02  09.00 - 10.00
Wed  10/02   09.00 - 10.00

Thu   11/02   09.00 - 10.00
Fri     12/02   09.00 - 10.00

SHORT PROGRAM

* 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
-       (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