Asymptotic tools

  • Date:

    13 FEBRUARY
    -
    25 FEBRUARY 2019
     from 15:00 to 17:00

  • Event location: Seminar room

  • Type: Cycle 34 - Mandatory Courses

All dates: Department of Statistics, Via Belle Arti 41, Bologna

Prof.ssa Cinzia Viroli

Wed  13/02  03.00 - 05.00 p.m. - Seminar room 1st floor
Fri     15/02  03.00 - 05.00 p.m. - Seminar room 1st floor
Wed  20/02  03.00 - 05.00 p.m. - Seminar room 1st floor
Mon  25/02  03.00 - 05.00 p.m. - Seminar room 1st floor

 

SHORT PROGRAM

* Topics:

-       Some Prerequisites:  Convergence of random variables, Slutsky theorem, Notations Op(_) and op(_), Useful probabilistic inequalities
-       Delta method. Variance-stabilizing transformations.
-       Ordered statistics. Asymptotic distribution of extreme values
-       First-order asymptotics of likelihood inference

 

* 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