Prof.ssa Cinzia Viroli
Date:
Event location: Seminar Room, 1st floor, Department of Statistics, Via Belle Arti 41, Bologna
Type: Cycle 35 - Mandatory Courses
All dates: Seminar Room, 1st Floor, Department of Statistics, Via Belle Arti 41, Bologna
Tue 04/02 15.00 - 17.00
Thu 06/02 14.30 - 16.30
Mon 10/02 15.00 - 17.00
Wed 12/02 15.00 - 17.00
* 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