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Statistical Inference II
STAT 213

Course Information

Description

Stat 213 will build upon Stat 211, providing tools to study and validate statistical methods. A primary focus will be large-sample theory, specifically, inference for M- and Z- estimators under well-specified and mis-specified models, quadratic mean differentiability and its implications, local asymptotic analysis, contiguity, LeCam’s lemmas, asymptotic analysis of tests including optimality, asymptotic normality of U-statistics, Bayesian large sample theory: consistency, Bernstein-von-Mises theorem; time and interest permitting, we will cover special topics in high-dimensional inference.

School Faculty of Arts & Sciences
Credits 4
Cross Reg

Available for Harvard Cross Registration

Department Statistics
Course Component Lecture
Subject Statistics
Grading Basis FAS Letter Graded
General Education N/A
Quantitative Reasoning with Data N/A
Divisional Distribution Science & Engineering & Applied Science
Course Level Primarily for Graduate Students