Statistical Inference II
STAT 213
Subject & Catalog Number
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.
Recommended Prep
Stat 210, 211, 212 (Stat 210b)
Available for Harvard Cross Registration
NOTE: This course requires additional sections; you will be prompted to choose secondary components during the Add to Cart process