STAT 583

Advanced Theory of Statistical Inference III

Instructor: Peter Guttorp, Padelford B213
Time: MWF 10:30-11:20
Location: Loew 101
Office hours: M 11:30-12:15, Tu 11-12
Teaching assistant: CHris Green, Padelford B222
TA Office hours: TuTh 4-5 pm

CLASS CANCELLED MAY 28

Content:

1. Statistical Functionals (Wellner's lecture notes Ch. 7)
  1. Differentiability concepts
  2. The von Mises expansion

2. Robustness
  1. The influence function and qualitative robustness
  2. Asymptotic theory for M-estimators
3. Resampling Methods (Wellner's lecture notes, Ch 8)
  1. References

4. Ancillarity and the likelihood principle
  1. Ancillarity and Basu's theorem
  2. The likelihood principle

Text:

There is no required text, but Hampel, Ronchetti, Rouseeuw and Stahel: Robust Statistics, the approach based on influence functions is recommended. Other books are on reserve at the Math Research Library.

Homework:

There will be weekly homework, due on Wednesdays in class.
Solutions are here.

Examinations:

We will have an in class midterm exam, on May 5 and a take-home final.
Here is the midterm solution.

Grading scheme:

45% homework, 20% midterm, 30% final, 5% class participation.