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STAT 601: Advanced Statistical Methods

(3-0) Cr. 3. S.

Prereq: STAT 520, STAT 543 and MATH 414 or enrollment in STAT 641
Methods of constructing complex models including adding parameters to existing structures, incorporating stochastic processes and latent variables. Use of modified likelihood functions; quasi-likelihoods; profiles; composite likelihoods. Asymptotic normality as a basis of inference; Godambe information. Sample reuse; block bootstrap; resampling with dependence. Simulation for model assessment. Issues in Bayesian analysis.