STAT 6501: Advanced Statistical Methods
Credits: 3. Contact Hours: Lecture 3.
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; compositelikelihoods. Asymptotic normality as a basis of inference; Godambe information. Sample reuse; block bootstrap; resampling with dependence. Simulation for model assessment. Issues in Bayesian analysis. (Typically Offered: Spring)