STAT 6643: Advanced Theory of Statistical Inference
Credits: 3. Contact Hours: Lecture 3.
Prereq: STAT 5543 and STAT 6542
Foundational concepts for likelihood, including sufficiency, completeness, exponential families, statistical information. Elements of decision theory, risk management strategies, theoretical properties of decision rules. Large-sample properties of maximum likelihood and Bayesian estimation, consistency, asymptotic normality, efficiency, likelihood ratios. Potential additional topics including M-estimation, U-statistics, nonparametric inference.
(Typically Offered: Fall)