Summer Study Group: Asymptotic Statistics





In this summer study group, we work through Asumptotic Statistics by Aad van der Vaart in some detail.  The goal is to work through the book one proof at a time and fill in the gaps in the explication of his proofs (which are numerous).  Topics include notions of convergence of random variables, M-Estimation and local asymptotic normality in the parametric setting, then revisiting it all again in the nonparametric setting.  The typical day consists of turning to the next page of the book, working through the next theorem in close detail, then going to the next theorem, and so on.  We will continue to assemble a set of notes from this endeavor.

Previously offered 2017-2020, Summer.