MATH 281B Winter 2014
Department of Mathematics, University of California, San Diego
o3:13:14 Notes on Z-estimators has been posted here.
o3:o4:14 Homework 5 has been posted here. Due on Tuesday, March 11th, 11:30am AP&M 7421.
o2:13:14 Homework 4 has been posted here. Due on Tuesday, February 25th, 11:30am AP&M 7421.
o2:o7:14 Homework 3 has been posted here. Due on Thursday, February 13th, 11:30am AP&M 7421.
o1:23:14 Homework 2 has been posted here (updated). Due on Thursday, January 30th, 11:30am AP&M 7421.
o1:23:14 Reading Assignment 3 = Peter Huber's 1973 paper AOS or here (PDF)
o1:1o:14 Homework 1 has been posted here. Due on Thursday, January 16th, 11:30am AP&M 7421.
o1:o9:14 Reading Assignment 2 = Helly's Lemma of Asymptotic Statistics by Van Der Vaart.
o1:o7:14 Reading Assignment 1 = Chapter A & B of Mathematical Statistics by Bickel and Doksum.
o1:o7:14 Extension students, please send an email to the instructor to be added to the class email list.
o1:o7:14 Read the whole page and the syllabus.
Fri Apr 12 12:09:57 PST 2013 | archive
o3:13:14 Z-estimators. Examples.
o3:o6:14 Consistency of M-estimators.
o3:o4:14 Consistency of M-estimators.
o2:27:14 Exam II
o2:25:14 Efficiency of M-estimators
o2:2o:14 Asymptotic Expansions of M-estimators.
o2:18:14 Asymptotic Normality of M-estimators.
o2:13:14 Wald's Consistency of M-estimators. Cauchy Example.
o2:11:14 Consistency of M-estimators.
o2:o6:14 Consistency of M-estimators.
o2:o4:14 Exam I
o1:28:14 Delta Method. Multivariate Extension.
o1:23:14 Dimensionality Restrictions for the Asymptotic Normality of Least Squares Estimators.
o1:21:14 Multivariate Lindeberg-Feller Limit Theorem. Regression Example.
o1:16:14 Lindeberg-Feller Central Limit Theorem.
o1:14:14 Central Limit Theorem.
o1:o9:14 Prohorov's Theorem. Slutsky's Lemma. Levy Continuity Theorem.
o1:o7:14 Modes of Convergence. Portmanteau's Lemma.
o1:o7:14 Syllabus [pdf]
Lecture: Tu&Th 11:30-12:50pm, AP&M 7421
Theory of Point Estimation, second edition, by Lehmann and Casella (required)
Asymptotic Statistics, by van der Vaart
Mathematical Statistics, Second Edition, Bickel and Doksum
Gaussian estimation: Sequence and wavelet models, Johnstone pdf>