STAT 211 Principles of Statistics

STAT 426 Methods in time series analysis

STAT 610 Distribution theory

STAT 614 Probability for Statistics

STAT 620 Asymptotic Statistics

DateLecture NotesTopics
Tue, Jan 18Lecture 1review of probability theory
Thu, Jan 20Lecture 2review of probability theory
Tue, Jan 25Lecture 3CLT, first-order delta method
Thu, Jan 27Lecture 4variance stabilizing transformation, second-order delta method
Tue, Feb 1Lecture 5moment estimators, Taylor expansions
Tue, Feb 8Lecture 6maximum likelihood estimation
Thu, Feb 10Lecture 7asymptotic normality, efficiency
Tue, Feb 15Lecture 8exponential family, ARE, super efficiency
Thu, Feb 17Lecture 9testing & confidence sets
Tue, Feb 22Lecture 10testing a subvector, definition of U-statistics
Thu, Feb 24Lecture 11examples of U-statistics, variance of U-statistics
Tue, Mar 1Lecture 12Hajek projection
Thu, Mar 3Lecture 13Hajek projection
Tue, Mar 8Lecture 14metric entropy, bracketing, uniform laws of large numbers
Thu, Mar 10Lecture 15Sub-Gaussianity, Hoeffding's inequality
Tue, Mar 22Lecture 16Symmetrization
Thu, Mar 24Lecture 17McDiarmid’s inequality
Tue, Mar 29Lecture 18Sub-Gaussian process, Dudley’s integral entropy
Thu, Mar 31Lecture 19Lipschitz functions, VC dimension
Tue, Apr 5Lecture 20VC dimension
Thu, Apr 7Lecture 21Convergence rate, Some concepts of convergence in distribution
Tue, Apr 12Lecture 22Asymptotically equicontinuous
Thu, Apr 14Lecture 23Donsker Class, Goodness of fit statistics
Tue, Apr 19Lecture 24Functional delta method
Thu, Apr 21Lecture 25Bootstrap, Gaussian sequence model
Tue, Apr 26Lecture 26Soft/hard-thresholding estimators, risk inflation
Thu, Apr 28Lecture 27Lasso consistency