University of Illinois Urbana-Champaign 4 credits Statistics
A graduate-level introduction to Empirical Process Theory with applications to statistical M estimation, nonparametric regression, and high dimensional statistics. Empirical Process Theory deals with two fundamental questions: the uniform law of large numbers, and the uniform central limit theorems, both of which will be covered. This course provides rigorous training in empirical process for students with a strong background in mathematical statistics. Topics covered are useful for conducting modern theoretical research in statistics and probability. Prerequisite: STAT 511, STAT 575, STAT 553. Restricted to graduate students only.
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