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STAT 620

Asymptotic Statistics

Texas A&M University 3 credits STAT

Course Description

Review of basic concepts and important convergence theorems; elements of decision theory; delta method; Bahadur representation theorem; asymptotic distribution of MLE and the LRT statistics; asymptotic efficiency; limit theory for U-statistics and differential statistical functionals with illustrations from M-,L-,R-estimation; multiple testing. Prerequisite: STAT 614.

Code
STAT 620
Credits
3
Subject
STAT

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