Oct 16, 2018  
2011-2012 Graduate Catalog 

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STA 7334: Limit Theory

Credits: 3                    Grading Scheme: Letter

Prerequisite: STA 6467.      

Review of different models of convergence. Cramer-Wold device. Multivariate CLT. Asymptotic theory of empirical distribution and sample quantiles. Bahadur’s representation. Asymptotic theory of sample moments. Delta method and its multiparameter generalization. Variance stabilizing transformation. U-statistics: asymptotic theory and its statistical applications. Hoeffding’s decomposition. Asymptotic theory of maximum likelihood estimation. Wald’s consistency theorem for MLE. Asymptotic normality and efficiency. Asymptotic theory of GLRTs. Statistical applications: asymptotic theory of categorical data, linear models, and generalized linear models.

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