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Course

Asymptotic Statistics

  • Teacher(s)
    Marina Khismatullina
  • Research field
    Econometrics
  • Dates
    Period 1 - Sep 04, 2023 to Oct 27, 2023
  • Course type
    Core
  • Program year
    First
  • Credits
    4

Course description

  • This is a crash course, highlighting the main principles of asymptotic methods in statistics.
Topics covered:
Multivariate central limit theorem, quadratic forms, delta-method, moment estimators, Z- and M-estimators, consistency and asymptotic normality, maximum likelihood estimators, nonparametric estimation.

Prerequisites

Solid knowledge of the principles of statistics and of mathematical analysis

Course literature

Primary reading
Van der Vaart, A.W. “Mathematische statistiek.” Lecture notes (1995): 1-77.
Van der Vaart, A.W. "Asymptotic statistics." (2007):