Instructor: | David Pollard |
Webpage: | http://www.stat.yale.edu/~pollard/Courses/609.spring2011 |
When: | MW 1:00-2:15 |
Where: | 24 Hillhouse Room 107 |
Office hours: | TBA |
TA: | none |
Short description: | A rigorous discussion of probabilistic methods distilled from the empirical process literature. Chaining arguments; maximal inequalities; symmetrization and combinatorial entropy; VC dimension and beyond; bracketing; concentration of measure; majorizing measures; uniform laws of large numbers and Donsker theorems. Applications to asymptotics for statistical inference and econometrics. Assumes knowledge of probability theory at the level of Stat 600. |
Grading: | To be discussed in first lecture |