610fall2001 notes
Notes for Stat 610, fall 2001
- multinormal.pdf: facts about the multivariate normal and
related distributions (chi-square, F, t)
- Z-estimators: consistency and asymptotic normality for
estimators defined as zeros of random criterion functions sum
h(xi,theta). Optimal choice of h.
- M-estimators: consistency and asymptotic normality for
estimators defined as minima of random criterion functions sum
g(xi,theta). Optimal choice of g. Similar to theory for
Z-estimators, but slightly more rigorous. Taken from a set of lecture
notes where I used linear functional notation for expectations.
- Stat541notes: notes from an introductory probability
course,
for background on conditioning, standard distributions, and so on.
-