Statistics 618 (Fall 2008)


Instructor: David Pollard
When: Tues, Thurs 1:00-2:15
Where: 24 Hillhouse, Room 107
Office hours: tba
Also, see courses taught by DP in previous years.

A careful study of some standard asymptotic techniques in statistics and econometrics, and their modern refinements. Topics selected from classical likelihood theory and M-estimation; empirical process methods; concentration inequalities; semiparametric models; local asymptotic normality; concepts of efficiency. Prerequisites: knowledge of probability at the level of STAT 600b.

Intended audience


None. I am working on a book manuscript, parts of which will be made available during the course. Students should also consult the original literature.



DBP 9 Oct 2008