Jan 15, 2025  
2017-2018 Graduate Catalog 
    
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2017-2018 Graduate Catalog [NOTE!!!! THIS IS AN ARCHIVED CATALOG. FOR THE CURRENT CATALOG, GO TO CATALOG.NIU.EDU]

STAT 785 - Asymptotic Theory of Statistics

Review of modes of convergence of random variables, weak convergence, weak and strong laws of large numbers, and central limit theorems. Law of the iterated logarithm. Convergence of moments and uniform integrability. Asymptotic expansions including Edgeworth and Cornish-Fisher expansions. Saddlepoint approximations. Asymptotic expansions for random variables and stochastic order notation. The delta method. Applications to problems in statistical inference that may include nonparametric statistics, the bootstrap, density estimation, nonparametric regression and Bayesian statistics.

Prerequisites & Notes
PRQ: STAT 670 or consent of division.

Credits: 3