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# Chair of Mathematical Statistics (SMAT)

# Introduction to Empirical Processes

#### Instructor: Dr. Tung Pham

#### Description

The course aims to provide an overview of some of the basic tools that empirical process theory has to offer in the study of asymptotic properties of statistical procedures.

#### Topics include:

- Stochastic convergence.
- Maximal, moment and tail inequalities.
- Symmetrization.
- Glivenko-Cantelli and Donsker classes.
- Vapnik-Chervonenkis dimension, covering and bracketing numbers
- Applications to M-estimators, Z-estimators and delta methods.

For more details see the official course book.

#### Required prior knowledge

real analysis, probability theory, statistical theory.

#### Recommended Texts

van der Vaart, A.W. (1998). Asymptotic Statistics. Cambridge Series in Statistical and Probabilistic Mathematics.

#### Exam Information

There will be a term paper.

#### Spring 2012 Schedule

Lectures: | MA12 | Tuesdays, 10:15-12:00 |
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Exercises: | MA12 | Wednesdays, 13:15-15:00 |