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Introduction to Empirical Processes
Instructor: Dr. Tung Pham
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.
- Stochastic convergence.
- Maximal, moment and tail inequalities.
- 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.
van der Vaart, A.W. (1998). Asymptotic Statistics. Cambridge Series in Statistical and Probabilistic Mathematics.
There will be a term paper.
Spring 2012 Schedule