Mathematica Statistics II University of Sao Paulo
The formal study of the asymptotic properties of estimators and test statistics is fundamental to understand and propose modern statistical methods.
To discuss formally asymptotic theory of statistical methods.
Exams, Worksheets and Seminars
1. Order of magnitudes and Taylor series. 2. Weak and strong convergence laws of the estimators. Univariate and multivariate cases. Slutsky's Theorem. 3. Central limit Theorems _ Univariate, Multivariate and Martingales. Cram_r-Wold's Theorem. Hajek-Sidak' s Theorem and applications to regression models. Delta method and variance stabilizing transformations. 4. Asymptotic expansions. 5. Applications.
Online Course Requirement
Antonio Carlos Pedroso de Lima, Alexandre Galv_o Patriota
Site for Inquiry
Please inquire about the courses at the address below.
Email address: https://www.ime.usp.br/en