Stats 300B: Theory of Statistics II
Course Schedule
 Lecture Notes  Topics  Reading 
Tue, Jan 10  Lecture 1  Overview, Convergence of random variables  VDV Chapters 2.1, 2.2 
Thu, Jan 12  Lecture 2  Convergence of random variables, delta method  VDV Chapters 2, 3 
Tue, Jan 17  Lecture 3  Asymptotic normality, Fisher information  VDV Chapters 3, 4; TPE Chapter 2.5 
Thu, Jan 19  Lecture 4  Asymptotic normality, Fisher information  VDV Chapter 3 
Tue, Jan 24  Lecture 5  Method of Moments  VDV Chapter 4 
Thu, Jan 26  Lecture 6  Superefficiency, Ustatistics  VDV Chapter 12 
Tue, Jan 31  Lecture 7  Ustatistics  VDV Chapter 12 
Thu, February 2  Lecture 8  Ustatistics, Testing and Confidence Regions  
Tue, Feb 7  Lecture 9  Testing, ULLN  Elements of Large Sample Theory 7.7 
Thu, Feb 9  Lecture 10  Subgaussianity, Covering number, bracketing number  VDV Chapter 1819 
Tue, Feb 14  Lecture 11  Symmetrization, Chaining  VDV Chapter 1819 
Thu, Feb 16  Lecture 12  Uniform laws via entropy numbers, classes with finite entropy, VC classes  VDV Chapter 1819 
Tue, Feb 21  Lecture 13  VC classes, general convergence in distribution  VDV Chapter 1819 
Thu, Feb 23  Lecture 14  Equicontinuity, Modulus of continuity for processes  VDV Chapter 1819 
Tue, Feb 28  Lecture 15  Uniform laws via stochastic equicontinuity, Mestimator revisited, Moduli of continuity and rates convergence  VDV Chapter 1819 
Thu, Mar 2  Lecture 16  Moduli of continuity and rates of convergence  VDV Chapter 1819 
Tue, Mar 7  Lecture 17  Asymptotic testing, relative efficiency of tests  VDV Chapter 14 
Thu, Mar 9  Lecture 18  Absolute continuity of measure, Contiguity, LeCams's lemmas, exact testing  VDV Chapter 6 
Tue, Mar 14  Lecture 19  Quadratic Mean Differentiability, Local Asymptotic Normality  Online notes: contiguity and asymptotics 
Thu, Mar 16  Lecture 20  Limiting Gaussian experiments, local asymptotic minimax theorem  

VDV = van der Vaart (Asymptotic Statistics)
TSH = Testing Statistical Hypotheses
TPE = Theory of Point Estimation
Additional Notes
Topic  Link 
ArzelaAscoli Theorem  pdf 
VC Dimension  pdf 
Rates of convergence and moduli of continuity  pdf 
Contiguity and asymptotics  pdf

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