Stats 300B: Theory of Statistics II
Lecture Slides
Lectures are available asynchronously on
canvas. We recommend using the lecture slides here as skeletons to
take notes for yourself for the course. We recommend completing
watching the associated video(s) by the date indicated on the slides.
Introduction
Convergence of random variables
(January 14)
Delta method
(January 14)
Basics of asymptotic normality (January 18 and 20)
Moment method (January 20)
Uniform laws of large numbers (January 26)
Basics of concentration
(January 28 and February 2)
Sub Gaussian processes and chaining
(February 2 and February 4)
VC Dimension
(February 4)
Uniform central limit theorems and
convergence in distribution
(February 9 and February 11)
Applications of Uniform
Central Limit Theorems (February 16 and February 18)
Relative efficiency and basic tests
(February 18 and February 23)
Asymptotic level and relative efficiency
in testing (February 23 and 25)
Contiguity and Asymptotics (February 25)
Local Asymptotic Normality
(March 2 and 4)
Regular estimators and consequences
(March 8 and 10)
U statistics (March 11 and 16)
Parting thoughts (March 18)
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