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Probability and mathematical statistics [ LSTAT3100 ]


6.0 crédits ECTS  30.0 h   1q 

Enseignant(s) Segers Johan ; Van Keilegom Ingrid ;
Langue
d'enseignement:
Anglais
Lieu de l'activité Louvain-la-Neuve
Thèmes abordés The course covers the asymptotic theory in parametric inference, M- and Z- estimators, U-statistics, empirical processes and the functional delta method. In a second part of the course, these tools are applied in modern special topics of mathematical statistics such as, e.g., extreme value theory, ill-posed inverse problems, …
Acquis
d'apprentissage
This course covers the necessary tools in asymptotic statistics in order to perform modern research in statistics.
Contenu Contents 1. Stochastic convergence 2. Delta method and moment estimators 3. Projections and U-statistics 4. Empirical processes 5. M- and Z-estimators 6. Capita selecta on a modern research topic in statistics Methods Lectures Take-home readings Oral presentations by students
Autres infos Prerequisites: Analyse statistique (MATH2440) Evaluation Oral presentations during the semester, and oral or written exam covering the lectures. Support A syllabus and/or transparencies. Supplementary literature: Serfling, R. J. (1980) Approximation Theorems of Mathematical Statistics. Wiley, New York. van der Vaart, A. (1998) Asymptotic Statistics. Cambridge University Press, Cambridge.
Cycle et année
d'étude
> Master [120] en statistiques, orientation générale
> Certificat universitaire en statistique
Faculté ou entité
en charge
> LSBA


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