tentative overall plan for the course

The stk 4090 course is a New Thing on the Block, and I haven't planned it in detail yet. Again, it will be based primarily on Ferguson (1996, e-book version 2017) and the (growing) Nils Collection of Exercises & Lecture Notes. And somewhat tentatively, these are the Five Boxes (or dimensions, or directions, or main categories) for the course:

1. Basics, convergence in probability and in distribution, the Laws of Large Numbers, the Central Limit Theorems, Lindeberg, characteristic functions.

2. Maximum likelihood, Bayes, a few special techniques, as with Hjort-Pollard for convex criterion functions.

3. Empirical processes, Brownian motion, Brownian bridges, the Donsker theorem, Kolmogorov-Smirnov and relations.

4. Applications to survival analysis, the Nelson-Aalen and Kaplan-Meier estimators, Cox type regression models.

5. "Cool Applications" of the machineries, for statistics and for probability theory.

Also, tentatively, the four first boxes are somewhat ordered, with 1, 2, 3, 4 in approximately that order, but Box Five will be tended to "as we progress", when suitable.

Published Jan. 13, 2020 11:22 AM - Last modified Jan. 13, 2020 11:22 AM