STK9010 – Asymptotic Theory
Course description
Course content
Important parts of statistical theory, along with many applications thereof, build on approximations to the most relevant distributions, and these approximations are valid when the sample size is large, e.g. compared to the dimension of underlying parameter vectors. The machinery of such larg-sample approximations is dealt with in this course, including the basics of probability theory; convergence in probability and in distribution; characteristic functions; central limit theorems; and the laws of large numbers. The theory is being illustrated by applications in various situations.
Learning outcome
In this course students learn how to find effective approximations to distributions and properties of statistical procedures when exact calculations become unfeasible.
Admission
PhD candidates from the University of Oslo should apply for classes and register for examinations through Studentweb.
If a course has limited intake capacity, priority will be given to PhD candidates who follow an individual education plan where this particular course is included. Some national researchers’ schools may have specific rules for ranking applicants for courses with limited intake capacity.
PhD candidates who have been admitted to another higher education institution must apply for a position as a visiting student within a given deadline.
Prerequisites
Recommended previous knowledge
STK1100 – Probability and Statistical Modelling, STK1110 – Statistical Methods and Data Analysis, STK2120 – Statistical Methods and Data Analysis 2 (discontinued).
Overlapping courses
10 credits overlap with STK4010 – Asymptotic theory (discontinued)
The information about overlaps is not complete. Contact the department for more information if necessary.
Teaching
3 hours of lectures/exercises per week.
Examination
Depending on the number of students, the exam will be in one of the following four forms:
1. Only written exam
2. Only oral exam
3. A project paper followed by a written exam.
4. A project paper followed by an oral exam/hearing.
For the latter two the project paper and the exam counts equally and the final grade is based on ? general impression after the final exam. (The two parts of the exam will not be indivdually graded.)
What form the exam will take will be announced by the teaching staff within October 15th for the autumn semester and March 15th for the spring semester.
In addition, each phd student is expected to give a one hour oral presentation on a topic of relevance (chosen in cooperation with the lecturer). The presentation has to be approved by the lecturer for the student to be admitted to the final exam.
Examination support material
Permitted aids at the exam if written: Approved calculator.
Oral exam: no aids permitted
Information about approved calculators (Norwegian only)
Language of examination
Subjects taught in English will only offer the exam paper in English.
You may write your examination paper in Norwegian, Swedish, Danish or English.
Grading scale
Grades are awarded on a pass/fail scale. Read more about the grading system.
Explanations and appeals
Resit an examination
This subject offers new examination in the beginning of the subsequent term for candidates who withdraw during an ordinary examination or fail an ordinary examination. Deferred examinations for students who due to illness or other valid reason of absence were unable to sit for their final exams will be arranged at the same time. (These valid reasons has to be documented within given deadlines.)
Information about deferred and new examination (also called repeat examination) is found here
Evaluation
The course is subject to continuous evaluation. At regular intervals we also ask students to participate in a more comprehensive evaluation.