tentative overall plan for the course_澳门皇冠体育,皇冠足球比分

nils
2020-01-13T10:22:54.033Z
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www.uio.no

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 probabi...