Advanced Theory of Statistical Inference

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STAT 5543 and STAT 6542Foundational concepts for likelihood, including sufficiency, completeness, exponential families, statistical information. Elements of decision theory, risk management strategies, theoretical properties of decision rules. Large-sample properties of maximum likelihood and Bayesian estimation, consistency, asymptotic normality, efficiency, likelihood ratios. Potential additional topics including M-estimation, U-statistics, nonparametric inference. (Typically Offered: Fall)→STAT 6643→unlocks 0 courses

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