Expect frequent changes

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1

Jan 08

Statistical Models and Identifiability

No HW

Section 1.2 of B&D(2001)

2

Jan 13

Exponential family, Location-scale family, Mixture distributions

No HW

Section 2.1 of Shao(2003)

3

Jan 15

Sufficiency, Completeness and Ancillarity

HW0

Section 2.2 of Shao(2003)

4

Jan 20

Sufficiency and Completeness of special family of distributions

No HW

Section 2.2 of Shao(2003)

5

Jan 22

Invariance

HW1

Section 4.2 of Shao(2003) and additional notes
HW1 due on Jan 29

6

Jan 27

Unbiasedness

no HW

Section 3.1 of Shao(2003)

7

Jan 29

Information inequalities

HW2

Section 3.1.3 of Shao (2003) and additional notes
HW1 due today! HW2 due on Feb 5

8

Feb 3

U-statistics

HWS1

Section 3.2 of Shao(2003)

9

Feb 5

The Projection method

HW3

Section 3.2.3 of Shao(2003)
HW2 due today! HW3 due on Feb 12

10

Feb 10

Statistical Decision Theory: Admisibility and Minimaxity

HWS2

Section 2.3 of Shao (2003)

11

Feb 12

Bayes decisions and estimators

HW4

Section 4.1 of Shao(2003)
HW3 due today! HW4 due on Feb 19

12

Feb 17

Admissibility and Minimaxity (revisited)

HWS3

Section 4.3 of Shao(2003)

13

Feb 19

Simultaneous estimation and shrinkage estimators

HW5

Section 4.3.3 of Shao(2003)
HW4 due today! HW5 due on Feb 28

14

Feb 24

Worked out examples

HWS4

See additional notes

15

Feb 26

Problem solving session for midterm
Practice Problems

HWS5

Sections 2.1-2.3, 3.1, 3.2, 4.1, 4.3 of Shao (2003)
HW5 due today!

16

Mar 3

Spring Break

No HW

No classes

17

Mar 5

Spring Break

No HW

No Classes

18

Mar 10

Midterm Exam: 10:15-11:30
Syllabus: Lectures 1-13

midterm

No regular class

19

Mar 12

Midterm exam solution

no HW

Midterm exam grade distribution

20

Mar 17

Nonparametric methods: empirical distribution functions

no HW

Section 5.1 of Shao(2003)

21

Mar 19

Empirical likelihood

HW6

Section 5.1.2 of Shao(2003)
HW6 due on Mar 26

22

Mar 24

Density estimation

no HW

Section 5.1.3 of Shao(2003)

23

Mar 26

Nonparametric regression

HW7

Additional notes
HW6 due today! HW7 due on Apr 2

24

Mar 31

Consistency

HWS6

Additional notes

25

Apr 2

Rate of converegence

HW8

Additional notes
HW7 due today! HW8 due on April 9

26

Apr 7

Stone's result

HWS7

Additional notes

27

Apr 9

Application of Stone's result

HW9

Additional notes
HW8 due today! HW9 due on April 16

28

Apr 14

Nonparametric estimation for censored data

HWS8

Additional notes

29

Apr 16

Nonparametric regression based on censored data

HW10

Additional notes
HW9 due today! HW10 due on April 23

30

Apr 21

Worked our examples

HWS9

Addional notes

31

Apr 23

Problem solving session
Practice Problems

HWS10

Discussions and feedback
HW10 due today!

May 5

Final exam
8:00 to 11:00, 232 Daniels Hall

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Syllabus: Lectures 1-30