Ingrid Van Keilegom

The course takes places in STAT/C115 from 10:00 till 13:00 on the following Wednesdays : 30/09, 7/10, 14/10, 28/10, 10/11 (Tue), 18/11, 25/11, 2/12, 9/12. On 30/09 the course takes place from 10:45 till 12:45.

OBJECTIVES

The aim of the course is to provide the research-oriented student with the necessary tools in modern asymptotic statistics.

CONTENTS

1. Introduction
   • Semiparametric models
   • Semiparametric Z-estimators
2. Empirical processes
   • Review of the basics of stochastic processes
   • Introduction to modern empirical process theory
3. Asymptotics for semiparametric Z-estimators
4. Introduction to empirical likelihood theory
5. Empirical likelihood for semiparametric models

• Van der Vaart, A. (1998) Asymptotic Statistics. Cambridge University Press, Cambridge.
• Van der Vaart, A. and Wellner, J.A. (1996). Weak Convergence and Empirical Processes. Springer, New York.
• Owen, A. (2001). Empirical Likelihood. Chapman and Hall, New York.