Spring 2021 STAT 41511

Course: STAT 41511

Title: Topics in Robust and Semiparametric Statistics

Instructor(s): Chao Gao

Teaching Assistant(s): TBD

Class Schedule: Section 1: TR 4:20 PM-5:40 PM (Remote)

Description: This course is about statistical estimation and inference with nuisance parameters. Examples include location estimation with unknown density, Cox proportional hazard model, low-dimensional inference in sparse regression, and robust estimation with arbitrary contamination. We will learn tangent spaces, efficient score functions, and information operators. Basic empirical process tools will also be discussed.

Prerequisite(s): STAT 30100