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Course Catalog

140.772.01 ADVANCED STATISTICAL THEORY II

Department:
Biostatistics
Term:
2nd term
Credits:
4 credits
Academic Year:
2014 - 2015
Location:
East Baltimore
Class Times:
  • Tu Th,  1:30 - 2:50pm
Auditors Allowed:
Yes, with instructor consent
Grading Restriction:
Letter Grade or Pass/Fail
Contact:
Daniel Scharfstein
Course Instructor:

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Prerequisite:

140.771; Real Analysis, Measure-Theoretic Probability, Introduction to Statistical Theory I-II

Description:

Focuses on drawing large sample inferences about "parameters" in statistical models. Develops asymptotic theory for maximum

likelihood estimation, M-estimation, and generalized method of moment (GMM) estimation. Discusses formal techniques for

constructing estimators in semi-parametric models. Pays particular attention to models for longitudinal and survival data. Special

topics presented by guest lecturers.

Involves rigorous mathematical arguments

so that familiarity with concepts in

advanced calculus, real analysis, and

measure theory will be required.

Learning Objectives:

Upon successfully completing this course, students will be able to:

  1. Understand large sample theory underlying commonly used statistical procedures such as maximum likelihood, M-estimation, and GMM-estimation.
  2. Understand the foundations of semiparametric inference.
  3. Understand the foundations of the counting process approach to survival analysis.
Methods of Assessment:

Over two terms (140.771-772): 4
collaborative homeworks (40%); 2 independent homeworks (40%); 1 final project (20%).

Multiterm:

Final grade applies to all terms

Instructor Consent:

No consent required

Special Comments:

Grade for 140.771 and 772 given at completion of 140.772