Instructor:
Name: Arian Maleki
Email: arian@stat.columbia.edu
Office: SSW1013
Office hour: Wednesdays 6:00PM-8:00PM
TA:
Name: Promit Ghosal
Email: pg2475@columbia.edu
Office: SSW1025
Office hour: TBD
Course website:
https://sites.google.com/site/statisticalinferencetheory/
Lectures:
Time: MW 2:40-3:55
Location: 903 SSW
Prerequisite:
Basic knowledge of probability, statistics, linear algebra, and real analysis are required for this course. See a list of topics we expect you to know here. If you are unfamiliar with 40% of these topics, you can still take the course. But it is your responsibility to learn the topics during the course. We will use them without reviewing them in details.
Textbooks:
E. Lehman and G. Casella, Theory of point estimation, Second edition
E. Lehman and J. Romano, Testing statistical hypothesis, Third edition.
A Tsybakov, Introduction to nonparametric estimation, 2008
A. W. van der Vaart, Asymptotic statistics, 2000
R. W. Keener, Theoretical statistics, 2010
A. Gelman, J.B. Carlin, H. S. Stern, D. B. Rubin, Bayesian data analysis, second edition
P. Bickel and K. Doshum, Mathematical statistics: Basic ideas and selected topics, vol. I, second edition.
R. J. Muirhead, Aspects of multivariate statistical theory, 2005.
P. Buhlman and S. van de Geer, Statistics for high dimensional data, 2011.
D. R. Cox and D. V. Hinkley, Theoretical Statistics, 2000.