统计与管理学院2015年学术报告第23期
【主 题】 Empirical Process Theory for Statistics
【报告人】 Jon A. Wellner 教授
University of Washington, Seattle WA
【时 间】 2015年6月23日（星期二）09:30－11:00
【地 点】 上海财经大学统计与管理学院大楼1208室
【语 言】 英文
【摘 要】 This talk will cover some of the basics of empirical process theory and the application of the theory to problems in statistics. The focus will be on some of the basic convergence theory and methods together with inequalities for dealing with minimum contrast and maximum likelihood estimators in nonparametric and semiparametric models.
Lecture Outline
l Introduction, history, selected examples
l Some basic inequalities.
l Glivenko-Cantelli theorems and first applications.
l Donsker theorems and some inequalities.
l Peeling methods and rates of convergence.
l Some useful preservations theorems.
