Instructor:Philip B. Stark. Office Hours.
TA: Hui Wang, email@example.com
Office hours MW 1-3pm, 397 Evans Hall
Lectures: Tuesday, Thursday, 2-3:30pm, 330 Evans.
Confidence Estimation: duality between families of hypothesis tests and confidence estimation, invariant tests and equivariant confidence regions, most powerful tests, most accurate regions, optimal equivariant regions, non-equivariant regions, likelihood ratio tests, monotone likelihood ratio, randomized tests, procedures for specific goals, loss functions for regions, the Ghosh-Pratt identity.
Restricted Parameters: Bayes credible regions and minimax confidence regions, duality between Bayes and minimax procedures, the restricted normal mean, affine and nonlinear procedures, beyond minimaxity.
Optimization in infinite-dimensional spaces: applications to the modulus of continuity, the min-max theorem of games, smoothing splines
Multiplicity: Stepwise tests, Simes' inequality, regions corresponding to stepwise tests, the False Discovery Rate.
Confidence regions for infinite-dimensional parameters: nonparametric regression and density estimation, distribution-free confidence regions and tests.
Delta method and functional delta method.
Robustness: Weak and weak-star topology, qualitative and quantitative robustness, contamination model and infinitesimal robustness, optimal robustness, influence functions, breakdown point.
© 1998, P.B. Stark.
All rights reserved.
Last modified 7 March 1998.