Advanced Theory of Statistics (Stat 652)
Fall 2013

General Information

Lecturer Zhiqiang Tan
Office: 459 Hill Center
Email: ztan at

Lectures: TTH 10:20-11:40AM, HIL 522
Office hours: Tu 2:00-3:00PM.
Prerequisite Stat 592, 593 or equivalent.
Textbook A.W. van der Vaart (1998), Asymptotic Statistics, Cambridge University Press.
A.A. Tsiatis (2006), Semiparametric Theory and Missing Data, Springer.
E.L. Lehmann and G. Casella (1998), Theory of Point Estimation, Springer.
Exams and Homework There will be a midterm exam and a final exam.
Homework will be assigned and collected.
Grading The final grade will be based on the following components with the weights:
Homework: 30%
Midterm Exam 30%
Final Exam: 40%
Makeup policy Make-up exams will only be given if written documentation of a major outside circumstance is provided by a dean or a doctor.
Students who miss exams without presenting proper documentation in a timely manner will receive a grade of zero.
Homework Assignments HW 1, HW 2, HW 3, HW 4.
HW 1 references: Anderson & Gill (1982, Appendix II), Niemiro (1992), Hjort & Pollard (1993).
HW 2 references: Ferguson (1996, Chap 22), Silvey (1959), Robins, van der Vaart & Ventura (2010).
HW 3 references: Leek & Potscher (2008), Potscher & Leeb (2009).
HW 4 references: Hahn (1998), Lindsay (1983), van der Vaart (1996).