ASYMPTOTIC STATISTICS (52806) -- PROF. DAVID ZUCKER -- COURSE MATERIALS
Targilim
Targil
#1
Targil
#2
Targil
#3
Targil
#4 (labelled #6)
Targil
#5
Targil #6: Part 1, Part 2, Part 3
Targil #7
Targil #8 (labelled #12)
Targil #9 (labelled #13)
Solutions
to Targilim
Supplementary
Material
Review
of Transformations and Jacobians
Convolution
Theorem for Normal Experiments
(Proof based on van der Vaart,
A. (1991). An asymptotic representation theorem. International
Statistical Review
59:97-121.
See
Theorem 5.1 of this paper.)
Asymptotic Normality of Rank Tests - End of Proof (verification of Lindeberg condition)
Article on Bartlett correction (link to campus journal database)
Article on connection between rank tests and logrank-type tests in survival analysis (link to campus journal database)
Gastwirth article on nonparametric tests (link to campus journal database)
MATERIAL
RELATED TO WEAK CONVERGENCE THEORY
Separability
Lemma
Note
on measurability in C[a,b]
Proof
of Generalized Continuous Mapping Theorem Using Portmanteau
Theorem
Fidi
lemma
Proofs
of the Skohorod Representation Theorem and Prohorov's Theorem
(taken from Billingsley, 1971, Weak
Covergence of Measures: Applications in Probability,
SIAM)
Hahn's
Theorem