Masterclass slides: Empirical process theory tools for statistics

This course covered some of the basics of empirical process theory and the application of the theory to problems in statistics. The focus was 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.

Event

Empirical process theory tools for statistics

29 October 2015 - 30 October 2015

Venue: The Institute for Fiscal Studies