The Chinese University of Hong Kong

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STAT 5010 Estimation Theory

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1 sharing(s) available for this course
Average Rating:

10.00


Anonymous shared this review at 10:51pm 28 January 2013
  • Professor: Gu Ming Gao
  • Language: English
Rating:

10.00

Course Description
This course is concerned with point estimation in Euclidean sample spaces. Topics include measure theory and integration, group families, exponential families, sufficient statistics, convex loss functions, UMVU estimators, performance of the estimators, the information inequality, the principle of equivariance. Bayes estimation, minimax estimation, convergence in probability and in law, large-sample comparisons of estimators and asymptotic efficiency.  (For students in MPhil-PhD Statistics; For students in MPhil Risk Management Science)
Assessment
Midterm + Final Exam
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