Master's Programme in Mathematics and Statistics is responsible for the course.
The course belongs to the Statistics and Social statistics module.
The course is available to students from other degree programmes.
Large sample statistical inference
Recommended time/stage of studies for completion: 1. or 2. year
Term/teaching period when the course will be offered: varying
Delta method and convergence in probability and distribution. Large sample properties of the logarithmic likelihood function and maximum likelihood estimator. Asymptotic test statistics and confidence bounds.
Saikkonen P., Tilastollisen päättelyn jatkokurssi (Luentomoniste); Ferguson T., A course in large sample theory.
Lectures and exercise classes
Exam and excercises, Course will be graded with grades 1-5
Exam, other methods will be described later