**STAT730 Advanced Theory of Statistics I - Spring 2015**

- Syllabus
- Office Hour: 3:30-4:30pm
- Course Survey
- Lecture notes
- Lecture 1, Lecture 2, Lecture 3, Lecture 4, Lecture 5, Lecture 6, Lecture 7, Lecture 8, Lecture 9, Lecture 10, Lecture 11, Handout on CLT, Lecture 12, Lecture 13, Lecture 14, Lecture 15, Lecture 16, Lecture 17, Lecture 18, Lecture 19, Lecture 20, Lecture 21, Lecture 22, Lecture 23, Lecture 24, Lecture 25, Lecture 26, Lecture 27, Lecture 28, Lecture 29, Lecture 30
- Notes from Prof. Vardeman (ISU) (Chapters 3-10 are directly related)
- Notes from Prof. Brockwell and Prof. Davids (CSU) (Main sources of this course)
- Notes from Prof. Zhou (Yale) (Relevant to statistical decision theory, Neyman-Pearson theory)

- HWs
- HW1 , HW2, HW3, HW4 (Due on 02/23), HW5, HW6, HW7, HW8, HW9, HW10, HW11 (Due on 05/04), HW12

- Exam materials
- Practice problems for Exam 1 , Practice problems for Exam 2

- Useful links
- Advanecd Statistical Inference of Prof. Stephen Vardeman from Iowa State
- Gaussian estimation: Sequence and wavelet models of Prof. Ian Johnstone from Stanford (a nice book for modern theory of statistics).
- Theoretical Statistics and Game theory for Statistician of Prof. Thomas Ferguson from UCLA
- Statistical Decision Theory and Statistical Inference of Prof. Harrison Zhou from Yale
- Theory of Statistics of Prof. Emmanuel Candes from Stanford

- Recommeded Textbooks
- Theory of Point Estimation, E.L. Lehmann and George Casella, Springer Texts in Statistics,2nd edition, 1998.
- Testing Statistical Hypotheses, E.L. Lehmann, Springer Texts in Statistics, 1997.
- Statistical Decision Theory and Bayesian Analysis, J.O. Berger, Springer Series in Statistics, 1993.
- Weak Convergence and Empirical Processes: With Applications to Statistics, A.W. van der Vaart and J. Wellner, Springer Series in Statistics, 2000.
- Mathematical Statistics, J. Shao, Springer Texts in Statistics, 2007.
- Theory of Statistics, M.J. Schervish, Springer Series in Statistics, 1996.
- A Course in Large Sample Theory, T.S. Ferguson, Chapman & Hall, 1996.
- Measure Theory and Probability Theory, K.B. Athreya and S.N. Lahiri, Springer Series in Statistics, 2006.