**STAT730 Advanced Theory of Statistics I - Spring 2017**

- Syllabus
- Office Hour: TBA
- Lecture notes
- Class lecture notes
- Lecture 1 ( part1_finished ; part2_finished)
- Lecture 2 ( part1_finished ; part2_finished)
- Lecture 3 ( part1_finished ; part2_finished)
- Lecture 4 ( part1_finished ; part2_finished)
- Lecture 5 ( part1_finished ; part2_finished)
- Lecture 6 ( part1_finished ; part2_finished)
- Lecture 7 ( part1_finished ; part2_finished)
- Lecture 8 ( part1_finished ; part2_finished ; part3_finished)
- Lecture 9 ( part1_finished ; part2_finished)
- Lecture 10 ( part1_finished ; part2_finished)
- Lecture 11 ( part1_finished ; part2_finished)
- Lecture 12 ( part1_finished ; part2_finished)
- Lecture 13 ( part1_finished ; part2_finished)
- Lecture 14 ( part1_finished ; part2_finished; part3_finished)
- Lecture 15 ( part1_finished ; part2_finished)

- 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)

- Class lecture notes
- HWs
- HW1, HW2, HW3, HW4, HW5, HW6, HW7, HW8, HW9, HW10, HW11, HW12

- Exam materials
- Exam I solution has been send.
- Exam II solution has been send.

- 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.
- Asymptotic Statistics, A.W. van der Vaart, Cambridge Series in Statistical and Probabilistic Mathematics, 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.