01 December 2017
12 hours on 3 days (1/12 - 8/12 - 11/12)
Louvain-la-Neuve
ISBA - C115 and C319
![](http://cdn.uclouvain.be/styles/rectangle_vertical_big/groups/cms-editors-isba/events/short-courses/Short_courses_sem_01.jpg?itok=b5Mq-SQS)
An introduction into the asymptotic theory of statistical experiments by Professor Marc Hallin, ULB
Dates
1/12, 8/12 and 11/12 at the ISBA, UCL, Louvain-la-Neuve
Registration
There is no need to register, you can simply show up on the first day.
NB: If you as a doctoral student want to take this short course however with evaluation (exam), please contact first Rainer von Sachs (see email hereavove)
Course Title and Content
An Introduction to Le Cam's Asymptotic Theory of Statistical Experiments
This course is a brief introduction to the powerful asymptotic theory of statistical experiments associated with the name of Lucien Le Cam. The following topics will be covered.
- Some basic concepts; Lebesgue decomposition; log-likelihood processes
- Local Asymptotic Normality; Contiguity; Le Cam's First and Third Lemmas
- Convergence of Statistical Experiment
- Locally Asymptotically Optimal Testing; locally asymptotically most powerful, maximin and most stringent tests; asymptotic relative efficiencies
- Locally Asymptotically Optimal Estimation; asymptotic minimax Theorem; Hajek-Le Cam Convolution Theorem
- An introduction to the theory of semiparametric inference; tangent space projections; semiparametric efficiency.
The course will be as nontechnical as possible. Although no specific text will be provided, the following monographs may be of interest.
A. van der Vaart (1998). Asymptotic Statistics. Cambridge University Press, Cambridge.
L. Le Cam and G. L. Yang (2000). Asymptotics in Statistics: Some Basic Concepts. Springer, New York, 2nd edition.
Venue and schedule
Friday 01/12/2017
09h00 - 12h00 : C 319
09h00 - 12h00 : C 319
Friday 08/12/2017
09h00 - 12h00 : C115
14h00 - 16h00 : C319
09h00 - 12h00 : C115
14h00 - 16h00 : C319
Friday 11/12/2017
10h00 - 12h00 : C319
14h00 - 16h00 : C319
10h00 - 12h00 : C319
14h00 - 16h00 : C319
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