| Unit name | Statistical Asymptotics |
|---|---|
| Unit code | MATHM6010 |
| Credit points | 10 |
| Level of study | M/7 |
| Teaching block(s) |
Academic Year (weeks 1 - 52) |
| Unit director | Dr. Didelez |
| Open unit status | Not open |
| Pre-requisites |
None |
| Co-requisites |
None |
| School/department | School of Mathematics |
| Faculty | Faculty of Science |
This unit has the twin aims of introducing students to asymptotic theory and developing their practical skills in using asymptotic approximations. Topics covered may include multivariate central limit theorem, the continuous mapping theorem, the delta method, likelihood asymptotics, Laplace's approximation and an introduction to Edgeworth expansions and saddlepoint density approximations. Prerequisites are a basic undergraduate knowledge of likelihood methods and univariate limit theorems, and a working knowledge of Taylor expansion methods and different modes of convergence.
