Advanced Instructional School

Weak Convergence with Applications in Statistics

(Funded by National Board for Higher Mathematics)

1-25 June, 2010
 
Advanced Instructional School Workshop on Weak Convergence with applications in Statistics is being organised at Department of Statistics, University of Pune in the month of June 2010.

                                                                                       

Speakers
S.No Name
1 G. B. Marathe
2 M. B. Rajarshi
3 J. V. Deshpande
4 M. M. Kale
5 T. V. Ramanathan
6 S. R. Deshmukh
7 U. V. Naik-Nimbalkar

Detailed Syllabus

  • Weak convergence - Preliminaries
  • Hilbert Space, Separable metric spaces and Polish spaces, C[0,1], D[0,1]
  • Brownian process, Brownian Bridge, Diffusion processes.
  • Empirical processes and weak convergence, Applications to goodness of fit statistics.
  • U-statistics and their asymptotic distributions
  • Kaplan-Meir estimator and its asymptotic distribution, Applications in survival analysis.
  • Statistical (Differentiable) Functionals and their asymptotic distributions, Applications to bootstrap.
  • Mixing processes and central limit theorems
  • Weak convergence of empirical processes of dependent random variables.
  • Martingale central limit theorems and their applications in inference in stochastic processes.
  • MCMC methods (theory) and applications
  • Poisson Approximation theorems.