STK9010 – Asymptotic Theory
Course description
Course content
Important parts of statistical theory, along with many applications thereof, build on approximations to the most relevant distributions, and these approximations are valid when the sample size is large, e.g. compared to the dimension of underlying parameter vectors. The machinery of such larg-sample approximations is dealt with in this course, including the basics of probability theory; convergence in probability and in distribution; characteristic functions; central limit theorems; and the laws of large numbers. The theory is being illustrated by applications in various situations.
Learning outcome
In this course students learn how to find effective approximations to distributions and properties of statistical procedures when exact calculations become unfeasible.
Admission
PhD candidates from the University of Oslo should apply for classes and register for examinations through Studentweb.
If a course has limited intake capacity, priority will be given to PhD candidates who follow an individual education plan where this particular course is included. Some national researchers’ schools may have specific rules for ranking applicants for courses with limited intake capacity.
PhD candidates who have been admitted to another higher education institution must apply for a position as a visiting student within a given deadline.
Prerequisites
Recommended previous knowledge
STK1100 – Probability and Statistical Modelling, STK1110 – Statistical Methods and Data Analysis, STK2120 – Statistical Methods and Data Analysis 2 (discontinued).
Overlapping courses
10 credits overlap with STK4010 – Asymptotic theory (discontinued)
The information about overlaps is not complete. Contact the department for more information if necessary.
Teaching
3 hours of lectures/exercises per week.
Examination
Depending on the number of students, the exam will be in one of the following four forms:
1. Only written exam
2. Only oral exam
3. A project paper followed by a written exam.
4. A project paper followed by an oral exam/hearing.
For the latter two the project paper and the exam counts equally and the final grade is based on ? general impression after the final exam. (The two parts of the exam will not be indivdually graded.)
What form the exam will take will be announced by the teaching staff within October 15th for the autumn semester and March 15th for the spring semester.
In addition, each phd student is expected to give a one hour oral presentation on a topic of