Homework problems will come from Ferguson’s text and the problems in the file below. The file will be updated periodically, so please refresh your browser when looking for the assigned problems.

Assignment 1: Due Thursday January 19 (before class)

Reading: Ferguson Sections 1-4

Problems: HW A:1,7,10,13,14,16,17,31,32; B:1; D:1

Assignment 2: Due Tuesday January 24 (before class)

Reading: Ferguson Sections 1-4

Problems: HW A:3,20,23,33,34; B2,3,6,9; D2,3

Assignment 3: Due Tuesday January 31

Reading: Ferguson Sections 1-4

Problems: Upload new HW file. HW A:15,18,29,30,33,36,37; B:5; D:4,6,10,11 + D:5,8,9

Assignment 4: Due Tuesday February 7

Reading:

van der Vaart, Asymptotic Statistics: Section 2.1 and 2.2, 3.1 and 3.2

Ferguson Sections 5-9

Problems:

Ferguson 1.1 (first part only), 1.2, 1.3, 1.4, 2.6, 3.1(a,b,d), 5.1, 5.7 (use the Lindebergh CLT)

Ferguson Problem 4.1. First carefully evaluate the expected value of beta-hat and alpha-hat. It follows from this that the relevant quantity to consider in parts a,b of the question is the variance of the the estimates. Recall that converence in quadratic mean (qm) is equivalent to L_2 convergence.

HW file: D10,11,14

Assignment 5: Due **Thursday** February 16

Reading:

van der Vaart, Asymptotic Statistics: Section 4.1, 5.1-5.2

Ferguson Sections 16-18

Problems:

Ferguson 6.1 parts a and c (establish Theorem 6′ (a) under the assumption that f is continuous everywhere), 6.4a. Look over and summarize (in any way that you find helpful) the solutions to 6.4b and 6.5.

HW file: Upload new file. A:8: D:7,13,16,17,18,19,20,26

Assignment 6: Due **Wednesday** February 22

Reading:

van der Vaart, Asymptotic Statistics: Section 4.1, 5.1-5.2

Ferguson Sections 18-20,22

Problems:

Ferguson 7.1, 7.2, 7.3a, 7.4, 8.3, 9.1, 9.2, 9.4

Assignment 7: Due Tuesday February 28

Reading:

van der Vaart, Asymptotic Statistics: Section 4.1, 5.1-5.2

Ferguson Sections 18-20,22

Problems:

Ferguson 17.1, 17.2a, 17.3a-b, 18.1a, 18.2, 18.4

HW file: Upload new file. A22,25,26; D28,32,33

Assignment 8: Due Tuesday March 7 [Final]

Reading:

van der Vaart, Asymptotic Statistics: Section 4.1, 5.1-5.2

Ferguson Sections 18-20,22

Problems:

Ferguson 19.1, 19.3 (the question assumes that the nuisance parameters are *unknown*; also answer parts (a) and (b) in case the nuisance parameters are *known*), 19.5, 20.1a, 20.3, 22.2, 22.3

HW file: A24,27; D21,22,26

Assignment 8: Due Tuesday March 28

Reading: Sections 1-3 of Gabor Lugosi’s Lecture Notes

HW (download new version): A39, E1,2,4,5,6,7,10,13,15,22

Assignment 8: Due Tuesday 4 April

Reading: Sections 1-3 of Gabor Lugosi’s Lecture Notes

HW (download new version): A4,8; B12,19,20; D26,31; E3,8,9,11,12,24

Assignment 9 Due **Thursday** 13 April

HW: B11,13,14,15,16,17,18

Assignment 10 Due Tuesday 18 April

HW: A9,11; B21; C1,2,3,4,5,6,7,8,11,13

Assignment 11 Due **Thursday** 27 April [Preliminary]

HW: A19; B20, 27; E14,16,17,18,19,20,21,26 + D25; E27; F1,2,3