Skip to primary content
skip to the end of the global utility bar
The University of North Carolina at Chapel Hill
  • Accessibility
  • Events
  • Libraries
  • Maps
  • Departments
  • ConnectCarolina
  • UNC Search
skip to main

Andrew B. Nobel

Andrew B. Nobel

Main menu

  • Home
  • Teaching
  • Publications
  • CV
  • Software

STOR 655 Lecture Notes

Preliminaries

Random Vectors and the Multivariate Normal

Standard Modes of Convergence, the Law of Large Numbers, Stochastic Order

Weak convergence

Tools extending weak convergence

T-squared and chi-squared statistics

Method of Moments

Total variation and Kullback-Liebler

Consistency of Maximum Likelihood

Asymptotic Normality of Maximum Likelihood

The Information Inequality

Asymptotic Efficiency

Likelihood Ratio Test

Subadditivity

Probability Inequalities

Gaussian Extremes

Convex sets and functions

Gaussian Mean Width

High Dimensional Estimation with Constraints

Symmetrization and Contraction

Gaussian Comparison

Proudly powered by WordPress