**Instructor:**Philip B. Stark.
Office
Hours.

**TA: Hui Wang, **whui@stat.berkeley.edu

Office hours MW 1-3pm, 397 Evans Hall

**Lectures:** Tuesday, Thursday,
2-3:30pm, **330 Evans**.

*Theory of Point Estimation*, E. Lehmann, Wadsworth & Brooks/Cole, Pacific Grove, CA, 1991 (2nd edition).*Testing Statistical Hypotheses,*E. Lehmann, Wiley, New York, 1986 (2nd edition).*Mathematical Statistics: Basic Ideas and Selected Topics*, P. Bickel and K. Doksum, Prentice-Hall, New Jersey, 1977.*Multiple Comparisons Theory and Methods*, J. Hsu, Chapman & Hall, New York, 1996.*Robust Statistics: The approach based on influence functions*, F. Hampel, E. Ronchetti, P. Rousseeuw, and W. Stahel, Wiley, New York, 1986.*Robust Statistics*, P. Huber, Wiley, New York, 1981.*Sense and Nonsense of statistical Inference: Controversy, misuse, and subtlety*, C. Wang, Marcel Dekker Inc., New York, 1993.*Optimization by Vector Space Methods*, D.G. Luenberger, Wiley, New York, 1969.

Confidence Estimation: duality between families of hypothesis tests and confidence estimation, invariant tests and equivariant confidence regions, most powerful tests, most accurate regions, optimal equivariant regions, non-equivariant regions, likelihood ratio tests, monotone likelihood ratio, randomized tests, procedures for specific goals, loss functions for regions, the Ghosh-Pratt identity.

Restricted Parameters: Bayes credible regions and minimax confidence regions, duality between Bayes and minimax procedures, the restricted normal mean, affine and nonlinear procedures, beyond minimaxity.

Optimization in infinite-dimensional spaces: applications to the modulus of continuity, the min-max theorem of games, smoothing splines

Multiplicity: Stepwise tests, Simes' inequality, regions corresponding to stepwise tests, the False Discovery Rate.

Confidence regions for infinite-dimensional parameters: nonparametric regression and density estimation, distribution-free confidence regions and tests.

Stein estimation.

Delta method and functional delta method.

Robustness: Weak and weak-star topology, qualitative and quantitative robustness, contamination model and infinitesimal robustness, optimal robustness, influence functions, breakdown point.

© 1998, P.B. Stark.
All rights reserved.

Last modified 7 March 1998.