1. Decision Theory and Bayesian Analysis

1.1. General Non-Sequential Decision Problem

1.2. Finding Bayes Rules

1.3. Convex Loss and Non-randomized Decision Rules

1.4. Minimax Decision Rules

1.5. Admissibility


2. Multi-Parameter Estimation

2.1. James-Stein Estimators

2.2. Inadmissibility Proofs

2.3. One Way Analysis of Variance

2.4. General \(\Sigma\)


3. Asymptotic Theory of Estimation

3.1. MLE-Consistency

3.2. MLE-Asymptotic Normality

3.3. MLE-Asymptotic Efficiency


4. Generalized Likelihood Ratio Tests(GLRT’s)

4.1. Generalized Likelihood Ratio Tests

4.2. Asymptotic Null Distributions of GLRT; Wald & Rao Statistics



back