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Course: STAT 30800
Title: Advanced Statistical Inference-2
Instructor(s): Wei Biao Wu
Class Schedule: Sec 01:MWF 9:30-10:30AM in E117
Office Hours:  
Description: This course will discuss the following topics in high-dimensional statistical inference: random matrix theory and asymptotics of its eigen-decompositions, estimation and inference of high-dimensional covariance matrices, large dimensional factor models, multiple testing and false discovery control and high-dimensional semiparametrics. On the methodological side, probability inequalities, including exponential, Nagaev, and Rosenthal-type inequalities will be introduced.