Empirical Processes

Lecture 01. Introduction
Lecture 02. Preliminaries for Empirical Processes
Lecture 03. Stochastic Convergence
Lecture 04. Stochastic Convergence (Cont.)
Lecture 05. Maximal Inequalities
Lecture 06. Symmetrization and Measurability
Lecture 07. Glivenko-Cantelli and Donsker Results
Lecture 08. Vapnik-Cervonenkis Classes and Uniform Entropy
Lecture 09. BUEI Classes & Bracketing Entropy
Lecture 10. Preservation Results
Lecture 11. Bootstrapping Empirical Processes
Lecture 12. Bootstrapping Empirical Processes (Cont.)
Lecture 13. Functional Delta Method
Lecture 14. Z-Estimators
Lecture 15. M-Estimators
Lecture 16. Non-Regular Examples of M-Estimators
Lecture 17. Case Studies

Semiparametric Inference

Lecture 18. Preliminaries for Semiparametric Inference
Lecture 19. Semiparametric Models and Efficiency
Lecture 20. Efficiency and Testing
Lecture 21. Efficient Inference for Finite-Dimensional Parameters
Lecture 22. Profile Likelihood
Lecture 23. Profile Sampler
Lecture 24. Efficient Inference for Infinite-Dimensional Parameters
Lecture 25. Semiparametric M-Estimation
Lecture 26. Case Studies

_{^{💟 I would like to thank all group members for their important contributions, namely Yilun Li, Xinjie Qian, Richard Sizelove, Jianqiao Wang, Wenyi Xie, and Yangjianchen Xu, listed in alphabetical order.}}