Statistics 5601 (Geyer, Spring 2006) Theory

Not a whole lot of theory in this class, but we do have a little bit.

Wilcoxon Test Theory Notes discusses (as of now) why the two forms of the test statistic for the signed rank test

are equal.

Breakdown Point Theory Notes discusses breakdown point and what it tells us about the estimators we are learning about in nonparametrics and their competitors we learn about in introductory statistics and theory of statistics classes.

Efficiency and Breakdown Point is another theory page. Because we never had a theory page before, it has been and still is, also linked in the computer examples section.

Sandwich Estimator Theory Notes discusses semi-parametric maximum likelihood estimation. We believe the model enough to use its maximum likelihood estimator, but we don't believe the model enough to use its esimates of asymptotic variance (based on Fisher information). We use sandwich estimates of variance, which are nonparametric.