课程问题：METHODOLOGY AND THEORY FOR THE BOOTSTRAP

授课人：Prof. Peter G. Hall

Professor and ARC Federation Fellow

Department of Mathematics and Statistics

University of Melbourne, Australia

时 间：2012年3月16日（周五）、3月18日（周日）、3月20日（周二）、3月22日（周四）

上午9：00-11:00 下昼3:00-5:00

地 点：北京国际数学研究中心报告厅（未名湖北侧镜春园82号院甲乙丙楼）

课程先容：

The course will begin by discussing the motivation and intuition behind bootstrap methods, and treat a variety of different approaches, including the double bootstrap. Mathematical arguments based on Edgeworth expansions will then be introduced to assess the performance of the bootstrap, and in particular to compare different approaches. The course will also address at least some of the following topics: bootstrap methods for time series, the m-out-of-n bootstrap, and bootstrap methods for nonparametric curve estimation.

授课人先容：

Prof. Hall is currently a professor and ARC Federation Fellow at the Department of Mathematics and Statistics, University of Melbourne, and also has a joint appointment at University of California Davis. He previously held a professorship at the Centre for Mathematics and its Applications at the Australian National University.

Prof. Hall is a Fellow of the Royal Society and a Fellow of the Australian Academy of Science. He is among the world's most prolific and highly-cited authors in both probability and statistics. Mathscinet lists him with more than 500 publications as of January 2008. He has made very substantial and important contributions to nonparametric statistics, in particular for curve estimation and resampling: the bootstrap method, smoothing, density estimation, and bandwidth selection. He has worked on numerous applications across fields of economics, engineering, physical science and biological science. His work obtained him the Australian Laureate Fellow from Australian Government and the Szekeres Medal from Australian Mathematical Society.