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Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.

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How to find the optimal convergence rate?

I have already asked that Question on Cross Validated: Link Suppose there is some data $X_{1},X_{2},\ldots,X_{n}$. We further suppose that there is some parameter $\theta$, for which we want to do st …
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