Theoretical Statistics – All Lectures (2018) [pdf]

Starts with a typo for expression (1); calls it (5) where it is only on page 5.

Starts with a classification problem and seems to get some interesting and likely useful mathematical (probabilistic, statistical) results for what I've seen elsewhere only with heuristics.

Does prove the Lindeberg-Feller version of the central limit theorem.

I would have guessed that there would be some material on exchangability and/or resampling but didn't see anything.

Looks at the Breiman LASSO technique in regression.

He seems to do a lot with one of my favorite authors and papers:

Talagrand, M. (1996). A new look at independence. Annals of Probability 24, 1-34.

Testing Statistical Hypotheses (Cl) by Lehmann

Theory Of Point Estimation by Lehmann

Theoretical Statistics by Keener