AMCS 307 - Advanced Statistical Inference by Prof. Marco Scavino

AMCS 241, 243, 245. Statistical inference in a wide range of problems at an advanced level. It covers the general theory of estimation, tests, and confidence intervals by deriving, in particular, the asymptotic properties of the maximum likelihood estimator and the likelihood ratio, Wald, and scores tests (and their generalizations), and the calculus of M- estimation.

Sunday and Tuesday from 09:30 to 10:30
Building 9, Room 3140

Prerequisite: AMCS 241, 243, 245. Statistical inference in a wide range of problems at an advanced level. It covers the general theory of estimation, tests, and confidence intervals by deriving, in particular, the asymptotic properties of the maximum likelihood estimator and the likelihood ratio, Wald, and scores tests (and their generalizations), and the calculus of M- estimation. Selected modern topics such as Bayesian and permutation inference, rank tests, the jackknife, and the bootstrap.

AMCS 307 - Advanced Statistical Inference by Prof. Marco Scavino

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Stochastic Numerics Research Group (STOCHNUM)

AMCS 307 - Advanced Statistical Inference​ by Prof. Marco Scavino

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AMCS 307 - Advanced Statistical Inference by Prof. Marco Scavino