Instructor: |
Dr. Debdeep Pati Associate Professor, Department of Statistics 401C Blocker, debdeep [AT] stat [DOT] tamu [DOT] edu Tu/Th 1:00-2:00 PM or by Appointment |
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Syllabus: |
Syllabus |
Date | Topics | Chapters | Supplements | Homeworks | Solutions |
01/14 | Sufficiency | location-scale.pdf suff&minisuff.pdf | hw0_613_s19.pdf | hw0_613_s19_soln.pdf | |
01/16 | Minimal sufficiency | more-on-SS.pdf | |||
01/23 | Completeness | complete.pdf | |||
01/28 | Completeness, Quiz 1 | complete.pdf | hw1_613_s19.pdf | hw1_613_s19_soln.pdf | |
01/30 | Fisher Information | Fisher.pdf | |||
02/04 | Fisher Information (contd.) | Fisher.pdf | |||
02/06 | Evaluating estimators | eval_est.pdf | |||
02/11 | Evaluating estimators, Quiz 2 | eval_est.pdf | |||
02/13 | Likelihood theory | mle.pdf cauchyMLE.R | hw2_613_s19.pdf | hw2_613_s19_soln | |
02/20 | Likelihood theory | mle.pdf | |||
02/20 | Likelihood theory | mle.pdf | |||
02/25 | Advanced likelihood theory | Adv-likelihood-theory.pdf | |||
02/27 | Mid-term I | exam1-613-s19.pdf quiz3.pdf | quiz3soln | ||
03/04 | Advanced likelihood theory | Adv-likelihood-theory.pdf | |||
03/06 | LR Tests | LRTests.pdf | |||
03/18 | LR Tests, Empirical likelihood | LRTests.pdf empirical_likelihood.pdf | hw3_613_s19.pdf | hw3_613_s19_soln.pdf | |
03/20 | Empirical Likelihood | empirical_likelihood.pdf | |||
03/25 | EL (Multivariate) | empirical_likelihood.pdf | |||
03/27 | EL confidence intervals | empirical_likelihood.pdf | quiz4.pdf | ||
04/01 | Estimating equations | empirical_likelihood.pdf | |||
04/03 | Kernel estimators | empirical_likelihood.pdf | |||
04/08 | Class cancelled | ||||
04/10 | Midterm II | exam2-613-s19.pdf | |||
04/15 | Kernel estimators | empirical_likelihood.pdf | hw4_613_s19.pdf | hw4_613_s19_soln.pdf | |
04/17 | Exponential tilting | empirical_likelihood.pdf | |||
04/22 | Misspecification | model_selection.pdf | |||
04/24 | Model selection | model_selection.pdf | quiz5.pdf | ||
04/29 | EM | em.pdf | 05/03 | Final Exam (3:30-5:30pm) | exam3-613-s19.pdf | exam3-613-s19-soln.pdf |