Instructor: |
Dr. Debdeep Pati Associate Professor, Department of Statistics 401C Blocker, debdeep [AT] stat [DOT] tamu [DOT] edu MW 4:00-5:00 PM via zoom (or by Appointment) |
||||
Teaching Assistant: |
Xiaomeng Yan PhD Student, Department of Statistics 405B Blocker, xiaomengyan [AT] stat [DOT] tamu [DOT] edu TTh 4:00-5:00 PM via zoom (or by Appointment) |
||||
Syllabus: |
Syllabus |
Date | Topics | Chapters | Supplements | Homeworks | Solutions |
01/19 | Sufficiency | location-scale.pdf suff&minisuff.pdf | hw0_613_s22.pdf | hw0_613_s22_soln.pdf | |
01/24 | sufficiency | suff&minisuff.pdf more-on-SS.pdf | |||
01/26 | Minimal sufficiency | suff&minisuff.pdf more-on-SS.pdf | |||
01/31 | Completeness | complete.pdf | |||
02/02 | Class canceled | ||||
02/07 | Completeness | complete.pdf more-on-SS.pdf | |||
02/09 | Fisher Information | Fisher.pdf more-on-SS.pdf | hw1_613_s22.pdf | hw1_613_s22_soln.pdf | |
02/14 | Fisher info & Evaluating estimators | Fisher.pdf eval_est.pdf | |||
02/16 | Evaluating estimators | eval_est.pdf | |||
02/21 | Evaluating estimators | eval_est.pdf | |||
02/23 | Likelihood theory | mle.pdf cauchyMLE.R | |||
02/28 | Likelihood theory | mle.pdf cauchyMLE.R | |||
03/02 | Adv. Likeli. Th. & LR Tests | Adv-likelihood-theory.pdf LRTests.pdf | hw2_613_s22.pdf | hw2_613_s22_soln.html | |
03/07 | Empirical Likelihood | empirical_likelihood.pdf | |||
03/09 | Empirical Likelihood | empirical_likelihood.pdf | |||
03/21 | Empirical Likelihood (Multivariate) | empirical_likelihood.pdf | |||
03/23 | Empirical Likelihood (smooth_function) | empirical_likelihood.pdf | |||
03/28 | Empirical Likelihood (smooth_function) | empirical_likelihood.pdf | |||
03/30 | Mid-term | ||||
04/04 | Mid-term discussion & Kernel estimators | empirical_likelihood.pdf | |||
04/06 | Kernel Estimators | empirical_likelihood.pdf | |||
04/11 | Kernel Estimators | empirical_likelihood.pdf | |||
04/13 | Model Selection / Misspecification | hw3_613_s22.pdf | hw3_613_s22_soln.pdf | ||
04/18 | Model Selection/Misspecification | ||||
04/20 | Empirical likelihood kernel est | empirical_likelihood.pdf | |||
04/25 | SURE estimators | ||||
04/27 | SURE estimators | 05/02 | Review |