Sumários
Revision
4 Março 2016, 08:30 • NICOLETTA ROSATI
Data generating process, random sample. Likelihood function. Point and interval estimation. Maximum likelihood estimation (MLE). Regularity conditions. Equivariance of MLE. Properties of estimators: bias, efficiency, Cramér-Rao lower bound. Fisher information. Properties of estimators: consistency. Sufficient conditions. Properties of MLE. Examples.
Introduction
26 Fevereiro 2016, 08:30 • NICOLETTA ROSATI
Survey of students' background. Programme, bibliography, software. Exam structure and available material.
General introduction about the GLM.