Revision of maximum likelihood estimation

21 Fevereiro 2014, 09:30 • NICOLETTA ROSATI

Data generating process, random sample. Likelihood function. Point and interval estimation. Maximum likelihood estimation (MLE). Regularity conditions. Invariance property of MLE. Properties of estimators: bias, efficiency, Cramér-Rao lower bound. Fisher information. Consistency. Properties of MLE. Examples.

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Introduction

14 Fevereiro 2014, 09:30 • NICOLETTA ROSATI

Survey of students' background. Programme, bibliography, software. CT6 syllabus.

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