Introduction to the bootstrap

11 dezembro 2019, 11:30 • João Andrade e Silva

Review of past lecture

Bootstrap foundations

Parametric and non parametric bootstrap. Example

Some examples of bootstrap applications (to be continued)

 

---

Model Selection

2 dezembro 2019, 15:00 • João Andrade e Silva

Likelihood ratio test

Model selection 

Introduction to simulation

 

---

Model Selection

29 novembro 2019, 11:00 • João Andrade e Silva

KS test - Examples using R and Excel

AD Test

Chi-square Test - Examples

---

Model Selection

27 novembro 2019, 11:30 • João Andrade e Silva

Introdution

Kolmogorov-Smirnov test

---

Bayesian inference

25 novembro 2019, 15:00 • João Andrade e Silva

Review of the concepts discussed in the previous lecture

Example

Bayes estimates using Loss Functions

HPD intervals

Examples

 

---