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)

 

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Model Selection

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

Likelihood ratio test

Model selection 

Introduction to simulation

 

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Model Selection

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

KS test - Examples using R and Excel

AD Test

Chi-square Test - Examples

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Model Selection

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

Introdution

Kolmogorov-Smirnov test

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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

 

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